EX-4.1 3 d659025ex4_1.htm PSA Unassociated Document



OPTION ONE MORTGAGE ACCEPTANCE CORPORATION,
Depositor
 
OPTION ONE MORTGAGE CORPORATION,
Servicer
 
and
 
WELLS FARGO BANK, N.A.,
Trustee
 
POOLING AND SERVICING AGREEMENT
 
Dated as of April 1, 2007
 
 
___________________________
 
Option One Mortgage Loan Trust 2007-3
 
Asset-Backed Certificates, Series 2007-3
 

 






Table of Contents

 
ARTIClLE I DEFINITIONS 
 
 
SECTION 1.01.
Defined Terms.
 
 
SECTION 1.02.
Accounting.
 
 
SECTION 1.03.
Allocation of Certain Interest Shortfalls.
 
 
SECTION 1.04.
Rights of the NIMS Insurer.
 
 
ARTICLE II CONVEYANCE OF MORTGAGE LOANS; ORIGINAL ISSUANCE OF CERTIFICATES 
 
 
SECTION 2.01.
Conveyance of Mortgage Loans.
 
 
SECTION 2.02.
Acceptance by Trustee.
 
 
SECTION 2.03.
Repurchase or Substitution of Mortgage Loans by the Originator or Responsible Party.
 
 
SECTION 2.04.
Intentionally Omitted.
 
 
SECTION 2.05.
Representations, Warranties and Covenants of the Servicer.
 
 
SECTION 2.06.
Representations and Warranties of the Depositor.
 
 
SECTION 2.07.
Issuance of Certificates.
 
 
SECTION 2.08.
Authorization to Enter into Interest Rate Swap Agreement.
 
 
SECTION 2.09.
Conveyance of REMIC Regular Interests and Acceptance of REMIC 2, REMIC 3, REMIC 4, REMIC 5 and REMIC 6 by the Trustee; Issuance of Certificates.
 
 
SECTION 2.10.
Negative Covenants of the Trustee and the Servicer.
 
 
ARTICLE III ADMINISTRATION AND SERVICING OF THE MORTGAGE LOANS 
 
 
SECTION 3.01.
Servicer to Act as Servicer.
 
 
SECTION 3.02.
Sub-Servicing Agreements Between Servicer and Sub-Servicers.
 
 
SECTION 3.03.
Successor Sub-Servicers.
 
 
SECTION 3.04.
Liability of the Servicer.
 
 
SECTION 3.05.
No Contractual Relationship Between Sub-Servicers and the NIMS Insurer, the Trustee or Certificateholders.
 
 
SECTION 3.06.
Assumption or Termination of Sub-Servicing Agreements by Trustee.
 
 
SECTION 3.07.
Collection of Certain Mortgage Loan Payments.
 
 
SECTION 3.08.
Sub-Servicing Accounts.
 
 
SECTION 3.09.
Collection of Taxes, Assessments and Similar Items; Servicing Accounts.
 
 
SECTION 3.10.
Collection Account and Distribution Account.
 
 
SECTION 3.11.
Withdrawals from the Collection Account and Distribution Account.
 
 
SECTION 3.12.
Investment of Funds in the Collection Account and the Distribution Account.
 
 
SECTION 3.13.
Rights of the Class C Certificateholder.
 
 
SECTION 3.14.
Maintenance of Hazard Insurance and Errors and Omissions and Fidelity Coverage.
 
 
SECTION 3.15.
Enforcement of Due-On-Sale Clauses; Assumption Agreements.
 
 
SECTION 3.16.
Realization Upon Defaulted Mortgage Loans.
 
 
SECTION 3.17.
Trustee to Cooperate; Release of Mortgage Files.
 
 
SECTION 3.18.
Servicing Compensation.
 
 
SECTION 3.19.
Reports to the Trustee; Collection Account Statements.
 
 
SECTION 3.20.
Statement as to Compliance.
 
 
SECTION 3.21.
Assessment of Compliance and Attestation Report.
 
 
SECTION 3.22.
Access to Certain Documentation.
 
 
SECTION 3.23.
Title, Management and Disposition of REO Property.
 
 
SECTION 3.24.
Obligations of the Servicer in Respect of Prepayment Interest Shortfalls.
 
 
SECTION 3.25.
Reports Filed with Securities and Exchange Commission.
 
 
SECTION 3.26.
Obligations of the Servicer in Respect of Mortgage Rates and Monthly Payments.
 
 
SECTION 3.27.
Solicitations.
 
 
SECTION 3.28.
[Reserved].
 
 
SECTION 3.29.
Advancing Facility.
 
 
ARTICLE IV FLOW OF FUNDS 
 
 
SECTION 4.01.
Distributions.
 
 
SECTION 4.02.
[Reserved].
 
 
SECTION 4.03.
Statements.
 
 
SECTION 4.04.
Remittance Reports; Advances.
 
 
SECTION 4.05.
Net WAC Rate Carryover Reserve Account.
 
 
SECTION 4.06.
Distributions on the REMIC Regular Interests.
 
 
SECTION 4.07.
Allocation of Realized Losses.
 
 
SECTION 4.08.
Swap Account.
 
 
SECTION 4.09.
Tax Treatment of Swap Payments and Swap Termination Payments
 
 
SECTION 4.10.
Swap Collateral Account
 
 
SECTION 4.11.
Rights and Obligations Under the Interest Rate Swap Agreement.
 
 
ARTICLE V THE CERTIFICATES 
 
 
SECTION 5.01.
The Certificates.
 
 
SECTION 5.02.
Registration of Transfer and Exchange of Certificates.
 
 
SECTION 5.03.
Mutilated, Destroyed, Lost or Stolen Certificates.
 
 
SECTION 5.04.
Persons Deemed Owners.
 
 
SECTION 5.05.
Appointment of Paying Agent.
 
 
ARTICLE VI THE SERVICER AND THE DEPOSITOR 
 
 
SECTION 6.01.
Liability of the Servicer and the Depositor.
 
 
SECTION 6.02.
Merger or Consolidation of, or Assumption of the Obligations of, the Servicer or the Depositor.
 
 
SECTION 6.03.
Limitation on Liability of the Servicer and Others.
 
 
SECTION 6.04.
Servicer Not to Resign.
 
 
SECTION 6.05.
Delegation of Duties.
 
 
SECTION 6.06.
[Reserved].
 
 
SECTION 6.07.
Inspection.
 
 
ARTICLE VII DEFAULT 
 
 
SECTION 7.01.
Servicer Events of Termination.
 
 
SECTION 7.02.
Trustee to Act; Appointment of Successor.
 
 
SECTION 7.03.
Waiver of Defaults.
 
 
SECTION 7.04.
Notification to Certificateholders.
 
 
SECTION 7.05.
Survivability of Servicer Liabilities.
 
 
ARTICLE VIII THE TRUSTEE 
 
 
SECTION 8.01.
Duties of Trustee.
 
 
SECTION 8.02.
Certain Matters Affecting the Trustee.
 
 
SECTION 8.03.
Trustee Not Liable for Certificates or Mortgage Loans.
 
 
SECTION 8.04.
Trustee May Own Certificates.
 
 
SECTION 8.05.
Trustee Fee and Expenses.
 
 
SECTION 8.06.
Eligibility Requirements for Trustee.
 
 
SECTION 8.07.
Resignation or Removal of Trustee.
 
 
SECTION 8.08.
Successor Trustee.
 
 
SECTION 8.09.
Merger or Consolidation of Trustee.
 
 
SECTION 8.10.
Appointment of Co-Trustee or Separate Trustee.
 
 
SECTION 8.11.
Limitation of Liability.
 
 
SECTION 8.12.
Trustee May Enforce Claims Without Possession of Certificates.
 
 
SECTION 8.13.
Suits for Enforcement.
 
 
SECTION 8.14.
Waiver of Bond Requirement.
 
 
SECTION 8.15.
Waiver of Inventory, Accounting and Appraisal Requirement.
 
 
ARTICLE IX REMIC ADMINISTRATION 
 
 
SECTION 9.01.
REMIC Administration.
 
 
SECTION 9.02.
Prohibited Transactions and Activities.
 
 
SECTION 9.03.
Indemnification with Respect to Certain Taxes and Loss of REMIC Status.
 
 
ARTICLE X TERMINATION 
 
 
SECTION 10.01.
Termination.
 
 
SECTION 10.02.
Additional Termination Requirements.
 
 
ARTICLE XI MISCELLANEOUS PROVISIONS 
 
 
SECTION 11.01.
Amendment.
 
 
SECTION 11.02.
Recordation of Agreement; Counterparts.
 
 
SECTION 11.03.
Limitation on Rights of Certificateholders.
 
 
SECTION 11.04.
Governing Law; Jurisdiction.
 
 
SECTION 11.05.
Notices.
 
 
SECTION 11.06.
Severability of Provisions.
 
 
SECTION 11.07.
Article and Section References.
 
 
SECTION 11.08.
Notice to the Rating Agencies and the NIMS Insurer.
 
 
SECTION 11.09.
Further Assurances.
 
 
SECTION 11.10.
Third Party Rights.
 
 
SECTION 11.11.
Benefits of Agreement.
 
 
SECTION 11.12.
Acts of Certificateholders.
 
 
SECTION 11.13.
No Petition.
 
 
SECTION 11.14.
Intention of the Parties and Interpretation.
 


EXHIBITS:
 
Exhibit A-1 Form of Class I-A-1 Certificates
Exhibit A-2 Form of Class II-A-1 Certificates
Exhibit A-3 Form of Class II-A-2 Certificates
Exhibit A-4 Form of Class II-A-3 Certificates
Exhibit A-5 Form of Class II-A-4 Certificates
Exhibit A-6 Form of Class M-1 Certificates
Exhibit A-7 Form of Class M-2 Certificates
Exhibit A-8 Form of Class M-3 Certificates
Exhibit A-9 Form of Class M-4 Certificates
Exhibit A-10 Form of Class M-5 Certificates
Exhibit A-11 Form of Class M-6 Certificates
Exhibit A-12 Form of Class M-7 Certificates
Exhibit A-13 Form of Class M-8 Certificates
Exhibit A-14 Form of Class M-9 Certificates
Exhibit A-15 Form of Class C Certificates
Exhibit A-16 Form of Class P Certificates
Exhibit A-17 Form of Class R Certificates
Exhibit A-18 Form of Class R-X Certificates
Exhibit B [Reserved]
Exhibit C Form of Mortgage Loan Purchase Agreement
Exhibit D Mortgage Loan Schedule
Exhibit E Request for Release
Exhibit F-1 Form of Trustee’s Initial Certification
Exhibit F-2 Form of Trustee’s Final Certification
Exhibit F-3 Form of Receipt of Mortgage Note
Exhibit G Loss Mitigation Procedures
Exhibit H Form of Lost Note Affidavit
Exhibit I Form of Interest Rate Swap Agreement
Exhibit J Form of Investment Letter
Exhibit K Form of Residual Certificates Transfer Affidavit
Exhibit L Form of Transferor Certificate
Exhibit M Form of ERISA Representation Letter
Exhibit N Form of Swap Administration Agreement
Exhibit O Form of Remittance Report
Exhibit P [Reserved]
Exhibit Q [Reserved]
Exhibit R-1  Form of Certification to Be Provided by the Depositor with Form 10-K
Exhibit R-2 Form of Certification to Be Provided to Depositor by the Trustee
Exhibit S Servicing Criteria to Be Addressed in Assessment of Compliance
Exhibit T Form 10-D, Form 8-K and Form 10-K Reporting Responsibility
Exhibit U Additional Disclosure Notification
 
Schedule I Prepayment Charge Schedule

 

 

This Pooling and Servicing Agreement is dated as of April 1, 2007 (the “Agreement”), among OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as depositor (the “Depositor”), OPTION ONE MORTGAGE CORPORATION, as servicer (the “Servicer”) and WELLS FARGO BANK, N.A., as trustee (the “Trustee”).
 
PRELIMINARY STATEMENT:
 
The Depositor intends to sell pass-through certificates (collectively, the “Certificates”), to be issued hereunder in multiple classes, which in the aggregate will evidence the entire beneficial ownership interest in the Trust Fund created hereunder. The Certificates will consist of eighteen classes of certificates, designated as (i) the Class I-A-1 Certificates, (ii) the Class II-A-1 Certificates, (iii) the Class II-A-2 Certificates, (iv) the Class II-A-3 Certificates, (v) the Class II-A-4 Certificates, (vi) the Class M-1 Certificates, (vii) the Class M-2 Certificates, (viii) the Class M-3 Certificates, (ix) the Class M-4 Certificates, (x) the Class M-5 Certificates, (xi) the Class M-6 Certificates, (xii) the Class M-7 Certificates, (xiii) the Class M-8 Certificates, (xiv) the Class M-9 Certificates, (xv) the Class C Certificates, (xvi) the Class P Certificates, (xvii) the Class R Certificates and (xviii) the Class R-X Certificates.
 



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

Designation
 
Uncertificated REMIC 1
Pass-Through Rate
 
Initial
Uncertificated Principal Balance
 
Latest Possible
Maturity Date(1)
 
I
   
Variable (2)
 
$
57,499,713.55
   
April 25, 2037
 
II
   
Variable (2)
 
$
7,246,037.50
   
April 25, 2037
 
I-1-A
   
Variable (2)
 
$
4,689,405.00
   
April 25, 2037
 
I-1-B
   
Variable (2)
 
$
4,689,405.00
   
April 25, 2037
 
I-2-A
   
Variable (2)
 
$
5,754,871.25
   
April 25, 2037
 
I-2-B
   
Variable (2)
 
$
5,754,871.25
   
April 25, 2037
 
I-3-A
   
Variable (2)
 
$
6,812,732.50
   
April 25, 2037
 
I-3-B
   
Variable (2)
 
$
6,812,732.50
   
April 25, 2037
 
I-4-A
   
Variable (2)
 
$
7,855,693.75
   
April 25, 2037
 
I-4-B
   
Variable (2)
 
$
7,855,693.75
   
April 25, 2037
 
I-5-A
   
Variable (2)
 
$
8,867,846.25
   
April 25, 2037
 
I-5-B
   
Variable (2)
 
$
8,867,846.25
   
April 25, 2037
 
I-6-A
   
Variable (2)
 
$
9,850,336.25
   
April 25, 2037
 
I-6-B
   
Variable (2)
 
$
9,850,336.25
   
April 25, 2037
 
I-7-A
   
Variable (2)
 
$
10,783,277.50
   
April 25, 2037
 
I-7-B
   
Variable (2)
 
$
10,783,277.50
   
April 25, 2037
 
I-8-A
   
Variable (2)
 
$
11,572,000.00
   
April 25, 2037
 
I-8-B
   
Variable (2)
 
$
11,572,000.00
   
April 25, 2037
 
I-9-A
   
Variable (2)
 
$
12,024,187.50
   
April 25, 2037
 
I-9-B
   
Variable (2)
 
$
12,024,187.50
   
April 25, 2037
 
I-10-A
   
Variable (2)
 
$
11,858,367.50
   
April 25, 2037
 
I-10-B
   
Variable (2)
 
$
11,858,367.50
   
April 25, 2037
 
I-11-A
   
Variable (2)
 
$
11,518,181.25
   
April 25, 2037
 
I-11-B
   
Variable (2)
 
$
11,518,181.25
   
April 25, 2037
 
I-12-A
   
Variable (2)
 
$
11,187,833.75
   
April 25, 2037
 
I-12-B
   
Variable (2)
 
$
11,187,833.75
   
April 25, 2037
 
I-13-A
   
Variable (2)
 
$
10,867,037.50
   
April 25, 2037
 
I-13-B
   
Variable (2)
 
$
10,867,037.50
   
April 25, 2037
 
I-14-A
   
Variable (2)
 
$
10,555,516.25
   
April 25, 2037
 
I-14-B
   
Variable (2)
 
$
10,555,516.25
   
April 25, 2037
 
I-15-A
   
Variable (2)
 
$
10,258,031.25
   
April 25, 2037
 
I-15-B
   
Variable (2)
 
$
10,258,031.25
   
April 25, 2037
 
I-16-A
   
Variable (2)
 
$
10,063,662.50
   
April 25, 2037
 
I-16-B
   
Variable (2)
 
$
10,063,662.50
   
April 25, 2037
 
I-17-A
   
Variable (2)
 
$
9,785,086.25
   
April 25, 2037
 
I-17-B
   
Variable (2)
 
$
9,785,086.25
   
April 25, 2037
 
I-18-A
   
Variable (2)
 
$
9,610,552.50
   
April 25, 2037
 
I-18-B
   
Variable (2)
 
$
9,610,552.50
   
April 25, 2037
 
I-19-A
   
Variable (2)
 
$
10,300,900.00
   
April 25, 2037
 
I-19-B
   
Variable (2)
 
$
10,300,900.00
   
April 25, 2037
 
I-20-A
   
Variable (2)
 
$
12,949,387.50
   
April 25, 2037
 
I-20-B
   
Variable (2)
 
$
12,949,387.50
   
April 25, 2037
 
I-21-A
   
Variable (2)
 
$
17,945,296.25
   
April 25, 2037
 
I-21-B
   
Variable (2)
 
$
17,945,296.25
   
April 25, 2037
 
I-22-A
   
Variable (2)
 
$
18,402,015.00
   
April 25, 2037
 
I-22-B
   
Variable (2)
 
$
18,402,015.00
   
April 25, 2037
 
I-23-A
   
Variable (2)
 
$
16,460,983.75
   
April 25, 2037
 
I-23-B
   
Variable (2)
 
$
16,460,983.75
   
April 25, 2037
 
I-24-A
   
Variable (2)
 
$
13,343,153.75
   
April 25, 2037
 
I-24-B
   
Variable (2)
 
$
13,343,153.75
   
April 25, 2037
 
I-25-A
   
Variable (2)
 
$
8,869,303.75
   
April 25, 2037
 
I-25-B
   
Variable (2)
 
$
8,869,303.75
   
April 25, 2037
 
I-26-A
   
Variable (2)
 
$
7,349,023.75
   
April 25, 2037
 
I-26-B
   
Variable (2)
 
$
7,349,023.75
   
April 25, 2037
 
I-27-A
   
Variable (2)
 
$
7,099,995.00
   
April 25, 2037
 
I-27-B
   
Variable (2)
 
$
7,099,995.00
   
April 25, 2037
 
I-28-A
   
Variable (2)
 
$
6,859,652.50
   
April 25, 2037
 
I-28-B
   
Variable (2)
 
$
6,859,652.50
   
April 25, 2037
 
I-29-A
   
Variable (2)
 
$
6,627,753.75
   
April 25, 2037
 
I-29-B
   
Variable (2)
 
$
6,627,753.75
   
April 25, 2037
 
I-30-A
   
Variable (2)
 
$
6,403,870.00
   
April 25, 2037
 
I-30-B
   
Variable (2)
 
$
6,403,870.00
   
April 25, 2037
 
I-31-A
   
Variable (2)
 
$
6,187,716.25
   
April 25, 2037
 
I-31-B
   
Variable (2)
 
$
6,187,716.25
   
April 25, 2037
 
I-32-A
   
Variable (2)
 
$
5,978,945.00
   
April 25, 2037
 
I-32-B
   
Variable (2)
 
$
5,978,945.00
   
April 25, 2037
 
I-33-A
   
Variable (2)
 
$
5,777,140.00
   
April 25, 2037
 
I-33-B
   
Variable (2)
 
$
5,777,140.00
   
April 25, 2037
 
I-34-A
   
Variable (2)
 
$
5,581,920.00
   
April 25, 2037
 
I-34-B
   
Variable (2)
 
$
5,581,920.00
   
April 25, 2037
 
I-35-A
   
Variable (2)
 
$
5,394,015.00
   
April 25, 2037
 
I-35-B
   
Variable (2)
 
$
5,394,015.00
   
April 25, 2037
 
I-36-A
   
Variable (2)
 
$
3,137,118.75
   
April 25, 2037
 
I-36-B
   
Variable (2)
 
$
3,137,118.75
   
April 25, 2037
 
I-37-A
   
Variable (2)
 
$
4,164,048.75
   
April 25, 2037
 
I-37-B
   
Variable (2)
 
$
4,164,048.75
   
April 25, 2037
 
I-38-A
   
Variable (2)
 
$
4,024,483.75
   
April 25, 2037
 
I-38-B
   
Variable (2)
 
$
4,024,483.75
   
April 25, 2037
 
I-39-A
   
Variable (2)
 
$
3,889,720.00
   
April 25, 2037
 
I-39-B
   
Variable (2)
 
$
3,889,720.00
   
April 25, 2037
 
I-40-A
   
Variable (2)
 
$
3,759,582.50
   
April 25, 2037
 
I-40-B
   
Variable (2)
 
$
3,759,582.50
   
April 25, 2037
 
I-41-A
   
Variable (2)
 
$
3,633,906.25
   
April 25, 2037
 
I-41-B
   
Variable (2)
 
$
3,633,906.25
   
April 25, 2037
 
I-42-A
   
Variable (2)
 
$
3,512,536.25
   
April 25, 2037
 
I-42-B
   
Variable (2)
 
$
3,512,536.25
   
April 25, 2037
 
I-43-A
   
Variable (2)
 
$
3,395,320.00
   
April 25, 2037
 
I-43-B
   
Variable (2)
 
$
3,395,320.00
   
April 25, 2037
 
I-44-A
   
Variable (2)
 
$
3,282,118.75
   
April 25, 2037
 
I-44-B
   
Variable (2)
 
$
3,282,118.75
   
April 25, 2037
 
I-45-A
   
Variable (2)
 
$
3,172,788.75
   
April 25, 2037
 
I-45-B
   
Variable (2)
 
$
3,172,788.75
   
April 25, 2037
 
I-46-A
   
Variable (2)
 
$
3,067,198.75
   
April 25, 2037
 
I-46-B
   
Variable (2)
 
$
3,067,198.75
   
April 25, 2037
 
I-47-A
   
Variable (2)
 
$
2,965,216.25
   
April 25, 2037
 
I-47-B
   
Variable (2)
 
$
2,965,216.25
   
April 25, 2037
 
I-48-A
   
Variable (2)
 
$
2,866,717.50
   
April 25, 2037
 
I-48-B
   
Variable (2)
 
$
2,866,717.50
   
April 25, 2037
 
I-49-A
   
Variable (2)
 
$
2,771,581.25
   
April 25, 2037
 
I-49-B
   
Variable (2)
 
$
2,771,581.25
   
April 25, 2037
 
I-50-A
   
Variable (2)
 
$
2,679,690.00
   
April 25, 2037
 
I-50-B
   
Variable (2)
 
$
2,679,690.00
   
April 25, 2037
 
I-51-A
   
Variable (2)
 
$
2,591,005.00
   
April 25, 2037
 
I-51-B
   
Variable (2)
 
$
2,591,005.00
   
April 25, 2037
 
I-52-A
   
Variable (2)
 
$
2,505,265.00
   
April 25, 2037
 
I-52-B
   
Variable (2)
 
$
2,505,265.00
   
April 25, 2037
 
I-53-A
   
Variable (2)
 
$
2,422,545.00
   
April 25, 2037
 
I-53-B
   
Variable (2)
 
$
2,422,545.00
   
April 25, 2037
 
I-54-A
   
Variable (2)
 
$
2,343,252.50
   
April 25, 2037
 
I-54-B
   
Variable (2)
 
$
2,343,252.50
   
April 25, 2037
 
I-55-A
   
Variable (2)
 
$
2,267,335.00
   
April 25, 2037
 
I-55-B
   
Variable (2)
 
$
2,267,335.00
   
April 25, 2037
 
I-56-A
   
Variable (2)
 
$
2,195,678.75
   
April 25, 2037
 
I-56-B
   
Variable (2)
 
$
2,195,678.75
   
April 25, 2037
 
I-57-A
   
Variable (2)
 
$
2,124,143.75
   
April 25, 2037
 
I-57-B
   
Variable (2)
 
$
2,124,143.75
   
April 25, 2037
 
I-58-A
   
Variable (2)
 
$
2,054,146.25
   
April 25, 2037
 
I-58-B
   
Variable (2)
 
$
2,054,146.25
   
April 25, 2037
 
I-59-A
   
Variable (2)
 
$
1,986,526.25
   
April 25, 2037
 
I-59-B
   
Variable (2)
 
$
1,986,526.25
   
April 25, 2037
 
I-60-A
   
Variable (2)
 
$
1,921,192.50
   
April 25, 2037
 
I-60-B
   
Variable (2)
 
$
1,921,192.50
   
April 25, 2037
 
I-61-A
   
Variable (2)
 
$
1,858,027.50
   
April 25, 2037
 
I-61-B
   
Variable (2)
 
$
1,858,027.50
   
April 25, 2037
 
I-62-A
   
Variable (2)
 
$
1,796,981.25
   
April 25, 2037
 
I-62-B
   
Variable (2)
 
$
1,796,981.25
   
April 25, 2037
 
I-63-A
   
Variable (2)
 
$
1,738,067.50
   
April 25, 2037
 
I-63-B
   
Variable (2)
 
$
1,738,067.50
   
April 25, 2037
 
I-64-A
   
Variable (2)
 
$
1,681,175.00
   
April 25, 2037
 
I-64-B
   
Variable (2)
 
$
1,681,175.00
   
April 25, 2037
 
I-65-A
   
Variable (2)
 
$
1,626,208.75
   
April 25, 2037
 
I-65-B
   
Variable (2)
 
$
1,626,208.75
   
April 25, 2037
 
I-66-A
   
Variable (2)
 
$
1,573,098.75
   
April 25, 2037
 
I-66-B
   
Variable (2)
 
$
1,573,098.75
   
April 25, 2037
 
I-67-A
   
Variable (2)
 
$
1,521,773.75
   
April 25, 2037
 
I-67-B
   
Variable (2)
 
$
1,521,773.75
   
April 25, 2037
 
I-68-A
   
Variable (2)
 
$
1,472,182.50
   
April 25, 2037
 
I-68-B
   
Variable (2)
 
$
1,472,182.50
   
April 25, 2037
 
I-69-A
   
Variable (2)
 
$
1,424,277.50
   
April 25, 2037
 
I-69-B
   
Variable (2)
 
$
1,424,277.50
   
April 25, 2037
 
I-70-A
   
Variable (2)
 
$
1,377,987.50
   
April 25, 2037
 
I-70-B
   
Variable (2)
 
$
1,377,987.50
   
April 25, 2037
 
I-71-A
   
Variable (2)
 
$
43,378,393.75
   
April 25, 2037
 
I-71-B
   
Variable (2)
 
$
43,378,393.75
   
April 25, 2037
 
__________________
(1) For purposes of Section 1.860 G-1(a)(4)(iii) of the Treasury regulations.
(2) Calculated in accordance with the definition of “Uncertificated REMIC 1 Pass-Through Rate” herein.




REMIC 2
 
As provided herein, the Trustee shall make an election to treat the segregated pool of assets consisting of the REMIC 1 Regular Interests as a REMIC for federal income tax purposes, and such segregated pool of assets will be designated as “REMIC 2.” The Class R-2 Interest will represent the sole class of “residual interests” in REMIC 2 for purposes of the REMIC Provisions under federal income tax law. The following table irrevocably sets forth the designation, the Uncertificated REMIC 2 Pass-Through Rate, the initial Uncertificated Principal Balance, and for purposes of satisfying Treasury regulation Section 1.860G-1(a)(4)(iii), the “latest possible maturity date” for each of the REMIC 2 Regular Interests. None of the REMIC 2 Regular Interests will be certificated.
 
Designation
 
Uncertificated REMIC 2
Pass-Through Rate(2)
 
Initial Uncertificated
Principal Balance
 
Latest Possible
Maturity Date(1)
 
LTAA
   
Variable
 
$
979,999,621.28
   
April 25, 2037
 
LTIA1
   
Variable
 
$
3,981,780.00
   
April 25, 2037
 
LTIIA1
   
Variable
 
$
1,525,700.00
   
April 25, 2037
 
LTIIA2
   
Variable
 
$
1,268,160.00
   
April 25, 2037
 
LTIIA3
   
Variable
 
$
377,010.00
   
April 25, 2037
 
LTIIA4
   
Variable
 
$
242,350.00
   
April 25, 2037
 
LTM1
   
Variable
 
$
465,000.00
   
April 25, 2037
 
LTM2
   
Variable
 
$
445,000.00
   
April 25, 2037
 
LTM3
   
Variable
 
$
195,000.00
   
April 25, 2037
 
LTM4
   
Variable
 
$
190,000.00
   
April 25, 2037
 
LTM5
   
Variable
 
$
180,000.00
   
April 25, 2037
 
LTM6
   
Variable
 
$
145,000.00
   
April 25, 2037
 
LTM7
   
Variable
 
$
125,000.00
   
April 25, 2037
 
LTM8
   
Variable
 
$
130,000.00
   
April 25, 2037
 
LTM9
   
Variable
 
$
155,000.00
   
April 25, 2037
 
LTZZ
   
Variable
 
$
10,574,992.27
   
April 25, 2037
 
LTP
   
Variable
 
$
100.00
   
April 25, 2037
 
LTIO
   
Variable
   
(3)
 
 
April 25, 2037
 
___________________
(1) For purposes of Section 1.860G-1(a)(4)(iii) of the Treasury regulations.
(2) Calculated in accordance with the definition of “Uncertificated REMIC 2 Pass-Through Rate” herein.
(3) REMIC 2 Regular Interest LTIO will not have an Uncertificated Principal Balance, but will accrue interest on its Uncertificated Notional Amount.



REMIC 3
 
As provided herein, the Trustee shall make an election to treat the segregated pool of assets consisting of the REMIC 2 Regular Interests as a REMIC for federal income tax purposes, and such segregated pool of assets will be designated as “REMIC 3.” The Class R-3 Interest represents the sole class of “residual interests” in REMIC 3 for purposes of the REMIC Provisions.
 
The following table sets forth (or describes) the designation, Pass-Through Rate, Original Class Certificate Principal Balance, and for purposes of satisfying Treasury regulation Section 1.860G-1(a)(4)(iii), the “latest possible maturity date” for each Class of Certificates that represents one or more of the “regular interests” in REMIC 3 created hereunder:
 
Designation
 
Pass-Through
Rate
 
Original Class
Certificate Principal
Balance
 
Latest Possible
Maturity Date(1)
 
Class I-A-1
   
Variable(2)
 
$
398,178,000.00
   
April 25, 2037
 
Class II-A-1
   
Variable(2)
 
$
152,570,000.00
   
April 25, 2037
 
Class II-A-2
   
Variable(2)
 
$
126,816,000.00
   
April 25, 2037
 
Class II-A-3
   
Variable(2)
 
$
37,701,000.00
   
April 25, 2037
 
Class II-A-4
   
Variable(2)
 
$
24,235,000.00
   
April 25, 2037
 
Class M-1
   
Variable(2)
 
$
46,500,000.00
   
April 25, 2037
 
Class M-2
   
Variable(2)
 
$
44,500,000.00
   
April 25, 2037
 
Class M-3
   
Variable(2)
 
$
19,500,000.00
   
April 25, 2037
 
Class M-4
   
Variable(2)
 
$
19,000,000.00
   
April 25, 2037
 
Class M-5
   
Variable(2)
 
$
18,000,000.00
   
April 25, 2037
 
Class M-6
   
Variable(2)
 
$
14,500,000.00
   
April 25, 2037
 
Class M-7
   
Variable(2)
 
$
12,500,000.00
   
April 25, 2037
 
Class M-8
   
Variable(2)
 
$
13,000,000.00
   
April 25, 2037
 
Class M-9
   
Variable(2)
 
$
15,500,000.00
   
April 25, 2037
 
Class C Interest
   
Variable(3)
 
$
57,499,613.55
   
April 25, 2037
 
Class P Interest
   
N/A(4)
 
$
100.00
   
April 25, 2037
 
Class SWAP-IO Interest
   
N/A(5)
 
 
N/A(5)
 
 
April 25, 2037
 
__________________
(1) For purposes of Section 1.860G-1(a)(4)(iii) of the Treasury regulations.
(2) Calculated in accordance with the definition of “Pass-Through Rate” herein.
(3) The Class C Interest will accrue interest at its variable Pass-Through Rate on the Notional Amount of the Class C Interest outstanding from time to time which shall equal the aggregate of the Uncertificated Principal Balances of the REMIC 2 Regular Interests (other than REMIC 2 Regular Interest LTP). The Class C Interest will not accrue interest on its Class Certificate Principal Balance.
(4) The Class P Interest will not accrue interest.
(5) The Class SWAP-IO Interest will not have a Pass-Through Rate or a Certificate Principal Balance, but will be entitled to 100% of amounts distributed on REMIC 2 Regular Interest LTIO.




REMIC 4
 
As provided herein, the Trustee shall make an election to treat the segregated pool of assets consisting of the Class C Interest as a REMIC for federal income tax purposes, and such segregated pool of assets will be designated as “REMIC 4.” The Class R-4 Interest represents the sole class of “residual interests” in REMIC 4 for purposes of the REMIC Provisions under federal income tax law.
 
The following table sets forth (or describes) the designation, Pass-Through Rate, Original Class Certificate Principal Balance, and for purposes of satisfying Treasury regulation Section 1.860G-1(a)(4)(iii), the “latest possible maturity date” for each Class of Certificates that represents one or more of the “regular interests” in REMIC 4 created hereunder:
 
Designation
 
Pass-Through
Rate
 
Original Class
Certificate Principal
Balance
 
Latest Possible
Maturity Date(1)
 
Class C
   
Variable(2)
$
57,499,613.55
   
April 25, 2037
 
__________________
(1) For purposes of Section 1.860G-1(a)(4)(iii) of the Treasury regulations.
(2) The Class C Certificates will receive 100% of amounts received in respect of the Class C Interest.



REMIC 5
 
As provided herein, the Trustee shall make an election to treat the segregated pool of assets consisting of the Class P Interest as a REMIC for federal income tax purposes, and such segregated pool of assets will be designated as “REMIC 5.” The Class R-5 Interest represents the sole class of “residual interests” in REMIC 5 for purposes of the REMIC Provisions under federal income tax law.
 
The following table sets forth (or describes) the designation, Pass-Through Rate, Original Class Certificate Principal Balance, and for purposes of satisfying Treasury regulation Section 1.860G-1(a)(4)(iii), the “latest possible maturity date” for each Class of Certificates that represents one or more of the “regular interests” in REMIC 5 created hereunder:
 
Designation
 
Pass-Through
Rate
 
Original Class
Certificate Principal
Balance
 
Latest Possible
Maturity Date(1)
 
Class P
   
Variable(2)
 
$
100.00
   
April 25, 2037
 
__________________
(1) For purposes of Section 1.860G-1(a)(4)(iii) of the Treasury regulations.
(2) The Class P Certificates will receive 100% of amounts received in respect of the Class P Interest.




REMIC 6
 
As provided herein, the Trustee shall make an election to treat the segregated pool of assets consisting of the Class SWAP-IO Interest as a REMIC for federal income tax purposes, and such segregated pool of assets will be designated as “REMIC 6.” The Class R-6 Interest represents the sole class of “residual interests” in REMIC 6 for purposes of the REMIC Provisions under federal income tax law.
 
The following table sets forth (or describes) the designation, Pass-Through Rate, Original Class Certificate Principal Balance, and for purposes of satisfying Treasury regulation Section 1.860G-1(a)(4)(iii), the “latest possible maturity date” for each Class of Certificates that represents one or more of the “regular interests” in REMIC 6 created hereunder, which will be uncertificated:
 
Designation
Pass-Through
Rate
Original Class
Certificate Principal
Balance
Latest Possible
Maturity Date(1)
SWAP-IO
Variable(2)
N/A
April 25, 2037
__________________
(1) For purposes of Section 1.860G-1(a)(4)(iii) of the Treasury regulations.
(2) REMIC 6 Regular Interest SWAP-IO will receive 100% of amounts received in respect of the Class SWAP-IO Interest.
 
 
ARTICLE I
 
DEFINITIONS
 
SECTION 1.01.                     
Defined Terms.
 
Whenever used in this Agreement or in the Preliminary Statement, the following words and phrases, unless the context otherwise requires, shall have the meanings specified in this Article. Unless otherwise specified, all calculations in respect of interest on the Class A Certificates and the Mezzanine Certificates shall be made on the basis of the actual number of days elapsed on the basis of a 360-day year and all calculations in respect of interest on the Class C Certificates and all other calculations of interest described herein shall be made on the basis of a 360-day year consisting of twelve 30-day months. The Class P Certificates and the Residual Certificates are not entitled to distributions in respect of interest and, accordingly, will not accrue interest.
 
“1933 Act”: The Securities Act of 1933, as amended.
 
“Account”: Any of the Collection Account, the Distribution Account, the Net WAC Rate Carryover Reserve Account, Swap Collateral Account or the Swap Account.
 
“Accrual Period”: With respect to the Class A Certificates and the Mezzanine Certificates and each Distribution Date, the period commencing on the preceding Distribution Date (or in the case of the first such Accrual Period, commencing on the Closing Date) and ending on the day preceding the current Distribution Date. With respect to the Class C Certificates and each Distribution Date, the calendar month prior to the month of such Distribution Date.
 
“Additional Disclosure”: As defined in Section 3.25(a)(iv).
 
“Additional Form 10-D Disclosure”: As defined in Section 3.25(a)(i).
 
“Additional Form 10-K Disclosure”: As defined in Section 3.25(a)(iii).
 
“Adjustable-Rate Mortgage Loan”: A Mortgage Loan which provides at any period during the life of such loan for the adjustment of the Mortgage Rate payable in respect thereto. The Adjustable-Rate Mortgage Loans are identified as such on the Mortgage Loan Schedule.
 
“Adjusted Net Maximum Mortgage Rate”: With respect to any Distribution Date and any Mortgage Loan (or the related REO Property) in the Trust Fund as of the close of business on the last day of the preceding calendar month, a per annum rate of interest equal to the applicable Maximum Mortgage Rate for such Mortgage Loan (or the Mortgage Rate in the case of any Fixed Rate Mortgage Loan) as of the first day of the month preceding the month in which the Distribution Date occurs (or the Cut-off Date with respect to the first Distribution Date) minus the sum of (i) the Trustee Fee Rate and (ii) the Servicing Fee Rate.
 
“Adjusted Net Mortgage Rate”: With respect to any Distribution Date and any Mortgage Loan (or the related REO Property) in the Trust Fund as of the close of business on the last day of the preceding prepayment period, a per annum rate of interest equal to the applicable Mortgage Rate for such Mortgage Loan as of the first day of the month preceding the month in which the related Distribution Date occurs (or the Cut-off Date with respect to the first Distribution Date) minus the sum of (i) the Trustee Fee Rate and (ii) the Servicing Fee Rate.
 
“Adjustment Date”: With respect to each Adjustable-Rate Mortgage Loan, each adjustment date, on which the Mortgage Rate of such Mortgage Loan changes pursuant to the related Mortgage Note. The first Adjustment Date following the Cut-off Date as to each Adjustable-Rate Mortgage Loan is set forth in the Mortgage Loan Schedule.
 
“Advance”: As to any Mortgage Loan or REO Property, any advance made by the Servicer in respect of any Distribution Date pursuant to Section 4.04.
 
“Advancing Facility”: As defined in Section 3.29 hereof.
 
“Advancing Person”: As defined in Section 3.29 hereof.
 
“Adverse REMIC Event”: As defined in Section 9.01(f) hereof.
 
“Affiliate”: With respect to any Person, any other Person controlling, controlled by or under common control with such Person. For purposes of this definition, “control” means the power to direct the management and policies of a Person, directly or indirectly, whether through ownership of voting securities, by contract or otherwise and “controlling” and “controlled” shall have meanings correlative to the foregoing.
 
“Agreement”: This Pooling and Servicing Agreement and all amendments hereof and supplements hereto.
 
“Allocated Realized Loss Amount”: With respect to any Distribution Date and the Mezzanine Certificates, the sum of (i) any Realized Losses allocated to such Class of Certificates on such Distribution Date and (ii) the amount of any Allocated Realized Loss Amount for such Class of Certificates remaining unpaid from the previous Distribution Date as reduced by an amount equal to the increase in the related Certificate Principal Balance due to the receipt of Subsequent Recoveries.
 
“Assignment”: An assignment of Mortgage, notice of transfer or equivalent instrument, in recordable form (excepting therefrom, if applicable, the mortgage recordation information which has not been required pursuant to Section 2.01 hereof or returned by the applicable recorder’s office and if the assignment has been delivered in blank, the name of the Assignee), which is sufficient under the laws of the jurisdiction wherein the related Mortgaged Property is located to reflect or record the sale of the Mortgage.
 
“Available Funds”: With respect to any Distribution Date, an amount equal to the excess of (i) the sum of (a) the aggregate of the related Monthly Payments received on or prior to the related Determination Date, including any Subsequent Recoveries, (b) Liquidation Proceeds, Insurance Proceeds, Principal Prepayments and other unscheduled recoveries of principal and interest in respect of the Mortgage Loans received during the related Prepayment Period, (c) the aggregate of any amounts received in respect of a related REO Property withdrawn from any REO Account and deposited in the Collection Account for such Distribution Date, (d) the aggregate of any amounts deposited in the Collection Account by the Servicer in respect of related Prepayment Interest Shortfalls for such Distribution Date, (e) the aggregate of any Advances made by the Servicer for such Distribution Date, (f) the aggregate of any related advances made by the Trustee for such Distribution Date pursuant to Section 7.02 and (g) the amount of any Prepayment Charges collected by the Servicer in connection with the full or partial prepayment of any of the Mortgage Loans and any Servicer Prepayment Charge Payment Amount over (ii) the sum of (a) amounts reimbursable or payable to the Servicer pursuant to Section 3.11(a) or the Trustee pursuant to Section 3.11(b), (b) amounts deposited in the Collection Account or the Distribution Account pursuant to clauses (a) through (g) above, as the case may be, in error, (c) the amount of any Prepayment Charges collected by the Servicer in connection with the full or partial prepayment of any of the Mortgage Loans and any Servicer Prepayment Charge Payment Amount, (d) the Trustee Fee payable from the Distribution Account pursuant to Section 8.05, (e) any Net Swap Payment or Swap Termination Payment owed to the Swap Provider but excluding any Swap Termination Payment owed to the Swap Provider resulting from a Swap Provider Trigger Event (after taking into account any upfront payment received from the counterparty to a replacement swap agreement) and (f) any indemnification payments or expense reimbursements made by the Trust Fund pursuant to Section 8.05.
 
“Back-Up Certification”: As defined in Section 3.25(a)(ii).
 
“Bankruptcy Code”: The Bankruptcy Reform Act of 1978 (Title 11 of the United States Code), as amended.
 
“Book-Entry Certificates”: Any of the Certificates that shall be registered in the name of the Depository or its nominee, the ownership of which is reflected on the books of the Depository or on the books of a Person maintaining an account with the Depository (directly, as a “Depository Participant”, or indirectly, as an indirect participant in accordance with the rules of the Depository and as described in Section 5.02 hereof). On the Closing Date, the Class A Certificates and the Mezzanine Certificates shall be Book-Entry Certificates.
 
“Business Day”: Any day other than a Saturday, a Sunday or a day on which banking or savings institutions in the State of Delaware, the State of New York, the State of Maryland, the State of California, the Commonwealth of Pennsylvania, the State of Florida, the State of Minnesota or any city in which the Corporate Trust Office of the Trustee is located are authorized or obligated by law or executive order to be closed.
 
“Certificate”: Any Regular Certificate or Residual Certificate.
 
“Certificateholder”: The Person in whose name a Certificate is registered in the Certificate Register, except that a Disqualified Organization or non-U.S. Person shall not be a Holder of a Residual Certificate for any purpose hereof and, solely for the purposes of giving any consent pursuant to this Agreement, any Certificate registered in the name of the Depositor or the Servicer or any Affiliate thereof shall be deemed not to be outstanding and the Voting Rights to which it is entitled shall not be taken into account in determining whether the requisite percentage of Voting Rights necessary to effect any such consent has been obtained, except as otherwise provided in Section 11.01. The Trustee and the NIMS Insurer may conclusively rely upon a certificate of the Depositor or the Servicer in determining whether a Certificate is held by an Affiliate thereof. All references herein to “Certificateholders” shall reflect the rights of Certificate Owners as they may indirectly exercise such rights through the Depository and participating members thereof, except as otherwise specified herein; provided, however, that the Trustee and the NIMS Insurer shall be required to recognize as a “Certificateholder” only the Person in whose name a Certificate is registered in the Certificate Register.
 
“Certificate Margin”: With respect to each Class of Adjustable-Rate Certificates and for purposes of the Marker Rate and the Maximum LTZZ Uncertificated Interest Deferral Amount, the specified REMIC 2 Regular Interest, as follows:
 
Class
REMIC 2 Regular Interest
Certificate Margin
(1) (%)
(2) (%)
I-A-1
LTIA1
0.220%
0.440%
II-A-1
LTIIA1
0.110%
0.220%
II-A-2
LTIIA2
0.180%
0.360%
II-A-3
LTIIA3
0.240%
0.480%
II-A-4
LTIIA4
0.330%
0.660%
M-1
LTM1
0.390%
0.585%
M-2
LTM2
0.470%
0.705%
M-3
LTM3
0.590%
0.885%
M-4
LTM4
1.050%
1.575%
M-5
LTM5
1.350%
2.025%
M-6
LTM6
1.850%
2.775%
M-7
LTM7
2.500%
3.750%
M-8
LTM8
2.500%
3.750%
M-9
LTM9
2.500%
3.750%
__________
 
(1)
For the Accrual Period for each Distribution Date on or prior to the Optional Termination Date.
 
(2)
For each other Accrual Period.

“Certificate Owner”: With respect to each Book-Entry Certificate, any beneficial owner thereof.
 
“Certificate Principal Balance”: With respect to any Class of Regular Certificates (other than the Class C Certificates) immediately prior to any Distribution Date, will be equal to the Initial Certificate Principal Balance thereof (A) increased, in the case of a Mezzanine Certificate by the amount of any Subsequent Recoveries added to the Certificate Principal Balance of such Class pursuant to Section 4.01, (B) reduced by the sum of all amounts actually distributed in respect of principal of such Class and (C) further reduced, in the case of a Mezzanine Certificate by Realized Losses allocated thereto on all prior Distribution Dates. With respect to the Class C Certificates as of any date of determination, an amount equal to the excess, if any, of (A) the then aggregate Uncertificated Principal Balance of the REMIC 2 Regular Interests over (B) the then aggregate Certificate Principal Balances of the Class A, the Mezzanine and the Class P Certificates then outstanding.
 
“Certificate Register” and “Certificate Registrar”: The register maintained and registrar appointed pursuant to Section 5.02 hereof.
 
“Certification Parties”: As defined in Section 3.25(a)(ii).
 
“Certifying Person”: As defined in Section 3.25 (a)(ii).
 
“Class”: Collectively, Certificates which have the same priority of payment and bear the same class designation and the form of which is identical except for variation in the Percentage Interest evidenced thereby.
 
“Class A Certificateholder”: Any Holder of a Class A Certificate.
 
“Class A Certificates”: Any Class I-A-1 Certificate, Class II-A-1 Certificate, Class II-A-2 Certificate, Class II-A-3 Certificate or Class II-A-4 Certificate.
 
“Class A Principal Distribution Amount”: With respect to any Distribution Date, the sum of (i) the Group I Senior Principal Distribution Amount and (ii) the Group II Senior Principal Distribution Amount.
 
“Class I-A-1 Certificate”: Any one of the Class I-A-1 Certificates executed by the Trustee, and authenticated and delivered by the Certificate Registrar, substantially in the form annexed hereto as Exhibit A-1, representing (i) a Regular Interest in REMIC 3, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.
 
“Class II-A-1 Certificate”: Any one of the Class II-A-1 Certificates executed by the Trustee, and authenticated and delivered by the Certificate Registrar, substantially in the form annexed hereto as Exhibit A-2, representing (i) a Regular Interest in REMIC 3, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.
 
“Class II-A-2 Certificate”: Any one of the Class II-A-2 Certificates executed by the Trustee, and authenticated and delivered by the Certificate Registrar, substantially in the form annexed hereto as Exhibit A-3, representing (i) a Regular Interest in REMIC 3, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.
 
“Class II-A-3 Certificate”: Any one of the Class II-A-3 Certificates executed by the Trustee, and authenticated and delivered by the Certificate Registrar, substantially in the form annexed hereto as Exhibit A-4, representing (i) a Regular Interest in REMIC 3, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.
 
“Class II-A-4 Certificate”: Any one of the Class II-A-4 Certificates executed by the Trustee, and authenticated and delivered by the Certificate Registrar, substantially in the form annexed hereto as Exhibit A-5, representing (i) a Regular Interest in REMIC 3, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.
 
“Class C Certificate”: Any one of the Class C Certificates executed by the Trustee, and authenticated and delivered by the Certificate Registrar, substantially in the form annexed hereto as Exhibit A-15, representing (i) a Regular Interest in REMIC 4, (ii) beneficial ownership of the Net WAC Rate Carryover Reserve Account and (iii) beneficial ownership of the Supplemental Interest Trust.
 
“Class C Interest”: An uncertificated interest in the Trust held by the Trustee on behalf of the Holders of the Class C Certificates, evidencing a Regular Interest in REMIC 3 for purposes of the REMIC Provisions.
 
“Class IO Distribution Amount”: As defined in Section 4.08 hereof. For purposes of clarity, the Class IO Distribution Amount for any Distribution Date shall equal the amount payable to the Swap Administrator on such Distribution Date in excess of the amount payable on the Class Swap-IO Interest on such Distribution Date, all as further provided in Section 4.08 hereof.
 
“Class Swap-IO Interest”: An uncertificated interest in the Trust Fund evidencing a Regular Interest in REMIC 3.
 
“Class M-1 Certificate”: Any one of the Class M-1 Certificates executed by the Trustee, and authenticated and delivered by the Certificate Registrar, substantially in the form annexed hereto as Exhibit A-6, representing (i) a Regular Interest in REMIC 3, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.
 
“Class M-1 Principal Distribution Amount”: An amount, not less than zero, equal to the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates (after taking into account the distribution of the Class A Principal Distribution Amount on such Distribution Date) and (ii) the Certificate Principal Balance of the Class M-1 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) 57.20% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (B) the positive difference, if any, of the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) minus the Overcollateralization Floor.
 
“Class M-2 Certificate”: Any one of the Class M-2 Certificates executed by the Trustee, and authenticated and delivered by the Certificate Registrar, substantially in the form annexed hereto as Exhibit A-7, representing (i) a Regular Interest in REMIC 3, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.
 
“Class M-2 Principal Distribution Amount”: An amount, not less than zero, equal to the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates (after taking into account the distribution of the Class A Principal Distribution Amount on such Distribution Date), (ii) the Certificate Principal Balance of the Class M-1 Certificates (after taking into account the distribution of the Class M-1 Principal Distribution Amount on such Distribution Date) and (iii) the Certificate Principal Balance of the Class M-2 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) 66.10% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (B) the positive difference, if any, of the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) minus the Overcollateralization Floor.
 
“Class M-3 Certificate”: Any one of the Class M-3 Certificates executed by the Trustee, and authenticated and delivered by the Certificate Registrar, substantially in the form annexed hereto as Exhibit A-8, representing (i) a Regular Interest in REMIC 3, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.
 
“Class M-3 Principal Distribution Amount”: An amount, not less than zero, equal to the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates (after taking into account the distribution of the Class A Principal Distribution Amount on such Distribution Date), (ii) the Certificate Principal Balance of the Class M-1 Certificates (after taking into account the distribution of the Class M-1 Principal Distribution Amount on such Distribution Date), (iii) the Certificate Principal Balance of the Class M-2 Certificates (after taking into account the distribution of the Class M-2 Principal Distribution Amount on such Distribution Date) and (iv) the Certificate Principal Balance of the Class M-3 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) 70.00% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (B) the positive difference, if any, of the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) minus the Overcollateralization Floor.
 
“Class M-4 Certificate”: Any one of the Class M-4 Certificates executed by the Trustee, and authenticated and delivered by the Certificate Registrar, substantially in the form annexed hereto as Exhibit A-9, representing (i) a Regular Interest in REMIC 3, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.
 
“Class M-4 Principal Distribution Amount”: An amount, not less than zero, equal to the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates (after taking into account the distribution of the Class A Principal Distribution Amount on such Distribution Date), (ii) the Certificate Principal Balance of the Class M-1 Certificates (after taking into account the distribution of the Class M-1 Principal Distribution Amount on such Distribution Date), (iii) the Certificate Principal Balance of the Class M-2 Certificates (after taking into account the distribution of the Class M-2 Principal Distribution Amount on such Distribution Date), (iv) the Certificate Principal Balance of the Class M-3 Certificates (after taking into account the distribution of the Class M-3 Principal Distribution Amount on such Distribution Date) and (v) the Certificate Principal Balance of the Class M-4 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) 73.80% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (B) the positive difference, if any, of the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) minus the Overcollateralization Floor.
 
“Class M-5 Certificate”: Any one of the Class M-5 Certificates executed by the Trustee, and authenticated and delivered by the Certificate Registrar, substantially in the form annexed hereto as Exhibit A-10, representing (i) a Regular Interest in REMIC 3, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.
 
“Class M-5 Principal Distribution Amount”: An amount, not less than zero, equal to the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates (after taking into account the distribution of the Class A Principal Distribution Amount on such Distribution Date), (ii) the Certificate Principal Balance of the Class M-1 Certificates (after taking into account the distribution of the Class M-1 Principal Distribution Amount on such Distribution Date), (iii) the Certificate Principal Balance of the Class M-2 Certificates (after taking into account the distribution of the Class M-2 Principal Distribution Amount on such Distribution Date), (iv) the Certificate Principal Balance of the Class M-3 Certificates (after taking into account the distribution of the Class M-3 Principal Distribution Amount on such Distribution Date), (v) the Certificate Principal Balance of the Class M-4 Certificates (after taking into account the distribution of the Class M-4 Principal Distribution Amount on such Distribution Date) and (vi) the Certificate Principal Balance of the Class M-5 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) 77.40% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (B) the positive difference, if any, of the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) minus the Overcollateralization Floor.
 
“Class M-6 Certificate”: Any one of the Class M-6 Certificates executed by the Trustee, and authenticated and delivered by the Certificate Registrar, substantially in the form annexed hereto as Exhibit A-11, representing (i) a Regular Interest in REMIC 3, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.
 
“Class M-6 Principal Distribution Amount”: An amount, not less than zero, equal to the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates (after taking into account the distribution of the Class A Principal Distribution Amount on such Distribution Date), (ii) the Certificate Principal Balance of the Class M-1 Certificates (after taking into account the distribution of the Class M-1 Principal Distribution Amount on such Distribution Date), (iii) the Certificate Principal Balance of the Class M-2 Certificates (after taking into account the distribution of the Class M-2 Principal Distribution Amount on such Distribution Date), (iv) the Certificate Principal Balance of the Class M-3 Certificates (after taking into account the distribution of the Class M-3 Principal Distribution Amount on such Distribution Date), (v) the Certificate Principal Balance of the Class M-4 Certificates (after taking into account the distribution of the Class M-4 Principal Distribution Amount on such Distribution Date), (vi) the Certificate Principal Balance of the Class M-5 Certificates (after taking into account the distribution of the Class M-5 Principal Distribution Amount on such Distribution Date) and (vii) the Certificate Principal Balance of the Class M-6 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) 80.30% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (B) the positive difference, if any, of the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) minus the Overcollateralization Floor.
 
“Class M-7 Certificate”: Any one of the Class M-7 Certificates executed by the Trustee, and authenticated and delivered by the Certificate Registrar, substantially in the form annexed hereto as Exhibit A-12, representing (i) a Regular Interest in REMIC 3, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.
 
“Class M-7 Principal Distribution Amount”: An amount, not less than zero, equal to the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates (after taking into account the distribution of the Class A Principal Distribution Amount on such Distribution Date), (ii) the Certificate Principal Balance of the Class M-1 Certificates (after taking into account the distribution of the Class M-1 Principal Distribution Amount on such Distribution Date), (iii) the Certificate Principal Balance of the Class M-2 Certificates (after taking into account the distribution of the Class M-2 Principal Distribution Amount on such Distribution Date), (iv) the Certificate Principal Balance of the Class M-3 Certificates (after taking into account the distribution of the Class M-3 Principal Distribution Amount on such Distribution Date), (v) the Certificate Principal Balance of the Class M-4 Certificates (after taking into account the distribution of the Class M-4 Principal Distribution Amount on such Distribution Date), (vi) the Certificate Principal Balance of the Class M-5 Certificates (after taking into account the distribution of the Class M-5 Principal Distribution Amount on such Distribution Date), (vii) the Certificate Principal Balance of the Class M-6 Certificates (after taking into account the distribution of the Class M-6 Principal Distribution Amount on such Distribution Date) and (viii) the Certificate Principal Balance of the Class M-7 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) 82.80% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (B) the positive difference, if any, of the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) minus the Overcollateralization Floor.
 
“Class M-8 Certificate”: Any one of the Class M-8 Certificates executed by the Trustee, and authenticated and delivered by the Certificate Registrar, substantially in the form annexed hereto as Exhibit A-13, representing (i) a Regular Interest in REMIC 3, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.
 
“Class M-8 Principal Distribution Amount”: An amount, not less than zero, equal to the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates (after taking into account the distribution of the Class A Principal Distribution Amount on such Distribution Date), (ii) the Certificate Principal Balance of the Class M-1 Certificates (after taking into account the distribution of the Class M-1 Principal Distribution Amount on such Distribution Date), (iii) the Certificate Principal Balance of the Class M-2 Certificates (after taking into account the distribution of the Class M-2 Principal Distribution Amount on such Distribution Date), (iv) the Certificate Principal Balance of the Class M-3 Certificates (after taking into account the distribution of the Class M-3 Principal Distribution Amount on such Distribution Date), (v) the Certificate Principal Balance of the Class M-4 Certificates (after taking into account the distribution of the Class M-4 Principal Distribution Amount on such Distribution Date), (vi) the Certificate Principal Balance of the Class M-5 Certificates (after taking into account the distribution of the Class M-5 Principal Distribution Amount on such Distribution Date), (vii) the Certificate Principal Balance of the Class M-6 Certificates (after taking into account the distribution of the Class M-6 Principal Distribution Amount on such Distribution Date), (viii) the Certificate Principal Balance of the Class M-7 Certificates (after taking into account the distribution of the Class M-7 Principal Distribution Amount on such Distribution Date) and (ix) the Certificate Principal Balance of the Class M-8 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) 85.40% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (B) the positive difference, if any, of the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) minus the Overcollateralization Floor.
 
“Class M-9 Certificate”: Any one of the Class M-9 Certificates executed by the Trustee, and authenticated and delivered by the Certificate Registrar, substantially in the form annexed hereto as Exhibit A-14, representing (i) a Regular Interest in REMIC 3, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.
 
“Class M-9 Principal Distribution Amount”: An amount, not less than zero, equal to the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates (after taking into account the distribution of the Class A Principal Distribution Amount on such Distribution Date), (ii) the Certificate Principal Balance of the Class M-1 Certificates (after taking into account the distribution of the Class M-1 Principal Distribution Amount on such Distribution Date), (iii) the Certificate Principal Balance of the Class M-2 Certificates (after taking into account the distribution of the Class M-2 Principal Distribution Amount on such Distribution Date), (iv) the Certificate Principal Balance of the Class M-3 Certificates (after taking into account the distribution of the Class M-3 Principal Distribution Amount on such Distribution Date), (v) the Certificate Principal Balance of the Class M-4 Certificates (after taking into account the distribution of the Class M-4 Principal Distribution Amount on such Distribution Date), (vi) the Certificate Principal Balance of the Class M-5 Certificates (after taking into account the distribution of the Class M-5 Principal Distribution Amount on such Distribution Date), (vii) the Certificate Principal Balance of the Class M-6 Certificates (after taking into account the distribution of the Class M-6 Principal Distribution Amount on such Distribution Date), (viii) the Certificate Principal Balance of the Class M-7 Certificates (after taking into account the distribution of the Class M-7 Principal Distribution Amount on such Distribution Date), (ix) the Certificate Principal Balance of the Class M-8 Certificates (after taking into account the distribution of the Class M-8 Principal Distribution Amount on such Distribution Date) and (x) the Certificate Principal Balance of the Class M-9 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) 88.50% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (B) the positive difference, if any, of the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) minus the Overcollateralization Floor.
 
“Class P Certificate”: Any one of the Class P Certificates executed by the Trustee, and authenticated and delivered by the Certificate Registrar, substantially in the form annexed hereto as Exhibit A-16, representing the right to distributions as set forth herein and therein and evidencing a regular interest in REMIC 5.
 
“Class P Interest”: An uncertificated interest in the Trust Fund held by the Trustee on behalf of the Holders of the Class P Certificates, evidencing a Regular Interest in REMIC 3 for purposes of the REMIC Provisions.
 
“Class R Certificate”: The Class R Certificate executed by the Trustee, and authenticated and delivered by the Certificate Registrar, substantially in the form annexed hereto as Exhibit A-17 and evidencing the ownership of the Class R-1 Interest, the Class R-2 Interest and the Class R-3 Interest.
 
“Class R-X Certificate”: The Class R-X Certificate executed by the Trustee, and authenticated and delivered by the Certificate Registrar, substantially in the form annexed hereto as Exhibit A-18 and evidencing the ownership of the Class R-4 Interest, the Class R-5 Interest and the Class R-6 Interest.
 
“Class R-1 Interest”: The uncertificated Residual Interest in REMIC 1.
 
“Class R-2 Interest”: The uncertificated Residual Interest in REMIC 2.
 
“Class R-3 Interest”: The uncertificated Residual Interest in REMIC 3.
 
“Class R-4 Interest”: The uncertificated Residual Interest in REMIC 4.
 
“Class R-5 Interest”: The uncertificated Residual Interest in REMIC 5.
 
“Class R-6 Interest”: The uncertificated Residual Interest in REMIC 6.
 
“Close of Business”: As used herein, with respect to any Business Day, 5:00 p.m. (New York time).
 
“Closing Date”: April 12, 2007.
 
“Code”: The Internal Revenue Code of 1986, as amended.
 
“Collection Account”: The segregated account or accounts created and maintained by the Servicer pursuant to Section 3.10(a), which shall be entitled “Wells Fargo Bank, N.A., as Trustee, in trust for registered Holders of Option One Mortgage Loan Trust 2007-3, Asset-Backed Certificates, Series 2007-3,” which must be an Eligible Account.
 
“Commission”: The U.S. Securities and Exchange Commission.
 
“Compensating Interest”: As defined in Section 3.24 hereof.
 
“Convertible Mortgage Loan”: Any Adjustable-Rate Mortgage Loan which allows the Mortgagor thereunder to convert the Mortgage Rate thereon to a fixed Mortgage Rate.
 
“Corporate Trust Office”: The principal corporate trust office of the Trustee at which at any particular time its corporate trust business in connection with this Agreement shall be administered, which office at the date of the execution of this instrument is located at (i) for certificate transfer purposes, Wells Fargo Center, Sixth Street and Marquette Avenue, Minneapolis, Minnesota 55479-0113, Attention: Client Manager Option One Series 2007-3, and, (ii) for all other purposes, 9062 Old Annapolis Road, Columbia, Maryland, 21045, Attention: Client Manager Option One Series 2007-3, or at such other address as the Trustee may designate from time to time by notice to the Certificateholders, the Depositor, the Servicer, the Originator and the Seller.
 
“Corresponding Certificate”: With respect to each REMIC 2 Regular Interest set forth below, the corresponding Regular Certificate set forth in the table below:
 
REMIC 2 Regular Interest
Regular Certificate
LTIA1
Class I-A-1
LTIIA1
Class II-A-1
LTIIA2
Class II-A-2
LTIIA3
Class II-A-3
LTIIA4
Class II-A-4
LTM1
Class M-1
LTM2
Class M-2
LTM3
Class M-3
LTM4
Class M-4
LTM5
Class M-5
LTM6
Class M-6
LTM7
Class M-7
LTM8
Class M-8
LTM9
Class M-9
LTP
Class P

“Custodian”: Wells Fargo Bank, N.A., as custodian of the Mortgage Files, and any successor thereto.
 
“Cut-off Date”: With respect to any Mortgage Loan, April 1, 2007. With respect to all Qualified Substitute Mortgage Loans, their respective dates of substitution. References herein to the “Cut-off Date,” when used with respect to more than one Mortgage Loan, shall be to the respective Cut-off Dates for such Mortgage Loans.
 
“Cut-off Date Principal Balance”: With respect to any Mortgage Loan, the unpaid principal balance thereof as of the Cut-off Date (or as of the applicable date of substitution with respect to a Qualified Substitute Mortgage Loan), after application of scheduled payments due thereon, whether or not received.
 
“Debt Service Reduction”: With respect to any Mortgage Loan, a reduction in the scheduled Monthly Payment for such Mortgage Loan by a court of competent jurisdiction in a proceeding under the Bankruptcy Code, except such a reduction resulting from a Deficient Valuation.
 
“Deficient Valuation”: With respect to any Mortgage Loan, a valuation of the related Mortgaged Property by a court of competent jurisdiction in an amount less than the then outstanding principal balance of the Mortgage Loan, which valuation results from a proceeding initiated under the Bankruptcy Code.
 
“Definitive Certificates”: As defined in Section 5.02(c) hereof.
 
“Deleted Mortgage Loan”: A Mortgage Loan replaced or to be replaced by one or more Qualified Substitute Mortgage Loans.
 
“Delinquency Servicer Termination Trigger”: A Delinquency Servicer Termination Trigger will have occurred with respect to the Certificates on a Distribution Date if the Three Month Rolling Delinquency Percentage for the Mortgage Loans exceeds 25.00%.
 
“Delinquency Percentage”: For any Distribution Date, the percentage obtained by dividing (x) the aggregate Stated Principal Balance of Mortgage Loans (not including any Liquidated Mortgage Loan as of the end of the related Prepayment Period) Delinquent 60 days or more (including Mortgage Loans that are REO Properties, in foreclosure or in bankruptcy and that are also Delinquent 60 days or more) by (y) the aggregate Stated Principal Balance of the Mortgage Loans (not including any Liquidated Mortgage Loan as of the end of the related Prepayment Period), in each case, as of the last day of the previous calendar month.
 
“Delinquent”: Any Mortgage Loan, the Monthly Payment due on a Due Date which is not made by the Close of Business on the next scheduled Due Date for such Mortgage Loan. For example, a Mortgage Loan is 60 or more days Delinquent if the Monthly Payment due on a Due Date is not made by the Close of Business on the second scheduled Due Date after such Due Date.
 
“Depositor”: Option One Mortgage Acceptance Corporation, a Delaware corporation, or any successor in interest.
 
“Depository”: The initial Depository shall be The Depository Trust Company and upon request, Clearstream Banking Luxembourg and the Euroclear System, whose nominee is Cede & Co., or any other organization registered as a “clearing agency” pursuant to Section 17A of the Securities Exchange Act of 1934, as amended. The Depository shall initially be the registered Holder of the Book-Entry Certificates. The Depository shall at all times be a “clearing corporation” as defined in Section 8-102(3) of the Uniform Commercial Code of the State of New York.
 
“Depository Participant”: A broker, dealer, bank or other financial institution or other person for whom from time to time a Depository effects book-entry transfers and pledges of securities deposited with the Depository.
 
“Determination Date”: With respect to any Distribution Date, the 15th day of the calendar month in which such Distribution Date occurs or, if such 15th day is not a Business Day, the Business Day immediately preceding such 15th day.
 
“Directly Operate”: With respect to any REO Property, the furnishing or rendering of services to the tenants thereof, the management or operation of such REO Property, the holding of such REO Property primarily for sale to customers, the performance of any construction work thereon or any use of such REO Property in a trade or business conducted by the REMIC other than through an Independent Contractor; provided, however, that the Trustee (or the Servicer on behalf of the Trustee) shall not be considered to Directly Operate an REO Property solely because the Trustee (or the Servicer on behalf of the Trustee) establishes rental terms, chooses tenants, enters into or renews leases, deals with taxes and insurance, or makes decisions as to repairs or capital expenditures with respect to such REO Property.
 
“Disqualified Organization”: A “disqualified organization” under Section 860E of the Code, which as of the Closing Date is any of: (i) the United States, any state or political subdivision thereof, any foreign government, any international organization, or any agency or instrumentality of any of the foregoing, (ii) any organization (other than certain farmers cooperatives described in Section 521 of the Code) which is exempt from the tax imposed by Chapter 1 of the Code unless such organization is subject to the tax imposed by Section 511 of the Code, (iii) any organization described in Section 1381(a)(2)(C) of the Code, (iv) an “electing large partnership” within the meaning of Section 775 of the Code or (v) any other Person so designated by the Trustee based upon an Opinion of Counsel provided by nationally recognized counsel to the Trustee that the holding of an ownership interest in a Residual Certificate by such Person may cause any REMIC formed hereunder or any Person having an ownership interest in any Class of Certificates (other than such Person) to incur liability for any federal tax imposed under the Code that would not otherwise be imposed but for the transfer of an ownership interest in the Residual Certificate to such Person. A corporation will not be treated as an instrumentality of the United States or of any state or political subdivision thereof, if all of its activities are subject to tax and, a majority of its board of directors is not selected by a governmental unit. The terms “United States,” “state” and “international organizations” shall have the meanings set forth in Section 7701 of the Code.
 
“Distribution Account”: The segregated trust account or accounts created and maintained by the Trustee pursuant to Section 3.10(b) which shall be entitled “Distribution Account, Wells Fargo Bank, N.A., as Trustee, in trust for the registered Certificateholders of Option One Mortgage Loan Trust 2007-3, Asset-Backed Certificates, Series 2007-3” and which must be an Eligible Account.
 
“Distribution Date”: The 25th day of any calendar month, or if such 25th day is not a Business Day, the Business Day immediately following such 25th day, commencing in May 2007.
 
“Due Date”: With respect to each Mortgage Loan and any Distribution Date, the first day of the calendar month in which such Distribution Date occurs on which the Monthly Payment for such Mortgage Loan was due (or, in the case of any Mortgage Loan under the terms of which the Monthly Payment for such Mortgage Loan was due on a day other than the first day of the calendar month in which such Distribution Date occurs, the day during the related Due Period on which such Monthly Payment was due), exclusive of any days of grace.
 
“Due Period”: With respect to any Distribution Date, the period commencing on the second day of the month preceding the month in which such Distribution Date occurs and ending on the first day of the month in which such Distribution Date occurs.
 
“Eligible Account”: Any of (i) an account or accounts maintained with a federal or state chartered depository institution or trust company the short-term unsecured debt obligations of which (or, in the case of a depository institution or trust company that is the principal subsidiary of a holding company, the short-term unsecured debt obligations of such holding company) are rated P-1 by Moody’s and A-1+ by S&P (or comparable ratings if Moody’s and S&P are not the Rating Agencies) at the time any amounts are held on deposit therein, (ii) an account or accounts the deposits in which are fully insured by the FDIC (to the limits established by such corporation), the uninsured deposits in which account are otherwise secured such that, as evidenced by an Opinion of Counsel delivered to the NIMS Insurer, the Trustee and to each Rating Agency, the Certificateholders will have a claim with respect to the funds in such account or a perfected first priority security interest against such collateral (which shall be limited to Permitted Investments) securing such funds that is superior to claims of any other depositors or creditors of the depository institution with which such account is maintained, (iii) a trust account or accounts maintained with the trust department of a federal or state chartered depository institution, national banking association or trust company acting in its fiduciary capacity or (iv) an account otherwise acceptable to each Rating Agency without reduction or withdrawal of their then current ratings of the Certificates as evidenced by a letter from each Rating Agency to the Trustee and the NIMS Insurer. Eligible Accounts may bear interest.
 
“ERISA”: The Employee Retirement Income Security Act of 1974, as amended.
 
“Escrow Payments”: The amounts constituting ground rents, taxes, assessments, water rates, fire and hazard insurance premiums and other payments required to be escrowed by the Mortgagor with the mortgagee pursuant to any Mortgage Loan.
 
“Estate in Real Property”: A fee simple estate in a parcel of real property.
 
“Estimated Swap Termination Payment”: As defined in the Interest Rate Swap Agreement.
 
“Excess Overcollateralized Amount”: With respect to the Class A Certificates and the Mezzanine Certificates and any Distribution Date, the excess, if any, of (i) the Overcollateralized Amount for such Distribution Date, assuming that 100% of the Principal Remittance Amount is applied as a principal payment on such Distribution Date over (ii) the Overcollateralization Target Amount for such Distribution Date.
 
“Exchange Act”: The Securities Exchange Act of 1934, as amended.
 
“Extra Principal Distribution Amount”: With respect to any Distribution Date, the lesser of (x) the Monthly Interest Distributable Amount payable on the Class C Certificates on such Distribution Date as reduced by Realized Losses allocated thereto with respect to such Distribution Date pursuant to Section 4.07 and (y) the Overcollateralization Deficiency Amount for such Distribution Date.
 
“Fannie Mae”: Federal National Mortgage Association or any successor thereto.
 
“FDIC”: Federal Deposit Insurance Corporation or any successor thereto.
 
“Final Recovery Determination”: With respect to any defaulted Mortgage Loan or any REO Property (other than a Mortgage Loan or REO Property purchased by the Originator or the Servicer pursuant to or as contemplated by Section 2.03 or 10.01), a determination made by the Servicer that all Insurance Proceeds, Liquidation Proceeds and other payments or recoveries which the Servicer, in its reasonable good faith judgment, expects to be finally recoverable in respect thereof have been so recovered. The Servicer shall maintain records, prepared by a Servicing Officer, of each Final Recovery Determination made thereby.
 
“Fixed-Rate Mortgage Loan”: A first or second lien Mortgage Loan which provides for a fixed Mortgage Rate payable with respect thereto. The Fixed-Rate Mortgage Loans are identified as such on the Mortgage Loan Schedule.
 
“Fixed Swap Payment”: With respect to any Distribution Date, the amount calculated based on a fixed rate as set forth in the Interest Rate Swap Agreement.
 
“Floating Swap Payment”: With respect to any Distribution Date, a floating amount equal to the product of (i) Swap LIBOR, (ii) the lesser of (a) the product of (I) the aggregate Certificate Principal Balance of the outstanding Class A and Mezzanine Certificates immediately prior to such Distribution Date and (II) 1/250 and (b) the related Notional Amount (as defined in the Interest Rate Swap Agreement), (iii) 250 and (iv) a fraction, the numerator of which is the actual number of days elapsed from and including the previous Floating Rate Payer Period End Date (as defined in the Interest Rate Swap Agreement) to but excluding the current Floating Rate Payer Period End Date (or, for the first Distribution Date, the actual number of days elapsed from the Closing Date to but excluding the first Floating Rate Payer Period End Date), and the denominator of which is 360.
 
“Form 8-K Disclosure Information”: As defined in Section 3.25(a)(ii).
 
“Formula Rate”: For any Distribution Date and any Class of the Class A Certificates and the Mezzanine Certificates, the lesser of (i) LIBOR plus the related Certificate Margin and (ii) the applicable Maximum Cap Rate.
 
“Freddie Mac”: The Federal Home Loan Mortgage Corporation, or any successor thereto.
 
“Gross Margin”: With respect to each Adjustable-Rate Mortgage Loan, the fixed percentage set forth in the related Mortgage Note that is added to the Index on each Adjustment Date in accordance with the terms of the related Mortgage Note used to determine the Mortgage Rate for such Mortgage Loan.
 
“Group I Allocation Percentage”: With respect to any Distribution Date, the percentage equivalent of a fraction, the numerator of which is (i) the Group I Principal Remittance Amount for such Distribution Date, and the denominator of which is (ii) the Principal Remittance Amount for such Distribution Date.
 
“Group I Basic Principal Distribution Amount”: With respect to any Distribution Date, the excess of (i) the Group I Principal Remittance Amount for such Distribution Date over the sum of (ii) the Overcollateralization Release Amount, if any, for such Distribution Date multiplied by the Group I Allocation Percentage and (iii) any part of the Net Swap Payment or Swap Termination Payment due to the Swap Provider (other than a Swap Termination Payment resulting from a Swap Provider Trigger Event) not paid on such Distribution Date from the Group I Interest Remittance Amount.
 
“Group I Certificates”: The Class I-A-1 Certificates.
 
“Group I Interest Remittance Amount”: With respect to any Distribution Date, that portion of the Available Funds for such Distribution Date attributable to interest received or advanced with respect to the Group I Mortgage Loans minus a pro rata portion (based on the aggregate Stated Principal Balance of the Group I Mortgage Loans over the aggregate Stated Principal Balance of the Mortgage Loans) of the sum of any Net Swap Payment owed to the Swap Provider on that Distribution Date and any Swap Termination Payment or unpaid portion thereof owed to the Swap Provider on that Distribution Date (other than a Swap Termination Payment resulting from a Swap Provider Trigger Event).
 
“Group I Mortgage Loan”: A Mortgage Loan assigned to Loan Group I. The aggregate Principal Balance of the Group I Mortgage Loans as of the Cut-off Date is equal to $538,422,263.89.
 
“Group I Overcollateralization Floor”: With respect to the Group I Certificates, $2,692,111.32.
 
“Group I Principal Distribution Amount”: With respect to any Distribution Date, the sum of (i) the Group I Basic Principal Distribution Amount for such Distribution Date and (ii) the Extra Principal Distribution Amount for such Distribution Date multiplied by the Group I Allocation Percentage.
 
“Group I Principal Remittance Amount”: With respect to any Distribution Date, the sum of (i) each scheduled payment of principal collected or advanced on the Group I Mortgage Loans by the Servicer that were due during the related Due Period, (ii) the principal portion of all partial and full principal prepayments of the Group I Mortgage Loans received by the Servicer during the related Prepayment Period, (iii) the principal portion of all related Net Liquidation Proceeds, Subsequent Recoveries and Insurance Proceeds received during such Prepayment Period with respect to the Group I Mortgage Loans, (iv) that portion of the Purchase Price, representing principal of any repurchased Group I Mortgage Loan, deposited to the Collection Account during such Prepayment Period, (v) the principal portion of any related Substitution Adjustments deposited in the Collection Account during such Prepayment Period with respect to the Group I Mortgage Loans and (vi) on the Distribution Date on which the Trust Fund is to be terminated pursuant to Section 10.01, that portion of the Termination Price, in respect of principal on the Group I Mortgage Loans.
 
“Group I Senior Principal Distribution Amount”: An amount, not less than zero, equal to the excess of (x) the aggregate Certificate Principal Balance of the Group I Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) 47.90% and (ii) the aggregate Stated Principal Balance of the Group I Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (B) the positive difference, if any, of the aggregate Stated Principal Balance of the Group I Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) minus the Group I Overcollateralization Floor.
 
“Group II Allocation Percentage”: With respect to any Distribution Date, the percentage equivalent of a fraction, the numerator of which is (i) the Group II Principal Remittance Amount for such Distribution Date, and the denominator of which is (ii) the Principal Remittance Amount for such Distribution Date.
 
“Group II Basic Principal Distribution Amount”: With respect to any Distribution Date, the excess of (i) the Group II Principal Remittance Amount for such Distribution Date over the sum of (ii) the Overcollateralization Release Amount, if any, for such Distribution Date multiplied by the Group II Allocation Percentage and (iii) any part of the Net Swap Payment or Swap Termination Payment due to the Swap Provider (other than a Swap Termination Payment resulting from a Swap Provider Trigger Event) not paid on such Distribution Date from the Group II Interest Remittance Amount.
 
“Group II Certificates”: Any Class II-A-1 Certificates, Class II-A-2 Certificates, Class II-A-3 Certificates and Class II-A-4 Certificates.
 
“Group II Interest Remittance Amount”: With respect to any Distribution Date, that portion of the Available Funds for such Distribution Date attributable to interest received or advanced with respect to the Group II Mortgage Loans minus a pro rata portion (based on the aggregate Stated Principal Balance of the Group II Mortgage Loans over the aggregate Stated Principal Balance of the Mortgage Loans) of the sum of any Net Swap Payment owed to the Swap Provider on that Distribution Date and any Swap Termination Payment or unpaid portion thereof owed to the Swap Provider on that Distribution Date (other than a Swap Termination Payment resulting from a Swap Provider Trigger Event).
 
“Group II Mortgage Loan”: A Mortgage Loan assigned to Loan Group II. The aggregate Principal Balance of the Group II Mortgage Loans as of the Cut-off Date is equal to $461,557,449.66.
 
“Group II Overcollateralization Floor”: With respect to the Group II Certificates, $2,307,787.25.
 
“Group II Principal Distribution Amount”: With respect to any Distribution Date, the sum of (i) the Group II Basic Principal Distribution Amount for such Distribution Date and (ii) the Extra Principal Distribution Amount for such Distribution Date multiplied by the Group II Allocation Percentage.
 
“Group II Principal Remittance Amount”: With respect to any Distribution Date, the sum of (i) each scheduled payment of principal collected or advanced on the Group II Mortgage Loans by the Servicer that were due during the related Due Period, (ii) the principal portion of all partial and full principal prepayments of the Group II Mortgage Loans received by the Servicer during the related Prepayment Period, (iii) the principal portion of all related Net Liquidation Proceeds, Subsequent Recoveries and Insurance Proceeds received during such Prepayment Period with respect to the Group II Mortgage Loans, (iv) that portion of the Purchase Price, representing principal of any repurchased Group II Mortgage Loan, deposited to the Collection Account during such Prepayment Period, (v) the principal portion of any related Substitution Adjustments deposited in the Collection Account during such Prepayment Period with respect to the Group II Mortgage Loans and (vi) on the Distribution Date on which the Trust Fund is to be terminated pursuant to Section 10.01, that portion of the Termination Price, in respect of principal on the Group II Mortgage Loans.
 
“Group II Senior Principal Distribution Amount”: An amount, not less than zero, equal to the excess of (x) the Certificate Principal Balance of the Group II Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) 47.90% and (ii) the aggregate Stated Principal Balance of the Group II Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (B) the positive difference, if any, of the aggregate Stated Principal Balance of the Group II Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) minus the Group II Overcollateralization Floor.
 
“Highest Priority”: As of any date of determination, the Class of Mezzanine Certificates then outstanding with a Certificate Principal Balance greater than zero, with the highest priority for payments pursuant to Section 4.01, in the following order: Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8 and Class M-9 Certificates.
 
“Holder”: See “Certificateholder.”
 
“Independent”: When used with respect to any specified Person, any such Person who (a) is in fact independent of the Depositor, the Servicer and their respective Affiliates, (b) does not have any direct financial interest in or any material indirect financial interest in the Depositor or the Servicer or any Affiliate thereof, and (c) is not connected with the Depositor or the Servicer or any Affiliate thereof as an officer, employee, promoter, underwriter, trustee, partner, director or Person performing similar functions; provided, however, that a Person shall not fail to be Independent of the Depositor or the Servicer or any Affiliate thereof merely because such Person is the beneficial owner of 1% or less of any class of securities issued by the Depositor or the Servicer or any Affiliate thereof, as the case may be.
 
“Independent Contractor”: Either (i) any Person (other than the Servicer) that would be an “independent contractor” with respect to any of the REMICs created hereunder within the meaning of Section 856(d)(3) of the Code if such REMIC were a real estate investment trust (except that the ownership tests set forth in that section shall be considered to be met by any Person that owns, directly or indirectly, 35% or more of any Class of Certificates), so long as each such REMIC does not receive or derive any income from such Person and provided that the relationship between such Person and such REMIC is at arm’s length, all within the meaning of Treasury Regulation Section 1.856-4(b)(5), or (ii) any other Person (including the Servicer) if the Trustee has received an Opinion of Counsel to the effect that the taking of any action in respect of any REO Property by such Person, subject to any conditions therein specified, that is otherwise herein contemplated to be taken by an Independent Contractor will not cause such REO Property to cease to qualify as “foreclosure property” within the meaning of Section 860G(a)(8) of the Code (determined without regard to the exception applicable for purposes of Section 860D(a) of the Code), or cause any income realized in respect of such REO Property to fail to qualify as Rents from Real Property.
 
“Indenture”: An indenture relating to the issuance of notes secured by the Class C Certificates, the Class P Certificates and/or Residual Certificates (or any portion thereof) which may or may not be guaranteed by the NIMS Insurer.
 
“Index”: With respect to each Adjustable-Rate Mortgage Loan and each related Adjustment Date, the index as specified in the related Mortgage Note.
 
“Initial Certificate Principal Balance”: With respect to any Regular Certificate, the amount designated “Initial Certificate Principal Balance” on the face thereof.
 
“Insurance Proceeds”: Proceeds of any title policy, hazard policy or other insurance policy covering a Mortgage Loan, to the extent such proceeds are received by the Servicer and are not to be applied to the restoration of the related Mortgaged Property or released to the Mortgagor in accordance with the procedures that the Servicer would follow in servicing mortgage loans held for its own account, subject to the terms and conditions of the related Mortgage Note and Mortgage.
 
“Interest Determination Date”: With respect to the Class A Certificates and the Mezzanine Certificates and each related Accrual Period, the second LIBOR Business Day preceding the commencement of such Accrual Period.
 
“Interest Rate Swap Agreement”: The interest rate swap agreement, dated the Closing Date, between the Supplemental Interest Trust Trustee and the Swap Provider, including any schedule, confirmations, credit support annex or other credit support document relating thereto, and attached hereto as Exhibit I.
 
“Late Collections”: With respect to any Mortgage Loan, all amounts received subsequent to the Determination Date immediately following any related Due Period, whether as late payments of Monthly Payments or as Insurance Proceeds, Liquidation Proceeds, Subsequent Recoveries or otherwise, which represent late payments or collections of principal and/or interest due (without regard to any acceleration of payments under the related Mortgage and Mortgage Note) but delinquent on a contractual basis for such Due Period and not previously recovered.
 
“Latest Possible Maturity Date”: As to each Class of Certificates, the date set forth as such in the Preliminary Statement.
 
“LIBOR”: With respect to each Accrual Period for the Class A Certificates and the Mezzanine Certificates, the rate determined by the Trustee on the related Interest Determination Date on the basis of the London interbank offered rate for one-month United States dollar deposits, as such rate appears on the Reuters Screen LIBOR01 Page, as of 11:00 a.m. (London time) on such Interest Determination Date. If such rate does not appear on the Reuters Screen LIBOR01 Page, the rate for such Interest Determination Date will be determined on the basis of the offered rates of the Reference Banks for one-month United States dollar deposits, as of 11:00 a.m. (London time) on such Interest Determination Date. The Trustee will request the principal London office of each of the Reference Banks to provide a quotation of its rate. On such Interest Determination Date, LIBOR for the related Accrual Period for the Class A Certificates and the Mezzanine Certificates will be established by the Trustee as follows:
 
(i) If on such Interest Determination Date two or more Reference Banks provide such offered quotations, LIBOR for the related Accrual Period shall be the arithmetic mean of such offered quotations (rounded upwards if necessary to the nearest whole multiple of 1/16 of 1%); and
 
(ii) If on such Interest Determination Date fewer than two Reference Banks provide such offered quotations, LIBOR for the related Accrual Period shall be the higher of (i) LIBOR as determined on the previous Interest Determination Date and (ii) the Reserve Interest Rate.
 
“LIBOR Business Day”: Any day on which banks in London, England and The City of New York are open and conducting transactions in foreign currency and exchange.
 
“Liquidated Mortgage Loan”: As to any Distribution Date, any Mortgage Loan in respect of which the Servicer has determined, in accordance with the servicing procedures specified herein, as of the end of the related Prepayment Period, that all Liquidation Proceeds which it expects to recover with respect to the liquidation of the Mortgage Loan or disposition of the related REO Property have been recovered.
 
“Liquidation Event”: With respect to any Mortgage Loan, any of the following events: (i) such Mortgage Loan is paid in full, (ii) a Final Recovery Determination is made as to such Mortgage Loan or (iii) such Mortgage Loan is removed from the Trust Fund by reason of its being purchased, sold or replaced pursuant to or as contemplated by Section 2.03 or Section 10.01. With respect to any REO Property, either of the following events: (i) a Final Recovery Determination is made as to such REO Property or (ii) such REO Property is removed from the Trust Fund by reason of its being sold or purchased pursuant to Section 3.23 or Section 10.01.
 
“Liquidation Proceeds”: The amount (other than amounts received in respect of the rental of any REO Property prior to REO Disposition) received by the Servicer in connection with (i) the taking of all or a part of a Mortgaged Property by exercise of the power of eminent domain or condemnation, (ii) the liquidation of a defaulted Mortgage Loan by means of a trustee’s sale, foreclosure sale or otherwise or (iii) the repurchase, substitution or sale of a Mortgage Loan or an REO Property pursuant to or as contemplated by Section 2.03, Section 3.23 or Section 10.01.
 
“Loan-to-Value Ratio”: As of any date and as to any Mortgage Loan, the fraction, expressed as a percentage, the numerator of which is the Principal Balance of the Mortgage Loan (and, with respect to any second lien Mortgage Loan, the Principal Balance of the related first lien Mortgage Loan plus the Principal Balance of such second lien Mortgage Loan), and the denominator of which is the Value of the related Mortgaged Property.
 
“Loan Group”: Any of Loan Group I or Loan Group II, as the context requires.

“Loan Group I”: The group of Mortgage Loans with principal balances that conform to Fannie Mae and Freddie Mac guidelines identified in the Mortgage Loan Schedule as having been assigned to Loan Group I.
 
“Loan Group II”: The group of Mortgage Loans with principal balances that may or may not conform to Fannie Mae and Freddie Mac guidelines identified in the Mortgage Loan Schedule as having been assigned to Loan Group II.
 
“Loss Mitigation Procedures”: The policies and procedures set forth in Exhibit G hereto relating to the realization on delinquent Mortgage Loans.
 
“Losses”: As defined in Section 9.03.
 
“Lost Note Affidavit”: With respect to any Mortgage Loan as to which the original Mortgage Note has been permanently lost, misplaced or destroyed and has not been replaced, an affidavit from the Originator certifying that the original Mortgage Note has been lost, misplaced or destroyed (together with a copy of the related Mortgage Note) and indemnifying the Trust against any loss, cost or liability resulting from the failure to deliver the original Mortgage Note in the form of Exhibit H hereto.
 
“Majority Certificateholders”: The Holders of Certificates evidencing at least 51% of the Voting Rights.
 
“Marker Rate”: With respect to the Class C Interest and any Distribution Date, a per annum rate equal to two (2) times the weighted average of the Uncertificated REMIC 2 Pass-Through Rates for REMIC 2 Regular Interest LTIA1, REMIC 2 Regular Interest LTIIA1, REMIC 2 Regular Interest LTIIA2, REMIC 2 Regular Interest LTIIA3, REMIC 2 Regular Interest LTIIA4, REMIC 2 Regular Interest LTM1, REMIC 2 Regular Interest LTM2, REMIC 2 Regular Interest LTM3, REMIC 2 Regular Interest LTM4, REMIC 2 Regular Interest LTM5, REMIC 2 Regular Interest LTM6, REMIC 2 Regular Interest LTM7, REMIC 2 Regular Interest LTM8, REMIC 2 Regular Interest LTM9, and REMIC 2 Regular Interest LTZZ, with the rates on such REMIC 2 Regular Interests (other than REMIC 2 Regular Interest LTZZ) subject to a cap equal to lesser of (i) LIBOR plus the related Certificate Margin and (ii) the Net WAC Rate for the purpose of this calculation; and with the rate on REMIC 2 Regular Interest LTZZ subject to a cap of zero for the purpose of this calculation; provided, however, that for this purpose, calculations of the Uncertificated REMIC 2 Pass-Through Rate and the related caps with respect to each such REMIC 2 Regular Interest shall be multiplied by a fraction, the numerator of which is the actual number of days in the Accrual Period and the denominator of which is 30.
 
“Maximum Cap Rate”: With respect to any Class of Class A Certificates and Mezzanine Certificates and any Distribution Date, a per annum rate equal to the product of (1) the sum of (a) the weighted average of the Adjusted Net Maximum Mortgage Rates of the Mortgage Loans for such Distribution Date (weighted based on the Stated Principal Balances of the Mortgage Loans as of the first day of the related Due Period, or, in the case of the first Distribution Date, the Cut-off Date, adjusted, except in the case of the first Distribution Date, to reflect unscheduled principal payments made thereafter during the Prepayment Period that includes such first day of the related Due Period) minus the Swap Expense Rate and (b) a per annum rate equal to an amount, expressed as a percentage, equal to a fraction, the numerator of which is the Net Swap Payment made by the Swap Provider and the denominator of which is the aggregate Stated Principal Balance of the Mortgage Loans as of the first day of the related Due Period or, in the case of the first Distribution Date, the Cut-off Date (adjusted, except in the case of the first Distribution Date, to reflect unscheduled principal payments made thereafter during the Prepayment Period that includes such first day of the related Due Period), multiplied by 12, and (2) a fraction, the numerator of which is 30 and the denominator of which is the actual number of days elapsed in the related Accrual Period.
 
“Maximum LTZZ Uncertificated Accrued Interest Deferral Amount”: With respect to any Distribution Date, the excess of (i) accrued interest at the Uncertificated REMIC 2 Pass-Through Rate applicable to REMIC 2 Regular Interest LTZZ for such Distribution Date on a balance equal to the Uncertificated Principal Balance of REMIC 2 Regular Interest LTZZ minus the REMIC 2 Overcollateralization Amount, in each case for such Distribution Date, over (ii) Uncertificated Interest on REMIC 2 Regular Interest LTIA1, REMIC 2 Regular Interest LTIIA1, REMIC 2 Regular Interest LTIIA2, REMIC 2 Regular Interest LTIIA3, REMIC 2 Regular Interest LTIIA4, REMIC 2 Regular Interest LTM1, REMIC 2 Regular Interest LTM2, REMIC 2 Regular Interest LTM3, REMIC 2 Regular Interest LTM4, REMIC 2 Regular Interest LTM5, REMIC 2 Regular Interest LTM6, REMIC 2 Regular Interest LTM7, REMIC 2 Regular Interest LTM8, REMIC 2 Regular Interest LTM9 for such Distribution Date, with the rate on each such REMIC 2 Regular Interest subject to a cap equal to the lesser of (i) LIBOR plus the related Certificate Margin and (ii) the related Net WAC Rate provided, however, that solely for this purpose, calculations of the Uncertificated REMIC 2 Pass-Through Rate and the related caps with respect to each such REMIC 2 Regular Interest shall be multiplied by a fraction, the numerator of which is the actual number of days in the Accrual Period and the denominator of which is 30.
 
“Maximum Mortgage Rate”: With respect to each Adjustable-Rate Mortgage Loan, the percentage set forth in the related Mortgage Note as the maximum Mortgage Rate thereunder.
 
“Mezzanine Certificate”: Any Class M-1 Certificates, Class M-2 Certificates, Class M-3 Certificates, Class M-4 Certificates, Class M-5 Certificates, Class M-6 Certificates, Class M-7 Certificates, Class M-8 Certificates and Class M-9 Certificates.
 
“Minimum Mortgage Rate”: With respect to each Adjustable-Rate Mortgage Loan, the percentage set forth in the related Mortgage Note as the minimum Mortgage Rate thereunder.
 
“Monthly Interest Distributable Amount”: With respect to the Class A Certificates, the Mezzanine Certificates and the Class C Certificates and any Distribution Date the amount of interest accrued during the related Accrual Period at the related Pass-Through Rate on the Certificate Principal Balance (or Notional Amount in the case of the Class C Certificates) of such Class immediately prior to such Distribution Date, reduced by any Net Prepayment Interest Shortfalls and Relief Act Interest Shortfalls as allocated to such Certificate as provided in Section 1.03 and based on its respective entitlements to interest irrespective of any Net Prepayment Interest Shortfalls and Relief Act Interest Shortfalls for such Distribution Date).
 
“Monthly Payment”: With respect to any Mortgage Loan, the scheduled monthly payment of principal and interest on such Mortgage Loan which is payable by the related Mortgagor from time to time under the related Mortgage Note, determined: (a) after giving effect to (i) any Deficient Valuation and/or Debt Service Reduction with respect to such Mortgage Loan and (ii) any reduction in the amount of interest collectible from the related Mortgagor pursuant to the Relief Act; (b) without giving effect to any extension granted or agreed to by the Servicer pursuant to Section 3.01; and (c) on the assumption that all other amounts, if any, due under such Mortgage Loan are paid when due.
 
“Monthly Statement”: As defined in Section 4.03(a) hereof.
 
“Moody’s”: Moody’s Investors Service, Inc. or its successor in interest.
 
“Mortgage”: The mortgage, deed of trust or other instrument creating a first lien or second lien on, or first or second priority security interest in, a Mortgaged Property securing a Mortgage Note.
 
“Mortgage File”: The mortgage documents listed in Section 2.01 pertaining to a particular Mortgage Loan and any additional documents required to be added to the Mortgage File pursuant to this Agreement.
 
“Mortgage Loan”: Each mortgage loan transferred and assigned to the Trustee pursuant to Section 2.01, Section 2.03(d) or Section 2.08 as from time to time held as a part of the Trust Fund, the Mortgage Loans so held being identified in the Mortgage Loan Schedule.
 
“Mortgage Loan Purchase Agreement”: The agreement among the Originator, the Sellers and the Depositor, regarding the transfer of the Mortgage Loans by the Sellers to or at the direction of the Depositor, substantially in the form attached hereto as Exhibit C.
 
“Mortgage Loan Schedule”: As of any date, the list of Mortgage Loans included in REMIC 1 on such date, separately identifying the Group I Mortgage Loans and the Group II Mortgage Loans, attached hereto as Exhibit D. The Mortgage Loan Schedule shall be prepared by the Originator and shall set forth the following information with respect to each Mortgage Loan, as applicable:
 
(1) the Mortgage Loan identifying number;
 
(2) [reserved];
 
(3) the state and zip code of the Mortgaged Property;
 
(4) a code indicating whether the Mortgaged Property was represented by the borrower, at the time of origination, as being owner-occupied;
 
(5) the type of Residential Dwelling constituting the Mortgaged Property;
 
(6) the original months to maturity;
 
(7) the stated remaining months to maturity from the Cut-off Date based on the original amortization schedule;
 
(8) the Loan-to-Value Ratio at origination;
 
(9) the Mortgage Rate in effect immediately following the Cut-off Date;
 
(10) the date on which the first Monthly Payment was due on the Mortgage Loan;
 
(11) the stated maturity date;
 
(12) the amount of the Monthly Payment at origination;
 
(13) the amount of the Monthly Payment due on the first Due Date after the Cut-off Date;
 
(14) the last Due Date on which a Monthly Payment was actually applied to the unpaid Stated Principal Balance;
 
(15) the original principal amount of the Mortgage Loan;
 
(16) the Stated Principal Balance of the Mortgage Loan as of the Close of Business on the Cut-off Date;
 
(17) a code indicating the purpose of the Mortgage Loan (i.e., purchase financing, rate/term refinancing, cash-out refinancing);
 
(18) the Mortgage Rate at origination;
 
(19) a code indicating the documentation program (i.e., full documentation, limited documentation, stated income documentation);
 
(20) the risk grade;
 
(21) the Value of the Mortgaged Property;
 
(22) the sale price of the Mortgaged Property, if applicable;
 
(23) the actual unpaid principal balance of the Mortgage Loan as of the Cut-off Date;
 
(24) the type and term of the related Prepayment Charge;
 
(25) the rounding code;
 
(26) the program code;
 
(27) a code indicating the lien priority for Mortgage Loans;
 
(28) with respect to each Adjustable Rate Mortgage Loan, the Minimum Mortgage Rate;
 
(29) with respect to each Adjustable Rate Mortgage Loan, the Maximum Mortgage Rate;
 
(30) with respect to each Adjustable Rate Mortgage Loan, the Gross Margin;
 
(31) with respect to each Adjustable Rate Mortgage Loan, the next Adjustment Date;
 
(32) with respect to each Adjustable Rate Mortgage Loan, the Periodic Rate Cap;
 
(33) the credit score (“FICO”) of such Mortgage Loan; and
 
(34) the total amount of points and fees charged such Mortgage Loan.
 
The Mortgage Loan Schedule shall set forth the following information, with respect to the Mortgage Loans in the aggregate and for each Loan Group as of the Cut-off Date: (1) the number of Mortgage Loans (separately identifying the number of Fixed-Rate Mortgage Loans and the number of Adjustable-Rate Mortgage Loans); (2) the current Stated Principal Balance of the Mortgage Loans; (3) the weighted average Mortgage Rate of the Mortgage Loans and (4) the weighted average maturity of the Mortgage Loans. The Mortgage Loan Schedule shall be amended from time to time by the Originator in accordance with the provisions of this Agreement. With respect to any Qualified Substitute Mortgage Loan, the Cut-off Date shall refer to the related Cut-off Date for such Mortgage Loan, determined in accordance with the definition of Cut-off Date herein.
 
“Mortgage Note”: The original executed note or other evidence of indebtedness evidencing the indebtedness of a Mortgagor under a Mortgage Loan.
 
“Mortgage Pool”: The pool of Mortgage Loans, identified on Exhibit D from time to time, and any REO Properties acquired in respect thereof.
 
“Mortgage Rate”: With respect to each Fixed Rate Mortgage Loan, the rate set forth in the related Mortgage Note. With respect to each Adjustable Rate Mortgage Loan, the annual rate at which interest accrues on such Mortgage Loan from time to time in accordance with the provisions of the related Mortgage Note, which rate (A) as of any date of determination until the first Adjustment Date following the Cut-off Date shall be the rate set forth in the Mortgage Loan Schedule as the Mortgage Rate in effect immediately following the Cut-off Date and (B) as of any date of determination thereafter shall be the rate as adjusted on the most recent Adjustment Date, to equal the sum, rounded to the next highest or nearest 0.125% (as provided in the Mortgage Note), of the Index, determined as set forth in the related Mortgage Note, plus the related Gross Margin subject to the limitations set forth in the related Mortgage Note. With respect to each Mortgage Loan that becomes an REO Property, as of any date of determination, the annual rate determined in accordance with the immediately preceding sentence as of the date such Mortgage Loan became an REO Property.
 
“Mortgaged Property”: The underlying property securing a Mortgage Loan, including any REO Property, consisting of an Estate in Real Property improved by a Residential Dwelling.
 
“Mortgagor”: The obligor on a Mortgage Note.
 
“Net Liquidation Proceeds”: With respect to any Liquidated Mortgage Loan or any other disposition of related Mortgaged Property (including REO Property) the related Liquidation Proceeds and Insurance Proceeds net of Advances, Servicing Advances, Servicing Fees and any other accrued and unpaid servicing fees received and retained in connection with the liquidation of such Mortgage Loan or Mortgaged Property.
 
“Net Monthly Excess Cashflow”: With respect to each Distribution Date, the sum of (a) any Overcollateralization Release Amount for such Distribution Date and (b) the excess of (x) Available Funds for such Distribution Date over (y) the sum for such Distribution Date of (A) the Monthly Interest Distributable Amounts for the Class A Certificates and the Mezzanine Certificates, (B) the Unpaid Interest Shortfall Amounts for the Class A Certificates and (C) the Principal Remittance Amount.
 
“Net Mortgage Rate”: With respect to any Mortgage Loan (or the related REO Property), as of any date of determination, a per annum rate of interest equal to the then applicable Mortgage Rate for such Mortgage Loan minus the Servicing Fee Rate.
 
“Net Swap Payment”: In the case of payments made by the Trust, the excess, if any, of (x) the Fixed Swap Payment over (y) the Floating Swap Payment, and in the case of payments made by the Swap Provider, the excess, if any, of (x) the Floating Swap Payment over (y) the Fixed Swap Payment. In each case, the Net Swap Payment shall not be less than zero.
 
“Net Prepayment Interest Shortfall”: With respect to any Distribution Date, the excess, if any, of any Prepayment Interest Shortfalls for such date over the related Compensating Interest.
 
“Net WAC Rate”: With respect to any Class of Class A Certificates and Mezzanine Certificates and any Distribution Date, the per annum rate equal to the product of (i) the weighted average of the Adjusted Net Mortgage Rates of the Mortgage Loans for such Distribution Date (weighted based on the Stated Principal Balances of the Mortgage Loans as of the first day of the related Due Period or, in the case of the first Distribution Date, the Cut-off Date, adjusted, except in the case of the first Distribution Date, to reflect unscheduled principal payments made thereafter during the Prepayment Period that includes such first day of the related Due Period) minus the Swap Expense Rate and (ii) a fraction, the numerator of which is 30 and the denominator of which is the actual number of days elapsed in the related Accrual Period. For federal income tax purposes, such rate shall be expressed as the product of (x) the weighted average of the Uncertificated REMIC 2 Pass-Through Rates on the REMIC 2 Regular Interests (other than REMIC 2 Regular Interest LTIO) and (y) a fraction, the numerator of which is 30 and the denominator of which is the actual number of days in the related Accrual Period.
 
“Net WAC Rate Carryover Amount”: With respect to any Class of Class A Certificates and Mezzanine Certificates and any Distribution Date, the sum of (A) the positive excess of (i) the amount of interest accrued on such Class of Certificates for such Distribution Date calculated at the related Formula Rate over (ii) the amount of interest accrued on such Class of Certificates at the related Net WAC Rate for such Distribution Date and (B) the related Net WAC Rate Carryover Amount for the previous Distribution Date not previously paid, together with interest thereon at a rate equal to the related Formula Rate, in each case for such Distribution Date and for such related Accrual Period.
 
“Net WAC Rate Carryover Reserve Account”: The reserve account established and maintained pursuant to Section 4.05.
 
“New Lease”: Any lease of REO Property entered into on behalf of the Trust, including any lease renewed or extended on behalf of the Trust if the Trust has the right to renegotiate the terms of such lease.
 
“NIMS Insurer”: Any insurer that is guaranteeing certain payments under notes secured by collateral which includes all or a portion of the Class C Certificates, the Class P Certificates and/or the Residual Certificates.
 
“Nonrecoverable Advance”: Any Advance or Servicing Advance previously made or proposed to be made in respect of a Mortgage Loan or REO Property that, in the good faith business judgment of the Servicer, will not be ultimately recoverable from Late Collections, Insurance Proceeds, Liquidation Proceeds or condemnation proceeds on such Mortgage Loan or REO Property as provided herein.
 
“Notional Amount”: Immediately prior to any Distribution Date, with respect to the Class C Interest, the aggregate of the Uncertificated Principal Balances of the REMIC 2 Regular Interests (other than REMIC 2 Regular Interest LTIO and REMIC 2 Regular Interest LTP).
 
“Offered Certificates”: The Class A Certificates and the Mezzanine Certificates offered to the public pursuant to the Prospectus Supplement.
 
“Officers’ Certificate”: A certificate signed by the Chairman of the Board, the Vice Chairman of the Board, the President or a vice president (however denominated), and by the Treasurer, the Secretary, or one of the assistant treasurers or assistant secretaries or Servicing Officers of the Servicer, the Originator or the Depositor, as applicable.
 
“Opinion of Counsel”: A written opinion of counsel, who may, without limitation, be a salaried counsel for the Depositor or the Servicer, acceptable to the Trustee, except that any opinion of counsel relating to (a) the qualification of any REMIC as a REMIC or (b) compliance with the REMIC Provisions must be an opinion of Independent counsel.
 
“Optional Termination Date”: The first Distribution Date on which the Servicer or the NIMS Insurer may opt to terminate the Trust Fund pursuant to Section 10.01.
 
“Original Class Certificate Principal Balance”: With respect to the Class A Certificates, the Mezzanine Certificates, the Class C Interest, the Class C Certificates, the Class P Interest and the Class P Certificates, the corresponding amounts set forth opposite such Class above in the Preliminary Statement.
 
“Original Notional Amount”: With respect to the Class C Interest, $999,999,713.55.
 
“Originator”: Option One Mortgage Corporation, a California corporation, or its successor in interest, in its capacity as originator under the Mortgage Loan Purchase Agreement.
 
“OTS Method”: As defined in Section 4.03(a) hereof.
 
“Overcollateralization Deficiency Amount”: With respect to any Distribution Date, the amount, if any, by which the Overcollateralization Target Amount exceeds the Overcollateralized Amount on such Distribution Date (after giving effect to distributions in respect of the Group I Basic Principal Distribution Amount and the Group II Basic Principal Distribution Amount on such Distribution Date).
 
“Overcollateralization Floor”: $4,999,898.57.
 
“Overcollateralization Release Amount”: With respect to any Distribution Date, the lesser of (x) the Principal Remittance Amount for such Distribution Date and (y) the Excess Overcollateralized Amount.
 
“Overcollateralization Target Amount”: With respect to any Distribution Date, (a) prior to the Stepdown Date, 5.75% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date and (b) on or after the Stepdown Date, the lesser of the amount set forth in clause (a) and 11.50% of the aggregate Stated Principal Balance of the Mortgage Loans for the related Distribution Date, subject to a floor equal to the Overcollateralization Floor; provided, however, if a Trigger Event is in effect on the related Distribution Date, the Overcollateralization Target Amount will be equal to the Overcollateralization Target Amount for the previous Distribution Date. Notwithstanding the foregoing, on and after any Distribution Date following the reduction of the aggregate Certificate Principal Balance of the Class A Certificates and the Mezzanine Certificates to zero, the Overcollateralization Target Amount shall be zero.
 
“Overcollateralized Amount”: For any Distribution Date, an amount equal to (i) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) minus (ii) the aggregate Certificate Principal Balance of the Class A Certificates, the Mezzanine Certificates and the Class P Certificates as of such Distribution Date (after giving effect to distributions to be made on such Distribution Date).
 
“Ownership Interest”: As to any Certificate, any ownership or security interest in such Certificate, including any interest in such Certificate as the Holder thereof and any other interest therein, whether direct or indirect, legal or beneficial, as owner or as pledgee.
 
“Pass-Through Rate”: With respect to any Class of Class A and Mezzanine Certificates and any Distribution Date, the lesser of (x) the related Formula Rate for such Distribution Date and (y) the Net WAC Rate for such Distribution Date.
 
With respect to the Class C Interest and any Distribution Date, a per annum rate equal to the percentage equivalent of a fraction, the numerator of which is (x) the sum of (i) 100% of the interest on REMIC 2 Regular Interest LTP and (ii) interest on the Uncertificated Principal Balance of each REMIC 2 Regular Interest listed in clause (y) at a rate equal to the related Uncertificated REMIC 2 Pass-Through Rate minus the Marker Rate and the denominator of which is (y) the aggregate Uncertificated Principal Balance of REMIC 2 Regular Interests LTAA, LTIA1, LTIIA1, LTIIA2, LTIIA3, LTIIA4, LTM1, LTM2, LTM3, LTM4, LTM5, LTM6, LTM7, LTM8, LTM9 and LTZZ.
 
With respect to the Class C Certificates, 100% of the interest distributable to the Class C Interest, expressed as a per annum rate on its Notional Amount.
 
With respect to the Class SWAP-IO Interest, the Class SWAP-IO Interest shall not have a Pass-Through Rate, but interest for such Regular Interest and each Distribution Date shall be an amount equal to 100% of the amounts distributable to REMIC 2 Regular Interest LTIO for such Distribution Date.
 
REMIC 6 Regular Interest SWAP-IO shall not have a Pass-Through Rate, but interest for such Regular Interest and each Distribution Date shall be an amount equal to 100% of the amounts distributable to the Class SWAP-IO Interest for such Distribution Date.
 
The Class P Certificates, Class R Certificates and Class R-X Certificates will not accrue interest and therefore will not have a Pass-Through Rate.
 
“Paying Agent”: Any paying agent appointed pursuant to Section 5.05.
 
“Percentage Interest”: With respect to any Certificate (other than a Residual Certificate), a fraction, expressed as a percentage, the numerator of which is the Initial Certificate Principal Balance or Notional Amount represented by such Certificate and the denominator of which is the Original Class Certificate Principal Balance or initial Notional Amount of the related Class. With respect to a Residual Certificate, the portion of the Class evidenced thereby, expressed as a percentage, as stated on the face of such Certificate; provided, however, that the sum of all such percentages for each such Class totals 100%.
 
“Periodic Rate Cap”: With respect to each Adjustable-Rate Mortgage Loan and any Adjustment Date therefor, the fixed percentage set forth in the related Mortgage Note, which is the maximum amount by which the Mortgage Rate for such Mortgage Loan may increase or decrease (without regard to the Maximum Mortgage Rate or the Minimum Mortgage Rate) on such Adjustment Date from the Mortgage Rate in effect immediately prior to such Adjustment Date.
 
“Permitted Investments”: Any one or more of the following obligations or securities acquired at a purchase price of not greater than par, regardless of whether issued or managed by the Depositor, the Servicer, the NIMS Insurer, the Trustee or any of their respective Affiliates or for which an Affiliate of the NIMS Insurer or Trustee serves as an advisor:
 
(i)  direct obligations of, or obligations fully guaranteed as to timely payment of principal and interest by, the United States or any agency or instrumentality thereof, provided such obligations are backed by the full faith and credit of the United States;
 
(ii)  (A) demand and time deposits in, certificates of deposit of, bankers’ acceptances issued by or federal funds sold by any depository institution or trust company (including the Trustee or its agent acting in their respective commercial capacities) incorporated under the laws of the United States of America or any state thereof and subject to supervision and examination by federal and/or state authorities, so long as, at the time of such investment or contractual commitment providing for such investment, such depository institution or trust company (or, if the only Rating Agency is S&P, in the case of the principal depository institution in a depository institution holding company, debt obligations of the depository institution holding company) or its ultimate parent has a short-term uninsured debt rating in the highest available rating category of Moody’s and S&P and provided that each such investment has an original maturity of no more than 365 days; and provided further that, if the only Rating Agency is S&P and if the depository or trust company is a principal subsidiary of a bank holding company and the debt obligations of such subsidiary are not separately rated, the applicable rating shall be that of the bank holding company; and, provided further that, if the original maturity of such short-term obligations of a domestic branch of a foreign depository institution or trust company shall exceed 30 days, the short-term rating of such institution shall be A-1+ in the case of S&P if S&P is the Rating Agency; and (B) any other demand or time deposit or deposit which is fully insured by the FDIC;
 
(iii)  repurchase obligations with a term not to exceed 30 days with respect to any security described in clause (i) above and entered into with a depository institution or trust company (acting as principal) rated A-1+ by S&P and A2 or higher by Moody’s, provided, however, that collateral transferred pursuant to such repurchase obligation must be of the type described in clause (i) above and must (A) be valued daily at current market prices plus accrued interest, (B) pursuant to such valuation, be equal, at all times, to 105% of the cash transferred by the Trustee in exchange for such collateral and (C) be delivered to the Trustee or, if the Trustee is supplying the collateral, an agent for the Trustee, in such a manner as to accomplish perfection of a security interest in the collateral by possession of certificated securities;
 
(iv)  securities bearing interest or sold at a discount that are issued by any corporation incorporated under the laws of the United States of America or any State thereof and that are rated by a Rating Agency in its highest long-term unsecured rating category at the time of such investment or contractual commitment providing for such investment;
 
(v)  commercial paper (including both non-interest-bearing discount obligations and interest-bearing obligations payable on demand or on a specified date not more than 30 days after the date of acquisition thereof) that is rated by a Rating Agency in its highest short-term unsecured debt rating available at the time of such investment;
 
(vi)  units of money market funds, including those managed or advised by the Trustee or its Affiliates, that have been rated “AAA” by S&P and “Aaa” by Moody’s; and
 
(vii)  if previously confirmed in writing to the Trustee, any other demand, money market or time deposit, or any other obligation, security or investment, as may be acceptable to the Rating Agencies in writing as a permitted investment of funds backing securities having ratings equivalent to its highest initial rating of the Class A Certificates;
 
provided, that no instrument described hereunder shall evidence either the right to receive (a) only interest with respect to the obligations underlying such instrument or (b) both principal and interest payments derived from obligations underlying such instrument and the interest and principal payments with respect to such instrument provide a yield to maturity at par greater than 120% of the yield to maturity at par of the underlying obligations.
 
“Permitted Transferee”: Any transferee of a Residual Certificate other than a Disqualified Organization or a non-U.S. Person.
 
“Person”: Any individual, corporation, limited liability company, partnership, joint venture, association, joint stock company, trust, unincorporated organization or government or any agency or political subdivision thereof.
 
“Plan”: Any employee benefit plan or certain other retirement plans and arrangements, including individual retirement accounts and annuities, Keogh plans and bank collective investment funds and insurance company general or separate accounts in which such plans, accounts or arrangements are invested, that are subject to ERISA or Section 4975 of the Code.
 
“Pool Balance”: As of any date of determination, the aggregate Stated Principal Balance of the Mortgage Loans in both Loan Groups as of such date.
 
“Prepayment Assumption”: As defined in the Prospectus Supplement.
 
“Prepayment Charge”: With respect to any Mortgage Loan, the charges, fees, penalties or premiums, if any, due in connection with a full or partial prepayment of such Mortgage Loan in accordance with the terms thereof (other than any Servicer Prepayment Charge Payment Amount).
 
“Prepayment Charge Schedule”: As of any date, the list of Prepayment Charges on the Mortgage Loans included in the Trust Fund on such date, attached hereto as Schedule I (including the prepayment charge summary attached thereto). The Prepayment Charge Schedule shall be prepared by the Servicer (in its capacity as Originator) and set forth the following information with respect to each Prepayment Charge:
 
(viii)  the Mortgage Loan identifying number;
 
(ix)  a code indicating the type of Prepayment Charge;
 
(x)  the state of origination of the related Mortgage Loan;
 
(xi)  the date on which the first monthly payment was due on the related Mortgage Loan;
 
(xii)  the term of the related Prepayment Charge; and
 
(xiii)  the principal balance of the related Mortgage Loan as of the Cut-off Date.
 
The Prepayment Charge Schedule shall be amended from time to time by the Servicer in accordance with the provisions of this Agreement and a copy of such amended Prepayment Charge Schedule shall be furnished by the Servicer to the Trustee and the NIMS Insurer.
 
“Prepayment Interest Excess”: With respect to any Distribution Date, for each Mortgage Loan that was the subject of a Principal Prepayment in full during the portion of the related Prepayment Period occurring between the first day and the Determination Date of the calendar month in which such Distribution Date occurs, an amount equal to interest (to the extent received) at the applicable Net Mortgage Rate on the amount of such Principal Prepayment for the number of days commencing on the first day of the calendar month in which such Distribution Date occurs and ending on the date on which such prepayment is so applied.
 
“Prepayment Interest Shortfall”: With respect to any Distribution Date, for each Mortgage Loan that was the subject of a Principal Prepayment in full during the portion of the related Prepayment Period occurring between the first day of the related Prepayment Period and the last day of the calendar month preceding the month in which such Distribution Date occurs, an amount equal to one month’s interest on the Mortgage Loan less any payments made by the Mortgagor. The obligations of the Servicer in respect of any Prepayment Interest Shortfall are set forth in Section 3.24.
 
“Prepayment Period”: With respect to any Distribution Date, the period commencing on the day after the Determination Date in the calendar month preceding the calendar month in which such Distribution Date occurs (or, in the case of the first Distribution Date, commencing on April 1, 2007) and ending on the Determination Date of the calendar month in which such Distribution Date occurs.
 
“Principal Balance”: As to any Mortgage Loan other than a Liquidated Mortgage Loan, and any day, the related Cut-off Date Principal Balance, minus all collections credited against the Principal Balance of any such Mortgage Loan. For purposes of this definition, a Liquidated Mortgage Loan shall be deemed to have a Principal Balance equal to the Principal Balance of the related Mortgage Loan as of the final recovery of related Liquidation Proceeds and a Principal Balance of zero thereafter. As to any REO Property and any day, the Principal Balance of the related Mortgage Loan immediately prior to such Mortgage Loan becoming REO Property minus any REO Principal Amortization received with respect thereto on or prior to such day.
 
“Principal Prepayment”: Any payment of principal made by the Mortgagor on a Mortgage Loan which is received in advance of its scheduled Due Date and which is not accompanied by an amount of interest representing the full amount of scheduled interest due on any Due Date in any month or months subsequent to the month of prepayment.
 
“Principal Remittance Amount”: With respect to any Distribution Date, the sum of (i) the Group I Principal Remittance Amount and (ii) the Group II Principal Remittance Amount.
 
“Prospectus Supplement”: That certain Prospectus Supplement dated April 2, 2007 relating to the public offering of the Offered Certificates.
 
“Purchase Price”: With respect to any Mortgage Loan or REO Property to be purchased pursuant to or as contemplated by Section 2.03, and as confirmed by an Officers’ Certificate from the Servicer to the Trustee, an amount equal to the sum of (i) 100% of the Stated Principal Balance thereof as of the date of purchase, (ii) in the case of (x) a Mortgage Loan, accrued interest on such Stated Principal Balance at the applicable Mortgage Rate in effect from time to time from the Due Date as to which interest was last covered by a payment by the Mortgagor or an advance by the Servicer, which payment or advance had as of the date of purchase been distributed pursuant to Section 4.01, through the end of the calendar month in which the purchase is to be effected, and (y) an REO Property, the sum of (1) accrued interest on such Stated Principal Balance at the applicable Mortgage Rate in effect from time to time from the Due Date as to which interest was last covered by a payment by the Mortgagor or an advance by the Servicer through the end of the calendar month immediately preceding the calendar month in which such REO Property was acquired, plus (2) REO Imputed Interest for such REO Property for each calendar month commencing with the calendar month in which such REO Property was acquired and ending with the calendar month in which such purchase is to be effected, net of the total of all net rental income, Insurance Proceeds, Liquidation Proceeds and Advances that as of the date of purchase had been distributed as or to cover REO Imputed Interest pursuant to Section 4.04, (iii) any unreimbursed Servicing Advances and Advances and any unpaid Servicing Fees allocable to such Mortgage Loan or REO Property, (iv) any amounts previously withdrawn from the Collection Account in respect of such Mortgage Loan or REO Property pursuant to Section 3.23 and (v) in the case of a Mortgage Loan required to be purchased pursuant to Section 2.03, expenses reasonably incurred or to be incurred by the Servicer, the NIMS Insurer or the Trustee in respect of the breach or defect giving rise to the purchase obligation including any costs and damages incurred by the Trust in connection with any violation by such loan of any predatory or abusive lending law.
 
“Qualified Insurer”: Any insurance company acceptable to Fannie Mae.
 
“Qualified Substitute Mortgage Loan”: A mortgage loan substituted for a Deleted Mortgage Loan pursuant to the terms of this Agreement or the Mortgage Loan Purchase Agreement which must, on the date of such substitution, (i) have an outstanding principal balance (or in the case of a substitution of more than one mortgage loan for a Deleted Mortgage Loan, an aggregate Principal Balance), after application of all scheduled payments of principal and interest due during or prior to the month of substitution, not in excess of, and not more than 5% less than, the outstanding principal balance of the Deleted Mortgage Loan as of the Due Date in the calendar month during which the substitution occurs, (ii) have a Mortgage Rate not less than (and not more than one percentage point in excess of) the Mortgage Rate of the Deleted Mortgage Loan, (iii) if the Qualified Substitute Mortgage Loan is an Adjustable-Rate Mortgage Loan, have a Maximum Mortgage Rate not less than the Maximum Mortgage Rate on the Deleted Mortgage Loan, (iv) if the Qualified Substitute Mortgage Loan is an Adjustable-Rate Mortgage Loan, have a Minimum Mortgage Rate not less than the Minimum Mortgage Rate of the Deleted Mortgage Loan, (v) if the Qualified Substitute Mortgage Loan is an Adjustable-Rate Mortgage Loan, have a Gross Margin equal to or greater than the Gross Margin of the Deleted Mortgage Loan, (vi) if the Qualified Substitute Mortgage Loan is an Adjustable-Rate Mortgage Loan, have a next Adjustment Date not more than two months later than the next Adjustment Date on the Deleted Mortgage Loan, (vii) have a remaining term to maturity not greater than (and not more than one year less than) that of the Deleted Mortgage Loan, (viii) be current as of the date of substitution, (ix) have a Loan-to-Value Ratio as of the date of substitution equal to or lower than the Loan-to-Value Ratio of the Deleted Mortgage Loan as of such date, (x) have a risk grading determined by the Originator at least equal to the risk grading assigned on the Deleted Mortgage Loan, (xi) have been underwritten or reunderwritten by the Originator in accordance with the same underwriting criteria and guidelines as the Deleted Mortgage Loan, (xii) have a Prepayment Charge provision at least equal to the Prepayment Charge provision of the Deleted Mortgage Loan, (xiii) conform to each representation and warranty set forth in Section 3.01 of the Mortgage Loan Purchase Agreement applicable to the Deleted Mortgage Loan, (xiv) have the same Due Date as the Deleted Mortgage Loan, (xv) [reserved] and (xvi) not be a Convertible Mortgage Loan unless that Deleted Mortgage Loan was a Convertible Mortgage Loan. In the event that one or more mortgage loans are substituted for one or more Deleted Mortgage Loans, the amounts described in clause (i) hereof shall be determined on the basis of aggregate Principal Balances, the Mortgage Rates described in clauses (ii) through (vi) hereof shall be satisfied for each such mortgage loan, the risk gradings described in clause (x) hereof shall be satisfied as to each such mortgage loan, the terms described in clause (vii) hereof shall be determined on the basis of weighted average remaining term to maturity (provided that no such mortgage loan may have a remaining term to maturity longer than the Deleted Mortgage Loan), the Loan-to-Value Ratios described in clause (ix) hereof shall be satisfied as to each such mortgage loan and, except to the extent otherwise provided in this sentence, the representations and warranties described in clause (xii) hereof must be satisfied as to each Qualified Substitute Mortgage Loan or in the aggregate, as the case may be.
 
“Rating Agency or Rating Agencies”: Moody’s and S&P or their successors. If such agencies or their successors are no longer in existence, “Rating Agencies” shall be such nationally recognized statistical rating agencies, or other comparable Persons, designated by the Depositor, notice of which designation shall be given to the Trustee and Servicer.
 
“Realized Loss”: With respect to any Liquidated Mortgage Loan, the amount of loss realized equal to the portion of the Stated Principal Balance remaining unpaid after application of all Net Liquidation Proceeds in respect of such Mortgage Loan.
 
“Record Date”: With respect to (i) the Class P Certificates, the Class C Certificates and the Residual Certificates, the Close of Business on the last Business Day of the calendar month preceding the month in which the related Distribution Date occurs and (ii) with respect to the Class A Certificates and the Mezzanine Certificates, the Close of Business on the Business Day immediately preceding the related Distribution Date; provided, however, that following the date on which Definitive Certificates for a Class A Certificate or a Mezzanine Certificate are available pursuant to Section 5.02, the Record Date for such Certificates shall be the last Business Day of the calendar month preceding the month in which the related Distribution Date occurs.
 
“Relevant Servicing Criteria”: The Servicing Criteria applicable to the various parties, as set forth on Exhibit S attached hereto. For clarification purposes, multiple parties can have responsibility for the same Relevant Servicing Criteria.
 
“Reference Banks”: Those banks (i) with an established place of business in London, England, (ii) not controlling, under the control of or under common control with the Depositor, the Originator or the Servicer or any affiliate thereof and (iii) which have been designated as such by the Depositor; provided, however, that if fewer than two of such banks provide a LIBOR rate, then any leading banks selected by the Depositor which are engaged in transactions in United States dollar deposits in the international Eurocurrency market.
 
“Regular Certificate”: Any of the Class A Certificates, Mezzanine Certificates, Class C Certificates or Class P Certificates.
 
“Regulation AB”: Subpart 229.1100 - Asset Backed Securities (Regulation AB), 17 C.F.R. §§229.1100-229.1123, as such may be amended from time to time, and subject to such clarification and interpretation as have been provided by the Commission in the adopting release (Asset-Backed Securities, Securities Act Release No. 33-8518, 70 Fed. Reg. 1,506 - 1,631 (Jan. 7, 2005)) or by the staff of the Commission, or as may be provided by the Commission or its staff from time to time.
 
“Relief Act”: The Servicemembers Civil Relief Act.
 
“Relief Act Interest Shortfall”: With respect to any Distribution Date, for any Mortgage Loan with respect to which there has been a reduction in the amount of interest collectible thereon for the most recently ended Due Period as a result of the application of the Relief Act or any similar state law, the amount by which (i) interest collectible on such Mortgage Loan during such Due Period is less than (ii) one month’s interest on the Stated Principal Balance of such Mortgage Loan at the Mortgage Rate for such Mortgage Loan before giving effect to the application of the Relief Act.
 
“REMIC”: A “real estate mortgage investment conduit” within the meaning of Section 860D of the Code.
 
“REMIC 1”: The segregated pool of assets subject hereto, constituting the primary trust created hereby and to be administered hereunder, with respect to which a REMIC election is to be made consisting of: (i) such Mortgage Loans as from time to time are subject to this Agreement, together with the Mortgage Files relating thereto, and together with all collections thereon and proceeds thereof, (ii) any REO Property, together with all collections thereon and proceeds thereof, (iii) the Trustee’s rights with respect to the Mortgage Loans under all insurance policies, required to be maintained pursuant to this Agreement and any proceeds thereof, (iv) the Depositor’s rights under the Mortgage Loan Purchase Agreement (including any security interest created thereby) and (v) the Collection Account, the Distribution Account (subject to the last sentence of this definition) and any REO Account and such assets that are deposited therein from time to time and any investments thereof, together with any and all income, proceeds and payments with respect thereto. Notwithstanding the foregoing, however, a REMIC election will not be made with respect to the Net WAC Rate Carryover Reserve Account, any Servicer Prepayment Charge Payment Amounts, the Swap Account, the Supplemental Interest Trust and the Interest Rate Swap Agreement.
 
“REMIC 1 Regular Interests”: One of the separate non-certificated beneficial ownership interests in REMIC 1 issued hereunder and designated as a Regular Interest in REMIC 1. Each REMIC 1 Regular Interest shall accrue interest at the related Uncertificated REMIC 1 Pass-Through Rate in effect from time to time, and shall be entitled to distributions of principal, subject to the terms and conditions hereof, in an aggregate amount equal to its initial Uncertificated Principal Balance as set forth in the Preliminary Statement hereto.
 
“REMIC 2”: The segregated pool of assets consisting of all of the REMIC 1 Regular Interests and conveyed in trust to the Trustee, for the benefit of REMIC 3, as holder of the REMIC 2 Regular Interests, and the Class R Certificateholders, as Holders of the Class R-2 Interest, pursuant to Article II hereunder, and all amounts deposited therein, with respect to which a separate REMIC election is to be made.
 
“REMIC 2 Interest Loss Allocation Amount”: With respect to any Distribution Date, an amount equal to (a) the product of (i) the sum of the aggregate Stated Principal Balance of the Mortgage Loans and (ii) the Uncertificated REMIC 2 Pass-Through Rate for REMIC 2 Regular Interest LTAA minus the Marker Rate, divided by (b) 12.
 
“REMIC 2 Overcollateralization Target Amount”: 1.00% of the Overcollateralization Target Amount.
 
“REMIC 2 Overcollateralized Amount”: With respect to any date of determination, (i) 1.00% of the aggregate Uncertificated Principal Balance of the REMIC 2 Regular Interests (other than REMIC 2 Regular Interest LTP) minus (ii) the aggregate of the Uncertificated Principal Balances of REMIC 2 Regular Interest LTIA1, REMIC 2 Regular Interest LTIIA1, REMIC 2 Regular Interest LTIIA2, REMIC 2 Regular Interest LTIIA3, REMIC 2 Regular Interest LTIIA4, REMIC 2 Regular Interest LTM1, REMIC 2 Regular Interest LTM2, REMIC 2 Regular Interest LTM3, REMIC 2 Regular Interest LTM4, REMIC 2 Regular Interest LTM5, REMIC 2 Regular Interest LTM6, REMIC 2 Regular Interest LTM7, REMIC 2 Regular Interest LTM8 and REMIC 2 Regular Interest LTM9, in each case as of such date of determination.
 
“REMIC 2 Principal Loss Allocation Amount”: With respect to any Distribution Date, an amount equal to (a) the product of (i) the sum of the aggregate Stated Principal Balance of the Mortgage Loans and related REO Properties then outstanding and (ii) 1 minus a fraction, the numerator of which is two times the aggregate of the Uncertificated Principal Balances of REMIC 2 Regular Interest LTIA1, REMIC 2 Regular Interest LTIIA1, REMIC 2 Regular Interest LTIIA2, REMIC 2 Regular Interest LTIIA3, REMIC 2 Regular Interest LTIIA4, REMIC 2 Regular Interest LTM1, REMIC 2 Regular Interest LTM2, REMIC 2 Regular Interest LTM3, REMIC 2 Regular Interest LTM4, REMIC 2 Regular Interest LTM5, REMIC 2 Regular Interest LTM6, REMIC 2 Regular Interest LTM7, REMIC 2 Regular Interest LTM8, REMIC 2 Regular Interest LTM9 and the denominator of which is the aggregate of the Uncertificated Principal Balances of REMIC 2 Regular Interest LTIA1, REMIC 2 Regular Interest LTIIA1, REMIC 2 Regular Interest LTIIA2, REMIC 2 Regular Interest LTIIA3, REMIC 2 Regular Interest LTIIA4, REMIC 2 Regular Interest LTM1, REMIC 2 Regular Interest LTM2, REMIC 2 Regular Interest LTM3, REMIC 2 Regular Interest LTM4, REMIC 2 Regular Interest LTM5, REMIC 2 Regular Interest LTM6, REMIC 2 Regular Interest LTM7, REMIC 2 Regular Interest LTM8, REMIC 2 Regular Interest LTM9 and REMIC 2 Regular Interest LTZZ.
 
“REMIC 2 Regular Interests”: One of the separate non-certificated beneficial ownership interests in REMIC 2 issued hereunder and designated as a Regular Interest in REMIC 2. Each REMIC 2 Regular Interest shall accrue interest at the related Uncertificated REMIC 2 Pass-Through Rate in effect from time to time, and shall be entitled to distributions of principal (other than REMIC 2 Regular Interest LTIO), subject to the terms and conditions hereof, in an aggregate amount equal to its initial Uncertificated Principal Balance as set forth in the Preliminary Statement hereto. The following is a list of each of the REMIC 2 Regular Interests: REMIC 2 Regular Interest LTAA, REMIC 2 Regular Interest LTIA1, REMIC 2 Regular Interest LTIIA1, REMIC 2 Regular Interest LTIIA2, REMIC 2 Regular Interest LTIIA3, REMIC 2 Regular Interest LTIIA4, REMIC 2 Regular Interest LTM1, REMIC 2 Regular Interest LTM2, REMIC 2 Regular Interest LTM3, REMIC 2 Regular Interest LTM4, REMIC 2 Regular Interest LTM5, REMIC 2 Regular Interest LTM6, REMIC 2 Regular Interest LTM7, REMIC 2 Regular Interest LTM8, REMIC 2 Regular Interest LTM9, REMIC 2 Regular Interest LTZZ, REMIC 2 Regular Interest LTP and REMIC 2 Regular Interest LTIO, each of which is a separate non-certificated beneficial ownership interests in REMIC 2.
 
“REMIC 3”: The segregated pool of assets consisting of all of the REMIC 2 Regular Interests conveyed in trust to the Trustee, for the benefit of the Holders of the Regular Certificates and the Class R Certificate (in respect of the Class R-3 Interest), pursuant to Article II hereunder, and all amounts deposited therein, with respect to which a separate REMIC election is to be made.
 
“REMIC 3 Regular Interests”: Any Class A Certificate, Mezzanine Certificate, Class C Interest, Class P Interest or Class SWAP-IO Interest.
 
“REMIC 4”: The segregated pool of assets consisting of the Class C Interest conveyed in trust to the Trustee, for the benefit of the Holders of the Class C Certificates and the Class R-X Certificates (in respect of the Class R-4 Interest), pursuant to Section 2.07, and all amounts deposited therein, with respect to which a separate REMIC election is to be made.
 
“REMIC 5”: The segregated pool of assets consisting of the Class P Interest conveyed in trust to the Trustee, for the benefit of the Holders of the Class P Certificates and the Class R-X Certificates (in respect of the Class R-5 Interest), pursuant to Section 2.07, and all amounts deposited therein, with respect to which a separate REMIC election is to be made.
 
“REMIC 6”: The segregated pool of assets consisting of the Class SWAP-IO Interest conveyed in trust to the Trustee, for the benefit of the Holders of REMIC 6 Regular Interest SWAP-IO and the Class R-X Certificate (in respect of the Class R-6 Interest), pursuant to Section 2.07, and all amounts deposited therein, with respect to which a separate REMIC election is to be made.
 
“REMIC 6 Regular Interest”: REMIC 6 Regular Interest SWAP-IO.
 
“REMIC 6 Regular Interest SWAP-IO”: The non-certificated beneficial ownership interest in REMIC 6 issued hereunder and designated as a Regular Interest in REMIC 6. REMIC 6 Regular Interest SWAP-IO shall be entitled to 100% of amounts distributed in respect of the Class SWAP-IO Interest.
 
“REMIC Provisions”: Provisions of the federal income tax law relating to real estate mortgage investment conduits which appear at Section 860A through 860G of Subchapter M of Chapter 1 of the Code, and related provisions, and regulations and rulings promulgated thereunder, as the foregoing may be in effect from time to time.
 
“REMIC Regular Interests”: The REMIC 1 Regular Interests, REMIC 2 Regular Interests, the Class C Interest, Class P Interest or Class SWAP-IO Interest.
 
“Remittance Report”: A report prepared by the Servicer and delivered to the Trustee and the NIMS Insurer pursuant to Section 4.04.
 
“Rents from Real Property”: With respect to any REO Property, gross income of the character described in Section 856(d) of the Code.
 
“REO Account”: The account or accounts maintained by the Servicer in respect of an REO Property pursuant to Section 3.23.
 
“REO Disposition”: The sale or other disposition of an REO Property on behalf of the Trust Fund.
 
“REO Imputed Interest”: As to any REO Property, for any calendar month during which such REO Property was at any time part of the Trust Fund, one month’s interest at the applicable Net Mortgage Rate on the Stated Principal Balance of such REO Property (or, in the case of the first such calendar month, of the related Mortgage Loan if appropriate) as of the Close of Business on the Distribution Date in such calendar month.
 
“REO Principal Amortization”: With respect to any REO Property, for any calendar month, the excess, if any, of (a) the aggregate of all amounts received in respect of such REO Property during such calendar month, whether in the form of rental income, sale proceeds (including, without limitation, that portion of the Termination Price paid in connection with a purchase of all of the Mortgage Loans and REO Properties pursuant to Section 10.01 that is allocable to such REO Property) or otherwise, net of any portion of such amounts (i) payable pursuant to Section 3.23 in respect of the proper operation, management and maintenance of such REO Property or (ii) payable or reimbursable to the Servicer pursuant to Section 3.23 for unpaid Servicing Fees in respect of the related Mortgage Loan and unreimbursed Servicing Advances and Advances in respect of such REO Property or the related Mortgage Loan, over (b) the REO Imputed Interest in respect of such REO Property for such calendar month.
 
“REO Property”: A Mortgaged Property acquired by the Servicer on behalf of the Trust Fund through foreclosure or deed-in-lieu of foreclosure, as described in Section 3.23.
 
“Reportable Event”: As defined in Section 3.25(a)(ii).
 
“Request for Release”: A release signed by a Servicing Officer, in the form of Exhibit E attached hereto.
 
“Reserve Interest Rate”: With respect to any Interest Determination Date, the rate per annum that the Trustee determines to be either (i) the arithmetic mean (rounded upwards if necessary to the nearest whole multiple of 1/16 of 1%) of the one-month United States dollar lending rates which banks in The City of New York selected by the Depositor are quoting on the relevant Interest Determination Date to the principal London offices of leading banks in the London interbank market or (ii) in the event that the Trustee can determine no such arithmetic mean, in the case of any Interest Determination Date after the initial Interest Determination Date, the lowest one-month United States dollar lending rate which such New York banks selected by the Depositor are quoting on such Interest Determination Date to leading European banks.
 
“Residential Dwelling”: Any one of the following: (i) a detached one-family dwelling, (ii) a detached two- to four-family dwelling, (iii) a one-family dwelling unit in a Fannie Mae eligible condominium project, (iv) a manufactured home, or (v) a detached one-family dwelling in a planned unit development, none of which is a mobile home.
 
“Residual Certificate”: Any Class R Certificates or Class R-X Certificates.
 
“Residual Interest”: The sole class of “residual interests” in a REMIC within the meaning of Section 860G(a)(2) of the Code.
 
“Responsible Officer”: When used with respect to the Trustee, the Chairman or Vice Chairman of the Board of Directors or Trustees, the Chairman or Vice Chairman of the Executive or Standing Committee of the Board of Directors or Trustees, the President, any vice president, any assistant vice president, the Secretary, any assistant secretary, the Treasurer, any assistant treasurer, the Cashier, any assistant cashier, any trust officer or assistant trust officer, the Controller and any assistant controller or any other officer of the Trustee customarily performing functions similar to those performed by any of the above designated officers and, with respect to a particular matter, to whom such matter is referred because of such officer’s knowledge of and familiarity with the particular subject.
 
“Responsible Party”: Option One Mortgage Capital Corporation, a Delaware corporation, or its successor in interest.
 
“S&P”: Standard & Poor’s Ratings Services, a division of The McGraw-Hill Companies, Inc., or its successor in interest.
 
“Sarbanes-Oxley Act”: The Sarbanes-Oxley Act of 2002 and the rules and regulations of the Commission promulgated thereunder (including any published interpretations thereof by the Commission’s staff).
 
“Sarbanes-Oxley Certification”: As defined in Section 3.25(a)(iii).
 
“Seller”: Any one or all of: (i) Option One Mortgage Corporation, a California corporation, (ii) Option One Mortgage Capital Corporation, a Delaware corporation, or (iii) Option One Owner Trust 2001-1A, Option One Owner Trust 2001-1B, Option One Owner Trust 2001-2, Option One Owner Trust 2002-3, Option One Owner Trust 2003-4, Option One Owner Trust 2003-5, Option One Owner Trust 2005-6, Option One Owner Trust 2005-7, Option One Owner Trust 2005-8, Option One Owner Trust 2005-9 and/or Option One Owner Trust 2007-5A, each a Delaware statutory trust.
 
“Senior Credit Enhancement Percentage”: For any Distribution Date, the percentage equivalent of a fraction, the numerator of which is the aggregate Certificate Principal Balance of the Mezzanine Certificates and the Class C Certificates, and the denominator of which is the aggregate Stated Principal Balance of the Mortgage Loans, calculated prior to taking into account payments of principal on the Mortgage Loans and distribution of the Group I Principal Distribution Amount and the Group II Principal Distribution Amount to the Holders of the Certificates then entitled to distributions of principal on such Distribution Date.
 
“Servicer”: Option One Mortgage Corporation, a California corporation, or any successor servicer appointed as herein provided, in its capacity as Servicer hereunder.
 
“Servicer Affiliate”: A Person (i) controlling, controlled by or under common control with the Servicer or which is 50% or more owned by the Servicer and (ii) which is qualified to service residential mortgage loans.
 
“Servicer Event of Termination”: One or more of the events described in Section 7.01.
 
“Servicer Optional Purchase Delinquency Trigger”: A Servicer Optional Purchase Delinquency Trigger has occurred with respect to a Distribution Date if the Delinquency Percentage exceeds 25.00% of the Senior Credit Enhancement Percentage.
 
“Servicer Prepayment Charge Payment Amount”: The amounts payable by the Servicer in respect of any Prepayment Charges pursuant to Section 2.05 or Section 3.01.
 
“Servicer Remittance Date”: With respect to any Distribution Date, the Business Day prior to such Distribution Date.
 
“Servicing Account”: The account or accounts created and maintained pursuant to Section 3.09.
 
“Servicing Advances”: All customary, reasonable and necessary “out of pocket” costs and expenses (including reasonable attorneys’ fees and expenses) incurred by the Servicer in the performance of its servicing obligations, including, but not limited to, the cost of (i) the preservation, restoration, inspection and protection of the Mortgaged Property, (ii) any enforcement or judicial proceedings, including foreclosures, (iii) the management and liquidation of the REO Property and (iv) compliance with the obligations under Sections 3.01, 3.09, 3.16, and 3.23.
 
“Servicing Criteria”: As set forth in Exhibit S hereto.
 
“Servicing Fee”: With respect to each Mortgage Loan and for any calendar month, an amount equal to one month’s interest (or in the event of any payment of interest which accompanies a Principal Prepayment in full or in part made by the Mortgagor during such calendar month, interest for the number of days covered by such payment of interest) at the Servicing Fee Rate on the same principal amount on which interest on such Mortgage Loan accrues for such calendar month. A portion of such Servicing Fee may be retained by any Sub-Servicer as its servicing compensation.
 
“Servicing Fee Rate”: 0.30% per annum for the first 10 Due Periods, 0.40% per annum for the 11th through 30th Due Periods and 0.65% per annum for all Due Periods thereafter.
 
“Servicing Officer”: Any employee or officer of the Servicer involved in, or responsible for, the administration and servicing of Mortgage Loans, whose name and specimen signature appear on a list of servicing officers furnished by the Servicer to the Trustee and the Depositor on the Closing Date, as such list may from time to time be amended.
 
“Servicing Rights Pledgee”: One or more lenders, selected by the Servicer, to which the Servicer may pledge and assign all of its right, title and interest in, to and under this Agreement.
 
“Servicing Transfer Costs”: All reasonable costs and expenses incurred by the Trustee in connection with the transfer of servicing from a predecessor servicer, including, without limitation, any reasonable costs or expenses associated with the complete transfer of all servicing data and the completion, correction or manipulation of such servicing data as may be required by the Trustee to correct any errors or insufficiencies in the servicing data or otherwise to enable the Trustee to service the Mortgage Loans properly and effectively.
 
“Significance Percentage”: The percentage equivalent of a fraction, the numerator of which is (I) the present value (such calculation of present value using the two-year swaps rate made available at Bloomberg Financial Markets, L.P.) of the aggregate amount payable under the Interest Rate Swap Agreement (assuming that one-month LIBOR for each remaining Calculation Period (as defined in the Interest Rate Swap Agreement) beginning with the Calculation Period immediately following the related Distribution Date is equal to the sum of (a) the one-month LIBOR rate for each remaining Calculation Period made available at Bloomberg Financial Markets, L.P. by taking the following steps: (1) typing in the following keystrokes: fwcv <go>, us <go>, 3 <go>; (2) the Forwards shall be set to “1-Mo”; (3) the Intervals shall be set to “1-Mo”; and (4) the Points shall be set to equal the remaining term of the Interest Rate Swap Agreement in months and the Trustee shall click <go> (provided that the Depositor shall notify the Trustee in writing of any changes to such keystrokes), (b) the percentage equivalent of a fraction, the numerator of which is 5.00% and the denominator of which is the initial number of Distribution Dates on which the Trustee is entitled to receive payments under the Interest Rate Swap Agreement (the “Add-On Amount”) and (c) the Add-On Amount for each previous period) and the denominator of which is (II) the aggregate Certificate Principal Balance of the Class A Certificates and the Mezzanine Certificates on such Distribution Date (after giving effect to all distributions on such Distribution Date).
 
“Special Servicer Trigger Event”: As defined in Section 3.13.
 
“Startup Day”: As defined in Section 9.01(b) hereof.
 
“Stated Principal Balance”: With respect to any Mortgage Loan: (a) as of any date of determination up to but not including the Distribution Date on which the proceeds, if any, of a Liquidation Event with respect to such Mortgage Loan would be distributed, the outstanding principal balance of such Mortgage Loan as of the Cut-off Date, as shown in the Mortgage Loan Schedule, minus the sum of (i) the principal portion of each Monthly Payment due on a Due Date subsequent to the Cut-off Date, to the extent received from the Mortgagor or advanced by the Servicer and distributed pursuant to Section 4.01 on or before such date of determination, (ii) all Principal Prepayments received after the Cut-off Date, to the extent distributed pursuant to Section 4.01 on or before such date of determination, (iii) all Liquidation Proceeds and Insurance Proceeds to the extent distributed pursuant to Section 4.01 on or before such date of determination, and (iv) any Realized Loss incurred with respect thereto as a result of a Deficient Valuation made during or prior to the Due Period for the most recent Distribution Date coinciding with or preceding such date of determination; and (b) as of any date of determination coinciding with or subsequent to the Distribution Date on which the proceeds, if any, of a Liquidation Event with respect to such Mortgage Loan would be distributed, zero. With respect to any REO Property: (a) as of any date of determination up to but not including the Distribution Date on which the proceeds, if any, of a Liquidation Event with respect to such REO Property would be distributed, an amount (not less than zero) equal to the Stated Principal Balance of the related Mortgage Loan as of the date on which such REO Property was acquired on behalf of the Trust Fund, minus the aggregate amount of REO Principal Amortization in respect of such REO Property for all previously ended calendar months, to the extent distributed pursuant to Section 4.01 on or before such date of determination; and (b) as of any date of determination coinciding with or subsequent to the Distribution Date on which the proceeds, if any, of a Liquidation Event with respect to such REO Property would be distributed, zero.
 
“Stepdown Date”: The earlier to occur of (a) the first Distribution Date after the Distribution Date on which the aggregate Certificate Principal Balance of the Class A Certificates has been reduced to zero and (b) the later to occur of (i) the Distribution Date occurring in May 2010 and (ii) the first Distribution Date on which the Senior Credit Enhancement Percentage (calculated for this purpose only after taking into account payments of principal on the Mortgage Loans and distribution of the Group I Principal Distribution Amount and the Group II Principal Distribution Amount to the Certificates then entitled to distributions of principal on such Distribution Date) is equal to or greater than 52.10%.
 
“Subordinate Certificates”: The Mezzanine Certificates and the Class C Certificate.
 
“Subsequent Recoveries”: As of any Distribution Date, unexpected amounts received by the Servicer (net of any related expenses permitted to be reimbursed pursuant to Section 3.10) specifically related to a Mortgage Loan that was the subject of a liquidation or an REO Disposition prior to the related Prepayment Period that resulted in a Realized Loss.
 
“Sub-Servicer”: Any Person with which the Servicer has entered into a Sub-Servicing Agreement and which meets the qualifications of a Sub-Servicer pursuant to Section 3.02.
 
“Sub-Servicing Account”: An account established by a Sub-Servicer which meets the requirements set forth in Section 3.08 and is otherwise acceptable to the applicable Servicer.
 
“Sub-Servicing Agreement”: The written contract between the Servicer and a Sub-Servicer relating to servicing and administration of certain Mortgage Loans as provided in Section 3.02.
 
“Substitution Adjustment”: As defined in Section 2.03(d) hereof.
 
“Supplemental Interest Trust”: As defined in Section 4.08(a).
 
“Swap Administration Agreement”: As defined in Section 4.08(b).
 
“Swap Account”: The account or accounts created and maintained pursuant to Section 4.08. The Swap Account must be an Eligible Account.
 
“Swap Administrator”: Wells Fargo Bank, N.A., a national banking association, or its successor in interest, or any successor Swap Administrator appointed pursuant to the Swap Administration Agreement.
 
“Swap Collateral Account”: The account or accounts created and maintained pursuant to Section 4.10. The Swap Collateral Account must be an Eligible Account.
 
“Swap Credit Support Annex”: The credit support annex, dated the Closing Date, between the Supplemental Interest Trust Trustee and the Interest Rate Swap Provider, which is annexed to and forms part of the Interest Rate Swap Agreement.
 
“Swap Custodian”: As defined in Section 4.10(b).
 
“Swap Expense Rate”: For any Distribution Date and the Class A Certificates and the Mezzanine Certificates, a fraction, expressed as a percentage, (i) the numerator of which is the product of twelve multiplied by the amount of any Net Swap Payment and Swap Termination Payment (other than a Swap Termination Payment resulting from a Swap Provider Trigger Event) made to the Swap Provider, and (ii) the denominator of which is the aggregate Stated Principal Balance of the Mortgage Loans as of the first day of the related Due Period or, in the case of the first Distribution Date, the Cut-off Date (adjusted, except in the case of the first Distribution Date, to reflect unscheduled principal payments made thereafter during the Prepayment Period that includes such first day of the related Due Period).
 
“Swap Interest Shortfall Amount”: Any shortfall of interest with respect to any Class of Certificates resulting from the application of the Net WAC Rate due to a discrepancy between the Uncertificated Notional Amount of the Class Swap-IO Interest and the scheduled notional amount pursuant to the Interest Rate Swap Agreement.
 
“Swap LIBOR”: A per annum rate equal to the floating rate payable by the Swap Provider under the Interest Rate Swap Agreement.
 
“Swap Provider”: The swap provider under the Interest Rate Swap Agreement. Initially, the Swap Provider shall be Lehman Brothers Special Financing Inc.
 
“Swap Provider Trigger Event”: A Swap Termination Payment that is triggered upon: (i) an Event of Default under the Interest Rate Swap Agreement with respect to which the Swap Provider is a Defaulting Party (as defined in the Interest Rate Swap Agreement), (ii) a Termination Event under the Interest Rate Swap Agreement with respect to which the Swap Provider is the sole Affected Party (as defined in the Interest Rate Swap Agreement) or (iii) an Additional Termination Event under the Interest Rate Swap Agreement with respect to which the Swap Provider is the sole Affected Party.
 
“Swap Termination Payment”: The payment due to either party under the Interest Rate Swap Agreement upon the early termination of the Interest Rate Swap Agreement.
 
“Tax Matters Person”: The tax matters person appointed pursuant to Section 9.01(e) hereof.
 
“Tax Prepayment Assumption”: The prepayment assumption provided by the Depositor and as disclosed in the Prospectus Supplement.
 
“Tax Returns”: The federal income tax return on Internal Revenue Service Form 1066, U.S. Real Estate Mortgage Investment Conduit Income Tax Return, including Schedule Q thereto, Quarterly Notice to Residual Interest Holders of the REMIC Taxable Income or Net Loss Allocation, or any successor forms, to be filed by the Trustee on behalf of each REMIC, together with any and all other information reports or returns that may be required to be furnished to the Certificateholders or filed with the Internal Revenue Service or any other governmental taxing authority under any applicable provisions of federal, state or local tax laws.
 
“Termination Price”: As defined in Section 10.01(a) hereof.
 
“Terminator”: As defined in Section 10.01 hereof.
 
“Three Month Rolling Delinquency Percentage”: With respect to the Mortgage Loans and any Distribution Date, the average for the three most recent calendar months of the fraction, expressed as a percentage, the numerator of which is (x) the sum (without duplication) of the aggregate of the Stated Principal Balances of all Mortgage Loans that are (i) 60 or more days Delinquent, (ii) in bankruptcy and 60 or more days Delinquent, (iii) in foreclosure and 60 or more days Delinquent or (iv) REO Properties, and the denominator of which is (y) the sum of the Stated Principal Balances of the Mortgage Loans, in the case of both (x) and (y), as of the Close of Business on the last Business Day of each of the three most recent calendar months.
 
“Trigger Event”: A Trigger Event is in effect with respect to any Distribution Date on or after the Stepdown Date if:
 
(a) the Delinquency Percentage exceeds 30.70% of the Senior Credit Enhancement Percentage or
 
(b) the aggregate amount of Realized Losses incurred since the Cut-off Date through the last day of the related Due Period (after reduction for all Subsequent Recoveries received from the Cut-off Date through the Prepayment Period) divided by the aggregate Cut-off Date Principal Balance exceeds the applicable percentages set forth below with respect to such Distribution Date:
 
Distribution Date Occurring In
Percentage
May 2009 - April 2010
1.70% for May 2009, plus 1/12 of 2.10% for each month thereafter
May 2010 - April 2011
3.80% for May 2010, plus 1/12 of 2.15% for each month thereafter
May 2011 - April 2012
5.95% for May 2011, plus 1/12 of 1.70% for each month thereafter
May 2012 - April 2013
7.65% for May 2012, plus 1/12 of 0.85% for each month thereafter
May 2013 and thereafter
8.50%

“Trust”: Option One Mortgage Loan Trust 2007-3, the trust created hereunder.
 
“Trust Fund”: All of the assets of the Trust, which the trust created hereunder consisting of REMIC 2, REMIC 3, REMIC 4, REMIC 5, REMIC 6, the Net WAC Rate Carryover Reserve Account, the Servicer Prepayment Charge Payment Amounts, distributions made to the Trustee by the Swap Administrator under the Swap Administration Agreement, the Swap Account, the Supplemental Interest Trust and the Interest Rate Swap Agreement.
 
“Trust REMIC”: Each of REMIC 1, REMIC 2, REMIC 3, REMIC 4, REMIC 5 and REMIC 6.
 
“Trustee”: Wells Fargo Bank, N.A., a national banking association, or any successor trustee appointed as herein provided.
 
“Trustee Fee”: The amount payable to the Trustee on each Distribution Date pursuant to Section 8.05 as compensation for all services rendered by it in the execution of the trust hereby created and in the exercise and performance of any of the powers and duties of the Trustee hereunder, which amount shall equal one twelfth of the product of (i) the Trustee Fee Rate, multiplied by (ii) the aggregate Stated Principal Balance of the Mortgage Loans and any REO Properties (after giving effect to scheduled payments of principal due during the Due Period relating to the previous Distribution Date, to the extent received or advanced) as of the first day of the calendar month prior to the month of such Distribution Date (or, in the case of the initial Distribution Date, as of the Cut-off Date).
 
“Trustee Fee Rate”: 0.0030% per annum.
 
“Uncertificated Accrued Interest”: With respect to each REMIC Regular Interest on each Distribution Date, an amount equal to one month’s interest at the related Uncertificated Pass-Through Rate on the Uncertificated Principal Balance of such REMIC Regular Interest. In each case, Uncertificated Accrued Interest will be reduced by any Net Prepayment Interest Shortfalls and Relief Act Interest Shortfalls (allocated to such REMIC Regular Interests based on their respective entitlements to interest irrespective of any Net Prepayment Interest Shortfalls and Relief Act Interest Shortfalls for such Distribution Date).
 
“Uncertificated Notional Amount”: With respect to REMIC 2 Regular Interest LTIO and each Distribution Date listed below, the aggregate Uncertificated Principal Balance of the REMIC 1 Regular Interests ending with the designation “A” listed below:
 
Distribution Date
REMIC 1 Regular Interests
1st and 2nd 
I-1-A through I-71-A
3
I-2-A through I-71-A
4
I-3-A through I-71-A
5
I-4-A through I-71-A
6
I-5-A through I-71-A
7
I-6-A through I-71-A
8
I-7-A through I-71-A
9
I-8-A through I-71-A
10
I-9-A through I-71-A
11
I-10-A through I-71-A
12
I-11-A through I-71-A
13
I-12-A through I-71-A
14
I-13-A through I-71-A
15
I-14-A through I-71-A
16
I-15-A through I-71-A
17
I-16-A through I-71-A
18
I-17-A through I-71-A
19
I-18-A through I-71-A
20
I-19-A through I-71-A
21
I-20-A through I-71-A
22
I-21-A through I-71-A
23
I-22-A through I-71-A
24
I-23-A through I-71-A
25
I-24-A through I-71-A
26
I-25-A through I-71-A
27
I-26-A through I-71-A
28
I-27-A through I-71-A
29
I-28-A through I-71-A
30
I-29-A through I-71-A
31
I-30-A through I-71-A
32
I-31-A through I-71-A
33
I-32-A through I-71-A
34
I-33-A through I-71-A
35
I-34-A through I-71-A
36
I-35-A through I-71-A
37th through 39th 
I-36-A through I-71-A
40
I-37-A through I-71-A
41
I-38-A through I-71-A
42
I-39-A through I-71-A
43
I-40-A through I-71-A
44
I-41-A through I-71-A
45
I-42-A through I-71-A
46
I-43-A through I-71-A
47
I-44-A through I-71-A
48
I-45-A through I-71-A
49
I-46-A through I-71-A
50
I-47-A through I-71-A
51
I-48-A through I-71-A
52
I-49-A through I-71-A
53
I-50-A through I-71-A
54
I-51-A through I-71-A
55
I-52-A through I-71-A
56
I-53-A through I-71-A
57
I-54-A through I-71-A
58
I-55-A through I-71-A
59
I-56-A through I-71-A
60
I-57-A through I-71-A
61
I-58-A through I-71-A
62
I-59-A through I-71-A
63
I-60-A through I-71-A
64
I-61-A through I-71-A
65
I-62-A through I-71-A
66
I-63-A through I-71-A
67
I-64-A through I-71-A
68
I-65-A through I-71-A
69
I-66-A through I-71-A
70
I-67-A through I-71-A
71
I-68-A through I-71-A
72
I-69-A through I-71-A
73
I-70-A and I-71-A
74
I-71-A
thereafter
$0.00

With respect to the Class SWAP-IO Interest and any Distribution Date, an amount equal to the Uncertificated Notional Amount of the REMIC 2 Regular Interest LTIO.
 
“Uncertificated Pass-Through Rate”: The Uncertificated REMIC 1 Pass-Through Rate or Uncertificated REMIC 2 Pass-Through Rate.
 
“Uncertificated Principal Balance”: With respect to each REMIC Regular Interest (other than REMIC 2 Regular Interest LTIO), the amount of such REMIC Regular Interest outstanding as of any date of determination. As of the Closing Date, the Uncertificated Principal Balance of each REMIC Regular Interest (other than REMIC 2 Regular Interest LTIO) shall equal the amount set forth in the Preliminary Statement hereto as its initial Uncertificated Principal Balance. On each Distribution Date, the Uncertificated Principal Balance of each REMIC Regular Interest shall be reduced by all distributions of principal made on such REMIC Regular Interest on such Distribution Date pursuant to Section 4.08 and, if and to the extent necessary and appropriate, shall be further reduced on such Distribution Date by Realized Losses as provided in Section 4.08, and the Uncertificated Principal Balances of REMIC 2 Regular Interest LTZZ shall be increased by interest deferrals as provided in Section 4.08. The Uncertificated Principal Balance of each REMIC Regular Interest shall never be less than zero. With respect to the Class C Interest, as of any date of determination, an amount equal to the excess, if any, of (A) the then aggregate Uncertificated Principal Balance of the REMIC 2 Regular Interest over (B) the then aggregate Certificate Principal Balance of the Class A Certificates, Mezzanine Certificates and the Class P Interest then outstanding.
 
“Uncertificated REMIC 1 Pass-Through Rate”: With respect to REMIC 1 Regular Interest I and REMIC 1 Regular Interest II, a per annum rate equal to the weighted average of the Adjusted Net Mortgage Rates of the Mortgage Loans for such Distribution Date (weighted based on the Stated Principal Balances of the Mortgage Loans as of the first day of the related Due Period or, in the case of the first Distribution Date, the Cut-off Date, adjusted, except in the case of the first Distribution Date, to reflect unscheduled principal payments made thereafter during the Prepayment Period that includes such first day of the related Due Period). With respect to each REMIC 1 Regular Interest ending with the designation “A”, a per annum rate equal to the weighted average of the Adjusted Net Mortgage Rates of the Mortgage Loans for such Distribution Date (weighted based on the Stated Principal Balances of the Mortgage Loans as of the first day of the related Due Period or, in the case of the first Distribution Date, the Cut-off Date, adjusted, except in the case of the first Distribution Date, to reflect unscheduled principal payments made thereafter during the Prepayment Period that includes such first day of the related Due Period) multiplied by 2, subject to a maximum rate of 9.900%. With respect to each REMIC 1 Regular Interest ending with the designation “B”, the greater of (x) a per annum rate equal to the excess, if any, of (i) 2 multiplied by the weighted average of the Adjusted Net Mortgage Rates of the Mortgage Loans for such Distribution Date (weighted based on the Stated Principal Balances of the Mortgage Loans as of the first day of the related Due Period or, in the case of the first Distribution Date, the Cut-off Date, adjusted, except in the case of the first Distribution Date, to reflect unscheduled principal payments made thereafter during the Prepayment Period that includes such first day of the related Due Period) over (ii) 9.900% and (y) 0.00%.
 
“Uncertificated REMIC 2 Pass-Through Rate”: With respect to REMIC 2 Regular Interest LTAA, REMIC 2 Regular Interest LTIA1, REMIC 2 Regular Interest LTIIA1, REMIC 2 Regular Interest LTIIA2, REMIC 2 Regular Interest LTIIA3, REMIC 2 Regular Interest LTIIA4, REMIC 2 Regular Interest LTM1, REMIC 2 Regular Interest LTM2, REMIC 2 Regular Interest LTM3, REMIC 2 Regular Interest LTM4, REMIC 2 Regular Interest LTM5, REMIC 2 Regular Interest LTM6, REMIC 2 Regular Interest LTM7, REMIC 2 Regular Interest LTM8, REMIC 2 Regular Interest LTM9 and REMIC 2 Regular Interest LTZZ, a per annum rate (but not less than zero) equal to the weighted average of (v) with respect to REMIC 1 Regular Interest I and REMIC 1 Regular Interest II, the Uncertificated REMIC 1 Pass-Through Rates for such REMIC 1 Regular Interests for each such Distribution Date, (w) with respect to REMIC 1 Regular Interests ending with the designation “B”, the weighted average of the Uncertificated REMIC 1 Pass-Through Rates for such REMIC 1 Regular Interests, weighted on the basis of the Uncertificated Principal Balance of such REMIC 1 Regular Interests for each such Distribution Date and (x) with respect to REMIC 1 Regular Interests ending with the designation “A”, for each Distribution Date listed below, the weighted average of the rates listed below for each such REMIC 1 Regular Interest listed below, weighted on the basis of the Uncertificated Principal Balance of each such REMIC 1 Regular Interest for each such Distribution Date:
 
Distribution Date
REMIC 1 Regular Interest
Rate
1
I-1-A through I-71-A
Uncertificated REMIC 1 Pass-Through Rate
2
I-1-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
3
I-2-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A
Uncertificated REMIC 1 Pass-Through Rate
4
I-3-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A and I-2-A
Uncertificated REMIC 1 Pass-Through Rate
5
I-4-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-3-A
Uncertificated REMIC 1 Pass-Through Rate
6
I-5-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-4-A
Uncertificated REMIC 1 Pass-Through Rate
7
I-6-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-5-A
Uncertificated REMIC 1 Pass-Through Rate
8
I-7-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-6-A
Uncertificated REMIC 1 Pass-Through Rate
9
I-8-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-7-A
Uncertificated REMIC 1 Pass-Through Rate
10
I-9-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-8-A
Uncertificated REMIC 1 Pass-Through Rate
11
I-10-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-9-A
Uncertificated REMIC 1 Pass-Through Rate
12
I-11-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-10-A
Uncertificated REMIC 1 Pass-Through Rate
13
I-12-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-11-A
Uncertificated REMIC 1 Pass-Through Rate
14
I-13-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-12-A
Uncertificated REMIC 1 Pass-Through Rate
15
I-14-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-13-A
Uncertificated REMIC 1 Pass-Through Rate
16
I-15-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-14-A
Uncertificated REMIC 1 Pass-Through Rate
17
I-16-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-15-A
Uncertificated REMIC 1 Pass-Through Rate
18
I-17-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-16-A
Uncertificated REMIC 1 Pass-Through Rate
19
I-18-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-17-A
Uncertificated REMIC 1 Pass-Through Rate
20
I-19-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-18-A
Uncertificated REMIC 1 Pass-Through Rate
21
I-20-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-19-A
Uncertificated REMIC 1 Pass-Through Rate
22
I-21-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-20-A
Uncertificated REMIC 1 Pass-Through Rate
23
I-22-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-21-A
Uncertificated REMIC 1 Pass-Through Rate
24
I-23-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-22-A
Uncertificated REMIC 1 Pass-Through Rate
25
I-24-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-23-A
Uncertificated REMIC 1 Pass-Through Rate
26
I-25-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-24-A
Uncertificated REMIC 1 Pass-Through Rate
27
I-26-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-25-A
Uncertificated REMIC 1 Pass-Through Rate
28
I-27-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-26-A
Uncertificated REMIC 1 Pass-Through Rate
29
I-28-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-27-A
Uncertificated REMIC 1 Pass-Through Rate
30
I-29-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-28-A
Uncertificated REMIC 1 Pass-Through Rate
31
I-30-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-29-A
Uncertificated REMIC 1 Pass-Through Rate
32
I-31-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-30-A
Uncertificated REMIC 1 Pass-Through Rate
33
I-32-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-31-A
Uncertificated REMIC 1 Pass-Through Rate
34
I-33-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-32-A
Uncertificated REMIC 1 Pass-Through Rate
35
I-34-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-33-A
Uncertificated REMIC 1 Pass-Through Rate
36
I-35-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-34-A
Uncertificated REMIC 1 Pass-Through Rate
37th through 39th 
I-36-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-35-A
Uncertificated REMIC 1 Pass-Through Rate
40
I-37-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-36-A
Uncertificated REMIC 1 Pass-Through Rate
41
I-38-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-37-A
Uncertificated REMIC 1 Pass-Through Rate
42
I-39-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-38-A
Uncertificated REMIC 1 Pass-Through Rate
43
I-40-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-39-A
Uncertificated REMIC 1 Pass-Through Rate
44
I-41-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-40-A
Uncertificated REMIC 1 Pass-Through Rate
45
I-42-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-41-A
Uncertificated REMIC 1 Pass-Through Rate
46
I-43-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-42-A
Uncertificated REMIC 1 Pass-Through Rate
47
I-44-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-43-A
Uncertificated REMIC 1 Pass-Through Rate
48
I-45-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-44-A
Uncertificated REMIC 1 Pass-Through Rate
49
I-46-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-45-A
Uncertificated REMIC 1 Pass-Through Rate
50
I-47-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-46-A
Uncertificated REMIC 1 Pass-Through Rate
51
I-48-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-47-A
Uncertificated REMIC 1 Pass-Through Rate
52
I-49-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-48-A
Uncertificated REMIC 1 Pass-Through Rate
53
I-50-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-49-A
Uncertificated REMIC 1 Pass-Through Rate
54
I-51-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-50-A
Uncertificated REMIC 1 Pass-Through Rate
55
I-52-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-51-A
Uncertificated REMIC 1 Pass-Through Rate
56
I-53-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-52-A
Uncertificated REMIC 1 Pass-Through Rate
57
I-54-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-53-A
Uncertificated REMIC 1 Pass-Through Rate
58
I-55-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-54-A
Uncertificated REMIC 1 Pass-Through Rate
59
I-56-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-55-A
Uncertificated REMIC 1 Pass-Through Rate
60
I-57-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-56-A
Uncertificated REMIC 1 Pass-Through Rate
61
I-58-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-57-A
Uncertificated REMIC 1 Pass-Through Rate
62
I-59-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-58-A
Uncertificated REMIC 1 Pass-Through Rate
63
I-60-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-59-A
Uncertificated REMIC 1 Pass-Through Rate
64
I-61-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-60-A
Uncertificated REMIC 1 Pass-Through Rate
65
I-62-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-61-A
Uncertificated REMIC 1 Pass-Through Rate
66
I-63-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-62-A
Uncertificated REMIC 1 Pass-Through Rate
67
I-64-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-63-A
Uncertificated REMIC 1 Pass-Through Rate
68
I-65-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-64-A
Uncertificated REMIC 1 Pass-Through Rate
69
I-66-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-65-A
Uncertificated REMIC 1 Pass-Through Rate
70
I-67-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-66-A
Uncertificated REMIC 1 Pass-Through Rate
71
I-68-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-67-A
Uncertificated REMIC 1 Pass-Through Rate
72
I-69-A through I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-68-A
Uncertificated REMIC 1 Pass-Through Rate
73
I-70-A and I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-69-A
Uncertificated REMIC 1 Pass-Through Rate
74
I-71-A
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
 
I-1-A through I-70-A
Uncertificated REMIC 1 Pass-Through Rate
thereafter
I-1-A through I-71-A
Uncertificated REMIC 1 Pass-Through Rate
     

With respect to REMIC 2 Regular Interest LTIO, and (a) the first Distribution Date, the excess of (i) the weighted average of the Uncertificated REMIC 1 Pass-Through Rates for REMIC 1 Regular Interests ending with the designation “A” over (ii) the weighted average of the Uncertificated REMIC 1 Pass-Through Rates for REMIC 1 Regular Interests ending with the designation “A”, and (b) the 2nd Distribution Date through the 74th Distribution Date, the excess of (i) the weighted average of the Uncertificated REMIC 1 Pass-Through Rates for REMIC 1 Regular Interests ending with the designation “A” over (ii) 2 multiplied by Swap LIBOR, and (c) thereafter 0.00%.
 
“Underwriters”: Each of Banc of America Securities LLC, Greenwich Capital Markets, Inc., H&R Block Financial Advisors, Inc., HSBC Securities (USA) Inc., Lehman Brothers Inc. and Merrill Lynch, Pierce, Fenner & Smith Incorporated.
 
“Uninsured Cause”: Any cause of damage to a Mortgaged Property such that the complete restoration of such property is not fully reimbursable by the hazard insurance policies required to be maintained pursuant to Section 3.14.
 
“United States Person” or “U.S. Person”: A citizen or resident of the United States, a corporation, partnership (or other entity treated as a corporation or partnership for United States federal income tax purposes) created or organized in, or under the laws of, the United States, any state thereof, or the District of Columbia (except in the case of a partnership, to the extent provided in Treasury regulations) provided that, for purposes solely of the restrictions on the transfer of Residual Certificates, no partnership or other entity treated as a partnership for United States federal income tax purposes shall be treated as a United States Person unless all persons that own an interest in such partnership either directly or through any entity that is not a corporation for United States federal income tax purposes are required by the applicable operative agreement to be United States Persons, or an estate the income of which from sources without the United States is includible in gross income for United States federal income tax purposes regardless of its connection with the conduct of a trade or business within the United States, or a trust if a court within the United States is able to exercise primary supervision over the administration of the trust and one or more United States persons have authority to control all substantial decisions of the trust. The term “United States” shall have the meaning set forth in Section 7701 of the Code or successor provisions.
 
“Unpaid Interest Shortfall Amount”: With respect to the Class A Certificates and the Mezzanine Certificates and (i) the first Distribution Date, zero, and (ii) any Distribution Date after the first Distribution Date, the amount, if any, by which (a) the sum of (1) the Monthly Interest Distributable Amount for such Class for the immediately preceding Distribution Date and (2) the outstanding Unpaid Interest Shortfall Amount, if any, for such Class for such preceding Distribution Date exceeds (b) the aggregate amount distributed on such Class in respect of interest pursuant to clause (a) of this definition on such preceding Distribution Date, plus interest on the amount of interest due but not paid on the Certificates of such Class on such preceding Distribution Date, to the extent permitted by law, at the Pass-Through Rate for such Class for the related Accrual Period.
 
“Value”: With respect to any Mortgage Loan, and the related Mortgaged Property, the lesser of:
 
(i)  with respect to a Mortgage Loan the proceeds of which were used to purchase the related mortgaged property, the lesser of (x) the appraised value of such mortgaged property based on an appraisal made for the originator by an independent fee appraiser at the time of the origination of the related Mortgage Loan; provided however, that in accordance with Option One Underwriting Guidelines, such value may be reduced to reflect the results of a review appraisal and (y) the sales price of such mortgaged property at such time of origination; and
 
(ii)  with respect to a Mortgage Loan the proceeds of which were used to refinance an existing Mortgage Loan, the appraised value of such mortgaged property based on an appraisal made for the originator by an independent fee appraiser at the time of the origination of the related Mortgage Loan; provided however, that in accordance with Option One Underwriting Guidelines, such value may be reduced to reflect the results of a review appraisal.
 
“Voting Rights”: The portion of the voting rights of all of the Certificates which is allocated to any Certificate. At all times the Class A Certificates, the Mezzanine Certificates and the Class C Certificates shall have 98% of the Voting Rights (allocated among the Holders of the Class A Certificates, the Mezzanine Certificates and the Class C Certificates in proportion to the then outstanding Certificate Principal Balances of their respective Certificates), the Class P Certificates shall have 1% of the Voting Rights and the Residual Certificates shall have 1% of the Voting Rights. The Voting Rights allocated to any Class of Certificates (other than the Class P Certificates and the Residual Certificates) shall be allocated among all Holders of each such Class in proportion to the outstanding Certificate Principal Balance or Notional Amount of such Certificates and the Voting Rights allocated to the Class P Certificates and the Residual Certificates shall be allocated among all Holders of each such Class in proportion to such Holders’ respective Percentage Interest; provided, however, that when none of the Regular Certificates are outstanding, 100% of the Voting Rights shall be allocated among Holders of the Residual Certificates in accordance with such Holders’ respective Percentage Interests in the Certificates of such Class.
 
SECTION 1.02.                      
Accounting.
 
Unless otherwise specified herein, for the purpose of any definition or calculation, whenever amounts are required to be netted, subtracted or added or any distributions are taken into account such definition or calculation and any related definitions or calculations shall be determined without duplication of such functions.
 
SECTION 1.03.                      
Allocation of Certain Interest Shortfalls.
 
For purposes of calculating the amount of the Monthly Interest Distributable Amount for each of the Class A Certificates, the Mezzanine Certificates and the Class C Certificates for any Distribution Date, (1) the aggregate amount of any Net Prepayment Interest Shortfalls and any Relief Act Interest Shortfalls incurred in respect of the Mortgage Loans for any Distribution Date shall be allocated first, among the Class C Certificates on a pro rata basis based on, and to the extent of, one month’s interest at the then applicable Pass-Through Rate on the Notional Amount of each such Certificate and, thereafter, among the Class A Certificates and the Mezzanine Certificates, on a pro rata basis based on, and to the extent of, one month’s interest at the then applicable respective Pass-Through Rate on the respective Certificate Principal Balance of each such Certificate and (2) the aggregate amount of any Realized Losses and Net WAC Rate Carryover Amounts incurred for any Distribution Date shall be allocated among the Class C Certificates on a pro rata basis based on, and to the extent of, one month’s interest at the then applicable Pass-Through Rate on the Notional Amount of each such Certificate after the allocation thereto in clause (1).
 
For purposes of calculating the amount of Uncertificated Accrued Interest for the REMIC 1 Regular Interests for any Distribution Date the aggregate amount of any Prepayment Interest Shortfalls and any Relief Act Interest Shortfalls incurred in respect of the Mortgage Loans shall be allocated first, to REMIC 1 Regular Interest I, to REMIC 1 Regular Interest II and to the REMIC 1 Regular Interests ending with the designation “B”, pro rata based on, and to the extent of, one month’s interest at the then applicable respective Uncertificated REMIC 1 Pass-Through Rates on the respective Uncertificated Principal Balances of each such REMIC 1 Regular Interest, and then, to REMIC 1 Regular Interests ending with the designation “A”, pro rata based on, and to the extent of, one month’s interest at the then applicable respective Uncertificated REMIC 1 Pass-Through Rates on the respective Uncertificated Principal Balances of each such REMIC 1 Regular Interest.
 
For purposes of calculating the amount of Uncertificated Accrued Interest for the REMIC 2 Regular Interests for any Distribution Date, the aggregate amount of any Prepayment Interest Shortfalls and any Relief Act Interest Shortfalls incurred in respect of the Mortgage Loans for any Distribution Date shall be allocated among REMIC 2 Regular Interest LTAA, REMIC 2 Regular Interest LTIA1, REMIC 2 Regular Interest LTIIA1, REMIC 2 Regular Interest LTIIA2, REMIC 2 Regular Interest LTIIA3, REMIC 2 Regular Interest LTIIA4, REMIC 2 Regular Interest LTM1, REMIC 2 Regular Interest LTM2, REMIC 2 Regular Interest LTM3, REMIC 2 Regular Interest LTM4, REMIC 2 Regular Interest LTM5, REMIC 2 Regular Interest LTM6, REMIC 2 Regular Interest LTM7, REMIC 2 Regular Interest LTM8, REMIC 2 Regular Interest LTM9 and REMIC 2 Regular Interest LTZZ, pro rata based on, and to the extent of, one month’s interest at the then applicable respective Uncertificated REMIC 2 Pass-Through Rate on the respective Uncertificated Principal Balance of each such REMIC 2 Regular Interest.
 
SECTION 1.04.                      
Rights of the NIMS Insurer.
 
Each of the rights of the NIMS Insurer set forth in this Agreement shall exist so long as (i) the NIMS Insurer has undertaken to guarantee certain payments of notes issued pursuant to an Indenture and (ii) any series of notes issued pursuant to one or more Indentures remain outstanding or the NIMS Insurer is owed amounts in respect of its guarantee of payment on such notes; provided, however, the NIMS Insurer shall not have any rights hereunder (except pursuant to Section 11.01 in the case of clause (ii) below) so long as (i) the NIMS Insurer has not undertaken to guarantee certain payments of notes issued pursuant to the Indenture or (ii) any default has occurred and is continuing under the insurance policy issued by the NIMS Insurer with respect to such notes.
 
 
ARTICLE II
 
CONVEYANCE OF MORTGAGE LOANS;
ORIGINAL ISSUANCE OF CERTIFICATES
 
SECTION 2.01.                      
Conveyance of Mortgage Loans.
 
The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Trustee without recourse for the benefit of the Certificateholders all the right, title and interest of the Depositor, including any security interest therein for the benefit of the Depositor, in and to (i) each Mortgage Loan identified on the Mortgage Loan Schedule, including the related Cut-off Date Principal Balance, all interest accruing thereon on and after the Cut-off Date and all collections in respect of interest and principal due after the Cut-off Date; (ii) property which secured each such Mortgage Loan and which has been acquired by foreclosure or deed in lieu of foreclosure; (iii) its interest in any insurance policies in respect of the Mortgage Loans; (iv) the rights of the Depositor under the Mortgage Loan Purchase Agreement, (v) all other assets included or to be included in the Trust Fund, (vi) payments made to the Trustee by the Swap Administrator under the Swap Administration Agreement and the Swap Account and (vii) all proceeds of any of the foregoing. Such assignment includes all interest and principal due and collected by the Depositor or the Servicer after the Cut-off Date with respect to the Mortgage Loans.
 
In connection with such transfer and assignment, the Depositor, does hereby deliver to, and deposit with the Trustee, or its designated agent (the “Custodian”), the following documents or instruments with respect to each Mortgage Loan so transferred and assigned by the Originator, on behalf of the Depositor:
 
(i)  the original Mortgage Note, endorsed either (A) in blank, in which case the Trustee shall cause the endorsement to be completed or (B) in the following form: “Pay to the order of Wells Fargo Bank, N.A., as Trustee, without recourse”, or with respect to any lost Mortgage Note, an original Lost Note Affidavit stating that the original mortgage note was lost, misplaced or destroyed, together with a copy of the related mortgage note; provided, however, that such substitutions of Lost Note Affidavits for original Mortgage Notes may occur only with respect to Mortgage Loans, the aggregate Cut-off Date Principal Balance of which is less than or equal to 3.00% of the Pool Balance as of the Cut-off Date;
 
(ii)  the original Mortgage with evidence of recording thereon, and the original recorded power of attorney, if the Mortgage was executed pursuant to a power of attorney, with evidence of recording thereon;
 
(iii)  an original Assignment. The Mortgage shall be assigned either (A) in blank or (B) to “Wells Fargo Bank, N.A., as Trustee, without recourse”;
 
(iv)  an original of any intervening assignment of Mortgage showing a complete chain of assignments;
 
(v)  the original or a certified copy of lender’s title insurance policy; and
 
(vi)  the original or copies of each assumption, modification, written assurance or substitution agreement, if any.
 
The Trustee agrees to execute and deliver (or cause the Custodian to execute and deliver) to the Depositor and the NIMS Insurer on or prior to the Closing Date an acknowledgment of receipt of the original Mortgage Note (with any exceptions noted), substantially in the form attached as Exhibit F-3 hereto.
 
If any of the documents referred to in Section 2.01(ii), (iii) or (iv) above has as of the Closing Date been submitted for recording but either (x) has not been returned from the applicable public recording office or (y) has been lost or such public recording office has retained the original of such document, the obligations of the Depositor to deliver such documents shall be deemed to be satisfied upon (1) delivery to the Trustee or the Custodian no later than the Closing Date, of a copy of each such document certified by the Servicer, in its capacity as Originator, in the case of (x) above or the applicable public recording office in the case of (y) above to be a true and complete copy of the original that was submitted for recording and (2) if such copy is certified by the Servicer, in its capacity as Originator, delivery to the Trustee or the Custodian, promptly upon receipt thereof of either the original or a copy of such document certified by the applicable public recording office to be a true and complete copy of the original. If the original lender’s title insurance policy, or a certified copy thereof, was not delivered pursuant to Section 2.01(v) above, the Servicer, in its capacity as Originator, shall deliver or cause to be delivered to the Trustee or the Custodian, the original or a copy of a written commitment or interim binder or preliminary report of title issued by the title insurance or escrow company or an original attorney’s opinion of title, with the original or a certified copy thereof to be delivered to the Trustee or the Custodian, promptly upon receipt thereof. The Servicer or the Depositor shall deliver or cause to be delivered to the Trustee or the Custodian promptly upon receipt thereof any other documents constituting a part of a Mortgage File received with respect to any Mortgage Loan, including, but not limited to, any original documents evidencing an assumption or modification of any Mortgage Loan.
 
Upon discovery or receipt of notice of any materially defective document in, or that a document is missing from, a Mortgage File, the Servicer, in its capacity as Originator, shall have 120 days to cure such defect or deliver such missing document to the Trustee or the Custodian. If the Originator does not cure such defect or deliver such missing document within such time period, the Servicer, in its capacity as Originator, shall either repurchase or substitute for such Mortgage Loan in accordance with Section 2.03.
 
The Depositor (at the expense of the Servicer, in its capacity as Originator) shall cause the Assignments which were delivered in blank to be completed and shall cause all Assignments referred to in Section 2.01(iii) hereof and, to the extent necessary, in Section 2.01(iv) hereof to be recorded. The Depositor shall be required to deliver such Assignments for recording within 90 days of the Closing Date. Notwithstanding the foregoing, however, for administrative convenience and facilitation of servicing and to reduce closing costs, the Assignments of Mortgage shall not be required to be submitted for recording (except with respect to any Mortgage Loan located in Maryland) unless the Trustee and the Depositor receive notice that such failure to record would result in a withdrawal or a downgrading by any Rating Agency of the rating on any Class of Certificates; provided, however, each Assignment shall be submitted for recording by the Depositor in the manner described above, at no expense to the Trust Fund or Trustee, upon the earliest to occur of: (i) reasonable direction by Holders of Certificates entitled to at least 25% of the Voting Rights, (ii) the occurrence of a Servicer Event of Termination, (iii) the occurrence of a bankruptcy, insolvency or foreclosure relating to the Servicer, (iv) the occurrence of a servicing transfer as described in Section 7.02 hereof, (v) if the Originator is not the Servicer and with respect to any one Assignment the occurrence of a bankruptcy, insolvency or foreclosure relating to the Mortgagor under the related Mortgage, (vi) any Mortgage Loan that is 90 days or more Delinquent and such recordation would be necessary to facilitate conversion of the Mortgaged Property in accordance with Section 3.16 and (vii) reasonable direction by the NIMS Insurer. Upon (a) receipt of written notice from the Trustee that recording of the Assignments is required pursuant to one or more of the conditions (excluding (v) and (vi) above) set forth in the preceding sentence or (b) upon the occurrence of condition (v) or (vi) in the preceding sentence, the Depositor shall be required to deliver such Assignments for recording as provided above, promptly and in any event within 30 days following receipt of such notice. Notwithstanding the foregoing, if the Originator fails to pay the cost of recording the Assignments, such expense will be paid by the Trustee and the Trustee shall be reimbursed for such expenses by the Trust. To the extent not previously delivered to the Trustee by the Depositor, the Depositor shall furnish the Trustee, or its designated agent, with a copy of each Assignment submitted for recording. In the event that any such Assignment is lost or returned unrecorded because of a defect therein, the Depositor shall promptly have a substitute Assignment prepared or have such defect cured, as the case may be, and thereafter cause each such Assignment to be duly recorded.
 
The Depositor herewith delivers to the Trustee an executed copy of the Mortgage Loan Purchase Agreement.
 
The Servicer shall forward to the Custodian original documents evidencing an assumption, modification, consolidation or extension of any Mortgage Loan entered into in accordance with this Agreement within two weeks of their execution; provided, however, that the Servicer shall provide the Custodian with a certified true copy of any such document submitted for recordation within two weeks of its execution, and shall provide the original of any document submitted for recordation or a copy of such document certified by the appropriate public recording office to be a true and complete copy of the original within 365 days of its submission for recordation. In the event that the Servicer cannot provide a copy of such document certified by the public recording office within such 365 day period, an Officers’ Certificate of the Servicer which shall (A) identify the recorded document, (B) state that the recorded document has not been delivered to the Custodian due solely to a delay caused by the public recording office, (C) state the amount of time generally required by the applicable recording office to record and return a document submitted for recordation, if known and (D) specify the date the applicable recorded document is expected to be delivered to the Custodian, and, upon receipt of a copy of such document certified by the public recording office, the Servicer shall immediately deliver such document to the Custodian. In the event the appropriate public recording office will not certify as to the accuracy of such document, the Servicer shall deliver a copy of such document certified by an officer of the Servicer to be a true and complete copy of the original to the Custodian.
 
The parties hereto understand and agree that it is not intended that any mortgage loan be included in the Trust that is a high-cost home loan as defined by the HOEPA or any other applicable predatory or abusive lending laws.
 
SECTION 2.02.                      
Acceptance by Trustee.
 
Subject to the provisions of Section 2.01 and subject to the review described below and any exceptions noted on the exception report described in the next paragraph below, the Trustee acknowledges receipt of the documents referred to in Section 2.01 above and all other assets included in the definition of “Trust Fund” and declares that it holds and will hold such documents and the other documents delivered to it constituting a Mortgage File, and that it holds or will hold all such assets and such other assets included in the definition of “Trust Fund” in trust for the exclusive use and benefit of all present and future Certificateholders.
 
The Trustee agrees, for the benefit of the Certificateholders, to review, or that it has reviewed pursuant to Section 2.01 (or to cause the Custodian to review or that it has caused the Custodian to have reviewed) each Mortgage File on or prior to the Closing Date, with respect to each Mortgage Loan (or, with respect to any document delivered after the Startup Day, within 45 days of receipt and with respect to any Qualified Substitute Mortgage, within 45 days after the assignment thereof). The Trustee further agrees, for the benefit of the Certificateholders, to certify to the Depositor, the Servicer and the NIMS Insurer in substantially the form attached hereto as Exhibit F-1, within 45 days after the Closing Date, with respect to each Mortgage Loan (or, with respect to any document delivered after the Startup Day, within 45 days of receipt and with respect to any Qualified Substitute Mortgage, within 45 days after the assignment thereof) that, as to each Mortgage Loan listed in the Mortgage Loan Schedule (other than any Mortgage Loan paid in full or any Mortgage Loan specifically identified in the exception report annexed thereto as not being covered by such certification), (i) all documents required to be delivered to it pursuant Section 2.01 of this Agreement are in its possession, (ii) such documents have been reviewed by it and have not been mutilated, damaged or torn and relate to such Mortgage Loan and (iii) based on its examination and only as to the foregoing, the information set forth in the Mortgage Loan Schedule that corresponds to items (1) and (2) of the Mortgage Loan Schedule accurately reflects information set forth in the Mortgage File. It is herein acknowledged that, in conducting such review, the Trustee (or the Custodian, as applicable) is under no duty or obligation to inspect, review or examine any such documents, instruments, certificates or other papers to determine that they 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.
 
Prior to the first anniversary date of this Agreement the Trustee shall deliver (or cause the Custodian to deliver) to the Depositor, the Servicer and the NIMS Insurer a final certification in the form annexed hereto as Exhibit F-2 evidencing the completeness of the Mortgage Files, with any applicable exceptions noted thereon.
 
If in the process of reviewing the Mortgage Files and making or preparing, as the case may be, the certifications referred to above, the Trustee (or the Custodian, as applicable) finds any document or documents constituting a part of a Mortgage File to be missing or defective in any material respect, at the conclusion of its review the Trustee shall so notify the Originator, the Depositor, the NIMS Insurer and the Servicer. In addition, upon the discovery by the Originator, the Depositor, the NIMS Insurer or the Servicer (or upon receipt by the Trustee of written notification of such breach) of a breach of any of the representations and warranties made by the Originator in the Mortgage Loan Purchase Agreement in respect of any Mortgage Loan which materially adversely affects such Mortgage Loan or the interests of the related Certificateholders in such Mortgage Loan, the party discovering such breach shall give prompt written notice to the other parties to this Agreement.
 
The Depositor and the Trustee intend that the assignment and transfer herein contemplated constitute a sale of the Mortgage Loans, the related Mortgage Notes and the related documents, conveying good title thereto free and clear of any liens and encumbrances, from the Depositor to the Trustee in trust for the benefit of the Certificateholders and that such property not be part of the Depositor’s estate or property of the Depositor in the event of any insolvency by the Depositor. In the event that such conveyance is deemed to be, or to be made as security for, a loan, the parties intend that the Depositor shall be deemed to have granted and does hereby grant to the Trustee a first priority perfected security interest in all of the Depositor’s right, title and interest in and to the Mortgage Loans, the related Mortgage Notes and the related documents, and that this Agreement shall constitute a security agreement under applicable law.
 
SECTION 2.03.                      
Repurchase or Substitution of Mortgage Loans by the Originator or Responsible Party.
 
(a)  Upon discovery or receipt of written notice of any materially defective document in, or that a document is missing from, a Mortgage File or of the breach by the Originator or the Responsible Party of any representation, warranty or covenant under the Mortgage Loan Purchase Agreement in respect of any Mortgage Loan which materially adversely affects the value of such Mortgage Loan or the interest therein of the Certificateholders, the Trustee shall promptly notify the Originator, the Responsible Party, the NIMS Insurer and the Servicer of such defect, missing document or breach and request that the Originator or the Responsible Party, as applicable and as set forth in the Mortgage Loan Purchase Agreement, deliver such missing document or cure such defect or breach within 120 days from the date the Originator or the Responsible Party, as applicable, was notified of such missing document, defect or breach, and if the Originator or the Responsible Party, as applicable, does not deliver such missing document or cure such defect or breach in all material respects during such period, the Trustee shall enforce the Originator’s or the Responsible Party’s obligation under the Mortgage Loan Purchase Agreement and cause the Originator or the Responsible Party, as applicable, to repurchase such Mortgage Loan from the Trust Fund at the Purchase Price on or prior to the Determination Date following the expiration of such 120 day period (subject to Section 2.03(e)). The Purchase Price for the repurchased Mortgage Loan shall be deposited in the Collection Account, and the Trustee, upon receipt of written certification from the Servicer of such deposit, shall release to the Originator or the Responsible Party, as applicable, the related Mortgage File and shall execute and deliver such instruments of transfer or assignment, in each case without recourse, as the Originator or the Responsible Party, as applicable, shall furnish to it and as shall be necessary to vest in the Originator or the Responsible Party, as applicable, any Mortgage Loan released pursuant hereto and the Trustee shall have no further responsibility with regard to such Mortgage File (it being understood that the Trustee shall have no responsibility for determining the sufficiency of such assignment for its intended purpose). In lieu of repurchasing any such Mortgage Loan as provided above, the Originator or the Responsible Party, as applicable, may cause such Mortgage Loan to be removed from the Trust Fund (in which case it shall become a Deleted Mortgage Loan) and substitute one or more Qualified Substitute Mortgage Loans in the manner and subject to the limitations set forth in Section 2.03(d). It is understood and agreed that the obligation of the Originator or the Responsible Party, as applicable, to cure or to repurchase (or to substitute for) any Mortgage Loan as to which a document is missing, a material defect in a constituent document exists or as to which such a breach has occurred and is continuing shall constitute the sole remedy against the Originator or the Responsible Party, as applicable, respecting such omission, defect or breach available to the Trustee on behalf of the Certificateholders.
 
(b)  Within 90 days of the earlier of discovery by the Depositor or receipt of notice by the Depositor of the breach of any representation, warranty or covenant of the Depositor set forth in Section 2.06 which materially and adversely affects the interests of the Certificateholders in any Mortgage Loan, the Depositor shall cure such breach in all material respects.
 
(c)  Within 90 days of the earlier of discovery by the Servicer or receipt of notice by the Servicer of the breach of any representation, warranty or covenant of the Servicer set forth in Section 2.05 which materially and adversely affects the interests of the Certificateholders in any Mortgage Loan, the Servicer shall cure such breach in all material respects.
 
(d)  Any substitution of Qualified Substitute Mortgage Loans for Deleted Mortgage Loans made pursuant to Section 2.03(a) must be effected prior to the last Business Day that is within two years after the Closing Date. As to any Deleted Mortgage Loan for which the Originator or the Responsible Party, as applicable, substitutes a Qualified Substitute Mortgage Loan or Loans, such substitution shall be effected by the Originator or the Responsible Party, as applicable, delivering to the Trustee, for such Qualified Substitute Mortgage Loan or Loans, the Mortgage Note, the Mortgage and the Assignment to the Trustee, and such other documents and agreements, with all necessary endorsements thereon, as are required by Section 2.01, together with an Officers’ Certificate providing that each such Qualified Substitute Mortgage Loan satisfies the definition thereof and specifying the Substitution Adjustment (as described below), if any, in connection with such substitution. The Trustee shall acknowledge receipt for such Qualified Substitute Mortgage Loan or Loans and, within ten Business Days thereafter, shall review such documents as specified in Section 2.02 and deliver to the Servicer and the NIMS Insurer, with respect to such Qualified Substitute Mortgage Loan or Loans, a certification substantially in the form attached hereto as Exhibit F-1, with any applicable exceptions noted thereon. Within one year of the date of substitution, the Trustee shall deliver to the Servicer and the NIMS Insurer a certification substantially in the form of Exhibit F-2 hereto with respect to such Qualified Substitute Mortgage Loan or Loans, with any applicable exceptions noted thereon. Monthly Payments due with respect to Qualified Substitute Mortgage Loans in the month of substitution are not part of the Trust Fund and will be retained by the Originator or the Responsible Party, as applicable. For the month of substitution, distributions to Certificateholders will reflect the collections and recoveries in respect of such Deleted Mortgage Loan in the Due Period preceding the month of substitution and the Originator or the Responsible Party, as applicable, shall thereafter be entitled to retain all amounts subsequently received in respect of such Deleted Mortgage Loan. The Originator or the Responsible Party, as applicable, shall give or cause to be given written notice to the Certificateholders and the NIMS Insurer that such substitution has taken place, shall amend the Mortgage Loan Schedule to reflect the removal of such Deleted Mortgage Loan from the terms of this Agreement and the substitution of the Qualified Substitute Mortgage Loan or Loans and shall deliver a copy of such amended Mortgage Loan Schedule to the NIMS Insurer and the Trustee. Upon such substitution by the Originator or the Responsible Party, as applicable, such Qualified Substitute Mortgage Loan or Loans shall constitute part of the Mortgage Pool and shall be subject in all respects to the terms of this Agreement and the Mortgage Loan Purchase Agreement, including all applicable representations and warranties thereof included in the Mortgage Loan Purchase Agreement as of the date of substitution.
 
For any month in which the Originator or the Responsible Party, as applicable, substitutes one or more Qualified Substitute Mortgage Loans for one or more Deleted Mortgage Loans, the Servicer will determine the amount (the “Substitution Adjustment”), if any, by which the aggregate Purchase Price of all such Deleted Mortgage Loans exceeds the aggregate, as to each such Qualified Substitute Mortgage Loan, of the principal balance thereof as of the date of substitution, together with one month’s interest on such principal balance at the applicable Net Mortgage Rate. On the date of such substitution, the Originator or the Responsible Party, as applicable, will deliver or cause to be delivered to the Servicer for deposit in the Collection Account an amount equal to the Substitution Adjustment, if any, and the Trustee, upon receipt of the related Qualified Substitute Mortgage Loan or Loans and certification by the Servicer of such deposit, shall release to the Originator or the Responsible Party, as applicable, the related Mortgage File or Files and shall execute and deliver such instruments of transfer or assignment, in each case without recourse, as the Originator or the Responsible Party, as applicable, shall deliver to it and as shall be necessary to vest therein any Deleted Mortgage Loan released pursuant hereto.
 
In addition, the Originator or the Responsible Party, as applicable, shall obtain at its own expense and deliver to the Trustee and the NIMS Insurer an Opinion of Counsel to the effect that such substitution will not cause (a) any federal tax to be imposed on the Trust Fund, including without limitation, any federal tax imposed on “prohibited transactions” under Section 860F(a)(l) of the Code or on “contributions after the startup date” under Section 860G(d)(l) of the Code or (b) any REMIC to fail to qualify as a REMIC at any time that any Certificate is outstanding. If such Opinion of Counsel cannot be delivered, then such substitution may only be effected at such time as the required Opinion of Counsel can be given.
 
Upon discovery by the Originator, the Servicer, the NIMS Insurer or the Trustee that any Mortgage Loan does not constitute a “qualified mortgage” within the meaning of Section 860G(a)(3) of the Code, the party discovering such fact shall within two Business Days give written notice thereof to the other parties. In connection therewith, the Originator, the Responsible Party or the Depositor, as the case may be, shall repurchase or, subject to the limitations set forth in Section 2.03(d), substitute one or more Qualified Substitute Mortgage Loans for the affected Mortgage Loan within 90 days of the earlier of discovery or receipt of such notice with respect to such affected Mortgage Loan. Such repurchase or substitution shall be made (i) by the Originator or the Responsible Party, as applicable, if the affected Mortgage Loan’s status as a non-qualified mortgage is or results from a breach of any representation, warranty or covenant made by the Originator or the Responsible Party under the Mortgage Loan Purchase Agreement or (ii) the Depositor, if the affected Mortgage Loan’s status as a non-qualified mortgage is a breach of any representation or warranty of the Depositor set forth in Section 2.06, or if its status as a non-qualified mortgage is a breach of no representation or warranty. Any such repurchase or substitution shall be made in the same manner as set forth in Section 2.03(a), if made by the Originator or the Responsible Party, or Section 2.03(b), if made by the Depositor. The Trustee shall reconvey to the Depositor, the Originator or the Responsible Party, as the case may be, the Mortgage Loan to be released pursuant hereto in the same manner, and on the same terms and conditions, as it would a Mortgage Loan repurchased for breach of a representation or warranty.
 
SECTION 2.04.                      
Intentionally Omitted.
 
SECTION 2.05.                      
Representations, Warranties and Covenants of the Servicer.
 
The Servicer hereby represents, warrants and covenants to the Trustee, for the benefit of each of the Trustee and the Certificateholders, and to the Depositor that as of the Closing Date or as of such date specifically provided herein:
 
(i)  The Servicer is duly organized, validly existing, and in good standing under the laws of the jurisdiction of its formation and has all licenses necessary to carry on its business as now being conducted and is licensed, qualified and in good standing in the states where the Mortgaged Property is located if the laws of such state require licensing or qualification in order to conduct business of the type conducted by the Servicer or to ensure the enforceability or validity of each Mortgage Loan; the Servicer has the power and authority to execute and deliver this Agreement and to perform in accordance herewith; the execution, delivery and performance of this Agreement (including all instruments of transfer to be delivered pursuant to this Agreement) by the Servicer and the consummation of the transactions contemplated hereby have been duly and validly authorized; this Agreement evidences the valid, binding and enforceable obligation of the Servicer, subject to applicable bankruptcy, insolvency, reorganization, moratorium or other similar laws affecting the enforcement of creditors’ rights generally; and all requisite corporate action has been taken by the Servicer to make this Agreement valid and binding upon the Servicer in accordance with its terms;
 
(ii)  The consummation of the transactions contemplated by this Agreement are in the ordinary course of business of the Servicer and will not result in the breach of any term or provision of the charter or by-laws of the Servicer or result in the breach of any term or provision of, or conflict with or constitute a default under or result in the acceleration of any obligation under, any agreement, indenture or loan or credit agreement or other instrument to which the Servicer or its property is subject, or result in the violation of any law, rule, regulation, order, judgment or decree to which the Servicer or its property is subject;
 
(iii)  The execution and delivery of this Agreement by the Servicer and the performance and compliance with its obligations and covenants hereunder do not require the consent or approval of any governmental authority or, if such consent or approval is required, it has been obtained;
 
(iv)  This Agreement, and all documents and instruments contemplated hereby which are executed and delivered by the Servicer, constitute and will constitute valid, legal and binding obligations of the Servicer, enforceable in accordance with their respective terms, except as the enforcement thereof may be limited by applicable bankruptcy laws and general principles of equity;
 
(v)  [Reserved];
 
(vi)  The Servicer does not believe, nor does it have any reason or cause to believe, that it cannot perform each and every covenant contained in this Agreement;
 
(vii)  There is no action, suit, proceeding or investigation pending or, to its knowledge, threatened against the Servicer that, either individually or in the aggregate, (A) may result in any change in the business, operations, financial condition, properties or assets of the Servicer that might prohibit or materially and adversely affect the performance by such Servicer of its obligations under, or validity or enforceability of, this Agreement, or (B) may result in any material impairment of the right or ability of the Servicer to carry on its business substantially as now conducted, or (C) may result in any material liability on the part of the Servicer, or (D) would draw into question the validity or enforceability of this Agreement or of any action taken or to be taken in connection with the obligations of the Servicer contemplated herein, or (E) would otherwise be likely to impair materially the ability of the Servicer to perform under the terms of this Agreement;
 
(viii)  Neither this Agreement nor any information, certificate of an officer, statement furnished in writing or report delivered to the Trustee by the Servicer in connection with the transactions contemplated hereby contains any untrue statement of a material fact;
 
(ix)  The Servicer covenants that its computer and other systems used in servicing the Mortgage Loans operate in a manner such that the Servicer can service the Mortgage Loans in accordance with the terms of this Agreement;
 
(x)  The information set forth in the Prepayment Charge Schedule (including the Prepayment Charge Summary attached thereto) is complete, true and correct in all material respects on the date or dates when such information is furnished and each Prepayment Charge is permissible and enforceable in accordance with its terms (except to the extent that the enforceability thereof may be limited by bankruptcy, insolvency, moratorium, receivership and other similar laws affecting creditor’s rights generally or the collectability thereof may be limited due to acceleration in connection with a foreclosure) under applicable federal, state and local law;
 
(xi)  The Servicer will not waive any Prepayment Charge unless it is waived in accordance with the standard set forth in Section 3.01; and
 
(xii)  The Servicer has accurately and fully reported, and will continue to accurately and fully report, its borrower credit files to each of the credit repositories in a timely manner.
 
It is understood and agreed that the representations, warranties and covenants set forth in this Section 2.05 shall survive delivery of the Mortgage Files to the Trustee and shall inure to the benefit of the Trustee, the Depositor and the Certificateholders. Upon discovery by any of the Depositor, the NIMS Insurer, the Servicer, the Originator or the Trustee of a breach of any of the foregoing representations, warranties and covenants which materially and adversely affects the value of any Mortgage Loan, Prepayment Charge or the interests therein of the Certificateholders, the party discovering such breach shall give prompt written notice (but in no event later than two Business Days following such discovery) to the Servicer, the Originator, the NIMS Insurer and the Trustee. Notwithstanding the foregoing, within 90 days of the earlier of discovery by the Servicer or receipt of notice by the Servicer of the breach of the representation or covenant of the Servicer (in its capacity as Originator) set forth in Sections 2.05(x) or 2.05(xi) above which materially and adversely affects the interests of the Holders of the Class P Certificates in any Prepayment Charge, the Servicer shall remedy such breach as follows: (a) if the representation made by the Servicer (in its capacity as Originator) in Section 2.05(x) above is breached and a Principal Prepayment has occurred in the applicable Prepayment Period or if a change of law subsequent to the Closing Date limits the enforceability of a Prepayment Charge (other than in the circumstances provided in Section 2.05(x) above), the Servicer (in its capacity as Originator) must pay the amount of the scheduled Prepayment Charge, for the benefit of the Holders of the Class P Certificates, by depositing such amount into the Collection Account, net of any amount previously collected by the Servicer and paid by the Servicer, for the benefit of the Holders of the Class P Certificates, in respect of such Prepayment Charge; and (b) if any of the covenants made by the Servicer in Section 2.05(xi) above is breached, the Servicer must pay the amount of such waived Prepayment Charge, for the benefit of the Holders of the Class P Certificates, by depositing such amount into the Collection Account. The foregoing shall not, however, limit any remedies available to the Certificateholders, the Depositor or the Trustee on behalf of the Certificateholders, pursuant to the Mortgage Loan Purchase Agreement signed by the Servicer in its capacity as Originator, respecting a breach of the representations, warranties and covenants of the Servicer in its capacity as Originator contained in the Mortgage Loan Purchase Agreement.
 
SECTION 2.06.                      
Representations and Warranties of the Depositor.
 
The Depositor represents and warrants to the Trust and the Trustee on behalf of the Certificateholders as follows:
 
(i)  This Agreement constitutes a legal, valid and binding obligation of the Depositor, enforceable against the Depositor in accordance with its terms, except as enforceability may be limited by applicable bankruptcy, insolvency, reorganization, moratorium or other similar laws now or hereafter in effect affecting the enforcement of creditors’ rights in general and except as such enforceability may be limited by general principles of equity (whether considered in a proceeding at law or in equity);
 
(ii)  Immediately prior to the sale and assignment by the Depositor to the Trustee on behalf of the Trust of each Mortgage Loan, the Depositor had good and marketable title to each Mortgage Loan (insofar as such title was conveyed to it by the Seller) subject to no prior lien, claim, participation interest, mortgage, security interest, pledge, charge or other encumbrance or other interest of any nature;
 
(iii)  As of the Closing Date, the Depositor has transferred all right, title and interest in the Mortgage Loans to the Trustee on behalf of the Trust;
 
(iv)  The Depositor has not transferred the Mortgage Loans to the Trustee on behalf of the Trust with any intent to hinder, delay or defraud any of its creditors;
 
(v)  The Depositor has been duly incorporated and is validly existing as a corporation in good standing under the laws of Delaware, with full corporate power and authority to own its assets and conduct its business as presently being conducted;
 
(vi)  The Depositor is not in violation of its articles of incorporation or by-laws or in default in the performance or observance of any material obligation, agreement, covenant or condition contained in any contract, indenture, mortgage, loan agreement, note, lease or other instrument to which the Depositor is a party or by which it or its properties may be bound, which default might result in any material adverse changes in the financial condition, earnings, affairs or business of the Depositor or which might materially and adversely affect the properties or assets, taken as a whole, of the Depositor;
 
(vii)  The execution, delivery and performance of this Agreement by the Depositor, and the consummation of the transactions contemplated thereby, do not and will not result in a material breach or violation of any of the terms or provisions of, or, to the knowledge of the Depositor, constitute a default under, any indenture, mortgage, deed of trust, loan agreement or other agreement or instrument to which the Depositor is a party or by which the Depositor is bound or to which any of the property or assets of the Depositor is subject, nor will such actions result in any violation of the provisions of the articles of incorporation or by-laws of the Depositor or, to the best of the Depositor’s knowledge without independent investigation, any statute or any order, rule or regulation of any court or governmental agency or body having jurisdiction over the Depositor or any of its properties or assets (except for such conflicts, breaches, violations and defaults as would not have a material adverse effect on the ability of the Depositor to perform its obligations under this Agreement);
 
(viii)  To the best of the Depositor’s knowledge without any independent investigation, no consent, approval, authorization, order, registration or qualification of or with any court or governmental agency or body of the United States or any other jurisdiction is required for the issuance of the Certificates, or the consummation by the Depositor of the other transactions contemplated by this Agreement, except such consents, approvals, authorizations, registrations or qualifications as (a) may be required under State securities or Blue Sky laws, (b) have been previously obtained or (c) the failure of which to obtain would not have a material adverse effect on the performance by the Depositor of its obligations under, or the validity or enforceability of, this Agreement;
 
(ix)  There are no actions, proceedings or investigations pending before or, to the Depositor’s knowledge, threatened by any court, administrative agency or other tribunal to which the Depositor is a party or of which any of its properties is the subject: (a) which if determined adversely to the Depositor would have a material adverse effect on the business, results of operations or financial condition of the Depositor; (b) asserting the invalidity of this Agreement or the Certificates; (c) seeking to prevent the issuance of the Certificates or the consummation by the Depositor of any of the transactions contemplated by this Agreement, as the case may be; or (d) which might materially and adversely affect the performance by the Depositor of its obligations under, or the validity or enforceability of, this Agreement; and
 
(x)  The beneficial owner of the payments made under the Interest Rate Swap Agreement is either (i) a “U.S. person” (as that term is used in section 1.1441-4(a)(3)(ii) of United States Treasury Regulations) for United States federal income tax purposes or (ii) a “non-U.S. branch of a foreign person” as that term is used in section 1.1441-4(a)(3)(ii) of the United States Treasury Regulations (the “Regulations”) for United States federal income tax purposes, and it is a “foreign person” as that term is used in section 1.6041-4(a)(4) of the Regulations for United States federal income tax purposes. As of the Closing Date, Option One Mortgage Capital Corporation is the beneficial owner of the payments made under the Interest Rate Swap Agreement.
 
SECTION 2.07.                      
Issuance of Certificates.
 
The Trustee acknowledges the assignment to it of the Mortgage Loans and the delivery to it of the Mortgage Files, subject to the provisions of Sections 2.01 and 2.02, together with the assignment to it of all other assets included in the Trust Fund, receipt of which is hereby acknowledged. Concurrently with such assignment and delivery and in exchange therefor, the Trustee, pursuant to the written request of the Depositor executed by an officer of the Depositor, has executed, authenticated and delivered to or upon the order of the Depositor, the Certificates in authorized denominations. The interests evidenced by the Certificates, constitute the entire beneficial ownership interest in the Trust Fund.
 
SECTION 2.08.                      
Authorization to Enter into Interest Rate Swap Agreement.
 
(a)  The Trustee, not in its individual capacity but solely in its separate capacity as Supplemental Interest Trust Trustee, is hereby directed to exercise the rights, perform the obligations, and make any representations to be exercised, performed, or made by the Supplemental Interest Trust Trustee, as described herein. The Supplemental Interest Trust Trustee is hereby directed to execute and deliver the Interest Rate Swap Agreement on behalf of Party B (as defined therein) and to exercise the rights, perform the obligations, and make the representations of Party B thereunder, solely in its capacity as Supplemental Interest Trust Trustee on behalf of Party B (as defined therein) and not in its individual capacity. The Servicer, the Depositor and the Certificateholders (by acceptance of their Certificates) acknowledge and agree that (i) the Supplemental Interest Trust Trustee shall execute and deliver the Interest Rate Swap Agreement on behalf of Party B (as defined therein), (ii) the Supplemental Interest Trust Trustee shall exercise the rights, perform the obligations, and make the representations of Party B thereunder, solely in its capacity as Supplemental Interest Trust Trustee on behalf of Party B (as defined therein) and not in its individual capacity and (iii) the Swap Administrator shall also be entitled to exercise the rights and obligated to perform the obligations of Party B under the Interest Rate Swap Agreement.
 
Every provision of this Agreement relating to the conduct or affecting the liability of or affording protection to the Trustee shall apply to the Supplemental Interest Trust Trustee’s execution of the Interest Rate Swap Agreement, and the performance of its duties and satisfaction of its obligations thereunder.
 
Every provision of this Agreement relating to the conduct or affecting the liability of or affording protection to the Trustee shall apply to the Swap Administrator’s execution of the Interest Rate Swap Agreement, and the performance of its duties and satisfaction of its obligations thereunder.
 
SECTION 2.09.                      
Conveyance of REMIC Regular Interests and Acceptance of REMIC 2, REMIC 3, REMIC 4, REMIC 5 and REMIC 6 by the Trustee; Issuance of Certificates.
 
(a)  The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Trustee without recourse all the right, title and interest of the Depositor in and to the assets described in the definition of REMIC 1 for the benefit of the holders of the REMIC 1 Regular Interests (which are uncertificated) and the Class R Certificates (in respect of the Class R-1 Interest). The Trustee acknowledges receipt of the assets described in the definition of REMIC 1 and declares that it holds and will hold the same in trust for the exclusive use and benefit of the holders of the REMIC 1 Regular Interests and the Class R Certificates (in respect of the Class R-1 Interest). The interests evidenced by the Class R-1 Interest, together with the REMIC 1 Regular Interests, constitute the entire beneficial ownership interest in REMIC 1.
 
(b)  The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Trustee without recourse all the right, title and interest of the Depositor in and to REMIC 1 Regular Interests for the benefit of the holders of the REMIC 2 Regular Interests (which are uncertificated) and the Class R Certificates (in respect of the Class R-2 Interest). The Trustee acknowledges receipt of the assets described in the definition of REMIC 2 and declares that it holds and will hold the same in trust for the exclusive use and benefit of the holders of the REMIC 2 Regular Interests and the Class R Certificates (in respect of the Class R-2 Interest). The interests evidenced by the Class R-2 Interest, together with the REMIC 2 Regular Interests, constitute the entire beneficial ownership interest in REMIC 2.
 
(c)  The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Trustee without recourse all the right, title and interest of the Depositor in and to the REMIC 2 Regular Interests (which are uncertificated) for the benefit of the Holders of the REMIC 3 Regular Interests and the Class R Certificates (in respect of the Class R-3 Interest). The Trustee acknowledges receipt of the REMIC 3 Regular Interests and declares that it holds and will hold the same in trust for the exclusive use and benefit of the Holders of the REMIC 3 Regular Certificates, the Class C Interest, Class P Interest and Class SWAP-IO Interest and the Class R Certificates (in respect of the Class R-3 Interest). The interests evidenced by the Class R-3 Interest, together with the REMIC 3 Regular Certificates, the Class C Interest, Class P Interest and Class SWAP-IO Interest, constitute the entire beneficial ownership interest in REMIC 3.
 
(d)  The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Trustee without recourse all the right, title and interest of the Depositor in and to the Class C Interest (which is uncertificated) for the benefit of the Holders of the Class C Certificates and the Class R-X Certificates (in respect of the Class R-4 Interest). The Trustee acknowledges receipt of the Class C Interest and declares that it holds and will hold the same in trust for the exclusive use and benefit of the Holders of the Class C Certificates and the Class R-X Certificates (in respect of the Class R-4 Interest). The interests evidenced by the Class R-4 Interest, together with the Class C Certificates, constitute the entire beneficial ownership interest in REMIC 4.
 
(e)   The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Trustee without recourse all the right, title and interest of the Depositor in and to the Class P Interest (which is uncertificated) for the benefit of the Holders of the Class P Certificates and the Class R-X Certificates (in respect of the Class R-5 Interest). The Trustee acknowledges receipt of the Class P Interest and declares that it holds and will hold the same in trust for the exclusive use and benefit of the Holders of the Class P Certificates and the Class R-X Certificates (in respect of the Class R-5 Interest). The interests evidenced by the Class R-5 Interest, together with the Class P Certificates, constitute the entire beneficial ownership interest in REMIC 5.
 
(f)  The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Trustee without recourse all the right, title and interest of the Depositor in and to the Class SWAP-IO Interest (which is uncertificated) for the benefit of the Holders of REMIC 6 Regular Interest SWAP-IO and the Class R-X Certificates (in respect of the Class R-6 Interest). The Trustee acknowledges receipt of the Class SWAP-IO Interest and declares that it holds and will hold the same in trust for the exclusive use and benefit of the Holders of REMIC 6 Regular Interest SWAP-IO and the Class R-X Certificates (in respect of the Class R-6 Interest). The interests evidenced by the Class R-6 Interest, together with REMIC 6 Regular Interest SWAP-IO, constitute the entire beneficial ownership interest in REMIC 6.
 
(g)  Concurrently with (i) the assignment and delivery to the Trustee of REMIC 1 and the acceptance by the Trustee thereof, pursuant to Section 2.01 and Section 2.02, (ii) the assignment and delivery to the Trustee of REMIC 2 (including the Residual Interest therein represented by the Class R-2 Interest) and the acceptance by the Trustee thereof, pursuant to Section 2.09(b), (iii) the assignment and delivery to the Trustee of REMIC 3 (including the Residual Interest therein represented by the Class R-3 Interest) and the acceptance by the Trustee thereof, pursuant to Section 2.09(c), (iv) the assignment and delivery to the Trustee of REMIC 4 (including the Residual Interest therein represented by the Class R-4 Interest), and the acceptance by the Trustee thereof, pursuant to Section 2.09(d), (v) the assignment and delivery to the Trustee of REMIC 5 (including the Residual Interest therein represented by the Class R-5 Interest) and the acceptance by the Trustee thereof, pursuant to Section 2.09(e) and (vi) the assignment and delivery to the Trustee of REMIC 6 (including the Residual Interest therein represented by the Class R-6 Interest) and the acceptance by the Trustee thereof, pursuant to Section 2.09(f), the Trustee, pursuant to the written request of the Depositor executed by an officer of the Depositor, has executed, authenticated and delivered to or upon the order of the Depositor, (A) the Class R Certificates in authorized denominations evidencing the Class R-1 Interest, Class R-2 Interest and the Class R-3 Interest and (B) the Class R-X Certificates in authorized denominations evidencing the Class R-4 Interest, the Class R-5 Interest and the Class R-6 Interest.
 
SECTION 2.10.                      
Negative Covenants of the Trustee and the Servicer.
 
Except as otherwise expressly permitted by this Agreement, the Trustee and the Servicer shall not cause the Trust Fund to:
 
(i)  sell, transfer, exchange or otherwise dispose of any of the assets of the Trust Fund;
 
(ii)  dissolve or liquidate the Trust Fund in whole or in part;
 
(iii)  engage, directly or indirectly, in any business other than that arising out of the issue of the Certificates, and the actions contemplated or required to be performed under this Agreement;
 
(iv)  incur, create or assume any indebtedness for borrowed money;
 
(v)  voluntarily file a petition for bankruptcy, reorganization, assignment for the benefit of creditors or similar proceeding; or
 
(vi)  merge, convert or consolidate with any other Person.
 
ARTICLE III  
 
 
ADMINISTRATION AND SERVICING
OF THE MORTGAGE LOANS
 
SECTION 3.01.                      
Servicer to Act as Servicer.
 
The Servicer shall service and administer the Mortgage Loans on behalf of the Trust and in the best interests of and for the benefit of the Certificateholders (as determined by the Servicer in its reasonable judgment) in accordance with the terms of this Agreement and the Mortgage Loans and, to the extent consistent with such terms, in the same manner in which it services and administers similar mortgage loans for its own portfolio, giving due consideration to customary and usual standards of practice of mortgage lenders and loan servicers administering similar mortgage loans but without regard to:
 
(A)  any relationship that the Servicer, any Sub-Servicer or any Affiliate of the Servicer or any Sub-Servicer may have with the related Mortgagor;
 
(B)  the ownership or non-ownership of any Certificate by the Servicer or any Affiliate of the Servicer;
 
(C)  the Servicer’s obligation to make Advances or Servicing Advances; or
 
(D)  the Servicer’s or any Sub-Servicer’s right to receive compensation for its services hereunder or with respect to any particular transaction.
 
To the extent consistent with the foregoing, the Servicer (a) shall seek the timely and complete recovery of principal and interest on the Mortgage Notes and (b) shall waive (or permit a Sub-Servicer to waive) a Prepayment Charge only under the following circumstances: (i) such waiver is standard and customary in servicing similar Mortgage Loans and (ii) either (A) such waiver relates to a default or a reasonably foreseeable default and would, in the reasonable judgment of the Servicer, maximize recovery of total proceeds taking into account the value of such Prepayment Charge and the related Mortgage Loan or (B) such waiver is made in connection with a refinancing of the related Mortgage Loan unrelated to a default or a reasonably foreseeable default where (x) the related Mortgagor has stated to the Servicer or an applicable Sub-Servicer an intention to refinance the related Mortgage Loan and (y) the Servicer has concluded in its reasonable judgment that the waiver of such Prepayment Charge would induce such mortgagor to refinance with the Servicer; provided, however, that the Servicer shall waive no more than 5.00% of the Prepayment Charges (by number of Prepayment Charges) set forth on the Prepayment Charge Schedule in accordance with clause (ii)(B) above. If a Prepayment Charge is waived as permitted by meeting the standards described in clauses (i) and (ii)(B) above, then the Servicer is required to pay the amount of such waived Prepayment Charge, for the benefit of the Holders of the Class P Certificates, by depositing such amount into the Collection Account together with and at the time that the amount prepaid on the related Mortgage Loan is required to be deposited into the Collection Account. Notwithstanding any other provisions of this Agreement, any payments made by the Servicer in respect of any waived Prepayment Charges pursuant to clauses (i) and (ii)(B) above shall be deemed to be paid outside of the Trust Fund. Subject only to the above-described servicing standards and the terms of this Agreement and of the Mortgage Loans, the Servicer shall have full power and authority, acting alone or through Sub-Servicers as provided in Section 3.02, to do or cause to be done any and all things in connection with such servicing and administration which it may deem necessary or desirable. Without limiting the generality of the foregoing, the Servicer in its own name or in the name of a Sub-Servicer is hereby authorized and empowered by the Trustee when the Servicer believes it appropriate in its best judgment in accordance with the servicing standards set forth above, to execute and deliver, on behalf of the Certificateholders and the Trustee, and upon notice to the Trustee, any and all instruments of satisfaction or cancellation, or of partial or full release or discharge, and all other comparable instruments, with respect to the Mortgage Loans and the Mortgaged Properties and to institute foreclosure proceedings or obtain a deed-in-lieu of foreclosure so as to convert the ownership of such properties, and to hold or cause to be held title to such properties, on behalf of the Trustee and Certificateholders. The Servicer shall service and administer the Mortgage Loans in accordance with applicable state and federal law and shall provide to the Mortgagors any reports required to be provided to them thereby. The Servicer shall also comply in the performance of this Agreement with all reasonable rules and requirements of each insurer under any standard hazard insurance policy. Subject to Section 3.17, within 15 days of the Closing Date, the Trustee shall execute, at the written request of the Servicer, and furnish to the Servicer and any Sub-Servicer any special or limited powers of attorney for each county in which a Mortgaged Property is located and other documents necessary or appropriate to enable the Servicer or any Sub-Servicer to carry out their servicing and administrative duties hereunder; provided, such limited powers of attorney or other documents shall be prepared by the Servicer and submitted to the Trustee for execution. The Trustee shall not be liable for the actions of the Servicer or any Sub-Servicers under such powers of attorney.
 
Subject to Section 3.09 hereof, in accordance with the standards of the preceding paragraph, the Servicer shall advance or cause to be advanced funds as necessary for the purpose of effecting the payment of taxes and assessments on the Mortgaged Properties, which advances shall be Servicing Advances reimbursable in the first instance from related collections from the Mortgagors pursuant to Section 3.09, and further as provided in Section 3.11. Any cost incurred by the Servicer or by Sub-Servicers in effecting the payment of taxes and assessments on a Mortgaged Property shall not, for the purpose of calculating distributions to Certificateholders, be added to the unpaid principal balance of the related Mortgage Loan, notwithstanding that the terms of such Mortgage Loan so permit.
 
Notwithstanding anything in this Agreement to the contrary, the Servicer may not make any future advances with respect to a Mortgage Loan (except as provided in Section 4.04) and the Servicer shall not (i) permit any modification with respect to any Mortgage Loan that would change the Mortgage Rate, reduce or increase the Principal Balance (except for reductions resulting from actual payments of principal) or change the final maturity date on such Mortgage Loan (unless, as provided in Section 3.07, the Mortgagor is in default with respect to the Mortgage Loan or such default is, in the judgment of the Servicer, reasonably foreseeable) or (ii) permit any modification, waiver or amendment of any term of any Mortgage Loan that would both (A) effect an exchange or reissuance of such Mortgage Loan under Section 1001 of the Code (or Treasury regulations promulgated thereunder) and (B) cause any REMIC created hereunder 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.                      
Sub-Servicing Agreements Between Servicer and Sub-Servicers.
 
(a)  The Servicer may enter into Sub-Servicing Agreements with Sub-Servicers for the servicing and administration of the Mortgage Loans; provided, however, that (i) such agreements would not result in a withdrawal or a downgrading by any Rating Agency of the rating on any Class of Certificates and (ii) the NIMS Insurer shall have consented to such Sub-Servicing Agreement. The Trustee is hereby authorized to acknowledge, at the request of the Servicer, any Sub-Servicing Agreement that meets the requirements applicable to Sub-Servicing Agreements set forth in this Agreement and that is otherwise permitted under this Agreement.
 
Each Sub-Servicer shall be (i) authorized to transact business in the state or states where the related Mortgaged Properties it is to service are situated, if and to the extent required by applicable law to enable the Sub-Servicer to perform its obligations hereunder and under the Sub-Servicing Agreement and (ii) a Freddie Mac or Fannie Mae approved mortgage servicer. Each Sub-Servicing Agreement must impose on the Sub-Servicer requirements conforming to the provisions set forth in Section 3.08 and provide for servicing of the Mortgage Loans consistent with the terms of this Agreement. The Servicer will examine each Sub-Servicing Agreement and will be familiar with the terms thereof. The terms of any Sub-Servicing Agreement will not be inconsistent with any of the provisions of this Agreement. The Servicer and the Sub-Servicers may enter into and make amendments to the Sub-Servicing Agreements or enter into different forms of Sub-Servicing Agreements; provided, however, that any such amendments or different forms shall be consistent with and not violate the provisions of this Agreement, and that no such amendment or different form shall be made or entered into which could be reasonably expected to be materially adverse to the interests of the Certificateholders without the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights; provided, further, that the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights shall not be required (i) to cure any ambiguity or defect in a Sub-Servicing Agreement, (ii) to correct, modify or supplement any provisions of a Sub-Servicing Agreement, or (iii) to make any other provisions with respect to matters or questions arising under a Sub-Servicing Agreement, which, in each case, shall not be inconsistent with the provisions of this Agreement. Any variation without the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights from the provisions set forth in Section 3.08 relating to insurance or priority requirements of Sub-Servicing Accounts, or credits and charges to the Sub-Servicing Accounts or the timing and amount of remittances by the Sub-Servicers to the Servicer, are conclusively deemed to be inconsistent with this Agreement and therefore prohibited. The Servicer shall deliver to the NIMS Insurer and the Trustee copies of all Sub-Servicing Agreements, and any amendments or modifications thereof, promptly upon the Servicer’s execution and delivery of such instruments.
 
(b)  As part of its servicing activities hereunder, the Servicer, for the benefit of the Trustee and the Certificateholders, shall enforce the obligations of each Sub-Servicer under the related Sub-Servicing Agreement and of the Originator under the Mortgage Loan Purchase Agreement, including, without limitation, any obligation to make advances in respect of delinquent payments as required by a Sub-Servicing Agreement, or to purchase a Mortgage Loan on account of missing or defective documentation or on account of a breach of a representation, warranty or covenant, as described in Section 2.03(a). Such enforcement, including, without limitation, the legal prosecution of claims, termination of Sub-Servicing Agreements, and the pursuit of other appropriate remedies, shall be in such form and carried out to such an extent and at such time as the Servicer, in its good faith business judgment, would require were it the owner of the related Mortgage Loans. The Servicer shall pay the costs of such enforcement at its own expense, and shall be reimbursed therefor only (i) from a general recovery resulting from such enforcement, to the extent, if any, that such recovery exceeds all amounts due in respect of the related Mortgage Loans, or (ii) from a specific recovery of costs, expenses or attorneys’ fees against the party against whom such enforcement is directed. Enforcement of the Mortgage Loan Purchase Agreement against the Originator shall be effected by the Servicer to the extent it is not the Originator, and otherwise by the Trustee in accordance with the foregoing provisions of this paragraph.
 
SECTION 3.03.                      
Successor Sub-Servicers.
 
The Servicer, with the consent of the NIMS Insurer, shall be entitled to terminate any Sub-Servicing Agreement and the rights and obligations of any Sub-Servicer pursuant to any Sub-Servicing Agreement in accordance with the terms and conditions of such Sub-Servicing Agreement. In the event of termination of any Sub-Servicer, all servicing obligations of such Sub-Servicer shall be assumed simultaneously by the Servicer without any act or deed on the part of such Sub-Servicer or the Servicer, and the Servicer either shall service directly the related Mortgage Loans or shall enter into a Sub-Servicing Agreement with a successor Sub-Servicer which qualifies under Section 3.02.
 
Any Sub-Servicing Agreement shall include the provision that such agreement may be immediately terminated by the Servicer or the Trustee (if the Trustee is acting as Servicer) without fee, in accordance with the terms of this Agreement, in the event that the Servicer (or the Trustee, if such party is then acting as Servicer) shall, for any reason, no longer be the Servicer (including termination due to a Servicer Event of Termination).
 
SECTION 3.04.                      
Liability of the Servicer.
 
Notwithstanding any Sub-Servicing Agreement or the provisions of this Agreement relating to agreements or arrangements between the Servicer and a Sub-Servicer or reference to actions taken through a Sub-Servicer or otherwise, the Servicer shall remain obligated and primarily liable to the Trustee and the Certificateholders for the servicing and administering of the Mortgage Loans in accordance with the provisions of Section 3.01 without diminution of such obligation or liability by virtue of such Sub-Servicing Agreements or arrangements or by virtue of indemnification from the Sub-Servicer and to the same extent and under the same terms and conditions as if the Servicer alone were servicing and administering the Mortgage Loans. The Servicer shall be entitled to enter into any agreement with a Sub-Servicer for indemnification of the Servicer by such Sub-Servicer and nothing contained in this Agreement shall be deemed to limit or modify such indemnification.
 
SECTION 3.05.                      
No Contractual Relationship Between Sub-Servicers and the NIMS Insurer, the Trustee or Certificateholders.
 
Any Sub-Servicing Agreement that may be entered into and any transactions or services relating to the Mortgage Loans involving a Sub-Servicer in its capacity as such shall be deemed to be between the Sub-Servicer and the Servicer alone, and the NIMS Insurer, the Trustee or Certificateholders shall not be deemed parties thereto and shall have no claims, rights, obligations, duties or liabilities with respect to the Sub-Servicer except as set forth in Section 3.06. The Servicer shall be solely liable for all fees owed by it to any Sub-Servicer, irrespective of whether the Servicer’s compensation pursuant to this Agreement is sufficient to pay such fees.
 
SECTION 3.06.                      
Assumption or Termination of Sub-Servicing Agreements by Trustee.
 
In the event the Servicer shall for any reason no longer be the servicer (including by reason of the occurrence of a Servicer Event of Termination), the Trustee shall thereupon assume all of the rights and obligations of the Servicer under each Sub-Servicing Agreement that the Servicer may have entered into, unless the Trustee elects to terminate any Sub-Servicing Agreement in accordance with its terms as provided in Section 3.03. Upon such assumption, the Trustee (or the successor servicer appointed pursuant to Section 7.02) shall be deemed, subject to Section 3.03, to have assumed all of the departing Servicer’s interest therein and to have replaced the departing Servicer as a party to each Sub-Servicing Agreement to the same extent as if each Sub-Servicing Agreement had been assigned to the assuming party, except that (i) the departing Servicer shall not thereby be relieved of any liability or obligations under any Sub-Servicing Agreement that arose before it ceased to be the Servicer and (ii) neither the Trustee nor any successor Servicer shall be deemed to have assumed any liability or obligation of the Servicer that arose before it ceased to be the Servicer.
 
The Servicer at its expense shall, upon request of Trustee, deliver to the assuming party all documents and records relating to each Sub-Servicing Agreement and the Mortgage Loans then being serviced and an accounting of amounts collected and held by or on behalf of it, and otherwise use its best efforts to effect the orderly and efficient transfer of the Sub-Servicing Agreements to the assuming party. All Servicing Transfer Costs shall be paid by the predecessor Servicer upon presentation of reasonable documentation of such costs, and if such predecessor Servicer defaults in its obligation to pay such costs, such costs shall be paid by the successor Servicer or the Trustee (in which case the successor Servicer or the Trustee, as applicable, shall be entitled to reimbursement therefor from the assets of the Trust).
 
SECTION 3.07.                      
Collection of Certain Mortgage Loan Payments.
 
The Servicer shall make reasonable efforts to collect all payments called for under the terms and provisions of the Mortgage Loans, and shall, to the extent such procedures shall be consistent with this Agreement and the terms and provisions of any applicable insurance policies, follow such collection procedures as it would follow with respect to mortgage loans comparable to the Mortgage Loans and held for its own account. Consistent with the foregoing, the Servicer may in its discretion (i) waive any late payment charge or, if applicable, any penalty interest, or (ii) extend the due dates for the Monthly Payments due on a Mortgage Note for a period of not greater than 180 days; provided, however, that any extension pursuant to clause (ii) above shall not affect the amortization schedule of any Mortgage Loan for purposes of any computation hereunder, except as provided below. In the event of any such arrangement pursuant to clause (ii) above, the Servicer shall make timely Advances on such Mortgage Loan during such extension pursuant to Section 4.04 and in accordance with the amortization schedule of such Mortgage Loan without modification thereof by reason of such arrangement.
 
Notwithstanding the foregoing, in the event that any Mortgage Loan is in default or, in the judgment of the Servicer, such default is reasonably foreseeable, the Servicer, consistent with the standards set forth in Section 3.01, may also waive, modify or vary any term of such Mortgage Loan (including modifications that would change the Mortgage Rate, forgive the payment of principal or interest, capitalize the interest portion of past due Monthly Payments and outstanding Servicing Advances, or extend the final maturity date of such Mortgage Loan), accept payment from the related Mortgagor of an amount less than the Stated Principal Balance in final satisfaction of such Mortgage Loan, or consent to the postponement of strict compliance with any such term or otherwise grant indulgence to any Mortgagor (any and all such waivers, modifications, variances, forgiveness of principal or interest, postponements, or indulgences collectively referred to herein as “forbearance”), provided, however, that in no event shall the Servicer grant any such forbearance (other than as permitted by the second sentence of this Section) with respect to any one Mortgage Loan more than once in any 12 month period or more than three times over the life of such Mortgage Loan, provided, further, that in determining which course of action permitted by this sentence it shall pursue, the Servicer shall adhere to the Loss Mitigation Procedures and provided, further, that the NIMS Insurer’s prior written consent shall be required for any modification, waiver or amendment if the aggregate number of outstanding Mortgage Loans which have been modified, waived or amended exceeds 5% of the number of Mortgage Loans as of the Cut-off Date. The Servicer’s analysis supporting any forbearance and the conclusion that any forbearance meets the standards of Section 3.01 and the Loss Mitigation Procedures shall be reflected in writing in the Mortgage File.
 
SECTION 3.08.                      
Sub-Servicing Accounts.
 
In those cases where a Sub-Servicer is servicing a Mortgage Loan pursuant to a Sub-Servicing Agreement, the Sub-Servicer will be required to establish and maintain one or more accounts (collectively, the “Sub-Servicing Account”). The Sub-Servicing Account shall be an Eligible Account and shall comply with all requirements of this Agreement relating to the Collection Account. The Sub-Servicer shall deposit in the clearing account in which it customarily deposits payments and collections on mortgage loans in connection with its mortgage loan servicing activities on a daily basis, and in no event more than one Business Day after the Sub-Servicer’s receipt thereof, all proceeds of Mortgage Loans received by the Sub-Servicer less its servicing compensation to the extent permitted by the Sub-Servicing Agreement, and shall thereafter deposit such amounts in the Sub-Servicing Account, in no event more than two Business Days after the receipt of such amounts. The Sub-Servicer shall thereafter deposit such proceeds in the Collection Account or remit such proceeds to the Servicer for deposit in the Collection Account not later than two Business Days after the deposit of such amounts in the Sub-Servicing Account. For purposes of this Agreement, the Servicer shall be deemed to have received payments on the Mortgage Loans when the Sub-Servicer receives such payments.
 
SECTION 3.09.                      
Collection of Taxes, Assessments and Similar Items; Servicing Accounts.
 
The Servicer shall establish and maintain, or cause to be established and maintained, one or more accounts (the “Servicing Accounts”), into which all Escrow Payments shall be deposited and retained. Servicing Accounts shall be Eligible Accounts. The Servicer shall deposit in the clearing account in which it customarily deposits payments and collections on mortgage loans in connection with its mortgage loan servicing activities on a daily basis, and in no event more than one Business Day after the Servicer’s receipt thereof, all Escrow Payments collected on account of the Mortgage Loans and shall thereafter deposit such Escrow Payments in the Servicing Accounts, in no event more than two Business Days after the deposit of such funds in the clearing account, all Escrow Payments collected on account of the Mortgage Loans for the purpose of effecting the timely payment of any such items as required under the terms of this Agreement. Withdrawals of amounts from a Servicing Account may be made only to (i) effect payment of taxes, assessments, hazard insurance premiums, and comparable items in a manner and at a time that assures that the lien priority of the Mortgage is not jeopardized (or, with respect to the payment of taxes, in a manner and at a time that avoids the loss of the Mortgaged Property due to a tax sale or the foreclosure as a result of a tax lien); (ii) reimburse the Servicer (or a Sub-Servicer to the extent provided in the related Sub-Servicing Agreement) out of related collections for any Servicing Advances made pursuant to Section 3.01 (with respect to taxes and assessments) and Section 3.14 (with respect to hazard insurance); (iii) refund to Mortgagors any sums as may be determined to be overages; (iv) pay interest to the Servicer or, if required and as described below, to Mortgagors on balances in the Servicing Account; or (v) clear and terminate the Servicing Account at the termination of the Servicer’s obligations and responsibilities in respect of the Mortgage Loans under this Agreement in accordance with Article X. In the event the Servicer deposits in a Servicing Account any amount not required to be deposited therein, it may at any time withdraw such amount from such Servicing Account, any provision herein to the contrary notwithstanding. The Servicer will be responsible for the administration of the Servicing Accounts and will be obligated to make Servicing Advances to such accounts when and as necessary to avoid the lapse of insurance coverage on the Mortgaged Property, or which the Servicer knows, or in the exercise of the required standard of care of the Servicer hereunder should know, is necessary to avoid the loss of the Mortgaged Property due to a tax sale or the foreclosure as a result of a tax lien. If any such payment has not been made and the Servicer receives notice of a tax lien with respect to the Mortgage being imposed, the Servicer shall, within 10 business days of such notice, advance or cause to be advanced funds necessary to discharge such lien on the Mortgaged Property. As part of its servicing duties, the Servicer or Sub-Servicers shall pay to the Mortgagors interest on funds in the Servicing Accounts, to the extent required by law and, to the extent that interest earned on funds in the Servicing Accounts is insufficient, to pay such interest from its or their own funds, without any reimbursement therefor. The Servicer may pay to itself any excess interest on funds in the Servicing Accounts, to the extent such action is in conformity with the Servicing Standard, is permitted by law and such amounts are not required to be paid to Mortgagors or used for any of the other purposes set forth above.
 
SECTION 3.10.                      
Collection Account and Distribution Account.

(a)  On behalf of the Trust Fund, the Servicer shall establish and maintain, or cause to be established and maintained, one or more accounts (such account or accounts, the “Collection Account”), held in trust for the benefit of the Trustee and the Certificateholders. On behalf of the Trust Fund, the Servicer shall deposit or cause to be deposited in the clearing account in which it customarily deposits payments and collections on mortgage loans in connection with its mortgage loan servicing activities on a daily basis, and in no event more than one Business Day after the Servicer’s receipt thereof, and shall thereafter deposit in the Collection Account, in no event more than two Business Days after the deposit of such funds in the clearing account, as and when received or as otherwise required hereunder, the following payments and collections received or made by it subsequent to the Cut-off Date (other than in respect of principal or interest on the Mortgage Loans due on or before the Cut-off Date) or payments (other than Principal Prepayments) received by it on or prior to the Cut-off Date but allocable to a Due Period subsequent thereto:
 
(i)  all payments on account of principal, including Principal Prepayments (but not Prepayment Charges), on the Mortgage Loans;
 
(ii)  all payments on account of interest (net of the related Servicing Fee) on each Mortgage Loan;
 
(iii)  all Insurance Proceeds, Liquidation Proceeds, Subsequent Recoveries and condemnation proceeds (other than proceeds collected in respect of any particular REO Property and amounts paid in connection with a purchase of Mortgage Loans and REO Properties pursuant to Section 10.01);
 
(iv)  any amounts required to be deposited pursuant to Section 3.12 in connection with any losses realized on Permitted Investments with respect to funds held in the Collection Account;
 
(v)  any amounts required to be deposited by the Servicer pursuant to the second paragraph of Section 3.14(a) in respect of any blanket policy deductibles;
 
(vi)  all proceeds of any Mortgage Loan repurchased or purchased in accordance with Section 2.03 or Section 10.01;
 
(vii)  all amounts required to be deposited in connection with Substitution Adjustments pursuant to Section 2.03;
 
(viii)  all Prepayment Charges collected by the Servicer and any Servicer Prepayment Charge Payment Amounts in connection with the Principal Prepayment of any of the Mortgage Loans; and
 
(ix)  [reserved].
 
The foregoing requirements for deposit in the Collection Account shall be exclusive, it being understood and agreed that, without limiting the generality of the foregoing, payments in the nature of Servicing Fees, late payment charges, assumption fees, insufficient funds charges and ancillary income (other than Prepayment Charges) need not be deposited by the Servicer in the Collection Account and may be retained by the Servicer as additional compensation. In the event the Servicer shall deposit in the Collection Account any amount not required to be deposited therein, it may at any time withdraw such amount from the Collection Account, any provision herein to the contrary notwithstanding.
 
(b)  On behalf of the Trust Fund, the Trustee shall establish and maintain one or more accounts (such account or accounts, the “Distribution Account”), held in trust for the benefit of the Trustee and the Certificateholders. On behalf of the Trust Fund, the Servicer shall deliver to the Trustee in immediately available funds for deposit in the Distribution Account on or before 1:00 p.m. New York time (i) on the Servicer Remittance Date, that portion of the Available Funds (calculated without regard to the references in the definition thereof to amounts that may be withdrawn from the Distribution Account) for the related Distribution Date then on deposit in the Collection Account, the amount of all Prepayment Charges collected during the applicable Prepayment Period by the Servicer and Servicer Prepayment Charge Payment Amounts in connection with the Principal Prepayment of any of the Mortgage Loans then on deposit in the Collection Account for the related Distribution Date, then on deposit in the Collection Account and the amount of any funds reimbursable to an Advancing Person pursuant to Section 3.29, and (ii) on each Business Day as of the commencement of which the balance on deposit in the Collection Account exceeds $75,000 following any withdrawals pursuant to the next succeeding sentence, the amount of such excess, but only if the Collection Account constitutes an Eligible Account solely pursuant to clause (ii) of the definition of “Eligible Account.” If the balance on deposit in the Collection Account exceeds $75,000 as of the commencement of business on any Business Day and the Collection Account constitutes an Eligible Account solely pursuant to clause (ii) of the definition of “Eligible Account,” the Servicer shall, on or before 1:00 p.m. New York time on such Business Day, withdraw from the Collection Account any and all amounts payable or reimbursable to the Servicer, the Trustee, the Originator or any Sub-Servicer pursuant to Section 3.11 and shall pay such amounts to the Persons entitled thereto.
 
(c)  Funds in the Collection Account and the Distribution Account may be invested in Permitted Investments in accordance with the provisions set forth in Section 3.12. The Servicer shall give notice to the NIMS Insurer and the Trustee of the location of the Collection Account maintained by it when established and prior to any change thereof. The Trustee shall give notice to the NIMS Insurer, the Servicer and the Depositor of the location of the Distribution Account when established and prior to any change thereof.
 
(d)  Funds held in the Collection Account at any time may be delivered by the Servicer to the Trustee for deposit in an account (which may be the Distribution Account and must satisfy the standards for the Distribution Account as set forth in the definition thereof) and for all purposes of this Agreement shall be deemed to be a part of the Collection Account; provided, however, that the Trustee shall have the sole authority to withdraw any funds held pursuant to this subsection (d). In the event the Servicer shall deliver to the Trustee for deposit in the Distribution Account any amount not required to be deposited therein, it may at any time request that the Trustee withdraw such amount from the Distribution Account and remit to it any such amount, any provision herein to the contrary notwithstanding. In addition, the Servicer, with respect to items (i) through (iv) below, shall deliver to the Trustee from time to time for deposit, and the Trustee, with respect to items (i) through (iv) below, shall so deposit, in the Distribution Account:
 
(i)  any Advances, as required pursuant to Section 4.04;
 
(ii)  any amounts required to be deposited pursuant to Section 3.23(d) or (f) in connection with any REO Property;
 
(iii)  any amounts to be paid in connection with a purchase of Mortgage Loans and REO Properties pursuant to Section 10.01;
 
(iv)  any Compensating Interest to be deposited pursuant to Section 3.24 in connection with any Prepayment Interest Shortfall; and
 
(v)  any amounts required to be paid to the Trustee pursuant to the Agreement, including, but not limited to Section 3.06, Section 3.26 and Section 7.02.
 
(e)  [Reserved].
 
(f)  The Servicer shall deposit in the Collection Account any amounts required to be deposited pursuant to Section 3.12(b) in connection with losses realized on Permitted Investments with respect to funds held in the Collection Account.
 
SECTION 3.11.                      
Withdrawals from the Collection Account and Distribution Account.
 
(a)  The Servicer shall, from time to time, make withdrawals from the Collection Account for any of the following purposes or as described in Section 4.04:
 
(i)  to remit to the Trustee for deposit in the Distribution Account the amounts required to be so remitted pursuant to Section 3.10(b) or permitted to be so remitted pursuant to the first sentence of Section 3.10(d);
 
(ii)  subject to Section 3.16(d), to reimburse the Servicer for (a) any unreimbursed Advances to the extent of amounts received which represent Late Collections (net of the related Servicing Fees) of Monthly Payments or Liquidation Proceeds and Insurance Proceeds on Mortgage Loans with respect to which such Advances were made in accordance with the provisions of Section 4.04; (b) any unreimbursed Advances with respect to the final liquidation of a Mortgage Loan that are Nonrecoverable Advances, but only to the extent that Late Collections, including, Liquidation Proceeds and Insurance Proceeds received with respect to such Mortgage Loan are insufficient to reimburse the Servicer for such unreimbursed Advances; or (c) subject to Section 4.04(b), any unreimbursed Advances to the extent of funds held in the Collection Account for future distribution that were not included in Available Funds for the preceding Distribution Date;
 
(iii)  subject to Section 3.16(d), to pay the Servicer or any Sub-Servicer (a) any unpaid Servicing Fees, but only to the extent of the interest portion of any Late Collections, including Liquidation Proceeds, Insurance Proceeds and condemnation proceeds received with respect to such Mortgage Loan, (b) any unreimbursed Servicing Advances with respect to each Mortgage Loan, but only to the extent of any Late Collections, including, Liquidation Proceeds, Insurance Proceeds and condemnation proceeds received with respect to such Mortgage Loan, (c) any Servicing Fees with respect to the final liquidation of a Mortgage Loan, but only to the extent that Late Collections, including, Liquidation Proceeds and Insurance Proceeds received with respect to such Mortgage Loan are insufficient to pay the Servicer or any Sub-Servicer for unpaid Servicing Fees, and (d) any Servicing Advances with respect to the final liquidation of a Mortgage Loan that are Nonrecoverable Advances, but only to the extent that Late Collections, including, Liquidation Proceeds and Insurance Proceeds received with respect to such Mortgage Loan are insufficient to reimburse the Servicer or any Sub-Servicer for Servicing Advances;
 
(iv)  to pay to the Servicer as servicing compensation (in addition to the Servicing Fee) on the Servicer Remittance Date any interest or investment income earned on funds deposited in the Collection Account;
 
(v)  to pay to the Originator, with respect to each Mortgage Loan that has previously been purchased or replaced pursuant to Section 2.03 or Section 3.16(c) all amounts received thereon subsequent to the date of purchase or substitution, as the case may be;
 
(vi)  to reimburse the Servicer for any Advance or Servicing Advance previously made which the Servicer has determined to be a Nonrecoverable Advance in accordance with the provisions of Section 4.04;
 
(vii)  to pay, or to reimburse the Servicer for Servicing Advances in respect of, expenses incurred in connection with any Mortgage Loan pursuant to Section 3.16(b);
 
(viii)  to reimburse the Servicer for expenses incurred by or reimbursable to the Servicer pursuant to Section 6.03;
 
(ix)  to reimburse the NIMS Insurer, the Servicer (if the Servicer is not an Affiliate of the Originator) or the Trustee, as the case may be, for enforcement expenses reasonably incurred in respect of the breach or defect giving rise to the purchase obligation under Section 2.03 of this Agreement that were included in the Purchase Price of the Mortgage Loan, including any expenses arising out of the enforcement of the purchase obligation;
 
(x)  to pay itself any Prepayment Interest Excess;
 
(xi)  to clear and terminate the Collection Account pursuant to Section 10.01.
 
The foregoing requirements for withdrawal from the Collection Account shall be exclusive. In the event the Servicer shall deposit in the Collection Account any amount not required to be deposited therein, it may at any time withdraw such amount from the Collection Account, any provision herein to the contrary notwithstanding.
 
The Servicer shall keep and maintain separate accounting, on a Mortgage Loan by Mortgage Loan basis, for the purpose of justifying any withdrawal from the Collection Account, to the extent held by or on behalf of it, pursuant to subclauses (ii), (iii), (v), (vi), (ix) and (x) above. The Servicer shall provide written notification to the NIMS Insurer and the Trustee, on or prior to the next succeeding Servicer Remittance Date, upon making any withdrawals from the Collection Account pursuant to subclause (vi) above; provided that an Officers’ Certificate in the form described under Section 4.04(d) shall suffice for such written notification to the Trustee in respect hereof.
 
(b)  The Trustee shall, from time to time, make withdrawals from the Distribution Account, for any of the following purposes, without priority:
 
(i)  to make distributions to the Swap Account in accordance with Section 4.08;
 
(ii)  to make distributions in accordance with Section 4.01;
 
(iii)  to pay itself the Trustee Fee and any other amounts owed to it pursuant to Section 8.05;
 
(iv)  to pay any amounts in respect of taxes pursuant to Section 9.01(g);
 
(v)  to clear and terminate the Distribution Account pursuant to Section 10.01;
 
(vi)  to pay any amounts required to be paid to the Trustee pursuant to this Agreement, including but not limited to funds required to be paid pursuant to Section 3.06 and Section 7.02;
 
(vii)  to pay to the Trustee, any interest or investment income earned on funds deposited in the Distribution Account; and
 
(viii)  to pay to an Advancing Person reimbursements for Advances and/or Servicing Advances pursuant to Section 3.29.
 
SECTION 3.12.                      
Investment of Funds in the Collection Account and the Distribution Account.
 
(a)  The Servicer may direct any depository institution maintaining the Collection Account to invest the funds on deposit in such accounts, and the Trustee may invest the funds on deposit in the Distribution Account (each such account, for the purposes of this Section 3.12 an “Investment Account”). All investments pursuant to this Section 3.12 shall be in one or more Permitted Investments bearing interest or sold at a discount, and maturing, unless payable on demand, (i) no later than the Business Day immediately preceding the date on which such funds are required to be withdrawn from such account pursuant to this Agreement, if a Person other than the Trustee is the obligor thereon or if such investment is managed or advised by a Person other than the Trustee or an Affiliate of the Trustee, and (ii) no later than the date on which such funds are required to be withdrawn from such account pursuant to this Agreement, if the Trustee is the obligor thereon or if such investment is managed or advised by the Trustee or any Affiliate. All such Permitted Investments shall be held to maturity, unless payable on demand. Any investment of funds in an Investment Account shall be made in the name of the Trustee (in its capacity as such), or in the name of a nominee of the Trustee. The Trustee shall be entitled to sole possession (except with respect to investment direction of funds held in the Collection Account and any income and gain realized thereon) over each such investment, and any certificate or other instrument evidencing any such investment shall be delivered directly to the Trustee or its agent, together with any document of transfer necessary to transfer title to such investment to the Trustee or its nominee. In the event amounts on deposit in an Investment Account are at any time invested in a Permitted Investment payable on demand, the Trustee shall:
 
 
(x)
consistent with any notice required to be given thereunder, demand that payment thereon be made on the last day such Permitted Investment may otherwise mature hereunder in an amount equal to the lesser of (1) all amounts then payable thereunder and (2) the amount required to be withdrawn on such date; and
 
 
(y)
demand payment of all amounts due thereunder promptly upon determination by a Responsible Officer of the Trustee that such Permitted Investment would not constitute a Permitted Investment in respect of funds thereafter on deposit in the Investment Account.
 
(b)  All income and gain realized from the investment of funds deposited in the Collection Account and any REO Account held by or on behalf of the Servicer shall be for the benefit of the Servicer and shall be subject to its withdrawal in accordance with Section 3.11 or Section 3.23, as applicable. The Servicer shall deposit in the Collection Account or any REO Account, as applicable, the amount of any loss of principal incurred in respect of any such Permitted Investment made with funds in such account immediately upon realization of such loss.
 
(c)  All income and gain realized from the investment of funds deposited in the Distribution Account shall be for the benefit of the Trustee. The Trustee shall deposit in the Distribution Account the amount of any loss of principal incurred in respect of any such Permitted Investment made with funds in such accounts immediately upon realization of such loss.
 
(d)  Except as otherwise expressly provided in this Agreement, if any default occurs in the making of a payment due under any Permitted Investment, or if a default occurs in any other performance required under any Permitted Investment, the Trustee may and, subject to Section 8.01 and Section 8.02(a)(v), upon the request of the NIMS Insurer or the Holders of Certificates representing more than 50% of the Voting Rights allocated to any Class of Certificates, shall take such action as may be appropriate to enforce such payment or performance, including the institution and prosecution of appropriate proceedings.
 
SECTION 3.13.                      
Rights of the Class C Certificateholder.
 
(a)  Notwithstanding anything to the contrary contained in this Agreement, (i) the majority Holder of the Class C Certificates (as long as such majority Holder is not the Servicer or an Affiliate of the Servicer or if the Class C Certificates are secured by an Indenture, as long as the Servicer or an Affiliate of the Servicer is not the majority equity holder in such transaction) shall have the right (with the consent of the Servicing Rights Pledgee), to direct the Trustee to appoint a qualified successor servicer who will act as successor in all respects to the Servicer in the event of a Servicer Event of Termination pursuant to Article VII and (ii) the majority Holder of the Class C Certificates (as long as such majority Holder is not the Servicer or an Affiliate of the Servicer or if the Class C Certificates are secured by an Indenture, as long as the Servicer or an Affiliate of the Servicer is not the majority equity holder in such transaction) shall have the right to direct the Servicer to transfer the servicing of any Mortgage Loans Delinquent 120 days or more to a special servicer in the event of a Special Servicer Trigger Event, for so long as the appointment of such special servicer (i) shall not cause a downgrade or withdrawal of the ratings on the Class A and Mezzanine Certificates, (ii) shall meet the eligibility requirements of a servicer under Section 7.02 and (iii) shall service in accordance with this Agreement. A special servicer shall be entitled to the Servicing Fee for the Mortgage Loans serviced by it and any excess fees due to such special servicer shall be paid by the majority Holder of the Class C Certificates.
 
A Special Servicer Trigger Event (“Special Servicer Trigger Event”) shall be in effect with respect to any Distribution Date if:
 
(a) the Servicer’s primary servicer rating for the servicing of residential mortgage loans is reduced by more than one full level or withdrawn, in each case by at least two of the Rating Agencies; or
 
(b) the Delinquency Percentage exceeds 30.00%; or
 
(c) the aggregate amount of Realized Losses incurred since the Cut-off Date through the last day of the related Due Period (after reduction for all Subsequent Recoveries received from the Cut-off Date through the Prepayment Period) divided by the aggregate Cut-off Date Principal Balance exceeds 4.00% with respect to such Distribution Date.
 
SECTION 3.14.                      
Maintenance of Hazard Insurance and Errors and Omissions and Fidelity Coverage.
 
(a)  The Servicer shall cause to be maintained for each Mortgage Loan hazard insurance with extended coverage on the Mortgaged Property in an amount which is at least equal to the lesser of (i) the current Principal Balance of such Mortgage Loan and (ii) the amount necessary to fully compensate for any damage or loss to the improvements that are a part of such property on a replacement cost basis, in each case in an amount not less than such amount as is necessary to avoid the application of any coinsurance clause contained in the related hazard insurance policy. The Servicer shall also cause to be maintained hazard insurance with extended coverage on each REO Property in an amount which is at least equal to the lesser of (i) the maximum insurable value of the improvements which are a part of such property and (ii) the outstanding Principal Balance of the related Mortgage Loan at the time it became an REO Property. The Servicer will comply in the performance of this Agreement with all reasonable rules and requirements of each insurer under any such hazard policies. Any amounts to be collected by the Servicer under any such policies (other than amounts to be applied to the restoration or repair of the property subject to the related Mortgage or amounts to be released to the Mortgagor in accordance with the procedures that the Servicer would follow in servicing loans held for its own account, subject to the terms and conditions of the related Mortgage and Mortgage Note) shall be deposited in the Collection Account, subject to withdrawal pursuant to Section 3.11, if received in respect of a Mortgage Loan, or in the REO Account, subject to withdrawal pursuant to Section 3.23, if received in respect of an REO Property. Any cost incurred by the Servicer in maintaining any such insurance shall not, for the purpose of calculating distributions to Certificateholders, be added to the unpaid Principal Balance of the related Mortgage Loan, notwithstanding that the terms of such Mortgage Loan so permit. It is understood and agreed that no earthquake or other additional insurance is to be required of any Mortgagor other than pursuant to such applicable laws and regulations as shall at any time be in force and as shall require such additional insurance. If the Mortgaged Property or REO Property is at any time in an area identified in the Federal Register by the Federal Emergency Management Agency as having special flood hazards and flood insurance has been made available, the Servicer will cause to be maintained a flood insurance policy in respect thereof. Such flood insurance shall be in an amount equal to the lesser of (i) the unpaid Principal Balance of the related Mortgage Loan and (ii) the maximum amount of such insurance available for the related Mortgaged Property under the national flood insurance program (assuming that the area in which such Mortgaged Property is located is participating in such program).
 
In the event that the Servicer shall obtain and maintain a blanket policy with an insurer having a General Policy Rating of B:III or better in Best’s Key Rating Guide (or such other rating that is comparable to such rating) insuring against hazard losses on all of the Mortgage Loans, it shall conclusively be deemed to have satisfied its obligations as set forth in the first two sentences of this Section 3.14, it being understood and agreed that such policy may contain a deductible clause, in which case the Servicer shall, in the event that there shall not have been maintained on the related Mortgaged Property or REO Property a policy complying with the first two sentences of this Section 3.14, and there shall have been one or more losses which would have been covered by such policy, deposit to the Collection Account from its own funds the amount not otherwise payable under the blanket policy because of such deductible clause. In connection with its activities as administrator and servicer of the Mortgage Loans, the Servicer agrees to prepare and present, on behalf of itself, the Trustee and Certificateholders, claims under any such blanket policy in a timely fashion in accordance with the terms of such policy.
 
(b)  The Servicer shall keep in force during the term of this Agreement a policy or policies of insurance covering errors and omissions for failure in the performance of the Servicer’s obligations under this Agreement, which policy or policies shall be in such form and amount that would meet the requirements of Fannie Mae or Freddie Mac if it were the purchaser of the Mortgage Loans, unless the Servicer has obtained a waiver of such requirements from Fannie Mae or Freddie Mac. The Servicer shall provide the Trustee and the NIMS Insurer, upon request, with copies of such insurance policies and fidelity bond. The Servicer shall also maintain a fidelity bond in the form and amount that would meet the requirements of Fannie Mae or Freddie Mac, unless the Servicer has obtained a waiver of such requirements from Fannie Mae or Freddie Mac. The Servicer shall be deemed to have complied with this provision if an Affiliate of the Servicer has such errors and omissions and fidelity bond coverage and, by the terms of such insurance policy or fidelity bond, the coverage afforded thereunder extends to the Servicer. Any such errors and omissions policy and fidelity bond shall by its terms not be cancelable without thirty days’ prior written notice to the Trustee and the NIMS Insurer. The Servicer shall also cause each Sub-Servicer to maintain a policy of insurance covering errors and omissions and a fidelity bond which would meet such requirements.
 
SECTION 3.15.                      
Enforcement of Due-On-Sale Clauses; Assumption Agreements.
 
The Servicer will, to the extent it has knowledge of any conveyance or prospective conveyance of any Mortgaged Property by any Mortgagor (whether by absolute conveyance or by contract of sale, and whether or not the Mortgagor remains or is to remain liable under the Mortgage Note and/or the Mortgage), exercise its rights to accelerate the maturity of such Mortgage Loan under the “due-on-sale” clause, if any, applicable thereto; provided, however, that the Servicer shall not be required to take such action if in its sole business judgment the Servicer believes it is not in the best interests of the Trust Fund and shall not exercise any such rights if prohibited by law from doing so. If the Servicer reasonably believes it is unable under applicable law to enforce such “due-on-sale” clause, or if any of the other conditions set forth in the proviso to the preceding sentence apply, the Servicer will enter into an assumption and modification agreement from or with the person to whom such property has been conveyed or is proposed to be conveyed, pursuant to which such person becomes liable under the Mortgage Note and, to the extent permitted by applicable state law, the Mortgagor remains liable thereon. The Servicer is also authorized to enter into a substitution of liability agreement with such person, pursuant to which the original Mortgagor is released from liability and such person is substituted as the Mortgagor and becomes liable under the Mortgage Note, provided that no such substitution shall be effective unless such person satisfies the underwriting criteria of the Servicer and has a credit risk rating at least equal to that of the original Mortgagor. In connection with any assumption or substitution, the Servicer shall apply such underwriting standards and follow such practices and procedures as shall be normal and usual in its general mortgage servicing activities and as it applies to other mortgage loans owned solely by it. The Servicer shall not take or enter into any assumption and modification agreement, however, unless (to the extent practicable in the circumstances) it shall have received confirmation, in writing, of the continued effectiveness of any applicable hazard insurance policy. Any fee collected by the Servicer in respect of an assumption, modification or substitution of liability agreement shall be retained by the Servicer as additional servicing compensation. In connection with any such assumption, no material term of the Mortgage Note (including but not limited to the related Mortgage Rate and the amount of the Monthly Payment) may be amended or modified, except as otherwise required pursuant to the terms thereof. The Servicer shall notify the Trustee that any such substitution, modification or assumption agreement has been completed by forwarding to the Trustee the executed original of such substitution, modification or assumption agreement, which document shall be added to the related Mortgage File and shall, for all purposes, be considered a part of such Mortgage File to the same extent as all other documents and instruments constituting a part thereof.
 
Notwithstanding the foregoing paragraph or any other provision of this Agreement, the Servicer shall not be deemed to be in default, breach or any other violation of its obligations hereunder by reason of any assumption of a Mortgage Loan by operation of law or by the terms of the Mortgage Note or any assumption which the Servicer may be restricted by law from preventing, for any reason whatever. For purposes of this Section 3.15, the term “assumption” is deemed to also include a sale (of the Mortgaged Property) subject to the Mortgage that is not accompanied by an assumption or substitution of liability agreement.
 
SECTION 3.16.                      
Realization Upon Defaulted Mortgage Loans.
 
(a)  The Servicer shall use its best efforts, in as practical a time frame as possible and consistent with Servicing Standard, to foreclose upon or otherwise comparably convert the ownership of properties securing such of the Mortgage Loans as come into and continue in default and as to which no satisfactory arrangements can be made for collection of delinquent payments pursuant to Section 3.07. The Servicer shall be responsible for all costs and expenses incurred by it in any such proceedings; provided, however, that such costs and expenses will be recoverable as Servicing Advances by the Servicer as contemplated in Section 3.11 and Section 3.23. The foregoing is subject to the provision that, in any case in which a Mortgaged Property shall have suffered damage from an Uninsured Cause, the Servicer shall not be required to expend its own funds toward the restoration of such property unless it shall determine in its discretion that such restoration will increase the proceeds of liquidation of the related Mortgage Loan after reimbursement to itself for such expenses.
 
(b)  Notwithstanding the foregoing provisions of this Section 3.16 or any other provision of this Agreement, with respect to any Mortgage Loan as to which the Servicer has received actual notice of, or has actual knowledge of, the presence of any toxic or hazardous substance on the related Mortgaged Property, the Servicer shall not, on behalf of the Trustee, either (i) obtain title to such Mortgaged Property as a result of or in lieu of foreclosure or otherwise, or (ii) otherwise acquire possession of, or take any other action with respect to, such Mortgaged Property, if, as a result of any such action, the Trustee, the Trust Fund or the Certificateholders would be considered to hold title to, to be a “mortgagee-in-possession” of, or to be an “owner” or “operator” of such Mortgaged Property within the meaning of the Comprehensive Environmental Response, Compensation and Liability Act of 1980, as amended from time to time, or any comparable law, unless the Servicer has also previously determined, based on its reasonable judgment and a report prepared by a Person who regularly conducts environmental audits using customary industry standards, that:
 
(1) such Mortgaged Property is in compliance with applicable environmental laws or, if not, that it would be in the best economic interest of the Trust Fund to take such actions as are necessary to bring the Mortgaged Property into compliance therewith; and
 
(2) there are no circumstances present at such Mortgaged Property relating to the use, management or disposal of any hazardous substances, hazardous materials, hazardous wastes, or petroleum-based materials for which investigation, testing, monitoring, containment, clean-up or remediation could be required under any federal, state or local law or regulation, or that if any such materials are present for which such action could be required, that it would be in the best economic interest of the Trust Fund to take such actions with respect to the affected Mortgaged Property.
 
Notwithstanding the foregoing, if such environmental audit reveals, or if the Servicer has actual knowledge or notice, that such Mortgaged Property contains such wastes or substances, the Servicer shall not foreclose or accept a deed in lieu of foreclosure without the prior written consent of the NIMS Insurer.
 
The cost of the environmental audit report contemplated by this Section 3.16 shall be advanced by the Servicer, subject to the Servicer’s right to be reimbursed therefor from the Collection Account as provided in Section 3.11(a)(vii), such right of reimbursement being prior to the rights of Certificateholders to receive any amount in the Collection Account received in respect of the affected Mortgage Loan or other Mortgage Loans.
 
If the Servicer determines, as described above, that it is in the best economic interest of the Trust Fund to take such actions as are necessary to bring any such Mortgaged Property into compliance with applicable environmental laws, or to take such action with respect to the containment, clean-up or remediation of hazardous substances, hazardous materials, hazardous wastes or petroleum-based materials affecting any such Mortgaged Property, then the Servicer shall take such action as it deems to be in the best economic interest of the Trust Fund; provided that any amounts disbursed by the Servicer pursuant to this Section 3.16(b) shall constitute Servicing Advances, subject to Section 4.04(d). The cost of any such compliance, containment, cleanup or remediation shall be advanced by the Servicer, subject to the Servicer’s right to be reimbursed therefor from the Collection Account as provided in Section 3.11(a)(iii) and (a)(vii), such right of reimbursement being prior to the rights of Certificateholders to receive any amount in the Collection Account received in respect of the affected Mortgage Loan or other Mortgage Loans.
 
(c)  (i)The NIMS Insurer may, at its option, purchase a Mortgage Loan which has become 90 or more days delinquent or for which the Servicer has accepted a deed in lieu of foreclosure. Prior to purchase pursuant to this Section 3.16(c)(i), the Servicer shall be required to continue to make Advances pursuant to Section 4.04. The NIMS Insurer shall not use any procedure in selecting Mortgage Loans to be repurchased which is materially adverse to the interests of the Certificateholders. The NIMS Insurer shall purchase such delinquent Mortgage Loan at a price equal to the Purchase Price of such Mortgage Loan. Any such purchase of a Mortgage Loan pursuant to this Section 3.16(c)(i) shall be accomplished by remittance to the Servicer for deposit in the Collection Account of the amount of the Purchase Price. The Trustee shall immediately effectuate the conveyance of such delinquent Mortgage Loan to the NIMS Insurer to the extent necessary, including the prompt delivery of all documentation to the NIMS Insurer.
 
(ii)  If the Servicer Optional Purchase Delinquency Trigger has been met, the Servicer may, at its option, purchase a Mortgage Loan which has become 90 or more days delinquent or for which the Servicer has accepted a deed in lieu of foreclosure. Prior to purchase pursuant to this Section 3.16(c)(ii), the Servicer shall be required to continue to make Advances pursuant to Section 4.04. The Servicer shall purchase such delinquent Mortgage Loan at a price equal to the Purchase Price of such Mortgage Loan. Any such purchase of a Mortgage Loan pursuant to this Section 3.16(c)(ii) shall be accomplished by deposit in the Collection Account of the amount of the Purchase Price. The Trustee shall immediately effectuate the conveyance of such delinquent Mortgage Loan to the Servicer to the extent necessary, including the prompt delivery of all documentation to the Servicer.
 
Notwithstanding the foregoing: (A) the Servicer shall have the option to purchase pursuant to this Section 3.16(c)(ii) only such delinquent Mortgage Loans having an aggregate Stated Principal Balance such that, if such delinquent Mortgage Loans were not in the Trust, the Servicer Optional Purchase Delinquency Trigger would not be met; (B) if the Servicer purchases any delinquent Mortgage Loans pursuant to this Section 3.16(c)(ii), it must purchase Mortgage Loans that are delinquent the greatest number of days before it may purchase any that are delinquent any fewer number of days; (C) if the Servicer purchases some but not all Mortgage Loans that are delinquent any given number of days, it must purchase Mortgage Loans having the same delinquency status in the order of lowest Stated Principal Balance to highest Stated Principal Balance; (D) the Servicer may at any time relinquish its rights to purchase delinquent Mortgage Loans pursuant to this Section 3.16(C)(ii) in writing delivered to the Trustee, and from and after the taking of such action by the Servicer, the provisions of this Section 3.16(c)(ii) shall no longer be of any force or effect.
 
(d)  Proceeds received in connection with any Final Recovery Determination, as well as any recovery resulting from a partial collection of Insurance Proceeds, Liquidation Proceeds or condemnation proceeds, in respect of any Mortgage Loan, will be applied in the following order of priority: first, to unpaid Servicing Fees; second, to reimburse the Servicer or any Sub-Servicer for any related unreimbursed Servicing Advances pursuant to Section 3.11(a)(iii) and Advances pursuant to Section 3.11(a)(ii); third, to accrued and unpaid interest on the Mortgage Loan, to the date of the Final Recovery Determination, or to the Due Date prior to the Distribution Date on which such amounts are to be distributed if not in connection with a Final Recovery Determination; and fourth, as a recovery of principal of the Mortgage Loan. The portion of the recovery so allocated to unpaid Servicing Fees shall be reimbursed to the Servicer or any Sub-Servicer pursuant to Section 3.11(a)(iii).
 
SECTION 3.17.                      
Trustee to Cooperate; Release of Mortgage Files.
 
(a)  Upon the payment in full of any Mortgage Loan, or the receipt by the Servicer of a notification that payment in full shall be escrowed in a manner customary for such purposes, the Servicer shall deliver to the Trustee and the Custodian, in written (with two executed copies) or electronic format, a Request for Release in the form of Exhibit E (which certification shall include a statement to the effect that all amounts received or to be received in connection with such payment which are required to be deposited in the Collection Account pursuant to Section 3.10 have been or will be so deposited) signed by a Servicing Officer (or in a mutually agreeable electronic format that will, in lieu of a signature on its face, originate from a Servicing Officer) and shall request delivery to it of the Mortgage File. Upon receipt of such certification and request, the Trustee (or the Custodian on behalf of the Trustee) shall, within three Business Days, release and send by overnight mail, at the expense of the Servicer, the related Mortgage File to the Servicer. The Trustee (or the Custodian on behalf of the Trustee) agrees to indemnify the Servicer, out of its own funds, for any loss, liability or expense (other than special, indirect, punitive or consequential damages which will not be paid by the Trustee (or the Custodian on behalf of the Trustee)) incurred by the Servicer as a proximate result of the Trustee’s or the Custodian’s breach of its obligations pursuant to this Section 3.17. No expenses incurred in connection with any instrument of satisfaction or deed of reconveyance shall be chargeable to the Collection Account or the Distribution Account.
 
(b)  From time to time and as appropriate for the servicing or foreclosure of any Mortgage Loan, including, for this purpose, collection under any insurance policy relating to the Mortgage Loans, the Trustee (or the Custodian on behalf of the Trustee) shall, upon any request made by or on behalf of the Servicer and delivery to the Trustee and the Custodian, in written (with two executed copies) or electronic format, of a Request for Release in the form of Exhibit E signed by a Servicing Officer (or in a mutually agreeable electronic format that will, in lieu of a signature on its face, originate from a Servicing Officer), release the related Mortgage File to the Servicer within three Business Days, and the Trustee shall, at the direction of the Servicer, execute such documents as shall be necessary to the prosecution of any such proceedings. Such Request for Release shall obligate the Servicer to return each and every document previously requested from the Mortgage File to the Trustee (or the Custodian on behalf of the Trustee) when the need therefor by the Servicer no longer exists, unless the Mortgage Loan has been liquidated and the Liquidation Proceeds relating to the Mortgage Loan have been deposited in the Collection Account or the Mortgage File or such document has been delivered to an attorney, or to a public trustee or other public official as required by law, for purposes of initiating or pursuing legal action or other proceedings for the foreclosure of the Mortgaged Property either judicially or non-judicially, and the Servicer has delivered, or caused to be delivered, to the Trustee and the Custodian an additional Request for Release certifying as to such liquidation or action or proceedings. Upon the request of the Trustee or the Custodian, the Servicer shall provide notice to the Trustee or the Custodian, as the case may be, of the name and address of the Person to which such Mortgage File or such document was delivered and the purpose or purposes of such delivery. Upon receipt of a Request for Release, in written (with two executed copies) or electronic format, from a Servicing Officer stating that such Mortgage Loan was liquidated and that all amounts received or to be received in connection with such liquidation that are required to be deposited into the Collection Account have been so deposited, or that such Mortgage Loan has become an REO Property, such Mortgage Loan shall be released by the Trustee (or the Custodian on behalf of the Trustee) to the Servicer or its designee.
 
(c)  Upon written certification of a Servicing Officer, the Trustee shall execute and deliver to the Servicer or the Sub-Servicer, as the case may be, copies of, any court pleadings, requests for trustee’s sale or other documents necessary to the foreclosure or trustee’s sale in respect of a Mortgaged Property or to any legal action brought to obtain judgment against any Mortgagor on the Mortgage Note or Mortgage or to obtain a deficiency judgment, or to enforce any other remedies or rights provided by the Mortgage Note or Mortgage or otherwise available at law or in equity. Each such certification shall include a request that such pleadings or documents be executed by the Trustee and a statement as to the reason such documents or pleadings are required and that the execution and delivery thereof by the Trustee will not invalidate or otherwise affect the lien of the Mortgage, except for the termination of such a lien upon completion of the foreclosure or trustee’s sale.
 
SECTION 3.18.                      
Servicing Compensation.
 
As compensation for the activities of the Servicer hereunder, the Servicer shall be entitled to the Servicing Fee with respect to each Mortgage Loan payable solely from payments of interest in respect of such Mortgage Loan, subject to Section 3.24. In addition, the Servicer shall be entitled to recover unpaid Servicing Fees out of Insurance Proceeds, Liquidation Proceeds or condemnation proceeds to the extent permitted by Section 3.11(a)(iii) and out of amounts derived from the operation and sale of an REO Property to the extent permitted by Section 3.23. Except as provided in Section 3.29, the right to receive the Servicing Fee may not be transferred in whole or in part except in connection with the transfer of all of the Servicer’s responsibilities and obligations under this Agreement; provided, however, that the Servicer may pay from the Servicing Fee any amounts due to a Sub-Servicer pursuant to a Sub-Servicing Agreement entered into under Section 3.02.
 
Additional servicing compensation in the form of assumption fees, late payment charges, insufficient funds charges, ancillary income or otherwise (other than Prepayment Charges) shall be retained by the Servicer only to the extent such fees or charges are received by the Servicer. The Servicer shall also be entitled pursuant to Section 3.11(a)(iv) to withdraw from the Collection Account and pursuant to Section 3.23(b) to withdraw from any REO Account, as additional servicing compensation, interest or other income earned on deposits therein, subject to Section 3.12 and Section 3.24. The Servicer shall be required to pay all expenses incurred by it in connection with its servicing activities hereunder (including premiums for the insurance required by Section 3.14, to the extent such premiums are not paid by the related Mortgagors or by a Sub-Servicer and servicing compensation of each Sub-Servicer) and shall not be entitled to reimbursement therefor except as specifically provided herein.
 
The Servicer shall be entitled to any Prepayment Interest Excess, which it may withdraw from the Collection Account pursuant to Section 3.11(a)(ix).
 
SECTION 3.19.                      
Reports to the Trustee; Collection Account Statements.
 
Not later than ten days after each Distribution Date, the Servicer shall forward to the NIMS Insurer and, upon request, to the Trustee and the Depositor the most current available bank statement for the Collection Account. Copies of such statement shall be provided by the Trustee to any Certificateholder and to any Person identified to the Trustee as a prospective transferee of a Certificate, upon request at the expense of the requesting party, provided such statement is delivered by the Servicer to the Trustee.
 
SECTION 3.20.                      
Statement as to Compliance.
 
Each of the Servicer and the Trustee shall deliver (or otherwise make available if notice of such other means of delivery is provided) to the Depositor and the Trustee, not later than March 15th of each calendar year beginning in 2008, an Officers’ Certificate (an “Annual Statement of Compliance”) stating, as to each signatory thereof, that (i) a review of the activities of such party during the preceding calendar year and of performance under this Agreement or other applicable servicing agreement has been made under such officers’ supervision and (ii) to the best of such officers’ knowledge, based on such review, such party has fulfilled all of its obligations under this Agreement 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 cure provisions thereof. Each such Annual Statement of Compliance shall contain no restrictions or limitations on its use.
 
The Servicer and the Trustee shall deliver a similar Annual Statement of Compliance by any Sub-Servicer, subcontractor or other Person engaged by it and satisfying any of the criteria set forth in Item 1108(a)(2)(i) - (iii) of Regulation AB with respect to the Mortgage Loans, to the Trustee as described above as and when required with respect to the Servicer.
 
In the event the Servicer or the Trustee is terminated or resigns pursuant to the terms of this Agreement, such party shall provide, and shall use its reasonable efforts to cause any Sub-Servicer, subcontractor or other Person engaged by it and satisfying any of the criteria set forth in Item 1108(a)(2)(i) - (iii) of Regulation AB with respect to the Mortgage Loans that resigns or is terminated under any applicable agreement to provide, an Annual Statement of Compliance pursuant to this Section 3.20 with respect to the period of time that such party was subject to this Agreement or such other agreement, as applicable.
 
For so long as a Form 10-K is required to be filed with respect to the Trust for the preceding calendar year, failure by the Servicer to timely comply with this Section 3.20 shall be deemed a Servicer Event of Termination, and the Trustee may (with the consent of the Depositor), in addition to whatever rights the Trustee may have under this Agreement and at law or in equity, including injunctive relief and specific performance, upon notice immediately terminate all the rights and obligations of the Servicer under this Agreement and in and to the Mortgage Loans and the proceeds thereof without compensating the Servicer for the same. This paragraph shall supersede any other provision in this Agreement or any other agreement to the contrary.
 
SECTION 3.21.                      
Assessment of Compliance and Attestation Report.
 
Pursuant to Rules 13a-18 and 15d-18 of the Exchange Act and Item 1122 of Regulation AB, the Servicer, the Trustee and the Custodian shall deliver (or otherwise make available if notice of such other means of delivery is provided) to the Trustee and the Depositor on or before March 15th of each calendar year beginning in 2008, a report regarding such party’s assessment of compliance (an “Assessment of Compliance”) with the Relevant Servicing Criteria (as set forth in Exhibit S hereto) during the preceding calendar year. As set forth in Regulation AB, the Assessment of Compliance must contain the following:
 
(a)  A statement by such officer of its responsibility for assessing compliance with the Relevant Servicing Criteria applicable to such party;
 
(b)  A statement by such officer that such officer used the Relevant Servicing Criteria, and which will also be attached to the Assessment of Compliance, to assess compliance with the Relevant Servicing Criteria applicable to such party;
 
(c)  An assessment by such officer of such party’s compliance with the applicable Relevant 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 and a discussion of the nature and status of each such failure, which assessment shall be based on the activities it performs with respect to asset-backed securities transactions taken as a whole involving such party, that are backed by the same asset type as the Mortgage Loans;
 
(d)  A statement that a registered public accounting firm has issued an attestation report on such party’s Assessment of Compliance with the Relevant Servicing Criteria for the period consisting of the preceding calendar year; and
 
(e)  A statement as to which of the Servicing Criteria, if any, are not applicable to the Servicer, which statement shall be based on the activities it performs with respect to asset-backed securities transactions taken as a whole involving the Servicer, that are backed by the same asset type as the Mortgage Loans.
 
In the event the Servicer or the Trustee is terminated or resigns pursuant to the terms of this Agreement, such party shall provide, and each such party shall cause each Sub-Servicer and subcontractor engaged by it and determined to be “participating in the servicing function” within the meaning of Item 1122 of Regulation AB that resigns or is terminated under any applicable agreement to provide, an annual Assessment of Compliance pursuant to this Section 3.21, coupled with an attestation as required hereunder with respect to the period of time that such party was subject to this Agreement or the period of time such party was subject to such other agreement.
 
Such report at a minimum shall address each of the Relevant Servicing Criteria specified on Exhibit S hereto which are indicated as applicable to the Servicer or the Trustee.
 
On or before March 15th of each calendar year beginning in 2008, the Servicer, the Trustee and the Custodian, each at its own expense, shall cause a registered public accounting firm to furnish to the Trustee and the Depositor a report (an “Attestation Report”) by such registered public accounting firm that attests to, and reports on, the Assessment of Compliance made by such 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.
 
The Servicer and the Trustee shall cause any Sub-Servicer and each subcontractor engaged by it and determined to be “participating in the servicing function” within the meaning of Item 1122 of Regulation AB, to deliver to the Trustee and the Depositor an Assessment of Compliance and Attestation Report as and when provided above setting forth the Servicing Criteria addressed in such assessment.
 
Such Assessment of Compliance, as to each Sub-Servicer and subcontractor determined to be “participating in the servicing function” within the meaning of Item 1122 of Regulation AB, shall address each of the Servicing Criteria applicable to it, as specified on Exhibit S hereto. The Trustee shall confirm that the assessments, taken individually, address the Servicing Criteria for each attesting party as set forth on Exhibit S 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.
 
Promptly after receipt of each such assessment of compliance and attestation report, the Trustee shall confirm that each assessment submitted pursuant to this Section 3.21 is coupled with an attestation meeting the requirements of this Section and notify the Depositor of any exceptions.
 
In the event the Servicer, the Trustee, the Custodian, or any Sub-servicer or subcontractor determined to be “participating in the servicing function” within the meaning of Item 1122 of Regulation AB engaged by any such party, is terminated, assigns its rights and duties under, or resigns pursuant to the terms of, this Agreement, or any applicable custodial agreement, or sub-servicing agreement, as the case may be, such party shall cause a registered public accounting firm to provide an attestation pursuant to this Section 3.21, or such other applicable agreement, notwithstanding any such termination, assignment or resignation.
 
For so long as a Form 10-K is required to be filed with respect to the Trust for the preceding calendar year, failure of the Servicer to comply with this Section 3.21 shall be deemed a Servicer Event of Termination, and the Trustee may (with the consent of the Depositor), in addition to whatever rights the Trustee may have under this Agreement and at law or in equity, including injunctive relief and specific performance, give notice to Certificateholders that they have ten Business Days to object. If no such objection is received, the Trustee shall immediately terminate all the rights and obligations of the Servicer under this Agreement and in and to the Mortgage Loans and the proceeds thereof without compensating the Servicer for the same. This paragraph shall supersede any other provision in this Agreement or any other agreement to the contrary.
 
SECTION 3.22.                      
Access to Certain Documentation.
 
        The Servicer shall provide to the Office of Thrift Supervision, the FDIC, and any other federal or state banking or insurance regulatory authority that may exercise authority over any Certificateholder or Certificate Owner, access to the documentation regarding the Mortgage Loans required by applicable laws and regulations. Such access shall be afforded without charge, but only upon reasonable request and during normal business hours at the offices of the Servicer designated by it. In addition, access to the documentation regarding the Mortgage Loans will be provided to any Certificateholder or Certificate Owner, the Trustee, the NIMS Insurer and to any Person identified to the Servicer as a prospective transferee of a Certificate, upon reasonable request during normal business hours at the offices of the Servicer designated by it at the expense of the Person requesting such access.
 
SECTION 3.23.                       
Title, Management and Disposition of REO Property.
 
(a)  The deed or certificate of sale of any REO Property shall be taken in the name of the Trustee, or its nominee, in trust for the benefit of the Certificateholders. The Servicer, on behalf of REMIC 1, shall sell any REO Property as soon as practical and in any event no later than the end of the third full taxable year after the taxable year in which such REMIC acquires ownership of such REO Property for purposes of Section 860G(a)(8) of the Code or request from the Internal Revenue Service, no later than 60 days before the day on which the three-year grace period would otherwise expire, an extension of such three-year period, unless the Servicer shall have delivered to the Trustee and the NIMS Insurer an Opinion of Counsel acceptable to the NIMS Insurer and addressed to the Trustee, the NIMS Insurer and the Depositor, to the effect that the holding by the REMIC of such REO Property subsequent to three years after its acquisition will not result in the imposition on the REMIC of taxes on “prohibited transactions” thereof, as defined in Section 860F of the Code, or cause any of the REMICs created hereunder to fail to qualify as a REMIC under Federal law at any time that any Certificates are outstanding. The Servicer shall manage, conserve, protect and operate each REO Property for the Certificateholders solely for the purpose of its prompt disposition and sale in a manner which does not cause such REO Property to fail to qualify as “foreclosure property” within the meaning of Section 860G(a)(8) of the Code or result in the receipt by any of the REMICs created hereunder of any “income from non-permitted assets” within the meaning of Section 860F(a)(2)(B) of the Code, or any “net income from foreclosure property” which is subject to taxation under the REMIC Provisions.
 
(b)  The Servicer shall separately account for all funds collected and received in connection with the operation of any REO Property and shall establish and maintain, or cause to be established and maintained, with respect to REO Properties an account held in trust for the Trustee for the benefit of the Certificateholders (the “REO Account”), which shall be an Eligible Account. The Servicer shall be permitted to allow the Collection Account to serve as the REO Account, subject to separate ledgers for each REO Property. The Servicer shall be entitled to retain or withdraw any interest income paid on funds deposited in the REO Account.
 
(c)  The Servicer shall have full power and authority, subject only to the specific requirements and prohibitions of this Agreement, to do any and all things in connection with any REO Property as are consistent with the manner in which the Servicer manages and operates similar property owned by the Servicer or any of its Affiliates, all on such terms and for such period (subject to the requirement of prompt disposition set forth in Section 3.23(a)) as the Servicer deems to be in the best interests of Certificateholders. In connection therewith, the Servicer shall deposit, or cause to be deposited in the clearing account in which it customarily deposits payments and collections on mortgage loans in connection with its mortgage loan servicing activities on a daily basis, and in no event more than one Business Day after the Servicer’s receipt thereof, and shall thereafter deposit in the REO Account, in no event more than two Business Days after the Servicer’s receipt thereof, all revenues received by it with respect to an REO Property and shall withdraw therefrom funds necessary for the proper operation, management and maintenance of such REO Property including, without limitation:
 
(i)  all insurance premiums due and payable in respect of such REO Property;
 
(ii)  all real estate taxes and assessments in respect of such REO Property that may result in the imposition of a lien thereon; and
 
(iii)  all costs and expenses necessary to maintain such REO Property.
 
To the extent that amounts on deposit in the REO Account with respect to an REO Property are insufficient for the purposes set forth in clauses (i) through (iii) above with respect to such REO Property, the Servicer shall advance from its own funds such amount as is necessary for such purposes if, but only if, the Servicer would make such advances if the Servicer owned the REO Property and if in the Servicer’s judgment, the payment of such amounts will be recoverable from the rental or sale of the REO Property.
 
Notwithstanding the foregoing, neither the Servicer nor the Trustee shall:
 
(A)  authorize the Trust Fund to enter into, renew or extend any New Lease with respect to any REO Property, if the New Lease by its terms will give rise to any income that does not constitute Rents from Real Property;
 
(B)  authorize any amount to be received or accrued under any New Lease other than amounts that will constitute Rents from Real Property;
 
(C)  authorize any construction on any REO Property, other than the completion of a building or other improvement thereon, and then only if more than ten percent of the construction of such building or other improvement was completed before default on the related Mortgage Loan became imminent, all within the meaning of Section 856(e)(4)(B) of the Code; or
 
(D)  authorize any Person to Directly Operate any REO Property on any date more than 90 days after its date of acquisition by the Trust Fund;
 
unless, in any such case, the Servicer has obtained an Opinion of Counsel, provided to the Trustee and the NIMS Insurer, to the effect that such action will not cause such REO Property to fail to qualify as “foreclosure property” within the meaning of Section 860G(a)(8) of the Code at any time that it is held by the REMIC, in which case the Servicer may take such actions as are specified in such Opinion of Counsel.
 
The Servicer may contract with any Independent Contractor for the operation and management of any REO Property, provided that:
 
(1) the terms and conditions of any such contract shall not be inconsistent herewith;
 
(2) any such contract shall require, or shall be administered to require, that the Independent Contractor pay all costs and expenses incurred in connection with the operation and management of such REO Property, including those listed above and remit all related revenues (net of such costs and expenses) to the Servicer as soon as practicable, but in no event later than thirty days following the receipt thereof by such Independent Contractor;
 
(3) none of the provisions of this Section 3.23(c) relating to any such contract or to actions taken through any such Independent Contractor shall be deemed to relieve the Servicer of any of its duties and obligations to the Trustee on behalf of the Certificateholders with respect to the operation and management of any such REO Property; and
 
(4) the Servicer shall be obligated with respect thereto to the same extent as if it alone were performing all duties and obligations in connection with the operation and management of such REO Property.
 
The Servicer shall be entitled to enter into any agreement with any Independent Contractor performing services for it related to its duties and obligations hereunder for indemnification of the Servicer by such Independent Contractor, and nothing in this Agreement shall be deemed to limit or modify such indemnification. The Servicer shall be solely liable for all fees owed by it to any such Independent Contractor, irrespective of whether the Servicer’s compensation pursuant to Section 3.18 is sufficient to pay such fees; provided, however, that to the extent that any payments made by such Independent Contractor would constitute Servicing Advances if made by the Servicer, such amounts shall be reimbursable as Servicing Advances made by the Servicer.
 
(d)  In addition to the withdrawals permitted under Section 3.23(c), the Servicer may from time to time make withdrawals from the REO Account for any REO Property: (i) to pay itself or any Sub-Servicer unpaid Servicing Fees in respect of the related Mortgage Loan; and (ii) to reimburse itself or any Sub-Servicer for unreimbursed Servicing Advances and Advances made in respect of such REO Property or the related Mortgage Loan. On the Servicer Remittance Date, the Servicer shall withdraw from each REO Account maintained by it and deposit into the Distribution Account in accordance with Section 3.10(d)(ii), for distribution on the related Distribution Date in accordance with Section 4.01, the income from the related REO Property received during the related Prepayment Period, net of any withdrawals made pursuant to Section 3.23(c) or this Section 3.23(d).
 
(e)  Subject to the time constraints set forth in Section 3.23(a), each REO Disposition shall be carried out by the Servicer in a manner, at such price and upon such terms and conditions as shall be in conformity with the requirements of the Loss Mitigation Procedures and as shall be normal and usual in its Servicing Standard.
 
(f)  The proceeds from the REO Disposition, net of any amount required by law to be remitted to the Mortgagor under the related Mortgage Loan and net of any payment or reimbursement to the Servicer or any Sub-Servicer as provided above, shall be deposited in the Distribution Account in accordance with Section 3.10(d)(ii) on the Servicer Remittance Date in the month following the receipt thereof for distribution on the related Distribution Date in accordance with Section 4.01. Any REO Disposition shall be for cash only (unless changes in the REMIC Provisions made subsequent to the Startup Day allow a sale for other consideration).
 
(g)  The Servicer shall file information returns with respect to the receipt of mortgage interest received in a trade or business, reports of foreclosures and abandonments of any Mortgaged Property and cancellation of indebtedness income with respect to any Mortgaged Property as required by Sections 6050H, 6050J and 6050P of the Code, respectively. Such reports shall be in form and substance sufficient to meet the reporting requirements imposed by such Sections 6050H, 6050J and 6050P of the Code.
 
SECTION 3.24.                      
Obligations of the Servicer in Respect of Prepayment Interest Shortfalls.
 
Not later than 1:00 p.m. New York time on each Servicer Remittance Date, the Servicer shall remit to the Distribution Account an amount (“Compensating Interest”) equal to the lesser of (A) the aggregate of the Prepayment Interest Shortfalls for the related Distribution Date and (B) its aggregate Servicing Fee for the related Due Period and any Prepayment Interest Excess for the related Distribution Date. The Servicer shall not have the right to reimbursement for any amounts remitted to the Trustee in respect of Compensating Interest. Such amounts so remitted shall be included in the Available Funds and distributed therewith on the next Distribution Date. The Servicer shall not be obligated to pay Compensating Interest with respect to Relief Act Interest Shortfalls.
 
SECTION 3.25.                      
Reports Filed with Securities and Exchange Commission.
 
(a)  (i) Within 15 days after each Distribution Date (subject to permitted extensions under the Exchange Act), the Trustee shall, on behalf of the Trust and in accordance with industry standards, prepare and file with the Commission via the Electronic Data Gathering and Retrieval System (“EDGAR”), the report on Form 10-D, signed by the Depositor, with a copy of the Monthly Statement to be furnished by the Trustee to the Certificateholders for such Distribution Date and such other information required to be reported by the Trust on Form 10-D as set forth in this Section 3.25; provided that the Trustee shall have received no later than 5 calendar days after the related Distribution Date, all information required to be provided to the Trustee as described in clause (a)(ii) 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, pursuant to the paragraph immediately below, be reported to the Depositor and the Trustee by the parties set forth on Exhibit T, approved by the Depositor, and the Trustee will have no duty or liability for any failure hereunder to determine or prepare any Additional Form 10-D Disclosure information absent such reporting, direction and approval.
 
(ii) Within 5 calendar days after the related Distribution Date, (i) the parties set forth in Exhibit T shall be required to provide, pursuant to Section 3.25(a)(v) below, to the Trustee (at cts.sec.notifications@wellsfargo.com, with a copy by facsimile to 410-715-2380) and the Depositor, to the extent known, in EDGAR-compatible format, or in such other format as otherwise agreed upon by the Trustee and such party, the form and substance of any Additional Form 10-D Disclosure, if applicable, (ii) the parties listed on Exhibit T hereto shall include with such Additional Form 10-D Disclosure, an Additional Disclosure Notification in the form attached hereto as Exhibit U, and (iii) 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. The Trustee has no duty under this Agreement to monitor or enforce the performance by the parties listed on Exhibit T of their duties under this paragraph or proactively solicit or procure from such parties any Additional Form 10-D Disclosure information. The Depositor will be responsible for any reasonable fees and expenses assessed or incurred by the Trustee in connection with including any Additional Form 10-D Disclosure on Form 10-D pursuant to this Section.
 
After preparing the Form 10-D, the Trustee shall forward electronically a draft copy of the Form 10-D to the Depositor for review (provided that such Form 10-D includes any Additional Form 10-D Disclosure) and execution. Within two Business Days after receipt of such copy, but no later than the 12th calendar day after the Distribution Date, the Depositor shall notify the Trustee in writing (which may be furnished electronically) of any changes to or approval of such Form 10-D. A duly authorized representative of the Depositor shall sign the Form 10-D no later than the close of business on the 13th calendar day after the Distribution Date 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 Trustee. If a Form 10-D cannot be filed on time or if a previously filed Form 10-D needs to be amended, the Trustee will follow the procedures set forth in Section 3.25(a)(vi). Promptly (but no later than 1 Business Day) after filing with the Commission, the Trustee will make available on its internet website a final executed copy of each Form 10-D prepared and filed by the Trustee. 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 hereby represents to the Trustee that the Depositor has filed all such required reports during the preceding 12 months and that it has been subject to such filing requirement for the past 90 days. The Depositor shall notify the Trustee in writing, no later than the fifth calendar day after the related Distribution Date with respect to the filing of a report on Form 10-D, if the answer to the questions should be “no.” The Trustee shall be entitled to rely on such representations in preparing and/or filing any such Form 10-D. The parties to this Agreement acknowledge that the performance by the Trustee of its duties under Sections 3.25(a)(i) and (vi) related to the timely preparation, arrangement for 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 Trustee shall have no liability for any loss, expense, damage or claim arising out of or with respect to any failure to properly prepare and/or timely file such Form 10-D, where such failure results from the Trustee’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.
 
(iii) (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 Trustee shall prepare and file on behalf of the Trust a 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 Certificates. 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, pursuant to the paragraph immediately below, be reported to the Depositor and the Trustee by the parties set forth on Exhibit T, approved by the Depositor, and the Trustee will have no duty or liability for any failure hereunder to determine or prepare any Form 8-K Disclosure Information absent such reporting, direction and approval.
 
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 T shall be required pursuant to Section 3.25(a)(v) below to provide to the Trustee (at cts.sec.notifications@wellsfargo.com, with a copy by facsimile to 410-715-2380) and the Depositor, to the extent known, in EDGAR-compatible format, or in such other format as otherwise agreed upon by the Trustee and such party, the form and substance of any Form 8-K Disclosure Information, if applicable, (ii) the parties listed on Exhibit T hereto shall include with such Form 8-K Disclosure Information, an Additional Disclosure Notification in the form attached hereto as Exhibit U, and (iii) 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. The Trustee has no duty under this Agreement to monitor or enforce the performance by the parties listed on Exhibit T of their duties under this paragraph or proactively solicit or procure from such parties any Form 8-K Disclosure Information. The Depositor will be responsible for any reasonable fees and expenses assessed or incurred by the Trustee in connection with including any Form 8-K Disclosure Information on Form 8-K pursuant to this Section.
 
After preparing the Form 8-K, the Trustee shall forward electronically a draft copy of the Form 8-K to the Depositor for review. No later than the close of business on the third Business Day after the Reportable Event, the Depositor shall notify the Trustee in writing (which may be furnished electronically) of any changes to or approval of such Form 8-K. A duly authorized representative of the Depositor shall sign the Form 8-K by noon on the 4th Business Day after the Reportable Event 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 Trustee. If a Form 8-K cannot be filed on time or if a previously filed Form 8-K needs to be amended, the Trustee will follow the procedures set forth in Section 3.25(a)(vi). Promptly (but no later than 1 Business Day) after filing with the Commission, the Trustee will make available on its internet website a final executed copy of each Form 8-K prepared and filed by the Trustee. The parties to this Agreement acknowledge that the performance by the Trustee of its duties under this Section 3.25(a)(iii) related to the timely preparation, arrangement for execution and filing of Form 8-K is contingent upon such parties strictly observing all applicable deadlines in the performance of their duties under this Section 3.25(a)(iii). The Trustee shall have no liability for any loss, expense, damage, claim arising out of or with respect to any failure to properly prepare and/or timely file such Form 8-K, where such failure results from the Trustee’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.
 
(iv) (A) On or before 90 days 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 2008, the Trustee 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 Trustee within the applicable time frames set forth in this Agreement, (I) the annual compliance statements required under Section 3.20, (II)(A) the annual reports on assessment of compliance with Servicing Criteria required under Section 3.21, and (B) any such report on assessment of compliance with servicing criteria described under Section 3.21 identifies any material instance of noncompliance, disclosure identifying such instance of noncompliance, or if any such report on assessment of compliance with Servicing Criteria described under Section 3.21 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 reports required under Section 3.21, and (B) if any registered public accounting firm attestation report described under Section 3.21 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 3.25 (a)(iv)(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, pursuant to the paragraph immediately below, be reported by the parties set forth on Exhibit T, approved by the Depositor, and the Trustee will have no duty or liability for any failure hereunder to determine or prepare any Additional Form 10-K Disclosure absent such reporting, direction and approval.
 
No later than March 1 (with a 10 calendar day cure period) of each year that the Trust is subject to the Exchange Act reporting requirements, commencing in 2008, (i) the parties set forth in Exhibit T shall be required to provide pursuant to Section 3.25(a)(v) below to the Trustee (at cts.sec.notifications@wellsfargo.com, with a copy by facsimile to 410-715-2380) and the Depositor, to the extent known, in EDGAR-compatible format, or in such other format as otherwise agreed upon by the Trustee and such party, the form and substance of any Additional Form 10-K Disclosure, if applicable, (ii) the parties listed on Exhibit T hereto shall include with such Additional Form 10-K Disclosure, an Additional Disclosure Notification in the form attached hereto as Exhibit U, and (iii) 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. The Trustee has no duty under this Agreement to monitor or enforce the performance by the parties listed on Exhibit T of their duties under this paragraph or proactively solicit or procure from such parties any Form 10-K Disclosure Information. The Depositor will be responsible for any reasonable fees and expenses assessed or incurred by the Trustee in connection with including any Additional Form 10-K Disclosure on Form 10-K pursuant to this Section.
 
After preparing the Form 10-K, the Trustee shall forward electronically a draft copy of the Form 10-K to the Depositor for review. Within three (3) Business Days after receipt of such copy, but no later than March 25th, the Depositor shall notify the Trustee of any changes to or approval of such Form 10-K. The Depositor shall cause a senior officer of the Depositor to sign the Form 10-K no later than four (4) Business Days prior to the 10-K Filing Deadline 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 Trustee. If a Form 10-K cannot be filed on time or if a previously filed Form 10-K needs to be amended, the Trustee will follow the procedures set forth in Section 3.25(a)(vi). Promptly (but no later than 1 Business Day) after filing with the Commission, the Trustee will make available on its internet website a final executed copy of each Form 10-K prepared and filed by the Trustee. 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 hereby represents to the Trustee that the Depositor has filed all such required reports during the preceding 12 months and that it has been subject to such filing requirement for the past 90 days. The Depositor shall notify the Trustee 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 the questions should be “no.” The Trustee shall be entitled to rely on such representations in preparing and/or filing any such Form 10-K. The parties to this Agreement acknowledge that the performance by the Trustee of its duties under Sections 3.25(a)(iv) and (vi) related to the timely preparation 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 3.20 and Section 3.21. The Trustee shall have no liability for any loss, expense, damage or claim arising out of or with respect to any failure to properly prepare and/or timely file such Form 10-K, where such failure results from the Trustee’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.
 
Each Form 10-K shall include a certification (the “Sarbanes-Oxley Certification”), exactly as set forth in Exhibit R-1 attached hereto, required to be included therewith pursuant to the Sarbanes-Oxley Act. The Trustee shall 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 R-2, 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. The senior officer of the Depositor shall serve as the Certifying Person on behalf of the Trust. In the event the Trustee is terminated or resigns pursuant to the terms of this Agreement, the Trustee shall provide a Back-Up Certification to the Certifying Person pursuant to this Section 3.25(a)(iv) with respect to the period of time it was subject to this Agreement.
 
(v) With respect to any Additional Form 10-D Disclosure, Additional Form 10-K Disclosure or any Form 8-K Disclosure Information (collectively, the “Additional Disclosure”) relating to the Trust Fund, the Trustee’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 T as the responsible party for providing that information, if other than the Trustee, as and when required as described in Section 3.25(a)(i) through (iv) above. Each of the Servicer, the Seller and Depositor hereby agree to notify and provide to the extent known to the Trustee and the Depositor all Additional Disclosure relating to the Trust Fund, with respect to which such party is indicated in Exhibit T as the responsible party for providing that information. The Swap Provider will be obligated pursuant to the Swap Agreement to provide to the Trustee any information that may be required to be included in any Form 10-D, Form 8-K or Form 10-K. The Servicer shall be responsible for determining the pool concentration applicable to any Sub-Servicer or originator at any time, for purposes of disclosure as required by Items 1117 and 1119 of Regulation AB.
 
(vi) On or prior to January 30 of the first year in which the Trustee is able to do so under applicable law, the Trustee shall prepare and file a Form 15 Suspension Notification relating to the automatic suspension of reporting in respect of the Trust under the Exchange Act.
 
In the event that the Trustee 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 Trustee will promptly notify the Depositor. In the case of Form 10-D and Form 10-K, the Depositor, Servicer and Trustee will cooperate to prepare and file a Form 12b-25, a Form 10-D/A and a Form 10-K/A as applicable, pursuant to Rule 12b-25 of the Exchange Act. In the case of Form 8-K, the Trustee 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, Form 10-D or Form 10-K needs to be amended in connection with any Additional Form 10-D Disclosure (other than, in the case of Form 10-D, for the purpose of restating any Monthly Statement), Additional Form 10-K Disclosure or Form 8-K Disclosure Information, the Trustee will notify the Depositor and the Servicer and such parties will cooperate to prepare any necessary Form 8-K/A, Form 10-D/A or Form 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 a duly authorized representative or senior officer in charge of securitization, as applicable, of the Depositor. The Depositor and Servicer acknowledge that the performance by the Trustee of its duties under this Section 3.25(a)(vi) related to the timely preparation, arrangement for execution 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 the Servicer and the Depositor performing their duties under this Section. The Trustee 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, Form 10-D or Form 10-K, where such failure results from the Trustee’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, Form 10-D or Form 10-K, not resulting from its own negligence, bad faith or willful misconduct.
 
The Depositor agrees to promptly furnish to the Trustee, from time to time upon request, such further information, reports and financial statements within its control related to this Agreement, the Mortgage Loans as the Trustee reasonably deems appropriate to prepare and file all necessary reports with the Commission. The Trustee shall have no responsibility to file any items other than those specified in this Section 3.25; provided, however, the Trustee will 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. Fees and expenses incurred by the Trustee in connection with this Section 3.25 shall not be reimbursable from the Trust Fund.
 
(b)  In connection with the filing of any Form 10-K hereunder, the Trustee shall sign a certification (a “Form of Back-Up Certification for Form 10K Certificate,” substantially in the form attached hereto as Exhibit R-2) for the Depositor regarding certain aspects of the Form 10-K certification signed by the Depositor, provided, however, that the Trustee shall not be required to undertake an analysis of any accountant’s report attached as an exhibit to the Form 10-K.
 
(c)  The Trustee shall indemnify and hold harmless the Depositor and its officers, directors and affiliates from and against any losses, damages, penalties, fines, forfeitures, reasonable and necessary legal fees and related costs, judgments and other costs and expenses arising out of or based upon (i) a breach of the Trustee’s obligations under this Section 3.25 or the Trustee’s negligence, bad faith or willful misconduct in connection therewith and (ii) any material misstatement or omission in the Annual Statement of Compliance delivered by the Trustee pursuant to Section 3.20 or the Assessment of Compliance delivered by the Trustee pursuant to Section 3.21.
 
The Depositor shall indemnify and hold harmless the Trustee and the Custodian and the officers, directors and affiliates of each 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 this Section 3.25.
 
The Servicer shall indemnify and hold harmless the Trustee and the Custodian and the respective officers, directors and affiliates of each from and against any losses, damages, penalties, fines, forfeitures, reasonable and necessary legal fees and related costs, judgments and other costs and expenses arising out of or based upon (i) a breach of the obligations of the Servicer under this Section 3.25 and (ii) any material misstatement or omission in the Annual Statement of Compliance delivered by the Servicer pursuant to Section 3.20 or the Assessment of Compliance delivered by the Servicer pursuant to Section 3.21.
 
If the indemnification provided for herein is unavailable or insufficient to hold harmless the Depositor, the Trustee or the Custodian, as applicable, then the defaulting party, in connection with a breach of its respective obligations under this Section 3.25, agrees that it shall contribute to the amount paid or payable by each such party as a result of the losses, claims, damages or liabilities of such party in such proportion as is appropriate to reflect the relative fault of the defaulting party on the one hand and each such non-defaulting party on the other.
 
(d)  Nothing shall be construed from the foregoing subsections (a), (b) and (c) to require the Trustee or any officer, director or Affiliate thereof to sign any Form 10-K or any certification contained therein. Furthermore, the inability of the Trustee to file a Form 10-K as a result of the lack of required information as set forth in Section 3.25(a) or required signatures on such Form 10-K or any certification contained therein shall not be regarded as a breach by the Trustee of any obligation under this Agreement.
 
(e)  Notwithstanding the provisions of Section 11.01, this Section 3.25 may be amended without the consent of the Certificateholders.
 
SECTION 3.26.                      
Obligations of the Servicer in Respect of Mortgage Rates and Monthly Payments.
 
In the event that a shortfall in any collection on or liability with respect to the Mortgage Loans in the aggregate results from or is attributable to adjustments to Mortgage Rates, Monthly Payments or Stated Principal Balances that were made by the Servicer in a manner not consistent with the terms of the related Mortgage Note and this Agreement, the Servicer, upon discovery or receipt of notice thereof, immediately shall deposit in the Collection Account from its own funds the amount of any such shortfall and shall indemnify and hold harmless the Trust Fund, the Trustee, the Depositor and any successor servicer in respect of any such liability. Such indemnities shall survive the termination or discharge of this Agreement. Notwithstanding the foregoing, this Section 3.26 shall not limit the ability of the Servicer to seek recovery of any such amounts from the related Mortgagor under the terms of the related Mortgage Note, as permitted by law.
 
SECTION 3.27.                      
Solicitations.
 
From and after the Closing Date, the Servicer agrees that it will not take any action or permit or cause any action to be taken by any of its agents and Affiliates, or by any independent contractors or independent mortgage brokerage companies on the Servicer’s behalf, to personally, by telephone, mail or electronic mail, solicit the Mortgagor under any Mortgage Loan for the purpose of refinancing such Mortgage Loan; provided, that the Servicer may solicit any Mortgagor for whom the Servicer has received a request for verification of mortgage, a request for demand for payoff, a mortgagor initiated written or verbal communication indicating a desire to prepay the related Mortgage Loan, another mortgage company has pulled a credit report on the mortgagor or the mortgagor initiates a title search; provided further, it is understood and agreed that promotions undertaken by the Servicer or any of its Affiliates which (i) concern optional insurance products or other additional products or (ii) are directed to the general public at large, including, without limitation, mass mailings based on commercially acquired mailing lists, newspaper, radio and television advertisements shall not constitute solicitation under this Section, nor is the Servicer prohibited from responding to unsolicited requests or inquiries made by a Mortgagor or an agent of a Mortgagor. Furthermore, the Servicer shall be permitted to include in its monthly statements to borrowers or otherwise, statements regarding the availability of the Servicer’s counseling services with respect to refinancing mortgage loans.
 
Notwithstanding the foregoing, with respect to any Fixed-Rate Mortgage Loan, the Servicer may solicit the Mortgagor for the purpose of refinancing such Mortgage Loan, beginning 60 days prior to the later of (i) the expiration of the related Prepayment Charge term, if applicable and (ii) 24 months following origination of such Mortgage Loan and with respect to any Adjustable-Rate Mortgage Loan, the Servicer may solicit the Mortgagor for the purpose of refinancing such Mortgage Loan, beginning 60 days prior to the later of (i) the expiration of the related Prepayment Charge term, if applicable and (ii) the expiration of any applicable fixed-rate period.
 
SECTION 3.28.                      
[Reserved].
 
SECTION 3.29.                      
Advancing Facility.
 
(a)  The Servicer and/or the Trustee on behalf of the Trust Fund, in either case, with the consent of the NIMS Insurer and the Servicer in the case of the Trustee, is hereby authorized to enter into a facility (the “Advancing Facility”) with any Person which provides that such Person (an “Advancing Person”) may fund Advances and/or Servicing Advances to the Trust Fund under this Agreement, although no such facility shall reduce or otherwise affect the Servicer’s obligation to fund such Advances and/or Servicing Advances. If the Servicer enters into such an Advancing Facility pursuant to this Section 3.29, upon reasonable request of the Advancing Person, the Trustee shall execute a letter of acknowledgment, confirming its receipt of notice of the existence of such Advancing Facility. To the extent that an Advancing Person funds any Advance or any Servicing Advance and provides the Trustee with notice acknowledged by the Servicer that such Advancing Person is entitled to reimbursement, such Advancing Person shall be entitled to receive reimbursement pursuant to this Agreement for such amount to the extent provided in Section 3.29(b). Such notice from the Advancing Person must specify the amount of the reimbursement, the Section of this Agreement that permits the applicable Advance or Servicing Advance to be reimbursed and the section(s) of the Advancing Facility that entitle the Advancing Person to request reimbursement from the Trustee, rather than the Servicer, and include the Servicer’s acknowledgment thereto or proof of an Event of Default under the Advancing Facility. The Trustee shall have no duty or liability with respect to any calculation of any reimbursement to be paid to an Advancing Person and shall be entitled to rely without independent investigation on the Advancing Person’s notice provided pursuant to this Section 3.29. An Advancing Person whose obligations hereunder are limited to the funding of Advances and/or Servicing Advances shall not be required to meet the qualifications of a Servicer or a Sub-Servicer pursuant to Section 6.06 hereof and will not be deemed to be a Sub-Servicer under this Agreement. If the terms of a facility proposed to be entered into with an Advancing Person by the Trust Fund would not materially and adversely affect the interests of any Certificateholder, then the NIMS Insurer shall not withhold its consent to the Trust Fund’s entering such facility.
 
(b)  If an Advancing Facility is entered into, then the Servicer shall not be permitted to reimburse itself therefor under Section 3.11(a)(ii), Section 3.11(a)(iii), Section 3.11(a)(vi), Section 3.11(a)(vii), Section 3.11(a)(viii) and Section 4.04(b) prior to the remittance to the Trust Fund, but instead the Servicer shall include such amounts in the applicable remittance to the Trustee made pursuant to Section 3.10(a). The Trustee is hereby authorized to pay to the Advancing Person, reimbursements for Advances and Servicing Advances from the Distribution Account to the same extent the Servicer would have been permitted to reimburse itself for such Advances and/or Servicing Advances in accordance with Section 3.11(a)(ii), Section 3.11(a)(iii), Section 3.11(a)(vi), Section 3.11(a)(vii), Section 3.11(a)(viii) or Section 4.04(b), as the case may be, had the Servicer itself funded such Advance or Servicing Advance. The Trustee is hereby authorized to pay directly to the Advancing Person such portion of the Servicing Fee as the parties to any advancing facility agree.
 
(c)  All Advances and Servicing Advances made pursuant to the terms of this Agreement shall be deemed made and shall be reimbursed on a “first in-first out” (FIFO) basis.
 
(d)  Any amendment to this Section 3.29 or to any other provision of this Agreement that may be necessary or appropriate to effect the terms of an Advancing Facility as described generally in this Section 3.29, including amendments to add provisions relating to a successor servicer, may be entered into by the Trustee and the Servicer without the consent of any Certificateholder but with the consent of the NIMS Insurer, notwithstanding anything to the contrary in this Agreement.
 
 
ARTICLE IV
 
FLOW OF FUNDS
 
SECTION 4.01.                      
Distributions.
 
(a)  (I)          On each Distribution Date, the Trustee shall withdraw from the Distribution Account that portion of Available Funds for such Distribution Date consisting of the Group I Interest Remittance Amount for such Distribution Date, and make the following disbursements and transfers in the order described below, in each case to the extent of the Group I Interest Remittance Amount remaining for such Distribution Date:
 
(i)  to the Holders of the Group I Certificates, the Monthly Interest Distributable Amount and the Unpaid Interest Shortfall Amount, if any, allocable to such Certificates for such Distribution Date; and
 
(ii)  concurrently, to the Holders of each Class of Group II Certificates, on a pro rata basis based on the entitlement of each such Class, an amount equal to the excess, if any, of (x) the amount required to be distributed pursuant to Sections 4.01(a)(II)(i) below for such Distribution Date over (y) the amount actually distributed pursuant to such section from the Group II Interest Remittance Amount.
 
(II) On each Distribution Date the Trustee shall withdraw from the Distribution Account that portion of Available Funds for such Distribution Date consisting of the Group II Interest Remittance Amount for such Distribution Date, and make the following disbursements and transfers in the order described below, in each case to the extent of the Group II Interest Remittance Amount remaining for such Distribution Date:
 
(i)  concurrently, to the Holders of each Class of Group II Certificates, on a pro rata basis based on the entitlement of each such Class, the Monthly Interest Distributable Amount and the Unpaid Interest Shortfall Amount, if any, allocable to such Certificates for such Distribution Date; and
 
(ii)  to the Holders of the Group I Certificates, an amount equal to the excess, if any, of (x) the amount required to be distributed pursuant to Section 4.01(a)(I)(i) above for such Distribution Date over (y) the amount actually distributed pursuant to such section from the Group I Interest Remittance Amount.
 
(III) On each Distribution Date, following the distributions made pursuant to Sections 4.01(a)(I) and 4.01(a)(II) above, the sum of the Group I Interest Remittance Amount and the Group II Interest Remittance Amount remaining undistributed for such Distribution Date, will be distributed sequentially to the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8 and Class M-9 Certificates, in that order, in an amount equal to the Monthly Interest Distributable Amount allocable to each such Class of Certificates.
 
(b)  (I)         On each Distribution Date (a) prior to the Stepdown Date or (b) on which a Trigger Event is in effect, distributions in respect of principal to the extent of the Group I Principal Distribution Amount shall be made in the following amounts and order:
 
(i)  to the Holders of the Group I Certificates, until the Certificate Principal Balance thereof has been reduced to zero; and
 
(ii)  after taking into account the amount distributed to the Holders of the Group II Certificates pursuant to Section 4.01(b)(II)(i) below on such Distribution Date, to the Holders of each Class of Group II Certificates (allocated among the Group II Certificates as described below), until the Certificate Principal Balances thereof have been reduced to zero.
 
(II) On each Distribution Date (a) prior to the Stepdown Date or (b) on which a Trigger Event is in effect, distributions in respect of principal to the extent of the Group II Principal Distribution Amount shall be made in the following amounts and order:
 
(i)  to the Holders of the Group II Certificates (allocated among the Group II Certificates as described below), until the Certificate Principal Balances thereof have been reduced to zero; and
 
(ii)  after taking into account the amount distributed to the Holders of the Group I Certificates pursuant to Section 4.01(b)(I)(i) above on such Distribution Date, to the Holders of the Group I Certificates, until the Certificate Principal Balance thereof has been reduced to zero.
 
(III) On each Distribution Date (a) prior to the Stepdown Date or (b) on which a Trigger Event is in effect, distributions in respect of principal to the extent of the sum of the Group I Principal Distribution Amount and the Group II Principal Distribution Amount remaining undistributed for such Distribution Date shall be made sequentially to the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8 and Class M-9 Certificates, in that order, in each case, until the Certificate Principal Balance of each such Class has been reduced to zero.
 
(c)  (I)          On each Distribution Date (a) on or after the Stepdown Date and (b) on which a Trigger Event is not in effect, distributions in respect of principal to the extent of the Group I Principal Distribution Amount shall be made in the following amounts and order:
 
(i)  to the Holders of the Group I Certificates, the Group I Senior Principal Distribution Amount, until the Certificate Principal Balance thereof has been reduced to zero; and
 
(ii)  to the Holders of each Class of Group II Certificates (allocated among the Group II Certificates as described below), an amount equal to the excess, if any, of (x) the amount required to be distributed pursuant to Section 4.01(c)(II)(i) below for such Distribution Date over (y) the amount actually distributed pursuant to such section from the Group II Principal Distribution Amount on such Distribution Date.
 
(II) On each Distribution Date (a) on or after the Stepdown Date and (b) on which a Trigger Event is not in effect, distributions in respect of principal to the extent of the Group II Principal Distribution Amount shall be made in the following amounts and order:
 
(i)  to the Holders of the Group II Certificates (allocated among the Group II Certificates as described below), the Group II Senior Principal Distribution Amount until the Certificate Principal Balances thereof have been reduced to zero; and
 
(ii)  to the Holders of the Group I Certificates, an amount equal to the excess, if any, of (x) the amount required to be distributed pursuant to Section 4.01(c)(I)(i) above for such Distribution Date over (y) the amount actually distributed pursuant to such section from the Group I Principal Distribution Amount on such Distribution Date.
 
(III) On each Distribution Date (a) on or after the Stepdown Date and (b) on which a Trigger Event is not in effect, distributions in respect of principal to the extent of the sum of the Group I Principal Distribution Amount and the Group II Principal Distribution Amount remaining undistributed for such Distribution Date shall be made in the following amounts and order:
 
(i)  to the Holders of the Class M-1 Certificates, the Class M-1 Principal Distribution Amount until the Certificate Principal Balance thereof has been reduced to zero;
 
(ii)  to the Holders of the Class M-2 Certificates, the Class M-2 Principal Distribution Amount until the Certificate Principal Balance thereof has been reduced to zero;
 
(iii)  to the Holders of the Class M-3 Certificates, the Class M-3 Principal Distribution Amount until the Certificate Principal Balance thereof has been reduced to zero;
 
(iv)  to the Holders of the Class M-4 Certificates, the Class M-4 Principal Distribution Amount until the Certificate Principal Balance thereof has been reduced to zero;
 
(v)  to the Holders of the Class M-5 Certificates, the Class M-5 Principal Distribution Amount until the Certificate Principal Balance thereof has been reduced to zero;
 
(vi)  to the Holders of the Class M-6 Certificates, the Class M-6 Principal Distribution Amount until the Certificate Principal Balance thereof has been reduced to zero;
 
(vii)  to the Holders of the Class M-7 Certificates, the Class M-7 Principal Distribution Amount until the Certificate Principal Balance thereof has been reduced to zero;
 
(viii)  to the Holders of the Class M-8 Certificates, the Class M-8 Principal Distribution Amount until the Certificate Principal Balance thereof has been reduced to zero; and
 
(ix)  to the Holders of the Class M-9 Certificates, the Class M-9 Principal Distribution Amount until the Certificate Principal Balance thereof has been reduced to zero.
 
With respect to the Group II Certificates, all principal distributions will be distributed sequentially to the Class II-A-1, Class II-A-2, Class II-A-3 and Class II-A-4 Certificates, in that order, until the Certificate Principal Balance of each such Class of Certificates has been reduced to zero; provided, however, on any Distribution Date on which the aggregate Certificate Principal Balance of the Subordinate Certificates has been reduced to zero, all principal distributions will be distributed concurrently to each Class of the Group II Certificates pro rata based on the Certificate Principal Balance of each such Class.
 
(d)  On each Distribution Date, the Net Monthly Excess Cashflow shall be distributed as follows:
 
(i)  to the Holders of the Class or Classes of Certificates then entitled to receive distributions in respect of principal, in an amount equal to any Extra Principal Distribution Amount, distributable to such Holders as part of the Group I Principal Distribution Amount and/or the Group II Principal Distribution Amount as described under Section 4.01(b) and Section 4.01(c) above;
 
(ii)  sequentially, to the Holders of the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8 and Class M-9 Certificates, in that order, in each case, first up to the Unpaid Interest Shortfall Amount for each such Class and second up to the Allocated Realized Loss Amount for each such Class;
 
(iii)  to the Net WAC Rate Carryover Reserve Account, the amount of any Net WAC Rate Carryover Amounts on the Class A and Mezzanine Certificates for such Distribution Date;
 
(iv)  to the Swap Provider, any Swap Termination Payments resulting from a Swap Provider Trigger Event;
 
(v)  to the Holders of the Class C Certificates, (a) the Monthly Interest Distributable Amount and any remaining Overcollateralization Release Amount for such Distribution Date and (b) on any Distribution Date on which the Certificate Principal Balances of the Class A Certificates and the Mezzanine Certificates have been reduced to zero, any remaining amounts in reduction of the Certificate Principal Balance of the Class C Certificates, until the Certificate Principal Balance thereof has been reduced to zero;
 
(vi)  if such Distribution Date follows the Prepayment Period during which occurs the latest date on which a Prepayment Charge may be required to be paid in respect of any Mortgage Loans, to the Holders of the Class P Certificates, in reduction of the Certificate Principal Balance thereof, until the Certificate Principal Balance thereof is reduced to zero; and
 
(vii)  any remaining amounts to the Holders of the Residual Certificates (in respect of the appropriate Class R Interest).
 
On each Distribution Date, all amounts representing Prepayment Charges in respect of the Mortgage Loans received during the related Prepayment Period and any Servicer Prepayment Charge Amounts paid by the Servicer during the related Prepayment Period will be withdrawn from the Distribution Account and distributed by the Trustee to the Holders of the Class P Certificates and shall not be available for distribution to the Holders of any other Class of Certificates. The payment of the foregoing amounts to the Holders of the Class P Certificates shall not reduce the Certificate Principal Balances thereof.
 
(e)  On each Distribution Date, after making the distributions of the Available Funds as set forth above, the Trustee will withdraw from the Net WAC Rate Carryover Reserve Account, to the extent of amounts on deposit therein, the amount of any Net WAC Rate Carryover Amount for such Distribution Date and distribute such amount in the following order:
 
(i)  concurrently, to each Class of Class A Certificates, on a pro rata basis based on the related Net WAC Rate Carryover Amount for each such Class, the related Net WAC Rate Carryover Amount; and
 
(ii)  sequentially, to the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8 and Class M-9 Certificates, in that order, the related Net WAC Rate Carryover Amount.
 
(f)  On or before each Distribution Date, Net Swap Payments (whether payable to the Swap Provider or to the Supplemental Interest Trust Trustee), any Swap Termination Payment owed to the Swap Provider not resulting from a Swap Provider Trigger Event pursuant to the Swap Agreement and any Swap Termination Payments owed to the Supplemental Interest Trust Trustee will be deposited by the Supplemental Interest Trust Trustee into the Swap Account. On each Distribution Date and prior to any distribution to any Certificate, the Swap Administrator shall withdraw and distribute from amounts on deposit in the Swap Account (other than amounts representing Swap Termination Payments received by the Supplemental Interest Trust Trustee) the following amounts:
 
(i)  to the Swap Provider, any Net Swap Payment owed to the Swap Provider pursuant to the Interest Rate Swap Agreement for such Distribution Date; and
 
(ii)  to the Swap Provider, any Swap Termination Payment owed to the Swap Provider not due to a Swap Provider Trigger Event pursuant to the Interest Rate Swap Agreement and to the extent not paid by the Supplemental Interest Trust Trustee from any upfront payment received pursuant to any replacement interest rate swap agreement.
 
On each Distribution Date, after making the distributions of the Available Funds, Net Monthly Excess Cashflow and amounts on deposit in the Net WAC Rate Carryover Reserve Account as set forth above, the Trustee, in its capacity as Supplemental Interest Trust Trustee, shall distribute the amount on deposit in the Swap Account as follows:
 
(i)  concurrently, to each Class of Class A Certificates, the related Monthly Interest Distributable Amount and Unpaid Interest Shortfall Amount remaining undistributed, on a pro rata basis based on such respective remaining Monthly Interest Distributable Amount;
 
(ii)  sequentially, to the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8 and Class M-9 Certificates, in that order, the related Monthly Interest Distributable Amount and Unpaid Interest Shortfall Amount, to the extent remaining undistributed;
 
(iii)  to the Holders of the Class or Classes of Certificates then entitled to receive distributions in respect of principal, in an amount equal to the difference between (x) the Overcollateralization Deficiency Amount, if any, and (y) the amount distributed pursuant to Section 4.01(d)(i) of this Agreement;
 
(iv)  sequentially to the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8 and Class M-9 Certificates, in that order, in each case up to the related Allocated Realized Loss Amount related to such Certificates for such Distribution Date remaining undistributed;
 
(v)  concurrently, to each Class of Class A Certificates, the related Net WAC Rate Carryover Amount remaining undistributed, on a pro rata basis based on such respective remaining Net WAC Rate Carryover Amounts; and
 
(vi)  sequentially, to the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8 and Class M-9 Certificates, in that order, the related Net WAC Rate Carryover Amount remaining undistributed.
 
Notwithstanding any of the foregoing, the aggregate amount distributed under clause (iii) above on such Distribution Date, when added to the cumulative amount distributed under clause (iii) above on all prior Distribution Dates, will not be permitted to exceed the cumulative amount of Realized Losses incurred on the Mortgage Loans since the Cut-off Date through the last day of the Prepayment Period (reduced by the aggregate amount of Subsequent Recoveries received since the Cut-off Date through the last day of the Prepayment Period). Any amounts that would otherwise be distributable from the Supplemental Interest Trust on any Distribution Date under clause (iii) above, but for the foregoing proviso, will be retained in the Supplemental Interest Trust and will be included in amounts available for distribution from the Supplemental Interest Trust on the next succeeding Distribution Date, subject to the foregoing proviso in the case of amounts to be distributed under clause (iii) above.
 
(g)  [Reserved].
 
(h)  Method of Distribution. The Trustee shall make distributions in respect of a Distribution Date to each Certificateholder of record on the related Record Date (other than as provided in Section 10.01 respecting the final distribution), in the case of Certificateholders of the Regular Certificates, by check or money order mailed to such Certificateholder at the address appearing in the Certificate Register, or by wire transfer. Distributions among Certificateholders shall be made in proportion to the Percentage Interests evidenced by the Certificates held by such Certificateholders.
 
(i)  Distributions on Book-Entry Certificates. Each distribution with respect to a Book-Entry Certificate shall be paid to the Depository, which shall credit the amount of such distribution to the accounts of its Depository Participants in accordance with its normal procedures. Each Depository Participant shall be responsible for disbursing such distribution to the Certificate Owners that it represents and to each indirect participating brokerage firm (a “brokerage firm” or “indirect participating firm”) for which it acts as agent. Each brokerage firm shall be responsible for disbursing funds to the Certificate Owners that it represents. All such credits and disbursements with respect to a Book-Entry Certificate are to be made by the Depository and the Depository Participants in accordance with the provisions of the Certificates. None of the Trustee, the Depositor, the Servicer or the Originator shall have any responsibility therefor except as otherwise provided by applicable law.
 
(j)  Subsequent Recoveries. On each Distribution Date, following all distributions on the Certificates pursuant to Section 4.01, an amount equal to the amount of Subsequent Recoveries deposited into the Collection Account pursuant to Section 3.10 and included in the Available Funds for such Distribution Date will be applied to increase the Certificate Principal Balance of the Class of Certificates with the Highest Priority up to the extent of such Realized Losses previously allocated to that Class of Certificates pursuant to Section 4.08. An amount equal to the amount of any remaining Subsequent Recoveries will be applied to increase the Certificate Principal Balance of the Class of Certificates with the next Highest Priority, up to the amount of such Realized Losses previously allocated to that Class of Certificates pursuant to Section 4.08, and so on. Holders of such Certificates will not be entitled to any distribution in respect of interest on the amount of such increases for any Accrual Period preceding the Distribution Date on which such increase occurs. Any such increases shall be applied to the Certificate Principal Balance of each Certificate of such Class in accordance with its respective Percentage Interest.
 
(k)  It is the intention of all of the parties hereto that the Class C Certificates receive all principal and interest received by the Trust on the Mortgage Loans that is not otherwise distributable to any other Class of Regular Certificates or REMIC Regular Interests. If the Trustee determines that the Residual Certificates are entitled to any distributions, the Trustee, prior to any such distribution to any Residual Certificate, shall notify the Depositor of such impending distribution. Upon such notification, the Depositor will request an amendment to the Pooling and Servicing Agreement to revise such mistake in the distribution provisions. The Residual Certificate Holders, by acceptance of their Certificates, and the Servicer(s) hereby agree and no further consent shall be necessary, notwithstanding anything to the contrary in Section 11.01 of the Pooling and Servicing Agreement.
 
SECTION 4.02.                      
[Reserved].
 
SECTION 4.03.                      
Statements.
 
(a)  On each Distribution Date, based, as applicable, on information provided to it by the Servicer, the Trustee shall prepare and make available to each Holder of the Regular Certificates, the Swap Provider, the Servicer and the Rating Agencies, a statement as to the distributions made on such Distribution Date (the “Monthly Statement”):
 
(i)  the amount of the distribution made on such Distribution Date to the Holders of each Class of Regular Certificates allocable to principal and the amount of the distribution made to the Holders of the Class P Certificates allocable to Prepayment Charges and Servicer Prepayment Charge Payment Amounts;
 
(ii)  the amount of the distribution made on such Distribution Date to the Holders of each Class of Regular Certificates (other than the Class P Certificates) allocable to interest, separately identified;
 
(iii)  Net Monthly Excess Cashflow, the Overcollateralized Amount, the Overcollateralization Release Amount, the Overcollateralization Deficiency Amount and the Overcollateralization Target Amount as of such Distribution Date and the Excess Overcollateralized Amount for the Mortgage Pool for such Distribution Date;
 
(iv)  any fees and expenses of the Trust accrued and paid on such Distribution Date and to whom such fees and expenses were paid;
 
(v)  the aggregate amount of Advances for the related Due Period (including the general purpose of such Advances);
 
(vi)  the aggregate amount of interest and scheduled principal received or advanced by the Servicer with respect to the related Due Period;
 
(vii)  with respect to each Loan Group, the related group balance at the Close of Business at the end of the related Due Period;
 
(viii)  the number, aggregate Principal Balance, weighted average remaining term to maturity and weighted average Mortgage Rate of the Mortgage Loans as of the related Determination Date;
 
(ix)  the number and aggregate unpaid principal balance of Mortgage Loans (except those Mortgage Loans that are liquidated as of the end of the related Prepayment Period) that were (as determined using the OTS method) (A) Delinquent (exclusive of Mortgage Loans in bankruptcy or foreclosure and REO Properties) (1) 30 to 59 days, (2) 60 to 89 days and (3) 90 or more days, (B) as to which foreclosure proceedings have been commenced and Delinquent (1) 30 to 59 days, (2) 60 to 89 days and (3) 90 or more days, (C) in bankruptcy and Delinquent (1) 30 to 59 days, (2) 60 to 89 days and (3) 90 or more days, in each case as of the Close of Business on the last day of the calendar month preceding such Distribution Date and (D) REO Properties;
 
(x)  the Delinquency Percentage;
 
(xi)  the total number and cumulative principal balance of all Liquidated Mortgage Loans as of the Close of Business of the last day of the preceding Prepayment Period, prior to the reduction of each principal balance to zero;
 
(xii)  the total number and cumulative principal balance of all REO Properties as of the Close of Business of the last day of the preceding Prepayment Period;
 
(xiii)  the aggregate amount of Principal Prepayments in full, the aggregate amount of Principal Prepayments in part and Net Liquidation Proceeds made during the related Prepayment Period;
 
(xiv)  the aggregate amount of Realized Losses incurred during the related Prepayment Period and the cumulative amount of Realized Losses;
 
(xv)  the aggregate amount of extraordinary Trust Fund expenses withdrawn from the Collection Account for such Distribution Date;
 
(xvi)  the Certificate Principal Balance of each Class of Class A Certificates, each class of Mezzanine Certificates and the Class C Certificates, before and after giving effect to the distributions made on such Distribution Date;
 
(xvii)  the Monthly Interest Distributable Amount in respect of each Class of Class A Certificates, each class of Mezzanine Certificates and the Class C Certificates for such Distribution Date and the Unpaid Interest Shortfall Amount, if any, with respect to the Class A Certificates, the Mezzanine Certificates and the Class C Certificates for such Distribution Date;
 
(xviii)  the aggregate amount of any Prepayment Interest Shortfalls for such Distribution Date, to the extent not covered by payments by the Servicer pursuant to Section 3.26;
 
(xix)  the Senior Credit Enhancement Percentage for such Distribution Date;
 
(xx)  the Net WAC Rate Carryover Amount for each class of Class A Certificates and each class of Mezzanine Certificates, if any, for such Distribution Date and the amount remaining unpaid after reimbursements therefor on such Distribution Date;
 
(xxi)  the amount of any Net Swap Payments or Swap Termination Payments (a) due from the Trust and (b) due from the Swap Provider;
 
(xxii)  whether the Stepdown Date or a Trigger Event is in effect;
 
(xxiii)  the total cashflows received (including amounts received from the Supplemental Interest Trust Trustee under the Interest Rate Swap Agreement);
 
(xxiv)  the respective Pass-Through Rates applicable to each Class of Class A and Mezzanine Certificates for such Distribution Date and the Pass-Through Rate applicable to each Class of Class A Certificates and Mezzanine Certificates for the immediately succeeding Distribution Date;
 
(xxv)  the amount on deposit Net WAC Rate Carryover Reserve Account; and
 
(xxvi)  the applicable Record Date, Accrual Period and Determination Date for calculating distributions for such Distribution Date.
 
The Trustee will make such statement (and, at its option, any additional files containing the same information in an alternative format) available each month to Certificateholders, the NIMS Insurer, the Swap Provider and the Rating Agencies via the Trustee’s internet website. The Trustee’s internet website shall initially be located at “www.ctslink.com”. Assistance in using the website can be obtained by calling the Trustee’s customer service desk at (301) 815-6600. Parties that are unable to use the above distribution option are entitled to have a paper copy mailed to them via first class mail by calling the customer service desk and indicating such. The Trustee shall have the right to change the way such statements are distributed in order to make such distribution more convenient and/or more accessible to the above parties and the Trustee shall provide timely and adequate notification to all above parties regarding any such changes. As a condition to access the Trustee’s internet website, the Trustee may require registration and the acceptance of a disclaimer. The Trustee will not be liable for the dissemination of information in accordance with this Agreement. The Trustee shall also be entitled to rely on but shall not be responsible for the content or accuracy of any information provided by third parties for purposes of preparing the distribution date statement and may affix thereto any disclaimer it deems appropriate in its reasonable discretion (without suggesting liability on the part of any other party thereto).
 
In the case of information furnished pursuant to subclauses (i) through (iii) above, the amounts shall be expressed in a separate section of the report as a dollar amount for each Class for each $1,000 original dollar amount as of the Cut-off Date.
 
In addition, the Trustee will report on Form 10-D any material breaches of representations and warranties regarding the Mortgage Loans to the extent known to the Trustee and if applicable, material modifications, extensions or waivers to Mortgage Loan terms, fees, penalties or payments during the preceding calendar month or that have become material over time.
 
For all purposes of this Agreement, with respect to any Mortgage Loan, delinquencies shall be determined by the Trustee from information provided by the Servicer and reported by the Trustee based on the OTS methodology for determining delinquencies on mortgage loans similar to the Mortgage Loans. By way of example, a Mortgage Loan would be Delinquent with respect to a Monthly Payment due on a Due Date if such Monthly Payment is not made by the close of business on the Mortgage Loan's next succeeding Due Date, and a Mortgage Loan would be more than 30-days Delinquent with respect to such Monthly Payment if such Monthly Payment were not made by the close of business on the Mortgage Loan’s second succeeding Due Date (the “OTS Method”). The Servicer hereby represents and warrants to the Depositor that it is not subject to any delinquency recognition policy established by its safety and soundness regulators.
 
(b)  Within a reasonable period of time after the end of each calendar year, the Trustee shall, upon written request, furnish to the NIMS Insurer and each Person who at any time during the calendar year was a Certificateholder of a Regular Certificate, if requested in writing by such Person, such information as is reasonably necessary to provide to such Person a statement containing the information set forth in subclauses (i) through (iii) above, aggregated for such calendar year or applicable portion thereof during which such Person was a Certificateholder. Such obligation of the Trustee shall be deemed to have been satisfied to the extent that substantially comparable information shall be prepared and furnished by the Trustee to Certificateholders pursuant to any requirements of the Code as are in force from time to time.
 
(c)  On each Distribution Date, the Trustee shall make available to the NIMS Insurer and the Residual Certificateholders a copy of the reports forwarded to the Regular Certificateholders in respect of such Distribution Date with such other information as the Trustee deems necessary or appropriate.
 
(d)  Within a reasonable period of time after the end of each calendar year, the Trustee shall deliver to the NIMS Insurer and each Person who at any time during the calendar year was a Residual Certificateholder, if requested in writing by such Person, such information as is reasonably necessary to provide to such Person a statement containing the information provided pursuant to the previous paragraph aggregated for such calendar year or applicable portion thereof during which such Person was a Residual Certificateholder. Such obligation of the Trustee shall be deemed to have been satisfied to the extent that substantially comparable information shall be prepared and furnished to Certificateholders by the Trustee pursuant to any requirements of the Code as from time to time in force.
 
(e)  For each Distribution Date, through and including the Distribution Date in December 2007, the Trustee shall calculate the Significance Percentage of the Interest Rate Swap Agreement. If on any such Distribution Date, the Significance Percentage is equal to or greater than 9%, the Trustee shall promptly notify the Depositor and the Depositor, on behalf of the Trustee, shall obtain the financial information required to be delivered by the Swap Provider pursuant to the terms of the Interest Rate Swap Agreement. If, on any succeeding Distribution Date through and including the Distribution Date in December 2007, the Significance Percentage is equal to or greater than 10%, the Trustee shall promptly notify the Depositor and the Depositor shall, within 5 Business Days of such Distribution Date, deliver to the Trustee the financial information provided to it by the Swap Provider for inclusion in the Form 10-D relating to such Distribution Date. If on any Distribution Date after December 2007, the Significance Percentage is greater than 10%, the Trustee shall include the Significance Percentage on the statement to Certificateholders for the related Distribution Date.
 
SECTION 4.04.                       
Remittance Reports; Advances.
 
(a)  On the second Business Day following each Determination Date but in no event later than the earlier of (i) such date which would allow the indenture trustee to submit a claim to the NIMS Insurer under the Indenture so as to allow a timely payment by the NIMS Insurer under the insurance policy related to the notes insured by the NIMS Insurer and (ii) the 20th day of each month (or if such 20th day is not a Business Day, the preceding Business Day), the Servicer shall deliver to the Trustee by telecopy or electronic mail (or by such other means as the Servicer and the Trustee may agree from time to time) a Remittance Report in the form of Exhibit O hereto (or such form mutually agreed upon) with respect to the related Distribution Date. Not later than the 20th day of each month (or if such 20th day is not a Business Day, the preceding Business Day), the Servicer shall deliver or cause to be delivered to the Trustee in addition to the information provided on the Remittance Report, such other information reasonably available to it with respect to the Mortgage Loans as the Trustee may reasonably require to perform the calculations necessary to make the distributions contemplated by Section 4.01 and to prepare the statements to Certificateholders contemplated by Section 4.03. The Trustee shall not be responsible to recompute, recalculate or verify any information provided to it by the Servicer.
 
(b)  The amount of Advances to be made by the Servicer for any Distribution Date shall equal, subject to Section 4.04(d), the sum of (i) the aggregate amount of Monthly Payments (net of the related Servicing Fee), due during the related Due Period in respect of the Mortgage Loans, which Monthly Payments were delinquent on a contractual basis as of the Close of Business on the related Determination Date and (ii) with respect to each REO Property, which REO Property was acquired during or prior to the related Due Period and as to which REO Property an REO Disposition did not occur during the related Due Period, an amount equal to the excess, if any, of the REO Imputed Interest on such REO Property for the most recently ended calendar month, over the net income from such REO Property transferred to the Distribution Account pursuant to Section 3.23 for distribution on such Distribution Date.
 
(c)  On or before 1:00 p.m. New York time on the Servicer Remittance Date, the Servicer shall remit in immediately available funds to the Trustee for deposit in the Distribution Account an amount equal to the aggregate amount of Advances, if any, to be made in respect of the Mortgage Loans and REO Properties for the related Distribution Date either (i) from its own funds or (ii) from the Collection Account, to the extent of funds held therein for future distribution (in which case it will cause to be made an appropriate entry in the records of Collection Account that amounts held for future distribution have been, as permitted by this Section 4.04, used by the Servicer in discharge of any such Advance) or (iii) in the form of any combination of (i) and (ii) aggregating the total amount of Advances to be made by the Servicer with respect to the Mortgage Loans and REO Properties. Any amounts held for future distribution used by the Servicer to make an Advance as permitted in the preceding sentence or withdrawn by the Servicer as permitted in Section 3.11(a)(ii) in reimbursement of Advances previously made shall be appropriately reflected in the Servicer’s records and replaced by the Servicer by deposit in the Collection Account on or before any future Servicer Remittance Date to the extent that the Available Funds for the related Distribution Date (determined without regard to Advances to be made on the Servicer Remittance Date) shall be less than the total amount that would be distributed to the Classes of Certificateholders pursuant to Section 4.01 on such Distribution Date if such amounts held for future distributions had not been so used to make Advances or reimburse for previously made Advances. The Trustee will provide notice to the NIMS Insurer and the Servicer by telecopy by the Close of Business on any Servicer Remittance Date in the event that the amount remitted by the Servicer to the Trustee on such date is less than the Advances required to be made by the Servicer for the related Distribution Date, as set forth in the related Remittance Report.
 
(d)  The obligation of the Servicer to make such Advances is mandatory, notwithstanding any other provision of this Agreement but subject to (e) below, and, with respect to any Mortgage Loan, shall continue until the Mortgage Loan is paid in full or until the recovery of all Liquidation Proceeds thereon.
 
(e)  Notwithstanding anything herein to the contrary, no Advance or Servicing Advance shall be required to be made hereunder by the Servicer if such Advance or Servicing Advance would, if made, constitute a Nonrecoverable Advance. The determination by the Servicer that it has made a Nonrecoverable Advance or that any proposed Advance or Servicing Advance, if made, would constitute a Nonrecoverable Advance, shall be evidenced by an Officers’ Certificate of the Servicer delivered to the NIMS Insurer, the Depositor and the Trustee.
 
SECTION 4.05.                      
Net WAC Rate Carryover Reserve Account.
 
No later than the Closing Date, the Trustee shall establish and maintain with itself a separate, segregated trust account titled, “Net WAC Rate Carryover Reserve Account, Wells Fargo Bank, N.A., as Trustee, in trust for registered Holders of Option One Mortgage Loan Trust 2007-3, Asset-Backed Certificates, Series 2007-3” which shall be an Eligible Account.
 
On each Distribution Date as to which there is a Net WAC Rate Carryover Amount payable to the Class A Certificates and/or the Mezzanine Certificates, the Trustee has been directed by the Class C Certificateholders to, and therefore will, deposit into the Net WAC Rate Carryover Reserve Account the amounts described in Section 4.01(d)(iii), rather than distributing such amounts to the Class C Certificateholders. On each such Distribution Date, the Trustee shall hold all such amounts for the benefit of the Holders of the Class A Certificates and the Mezzanine Certificates, and will distribute such amounts to the Holders of the Class A Certificates and/or the Mezzanine Certificates in the amounts and priorities set forth in Section 4.01(e).
 
On or after any Distribution Date following the reduction of the aggregate Certificate Principal Balance of the Class A and Mezzanine Certificates to zero, any amounts remaining in the Net WAC Rate Carryover Reserve Account after the payment of any Net WAC Rate Carryover Amounts on the Class A Certificates and the Mezzanine Certificates for such Distribution Date, shall be distributed to the Class C Certificateholder or their designee.
 
It is the intention of the parties hereto that, for federal and state income and state and local franchise tax purposes, the Net WAC Rate Carryover Reserve Account be disregarded as an entity separate from the Holder of the Class C Certificates unless and until the date when either (a) there is more than one Class C Certificateholder or (b) any Class of Certificates in addition to the Class C Certificates is recharacterized as an equity interest in the Net WAC Rate Carryover Reserve Account for federal income tax purposes, in which case it is the intention of the parties hereto that, for federal and state income and state and local franchise tax purposes, the Net WAC Rate Carryover Reserve Account be treated as a partnership; provided, that the Trustee shall not be required to prepare and file partnership tax returns in respect of such partnership unless it receives additional reasonable compensation (not to exceed $10,000 per year) for the preparation of such filings, written notification recognizing the creation of a partnership agreement or comparable documentation evidencing the partnership, if any. The Net WAC Rate Carryover Reserve Account will be an “outside reserve fund” within the meaning of Treasury Regulation Section 1.860G-2(h). All amounts deposited into the Net WAC Rate Carryover Reserve Account shall be treated as amounts distributed by REMIC 3 to the Holder of the Class C Interest and by REMIC 4 to the Holders of the Class C Certificates. Upon the termination of the Trust, or the payment in full of the Class A Certificates and the Mezzanine Certificates, all amounts remaining on deposit in the Net WAC Rate Carryover Reserve Account will be released by the Trust and distributed to the Class C Certificateholders or their designees. The Net WAC Rate Carryover Reserve Account will be part of the Trust but not part of any REMIC and any payments to the Holders of the Class A Certificates or the Mezzanine Certificates of Net WAC Rate Carryover Amounts will not be payments with respect to a “regular interest” in a REMIC within the meaning of Code Section 860(G)(a)(1).
 
By accepting a Class C Certificate, each Class C Certificateholder hereby agrees to direct the Trustee, and the Trustee hereby is directed, to deposit into the Net WAC Rate Carryover Reserve Account the amounts described above on each Distribution Date as to which there is any Net WAC Rate Carryover Amount rather than distributing such amounts to the Class C Certificateholders. By accepting a Class C Certificate, each Class C Certificateholder further agrees that such direction is given for good and valuable consideration, the receipt and sufficiency of which is acknowledged by such acceptance.
 
Amounts on deposit in the Net WAC Rate Carryover Reserve Account shall remain uninvested.
 
For federal tax return and information reporting, the value of the right of the Holders of the Class A and the Mezzanine Certificates to receive payments from the Net WAC Rate Carryover Reserve Account in respect of any Net WAC Rate Carryover Amount shall be de minimis.
 
SECTION 4.06.                      
Distributions on the REMIC Regular Interests.
 
(a)  On each Distribution Date, the Trustee shall cause in the following order of priority, the following amounts to be distributed by REMIC 1 to REMIC 2 on account of the REMIC 1 Regular Interests or withdrawn from the Distribution Account and distributed to the Holders of the Class R Certificates (in respect of the Class R-1 Interest), as the case may be:
 
(i)  to Holders of each of REMIC 1 Regular Interest I, REMIC 1 Regular Interest II and REMIC 1 Regular Interest I-1-A through I-71-B, pro rata, in an amount equal to (A) Uncertificated Accrued Interest for such REMIC 1 Regular Interests for such Distribution Date, plus (B) any amounts payable in respect thereof remaining unpaid from previous Distribution Dates;
 
(ii)  to the extent of amounts remaining after the distributions made pursuant to clause (i) above, payments of principal shall be allocated as follows: first, to REMIC 1 Regular Interest II in an amount equal to the aggregate principal distributions made on the Class A Certificates and the Mezzanine Certificates until the Uncertificated Principal Balance REMIC 1 Regular Interest II has been reduced to zero, second, to REMIC 1 Regular Interest I in an amount equal to the aggregate principal distributions made on the Certificates other than the Class A Certificates, the Mezzanine Certificates and the Class P Certificates until the Uncertificated Principal Balance of REMIC 1 Regular Interest I has been reduced to zero and third, to REMIC 1 Regular Interest I-1-A through I-71-B, starting with the lowest numerical denomination until each such REMIC 1 Regular Interest has been reduced to zero, provided that, for REMIC 1 Regular Interests with the same numerical denomination, such distributions shall be allocated pro rata between such REMIC 1 Regular Interests; and
 
(iii)  to the Holders of REMIC 1 Regular Interest I-71-A and REMIC 1 Regular Interest I-71-B, pro rata, on each Distribution Date, 100% of the amount paid in respect of Prepayment Charges.
 
(b)  On each Distribution Date, the Trustee shall cause in the following order of priority, the following amounts to be distributed by REMIC 2 to REMIC 3 on account of the REMIC 2 Regular Interests or withdrawn from the Distribution Account and distributed to the Holders of the Class R Certificates (in respect of the Class R-2 Interest), as the case may be:
 
(i)  to the Holders of REMIC 2 Regular Interest LTIO, in an amount equal to (A) Uncertificated Accrued Interest for such REMIC 2 Regular Interest for such Distribution Date, plus (B) any amounts in respect thereof remaining unpaid from previous Distribution Dates;
 
(ii)  first, to Holders of REMIC 2 Regular Interest LTAA, REMIC 2 Regular Interest LTIA1, REMIC 2 Regular Interest LTIIA1, REMIC 2 Regular Interest LTIIA2, REMIC 2 Regular Interest LTIIA3, REMIC 2 Regular Interest LTIIA4, REMIC 2 Regular Interest LTM1, REMIC 2 Regular Interest LTM2, REMIC 2 Regular Interest LTM3, REMIC 2 Regular Interest LTM4, REMIC 2 Regular Interest LTM5, REMIC 2 Regular Interest LTM6, REMIC 2 Regular Interest LTM7, REMIC 2 Regular Interest LTM8, REMIC 2 Regular Interest LTM9, REMIC 2 Regular Interest LTZZ and REMIC 2 Regular Interest LTP, pro rata, in an amount equal to (A) the Uncertificated Accrued Interest for such Distribution Date, plus (B) any amounts in respect thereof remaining unpaid from previous Distribution Dates. Amounts payable as Uncertificated Accrued Interest in respect of REMIC 2 Regular Interest LTZZ shall be reduced and deferred when the REMIC 2 Overcollateralized Amount is less than the REMIC 2 Overcollateralization Target Amount, by the lesser of (x) the amount of such difference and (y) the Maximum LTZZ Uncertificated Interest Deferral Amount and such amount shall be payable to the Holders of REMIC 2 Regular Interest LTIA1, REMIC 2 Regular Interest LTIIA1, REMIC 2 Regular Interest LTIIA2, REMIC 2 Regular Interest LTIIA3, REMIC 2 Regular Interest LTIIA4, REMIC 2 Regular Interest LTM1, REMIC 2 Regular Interest LTM2, REMIC 2 Regular Interest LTM3, REMIC 2 Regular Interest LTM4, REMIC 2 Regular Interest LTM5, REMIC 2 Regular Interest LTM6, REMIC 2 Regular Interest LTM7, REMIC 2 Regular Interest LTM8 and REMIC 2 Regular Interest LTM9 in the same proportion as the Overcollateralization Increase Amount is allocated to the Corresponding Certificates and the Uncertificated Principal Balance of REMIC 2 Regular Interest LTZZ shall be increased by such amount;
 
(iii)  to the Holders of REMIC 2 Regular Interests, in an amount equal to the remainder of the Available Funds for such Distribution Date after the distributions made pursuant to clause (i) above, allocated as follows:
 
(a) 98.00% of such remainder (other than amounts payable under clause (c) below), to the Holders of REMIC 2 Regular Interest LTAA and REMIC 2 Regular Interest LTP, until the Uncertificated Principal Balance of such REMIC 2 Regular Interest is reduced to zero, provided, however, that REMIC 2 Regular Interest LTP shall not be reduced until the Distribution Date immediately following the expiration of the latest Prepayment Charge as identified on the Prepayment Charge Schedule or any Distribution Date thereafter, at which point such amount shall be distributed to REMIC 2 Regular Interest LTP, until $100 has been distributed pursuant to this clause;
 
(b) 2.00% of such remainder (other than amounts payable under clause (c) below), first, to the Holders of REMIC 2 Regular Interest LTIA1, REMIC 2 Regular Interest LTIIA1, REMIC 2 Regular Interest LTIIA2, REMIC 2 Regular Interest LTIIA3, REMIC 2 Regular Interest LTIIA4, REMIC 2 Regular Interest LTM1, REMIC 2 Regular Interest LTM2, REMIC 2 Regular Interest LTM3, REMIC 2 Regular Interest LTM4, REMIC 2 Regular Interest LTM5, REMIC 2 Regular Interest LTM6, REMIC 2 Regular Interest LTM7, REMIC 2 Regular Interest LTM8 and REMIC 2 Regular Interest LTM9, 1.00% of and, in the same proportion as principal payments are allocated to the Corresponding Certificates, until the Uncertificated Principal Balances of such REMIC 2 Regular Interests are reduced to zero and second, to the Holders of REMIC 2 Regular Interest LTZZ, 1.00% of such remainder, until the Uncertificated Principal Balance of such REMIC 2 Regular Interest is reduced to zero; and
 
(c) any remaining amount to the Holders of the Class R Certificates (in respect of the Class R-2 Interest);
 
provided, however, that (i) 98.00% and (ii) 2.00% of any principal payments that are attributable to an Overcollateralization Reduction Amount shall be allocated to Holders of (i) REMIC 2 Regular Interest LTAA and REMIC 2 Regular Interest LTP, in that order and (ii) REMIC 2 Regular Interest LTZZ, respectively; provided that REMIC 2 Regular Interest LTP shall not be reduced until the Distribution Date immediately following the expiration of the latest Prepayment Charge as identified on the Prepayment Charge Schedule or any Distribution Date thereafter, at which point such amount shall be distributed to REMIC 2 Regular Interest LTP, until $100 has been distributed pursuant to this clause; and
 
(iv)  Notwithstanding the distributions described in this Section 4.07, distribution of funds shall be made only in accordance with Section 4.01.
 
On each Distribution Date, 100% of the amounts distributed on REMIC 2 Regular Interest LTIO shall be deemed distributed by REMIC 2 to REMIC 3 in respect of the Class SWAP-IO Interest. Such amounts shall be deemed distributed by REMIC 3 to REMIC 6 in respect of REMIC 6 Regular Interest SWAP-IO. Such amounts shall be deemed distributed by REMIC 6 to the Swap Administrator for deposit into the Swap Account.
 
On each Distribution Date, all amounts representing Prepayment Charges in respect of the Mortgage Loans received during the related Prepayment Period will be distributed by REMIC 2 to the Holders of REMIC 2 Regular Interest LTP. The payment of the foregoing amounts to the Holders of REMIC 2 Regular Interest LTP shall not reduce the Uncertificated Principal Balance thereof.
 
SECTION 4.07.                      
Allocation of Realized Losses.
 
(a)  All Realized Losses on the Mortgage Loans allocated to any Regular Certificate shall be allocated by the Trustee on each Distribution Date as follows: first, as provided in Section 1.03, to the interest accrued on the Class C Certificates after the allocation thereto of certain interest shortfalls as provided in Section 1.03; second, to the Class C Certificates (determined for purposes of this Section 4.07 as the amount by which (A) the aggregate Uncertificated Principal Balance of the REMIC 1 Regular Interests immediately preceding such Distribution Date exceeds (B) the aggregate Certificate Principal Balance of the Class A Certificates, the Mezzanine Certificates and the Class P Certificates immediately preceding such Distribution Date), until the Certificate Principal Balance thereof has been reduced to zero; third, to the Class M-9 Certificates, until the Certificate Principal Balance thereof has been reduced to zero; fourth, to the Class M-8 Certificates, until the Certificate Principal Balance thereof has been reduced to zero; fifth, to the Class M-7 Certificates, until the Certificate Principal Balance thereof has been reduced to zero; sixth, to the Class M-6 Certificates, until the Certificate Principal Balance thereof has been reduced to zero; seventh, to the Class M-5 Certificates, until the Certificate Principal Balance thereof has been reduced to zero; eighth, to the Class M-4 Certificates, until the Certificate Principal Balance thereof has been reduced to zero; ninth, to the Class M-3 Certificates, until the Certificate Principal Balance thereof has been reduced to zero; tenth, to the Class M-2 Certificates, until the Certificate Principal Balance thereof has been reduced to zero; and eleventh, to the Class M-1 Certificates, until the Certificate Principal Balance thereof has been reduced to zero. All Realized Losses to be allocated to the Certificate Principal Balances of all Classes on any Distribution Date shall be so allocated after the actual distributions to be made on such date as provided above. All references above to the Certificate Principal Balance of any Class of Certificates shall be to the Certificate Principal Balance of such Class immediately prior to the relevant Distribution Date, before reduction thereof by any Realized Losses, in each case to be allocated to such Class of Certificates, on such Distribution Date.
 
Any allocation of Realized Losses to a Mezzanine Certificate on any Distribution Date shall be made by reducing the Certificate Principal Balance thereof by the amount so allocated; any allocation of Realized Losses to a Class C Certificate shall be made by reducing the amount otherwise payable in respect thereof pursuant to Section 4.01(d)(v). No allocations of any Realized Losses shall be made to the Certificate Principal Balances of the Class A Certificates or the Class P Certificates.
 
(b)  All Realized Losses on the Mortgage Loans shall be deemed to have been allocated first, to REMIC 1 Regular Interest II in an amount equal to the aggregate Realized Losses allocated to the Class A Certificates and the Mezzanine Certificates until the Uncertificated Principal Balance REMIC 1 Regular Interest II has been reduced to zero, second, to REMIC 2 Regular Interest I in an amount equal to the aggregate Realized Losses allocated to the Certificates other than the Class A Certificates and the Mezzanine Certificates until the Uncertificated Principal Balance of REMIC 2 Regular Interest I has been reduced to zero and third, to REMIC 2 Regular Interest I-1-A through I-71-B, starting with the lowest numerical denomination until each such REMIC 1 Regular Interest has been reduced to zero, provided that, for REMIC 1 Regular Interests with the same numerical denomination, such Realized Losses shall be allocated pro rata between such REMIC 1 Regular Interests.
 
(b)  All Realized Losses on the Mortgage Loans shall be allocated by the Trustee on each Distribution Date to the following REMIC 2 Regular Interests in the specified percentages, as follows: first, to Uncertificated Accrued Interest payable to the REMIC 2 Regular Interest LTAA and REMIC 2 Regular Interest LTZZ up to an aggregate amount equal to the REMIC 2 Interest Loss Allocation Amount, 98% and 2%, respectively; second, to the Uncertificated Principal Balances of the REMIC 2 Regular Interest LTAA and REMIC 2 Regular Interest LTZZ up to an aggregate amount equal to the REMIC 2 Principal Loss Allocation Amount, 98% and 2%, respectively; third, to the Uncertificated Principal Balances of REMIC 2 Regular Interest LTAA, REMIC 2 Regular Interest LTM9 and REMIC 2 Regular Interest LTZZ, 98%, 1.00%, and 1%, respectively, until the Uncertificated Principal Balance of REMIC 2 Regular Interest LTM9 has been reduced to zero; fourth, to the Uncertificated Principal Balances of REMIC 2 Regular Interest LTAA, REMIC 2 Regular Interest LTM8 and REMIC 2 Regular Interest LTZZ, 98%, 1.00%, and 1%, respectively, until the Uncertificated Principal Balance of REMIC 2 Regular Interest LTM8 has been reduced to zero; fifth, to the Uncertificated Principal Balances of REMIC 2 Regular Interest LTAA, REMIC 2 Regular Interest LTM7 and REMIC 2 Regular Interest LTZZ, 98%, 1.00%, and 1%, respectively, until the Uncertificated Principal Balance of REMIC 2 Regular Interest LTM7 has been reduced to zero; sixth, to the Uncertificated Principal Balances of REMIC 2 Regular Interest LTAA, REMIC 2 Regular Interest LTM6 and REMIC 2 Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Principal Balance of REMIC 2 Regular Interest LTM6 has been reduced to zero; seventh, to the Uncertificated Principal Balances of REMIC 2 Regular Interest LTAA, REMIC 2 Regular Interest LTM5 and REMIC 2 Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Principal Balance of REMIC 2 Regular Interest LTM5 has been reduced to zero; eighth, to the Uncertificated Principal Balances of REMIC 2 Regular Interest LTAA, REMIC 2 Regular Interest LTM4 and REMIC 2 Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Principal Balance of REMIC 2 Regular Interest LTM4 has been reduced to zero; ninth, to the Uncertificated Principal Balances of REMIC 2 Regular Interest LTAA, REMIC 2 Regular Interest LTM3 and REMIC 2 Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Principal Balance of REMIC 2 Regular Interest LTM3 has been reduced to zero; tenth, to the Uncertificated Principal Balances of REMIC 2 Regular Interest LTAA, REMIC 2 Regular Interest LTM2 and REMIC 2 Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Principal Balance of REMIC 2 Regular Interest LTM2 has been reduced to zero and eleventh, to the Uncertificated Principal Balances of REMIC 2 Regular Interest LTAA, REMIC 2 Regular Interest LTM1 and REMIC 2 Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Principal Balance of REMIC 2 Regular Interest LTM1 has been reduced to zero.
 
SECTION 4.08.                      
Swap Account.
 
(a)  On the Closing Date, there is hereby established a separate trust (the “Supplemental Interest Trust”), into which the Depositor shall deposit: (i) the Interest Rate Swap Agreement and (ii) the Swap Administration Agreement. The Supplemental Interest Trust shall be maintained by the Supplemental Interest Trust Trustee. No later than the Closing Date, the Supplemental Interest Trust Trustee shall establish and maintain a separate, segregated trust account to be held in the Supplemental Interest Trust, titled, “Swap Account, Wells Fargo Bank, N.A., as Supplemental Interest Trust Trustee, in trust for the Swap Provider and the registered holders of Option One Mortgage Loan Trust 2007-3, Asset-Backed Certificates, Series 2007-3.” Such account shall be an Eligible Account and funds on deposit therein shall be held separate and apart from, and shall not be commingled with, any other moneys, including, without limitation, other moneys of the Trustee, in its capacity as Supplemental Interest Trust Trustee, held pursuant to this Agreement. Amounts therein shall be held uninvested.
 
(b)  On each Distribution Date, prior to any distribution to any Certificate, the Trustee shall deliver to the Supplemental Interest Trust Trustee for deposit into the Swap Account: (i) the amount of any Net Swap Payment or Swap Termination Payment (other than any Swap Termination Payment resulting from a Swap Provider Trigger Event) owed to the Swap Provider (after taking into account any upfront payment received from the counterparty to a replacement swap agreement) from funds collected and received with respect to the Mortgage Loans prior to the determination of Available Funds and (ii) amounts received by the Trustee from the Swap Administrator, for distribution in accordance with Section 4.01(f), pursuant to the Swap Administration Agreement, dated as of the Closing Date (the “Swap Administration Agreement”), among Wells Fargo Bank, N.A. in its capacity as Supplemental Interest Trustee, Trustee and Swap Administrator and Option One Mortgage Corporation (in substantially the form attached hereto as Exhibit N). For federal income tax purposes, any amounts paid to the Swap Provider on each Distribution Date shall first be deemed paid to the Swap Provider in respect of the Class SWAP-IO Interest to the extent of the amount distributable on such Class SWAP-IO Interest on such Distribution Date, and any remaining amount shall be deemed paid to the Swap Provider in respect of a Class IO Distribution Amount (as defined below).
 
(c)  It is the intention of the parties hereto that, for federal and state income and state and local franchise tax purposes, the Supplemental Interest Trust be disregarded as an entity separate from the Holder of the Class C Certificates unless and until the date when either (a) there is more than one Class C Certificateholder or (b) any Class of Certificates in addition to the Class C Certificates is recharacterized as an equity interest in the Supplemental Interest Trust for federal income tax purposes, in which case it is the intention of the parties hereto that, for federal and state income and state and local franchise tax purposes, the Supplemental Interest Trust be treated as a partnership; provided, that the Trustee shall not be required to prepare and file partnership tax returns in respect of such partnership unless it receives additional reasonable compensation (not to exceed $10,000 per year) for the preparation of such filings, written notification recognizing the creation of a partnership agreement or comparable documentation evidencing the partnership, if any. The Supplemental Interest Trust will be an “outside reserve fund” within the meaning of Treasury Regulation Section 1.860G-2(h).
 
(d)  To the extent that the Supplemental Interest Trust is determined to be a separate legal entity from the Supplemental Interest Trust Trustee, any obligation of the Supplemental Interest Trust Trustee under the Interest Rate Swap Agreement shall be deemed to be an obligation of the Supplemental Interest Trust.
 
(e)  The Trustee shall treat the Holders of Certificates (other than the Class P, Class C, Class R and Class R-X Certificates) as having entered into a notional principal contract with respect to the Holders of the Class C Certificates. Pursuant to each such notional principal contract, all Holders of Certificates (other than the Class P, Class C, Class R and Class R-X Certificates) shall be treated as having agreed to pay, on each Distribution Date, to the Holder of the Class C Certificates an aggregate amount equal to the excess, if any, of (i) the amount payable on such Distribution Date on the REMIC 3 Regular Interest corresponding to such Class of Certificates over (ii) the amount payable on such Class of Certificates on such Distribution Date (such excess, a “Class IO Distribution Amount”). A Class IO Distribution Amount payable from interest collections shall be allocated pro rata among such Certificates based on the amount of interest otherwise payable to such Certificates, and a Class IO Distribution Amount payable from principal collections shall be allocated to the most subordinate Class of Certificates with an outstanding principal balance to the extent of such balance. In addition, pursuant to such notional principal contract, the Holder of the Class C Certificates shall be treated as having agreed to pay Net WAC Rate Carryover Amounts to the Holders of the Certificates (other than the Class C, Class P, Class R and Class R-X Certificates) in accordance with the terms of this Agreement. Any payments to the Certificates from amounts deemed received in respect of this notional principal contract shall not be payments with respect to a Regular Interest in a REMIC within the meaning of Code Section 860G(a)(1). However, any payment from the Certificates (other than the Class C, Class P, Class R and Class R-X Certificates) of a Class IO Distribution Amount shall be treated for tax purposes as having been received by the Holders of such Certificates in respect of their interests in REMIC 3 and as having been paid by such Holders to the Swap Administrator pursuant to the notional principal contract. Thus, each Certificate (other than the Class P, Class R and Class R-X Certificates) shall be treated as representing not only ownership of Regular Interests in REMIC 3, but also ownership of an interest in, and obligations with respect to, a notional principal contract.
 
SECTION 4.09.                      
Tax Treatment of Swap Payments and Swap Termination Payments
 
For federal income tax purposes, each holder of a Class A or Mezzanine Certificate is deemed to own an undivided beneficial ownership interest in a REMIC regular interest and the right to receive payments from either the Basis Risk Shortfall Reserve Fund or the Supplemental Interest Trust in respect of any Basis Risk Shortfall Carry-Forward Amounts or the obligation to make payments to the Supplemental Interest Trust. For federal income tax purposes, the Trustee will account for payments to each Class A and Mezzanine Certificates as follows: each Class A and Mezzanine Certificate will be treated as receiving their entire payment from REMIC 3 (regardless of any Swap Termination Payment or obligation under the Swap Agreement) and subsequently paying their portion of any Swap Termination Payment in respect of each such Class’ obligation under the Swap Agreement. In the event that any such Class is resecuritized in a REMIC, the obligation under the Swap Agreement to pay any such Swap Termination Payment (or any shortfall in Swap Provider Fee), will be made by one or more of the REMIC Regular Interests issued by the resecuritization REMIC subsequent to such REMIC Regular Interest receiving its full payment from any such Class A or Mezzanine Certificate. Resecuritization of any Class A or Mezzanine Certificate in a REMIC will be permissible only if the Trustee hereunder is the trustee in such resecuritization.
 
The REMIC regular interest corresponding to a Class A or Mezzanine Certificate will be entitled to receive interest and principal payments at the times and in the amounts equal to those made on the certificate to which it corresponds, except that (i) the maximum interest rate of that REMIC regular interest will equal the Net WAC Rate computed for this purpose by limiting the Notional Amount of the Swap Agreement to the aggregate Principal Balance of the Mortgage Loans and (ii) any Swap Termination Payment will be treated as being payable solely from Net Monthly Excess Cashflow. As a result of the foregoing, the amount of distributions and taxable income on the REMIC regular interest corresponding to a Class A or Mezzanine Certificate may exceed the actual amount of distributions on the Class A or Mezzanine Certificate.
 
SECTION 4.10.                  
Swap Collateral Account
 
The Trustee (in its capacity as Supplemental Interest Trust Trustee) is hereby directed to perform the obligations of the Custodian as defined under the Swap Credit Support Annex (the “Swap Custodian”). On or before the Closing Date, the Swap Custodian shall establish a Swap Collateral Account. The Swap Collateral Account shall be held in the name of the Swap Custodian in trust for the benefit of the Certificateholders. The Swap Collateral Account must be an Eligible Account and shall be titled “Swap Collateral Account, Wells Fargo Bank, N.A., as Swap Custodian for registered Certificateholders of Option One Mortgage Loan Trust 2007-3, Asset-Backed Certificates, Series 2007-3.”
 
The Swap Custodian shall credit to Swap Collateral Account all collateral (whether in the form of cash or securities) posted by the Swap Provider to secure the obligations of the Swap Provider in accordance with the terms of the Interest Rate Swap Agreement. Except for investment earnings, the Swap Provider shall not have any legal, equitable or beneficial interest in the Swap Collateral Account other than in accordance with this Agreement, the Interest Rate Swap Agreement and applicable law. The Swap Custodian shall maintain and apply all collateral and earnings thereon on deposit in the Swap Collateral Account in accordance with Swap Credit Support Annex.
 
Cash collateral posted by the Swap Provider in accordance with the Swap Credit Support Annex shall be invested at the direction of the Swap Provider in Permitted Investments in accordance with the requirements of the Swap Credit Support Annex. All amounts earned on amounts on deposit in the Swap Collateral Account (whether cash collateral or securities) shall be for the account of and taxable to the Swap Provider. If no investment direction is provided, such amounts shall remain uninvested.
 
Upon the occurrence of an Event of Default or Specified Condition (each as defined in the Interest Rate Swap Agreement) with respect to the Swap Provider or upon occurrence or designation of an Early Termination Date (as defined in the Interest Rate Swap Agreement) as a result of any such Event of Default or Specified Condition with respect to the Swap Provider, and, in either such case, unless the Swap Provider has paid in full all of its Obligations (as defined in the Swap Credit Support Annex) that are then due, then any collateral posted by the Swap Provider in accordance with the Swap Credit Support Annex shall be applied to the payment of any Obligations due to Party B (as defined in the Interest Rate Swap Agreement) in accordance with the Swap Credit Support Annex. To the extent the Swap Custodian is required to return any of the Posted Collateral (as defined in the Swap Credit Support Annex) to the Swap Provider under the terms of the Swap Credit Support Annex, the Swap Custodian shall return such collateral in accordance with the terms of the Swap Credit Support Annex.
 
SECTION 4.11.                      
Rights and Obligations Under the Interest Rate Swap Agreement.
 
In the event that the Swap Provider fails to perform any of its obligations under the Interest Rate Swap Agreement (including, without limitation, its obligation to make any payment or transfer collateral), or breaches any of its representations and warranties thereunder, or in the event that any Event of Default, Termination Event, or Additional Termination Event (each as defined in the Interest Rate Swap Agreement) occurs with respect to the Interest Rate Swap Agreement, the Trustee (in its capacity as Supplemental Interest Trust Trustee) shall, promptly following actual notice of such failure, breach or event, notify the Depositor and send any notices and make any demands, on behalf of the Supplemental Interest Trust, required to enforce the rights of the Supplemental Interest Trust under the Interest Rate Swap Agreement.
 
In the event that the Swap Provider’s obligations are guaranteed by a third party under a guaranty relating to the Interest Rate Swap Agreement (such guaranty the “Guaranty” and such third party the “Guarantor”), then to the extent that the Swap Provider fails to make any payment by the close of business on the day it is required to make payment under the terms of the Interest Rate Swap Agreement, the Trustee (in its capacity as Supplemental Interest Trust Trustee) shall, promptly following actual notice of the Swap Provider’s failure to pay, demand that the Guarantor make any and all payments then required to be made by the Guarantor pursuant to such Guaranty; provided, that the Trustee (in its capacity as Supplemental Interest Trust Trustee) shall in no event be liable for any failure or delay in the performance by the Swap Provider or any Guarantor of its obligations hereunder or pursuant to the Interest Rate Swap Agreement and the Guaranty, nor for any special, indirect or consequential loss or damage of any kind whatsoever (including but not limited to lost profits) in connection therewith.
 
Upon an early termination of the Interest Rate Swap Agreement other than in connection with the optional termination of the Trust, the Trustee (in its capacity as Supplemental Interest Trust Trustee), at the direction of the Depositor, will use reasonable efforts to appoint a successor swap provider to enter into a new interest rate swap agreement on terms substantially similar to the Interest Rate Swap Agreement, with a successor swap provider meeting all applicable eligibility requirements. If the Trustee (in its capacity as Supplemental Interest Trust Trustee) receives a termination payment from the Swap Provider in connection with such early termination, the Trustee (in its capacity as Supplemental Interest Trust Trustee) will apply such termination payment to any upfront payment required to appoint the successor swap provider. If the Trustee (in its capacity as Supplemental Interest Trust Trustee) is required to pay a termination payment to the Swap Provider in connection with such early termination, the Trustee (in its capacity as Supplemental Interest Trust Trustee) will apply any upfront payment received from the successor swap provider to pay such termination payment.
 
If the Trustee (in its capacity as Supplemental Interest Trust Trustee) is unable to appoint a successor swap provider within 30 days of the early termination, then the Trustee (in its capacity as Supplemental Interest Trust Trustee) will deposit any termination payment received from the original Swap Provider into a separate, non-interest bearing reserve account and will, on each subsequent Distribution Date, withdraw from the amount then remaining on deposit in such reserve account an amount equal to the Net Swap Payment, if any, that would have been paid to the Trustee (in its capacity as Supplemental Interest Trust Trustee) by the original Swap Provider calculated in accordance with the terms of the original Interest Rate Swap Agreement, and distribute such amount in accordance with the terms of Section 4.01(f).
 
Upon an early termination of the Interest Rate Swap Agreement in connection with the optional termination of the Trust, if the Trustee (in its capacity as Supplemental Interest Trust Trustee) receives a termination payment from the Swap Provider, such termination payment will be distributed in accordance with Section 4.01(f).
 
 
ARTICLE V
 
THE CERTIFICATES
 
SECTION 5.01.                      
The Certificates.
 
Each of the Class A Certificates, the Mezzanine Certificates, the Class P Certificates, the Class C Certificates and the Residual Certificates shall be substantially in the forms annexed hereto as exhibits, and shall, on original issue, be executed, authenticated and delivered by the Trustee to or upon the order of the Depositor concurrently with the sale and assignment to the Trustee of the Trust Fund. The Class A Certificates and the Mezzanine Certificates shall be initially evidenced by one or more Certificates representing a Percentage Interest with a minimum dollar denomination of $25,000 and integral dollar multiples of $1.00 in excess thereof, except that one Certificate of each such Class of Certificates may be in a different denomination so that the sum of the denominations of all outstanding Certificates of such Class shall equal the Certificate Principal Balance or Notional Amount of such Class on the Closing Date. The Class P Certificates, the Class C Certificates and the Residual Certificates are issuable in any Percentage Interests; provided, however, that the sum of all such percentages for each such Class totals 100% and no more than ten Certificates of each Class may be issued and outstanding at any one time.
 
The Certificates shall be executed on behalf of the Trust by manual or facsimile signature on behalf of the Trustee by a Responsible Officer. Certificates bearing the manual or facsimile signatures of individuals who were, at the time when such signatures were affixed, authorized to sign on behalf of the Trustee shall bind the Trust, notwithstanding that such individuals or any of them have ceased to be so authorized prior to the authentication and delivery of such Certificates or did not hold such offices at the date of such Certificate. No Certificate shall be entitled to any benefit under this Agreement or be valid for any purpose, unless such Certificate shall have been manually authenticated by the Trustee substantially in the form provided for herein, and such authentication upon any Certificate shall be conclusive evidence, and the only evidence, that such Certificate has been duly authenticated and delivered hereunder. All Certificates shall be dated the date of their authentication. Subject to Section 5.02(c), the Class A Certificates and the Mezzanine Certificates shall be Book-Entry Certificates. The other Classes of Certificates shall not be Book-Entry Certificates.
 
SECTION 5.02.                      
Registration of Transfer and Exchange of Certificates.
 
(a)  The Certificate Registrar shall cause to be kept at the Corporate Trust Office a Certificate Register in which, subject to such reasonable regulations as it may prescribe, the Certificate Registrar shall provide for the registration of Certificates and of transfers and exchanges of Certificates as herein provided. The Trustee shall initially serve as Certificate Registrar for the purpose of registering Certificates and transfers and exchanges of Certificates as herein provided.
 
Upon surrender for registration of transfer of any Certificate at any office or agency of the Certificate Registrar maintained for such purpose pursuant to the foregoing paragraph and, in the case of a Residual Certificate, upon satisfaction of the conditions set forth below, the Trustee on behalf of the Trust shall execute, authenticate and deliver, in the name of the designated transferee or transferees, one or more new Certificates of the same aggregate Percentage Interest.
 
At the option of the Certificateholders, Certificates may be exchanged for other Certificates in authorized denominations and the same aggregate Percentage Interests, upon surrender of the Certificates to be exchanged at any such office or agency. Whenever any Certificates are so surrendered for exchange, the Trustee shall execute on behalf of the Trust and authenticate and deliver the Certificates which the Certificateholder making the exchange is entitled to receive. Every Certificate presented or surrendered for registration of transfer or exchange shall (if so required by the Trustee or the Certificate Registrar) be duly endorsed by, or be accompanied by a written instrument of transfer satisfactory to the Trustee and the Certificate Registrar duly executed by, the Holder thereof or his attorney duly authorized in writing. In addition, (i) with respect to each Class R Certificate, the holder thereof may exchange, in the manner described above, such Class R Certificate for three separate certificates, each representing such holder’s respective Percentage Interest in the Class R-1 Interest, the Class R-2 Interest and the Class R-3 Interest, respectively, in each case that was evidenced by the Class R Certificate being exchanged and (ii) with respect to each Class R-X Certificate, the holder thereof may exchange, in the manner described above, such Class R-X Certificate for three separate certificates, each representing such holder’s respective Percentage Interest in the Class R-4 Interest, the Class R-5 Interest and the Class R-6 Interest, respectively, in each case that was evidenced by the Class R-X Certificate being exchanged.
 
(b)  Except as provided in paragraph (c) below, the Book-Entry Certificates shall at all times remain registered in the name of the Depository or its nominee and at all times: (i) registration of such Certificates may not be transferred by the Trustee except to another Depository; (ii) the Depository shall maintain book-entry records with respect to the Certificate Owners and with respect to ownership and transfers of such Certificates; (iii) ownership and transfers of registration of such Certificates on the books of the Depository shall be governed by applicable rules established by the Depository; (iv) the Depository may collect its usual and customary fees, charges and expenses from its Depository Participants; (v) the Trustee shall for all purposes deal with the Depository as representative of the Certificate Owners of the Certificates for purposes of exercising the rights of Holders under this Agreement, and requests and directions for and votes of such representative shall not be deemed to be inconsistent if they are made with respect to different Certificate Owners; (vi) the Trustee may rely and shall be fully protected in relying upon information furnished by the Depository with respect to its Depository Participants and furnished by the Depository Participants with respect to indirect participating firms and Persons shown on the books of such indirect participating firms as direct or indirect Certificate Owners; and (vii) the direct participants of the Depository shall have no rights under this Agreement under or with respect to any of the Certificates held on their behalf by the Depository, and the Depository may be treated by the Trustee and its agents, employees, officers and directors as the absolute owner of the Certificates for all purposes whatsoever.
 
All transfers by Certificate Owners of Book-Entry Certificates shall be made in accordance with the procedures established by the Depository Participant or brokerage firm representing such Certificate Owners. Each Depository Participant shall only transfer Book-Entry Certificates of Certificate Owners that it represents or of brokerage firms for which it acts as agent in accordance with the Depository’s normal procedures. The parties hereto are hereby authorized to execute a Letter of Representations with the Depository or take such other action as may be necessary or desirable to register a Book-Entry Certificate to the Depository. In the event of any conflict between the terms of any such Letter of Representation and this Agreement, the terms of this Agreement shall control.
 
(c)  If (i)(x) the Depository or the Depositor advises the Trustee in writing that the Depository is no longer willing or able to discharge properly its responsibilities as Depository and (y) the Trustee or the Depositor is unable to locate a qualified successor or (ii) after the occurrence of a Servicer Event of Termination, the Certificate Owners of the Book-Entry Certificates representing Percentage Interests of such Classes aggregating not less than 51% advise the Trustee and Depository through the Financial Intermediaries and the Depository Participants in writing that the continuation of a book-entry system through the Depository to the exclusion of definitive, fully registered certificates (the “Definitive Certificates”) to Certificate Owners is no longer in the best interests of the Certificate Owners. Upon surrender to the Certificate Registrar of the Book-Entry Certificates by the Depository, accompanied by registration instructions from the Depository for registration, the Trustee shall, at the Depositor’s expense, in the case of (ii) above, or the Servicer’s expense, in the case of (i) above, execute on behalf of the Trust and authenticate the Definitive Certificates. Neither the Depositor nor the Trustee shall be liable for any delay in delivery of such instructions and may conclusively rely on, and shall be protected in relying on, such instructions. Upon the issuance of Definitive Certificates, the Trustee, the Certificate Registrar, the Servicer, any Paying Agent and the Depositor shall recognize the Holders of the Definitive Certificates as Certificateholders hereunder.
 
(d)  No transfer, sale, pledge or other disposition of any Class C, Class P or Residual Certificate (the “Private Certificates”) shall be made unless such disposition is exempt from the registration requirements of the Securities Act of 1933, as amended (the “1933 Act”), and any applicable state securities laws or is made in accordance with the 1933 Act and laws. In the event of any such transfer (other than in connection with (i) the initial transfer of any such Certificate by the Depositor to an Affiliate of the Depositor or, in the case of the Class R-X Certificates, the first transfer by an Affiliate of the Depositor, (ii) the transfer of any such Class C, Class P or Residual Certificate to the issuer under the Indenture or the indenture trustee under the Indenture or (iii) a transfer of any such Class C, Class P or Residual Certificate from the issuer under the Indenture or the indenture trustee under the Indenture to the Depositor or an Affiliate of the Depositor), the Trustee and the Certificate Registrar shall each require receipt of: (I)(i) if such transfer is purportedly being made in reliance upon Rule 144A (as evidenced by the investment letter delivered to the Trustee, in substantially the form attached hereto as Exhibit J) under the 1933 Act and (ii) in all other cases, an Opinion of Counsel satisfactory to it that such transfer may be made without such registration (which Opinion of Counsel shall not be an expense of the Depositor, the Trustee, the Servicer, in its capacity as such, or the Trust Fund), together with copies of the written certification(s) of the Certificateholder desiring to effect the transfer and/or such Certificateholder’s prospective transferee upon which such Opinion of Counsel is based, if any; or (II) the Trustee shall require the transferor to execute a transferor certificate (in substantially the form attached hereto as Exhibit L) and the transferee to execute an investment letter (in substantially the form attached hereto as Exhibit J) acceptable to and in form and substance reasonably satisfactory to the Depositor and the Trustee certifying to the Depositor and the Trustee the facts surrounding such transfer, which investment letter shall not be an expense of the Trustee or the Depositor. The Holder of a Class C Certificate, Class P Certificate or Residual Certificate desiring to effect such transfer shall, and does hereby agree to, indemnify the Trustee and the Depositor against any liability that may result if the transfer is not so exempt or is not made in accordance with such federal and state laws.
 
Notwithstanding the foregoing, in the event of any such transfer of any Ownership Interest in any Private Certificate that is a Book-Entry Certificate, except with respect to the initial transfer of any such Ownership Interest by the Depositor, such transfer shall be required to be made in reliance upon Rule 144A under the 1933 Act, and the transferor will be deemed to have made each of the transferor representations and warranties set forth Exhibit L hereto in respect of such interest as if it was evidenced by a Definitive Certificate and the transferee will be deemed to have made each of the transferee representations and warranties set forth Exhibit J hereto in respect of such interest as if it was evidenced by a Definitive Certificate. The Certificate Owner of any such Ownership Interest in any such Book-Entry Certificate desiring to effect such transfer shall, and does hereby agree to, indemnify the Trustee and the Depositor against any liability that may result if the transfer is not so exempt or is not made in accordance with such federal and state laws.
 
No transfer of a Residual, Class C or Class P Certificate or any interest therein shall be made to any Plan, any Person acting, directly or indirectly, on behalf of any such Plan or any Person acquiring such Certificates with “Plan Assets” of a Plan within the meaning of the Department of Labor regulation promulgated at 29 C.F.R. § 2510.3-101 (“Plan Assets”), as certified by such transferee in the form of Exhibit K or M, unless the Trustee is provided with an Opinion of Counsel for the benefit of the Trust Fund, the Depositor, the Trustee and the Servicer and on which they may rely, which shall be to the effect that the purchase and holding of such Certificates is permissible under applicable law, shall not constitute or result in any non-exempt prohibited transaction under ERISA or Section 4975 of the Code and shall not subject the Depositor, the Servicer, the Trustee or the Trust Fund to any obligation or liability (including obligations or liabilities under ERISA or Section 4975 of the Code) in addition to those undertaken in this Agreement, which Opinion of Counsel shall not be an expense of the Depositor, the Servicer, the NIMS Insurer, the Trustee or the Trust Fund. Any transferee of such Book-Entry Certificate which does not provide such an Opinion of Counsel shall be deemed to represent that it is not a Plan or acquiring such Certificates with Plan Assets. Neither an Opinion of Counsel nor any certification shall be required in connection with (i) the initial transfer of any such Certificate by the Depositor to an affiliate of the Depositor or, in the case of the Class R-X Certificates, the first transfer by an Affiliate of the Depositor, (ii) the transfer of any Class C, Class P or Residual Certificate to the issuer under the Indenture or the indenture trustee under the Indenture or (iii) a transfer of any Class C, Class P or Residual Certificate from the issuer under the Indenture or the indenture trustee under the Indenture to the Depositor or an Affiliate of the Depositor (in which case, the Depositor or any Affiliate thereof shall have deemed to have represented that it is not purchasing with Plan Assets) and the Trustee shall be entitled to conclusively rely upon a representation (which, upon the request of the Trustee, shall be a written representation) from the Depositor of the status of such transferee as an affiliate of the Depositor.
 
For so long as the Supplemental Interest Trust is in existence, each beneficial owner of a Class A Certificate or a Mezzanine Certificate or any interest therein shall be deemed to have represented, by virtue of its acquisition or holding of the Offered Certificate, or interest therein, that either (i) it is not a Plan or (ii) (A) it is an accredited investor within the meaning of Prohibited Transaction Exemption 2007-05, as amended from time to time (the “Exemption”), and (B) the acquisition and holding of such Certificate and the separate right to receive payments from the Supplemental Interest Trust are eligible for the exemptive relief available under Prohibited Transaction Class Exemption (“PTCE”) 95-60 (for transactions by insurance company general accounts), 84-14 (for transactions by independent “qualified professional asset managers”), 91-38 (for transactions by bank collective investment funds), 90-1 (for transactions by insurance company pooled separate accounts) or 96-23 (for transactions effected by “in-house asset managers”).
 
Subsequent to the termination of the Supplemental Interest Trust, each beneficial owner of a Mezzanine Certificate or any interest therein shall be deemed to have represented, by virtue of its acquisition or holding of that certificate or interest therein, that either (i) it is not a Plan or a trustee or other Person acting on behalf of a Plan or using “Plan Assets” to effect such acquisition (including any insurance company using funds in its general or separate accounts that may constitute “Plan Assets”), (ii) it has acquired and is holding such certificate in reliance on the Exemption, and that it understands that there are certain conditions to the availability of the Exemption, including that the certificate must be rated, at the time of purchase, not lower than “BBB-”(or its equivalent) by S&P, Moody’s, Fitch Ratings, Dominion Bond Rating Service Limited (known as DBRS Limited) or Dominion Bond Rating Service, Inc. (known as DBRS, Inc.) and the certificate is so rated or (iii) (1) it is an insurance company, (2) the source of funds used to acquire or hold the certificate or interest therein is an “insurance company general account,” as such term is defined in PTCE 95-60, and (3) the conditions in Sections I and III of PTCE 95-60 have been satisfied.
 
If any Certificate or any interest therein is acquired or held in violation of the provisions of the preceding paragraphs, the next preceding permitted beneficial owner shall be treated as the beneficial owner of that Certificate retroactive to the date of transfer to the purported beneficial owner. Any purported beneficial owner whose acquisition or holding of any such Certificate or interest therein was effected in violation of the provisions of the preceding paragraphs shall indemnify and hold harmless the Depositor, the Servicer, the Trustee, the NIMS Insurer, and the Trust Fund from and against any and all liabilities, claims, costs or expenses incurred by those parties as a result of that acquisition or holding.
 
No transfer of any Class C Certificate shall be made unless the proposed transferee of such Class C Certificate (1) provides to the Trustee and the Swap Provider, the appropriate tax certification forms that would eliminate any withholding or deduction for taxes from amounts payable by the Swap Provider, pursuant to the Interest Rate Swap Agreement, to the Supplemental Interest Trust Trustee (i.e., IRS Form W-9 or IRS Form W-8BEN, W-8IMY, W-8EXP or W-8ECI, as applicable (or any successor form thereto), together with any applicable attachments) and (2) agrees to update such form (a) upon expiration of any such form, (b) as required under then applicable U.S. Treasury regulations and (c) promptly upon learning that such form has become obsolete or incorrect, each as a condition to such transfer. In addition, no transfer of any Class C Certificate shall be made if such transfer would cause the Supplemental Interest Trust to be beneficially owned by two or more persons for federal income tax purposes, or continue to be so treated, unless (i) each proposed transferee of such Class C Certificate complies with the foregoing conditions, (ii) the proposed majority holder of the Class C Certificates (or each holder, if there is or would be no majority holder) (A) provides, or causes to be provided, on behalf of the Supplemental Interest Trust, if applicable, the appropriate tax certification form that would be required from the Supplemental Interest Trust, as applicable, to eliminate any withholding or deduction for taxes from amounts payable by the Swap Provider, pursuant to the Interest Rate Swap Agreement, to the Supplemental Interest Trust Trustee (i.e., IRS Form W-9 or IRS Form W-8BEN, W-8IMY, W-8EXP or W-8ECI, as applicable (or any successor form thereto), together with any applicable attachments) and (B) agrees to update such form (x) upon expiration of any such form, (y) as required under then applicable U.S. Treasury regulations and (z) promptly upon learning that such form has become obsolete or incorrect. If, under applicable U.S. Treasury regulations, such tax certification form may only be signed by a trustee acting on behalf of the Supplemental Interest Trust, then the Supplemental Interest Trust Trustee, as applicable, shall sign such certification form if so requested by a holder of the Class C Certificates.
 
Upon receipt of any tax certification form pursuant to the preceding conditions from a proposed transferee of any Class C Certificate, the Trustee shall forward each tax certification form attributable to the Interest Rate Swap Agreement to the Swap Provider, upon request of the Swap Provider, solely to the extent the Swap Provider has not received such IRS Form directly from the Holder of the Class C Certificates. Each Holder of a Class C Certificate by its purchase of such Certificate is deemed to consent to any such IRS Form being so forwarded. Upon the request of the Swap Provider, the Trustee shall be required to forward any tax certification received by it to the Swap Provider at the last known address provided to it, and, subject to Section 8.01, shall not be liable for the receipt of such tax certification by the Swap Provider, nor any action taken or not taken by the Swap Provider with respect to such tax certification. Any purported sales or transfers of any Class C Certificate to a transferee which does not comply with the requirements of the preceding paragraph shall be deemed null and void under this Agreement. The Trustee shall have no duty to take any action to correct any misstatement or omission in any tax certification provided to it by the Holder of the Class C Certificates and forwarded to the Swap Provider.
 
Each Person who has or who acquires any Ownership Interest in a Residual Certificate shall be deemed by the acceptance or acquisition of such Ownership Interest to have agreed to be bound by the following provisions and to have irrevocably appointed the Depositor or its designee as its attorney-in-fact to negotiate the terms of any mandatory sale under clause (v) below and to execute all instruments of transfer and to do all other things necessary in connection with any such sale, and the rights of each Person acquiring any Ownership Interest in a Residual Certificate are expressly subject to the following provisions:
 
(i)  Each Person holding or acquiring any Ownership Interest in a Residual Certificate shall be a Permitted Transferee and shall promptly notify the Trustee of any change or impending change in its status as a Permitted Transferee.
 
(ii)  No Person shall acquire an Ownership Interest in a Residual Certificate unless such Ownership Interest is a pro rata undivided interest.
 
(iii)  In connection with any proposed transfer of any Ownership Interest in a Residual Certificate, the Trustee shall as a condition to registration of the transfer, require delivery to it, in form and substance satisfactory to it, of each of the following:
 
(A) an affidavit in the form of Exhibit K hereto from the proposed transferee to the effect that such transferee is a Permitted Transferee and that it is not acquiring its Ownership Interest in the Residual Certificate that is the subject of the proposed transfer as a nominee, trustee or agent for any Person who is not a Permitted Transferee; and
 
(B) a covenant of the proposed transferee to the effect that the proposed transferee agrees to be bound by and to abide by the transfer restrictions applicable to the Residual Certificates.
 
(iv)  Any attempted or purported transfer of any Ownership Interest in a Residual Certificate in violation of the provisions of this Section shall be absolutely null and void and shall vest no rights in the purported transferee. If any purported transferee shall, in violation of the provisions of this Section, become a Holder of a Residual Certificate, then the prior Holder of such Residual Certificate that is a Permitted Transferee shall, upon discovery that the registration of transfer of such Residual Certificate was not in fact permitted by this Section, be restored to all rights as Holder thereof retroactive to the date of registration of transfer of such Residual Certificate. The Trustee shall be under no liability to any Person for any registration of transfer of a Residual Certificate that is in fact not permitted by this Section or for making any distributions due on such Residual Certificate to the Holder thereof or taking any other action with respect to such Holder under the provisions of this Agreement so long as the Trustee received the documents specified in clause (iii). The Trustee shall be entitled to recover from any Holder of a Residual Certificate that was in fact not a Permitted Transferee at the time such distributions were made all distributions made on such Residual Certificate. Any such distributions so recovered by the Trustee shall be distributed and delivered by the Trustee to the prior Holder of such Residual Certificate that is a Permitted Transferee.
 
(v)  If any Person other than a Permitted Transferee acquires any Ownership Interest in a Residual Certificate in violation of the restrictions in this Section, then the Trustee shall have the right but not the obligation, without notice to the Holder of such Residual Certificate or any other Person having an Ownership Interest therein, to notify the Depositor to arrange for the sale of such Residual Certificate. The proceeds of such sale, net of commissions (which may include commissions payable to the Depositor or its affiliates in connection with such sale), expenses and taxes due, if any, will be remitted by the Trustee to the previous Holder of such Residual Certificate that is a Permitted Transferee, except that in the event that the Trustee determines that the Holder of such Residual Certificate may be liable for any amount due under this Section or any other provisions of this Agreement, the Trustee may withhold a corresponding amount from such remittance as security for such claim. The terms and conditions of any sale under this clause (v) shall be determined in the sole discretion of the Trustee and it shall not be liable to any Person having an Ownership Interest in a Residual Certificate as a result of its exercise of such discretion.
 
(vi)  If any Person other than a Permitted Transferee acquires any Ownership Interest in a Residual Certificate in violation of the restrictions in this Section, then the Trustee upon receipt of reasonable compensation will provide to the Internal Revenue Service, and to the persons specified in Sections 860E(e)(3) and (6) of the Code, information needed to compute the tax imposed under Section 860E(e)(5) of the Code on transfers of residual interests to disqualified organizations.
 
The foregoing provisions of this Section shall cease to apply to transfers occurring on or after the date on which there shall have been delivered to the Trustee and the NIMS Insurer, in form and substance satisfactory to the Trustee and the NIMS Insurer, (i) written notification from each Rating Agency that the removal of the restrictions on transfer set forth in this Section will not cause such Rating Agency to downgrade its rating of the Certificates and (ii) an Opinion of Counsel to the effect that such removal will not cause any REMIC created hereunder to fail to qualify as a REMIC.
 
(e)  No service charge shall be made for any registration of transfer or exchange of Certificates of any Class, but the Certificate Registrar may require payment of a sum sufficient to cover any tax or governmental charge that may be imposed in connection with any transfer or exchange of Certificates.
 
All Certificates surrendered for registration of transfer or exchange shall be canceled by the Certificate Registrar and disposed of pursuant to its standard procedures.
 
SECTION 5.03.                      
Mutilated, Destroyed, Lost or Stolen Certificates.
 
If (i) any mutilated Certificate is surrendered to the Certificate Registrar or the Certificate Registrar receives evidence to its satisfaction of the destruction, loss or theft of any Certificate and (ii) there is delivered to the Trustee, the Depositor, the NIMS Insurer and the Certificate Registrar such security or indemnity as may be required by them to save each of them harmless, then, in the absence of notice to the Trustee or the Certificate Registrar that such Certificate has been acquired by a bona fide purchaser, the Trustee shall execute on behalf of the Trust, authenticate and deliver, in exchange for or in lieu of any such mutilated, destroyed, lost or stolen Certificate, a new Certificate of like tenor and Percentage Interest. Upon the issuance of any new Certificate under this Section, the Trustee or the Certificate Registrar may require the payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in relation thereto and any other expenses (including the fees and expenses of the Trustee and the Certificate Registrar) in connection therewith. Any duplicate Certificate issued pursuant to this Section, shall constitute complete and indefeasible evidence of ownership in the Trust, as if originally issued, whether or not the lost, stolen or destroyed Certificate shall be found at any time.
 
SECTION 5.04.                      
Persons Deemed Owners.
 
The Servicer, the Depositor, the Trustee, the NIMS Insurer, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMS Insurer, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner of such Certificate for the purpose of receiving distributions pursuant to Section 4.01 and for all other purposes whatsoever, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
SECTION 5.05.                      
Appointment of Paying Agent.
 
(a)  The Paying Agent shall make distributions to Certificateholders from the Distribution Account pursuant to Section 4.01 and shall report the amounts of such distributions to the Trustee. The duties of the Paying Agent may include the obligation (i) to withdraw funds from the Collection Account pursuant to Section 3.11(a) and for the purpose of making the distributions referred to above and (ii) to distribute statements and provide information to Certificateholders as required hereunder. The Paying Agent hereunder shall at all times be an entity duly incorporated and validly existing under the laws of the United States of America or any state thereof, authorized under such laws to exercise corporate trust powers and subject to supervision or examination by federal or state authorities. The Paying Agent shall initially be the Trustee. The Trustee may appoint a successor to act as Paying Agent, which appointment shall be reasonably satisfactory to the Depositor and the NIMS Insurer.
 
(b)  The Trustee shall cause the Paying Agent (if other than the Trustee) to execute and deliver to the Trustee an instrument in which such Paying Agent shall agree with the Trustee that such Paying Agent shall hold all sums, if any, held by it for payment to the Certificateholders in trust for the benefit of the Certificateholders entitled thereto until such sums shall be paid to such Certificateholders and shall agree that it shall comply with all requirements of the Code regarding the withholding of payments in respect of Federal income taxes due from Certificate Owners and otherwise comply with the provisions of this Agreement applicable to it.
 
 
ARTICLE VI
 
THE SERVICER AND THE DEPOSITOR
 
SECTION 6.01.                      
Liability of the Servicer and the Depositor.
 
The Servicer shall be liable in accordance herewith only to the extent of the obligations specifically imposed upon and undertaken by Servicer herein. The Depositor shall be liable in accordance herewith only to the extent of the obligations specifically imposed upon and undertaken by the Depositor.
 
SECTION 6.02.                      
Merger or Consolidation of, or Assumption of the Obligations of, the Servicer or the Depositor.
 
Any entity into which the Servicer or Depositor may be merged or consolidated, or any entity resulting from any merger, conversion or consolidation to which the Servicer or the Depositor shall be a party, or any corporation succeeding to the business of the Servicer or the Depositor, shall be the successor of the Servicer or the Depositor, as the case may be, hereunder, without the execution or filing of any paper or any further act on the part of any of the parties hereto, anything herein to the contrary notwithstanding; provided, however, that the successor Servicer shall satisfy all the requirements of Section 7.02 with respect to the qualifications of a successor Servicer.
 
SECTION 6.03.                      
Limitation on Liability of the Servicer and Others.
 
Neither the Servicer or the Depositor nor any of the directors or officers or employees or agents of the Servicer or the Depositor shall be under any liability to the Trust or the Certificateholders for any action taken or for refraining from the taking of any action by the Servicer or the Depositor in good faith pursuant to this Agreement, or for errors in judgment; provided, however, that this provision shall not protect the Servicer, the Depositor or any such Person against any liability which would otherwise be imposed by reason of its willful misfeasance, bad faith or gross negligence in the performance of duties of the Servicer or the Depositor, as the case may be, or by reason of its reckless disregard of its obligations and duties of the Servicer or the Depositor, as the case may be, hereunder; provided, further, that this provision shall not be construed to entitle the Servicer to indemnity in the event that amounts advanced by the Servicer to retire any senior lien exceed Liquidation Proceeds (in excess of related liquidation expenses) realized with respect to the related Mortgage Loan. The preceding sentence shall not limit the obligations of the Servicer pursuant to Section 8.05. The Servicer and any director or officer or employee or agent of the Servicer may rely in good faith on any document of any kind prima facie properly executed and submitted by any Person respecting any matters arising hereunder. The Servicer and the Depositor, and any director or officer or employee or agent of the Servicer or the Depositor, shall be indemnified by the Trust and held harmless against any loss, liability or expense incurred in connection with any legal action relating to this Agreement or the Certificates, other than any loss, liability or expense related to any specific Mortgage Loan or Mortgage Loans (except as any such loss, liability or expense shall be otherwise reimbursable pursuant to this Agreement) and any loss, liability or expense incurred by reason of its willful misfeasance, bad faith or gross negligence in the performance of duties hereunder or by reason of its reckless disregard of obligations and duties hereunder. The Servicer or the Depositor may undertake any such action which it may deem necessary or desirable in respect of this Agreement, and the rights and duties of the parties hereto and the interests of the Certificateholders hereunder. In such event, unless the Depositor or the Servicer acts without the consent of Holders of Certificates entitled to at least 51% of the Voting Rights, the reasonable legal expenses and costs of such action and any liability resulting therefrom shall be expenses, costs and liabilities of the Trust and the Servicer shall be entitled to be reimbursed therefor from the Collection Account as and to the extent provided in Section 3.11, any such right of reimbursement being prior to the rights of the Certificateholders to receive any amount in the Collection Account. The Servicer’s right to indemnity or reimbursement pursuant to this Section shall survive any resignation or termination of the Servicer pursuant to Section 6.04 or 7.01 with respect to any losses, expenses, costs or liabilities arising prior to such resignation or termination (or arising from events that occurred prior to such resignation or termination). This paragraph shall apply to the Servicer solely in its capacity as Servicer hereunder and in no other capacities. Without limiting the foregoing, the Servicer shall undertake to defend any claims against the Trust Fund, the Trustee and/or itself initiated by a Borrower or otherwise related to the servicing of any Mortgage Loan.
 
The Servicer (except the Trustee if it is required to succeed the Servicer hereunder) indemnifies and holds the Trustee, the Depositor, the NIMS Insurer and each Certificateholder harmless against any and all claims, losses, penalties, fines, forfeitures, reasonable legal fees and related costs, judgments, and any other costs, fees and expenses that the Trustee, the Depositor, the NIMS Insurer and any Certificateholder may sustain in any way related to the failure of the Servicer to perform its duties and service the Mortgage Loans in compliance with the terms of this Agreement. The Servicer shall immediately notify the Trustee, the Depositor, the NIMS Insurer and each Certificateholder if a claim is made that may result in such claims, losses, penalties, fines, forfeitures, legal fees or related costs, judgments, or any other costs, fees and expenses, and the Servicer shall assume (with the consent of the Trustee) the defense of any such claim and pay all expenses in connection therewith, including reasonable counsel fees, and promptly pay, discharge and satisfy any judgment or decree which may be entered against the Servicer, the Trustee, the Depositor, the NIMS Insurer and/or Certificateholder in respect of such claim. The provisions of this paragraph shall survive the termination of this Agreement and the payment of the outstanding Certificates.
 
SECTION 6.04.                      
Servicer Not to Resign.
 
Subject to the provisions of Section 7.01 and Section 6.02, the Servicer shall not resign from the obligations and duties hereby imposed on it except (i) upon determination that the performance of its obligations or duties hereunder are no longer permissible under applicable law or are in material conflict by reason of applicable law with any other activities carried on by it or its subsidiaries or Affiliates, the other activities of the Servicer so causing such a conflict being of a type and nature carried on by the Servicer or its subsidiaries or Affiliates at the date of this Agreement or (ii) upon satisfaction of the following conditions: (a) the Servicer has proposed a successor servicer to the Trustee and the NIMS Insurer in writing and such proposed successor servicer is reasonably acceptable to the Trustee and the NIMS Insurer and (b) each Rating Agency shall have delivered a letter to the Trustee and the NIMS Insurer prior to the appointment of the successor servicer stating that the proposed appointment of such successor servicer as Servicer hereunder will not result in the reduction or withdrawal of the then current rating of the Certificates; provided, however, that no such resignation by the Servicer shall become effective until such successor servicer or, in the case of (i) above, the Trustee shall have assumed the Servicer’s responsibilities and obligations hereunder or the Trustee shall have designated, with the consent of the NIMS Insurer, a successor servicer in accordance with Section 7.02. Any such resignation shall not relieve the Servicer of responsibility for any of the obligations specified in Sections 7.01 and 7.02 as obligations that survive the resignation or termination of the Servicer. Any such determination permitting the resignation of the Servicer pursuant to clause (i) above shall be evidenced by an Opinion of Counsel to such effect delivered to the Trustee and the NIMS Insurer. Any such determination permitting the resignation of the Servicer shall be evidenced by an Opinion of Counsel to such effect delivered to the Trustee and the NIMS Insurer.
 
Notwithstanding anything to the contrary which may be set forth above, the Trustee and the Depositor hereby specifically (i) consent to the pledge and assignment by the Servicer of all the Servicer’s right, title and interest in, to and under this Agreement to the Servicing Rights Pledgee, for the benefit of certain lenders, and (ii) provided that no Servicer Event of Termination exists, agree that upon delivery to the Trustee by the Servicing Rights Pledgee of a letter signed by the Servicer whereunder the Servicer shall resign as Servicer under this Agreement, the Trustee shall appoint the Servicing Rights Pledgee or its designee as successor Servicer, provided that at the time of such appointment, the Servicing Rights Pledgee or such designee meets the requirements of a successor Servicer pursuant to Section 7.02(a) and agrees to be subject to the terms of this Agreement. If, pursuant to any provision hereof, the duties of the Servicer are transferred to a successor, the entire amount of the Servicing Fee and other compensation payable to the Servicer pursuant hereto shall thereafter be payable to such successor.
 
SECTION 6.05.                      
Delegation of Duties.
 
In the ordinary course of business, the Servicer at any time may delegate any of its duties hereunder to any Person, including any of its Affiliates, who agrees to conduct such duties in accordance with standards comparable to those set forth in Section 3.01. Such delegation shall not relieve the Servicer of its liabilities and responsibilities with respect to such duties and shall not constitute a resignation within the meaning of Section 6.04. Except as provided in Section 3.02, no such delegation is permitted that results in the delegee subservicing any Mortgage Loans. The Servicer shall provide the Trustee and the NIMS Insurer with 60 days prior written notice prior to the delegation of any of its duties to any Person other than any of the Servicer’s Affiliates or their respective successors and assigns.
 
SECTION 6.06.                      
[Reserved].
 
SECTION 6.07.                      
Inspection.
 
The Servicer, in its capacity as Originator and Servicer, shall afford the Trustee and the NIMS Insurer, upon reasonable advance notice, during normal business hours, access to all records maintained by the Servicer in respect of its rights and obligations hereunder and access to officers of the Servicer responsible for such obligations. Upon request, the Servicer shall furnish to the Trustee and the NIMS Insurer its most recent publicly available financial statements and such other information relating to its capacity to perform its obligations under this Agreement.
 
 
ARTICLE VII
 
DEFAULT
 
SECTION 7.01.                      
Servicer Events of Termination.
 
(a)  If any one of the following events (“Servicer Events of Termination”) shall occur and be continuing:
 
(i)  (A) The failure by the Servicer to make any Advance; or (B) any other failure by the Servicer to deposit in the Collection Account or Distribution Account any deposit required to be made under the terms of this Agreement which continues unremedied for a period of one Business Day after the date upon which written notice of such failure shall have been given to the Servicer by the Trustee or to the Trustee by the NIMS Insurer or any Holders of a Regular Certificate evidencing at least 25% of the Voting Rights; or
 
(ii)  The failure by the Servicer to make any required Servicing Advance which failure continues unremedied for a period of 30 days, or the failure by the Servicer duly to observe or perform, in any material respect, any other covenants, obligations or agreements of the Servicer as set forth in this Agreement, which failure continues unremedied for a period of 30 days, after the date (A) on which written notice of such failure, requiring the same to be remedied, shall have been given to the Servicer by the Trustee or to the Trustee by the NIMS Insurer or any Holders of a Regular Certificate evidencing at least 25% of the Voting Rights or (B) of actual knowledge of such failure by a Servicing Officer of the Servicer; or
 
(iii)  The entry against the Servicer of a decree or order by a court or agency or supervisory authority having jurisdiction in the premises for the appointment of a trustee, conservator, receiver or liquidator in any insolvency, conservatorship, receivership, readjustment of debt, marshalling 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 unstayed and in effect for a period of 60 days; or
 
(iv)  The Servicer shall voluntarily go into liquidation, consent to the appointment of a conservator or receiver or liquidator or similar person in any insolvency, readjustment of debt, marshalling of assets and liabilities or similar proceedings of or relating to the Servicer or of or relating to all or substantially all of its property; or a decree or order of a court or agency or supervisory authority having jurisdiction in the premises for the appointment of a conservator, receiver, liquidator or similar person in any insolvency, readjustment of debt, marshalling of assets and liabilities or similar proceedings, or for the winding-up or liquidation of its affairs, shall have been entered against the Servicer and such decree or order shall have remained in force undischarged, unbonded or unstayed for a period of 60 days; or the Servicer shall admit in writing its inability to pay its debts generally as they become due, file a petition to take advantage of any applicable insolvency or reorganization statute, make an assignment for the benefit of its creditors or voluntarily suspend payment of its obligations; or
 
(v)  A Delinquency Servicer Termination Trigger has occurred and is continuing;
 
then, and in each and every such case, so long as a Servicer Event of Termination shall not have been remedied within the applicable grace period, (x) with respect solely to clause (i)(A) above, if such Advance is not made by 12:00 P.M., New York time, on the Business Day immediately following the Servicer Remittance Date (provided the Trustee shall give the Servicer notice of such failure to advance by 5:00 P.M. New York time on the Servicer Remittance Date), the Trustee shall, at the direction of the NIMS Insurer, terminate all of the rights and obligations of the Servicer under this Agreement and the Trustee, or a successor servicer appointed in accordance with Section 7.02, shall immediately make such Advance and assume, pursuant to Section 7.02, the duties of a successor Servicer, (y) in the case of (i)(B), (ii), (iii) and (iv) above, the Trustee shall, at the written direction of the NIMS Insurer or the Holders of each Class of Regular Certificates evidencing Percentage Interests aggregating not less than 51%, by notice then given in writing to the Servicer and to the Trustee and (z) in the case of (v) above, the Trustee shall, at the direction of the NIMS Insurer, by notice then given in writing to the Servicer and to the Trustee, terminate all of the rights and obligations of the Servicer as servicer under this Agreement. Any such notice to the Servicer shall also be given to each Rating Agency, the Depositor and the Originator. On or after the receipt by the Servicer (and by the Trustee if such notice is given by the Holders) of such written notice, all authority and power of the Servicer under this Agreement, whether with respect to the Certificates or the Mortgage Loans or otherwise, shall pass to and be vested in the Trustee pursuant to and under this Section; and, without limitation, and the Trustee is hereby authorized and empowered to execute and deliver, on behalf of the 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 of each Mortgage Loan and related documents or otherwise. The Servicer agrees to cooperate with the Trustee (or the applicable successor Servicer) in effecting the termination of the responsibilities and rights of the Servicer hereunder, including, without limitation, the delivery to the Trustee of all documents and records requested by it to enable it to assume the Servicer’s functions under this Agreement within ten Business Days subsequent to such notice, the transfer within one Business Day subsequent to such notice to the Trustee (or the applicable successor Servicer) for the administration by it of all cash amounts that shall at the time be held by the Servicer and to be deposited by it in the Collection Account, the Distribution Account, any REO Account or any Servicing Account or that have been deposited by the Servicer in such accounts or thereafter received by the Servicer with respect to the Mortgage Loans or any REO Property received by the Servicer. All reasonable costs and expenses (including attorneys’ fees) incurred in connection with transferring the Mortgage Files to the successor Servicer and amending this Agreement to reflect such succession as Servicer pursuant to this Section shall be paid by the predecessor Servicer (or if the predecessor Servicer is the Trustee, the initial Servicer) upon presentation of reasonable documentation of such costs and expenses and to the extent not paid by the Servicer, by the Trust.
 
(b) In connection with any failure by the Servicer to make any remittance required to be made by the Servicer to the Distribution Account pursuant to this Section 7.01 on the day and by the time such remittance is required to be made under the terms of this Section 7.01 (without giving effect to any grace or cure period), the Servicer shall pay to the Trustee for the account of the Trustee interest at the Prime Rate on any amount not timely remitted from and including the day such remittance was required to be made to, but not including, the day on which such remittance was actually made.
 
SECTION 7.02.                      
Trustee to Act; Appointment of Successor.
 
(a)  From the time the Servicer (and the Trustee, if notice is sent by the Holders) receives a notice of termination pursuant to Section 7.01 or 6.04, the Trustee (or such other successor Servicer as is approved in accordance with this Agreement) shall be the successor in all respects to the Servicer in its capacity as servicer under this Agreement and the transactions set forth or provided for herein and shall be subject to all the responsibilities, duties and liabilities relating thereto placed on the Servicer by the terms and provisions hereof arising on and after its succession. Notwithstanding the foregoing, the parties hereto agree that the Trustee, in its capacity as successor Servicer, immediately will assume all of the obligations of the Servicer to make advances. Notwithstanding the foregoing, the Trustee, in its capacity as successor Servicer, shall not be responsible for the lack of information and/or documents that it cannot obtain through reasonable efforts. It is understood and acknowledged by the parties hereto that there will be a period of transition (not to exceed 100 days) before the transition of servicing obligations is fully effective. As compensation therefor, the Trustee (or such other successor Servicer) shall be entitled to such compensation as the Servicer would have been entitled to hereunder if no such notice of termination had been given. Notwithstanding the above, (i) if the Trustee is unwilling to act as successor Servicer or (ii) if the Trustee is legally unable so to act, the Trustee shall appoint or petition a court of competent jurisdiction to appoint, any established housing and home finance institution, bank or other mortgage loan or home equity loan servicer having a net worth of not less than $50,000,000 as the successor to the Servicer hereunder in the assumption of all or any part of the responsibilities, duties or liabilities of the Servicer hereunder; provided, that the appointment of any such successor Servicer shall be approved by the NIMS Insurer (such approval not to be unreasonably withheld), as evidenced by the prior written consent of the NIMS Insurer, and will not result in the qualification, reduction or withdrawal of the ratings assigned to the Certificates by the Rating Agencies as evidenced by a letter to such effect from the Rating Agencies. Pending appointment of a successor to the Servicer hereunder, unless the Trustee is prohibited by law from so acting, the Trustee shall act in such capacity as hereinabove provided. In connection with such appointment and assumption, the successor shall be entitled to receive compensation out of payments on Mortgage Loans in an amount equal to the compensation which the Servicer would otherwise have received pursuant to Section 3.18 (or such other compensation as the Trustee and such successor shall agree, not to exceed the Servicing Fee). The appointment of a successor Servicer shall not affect any liability of the predecessor Servicer which may have arisen under this Agreement prior to its termination as Servicer to pay any deductible under an insurance policy pursuant to Section 3.14 or to indemnify the Trustee or the NIMS Insurer pursuant to Section 6.03), nor shall any successor Servicer be liable for any acts or omissions of the predecessor Servicer or for any breach by such Servicer of any of its representations or warranties contained herein or in any related document or agreement. The Trustee and such successor shall take such action, consistent with this Agreement, as shall be necessary to effectuate any such succession. All Servicing Transfer Costs shall be paid by the predecessor Servicer upon presentation of reasonable documentation of such costs, and if such predecessor Servicer defaults in its obligation to pay such costs, such costs shall be paid by the successor Servicer or the Trustee (in which case the successor Servicer or the Trustee, as applicable, shall be entitled to reimbursement therefor from the assets of the Trust).
 
Notwithstanding any provision in this Agreement to the contrary, for a period of 10 days following the date on which the Servicer shall have received a notice of termination pursuant to Section 7.01 of this Agreement, the Servicer may appoint the Servicing Rights Pledgee or its designee as successor Servicer; provided, that the Servicing Rights Pledgee or such designee satisfies the eligibility criteria of a successor Servicer set forth below, which appointment shall be subject to the consent of the Depositor and the Trustee (such consent not to be unreasonably withheld or delayed); provided that such successor Servicer agrees to fully effect the servicing transfer within 100 days following the termination of the Servicer and to make all Advances that would be otherwise made by the Trustee under Section 7.01 as of the date of such appointment, and to immediately upon appointment reimburse the Trustee for any unreimbursed Advances the Trustee has made and any reimbursable expenses that the Trustee may have incurred in connection with this Section 7.02. Any proceeds received in connection with the appointment of such successor Servicer shall be the property of the Servicer or its designee.
 
(b)  Any successor to the Servicer, including the Trustee, shall during the term of its service as servicer continue to service and administer the Mortgage Loans for the benefit of Certificateholders, and maintain in force a policy or policies of insurance covering errors and omissions in the performance of its obligations as Servicer hereunder and a Fidelity Bond in respect of its officers, employees and agents to the same extent as the Servicer is so required pursuant to Section 3.14.
 
SECTION 7.03.                      
Waiver of Defaults.
 
The Majority Certificateholders may, on behalf of all Certificateholders and with the consent of the NIMS Insurer, waive any events permitting removal of the Servicer as servicer pursuant to this Article VII, provided, however, that the Majority Certificateholders may not waive a default in making a required distribution on a Certificate without the consent of the Holder of such Certificate and the consent of the NIMS Insurer. Upon any waiver of a past default, such default shall cease to exist and any Servicer Event of Termination 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 thereto except to the extent expressly so waived. Notice of any such waiver shall be given by the Trustee to the Rating Agencies and the NIMS Insurer.
 
SECTION 7.04.                      
Notification to Certificateholders.
 
(a)  Upon any termination or appointment of a successor to the Servicer pursuant to this Article VII or Section 6.04, the Trustee shall give prompt written notice thereof to the Certificateholders at their respective addresses appearing in the Certificate Register, the NIMS Insurer and each Rating Agency.
 
(b)  No later than 60 days after the occurrence of any event which constitutes or which, with notice or a lapse of time or both, would constitute a Servicer Event of Termination for five Business Days after a Responsible Officer of the Trustee becomes aware of the occurrence of such an event, the Trustee shall transmit by mail to all Certificateholders and to the NIMS Insurer notice of such occurrence unless such default or Servicer Event of Termination shall have been waived or cured.
 
SECTION 7.05.                      
Survivability of Servicer Liabilities.
 
Notwithstanding anything herein to the contrary, upon termination of the Servicer hereunder, any liabilities of the Servicer which accrued prior to such termination shall survive such termination.
 
 
ARTICLE VIII
 
THE TRUSTEE
 
SECTION 8.01.                      
Duties of Trustee.
 
The Trustee, prior to the occurrence of a Servicer Event of Termination and after the curing of all Servicer Events of Termination which may have occurred, undertakes to perform such duties and only such duties as are specifically set forth in this Agreement. If a Servicer Event of Termination has occurred (which has not been cured) of which a Responsible Officer has knowledge, the Trustee shall exercise such of the rights and powers vested in it by this Agreement, and use the same degree of care and skill in their exercise, as a prudent man would exercise or use under the circumstances in the conduct of his own affairs.
 
The Trustee, upon receipt of all resolutions, certificates, statements, opinions, reports, documents, orders or other instruments furnished to the Trustee which are specifically required to be furnished pursuant to any provision of this Agreement, shall examine them to determine whether they conform to the requirements of this Agreement; provided, however, that the Trustee will not be responsible for the accuracy or content of any such resolutions, certificates, statements, opinions, reports, documents or other instruments. If any such instrument is found not to conform to the requirements of this Agreement in a material manner the Trustee shall take such action as it deems appropriate to have the instrument corrected, and if the instrument is not corrected to the Trustee’s satisfaction, the Trustee will provide notice thereof to the Certificateholders and the NIMS Insurer.
 
No provision of this Agreement shall be construed to relieve the Trustee from liability for its own negligent action, its own negligent failure to act or its own misconduct; provided, however, that:
 
(i)  prior to the occurrence of a Servicer Event of Termination, and after the curing of all such Servicer Events of Termination which may have occurred, the duties and obligations of the Trustee shall be determined solely by the express provisions of this Agreement, the Trustee shall not be liable except for the performance of such duties and obligations as are specifically set forth in this Agreement, no implied covenants or obligations shall be read into this Agreement against the Trustee and, in the absence of bad faith on the part of the Trustee, the Trustee may conclusively rely, as to the truth of the statements and the correctness of the opinions expressed therein, upon any certificates or opinions furnished to the Trustee and conforming to the requirements of this Agreement;
 
(ii)  the Trustee shall not be personally liable for an error of judgment made in good faith by a Responsible Officer of the Trustee, unless it shall be proved that the Trustee was negligent in ascertaining or investigating the facts related thereto;
 
(iii)  the Trustee shall not be personally liable with respect to any action taken, suffered or omitted to be taken by it in good faith in accordance with the direction of the NIMS Insurer or the Majority Certificateholders relating to the time, method and place of conducting any proceeding for any remedy available to the Trustee, or exercising or omitting to exercise any trust or power conferred upon the Trustee, under this Agreement; and
 
(iv)  the Trustee shall not be charged with knowledge of any failure by the Servicer to comply with the obligations of the Servicer referred to in clauses (i) and (ii) of Section 7.01(a) unless a Responsible Officer of the Trustee at the Corporate Trust Office obtains actual knowledge of such failure or the Trustee receives written notice of such failure from the Servicer, the NIMS Insurer or the Majority Certificateholders.
 
The Trustee shall not be required to expend or risk its own funds or otherwise incur financial liability in the performance of any of its duties hereunder, or in the exercise of any of its rights or powers, if there is reasonable ground for believing that the repayment of such funds or adequate indemnity against such risk or liability is not reasonably assured to it, and none of the provisions contained in this Agreement shall in any event require the Trustee to perform, or be responsible for the manner of performance of, any of the obligations of the Servicer under this Agreement, except during such time, if any, as the Trustee shall be the successor to, and be vested with the rights, duties, powers and privileges of, the Servicer in accordance with the terms of this Agreement.
 
SECTION 8.02.                      
Certain Matters Affecting the Trustee.
 
Except as otherwise provided in Section 8.01:
 
(a)  (i) the Trustee may request and rely upon, and shall be protected in acting or refraining from acting upon, any resolution, Officers’ Certificate, certificate of auditors or any other certificate, statement, instrument, opinion, report, notice, request, consent, order, appraisal, bond or other paper or document reasonably believed by it to be genuine and to have been signed or presented by the proper party or parties, and the manner of obtaining consents and of evidencing the authorization of the execution thereof by Certificateholders shall be subject to such reasonable regulations as the Trustee may prescribe;
 
(ii)  the Trustee may consult with counsel and any Opinion of Counsel shall be full and complete authorization and protection in respect of any action taken or suffered or omitted by it hereunder in good faith and in accordance with such Opinion of Counsel;
 
(iii)  the Trustee shall be under no obligation to exercise any of the rights or powers vested in it by this Agreement, or to institute, conduct or defend any litigation hereunder or in relation hereto, at the request, order or direction of any of the Certificateholders or the NIMS Insurer, pursuant to the provisions of this Agreement, unless such Certificateholders or the NIMS Insurer, as applicable, shall have offered to the Trustee reasonable security or indemnity against the costs, expenses and liabilities which may be incurred therein or thereby; the right of the Trustee to perform any discretionary act enumerated in this Agreement shall not be construed as a duty, and the Trustee shall not be answerable for other than its negligence or willful misconduct in the performance of any such act;
 
(iv)  the Trustee shall not be personally liable for any action taken, suffered or omitted by it in good faith and believed by it to be authorized or within the discretion or rights or powers conferred upon it by this Agreement;
 
(v)  prior to the occurrence of a Servicer Event of Termination and after the curing of all Servicer Events of Termination which may have occurred, the Trustee shall not be bound to make any investigation into the facts or matters stated in any resolution, certificate, statement, instrument, opinion, report, notice, request, consent, order, approval, bond or other paper or documents, unless requested in writing to do so by the NIMS Insurer or the Majority Certificateholder; provided, however, that if the payment within a reasonable time to the Trustee of the costs, expenses or liabilities likely to be incurred by it in the making of such investigation is, in the opinion of the Trustee, not reasonably assured to the Trustee by the security afforded to it by the terms of this Agreement, the Trustee may require reasonable indemnity against such cost, expense or liability as a condition to such proceeding. The reasonable expense of every such examination shall be paid by the Servicer or the NIMS Insurer (if requested by the NIMS Insurer) or, if paid by the Trustee, shall be reimbursed by the Servicer or the NIMS Insurer (if requested by the NIMS Insurer) upon demand and, if not reimbursed by the Servicer or the NIMS Insurer (if requested by the NIMS Insurer), shall be reimbursed by the Trust. Nothing in this clause (v) shall derogate from the obligation of the Servicer to observe any applicable law prohibiting disclosure of information regarding the Mortgagors;
 
(vi)  the Trustee shall not be accountable, shall have no liability and makes no representation as to any acts or omissions hereunder of the Servicer until such time as the Trustee may be required to act as Servicer pursuant to Section 7.02 and thereupon only for the acts or omissions of the Trustee as successor Servicer;
 
(vii)  the Trustee may execute any of the trusts or powers hereunder or perform any duties hereunder either directly or by or through agents or attorneys or a custodian; and
 
(viii)  the right of the Trustee to perform any discretionary act enumerated in this Agreement shall not be construed as a duty, and the Trustee shall not be answerable for other than its negligence or willful misconduct in the performance of such act.
 
(b)  The Depositor hereby directs the Trustee to execute, deliver and perform its obligations under the Interest Rate Swap Agreement (in its capacity as Supplemental Interest Trust Trustee) and to appoint to the Swap Administrator, pursuant to the Swap Administration Agreement, any rights to receive payments from the Swap Provider and the Depositor further directs the Trustee to execute, deliver and perform its obligation under the Swap Administration Agreement. The Seller, the Depositor, the Servicer and the Holders of the Class A Certificates and the Mezzanine Certificates by their acceptance of such Certificates acknowledge and agree that the Supplemental Interest Trust Trustee shall execute, deliver and perform its obligations under the Interest Rate Swap Agreement and the Swap Administration Agreement and shall do so solely in its capacity as trustee of the Supplemental Interest Trust or as Swap Administrator, as the case may be, and not in its individual capacity. Every provision of this Agreement relating to the conduct or affecting the liability of or affording protection to the Trustee shall apply to the Supplemental Interest Trust Trustee’s execution of the Interest Rate Swap Agreement and the Swap Administration Agreement, and the performance of its duties and satisfaction of its obligations thereunder.
 
(c)  [Reserved].
 
SECTION 8.03.                      
Trustee Not Liable for Certificates or Mortgage Loans.
 
The recitals contained herein and in the Certificates (other than the authentication of the Trustee on the Certificates) shall be taken as the statements of the Depositor, and the Trustee assumes no responsibility for the correctness of the same. The Trustee makes no representations as to the validity or sufficiency of this Agreement or of the Certificates (other than the signature and authentication of the Trustee on the Certificates) or of any Mortgage Loan or related document. The Trustee shall not be accountable for the use or application by the Servicer, or for the use or application of any funds paid to the Servicer in respect of the Mortgage Loans or deposited in or withdrawn from the Collection Account by the Servicer. The Trustee shall at no time have any responsibility or liability for or with respect to the legality, validity and enforceability of any Mortgage or any Mortgage Loan, or the perfection and priority of any Mortgage or the maintenance of any such perfection and priority, or for or with respect to the sufficiency of the Trust or its ability to generate the payments to be distributed to Certificateholders under this Agreement, including, without limitation: the existence, condition and ownership of any Mortgaged Property; the existence and enforceability of any hazard insurance thereon (other than if the Trustee shall assume the duties of the Servicer pursuant to Section 7.02); the validity of the assignment of any Mortgage Loan to the Trustee or of any intervening assignment; the completeness of any Mortgage Loan; the performance or enforcement of any Mortgage Loan (other than if the Trustee shall assume the duties of the Servicer pursuant to Section 7.02); the compliance by the Depositor, the Originator, the Seller or the Servicer with any warranty or representation made under this Agreement or in any related document or the accuracy of any such warranty or representation prior to the Trustee’s receipt of notice or other discovery of any non-compliance therewith or any breach thereof; any investment of monies by or at the direction of the Servicer or any loss resulting therefrom, it being understood that the Trustee shall remain responsible for any Trust property that it may hold in its individual capacity; the acts or omissions of any of the Servicer (other than if the Trustee shall assume the duties of the Servicer pursuant to Section 7.02), any Sub-Servicer or any Mortgagor; any action of the Servicer (other than if the Trustee shall assume the duties of the Servicer pursuant to Section 7.02), or any Sub-Servicer taken in the name of the Trustee; the failure of the Servicer or any Sub-Servicer to act or perform any duties required of it as agent of the Trustee hereunder; or any action by the Trustee taken at the instruction of the Servicer (other than if the Trustee shall assume the duties of the Servicer pursuant to Section 7.02); provided, however, that the foregoing shall not relieve the Trustee of its obligation to perform its duties under this Agreement, including, without limitation, the Trustee’s duty to review the Mortgage Files pursuant to Section 2.01. The Trustee shall have no responsibility for filing any financing or continuation statement in any public office at any time or to otherwise perfect or maintain the perfection of any security interest or lien granted to it hereunder (unless the Trustee shall have become the successor Servicer).
 
SECTION 8.04.                      
Trustee May Own Certificates.
 
The Trustee in its individual or any other capacity may become the owner or pledgee of Certificates with the same rights as it would have if it were not Trustee and may transact any banking and trust business with the Originator, the Servicer, the Depositor or their Affiliates.
 
SECTION 8.05.                        
Trustee Fee and Expenses.
 
(a)  The Trustee shall withdraw from the Distribution Account on each Distribution Date and pay to itself the Trustee Fee. The Trustee shall be reimbursed from the Trust Fund for all reasonable expenses, disbursements and advances incurred or made by the Trustee in accordance with any of the provisions of this Agreement (not including expenses, disbursements and advances incurred or made by the Trustee including the compensation and the expenses and disbursements of its agents and counsel, in the ordinary course of the Trustee’s performance in accordance with the provisions of this Agreement) up to a limit of $25,000 per calendar year except any such expense, disbursement or advance as may arise from its negligence or bad faith or which is the responsibility of Certificateholders or the Trustee hereunder. In addition, the Trustee and its officers, directors, employees and agents shall be entitled to be indemnified for, and held harmless by the Trust Fund against, any and all losses, liabilities, damages, claims or expenses incurred in connection with any legal action relating to this Agreement or the Certificates up to a limit of $600,000 per calendar year, other than (i) any loss, liability or expense incurred by reason of willful misfeasance, bad faith or negligence of the Trustee in the performance of its duties hereunder or by reason of the Trustee’s reckless disregard of obligations and duties hereunder or (ii) resulting from a breach of the Servicer’s obligations and duties under this Agreement and the Mortgage Loans (for which the Servicer shall indemnify pursuant to Section 8.05(b)). Notwithstanding anything herein to the contrary, the Trustee shall be reimbursed from the Trust Fund for all Servicing Transfer Costs not paid by the Servicer pursuant to Section 7.02(a) and any expenses related to “high cost home loans” without regard to any annual limitations. This section shall survive termination of this Agreement or the resignation or removal of any Trustee hereunder.
 
(b)  The Servicer agrees to indemnify the Trustee from, and hold it harmless against, any loss, liability or expense resulting from a breach of the Servicer’s obligations and duties under this Agreement. Such indemnity shall survive the termination or discharge of this Agreement and the resignation or removal of the Trustee. Any payment hereunder made by the Servicer to the Trustee shall be from the Servicer’s own funds, without reimbursement from the Trust Fund therefor.
 
(c)  Any amounts payable to the Trustee, or any director, officer, employee or agent of the Trustee in respect of the indemnification provided by this Section 8.05, or pursuant to any other right of reimbursement from the Trust Fund that the Trustee, or any director, officer, employee or agent of the Trustee, may have hereunder in its capacity as such, may be withdrawn by the Trustee from the Distribution Account at any time.
 
(d)  The limitations on the indemnification provided to the Trustee set forth in Section 8.05(a) above shall remain in effect for so long as any series of notes issued pursuant to one or more Indentures, as set forth in Section 1.04 remain outstanding.
 
SECTION 8.06.                      
Eligibility Requirements for Trustee.
 
The Trustee hereunder shall at all times be an entity duly organized and validly existing under the laws of the United States of America or any state thereof, authorized under such laws to exercise corporate trust powers, having a combined capital and surplus of at least $50,000,000 and a long-term debt rating of at least “A-” and a short-term debt rating of at least “A-1” by S&P, if rated by S&P, and subject to supervision or examination by federal or state authority. If such entity publishes reports of condition at least annually, pursuant to law or to the requirements of the aforesaid supervising or examining authority, then for the purposes of this Section 8.06, the combined capital and surplus of such entity shall be deemed to be its combined capital and surplus as set forth in its most recent report of condition so published. The principal office of the Trustee (other than the initial Trustee) shall be in a state with respect to which an Opinion of Counsel has been delivered to such Trustee and the NIMS Insurer at the time such Trustee is appointed Trustee to the effect that the Trust will not be a taxable entity under the laws of such state. In case at any time the Trustee shall cease to be eligible in accordance with the provisions of this Section 8.06, the Trustee shall resign immediately in the manner and with the effect specified in Section 8.07.
 
SECTION 8.07.                      
Resignation or Removal of Trustee.
 
The Trustee may at any time resign and be discharged from the trusts hereby created by giving written notice thereof to the NIMS Insurer, the Depositor, the Servicer and each Rating Agency. Upon receiving such notice of resignation, the Depositor shall promptly appoint a successor Trustee acceptable to the NIMS Insurer by written instrument, in duplicate, one copy of which instrument shall be delivered to the resigning Trustee and one copy to the successor Trustee. If no successor Trustee shall have been so appointed and having accepted appointment within 30 days after the giving of such notice of resignation, the resigning Trustee may petition any court of competent jurisdiction for the appointment of a successor Trustee.
 
If at any time the Trustee shall cease to be eligible in accordance with the provisions of Section 8.06 and shall fail to resign after written request therefor by the Depositor or the NIMS Insurer or if at any time the Trustee shall be legally unable to act, or shall be adjudged a bankrupt or insolvent, or a receiver of the Trustee or of its property shall be appointed, or any public officer shall take charge or control of the Trustee or of its property or affairs for the purpose of rehabilitation, conservation or liquidation, then the Depositor, the Servicer or the NIMS Insurer may remove the Trustee. If the Depositor, the Servicer or the NIMS Insurer removes the Trustee under the authority of the immediately preceding sentence, the Depositor, with the consent of the NIMS Insurer, shall promptly appoint a successor Trustee by written instrument, in duplicate, one copy of which instrument shall be delivered to the Trustee so removed and one copy to the successor trustee.
 
The Majority Certificateholders (or the NIMS Insurer upon the failure of the Trustee to perform its obligations hereunder) may at any time remove the Trustee by written instrument or instruments delivered to the Servicer, the Depositor and the Trustee; the Depositor shall thereupon use its best efforts to appoint a successor trustee acceptable to the NIMS Insurer in accordance with this Section.
 
Any resignation or removal of the Trustee and appointment of a successor Trustee pursuant to any of the provisions of this Section 8.07 shall not become effective until acceptance of appointment by the successor Trustee as provided in Section 8.08.
 
Any Person appointed as successor trustee pursuant to this Agreement shall also be required to serve as successor supplemental interest trust trustee under the Interest Rate Swap Agreement.
 
SECTION 8.08.                      
Successor Trustee.
 
Any successor Trustee appointed as provided in Section 8.07 shall execute, acknowledge and deliver to the NIMS Insurer, the Depositor, the Servicer and to its predecessor Trustee an instrument accepting such appointment hereunder, and thereupon the resignation or removal of the predecessor Trustee shall become effective, and such successor Trustee, without any further act, deed or conveyance, shall become fully vested with all the rights, powers, duties and obligations of its predecessor hereunder, with like effect as if originally named as Trustee. The Depositor, the Servicer and the predecessor Trustee shall execute and deliver such instruments and do such other things as may reasonably be required for fully and certainly vesting and confirming in the successor Trustee all such rights, powers, duties and obligations.
 
No successor Trustee shall accept appointment as provided in this Section 8.08 unless at the time of such acceptance such successor Trustee shall be eligible under the provisions of Section 8.06 and the appointment of such successor Trustee shall not result in a downgrading of the Regular Certificates by either Rating Agency, as evidenced by a letter from each Rating Agency.
 
Upon acceptance of appointment by a successor Trustee as provided in this Section 8.08, the successor Trustee shall mail notice of the appointment of a successor Trustee hereunder to all Holders of Certificates at their addresses as shown in the Certificate Register and to each Rating Agency.
 
SECTION 8.09.                      
Merger or Consolidation of Trustee.
 
Any entity into which the Trustee may be merged or converted or with which it may be consolidated, or any entity resulting from any merger, conversion or consolidation to which the Trustee shall be a party, or any entity succeeding to the business of the Trustee, shall be the successor of the Trustee hereunder, provided such entity shall be eligible under the provisions of Section 8.06 and 8.08, without the execution or filing of any paper or any further act on the part of any of the parties hereto, anything herein to the contrary notwithstanding.
 
SECTION 8.10.                      
Appointment of Co-Trustee or Separate Trustee.
 
Notwithstanding any other provisions of this Agreement, at any time, for the purpose of meeting any legal requirements of any jurisdiction in which any part of the Trust or any Mortgaged Property may at the time be located, the Depositor and the Trustee acting jointly shall have the power and shall execute and deliver all instruments to appoint one or more Persons approved by the Trustee and the NIMS Insurer to act as co-trustee or co-trustees, jointly with the Trustee, or separate trustee or separate trustees, of all or any part of the Trust, and to vest in such Person or Persons, in such capacity and for the benefit of the Certificateholders, such title to the Trust, or any part thereof, and, subject to the other provisions of this Section 8.10, such powers, duties, obligations, rights and trusts as the Servicer and the Trustee may consider necessary or desirable. Any such co-trustee or separate trustee shall be subject to the written approval of the Servicer and the NIMS Insurer. If the Servicer and the NIMS Insurer shall not have joined in such appointment within 15 days after the receipt by it of a request so to do, or in the case a Servicer Event of Termination shall have occurred and be continuing, the Trustee alone shall have the power to make such appointment. No co-trustee or separate trustee hereunder shall be required to meet the terms of eligibility as a successor trustee under Section 8.06, and no notice to Certificateholders of the appointment of any co-trustee or separate trustee shall be required under Section 8.08. The Servicer shall be responsible for the fees of any co-trustee or separate trustee appointed hereunder.
 
Every separate trustee and co-trustee shall, to the extent permitted by law, be appointed and act subject to the following provisions and conditions:
 
(i)  all rights, powers, duties and obligations conferred or imposed upon the Trustee shall be conferred or imposed upon and exercised or performed by the Trustee and such separate trustee or co-trustee jointly (it being understood that such separate trustee or co-trustee is not authorized to act separately without the Trustee joining in such act), except to the extent that under any law of any jurisdiction in which any particular act or acts are to be performed (whether as Trustee hereunder or as successor to the Servicer hereunder), the Trustee shall be incompetent or unqualified to perform such act or acts, in which event such rights, powers, duties and obligations (including the holding of title to the Trust or any portion thereof in any such jurisdiction) shall be exercised and performed singly by such separate trustee or co-trustee, but solely at the direction of the Trustee;
 
(ii)  no trustee hereunder shall be held personally liable by reason of any act or omission of any other trustee hereunder; and
 
(iii)  the Servicer and the Trustee, acting jointly and with the consent of the NIMS Insurer, may at any time accept the resignation of or remove any separate trustee or co-trustee except that following the occurrence of a Servicer Event of Termination, the Trustee acting alone may accept the resignation or remove any separate trustee or co-trustee.
 
Any notice, request or other writing given to the Trustee shall be deemed to have been given to each of the then separate trustees and co-trustees, as effectively as if given to each of them. Every instrument appointing any separate trustee or co-trustee shall refer to this Agreement and the conditions of this Article VIII. Each separate trustee and co-trustee, upon its acceptance of the trusts conferred, shall be vested with the estates or property specified in its instrument of appointment, either jointly with the Trustee or separately, as may be provided therein, subject to all the provisions of this Agreement, specifically including every provision of this Agreement relating to the conduct of, affecting the liability of, or affording protection to, the Trustee. Every such instrument shall be filed with the Trustee and a copy thereof given to the Depositor, the Servicer and the NIMS Insurer.
 
Any separate trustee or co-trustee may, at any time, constitute the Trustee, its agent or attorney-in-fact, with full power and authority, to the extent not prohibited by law, to do any lawful act under or in respect of this Agreement on its behalf and in its name. If any separate trustee or co-trustee shall die, become incapable of acting, resign or be removed, all of its estates, properties, rights, remedies and trusts shall vest in and be exercised by the Trustee, to the extent permitted by law, without the appointment of a new or successor Trustee.
 
SECTION 8.11.                      
Limitation of Liability.
 
The Certificates are executed by the Trustee, not in its individual capacity but solely as Trustee of the Trust, in the exercise of the powers and authority conferred and vested in it by this Agreement. Each of the undertakings and agreements made on the part of the Trustee in the Certificates is made and intended not as a personal undertaking or agreement by the Trustee but is made and intended for the purpose of binding only the Trust.
 
SECTION 8.12.                      
Trustee May Enforce Claims Without Possession of Certificates.
 
(a)  All rights of action and claims under this Agreement or the Certificates may be prosecuted and enforced by the Trustee without the possession of any of the Certificates or the production thereof in any proceeding relating thereto, and such proceeding instituted by the Trustee shall be brought in its own name or in its capacity as Trustee for the benefit of all Holders of such Certificates, subject to the provisions of this Agreement. Any recovery of judgment shall, after provision for the payment of the reasonable compensation, expenses, disbursement and advances of the Trustee, its agents and counsel, be for the ratable benefit of the Certificateholders in respect of which such judgment has been recovered.
 
(b)  The Trustee shall afford the Seller, the Originator, the Depositor, the Servicer, the NIMS Insurer and each Certificate Owner upon reasonable notice during normal business hours, access to all records maintained by the Trustee in respect of its duties hereunder and access to officers of the Trustee responsible for performing such duties. Upon request, the Trustee shall furnish the Depositor, the Servicer, the NIMS Insurer and any requesting Certificate Owner with its most recent financial statements. The Trustee shall cooperate fully with the Seller, the Originator the Servicer, the Depositor and such Certificate Owner and shall make available to the Seller, the Originator, the Servicer, the Depositor, the NIMS Insurer and such Certificate Owner for review and copying such books, documents or records as may be requested with respect to the Trustee’s duties hereunder. The Seller, the Originator, the Depositor, the Servicer and the Certificate Owners shall not have any responsibility or liability for any action or failure to act by the Trustee and are not obligated to supervise the performance of the Trustee under this Agreement or otherwise.
 
SECTION 8.13.                      
Suits for Enforcement.
 
In case a Servicer Event of Termination or other default by the Servicer or the Depositor hereunder shall occur and be continuing, the Trustee, shall, at the direction of the Majority Certificateholders or the NIMS Insurer, or may, proceed to protect and enforce its rights and the rights of the Certificateholders or the NIMS Insurer under this Agreement by a suit, action or proceeding in equity or at law or otherwise, whether for the specific performance of any covenant or agreement contained in this Agreement or in aid of the execution of any power granted in this Agreement or for the enforcement of any other legal, equitable or other remedy, as the Trustee, being advised by counsel, and subject to the foregoing, shall deem most effectual to protect and enforce any of the rights of the Trustee, the NIMS Insurer and the Certificateholders.
 
SECTION 8.14.                      
Waiver of Bond Requirement.
 
The Trustee shall be relieved of, and each Certificateholder hereby waives, any requirement of any jurisdiction in which the Trust, or any part thereof, may be located that the Trustee post a bond or other surety with any court, agency or body whatsoever.
 
SECTION 8.15.                      
Waiver of Inventory, Accounting and Appraisal Requirement.
 
The Trustee shall be relieved of, and each Certificateholder hereby waives, any requirement of any jurisdiction in which the Trust, or any part thereof, may be located that the Trustee file any inventory, accounting or appraisal of the Trust with any court, agency or body at any time or in any manner whatsoever.
 
 
ARTICLE IX
 
REMIC ADMINISTRATION
 
SECTION 9.01.                      
REMIC Administration.
 
(a)  REMIC elections as set forth in the Preliminary Statement shall be made by the Trustee on Form 1066 or other appropriate federal tax or information return for the taxable year ending on the last day of the calendar year in which the Certificates are issued. The regular interests and residual interest in each REMIC shall be as designated in the Preliminary Statement.
 
(b)  The Closing Date is hereby designated as the “Startup Day” of each REMIC within the meaning of section 860G(a)(9) of the Code.
 
(c)  The Servicer shall pay any and all tax related expenses (not including taxes) of each REMIC, including but not limited to any professional fees or expenses related to audits or any administrative or judicial proceedings with respect to each REMIC that involve the Internal Revenue Service or state tax authorities, but only to the extent that (i) such expenses are ordinary or routine expenses, including expenses of a routine audit but not expenses of litigation (except as described in (ii)); or (ii) such expenses or liabilities (including taxes and penalties) are attributable to the gross negligence or willful misconduct of the Servicer in fulfilling its duties hereunder. The Servicer shall be entitled to reimbursement of expenses to the extent provided in clause (i) above from the Collection Account.
 
(d)  The Trustee shall prepare, sign and file, all of the REMICs’ federal and state tax and information returns as the direct representative each REMIC created hereunder. The expenses of preparing and filing such returns shall be borne by the Trustee. The Trustee shall use the Tax Prepayment Assumption for purposes of computing any tax reporting, including, but not limited to, the calculation of the original issue discount.
 
(e)  The Holder of the Residual Certificate at any time holding the largest Percentage Interest thereof shall be the “tax matters person” as defined in the REMIC Provisions (the “Tax Matters Person”) with respect to the related REMIC and shall act as Tax Matters Person for each REMIC. The Trustee, as agent for the Tax Matters Person, shall perform on behalf of each REMIC all reporting and other tax compliance duties that are the responsibility of such REMIC under the Code, the REMIC Provisions, or other compliance guidance issued by the Internal Revenue Service or any state or local taxing authority. Among its other duties, if required by the Code, the REMIC Provisions, or other such guidance, the Trustee, as agent for the Tax Matters Person, shall provide (i) to the Treasury or other governmental authority such information as is necessary for the application of any tax relating to the transfer of a Residual Certificate to any disqualified person or organization and (ii) to the Certificateholders such information or reports as are required by the Code or REMIC Provisions. The Trustee, as agent for the Tax Matters Person, shall represent each REMIC in any administrative or judicial proceedings relating to an examination or audit by any governmental taxing authority, request an administrative adjustment as to any taxable year of any REMIC, enter into settlement agreements with any government taxing agency, extend any statute of limitations relating to any item of any REMIC and otherwise act on behalf of any REMIC in relation to any tax matter involving the Trust.
 
(f)  The Trustee, the Servicer and the Holders of Certificates shall take any action or cause the REMIC to take any action necessary to create or maintain the status of each REMIC as a REMIC under the REMIC Provisions and shall assist each other as necessary to create or maintain such status. Neither the Trustee, the Servicer nor the Holder of any Residual Certificate shall take any action, cause any REMIC created hereunder to take any action or fail to take (or fail to cause to be taken) any action that, under the REMIC Provisions, if taken or not taken, as the case may be, could (i) endanger the status of such REMIC as a REMIC or (ii) result in the imposition of a tax upon such REMIC (including but not limited to the tax on prohibited transactions as defined in Code Section 860F(a)(2) and the tax on prohibited contributions set forth on Section 860G(d) of the Code) (either such event, an “Adverse REMIC Event”) unless the Trustee, the NIMS Insurer and the Servicer have received an Opinion of Counsel (at the expense of the party seeking to take such action) to the effect that the contemplated action will not endanger such status or result in the imposition of such a tax. In addition, prior to taking any action with respect to any REMIC created hereunder or the assets therein, or causing such REMIC to take any action, which is not expressly permitted under the terms of this Agreement, any Holder of a Residual Certificate will consult with the Trustee, the NIMS Insurer and the Servicer, or their respective designees, in writing, with respect to whether such action could cause an Adverse REMIC Event to occur with respect to any REMIC, and no such Person shall take any such action or cause any REMIC to take any such action as to which the Trustee, the NIMS Insurer or the Servicer has advised it in writing that an Adverse REMIC Event could occur.
 
(g)  Each Holder of a Residual Certificate shall pay when due any and all taxes imposed on each REMIC created hereunder by federal or state governmental authorities. To the extent that such Trust taxes are not paid by a Residual Certificateholder, the Trustee shall pay any remaining REMIC taxes out of current or future amounts otherwise distributable to the Holder of the Residual Certificate in the REMICs or, if no such amounts are available, out of other amounts held in the Distribution Account, and shall reduce amounts otherwise payable to Holders of regular interests in the related REMIC. Subject to the foregoing, in the event that a REMIC incurs a state or local tax, including franchise taxes, as a result of a determination that such REMIC is domiciled in the State of California or any other state for state tax purposes by virtue of the location of the Servicer or any subservicer, the Servicer agrees to pay on behalf of such REMIC when due, any and all state and local taxes imposed as a result of such a determination, in the event that the Holder of the related Residual Certificate fails to pay such taxes, if any, when imposed.
 
(h)  The Trustee, as agent for the Tax Matters Person, shall, for federal income tax purposes, maintain books and records with respect to each REMIC created hereunder on a calendar year and on an accrual basis.
 
(i)  No additional contributions of assets shall be made to any REMIC created hereunder, except as expressly provided in this Agreement with respect to eligible substitute mortgage loans.
 
(j)  Neither the Trustee nor the Servicer shall enter into any arrangement by which any REMIC created hereunder will receive a fee or other compensation for services.
 
(k)  On or before April 15 of each calendar year beginning in 2008, the Servicer shall deliver to the NIMS Insurer, the Trustee and each Rating Agency an Officers’ Certificate stating the Servicer’s compliance with the provisions of this Section 9.01.
 
(l)  The Trustee will apply for an Employee Identification Number from the Internal Revenue Service via a Form SS-4 or other acceptable method for all tax entities and shall complete the Form 8811.
 
SECTION 9.02.                      
Prohibited Transactions and Activities.
 
Neither the Depositor, the Servicer nor the Trustee shall sell, dispose of, or substitute for any of the Mortgage Loans, except in a disposition pursuant to (i) the foreclosure of a Mortgage Loan, (ii) the bankruptcy of the Trust Fund, (iii) the termination of any REMIC created hereunder pursuant to Article X of this Agreement, (iv) a substitution pursuant to Article II of this Agreement or (v) a repurchase of Mortgage Loans pursuant to Article II of this Agreement, nor acquire any assets for any REMIC, nor sell or dispose of any investments in the Distribution Account for gain, nor accept any contributions to either REMIC after the Closing Date, unless it and the NIMS Insurer have received an Opinion of Counsel (at the expense of the party causing such sale, disposition, or substitution) that such disposition, acquisition, substitution, or acceptance will not (a) affect adversely the status of any REMIC created hereunder as a REMIC or of the interests therein other than the Residual Certificates as the regular interests therein, (b) affect the distribution of interest or principal on the Certificates, (c) result in the encumbrance of the assets transferred or assigned to the Trust Fund (except pursuant to the provisions of this Agreement) or (d) cause any REMIC created hereunder to be subject to a tax on prohibited transactions or prohibited contributions pursuant to the REMIC Provisions.
 
SECTION 9.03.                      
Indemnification with Respect to Certain Taxes and Loss of REMIC Status.
 
(a)  In the event that any REMIC fails to qualify as a REMIC, loses its status as a REMIC, or incurs federal, state or local taxes as a result of a prohibited transaction or prohibited contribution under the REMIC Provisions due to the grossly negligent performance by the Servicer of its duties and obligations set forth herein, the Servicer shall indemnify the NIMS Insurer, the Trustee and the Trust Fund against any and all losses, claims, damages, liabilities or expenses (“Losses”) resulting from such negligence; provided, however, that the Servicer shall not be liable for any such Losses attributable to the action or inaction of the Trustee, the Depositor or the Holder of such Residual Certificate, as applicable, nor for any such Losses resulting from misinformation provided by the Holder of such Residual Certificate on which the Servicer has relied. The foregoing shall not be deemed to limit or restrict the rights and remedies of the Holder of such Residual Certificate now or hereafter existing at law or in equity. Notwithstanding the foregoing, however, in no event shall the Servicer have any liability (1) for any action or omission that is taken in accordance with and in compliance with the express terms of, or which is expressly permitted by the terms of, this Agreement, (2) for any Losses other than arising out of a negligent performance by the Servicer of its duties and obligations set forth herein, and (3) for any special or consequential damages to Certificateholders (in addition to payment of principal and interest on the Certificates).
 
(b)  In the event that any REMIC fails to qualify as a REMIC, loses its status as a REMIC, or incurs federal, state or local taxes as a result of a prohibited transaction or prohibited contribution under the REMIC Provisions due to the negligent performance by the Trustee of its duties and obligations set forth herein, the Trustee shall indemnify the NIMS Insurer and the Trust Fund against any and all Losses resulting from such negligence; provided, however, that the Trustee shall not be liable for any such Losses attributable to the action or inaction of the Servicer, the Depositor or the Holder of such Residual Certificate, as applicable, nor for any such Losses resulting from misinformation provided by the Holder of such Residual Certificate on which the Trustee has relied. The foregoing shall not be deemed to limit or restrict the rights and remedies of the Holder of such Residual Certificate now or hereafter existing at law or in equity. Notwithstanding the foregoing, however, in no event shall the Trustee have any liability (1) for any action or omission that is taken in accordance with and in compliance with the express terms of, or which is expressly permitted by the terms of, this Agreement, (2) for any Losses other than arising out of a negligent performance by the Trustee of its duties and obligations set forth herein, and (3) for any special or consequential damages to Certificateholders (in addition to payment of principal and interest on the Certificates).
 
 
ARTICLE X
 
TERMINATION
 
SECTION 10.01.                      
Termination.
 
(a)  The respective obligations and responsibilities of the Servicer, the Depositor and the Trustee created hereby (other than the obligation of the Trustee to make certain payments to Certificateholders after the final Distribution Date and the obligation of the Servicer to send certain notices as hereinafter set forth) shall terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust and (iii) the optional purchase by the Servicer or the NIMS Insurer of the Mortgage Loans as described below. Notwithstanding the foregoing, in no event shall the trust created hereby continue beyond the earlier of (a) April 2037 or (b) the expiration of 21 years from the death of the last survivor of the descendants of Joseph P. Kennedy, the late ambassador of the United States to the Court of St. James’s, living on the date hereof.
 
The Servicer (or if the Servicer elects not to exercise such option, the NIMS Insurer) may, at its option (the party exercising such right the “Terminator”), terminate this Agreement on any date on which the aggregate Stated Principal Balance of the Mortgage Loans (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) on such date is equal to or less than 10% of the aggregate Cut-off Date Principal Balance, by purchasing, on the next succeeding Distribution Date, all of the outstanding Mortgage Loans and REO Properties at a price equal to the fair market value of the Mortgage Loans and REO Properties (as determined by the Servicer, if it is the Terminator, the NIMS Insurer, if it is the Terminator and, to the extent that the Class A Certificates or a Class of Mezzanine Certificates will not receive all amounts owed to it as a result of the termination, the Trustee, as of the close of business on the third Business Day next preceding the date upon which notice of any such termination is furnished to the related Certificateholders pursuant to Section 10.01(c)), plus accrued and unpaid interest thereon at the weighted average of the Mortgage Rates through the end of the Due Period preceding the final Distribution Date plus unreimbursed Servicing Advances, Advances, any unpaid Servicing Fees allocable to such Mortgage Loans and REO Properties, any accrued unpaid Net WAC Rate Carryover Amount, any previously unpaid Allocated Realized Loss Amounts and any Swap Termination Payment to the Swap Provider then remaining unpaid or which is due to the exercise of such option (the “Termination Price”); provided, however, such option may only be exercised if (i) the Termination Price is sufficient to pay all interest accrued on, as well as amounts necessary to retire the principal balance of, each class of notes secured by the Class C Certificates and the Class P Certificates and issued pursuant to the Indenture and any amounts owed to the NIMS Insurer at the time the option is exercised, and (ii) the fair market value of the Mortgage Loans and REO Properties determined as provided above is at least equal to the Stated Principal Balance of the Mortgage Loans (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and the appraised value of the REO Properties. Notwithstanding the foregoing, if the condition set forth in clause (i) above is satisfied but the condition set forth in clause (ii) above is not satisfied, then if the Terminator is the Servicer or the NIMS Insurer, such Terminator may nevertheless exercise such option by paying a higher Termination Price equal to the Stated Principal Balance of the Mortgage Loans (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and the appraised value of the REO Properties plus accrued and unpaid interest thereon at the weighted average of the Mortgage Rates through the end of the Due Period preceding the final Distribution Date plus unreimbursed Servicing Advances, Advances, any unpaid Servicing Fees allocable to such Mortgage Loans and REO Properties, any accrued and unpaid Net WAC Rate Carryover Amount, any previously unpaid Allocated Realized Loss Amounts, provided that the payment of such higher Termination Price is not prohibited by any regulatory institution under whose supervision such Terminator may be conducting its business at such time.
 
In connection with any such purchase pursuant to the preceding paragraph, the Servicer or the NIMS Insurer, as applicable, shall deposit in the Distribution Account all amounts then on deposit in the Collection Account, which deposit shall be deemed to have occurred immediately preceding such purchase.
 
Any such purchase shall be accomplished by deposit into the Distribution Account on the Determination Date before such Distribution Date of the Termination Price.
 
(b)  In connection with any termination pursuant to this Section 10.01(b):
 
(i)  At least twenty (20) days prior to the latest date on which notice of such optional termination is required to be mailed to the Certificateholders pursuant to Section 10.01(c), the Terminator shall notify in writing (in accordance with the applicable provision of the Interest Rate Swap Agreement and which may be done in electronic format) the Swap Provider and the Trustee of the final Distribution Date on which the Terminator intends to terminate the Trust Fund;
 
(ii)  No later than 4:00 pm (New York City time) four (4) Business Days prior to the final Distribution Date specified in the notices required pursuant to Section 10.01(c), the Trustee shall request from the Swap Provider the amount of the Estimated Swap Termination Payment. The Swap Provider shall, no later than 2:00 pm (New York City time) on the following Business Day, notify in writing (which may be done in electronic format) both the Terminator and the Trustee of the amount of the Estimated Swap Termination Payment and the Trustee shall promptly on the same day notify the Terminator of the amount of the Estimated Swap Termination Payment; and
 
(iii)  Two (2) Business Days prior to the final Distribution Date specified in the notices required pursuant to Section 10.01(c), (x) the Terminator shall, no later than 1:00 pm (New York City time) on such day, deliver to the Trustee and the Trustee shall deposit funds in the Distribution Account in an amount equal to the sum of the Termination Price (which shall be based on the Estimated Swap Termination Payment), and (y) if the Trustee shall have determined that all of the requirements for optional termination have been met, including without limitation the deposit required pursuant to the immediately preceding clause (x) as well as the requirements specified in Section 10.01(c), then the Trustee shall, on the same Business Day, provide written notice (which may be done in electronic format) to the Terminator and the Swap Provider (in accordance with the applicable provision of the Interest Rate Swap Agreement) confirming (a) its receipt of the Termination Price (which shall be based on the Estimated Swap Termination Payment), and (b) that all other requirements of the optional termination have been met (the “Optional Termination Notice”). Upon the delivery of the Optional Termination Notice by the Trustee pursuant to the preceding sentence, (i) the optional termination shall become irrevocable, (ii) the notice to Certificateholders of such optional termination provided pursuant to Section 10.01(c) shall become unrescindable, (iii) the Swap Provider shall determine the Swap Termination Payment in accordance with the Interest Rate Swap Agreement (which shall not exceed the Estimated Swap Termination Payment), and (iv) the Swap Provider shall provide to the Trustee written notice of the amount of the Swap Termination Payment not later than two (2) Business Days prior to the final Distribution Date specified in the notices required pursuant to Section 10.01(c).
 
In connection with any optional termination, only an amount equal to the Mortgage Loan purchase price less any Swap Termination Payment shall be made available for distribution to the Regular Certificates. Any Estimated Swap Termination Payment deposited into the Distribution Account by the Terminator shall be withdrawn by the Trustee from the Distribution Account on the final Distribution Date and distributed as follows: (i) to the Supplemental Interest Trust for payment to the Swap Provider in accordance with Section 4.08, an amount equal to the Swap Termination Payment calculated pursuant to the Swap Agreement, provided that in no event shall the amount distributed to the Swap Provider in respect of the Swap Termination Payment exceed the Estimated Swap Termination Payment, and (ii) to the Terminator, an amount equal to the excess, if any, of the Estimated Swap Termination Payment over the Swap Termination Payment. The Swap Termination Payment shall not be part of any REMIC and shall not be paid into any account which is part of any REMIC.
 
(c)  Notice of any termination, specifying the Distribution Date (which shall be a date that would otherwise be a Distribution Date) upon which the Certificateholders may surrender their Certificates to the Trustee for payment of the final distribution and cancellation, shall be given promptly by the Trustee upon the Trustee receiving notice of such date from the Servicer or the NIMS Insurer, by letter to the Certificateholders, the Swap Provider and the NIMS Insurer mailed not earlier than the 15th day and not later than the 25th day of the month next preceding the month of such final distribution specifying (1) the Distribution Date upon which final distribution of the Certificates will be made upon presentation and surrender of such Certificates at the office or agency of the Trustee therein designated, (2) the amount of any such final distribution and (3) that the Record Date otherwise applicable to such Distribution Date is not applicable, distributions being made only upon presentation and surrender of the Certificates at the office or agency of the Trustee therein specified.
 
(d)  Upon presentation and surrender of the Certificates, the Trustee shall cause to be distributed to the Holders of the Certificates on the Distribution Date for such final distribution, in proportion to the Percentage Interests of their respective Class and to the extent that funds are available for such purpose, an amount equal to the amount required to be distributed to such Holders in accordance with the provisions of Section 4.01 for such Distribution Date. By acceptance of the Residual Certificates, the Holders of the Residual Certificates agree, in connection with any termination hereunder, to assign and transfer any amounts in excess of the par value of the Mortgage Loans, and to the extent received in respect of such termination, to pay any such amounts to the Holders of the Class C Certificates.
 
(e)  In the event that all Certificateholders shall not surrender their Certificates for final payment and cancellation on or before such final Distribution Date, the Trustee shall promptly following such date cause all funds in the Distribution Account not distributed in final distribution to Certificateholders to be withdrawn therefrom and credited to the remaining Certificateholders by depositing such funds in a separate Servicing Account for the benefit of such Certificateholders, and the Servicer (if the Servicer has exercised its right to purchase the Mortgage Loans), the NIMS Insurer (if the NIMS Insurer has exercised its right to purchase the Mortgage Loans) or the Trustee (in any other case) shall give a second written notice to the remaining Certificateholders, to surrender their Certificates for cancellation and receive the final distribution with respect thereto. If within nine months after the second notice all the Certificates shall not have been surrendered for cancellation, the Class R Certificateholder shall be entitled to all unclaimed funds and other assets which remain subject hereto, and the Trustee upon transfer of such funds shall be discharged of any responsibility for such funds, and the Certificateholders shall look to the Class R Certificateholder for payment.
 
SECTION 10.02.                      
Additional Termination Requirements.
 
(a)  In the event that the Servicer or the NIMS Insurer exercises its purchase option as provided in Section 10.01, each REMIC shall be terminated in accordance with the following additional requirements, unless the Trustee shall have been furnished with an Opinion of Counsel to the effect that the failure of the Trust to comply with the requirements of this Section will not (i) result in the imposition of taxes on “prohibited transactions” of the Trust as defined in Section 860F of the Code or (ii) cause any REMIC constituting part of the Trust Fund to fail to qualify as a REMIC at any time that any Certificates are outstanding:
 
(i)  Within 90 days prior to the final Distribution Date, the Servicer or the NIMS Insurer shall adopt and the Trustee shall sign a plan of complete liquidation of each REMIC created hereunder meeting the requirements of a “Qualified Liquidation” under Section 860F of the Code and any regulations thereunder; and
 
(ii)  At or after the time of adoption of such a plan of complete liquidation and at or prior to the final Distribution Date, the Trustee shall sell all of the assets of the Trust Fund to the Servicer or the NIMS Insurer, as applicable, for cash pursuant to the terms of the plan of complete liquidation.
 
(b)  By their acceptance of Certificates, the Holders thereof hereby agree to appoint the Trustee as their attorney in fact to: (i) adopt such a plan of complete liquidation (and the Certificateholders hereby appoint the Trustee as their attorney in fact to sign such plan) as appropriate and (ii) to take such other action in connection therewith as may be reasonably required to carry out such plan of complete liquidation all in accordance with the terms hereof.
 
 
ARTICLE XI
 
MISCELLANEOUS PROVISIONS
 
SECTION 11.01.                      
Amendment.
 
This Agreement may be amended from time to time by the Depositor, the Servicer and the Trustee with the consent of the NIMS Insurer and without the consent of the Certificateholders (i) to cure any ambiguity, (ii) to correct or supplement any provisions herein which may be defective or inconsistent with any other provisions herein, (iii) to amend the provisions of Section 3.22(b) or (iv) to make any other provisions with respect to matters or questions arising under this Agreement which shall not be inconsistent with the provisions of this Agreement; provided that such action shall not, as evidenced by either (a) an Opinion of Counsel delivered to the Trustee or (b) written notice to the Depositor, the Servicer and the Trustee from the Rating Agencies that such action will not result in the reduction or withdrawal of the rating of any outstanding Class of Certificates with respect to which it is a Rating Agency, adversely affect in any material respect the interests of any Certificateholder. Neither an Opinion of Counsel nor confirmation from the Rating Agencies will be required in connection with an amendment to the provisions of Section 3.22(b). No amendment shall be deemed to adversely affect in any material respect the interests of any Certificateholder who shall have consented thereto, and no Opinion of Counsel or written notice from the Rating Agencies shall be required to address the effect of any such amendment on any such consenting Certificateholder.
 
This Agreement may also be amended from time to time by the Depositor, the Servicer and the Trustee with the consent of the NIMS Insurer and the Holders of Certificates entitled to at least 66% of the Voting Rights for the purpose of adding any provisions to or changing in any manner or eliminating any of the provisions of this Agreement or of modifying in any manner the rights of the Swap Provider or Holders of Certificates; provided, however, that no such amendment shall (i) reduce in any manner the amount of, or delay the timing of, payments received on Mortgage Loans which are required to be distributed on any Certificate without the consent of the Holder of such Certificate, (ii) adversely affect in any material respect the interests of the Swap Provider or Holders of any Class of Certificates (as evidenced by either (a) an Opinion of Counsel delivered to the Trustee or (b) written notice to the Depositor, the Servicer and the Trustee from the Rating Agencies that such action will not result in the reduction or withdrawal of the rating of any outstanding Class of Certificates with respect to which it is a Rating Agency) in a manner, other than as described in (i), or (iii) modify the consents required by the immediately preceding clauses (i) and (ii) without the consent of the Holders of all Certificates then outstanding. Notwithstanding any other provision of this Agreement, for purposes of the giving or withholding of consents pursuant to this Section 11.01, Certificates registered in the name of the Depositor or the Servicer or any Affiliate thereof shall be entitled to Voting Rights with respect to matters affecting such Certificates.
 
Notwithstanding any provision of this Agreement to the contrary, the Trustee shall not consent to any amendment to this Agreement unless it shall have first received an Opinion of Counsel, delivered by (and at the expense of) the Person seeking such Amendment and satisfactory to the NIMS Insurer, to the effect that such amendment will not result in the imposition of a tax on any REMIC created hereunder constituting part of the Trust Fund pursuant to the REMIC Provisions or cause any REMIC created hereunder constituting part of the Trust to fail to qualify as a REMIC at any time that any Certificates are outstanding and that the amendment is being made in accordance with the terms hereof.
 
Notwithstanding any of the other provisions of this Section 11.01, none of the parties to this Agreement shall enter into any amendment to this Agreement that could reasonably be expected to have a material adverse effect on the interests of the Swap Provider hereunder (excluding, for the avoidance of doubt, any amendment to this Agreement that is entered into solely for the purpose of appointing a successor servicer, trustee or other service provider) without the prior written consent of the Swap Provider, which consent shall not be unreasonably withheld, conditioned or delayed.
 
Promptly after the execution of any such amendment the Trustee shall furnish, at the expense of the Person that requested the amendment if such Person is the Servicer (but in no event at the expense of the Trustee), otherwise at the expense of the Trust, a copy of such amendment and the Opinion of Counsel referred to in the immediately preceding paragraph to the Servicer, the NIMS Insurer and each Rating Agency.
 
It shall not be necessary for the consent of Certificateholders under this Section 11.01 to approve the particular form of any proposed amendment; instead it shall be sufficient if such consent shall approve the substance thereof. The manner of obtaining such consents and of evidencing the authorization of the execution thereof by Certificateholders shall be subject to such reasonable regulations as the Trustee may prescribe.
 
The Trustee may, but shall not be obligated to, enter into any amendment pursuant to this Section 11.01 that affects its rights, duties and immunities under this Agreement or otherwise.
 
SECTION 11.02.                      
Recordation of Agreement; Counterparts.
 
To the extent permitted by applicable law, this Agreement is subject to recordation in all appropriate public offices for real property records in all the counties or other comparable jurisdictions in which any or all of the properties subject to the Mortgages are situated, and in any other appropriate public recording office or elsewhere, such recordation to be effected by the Servicer at the expense of the Trust, but only upon direction of Certificateholders accompanied by an Opinion of Counsel to the effect that such recordation materially and beneficially affects the interests of the Certificateholders.
 
For the purpose of facilitating the recordation of this Agreement as herein provided and for other purposes, this Agreement may be executed simultaneously in any number of counterparts, each of which counterparts shall be deemed to be an original, and such counterparts shall together constitute but one and the same instrument.
 
SECTION 11.03.                      
Limitation on Rights of Certificateholders.
 
The death or incapacity of any Certificateholder shall not (i) operate to terminate this Agreement or the Trust, (ii) entitle such Certificateholder’s legal representatives or heirs to claim an accounting or to take any action or proceeding in any court for a partition or winding up of the Trust, or (iii) otherwise affect the rights, obligations and liabilities of the parties hereto or any of them.
 
Except as expressly provided for herein, no Certificateholder shall have any right to vote or in any manner otherwise control the operation and management of the Trust, or the obligations of the parties hereto, nor shall anything herein set forth or contained in the terms of the Certificates be construed so as to constitute the Certificateholders from time to time as partners or members of an association; nor shall any Certificateholder be under any liability to any third person by reason of any action taken by the parties to this Agreement pursuant to any provision hereof.
 
No Certificateholder shall have any right by virtue of any provision of this Agreement to institute any suit, action or proceeding in equity or at law upon or under or with respect to this Agreement, unless such Holder previously shall have given to the Trustee a written notice of default and of the continuance thereof, as hereinbefore provided, and unless also the Holders of Certificates entitled to at least 25% of the Voting Rights shall have made written request upon the Trustee to institute such action, suit or proceeding in its own name as Trustee hereunder and shall have offered to the Trustee such reasonable indemnity as it may require against the costs, expenses and liabilities to be incurred therein or thereby, and the Trustee for 15 days after its receipt of such notice, request and offer of indemnity, shall have neglected or refused to institute any such action, suit or proceeding. It is understood and intended, and expressly covenanted by each Certificateholder with every other Certificateholder and the Trustee, that no one or more Holders of Certificates shall have any right in any manner whatever by virtue of any provision of this Agreement to affect, disturb or prejudice the rights of the Holders of any other of such Certificates, or to obtain or seek to obtain priority over or preference to any other such Holder, which priority or preference is not otherwise provided for herein, or to enforce any right under this Agreement, except in the manner herein provided and for the equal, ratable and common benefit of all Certificateholders. For the protection and enforcement of the provisions of this Section 11.03 each and every Certificateholder and the Trustee shall be entitled to such relief as can be given either at law or in equity.
 
SECTION 11.04.                      
Governing Law; Jurisdiction.
 
This Agreement shall be construed in accordance with the laws of the State of New York, without regard to the conflicts of law provisions thereof, and the obligations, rights and remedies of the parties hereunder shall be determined in accordance with such laws. With respect to any claim arising out of this Agreement, each party irrevocably submits to the exclusive jurisdiction of the courts of the State of New York and the United States District Court located in the Borough of Manhattan in The City of New York, and each party irrevocably waives any objection which it may have at any time to the laying of venue of any suit, action or proceeding arising out of or relating hereto brought in any such courts, irrevocably waives any claim that any such suit, action or proceeding brought in any such court has been brought in any inconvenient forum and further irrevocably waives the right to object, with respect to such claim, suit, action or proceeding brought in any such court, that such court does not have jurisdiction over such party, provided that service of process has been made by any lawful means.
 
SECTION 11.05.                    
Notices.
 
All directions, demands and notices hereunder shall be in writing and shall be deemed to have been duly given if personally delivered at or mailed by first class mail, postage prepaid, by facsimile or by express delivery service, to (a) in the case of the Originator and/or Servicer, Option One Mortgage Corporation, 3 Ada, Irvine, California 92618, Attention: Debbie Lonergan, or such other address or telecopy number as may hereafter be furnished to the Depositor, the NIMS Insurer and the Trustee in writing by the Servicer, (b) in the case of the Trustee, Wells Fargo Bank, N.A., P.O. Box 98, Columbia, Maryland 21046, Attention: Client Manager—Option One 2007-3, with a copy to Wells Fargo Bank, N.A., 9062 Old Annapolis Road, Columbia, Maryland 21045-1951, Attention: Option One Mortgage Loan Trust Series 2007-3, or such other address or telecopy number as may hereafter be furnished to the Depositor, the NIMS Insurer and the Servicer in writing by the Trustee, (c) in the case of the Depositor, Option One Mortgage Acceptance Corporation, 3 Ada, Irvine, California 92618, Attention: Debbie Lonergan, or such other address or telecopy number as may be furnished to the Servicer, the NIMS Insurer and the Trustee in writing by the Depositor and (d) in the case of the NIMS Insurer, such address furnished to the Depositor, the Servicer, the Trustee and the Guarantor in writing by the NIMS Insurer, or such other address or telecopy number as may hereafter be furnished to the Depositor, the Servicer and the Trustee in writing by the NIMS Insurer. Any notice required or permitted to be mailed to a Certificateholder shall be given by first class mail, postage prepaid, at the address of such Holder as shown in the Certificate Register. Notice of any Servicer Default shall be given by telecopy and by certified mail. Any notice so mailed within the time prescribed in this Agreement shall be conclusively presumed to have duly been given when mailed, whether or not the Certificateholder receives such notice. A copy of any notice required to be telecopied hereunder shall also be mailed to the appropriate party in the manner set forth above.
 
SECTION 11.06.                      
Severability of Provisions.
 
If any one or more of the covenants, agreements, provisions or terms of this Agreement shall for any reason whatsoever be held invalid, then such covenants, agreements, provisions or terms shall be deemed severable from the remaining covenants, agreements, provisions or terms of this Agreement and shall in no way affect the validity or enforceability of the other provisions of this Agreement or of the Certificates or the rights of the Holders thereof.
 
SECTION 11.07.                      
Article and Section References.
 
All article and section references used in this Agreement, unless otherwise provided, are to articles and sections in this Agreement.
 
SECTION 11.08.                      
Notice to the Rating Agencies and the NIMS Insurer.
 
(a)  Each of the Trustee and the Servicer shall be obligated to use its best reasonable efforts promptly to provide notice to the Rating Agencies and the NIMS Insurer with respect to each of the following of which a Responsible Officer of the Trustee or Servicer, as the case may be, has actual knowledge:
 
(i)  any material change or amendment to this Agreement;
 
(ii)  the occurrence of any Servicer Event of Termination that has not been cured or waived;
 
(iii)  the resignation or termination of the Servicer or the Trustee;
 
(iv)  the final payment to Holders of the Certificates of any Class;
 
(v)  any change in the location of any Account; and
 
(vi)  if the Trustee is acting as successor Servicer pursuant to Section 7.02 hereof, any event that would result in the inability of the Trustee to make Advances.
 
(b)  In addition, the Trustee shall promptly make available to each Rating Agency copies of each Statement to Certificateholders described in Section 4.03 hereof and the Servicer shall promptly furnish to each Rating Agency copies of the following:
 
(i)  each annual statement as to compliance described in Section 3.20 hereof;
 
(ii)  each annual independent public accountants’ servicing report described in Section 3.21 hereof; and
 
(iii)  each notice delivered pursuant to Section 7.01(a) hereof which relates to the fact that the Servicer has not made an Advance.
 
Any such notice pursuant to this Section 11.08 shall be in writing and shall be deemed to have been duly given if personally delivered or mailed by first class mail, postage prepaid, or by express delivery service to Moody’s Investors Service, Inc., 99 Church Street, New York, NY 10007, Attention: MBS Monitoring/Option One Mortgage Loan Trust 2007-3 and Standard & Poor’s Ratings Services, Inc., 55 Water Street, New York, New York 10004.
 
SECTION 11.09.                      
Further Assurances.
 
Notwithstanding any other provision of this Agreement, neither the Regular Certificateholders nor the Trustee shall have any obligation to consent to any amendment or modification of this Agreement unless they have been provided reasonable security or indemnity against their out-of-pocket expenses (including reasonable attorneys’ fees) to be incurred in connection therewith.
 
SECTION 11.10.                      
Third Party Rights.
 
The NIMS Insurer shall be deemed a third-party beneficiary of this Agreement to the same extent as if it were a party hereto, and shall have the right to enforce the provisions of this Agreement.
 
The Swap Provider shall be an express third-party beneficiary of this Agreement to the extent of its express rights to receive any payments under this Agreement or any other express rights of the Swap Provider explicitly stated in this Agreement, and shall have the right to enforce such rights under this Agreement as if it were a party hereto.
 
SECTION 11.11.                      
Benefits of Agreement.
 
Nothing in this Agreement or in the Certificates, expressed or implied, shall give to any Person, other than the Certificateholders, the NIMS Insurer and the parties hereto and their successors hereunder, any benefit or any legal or equitable right, remedy or claim under this Agreement.
 
SECTION 11.12.                      
Acts of Certificateholders.
 
(a)  Any request, demand, authorization, direction, notice, consent, waiver or other action provided by this Agreement to be given or taken by the Certificateholders may be embodied in and evidenced by one or more instruments of substantially similar tenor signed by such Certificateholders in person or by agent duly appointed in writing, and such action shall become effective when such instrument or instruments are delivered to the Trustee and the Servicer. Such instrument or instruments (and the action embodied therein and evidenced thereby) are herein sometimes referred to as the “act” of the Certificateholders signing such instrument or instruments. Proof of execution of any such instrument or of a writing appointing any such agent shall be sufficient for any purpose of this Agreement and conclusive in favor of the Trustee and the Trust, if made in the manner provided in this Section 11.11.
 
(b)  The fact and date of the execution by any Person of any such instrument or writing may be proved by the affidavit of a witness of such execution or by the certificate of a notary public or other officer authorized by law to take acknowledgments of deeds, certifying that the individual signing such instrument or writing acknowledged to him the execution thereof. Whenever such execution is by a signer acting in a capacity other than his or her individual capacity, such certificate or affidavit shall also constitute sufficient proof of his authority.
 
(c)  Any request, demand, authorization, direction, notice, consent, waiver or other action by any Certificateholder shall bind every future Holder of such Certificate and the Holder of every Certificate issued upon the registration of transfer thereof or in exchange therefor or in lieu thereof, in respect of anything done, omitted or suffered to be done by the Trustee or the Trust in reliance thereon, whether or not notation of such action is made upon such Certificate.
 
SECTION 11.13.                      
No Petition.
 
The Depositor, Servicer and the Trustee, by entering into this Agreement and each Certificateholder, by accepting a Certificate, hereby covenant and agree that they will not at any time institute against the Trust Fund, or join in any institution against the Trust Fund of, any bankruptcy proceedings under any United States federal or state bankruptcy or similar law in connection with any obligations with respect to the Certificates or this Agreement.

SECTION 11.14.                      
Intention of the Parties and Interpretation.
 
Each of the parties acknowledges and agrees that the purpose of Sections 3.20, 3.21, 3.25 and 4.03 of this Agreement is to facilitate compliance by the Depositor with the provisions of Regulation AB promulgated by the Commission under the 1934 Act (17 C.F.R. §§ 229.1100 - 229.1123), as such may be amended from time to time and subject to clarification and interpretive advice as may be issued by the staff of the Commission from time to time. Therefore, each of the parties agrees that (a) the obligations of the parties hereunder shall be interpreted in such a manner as to accomplish that purpose, (b) the parties’ obligations hereunder will be supplemented and modified as necessary to be consistent with any such amendments, interpretive advice or guidance, convention or consensus among active participants in the asset-backed securities markets, advice of counsel, or otherwise in respect of the requirements of Regulation AB, (c) the parties shall comply with requests made by the Depositor or Trustee for delivery of additional or different information as the Depositor or Trustee may determine in good faith is necessary to comply with the provisions of Regulation AB, and (d) no amendment of this Agreement shall be required to effect any such changes in the parties’ obligations as are necessary to accommodate evolving interpretations of the provisions of Regulation AB.

 





IN WITNESS WHEREOF, the Depositor, the Servicer and the Trustee have caused their names to be signed hereto by their respective officers thereunto duly authorized, all as of the day and year first above written.
 
 
OPTION ONE MORTGAGE ACCEPTANCE
CORPORATION,
    as Depositor
 
 
By: /s/ Charles T. Harkins
Name:       Charles T. Harkins
Title:       Assistant Secretary
 
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION,
    as Servicer
 
 
By: /s/ Charles T. Harkins
Name:       Charles T. Harkins
Title:       Assistant Secretary
 
 
WELLS FARGO BANK, N.A.,
     as Trustee
 
 
By: /s/ Darron C. Woodus
Name:       Darron C. Woodus
Title:       Assistant Vice President
 
 


STATE OF CALIFORNIA  )
                     ) ss.:
COUNTY OF ORANGE                   )
 
On the ______ day of ________________ before me, a notary public in and for said State, personally appeared __________________ known to me to be a Vice President of Option One Mortgage Acceptance Corporation, a Delaware corporation, that executed the within instrument, and also known to me to be the person who executed it on behalf of said corporation, and acknowledged to me that such corporation executed the within instrument.
 
IN WITNESS WHEREOF, I have hereunto set my hand and affixed my official seal the day and year in this certificate first above written.
 
 
 
________________________________
Notary Public
 


 
STATE OF CALIFORNIA  )
                     ) ss.:
COUNTY OF ORANGE                   )
 
 
On the ______ day of ________________ before me, a notary public in and for said State, personally appeared __________________ known to me to be a Vice President of Option One Mortgage Corporation, a California corporation, that executed the within instrument, and also known to me to be the person who executed it on behalf of said corporation, and acknowledged to me that such corporation executed the within instrument.
 
IN WITNESS WHEREOF, I have hereunto set my hand and affixed my official seal the day and year in this certificate first above written.
 
 
 
________________________________
Notary Public
 

 

 
STATE OF MARYLAND   )
                     ) ss.:
CITY OF BALTIMORE                   )
 
 
On the ______ day of ________________ before me, a notary public in and for said State, personally appeared __________________, known to me to be a Assistant Vice President of Wells Fargo Bank, N.A., a national banking association, that executed the within instrument, and also known to me to be the person who executed it on behalf of said association, and acknowledged to me that such corporation executed the within instrument.
 
IN WITNESS WHEREOF, I have hereunto set my hand and affixed my official seal the day and year in this certificate first above written.
 
 
 
________________________________
Notary Public
 
 
 

 

EXHIBIT A-1
 
FORM OF CLASS I-A-1 CERTIFICATES
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
PRIOR TO THE TERMINATION OF THE SUPPLEMENTAL INTEREST TRUST, EACH PURCHASER SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS SET FORTH IN SECTION 5.02(d) OF THE POOLING AND SERVICING AGREEMENT.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).


Certificate No.
:
1
     
Cut-off Date
:
April 1, 2007
     
First Distribution Date
:
May 25, 2007
     
Initial Certificate Principal Balance of this Certificate (“Denomination”)
:
$398,178,000.00
     
Original Class Certificate Principal Balance of this Class
:
$398,178,000.00
     
Percentage Interest
:
100.00%
     
Pass-Through Rate
:
Variable
     
CUSIP
:
68402B AA4
     
Class
:
I-A-1
     
Assumed Maturity Date
:
April 2037
 

 

 
Option One Mortgage Loan Trust 2007-3
Asset-Backed Certificates,
Series 2007-3
Class I-A-1
 
evidencing the Percentage Interest in the distributions allocable to the Certificates of the above-referenced Class with respect to the Trust consisting of first and second lien, fixed and adjustable rate mortgage loans (the “Mortgage Loans”)
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as Depositor
 

Principal in respect of this Certificate is distributable monthly as set forth herein. Accordingly, the Certificate Principal Balance of this Class I-A-1 Certificate at any time may be less than the Initial Certificate Principal Balance set forth on the face hereof, as described herein. This Class I-A-1 Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Servicer, or the Trustee referred to below or any of their respective affiliates.
 
This certifies that Cede & Co. is the registered owner of the Percentage Interest evidenced by this Class I-A-1 Certificate (obtained by dividing the Denomination of this Class I-A-1 Certificate by the Original Class Certificate Principal Balance) in certain monthly distributions with respect to a Trust consisting primarily of the Mortgage Loans deposited by Option One Mortgage Acceptance Corporation (the “Depositor”). The Trust was created pursuant to a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”), and Wells Fargo Bank, N.A., a national banking association, as Trustee (the “Trustee”). To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Class I-A-1 Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Class I-A-1 Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Prior to the termination of the Supplemental Interest Trust, each purchaser shall be deemed to have made the representations set forth in Section 5.02(d) of the Pooling and Servicing Agreement.
 
Reference is hereby made to the further provisions of this Class I-A-1 Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Class I-A-1 Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 



IN WITNESS WHEREOF, the Trustee on behalf of the Trust has caused this Certificate to be duly executed.
 
Dated: April __, 2007
 
OPTION ONE MORTGAGE LOAN TRUST 2007-3
   
   
By:
WELLS FARGO BANK, N.A.
not in its individual capacity, but solely as Trustee
   
   
By:
 
   
   

This is one of the Certificates referenced
in the within-mentioned Agreement
 
 
By:
 
 
Authorized Signatory of
Wells Fargo Bank, N. A.,
as Trustee




[Reverse of Class I-A-1 Certificate]
 
OPTION ONE MORTGAGE LOAN TRUST 2007-3
Asset-Backed Certificates,
Series 2007-3
 
This Certificate is one of a duly authorized issue of Certificates designated as Option One Mortgage Loan Trust 2007-3, Asset-Backed Certificates, Series 2007-3 (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.
 
This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day then the first Business Day following such Distribution Date (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.
 
Distributions on this Certificate shall be made by check or money order mailed to the address of the person entitled thereto as it appears on the Certificate Register or by wire transfer or otherwise, as set forth in the Agreement. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the office or agency of the Trustee specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIMs Insurer, if any and of Holders of the requisite percentage of the Percentage Interests of each Class of Certificates affected by such amendment, as specified in the Agreement. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates, but with the consent of the NIMS Insurer, if any.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner hereof for all purposes, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
On any Distribution Date following the date at which the remaining aggregate Principal Balance of the Mortgage Loans is less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date, the Servicer may purchase, in whole, from the Trust the Mortgage Loans at a purchase price determined as provided in the Agreement. In the event that no such optional termination occurs, the obligations and responsibilities created by the Agreement will terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust, (iii) the Distribution Date in April 2037.
 
Capitalized terms used herein that are defined in the Agreement shall have the meanings ascribed to them in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.
 



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

 
Dated:_________________
 

   
 
Signature by or on behalf of assignor




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









EXHIBIT A-2
 
FORM OF CLASS II-A-1 CERTIFICATES
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
PRIOR TO THE TERMINATION OF THE SUPPLEMENTAL INTEREST TRUST, EACH PURCHASER SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS SET FORTH IN SECTION 5.02(d) OF THE POOLING AND SERVICING AGREEMENT.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).

Certificate No.
:
1
     
Cut-off Date
:
April 1, 2007
     
First Distribution Date
:
May 25, 2007
     
Initial Certificate Principal Balance of  this Certificate (“Denomination”)
:
$152,570,000.00
     
Original Class Certificate Principal Balance of this Class
:
$152,570,000.00
     
Percentage Interest
:
100.00%
     
Pass-Through Rate
:
Variable
     
CUSIP
:
68402B AB2
     
Class
:
II-A-1
     
Assumed Maturity Date
:
April 2037




Option One Mortgage Loan Trust 2007-3
Asset-Backed Certificates,
Series 2007-3
Class II-A-1
 
evidencing the Percentage Interest in the distributions allocable to the Certificates of the above-referenced Class with respect to the Trust consisting of first and second lien, fixed and adjustable rate mortgage loans (the “Mortgage Loans”)
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as Depositor
 
Principal in respect of this Certificate is distributable monthly as set forth herein. Accordingly, the Certificate Principal Balance of this Class II-A-1 Certificate at any time may be less than the Initial Certificate Principal Balance set forth on the face hereof, as described herein. This Class II-A-1 Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Servicer, or the Trustee referred to below or any of their respective affiliates.
 
This certifies that Cede & Co. is the registered owner of the Percentage Interest evidenced by this Class II-A-1 Certificate (obtained by dividing the Denomination of this Class II-A-1 Certificate by the Original Class Certificate Principal Balance) in certain monthly distributions with respect to a Trust consisting primarily of the Mortgage Loans deposited by Option One Mortgage Acceptance Corporation (the “Depositor”). The Trust was created pursuant to a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”), and Wells Fargo Bank, N. A., a national banking association, as Trustee (the “Trustee”). To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Class II-A-1 Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Class II-A-1 Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Prior to the termination of the Supplemental Interest Trust, each purchaser shall be deemed to have made the representations set forth in Section 5.02(d) of the Pooling and Servicing Agreement.
 
Reference is hereby made to the further provisions of this Class II-A-1 Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Class II-A-1 Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 



IN WITNESS WHEREOF, the Trustee on behalf of the Trust has caused this Certificate to be duly executed.
 
Dated: April __, 2007
 
 
OPTION ONE MORTGAGE LOAN TRUST 2007-3
   
   
By:
WELLS FARGO BANK, N.A.
not in its individual capacity, but solely as Trustee
   
   
By:
 
   
   
 
This is one of the Certificates referenced
in the within-mentioned Agreement
 
 
By:
 
 
Authorized Signatory of
Wells Fargo Bank, N. A.,
as Trustee

 




[Reverse of Class II-A-1 Certificate]
 
OPTION ONE MORTGAGE LOAN TRUST 2007-3
Asset-Backed Certificates,
Series 2007-3
 
This Certificate is one of a duly authorized issue of Certificates designated as Option One Mortgage Loan Trust 2007-3, Asset-Backed Certificates, Series 2007-3 (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.
 
This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day then the first Business Day following such Distribution Date (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.
 
Distributions on this Certificate shall be made by check or money order mailed to the address of the person entitled thereto as it appears on the Certificate Register or by wire transfer or otherwise, as set forth in the Agreement. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the office or agency of the Trustee specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIMs Insurer, if any and of Holders of the requisite percentage of the Percentage Interests of each Class of Certificates affected by such amendment, as specified in the Agreement. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates, but with the consent of the NIMS Insurer, if any.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner hereof for all purposes, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
On any Distribution Date following the date at which the remaining aggregate Principal Balance of the Mortgage Loans is less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date, the Servicer may purchase, in whole, from the Trust the Mortgage Loans at a purchase price determined as provided in the Agreement. In the event that no such optional termination occurs, the obligations and responsibilities created by the Agreement will terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust, (iii) the Distribution Date in April 2037.
 
Capitalized terms used herein that are defined in the Agreement shall have the meanings ascribed to them in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.
 



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

 
Dated:_________________
 

   
 
Signature by or on behalf of assignor




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







EXHIBIT A-3
 
FORM OF CLASS II-A-2 CERTIFICATES
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
PRIOR TO THE TERMINATION OF THE SUPPLEMENTAL INTEREST TRUST, EACH PURCHASER SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS SET FORTH IN SECTION 5.02(d) OF THE POOLING AND SERVICING AGREEMENT.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).

Certificate No.
:
1
     
Cut-off Date
:
April 1, 2007
     
First Distribution Date
:
May 25, 2007
     
Initial Certificate Principal Balance of this Certificate (“Denomination”)
:
$126,816,000.00
     
Original Class Certificate Principal Balance of this Class
:
$126,816,000.00
     
Percentage Interest
:
100.00%
     
Pass-Through Rate
:
Variable
     
CUSIP
:
68402B AC0
     
Class
:
II-A-2
     
Assumed Maturity Date
:
April 2037




Option One Mortgage Loan Trust 2007-3
Asset-Backed Certificates,
Series 2007-3
Class II-A-2
 
evidencing the Percentage Interest in the distributions allocable to the Certificates of the above-referenced Class with respect to the Trust consisting of first and second lien, fixed and adjustable rate mortgage loans (the “Mortgage Loans”)
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as Depositor
 
Principal in respect of this Certificate is distributable monthly as set forth herein. Accordingly, the Certificate Principal Balance of this Class II-A-2 Certificate at any time may be less than the Initial Certificate Principal Balance set forth on the face hereof, as described herein. This Class II-A-2 Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Servicer, or the Trustee referred to below or any of their respective affiliates.
 
This certifies that Cede & Co. is the registered owner of the Percentage Interest evidenced by this Class II-A-2 Certificate (obtained by dividing the Denomination of this Class II-A-2 Certificate by the Original Class Certificate Principal Balance) in certain monthly distributions with respect to a Trust consisting primarily of the Mortgage Loans deposited by Option One Mortgage Acceptance Corporation (the “Depositor”). The Trust was created pursuant to a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”), and Wells Fargo Bank, N. A., a national banking association, as Trustee (the “Trustee”). To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Class II-A-2 Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Class II-A-2 Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Prior to the termination of the Supplemental Interest Trust, each purchaser shall be deemed to have made the representations set forth in Section 5.02(d) of the Pooling and Servicing Agreement.
 
Reference is hereby made to the further provisions of this Class II-A-2 Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Class II-A-2 Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 



IN WITNESS WHEREOF, the Trustee on behalf of the Trust has caused this Certificate to be duly executed.
 
Dated: April __, 2007
 
 
OPTION ONE MORTGAGE LOAN TRUST 2007-3
   
   
By:
WELLS FARGO BANK, N.A.
not in its individual capacity, but solely as Trustee
   
   
By:
 
   
   

This is one of the Certificates referenced
in the within-mentioned Agreement
 
 
By:
 
 
Authorized Signatory of
Wells Fargo Bank, N. A.,
as Trustee
 




[Reverse of Class II-A-2 Certificate]
 
OPTION ONE MORTGAGE LOAN TRUST 2007-3
Asset-Backed Certificates,
Series 2007-3
 
This Certificate is one of a duly authorized issue of Certificates designated as Option One Mortgage Loan Trust 2007-3, Asset-Backed Certificates, Series 2007-3 (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.
 
This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day then the first Business Day following such Distribution Date (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.
 
Distributions on this Certificate shall be made by check or money order mailed to the address of the person entitled thereto as it appears on the Certificate Register or by wire transfer or otherwise, as set forth in the Agreement. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the office or agency of the Trustee specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIMs Insurer, if any and of Holders of the requisite percentage of the Percentage Interests of each Class of Certificates affected by such amendment, as specified in the Agreement. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates, but with the consent of the NIMS Insurer, if any.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner hereof for all purposes, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
On any Distribution Date following the date at which the remaining aggregate Principal Balance of the Mortgage Loans is less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date, the Servicer may purchase, in whole, from the Trust the Mortgage Loans at a purchase price determined as provided in the Agreement. In the event that no such optional termination occurs, the obligations and responsibilities created by the Agreement will terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust, (iii) the Distribution Date in April 2037.
 
Capitalized terms used herein that are defined in the Agreement shall have the meanings ascribed to them in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.
 



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

 
Dated:_________________
 

   
 
Signature by or on behalf of assignor




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

 



EXHIBIT A-4
 
FORM OF CLASS II-A-3 CERTIFICATES
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
PRIOR TO THE TERMINATION OF THE SUPPLEMENTAL INTEREST TRUST, EACH PURCHASER SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS SET FORTH IN SECTION 5.02(d) OF THE POOLING AND SERVICING AGREEMENT.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).

Certificate No.
:
1
     
Cut-off Date
:
April 1, 2007
     
First Distribution Date
:
May 25, 2007
     
Initial Certificate Principal Balance of this Certificate (“Denomination”)
:
$37,701,000.00
     
Original Class Certificate Principal Balance of this Class
:
$37,701,000.00
     
Percentage Interest
:
100.00%
     
Pass-Through Rate
:
Variable
     
CUSIP
:
68402B AD8
     
Class
:
II-A-3
     
Assumed Maturity Date
:
April 2037




Option One Mortgage Loan Trust 2007-3
Asset-Backed Certificates,
Series 2007-3
Class II-A-3
 
evidencing the Percentage Interest in the distributions allocable to the Certificates of the above-referenced Class with respect to the Trust consisting of first and second lien, fixed and adjustable rate mortgage loans (the “Mortgage Loans”)
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as Depositor
 
Principal in respect of this Certificate is distributable monthly as set forth herein. Accordingly, the Certificate Principal Balance of this Class II-A-3 Certificate at any time may be less than the Initial Certificate Principal Balance set forth on the face hereof, as described herein. This Class II-A-3 Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Servicer, or the Trustee referred to below or any of their respective affiliates.
 
This certifies that Cede & Co. is the registered owner of the Percentage Interest evidenced by this Class II-A-3 Certificate (obtained by dividing the Denomination of this Class II-A-3 Certificate by the Original Class Certificate Principal Balance) in certain monthly distributions with respect to a Trust consisting primarily of the Mortgage Loans deposited by Option One Mortgage Acceptance Corporation (the “Depositor”). The Trust was created pursuant to a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”), and Wells Fargo Bank, N. A., a national banking association, as Trustee (the “Trustee”). To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Class II-A-3 Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Class II-A-3 Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Prior to the termination of the Supplemental Interest Trust, each purchaser shall be deemed to have made the representations set forth in Section 5.02(d) of the Pooling and Servicing Agreement.
 
Reference is hereby made to the further provisions of this Class II-A-3 Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Class II-A-3 Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 



IN WITNESS WHEREOF, the Trustee on behalf of the Trust has caused this Certificate to be duly executed.
 
Dated: April __, 2007
 
 
OPTION ONE MORTGAGE LOAN TRUST 2007-3
   
   
By:
WELLS FARGO BANK, N.A.
not in its individual capacity, but solely as Trustee
   
   
By:
 
   
   
 
This is one of the Certificates referenced
in the within-mentioned Agreement
 
 
By:
 
 
Authorized Signatory of
Wells Fargo Bank, N. A.,
as Trustee

 



[Reverse of Class II-A-3 Certificate]
 
OPTION ONE MORTGAGE LOAN TRUST 2007-3
Asset-Backed Certificates,
Series 2007-3
 
This Certificate is one of a duly authorized issue of Certificates designated as Option One Mortgage Loan Trust 2007-3, Asset-Backed Certificates, Series 2007-3 (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.
 
This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day then the first Business Day following such Distribution Date (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.
 
Distributions on this Certificate shall be made by check or money order mailed to the address of the person entitled thereto as it appears on the Certificate Register or by wire transfer or otherwise, as set forth in the Agreement. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the office or agency of the Trustee specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIMs Insurer, if any and of Holders of the requisite percentage of the Percentage Interests of each Class of Certificates affected by such amendment, as specified in the Agreement. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates, but with the consent of the NIMS Insurer, if any.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner hereof for all purposes, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
On any Distribution Date following the date at which the remaining aggregate Principal Balance of the Mortgage Loans is less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date, the Servicer may purchase, in whole, from the Trust the Mortgage Loans at a purchase price determined as provided in the Agreement. In the event that no such optional termination occurs, the obligations and responsibilities created by the Agreement will terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust, (iii) the Distribution Date in April 2037.
 
Capitalized terms used herein that are defined in the Agreement shall have the meanings ascribed to them in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.
 



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

 
Dated:_________________
 

   
 
Signature by or on behalf of assignor




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


 

 




EXHIBIT A-5
 
FORM OF CLASS II-A-4 CERTIFICATES
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
PRIOR TO THE TERMINATION OF THE SUPPLEMENTAL INTEREST TRUST, EACH PURCHASER SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS SET FORTH IN SECTION 5.02(d) OF THE POOLING AND SERVICING AGREEMENT.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).

Certificate No.
:
1
     
Cut-off Date
:
April 1, 2007
     
First Distribution Date
:
May 25, 2007
     
Initial Certificate Principal Balance of this Certificate (“Denomination”)
:
$24,235,000.00
     
Original Class Certificate Principal Balance of this Class
:
$24,235,000.00
     
Percentage Interest
:
100.00%
     
Pass-Through Rate
:
Variable
CUSIP
:
68402B AE6
     
Class
:
II-A-4
     
Assumed Maturity Date
:
April 2037




Option One Mortgage Loan Trust 2007-3
Asset-Backed Certificates,
Series 2007-3
Class II-A-4
 
evidencing the Percentage Interest in the distributions allocable to the Certificates of the above-referenced Class with respect to the Trust consisting of first and second lien, fixed and adjustable rate mortgage loans (the “Mortgage Loans”)
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as Depositor
 
Principal in respect of this Certificate is distributable monthly as set forth herein. Accordingly, the Certificate Principal Balance of this Class II-A-4 Certificate at any time may be less than the Initial Certificate Principal Balance set forth on the face hereof, as described herein. This Class II-A-4 Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Servicer, or the Trustee referred to below or any of their respective affiliates.
 
This certifies that Cede & Co. is the registered owner of the Percentage Interest evidenced by this Class II-A-4 Certificate (obtained by dividing the Denomination of this Class II-A-4 Certificate by the Original Class Certificate Principal Balance) in certain monthly distributions with respect to a Trust consisting primarily of the Mortgage Loans deposited by Option One Mortgage Acceptance Corporation (the “Depositor”). The Trust was created pursuant to a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”), and Wells Fargo Bank, N.A., a national banking association, as Trustee (the “Trustee”). To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Class II-A-4 Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Class II-A-4 Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Prior to the termination of the Supplemental Interest Trust, each purchaser shall be deemed to have made the representations set forth in Section 5.02(d) of the Pooling and Servicing Agreement.
 
Reference is hereby made to the further provisions of this Class II-A-4 Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Class II-A-4 Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 



IN WITNESS WHEREOF, the Trustee on behalf of the Trust has caused this Certificate to be duly executed.
 
Dated: April __, 2007
 
 
OPTION ONE MORTGAGE LOAN TRUST 2007-3
   
   
By:
WELLS FARGO BANK, N.A.
not in its individual capacity, but solely as Trustee
   
   
By:
 
   
   
 
This is one of the Certificates referenced
in the within-mentioned Agreement
 
 
By:
 
 
Authorized Signatory of
Wells Fargo Bank, N. A.,
as Trustee


 



[Reverse of Class II-A-4 Certificate]
 
OPTION ONE MORTGAGE LOAN TRUST 2007-3
Asset-Backed Certificates,
Series 2007-3
 
This Certificate is one of a duly authorized issue of Certificates designated as Option One Mortgage Loan Trust 2007-3, Asset-Backed Certificates, Series 2007-3 (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.
 
This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day then the first Business Day following such Distribution Date (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.
 
Distributions on this Certificate shall be made by check or money order mailed to the address of the person entitled thereto as it appears on the Certificate Register or by wire transfer or otherwise, as set forth in the Agreement. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the office or agency of the Trustee specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIMs Insurer, if any and of Holders of the requisite percentage of the Percentage Interests of each Class of Certificates affected by such amendment, as specified in the Agreement. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates, but with the consent of the NIMS Insurer, if any.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner hereof for all purposes, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
On any Distribution Date following the date at which the remaining aggregate Principal Balance of the Mortgage Loans is less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date, the Servicer may purchase, in whole, from the Trust the Mortgage Loans at a purchase price determined as provided in the Agreement. In the event that no such optional termination occurs, the obligations and responsibilities created by the Agreement will terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust, (iii) the Distribution Date in April 2037.
 
Capitalized terms used herein that are defined in the Agreement shall have the meanings ascribed to them in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.
 



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

 
Dated:_________________
 

   
 
Signature by or on behalf of assignor




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



 




EXHIBIT A-6
 
FORM OF CLASS M-1 CERTIFICATES
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.
 
ANY PURCHASER SHALL BE DEEMED TO MAKE THE REPRESENTATIONS SET FORTH IN SECTION 5.02(d) OF THE POOLING AND SERVICING AGREEMENT.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).

Certificate No.
:
1
     
Cut-off Date
:
April 1, 2007
     
First Distribution Date
:
May 25, 2007
     
Initial Certificate Principal Balance of this Certificate (“Denomination”)
:
$46,500,000.00
     
Original Class Certificate Principal Balance of this Class
:
$46,500,000.00
     
Percentage Interest
:
100.00%
     
Pass-Through Rate
:
Variable
     
CUSIP
:
68402B AF3
     
Class
:
M-1
     
Assumed Maturity Date
:
April 2037




Option One Mortgage Loan Trust 2007-3
Asset-Backed Certificates,
Series 2007-3
Class M-1
 
evidencing the Percentage Interest in the distributions allocable to the Certificates of the above-referenced Class with respect to the Trust consisting of first and second lien, fixed and adjustable rate mortgage loans (the “Mortgage Loans”)
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as Depositor
 
Principal in respect of this Certificate is distributable monthly as set forth herein. Accordingly, the Certificate Principal Balance of this Class M-1 Certificate at any time may be less than the Initial Certificate Principal Balance set forth on the face hereof, as described herein. This Class M-1 Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Servicer, or the Trustee referred to below or any of their respective affiliates.
 
This certifies that Cede & Co. is the registered owner of the Percentage Interest evidenced by this Class M-1 Certificate (obtained by dividing the Denomination of this Class M-1 Certificate by the Original Class Certificate Principal Balance) in certain monthly distributions with respect to a Trust consisting primarily of the Mortgage Loans deposited by Option One Mortgage Acceptance Corporation (the “Depositor”). The Trust was created pursuant to a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”), and Wells Fargo Bank, N.A., a national banking association, as Trustee (the “Trustee”). To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Class M-1 Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Class M-1 Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Any purchaser shall be deemed to have made the representations set forth in Section 5.02(d) of the Pooling and Servicing Agreement.
 
Reference is hereby made to the further provisions of this Class M-1 Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Class M-1 Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 



IN WITNESS WHEREOF, the Trustee on behalf of the Trust has caused this Certificate to be duly executed.
 
Dated: April __, 2007
 
 
OPTION ONE MORTGAGE LOAN TRUST 2007-3
   
   
By:
WELLS FARGO BANK, N.A.
not in its individual capacity, but solely as Trustee
   
   
By:
 
   
   
 
This is one of the Certificates referenced
in the within-mentioned Agreement
 
 
By:
 
 
Authorized Signatory of
Wells Fargo Bank, N. A.,
as Trustee
 





[Reverse of Class M-1 Certificate]
 
OPTION ONE MORTGAGE LOAN TRUST 2007-3
Asset-Backed Certificates,
Series 2007-3
 
This Certificate is one of a duly authorized issue of Certificates designated as Option One Mortgage Loan Trust 2007-3, Asset-Backed Certificates, Series 2007-3 (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.
 
This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day then the first Business Day following such Distribution Date (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.
 
Distributions on this Certificate shall be made by check or money order mailed to the address of the person entitled thereto as it appears on the Certificate Register or by wire transfer or otherwise, as set forth in the Agreement. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the office or agency of the Trustee specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIMs Insurer, if any, and of Holders of the requisite percentage of the Percentage Interests of each Class of Certificates affected by such amendment, as specified in the Agreement. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates, but with the consent of the NIMS Insurer, if any.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner hereof for all purposes, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
On any Distribution Date following the date at which the remaining aggregate Principal Balance of the Mortgage Loans is less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date, the Servicer may purchase, in whole, from the Trust the Mortgage Loans at a purchase price determined as provided in the Agreement. In the event that no such optional termination occurs, the obligations and responsibilities created by the Agreement will terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust, (iii) the Distribution Date in April 2037.
 
Capitalized terms used herein that are defined in the Agreement shall have the meanings ascribed to them in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.
 



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

 
Dated:_________________
 

   
 
Signature by or on behalf of assignor




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



 




EXHIBIT A-7
 
FORM OF CLASS M-2 CERTIFICATES
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES AND THE CLASS M-1 CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.
 
ANY PURCHASER SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS SET FORTH IN SECTION 5.02(d) OF THE POOLING AND SERVICING AGREEMENT.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).
 
Certificate No.
:
1
     
Cut-off Date
:
April 1, 2007
     
First Distribution Date
:
May 25, 2007
     
Initial Certificate Principal Balance of this Certificate (“Denomination”)
:
$44,500,000.00
     
Original Class Certificate Principal Balance of this Class
:
$44,500,000.00
     
Percentage Interest
:
100.00%
     
Pass-Through Rate
:
Variable
     
CUSIP
:
68402B AG1
     
Class
:
M-2
     
Assumed Maturity Date
:
April 2037




Option One Mortgage Loan Trust 2007-3
Asset-Backed Certificates,
Series 2007-3
Class M-2
 
evidencing the Percentage Interest in the distributions allocable to the Certificates of the above-referenced Class with respect to the Trust consisting of first and second lien, fixed and adjustable rate mortgage loans (the “Mortgage Loans”)
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as Depositor
 
Principal in respect of this Certificate is distributable monthly as set forth herein. Accordingly, the Certificate Principal Balance of this Class M-2 Certificate at any time may be less than the Initial Certificate Principal Balance set forth on the face hereof, as described herein. This Class M-2 Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Servicer, or the Trustee referred to below or any of their respective affiliates.
 
This certifies that Cede & Co. is the registered owner of the Percentage Interest evidenced by this Class M-2 Certificate (obtained by dividing the Denomination of this Class M-2 Certificate by the Original Class Certificate Principal Balance) in certain monthly distributions with respect to a Trust consisting primarily of the Mortgage Loans deposited by Option One Mortgage Acceptance Corporation (the “Depositor”). The Trust was created pursuant to a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”), and Wells Fargo Bank, N.A., a national banking association, as Trustee (the “Trustee”). To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Class M-2 Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Class M-2 Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Any purchaser shall be deemed to have made the representations set forth in Section 5.02(d) of the Pooling and Servicing Agreement.
 
Reference is hereby made to the further provisions of this Class M-2 Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Class M-2 Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 



IN WITNESS WHEREOF, the Trustee on behalf of the Trust has caused this Certificate to be duly executed.
 
Dated: April __, 2007
 
OPTION ONE MORTGAGE LOAN TRUST 2007-3
   
   
By:
WELLS FARGO BANK, N.A.
not in its individual capacity, but solely as Trustee
   
   
By:
 
   
   
 
This is one of the Certificates referenced
in the within-mentioned Agreement
 
 
By:
 
 
Authorized Signatory of
Wells Fargo Bank, N. A.,
as Trustee

 





[Reverse of Class M-2 Certificate]
 
OPTION ONE MORTGAGE LOAN TRUST 2007-3
Asset-Backed Certificates,
Series 2007-3
 
This Certificate is one of a duly authorized issue of Certificates designated as Option One Mortgage Loan Trust 2007-3, Asset-Backed Certificates, Series 2007-3 (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.
 
This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day then the first Business Day following such Distribution Date (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.
 
Distributions on this Certificate shall be made by check or money order mailed to the address of the person entitled thereto as it appears on the Certificate Register or by wire transfer or otherwise, as set forth in the Agreement. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the office or agency of the Trustee specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIMs Insurer, if any and of Holders of the requisite percentage of the Percentage Interests of each Class of Certificates affected by such amendment, as specified in the Agreement. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates, but with the consent of the NIMS Insurer, if any.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner hereof for all purposes, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
On any Distribution Date following the date at which the remaining aggregate Principal Balance of the Mortgage Loans is less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date, the Servicer may purchase, in whole, from the Trust the Mortgage Loans at a purchase price determined as provided in the Agreement. In the event that no such optional termination occurs, the obligations and responsibilities created by the Agreement will terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust, (iii) the Distribution Date in April 2037.
 
Capitalized terms used herein that are defined in the Agreement shall have the meanings ascribed to them in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.
 



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

 
Dated:_________________
 

   
 
Signature by or on behalf of assignor




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


 




EXHIBIT A-8
 
FORM OF CLASS M-3 CERTIFICATES
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES, THE CLASS M-1 CERTIFICATES AND THE CLASS M-2 CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.
 
ANY PURCHASER SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS SET FORTH IN SECTION 5.02(d) OF THE POOLING AND SERVICING AGREEMENT.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).

Certificate No.
:
1
     
Cut-off Date
:
April 1, 2007
     
First Distribution Date
:
May 25, 2007
     
Initial Certificate Principal Balance of this Certificate (“Denomination”)
:
$19,500,000.00
     
Original Class Certificate Principal Balance of this Class
:
$19,500,000.00
     
Percentage Interest
:
100.00%
     
Pass-Through Rate
:
Variable
     
CUSIP
:
68402B AH9
     
Class
:
M-3
     
Assumed Maturity Date
:
April 2037




Option One Mortgage Loan Trust 2007-3
Asset-Backed Certificates,
Series 2007-3
Class M-3
 
evidencing the Percentage Interest in the distributions allocable to the Certificates of the above-referenced Class with respect to the Trust consisting of first and second lien, fixed and adjustable rate mortgage loans (the “Mortgage Loans”)
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as Depositor
 
Principal in respect of this Certificate is distributable monthly as set forth herein. Accordingly, the Certificate Principal Balance of this Class M-3 Certificate at any time may be less than the Initial Certificate Principal Balance set forth on the face hereof, as described herein. This Class M-3 Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Servicer, or the Trustee referred to below or any of their respective affiliates.
 
This certifies that Cede & Co. is the registered owner of the Percentage Interest evidenced by this Class M-3 Certificate (obtained by dividing the Denomination of this Class M-3 Certificate by the Original Class Certificate Principal Balance) in certain monthly distributions with respect to a Trust consisting primarily of the Mortgage Loans deposited by Option One Mortgage Acceptance Corporation (the “Depositor”). The Trust was created pursuant to a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”), and Wells Fargo Bank, N.A., a national banking association, as Trustee (the “Trustee”). To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Class M-3 Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Class M-3 Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Any purchaser shall be deemed to have made the representations set forth in Section 5.02(d) of the Pooling and Servicing Agreement.
 
Reference is hereby made to the further provisions of this Class M-3 Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Class M-3 Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 



IN WITNESS WHEREOF, the Trustee on behalf of the Trust has caused this Certificate to be duly executed.
 
Dated: April __, 2007
 
OPTION ONE MORTGAGE LOAN TRUST 2007-3
   
   
By:
WELLS FARGO BANK, N.A.
not in its individual capacity, but solely as Trustee
   
   
By:
 
   
   
 
This is one of the Certificates referenced
in the within-mentioned Agreement
 
 
By:
 
 
Authorized Signatory of
Wells Fargo Bank, N. A.,
as Trustee
 





[Reverse of Class M-3 Certificate]
 
OPTION ONE MORTGAGE LOAN TRUST 2007-3
Asset-Backed Certificates,
Series 2007-3
 
This Certificate is one of a duly authorized issue of Certificates designated as Option One Mortgage Loan Trust 2007-3, Asset-Backed Certificates, Series 2007-3 (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.
 
This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day then the first Business Day following such Distribution Date (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.
 
Distributions on this Certificate shall be made by check or money order mailed to the address of the person entitled thereto as it appears on the Certificate Register or by wire transfer or otherwise, as set forth in the Agreement. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the office or agency of the Trustee specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIMs Insurer, if any and of Holders of the requisite percentage of the Percentage Interests of each Class of Certificates affected by such amendment, as specified in the Agreement. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates, but with the consent of the NIMS Insurer, if any.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner hereof for all purposes, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
On any Distribution Date following the date at which the remaining aggregate Principal Balance of the Mortgage Loans is less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date, the Servicer may purchase, in whole, from the Trust the Mortgage Loans at a purchase price determined as provided in the Agreement. In the event that no such optional termination occurs, the obligations and responsibilities created by the Agreement will terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust, (iii) the Distribution Date in April 2037.
 
Capitalized terms used herein that are defined in the Agreement shall have the meanings ascribed to them in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.
 



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

 
Dated:_________________
 

   
 
Signature by or on behalf of assignor




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

 


 




EXHIBIT A-9
 
FORM OF CLASS M-4 CERTIFICATES
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES, THE CLASS M-1 CERTIFICATES, THE CLASS M-2 CERTIFICATES AND THE CLASS M-3 CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.
 
ANY PURCHASER SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS SET FORTH IN SECTION 5.02(d) OF THE POOLING AND SERVICING AGREEMENT.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).

Certificate No.
:
1
     
Cut-off Date
:
April 1, 2007
     
First Distribution Date
:
May 25, 2007
     
Initial Certificate Principal Balance of this Certificate (“Denomination”)
:
$19,000,000.00
     
Original Class Certificate Principal Balance of this Class
:
$19,000,000.00
     
Percentage Interest
:
100.00%
     
Pass-Through Rate
:
Variable
     
CUSIP
:
68402B AJ5
     
Class
:
M-4
     
Assumed Maturity Date
:
April 2037



Option One Mortgage Loan Trust 2007-3
Asset-Backed Certificates,
Series 2007-3
Class M-4
 
evidencing the Percentage Interest in the distributions allocable to the Certificates of the above-referenced Class with respect to the Trust consisting of first and second lien, fixed and adjustable rate mortgage loans (the “Mortgage Loans”)
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as Depositor
 
Principal in respect of this Certificate is distributable monthly as set forth herein. Accordingly, the Certificate Principal Balance of this Class M-4 Certificate at any time may be less than the Initial Certificate Principal Balance set forth on the face hereof, as described herein. This Class M-4 Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Servicer, or the Trustee referred to below or any of their respective affiliates.
 
This certifies that Cede & Co. is the registered owner of the Percentage Interest evidenced by this Class M-4 Certificate (obtained by dividing the Denomination of this Class M-4 Certificate by the Original Class Certificate Principal Balance) in certain monthly distributions with respect to a Trust consisting primarily of the Mortgage Loans deposited by Option One Mortgage Acceptance Corporation (the “Depositor”). The Trust was created pursuant to a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”), and Wells Fargo Bank, N.A., a national banking association, as Trustee (the “Trustee”). To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Class M-4 Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Class M-4 Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Any purchaser shall be deemed to have made the representations set forth in Section 5.02(d) of the Pooling and Servicing Agreement.
 
Reference is hereby made to the further provisions of this Class M-4 Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Class M-4 Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 



IN WITNESS WHEREOF, the Trustee on behalf of the Trust has caused this Certificate to be duly executed.
 
Dated: April __, 2007
 
 
OPTION ONE MORTGAGE LOAN TRUST 2007-3
   
   
By:
WELLS FARGO BANK, N.A.
not in its individual capacity, but solely as Trustee
   
   
By:
 
   
   
 
 
This is one of the Certificates referenced
in the within-mentioned Agreement
 
 
By:
 
 
Authorized Signatory of
Wells Fargo Bank, N. A.,
as Trustee
 
 



[Reverse of Class M-4 Certificate]
 
OPTION ONE MORTGAGE LOAN TRUST 2007-3
Asset-Backed Certificates,
Series 2007-3
 
This Certificate is one of a duly authorized issue of Certificates designated as Option One Mortgage Loan Trust 2007-3, Asset-Backed Certificates, Series 2007-3 (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.
 
This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day then the first Business Day following such Distribution Date (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.
 
Distributions on this Certificate shall be made by check or money order mailed to the address of the person entitled thereto as it appears on the Certificate Register or by wire transfer or otherwise, as set forth in the Agreement. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the office or agency of the Trustee specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIMs Insurer, if any and of Holders of the requisite percentage of the Percentage Interests of each Class of Certificates affected by such amendment, as specified in the Agreement. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates, but with the consent of the NIMS Insurer, if any.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner hereof for all purposes, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
On any Distribution Date following the date at which the remaining aggregate Principal Balance of the Mortgage Loans is less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date, the Servicer may purchase, in whole, from the Trust the Mortgage Loans at a purchase price determined as provided in the Agreement. In the event that no such optional termination occurs, the obligations and responsibilities created by the Agreement will terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust, (iii) the Distribution Date in April 2037.
 
Capitalized terms used herein that are defined in the Agreement shall have the meanings ascribed to them in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.
 



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

 
Dated:_________________
 

   
 
Signature by or on behalf of assignor




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

 
 

 




EXHIBIT A-10
 
FORM OF CLASS M-5 CERTIFICATES
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES, THE CLASS M-1 CERTIFICATES, THE CLASS M-2 CERTIFICATES, THE CLASS M-3 CERTIFICATES AND THE CLASS M-4 CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.
 
ANY PURCHASER SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS SET FORTH IN SECTION 5.02(d) OF THE POOLING AND SERVICING AGREEMENT.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).

Certificate No.
:
1
     
Cut-off Date
:
April 1, 2007
     
First Distribution Date
:
May 25, 2007
     
Initial Certificate Principal Balance of this Certificate (“Denomination”)
:
$18,000,000.00
     
Original Class Certificate Principal Balance of this Class
:
$18,000,000.00
     
Percentage Interest
:
100.00%
     
Pass-Through Rate
:
Variable
     
CUSIP
:
68402B AK2
     
Class
:
M-5
     
Assumed Maturity Date
:
April 2037



Option One Mortgage Loan Trust 2007-3
Asset-Backed Certificates,
Series 2007-3
Class M-5
 
evidencing the Percentage Interest in the distributions allocable to the Certificates of the above-referenced Class with respect to the Trust consisting of first and second lien, fixed and adjustable rate mortgage loans (the “Mortgage Loans”)
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as Depositor
 
Principal in respect of this Certificate is distributable monthly as set forth herein. Accordingly, the Certificate Principal Balance of this Class M-5 Certificate at any time may be less than the Initial Certificate Principal Balance set forth on the face hereof, as described herein. This Class M-5 Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Servicer, or the Trustee referred to below or any of their respective affiliates.
 
This certifies that Cede & Co. is the registered owner of the Percentage Interest evidenced by this Class M-5 Certificate (obtained by dividing the Denomination of this Class M-5 Certificate by the Original Class Certificate Principal Balance) in certain monthly distributions with respect to a Trust consisting primarily of the Mortgage Loans deposited by Option One Mortgage Acceptance Corporation (the “Depositor”). The Trust was created pursuant to a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”), and Wells Fargo Bank, N.A., a national banking association, as Trustee (the “Trustee”). To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Class M-5 Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Class M-5 Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Any purchaser shall be deemed to have made the representations set forth in Section 5.02(d) of the Pooling and Servicing Agreement.
 
Reference is hereby made to the further provisions of this Class M-5 Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Class M-5 Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 



IN WITNESS WHEREOF, the Trustee on behalf of the Trust has caused this Certificate to be duly executed.
 
Dated: April __, 2007
 
OPTION ONE MORTGAGE LOAN TRUST 2007-3
   
   
By:
WELLS FARGO BANK, N.A.
not in its individual capacity, but solely as Trustee
   
   
By:
 
   
   
 
This is one of the Certificates referenced
in the within-mentioned Agreement
 
 
By:
 
 
Authorized Signatory of
Wells Fargo Bank, N. A.,
as Trustee

 





[Reverse of Class M-5 Certificate]
 
OPTION ONE MORTGAGE LOAN TRUST 2007-3
Asset-Backed Certificates,
Series 2007-3
 
This Certificate is one of a duly authorized issue of Certificates designated as Option One Mortgage Loan Trust 2007-3, Asset-Backed Certificates, Series 2007-3 (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.
 
This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day then the first Business Day following such Distribution Date (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.
 
Distributions on this Certificate shall be made by check or money order mailed to the address of the person entitled thereto as it appears on the Certificate Register or by wire transfer or otherwise, as set forth in the Agreement. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the office or agency of the Trustee specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIMs Insurer, if any and of Holders of the requisite percentage of the Percentage Interests of each Class of Certificates affected by such amendment, as specified in the Agreement. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates, but with the consent of the NIMS Insurer, if any.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner hereof for all purposes, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
On any Distribution Date following the date at which the remaining aggregate Principal Balance of the Mortgage Loans is less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date, the Servicer may purchase, in whole, from the Trust the Mortgage Loans at a purchase price determined as provided in the Agreement. In the event that no such optional termination occurs, the obligations and responsibilities created by the Agreement will terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust, (iii) the Distribution Date in April 2037.
 
Capitalized terms used herein that are defined in the Agreement shall have the meanings ascribed to them in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.
 



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

 
Dated:_________________
 

   
 
Signature by or on behalf of assignor




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



 




EXHIBIT A-11
 
FORM OF CLASS M-6 CERTIFICATES
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES, THE CLASS M-1 CERTIFICATES, THE CLASS M-2 CERTIFICATES, THE CLASS M-3 CERTIFICATES, THE CLASS M-4 CERTIFICATES AND THE CLASS M-5 CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.
 
ANY PURCHASER SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS SET FORTH IN SECTION 5.02(d) OF THE POOLING AND SERVICING AGREEMENT.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).

Certificate No.
:
1
     
Cut-off Date
:
April 1, 2007
     
First Distribution Date
:
May 25, 2007
     
Initial Certificate Principal Balance of this Certificate (“Denomination”)
:
$14,500,000.00
     
Original Class Certificate Principal Balance of this Class
:
$14,500,000.00
     
Percentage Interest
:
100%
     
Pass-Through Rate
:
Variable
     
CUSIP
:
68402B AL0
     
Class
:
M-6
     
Assumed Maturity Date
:
April 2037



Option One Mortgage Loan Trust 2007-3
Asset-Backed Certificates,
Series 2007-3
Class M-6
 
evidencing the Percentage Interest in the distributions allocable to the Certificates of the above-referenced Class with respect to the Trust consisting of first and second lien, fixed and adjustable rate mortgage loans (the “Mortgage Loans”)
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as Depositor
 
Principal in respect of this Certificate is distributable monthly as set forth herein. Accordingly, the Certificate Principal Balance of this Class M-6 Certificate at any time may be less than the Initial Certificate Principal Balance set forth on the face hereof, as described herein. This Class M-6 Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Servicer, or the Trustee referred to below or any of their respective affiliates.
 
This certifies that Cede & Co. is the registered owner of the Percentage Interest evidenced by this Class M-6 Certificate (obtained by dividing the Denomination of this Class M-6 Certificate by the Original Class Certificate Principal Balance) in certain monthly distributions with respect to a Trust consisting primarily of the Mortgage Loans deposited by Option One Mortgage Acceptance Corporation (the “Depositor”). The Trust was created pursuant to a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”), and Wells Fargo Bank, N.A., a national banking association, as Trustee (the “Trustee”). To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Class M-6 Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Class M-6 Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Any purchaser shall be deemed to have made the representations set forth in Section 5.02(d) of the Pooling and Servicing Agreement.
 
Reference is hereby made to the further provisions of this Class M-6 Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Class M-6 Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 



IN WITNESS WHEREOF, the Trustee on behalf of the Trust has caused this Certificate to be duly executed.
 
Dated: April __, 2007
 
 
OPTION ONE MORTGAGE LOAN TRUST 2007-3
   
   
By:
WELLS FARGO BANK, N.A.
not in its individual capacity, but solely as Trustee
   
   
By:
 
   
   

This is one of the Certificates referenced
in the within-mentioned Agreement
 
 
By:
 
 
Authorized Signatory of
Wells Fargo Bank, N. A.,
as Trustee






[Reverse of Class M-6 Certificate]
 
OPTION ONE MORTGAGE LOAN TRUST 2007-3
Asset-Backed Certificates,
Series 2007-3
 
This Certificate is one of a duly authorized issue of Certificates designated as Option One Mortgage Loan Trust 2007-3, Asset-Backed Certificates, Series 2007-3 (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.
 
This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day then the first Business Day following such Distribution Date (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.
 
Distributions on this Certificate shall be made by check or money order mailed to the address of the person entitled thereto as it appears on the Certificate Register or by wire transfer or otherwise, as set forth in the Agreement. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the office or agency of the Trustee specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIMs Insurer, if any and of Holders of the requisite percentage of the Percentage Interests of each Class of Certificates affected by such amendment, as specified in the Agreement. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates, but with the consent of the NIMS Insurer, if any.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner hereof for all purposes, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
On any Distribution Date following the date at which the remaining aggregate Principal Balance of the Mortgage Loans is less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date, the Servicer may purchase, in whole, from the Trust the Mortgage Loans at a purchase price determined as provided in the Agreement. In the event that no such optional termination occurs, the obligations and responsibilities created by the Agreement will terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust, (iii) the Distribution Date in April 2037.
 
Capitalized terms used herein that are defined in the Agreement shall have the meanings ascribed to them in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.
 



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

 
Dated:_________________
 

   
 
Signature by or on behalf of assignor




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

 

 

 




EXHIBIT A-12

 
FORM OF CLASS M-7 CERTIFICATES
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES, THE CLASS M-1 CERTIFICATES, THE CLASS M-2 CERTIFICATES, THE CLASS M-3 CERTIFICATES, THE CLASS M-4 CERTIFICATES, THE CLASS M-5 CERTIFICATES AND THE CLASS M-6 CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.
 
ANY PURCHASER SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS SET FORTH IN SECTION 5.02(d) OF THE POOLING AND SERVICING AGREEMENT.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).

Certificate No.
:
1
     
Cut-off Date
:
April 1, 2007
     
First Distribution Date
:
May 25, 2007
     
Initial Certificate Principal Balance of this Certificate (“Denomination”)
:
$12,500,000.00
     
Original Class Certificate Principal Balance of this Class
:
$12,500,000.00
     
Percentage Interest
:
100.00%
     
Pass-Through Rate
:
Variable
     
CUSIP
:
68402B AM8
     
Class
:
M-7
     
Assumed Maturity Date
:
April 2037



Option One Mortgage Loan Trust 2007-3
Asset-Backed Certificates,
Series 2007-3
Class M-7
 
evidencing the Percentage Interest in the distributions allocable to the Certificates of the above-referenced Class with respect to the Trust consisting of first and second lien, fixed and adjustable rate mortgage loans (the “Mortgage Loans”)
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as Depositor
 

Principal in respect of this Certificate is distributable monthly as set forth herein. Accordingly, the Certificate Principal Balance of this Class M-7 Certificate at any time may be less than the Initial Certificate Principal Balance set forth on the face hereof, as described herein. This Class M-7 Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Servicer, or the Trustee referred to below or any of their respective affiliates.
 
This certifies that Cede & Co. is the registered owner of the Percentage Interest evidenced by this Class M-7 Certificate (obtained by dividing the Denomination of this Class M-7 Certificate by the Original Class Certificate Principal Balance) in certain monthly distributions with respect to a Trust consisting primarily of the Mortgage Loans deposited by Option One Mortgage Acceptance Corporation (the “Depositor”). The Trust was created pursuant to a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”), and Wells Fargo Bank, N.A., a national banking association, as Trustee (the “Trustee”). To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Class M-7 Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Class M-7 Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Any purchaser shall be deemed to have made the representations set forth in Section 5.02(d) of the Pooling and Servicing Agreement.
 
Reference is hereby made to the further provisions of this Class M-7 Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Class M-7 Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 



IN WITNESS WHEREOF, the Trustee on behalf of the Trust has caused this Certificate to be duly executed.
 
Dated: April __, 2007
 
 
OPTION ONE MORTGAGE LOAN TRUST 2007-3
   
   
By:
WELLS FARGO BANK, N.A.
not in its individual capacity, but solely as Trustee
   
   
By:
 
   
   
 
This is one of the Certificates referenced
in the within-mentioned Agreement
 
 
By:
 
 
Authorized Signatory of
Wells Fargo Bank, N. A.,
as Trustee
 






[Reverse of Class M-7 Certificate]
 
OPTION ONE MORTGAGE LOAN TRUST 2007-3
Asset-Backed Certificates,
Series 2007-3
 
This Certificate is one of a duly authorized issue of Certificates designated as Option One Mortgage Loan Trust 2007-3, Asset-Backed Certificates, Series 2007-3 (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.
 
This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day then the first Business Day following such Distribution Date (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.
 
Distributions on this Certificate shall be made by check or money order mailed to the address of the person entitled thereto as it appears on the Certificate Register or by wire transfer or otherwise, as set forth in the Agreement. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the office or agency of the Trustee specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIMs Insurer, if any and of Holders of the requisite percentage of the Percentage Interests of each Class of Certificates affected by such amendment, as specified in the Agreement. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates, but with the consent of the NIMS Insurer, if any.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner hereof for all purposes, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
On any Distribution Date following the date at which the remaining aggregate Principal Balance of the Mortgage Loans is less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date, the Servicer may purchase, in whole, from the Trust the Mortgage Loans at a purchase price determined as provided in the Agreement. In the event that no such optional termination occurs, the obligations and responsibilities created by the Agreement will terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust, (iii) the Distribution Date in April 2037.
 
Capitalized terms used herein that are defined in the Agreement shall have the meanings ascribed to them in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.
 



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

 
Dated:_________________
 

   
 
Signature by or on behalf of assignor




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


 

 




EXHIBIT A-13
 
FORM OF CLASS M-8 CERTIFICATES
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES, THE CLASS M-1 CERTIFICATES, THE CLASS M-2 CERTIFICATES, THE CLASS M-3 CERTIFICATES, THE CLASS M-4 CERTIFICATES, THE CLASS M-5 CERTIFICATES, THE CLASS M-6 CERTIFICATES AND THE CLASS M-7 CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.
 
ANY PURCHASER SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS SET FORTH IN SECTION 5.02(d) OF THE POOLING AND SERVICING AGREEMENT.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).

Certificate No.
:
1
     
Cut-off Date
:
April 1, 2007
     
First Distribution Date
:
May 25, 2007
     
Initial Certificate Principal Balance of this Certificate (“Denomination”)
:
$13,000,000.00
     
Original Class Certificate Principal Balance of this Class
:
$13,000,000.00
     
Percentage Interest
:
100.00%
     
Pass-Through Rate
:
Variable
     
CUSIP
:
68402B AN6
     
Class
:
M-8
     
Assumed Maturity Date
:
April 2037



Option One Mortgage Loan Trust 2007-3
Asset-Backed Certificates,
Series 2007-3
Class M-8
 
evidencing the Percentage Interest in the distributions allocable to the Certificates of the above-referenced Class with respect to the Trust consisting of first and second lien, fixed and adjustable rate mortgage loans (the “Mortgage Loans”)
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as Depositor
 
Principal in respect of this Certificate is distributable monthly as set forth herein. Accordingly, the Certificate Principal Balance of this Class M-8 Certificate at any time may be less than the Initial Certificate Principal Balance set forth on the face hereof, as described herein. This Class M-8 Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Servicer, or the Trustee referred to below or any of their respective affiliates.
 
This certifies that Cede & Co. is the registered owner of the Percentage Interest evidenced by this Class M-8 Certificate (obtained by dividing the Denomination of this Class M-8 Certificate by the Original Class Certificate Principal Balance) in certain monthly distributions with respect to a Trust consisting primarily of the Mortgage Loans deposited by Option One Mortgage Acceptance Corporation (the “Depositor”). The Trust was created pursuant to a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”), and Wells Fargo Bank, N.A., a national banking association, as Trustee (the “Trustee”). To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Class M-8 Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Class M-8 Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Any purchaser shall be deemed to have made the representations set forth in Section 5.02(d) of the Pooling and Servicing Agreement.
 
Reference is hereby made to the further provisions of this Class M-8 Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Class M-8 Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 



IN WITNESS WHEREOF, the Trustee on behalf of the Trust has caused this Certificate to be duly executed.
 
Dated: April __, 2007
 
OPTION ONE MORTGAGE LOAN TRUST 2007-3
   
   
By:
WELLS FARGO BANK, N.A.
not in its individual capacity, but solely as Trustee
   
   
By:
 
   
   
 
This is one of the Certificates referenced
in the within-mentioned Agreement
 
 
By:
 
 
Authorized Signatory of
Wells Fargo Bank, N. A.,
as Trustee
 






[Reverse of Class M-8 Certificate]
 
OPTION ONE MORTGAGE LOAN TRUST 2007-3
Asset-Backed Certificates,
Series 2007-3
 
This Certificate is one of a duly authorized issue of Certificates designated as Option One Mortgage Loan Trust 2007-3, Asset-Backed Certificates, Series 2007-3 (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.
 
This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day then the first Business Day following such Distribution Date (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.
 
Distributions on this Certificate shall be made by check or money order mailed to the address of the person entitled thereto as it appears on the Certificate Register or by wire transfer or otherwise, as set forth in the Agreement. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the office or agency of the Trustee specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIMs Insurer, if any and of Holders of the requisite percentage of the Percentage Interests of each Class of Certificates affected by such amendment, as specified in the Agreement. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates, but with the consent of the NIMS Insurer, if any.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner hereof for all purposes, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
On any Distribution Date following the date at which the remaining aggregate Principal Balance of the Mortgage Loans is less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date, the Servicer may purchase, in whole, from the Trust the Mortgage Loans at a purchase price determined as provided in the Agreement. In the event that no such optional termination occurs, the obligations and responsibilities created by the Agreement will terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust, (iii) the Distribution Date in April 2037.
 
Capitalized terms used herein that are defined in the Agreement shall have the meanings ascribed to them in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.
 



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

 
Dated:_________________
 

   
 
Signature by or on behalf of assignor




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





EXHIBIT A-14
 
FORM OF CLASS M-9 CERTIFICATES
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES, THE CLASS M-1 CERTIFICATES, THE CLASS M-2 CERTIFICATES, THE CLASS M-3 CERTIFICATES, THE CLASS M-4 CERTIFICATES, THE CLASS M-5 CERTIFICATES, THE CLASS M-6 CERTIFICATES, THE CLASS M-7 CERTIFICATES AND THE CLASS M-9 CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.
 
ANY PURCHASER SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS SET FORTH IN SECTION 5.02(d) OF THE POOLING AND SERVICING AGREEMENT.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).

Certificate No.
:
1
     
Cut-off Date
:
April 1, 2007
     
First Distribution Date
:
May 25, 2007
     
Initial Certificate Principal Balance of this Certificate (“Denomination”)
:
$15,500,000.00
     
Original Class Certificate Principal Balance of this Class
:
$15,500,000.00
     
Percentage Interest
:
100.00%
     
Pass-Through Rate
:
Variable
     
CUSIP
:
68402B AP1
     
Class
:
M-9
     
Assumed Maturity Date
:
April 2037



Option One Mortgage Loan Trust 2007-3
Asset-Backed Certificates,
Series 2007-3
Class M-9
 
evidencing the Percentage Interest in the distributions allocable to the Certificates of the above-referenced Class with respect to the Trust consisting of first and second lien, fixed and adjustable rate mortgage loans (the “Mortgage Loans”)
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as Depositor
 

Principal in respect of this Certificate is distributable monthly as set forth herein. Accordingly, the Certificate Principal Balance of this Class M-9 Certificate at any time may be less than the Initial Certificate Principal Balance set forth on the face hereof, as described herein. This Class M-9 Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Servicer, or the Trustee referred to below or any of their respective affiliates.
 
This certifies that Cede & Co. is the registered owner of the Percentage Interest evidenced by this Class M-9 Certificate (obtained by dividing the Denomination of this Class M-9 Certificate by the Original Class Certificate Principal Balance) in certain monthly distributions with respect to a Trust consisting primarily of the Mortgage Loans deposited by Option One Mortgage Acceptance Corporation (the “Depositor”). The Trust was created pursuant to a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”), and Wells Fargo Bank, N.A., a national banking association, as Trustee (the “Trustee”). To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Class M-9 Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Class M-9 Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Any purchaser shall be deemed to have made the representations set forth in Section 5.02(d) of the Pooling and Servicing Agreement.
 
Reference is hereby made to the further provisions of this Class M-9 Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Class M-9 Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 



IN WITNESS WHEREOF, the Trustee on behalf of the Trust has caused this Certificate to be duly executed.
 
Dated: April __, 2007
 
OPTION ONE MORTGAGE LOAN TRUST 2007-3
   
   
By:
WELLS FARGO BANK, N.A.
not in its individual capacity, but solely as Trustee
   
   
By:
 
   
   
 
This is one of the Certificates referenced
in the within-mentioned Agreement
 
 
By:
 
 
Authorized Signatory of
Wells Fargo Bank, N. A.,
as Trustee
 






[Reverse of Class M-9 Certificate]
 
OPTION ONE MORTGAGE LOAN TRUST 2007-3
Asset-Backed Certificates,
Series 2007-3
 
This Certificate is one of a duly authorized issue of Certificates designated as Option One Mortgage Loan Trust 2007-3, Asset-Backed Certificates, Series 2007-3 (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.
 
This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day then the first Business Day following such Distribution Date (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.
 
Distributions on this Certificate shall be made by check or money order mailed to the address of the person entitled thereto as it appears on the Certificate Register or by wire transfer or otherwise, as set forth in the Agreement. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the office or agency of the Trustee specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIMs Insurer, if any and of Holders of the requisite percentage of the Percentage Interests of each Class of Certificates affected by such amendment, as specified in the Agreement. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates, but with the consent of the NIMS Insurer, if any.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner hereof for all purposes, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
On any Distribution Date following the date at which the remaining aggregate Principal Balance of the Mortgage Loans is less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date, the Servicer may purchase, in whole, from the Trust the Mortgage Loans at a purchase price determined as provided in the Agreement. In the event that no such optional termination occurs, the obligations and responsibilities created by the Agreement will terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust, (iii) the Distribution Date in April 2037.
 
Capitalized terms used herein that are defined in the Agreement shall have the meanings ascribed to them in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.
 



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

 
Dated:_________________
 

   
 
Signature by or on behalf of assignor




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


 




EXHIBIT A-15
 
FORM OF CLASS C CERTIFICATES
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).
 
 
THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A AND THE MEZZANINE CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.
 
NO TRANSFER OF THIS CERTIFICATE TO AN EMPLOYEE BENEFIT PLAN OR OTHER RETIREMENT ARRANGEMENT (EACH A “PLAN”) SUBJECT TO THE EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED (“ERISA”), SHALL BE MADE EXCEPT IN COMPLIANCE WITH THE PROCEDURES DESCRIBED HEREIN.

Certificate No.
:
1
     
Cut-off Date
:
April 1, 2007
     
First Distribution Date
:
May 25, 2007
     
Initial Certificate Principal Balance of this Certificate (“Denomination”)
:
$57,499,613.55
     
Original Class Certificate Principal Balance of this Class
:
$57,499,613.55
     
Initial Notional Amount of this Certificate
:
$999,999,613.55
     
Percentage Interest
:
100.00%
     
Class
:
C




Option One Mortgage Loan Trust 2007-3
Asset-Backed Certificates,
Series 2007-3
Class C
 
evidencing the Percentage Interest in the distributions allocable to the Certificates of the above-referenced Class with respect to the Trust consisting of first and second lien, fixed and adjustable rate mortgage loans (the “Mortgage Loans”)
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as Depositor
 

Principal in respect of this Certificate is distributable monthly as set forth herein. Accordingly, the Certificate Principal Balance of this Class C Certificate at any time may be less than the Initial Certificate Principal Balance set forth on the face hereof, as described herein. This Class C Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Servicer, or the Trustee referred to below or any of their respective affiliates.
 
This certifies that Option One Mortgage Capital Corporation is the registered owner of the Percentage Interest evidenced by this Class C Certificate (obtained by dividing the Denomination of this Class C Certificate by the Original Class Certificate Principal Balance) in certain distributions with respect to a Trust consisting primarily of the Mortgage Loans deposited by Option One Mortgage Acceptance Corporation (the “Depositor”). The Trust was created pursuant to a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”), and Wells Fargo Bank, N.A., a national banking association, as Trustee (the “Trustee”). To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Class C Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Class C Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
No transfer of a Certificate of this Class shall be made unless such transfer is made pursuant to an effective registration statement under the Act and any applicable state securities laws or is exempt from the registration requirements under said Act and such laws. In the event that a transfer is to be made in reliance upon an exemption from the Act and such laws, in order to assure compliance with the Act and such laws, the Certificateholder desiring to effect such transfer and such Certificateholder’s prospective transferee shall each certify to the Trustee and the Depositor in writing the facts surrounding the transfer. In the event that such a transfer is not to be made pursuant to Rule 144A of the Act, there shall be delivered to the Trustee and the Depositor an Opinion of Counsel that such transfer may be made pursuant to an exemption from the Act, which Opinion of Counsel shall not be obtained at the expense of the Trustee or the Depositor; or there shall be delivered to the Trustee and the Depositor a transferor certificate by the transferor and an investment letter shall be executed by the transferee. The Holder hereof desiring to effect such transfer shall, and does hereby agree to, indemnify the Trustee and the Depositor against any liability that may result if the transfer is not so exempt or is not made in accordance with such federal and state laws.
 
No transfer of this Certificate to a Plan subject to ERISA or Section 4975 of the Code, any Person acting, directly or indirectly, on behalf of any such Plan or any person using Plan Assets to acquire this Certificate shall be made except in accordance with Section 5.02(d) of the Agreement. In addition, no transfer of this Certificate shall be made except in accordance with the tax certification form procedures set for in Section 5.02(d) of the Agreement.
 
Reference is hereby made to the further provisions of this Class C Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Class C Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 



IN WITNESS WHEREOF, the Trustee on behalf of the Trust has caused this Certificate to be duly executed.
 
Dated: April __, 2007
 
 
OPTION ONE MORTGAGE LOAN TRUST 2007-3
   
   
By:
WELLS FARGO BANK, N.A.
not in its individual capacity, but solely as Trustee
   
   
By:
 
   
   
 
This is one of the Certificates referenced
in the within-mentioned Agreement
 
 
By:
 
 
Authorized Signatory of
Wells Fargo Bank, N. A.,
as Trustee
 






[Reverse of Class C Certificate]
 
OPTION ONE MORTGAGE LOAN TRUST 2007-3
Asset-Backed Certificates,
Series 2007-3
 
This Certificate is one of a duly authorized issue of Certificates designated as Option One Mortgage Loan Trust 2007-3, Asset-Backed Certificates, Series 2007-3 (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.
 
This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day then the first Business Day following such Distribution Date (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.
 
Distributions on this Certificate shall be made by check or money order mailed to the address of the person entitled thereto as it appears on the Certificate Register or by wire transfer or otherwise, as set forth in the Agreement. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the office or agency of the Trustee specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIMs Insurer, if any and of Holders of the requisite percentage of the Percentage Interests of each Class of Certificates affected by such amendment, as specified in the Agreement. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates, but with the consent of the NIMS Insurer, if any.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner hereof for all purposes, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
On any Distribution Date following the date at which the remaining aggregate Principal Balance of the Mortgage Loans is less than 10% of the sum of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date, the Servicer may purchase, in whole, from the Trust the Mortgage Loans at a purchase price determined as provided in the Agreement. In the event that no such optional termination occurs, the obligations and responsibilities created by the Agreement will terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust, (iii) the Distribution Date in April 2037.
 
Capitalized terms used herein that are defined in the Agreement shall have the meanings ascribed to them in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.



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

 
Dated:_________________
 

   
 
Signature by or on behalf of assignor




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



 




EXHIBIT A-16
 
FORM OF CLASS P CERTIFICATES
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).
 
THIS CERTIFICATE HAS NOT BEEN REGISTERED UNDER THE SECURITIES ACT OF 1933, AS AMENDED (THE “ACT”). ANY RESALE OR TRANSFER OF THIS CERTIFICATE WITHOUT REGISTRATION THEREOF UNDER THE ACT MAY ONLY BE MADE IN A TRANSACTION EXEMPTED FROM THE REGISTRATION REQUIREMENTS OF THE ACT AND IN ACCORDANCE WITH THE PROVISIONS OF THE AGREEMENT REFERRED TO HEREIN.
 
NO TRANSFER OF THIS CERTIFICATE TO AN EMPLOYEE BENEFIT PLAN OR OTHER RETIREMENT ARRANGEMENT (EACH A “PLAN”) SUBJECT TO THE EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED (“ERISA”), SHALL BE MADE EXCEPT IN COMPLIANCE WITH THE PROCEDURES DESCRIBED HEREIN.

Certificate No.
:
1
     
Cut-off Date
:
April 1, 2007
     
First Distribution Date
:
May 25, 2007
     
Initial Certificate Principal Balance of this Certificate (“Denomination”)
:
$100.00
     
Original Class Certificate Principal Balance of this Class
:
$100.00
     
Percentage Interest
:
100.00%
     
Class
:
P




Option One Mortgage Loan Trust 2007-3
Asset-Backed Certificates,
Series 2007-3
Class P
 
evidencing the Percentage Interest in the distributions allocable to the Certificates of the above-referenced Class with respect to the Trust consisting of first and second lien, fixed and adjustable rate mortgage loans (the “Mortgage Loans”)
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as Depositor
 

Principal in respect of this Certificate is distributable monthly as set forth herein. Accordingly, the Certificate Principal Balance of this Class P Certificate at any time may be less than the Initial Certificate Principal Balance set forth on the face hereof, as described herein. This Class P Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Servicer, or the Trustee referred to below or any of their respective affiliates.
 
This certifies that Option One Mortgage Capital Corporation is the registered owner of the Percentage Interest evidenced by this Class P Certificate (obtained by dividing the Denomination of this Class P Certificate by the Original Class Certificate Principal Balance) in certain distributions with respect to a Trust consisting primarily of the Mortgage Loans deposited by Option One Mortgage Acceptance Corporation (the “Depositor”). The Trust was created pursuant to a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”), and Wells Fargo Bank, N.A., a national banking association, as Trustee (the “Trustee”). To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Class P Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Class P Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
This Certificate does not have a pass-through rate and will be entitled to distributions only to the extent set forth in the Agreement.
 
No transfer of a Certificate of this Class shall be made unless such transfer is made pursuant to an effective registration statement under the Act and any applicable state securities laws or is exempt from the registration requirements under said Act and such laws. In the event that a transfer is to be made in reliance upon an exemption from the Act and such laws, in order to assure compliance with the Act and such laws, the Certificateholder desiring to effect such transfer and such Certificateholder’s prospective transferee shall each certify to the Trustee and the Depositor in writing the facts surrounding the transfer. In the event that such a transfer is not to be made pursuant to Rule 144A of the Act, there shall be delivered to the Trustee and the Depositor an Opinion of Counsel that such transfer may be made pursuant to an exemption from the Act, which Opinion of Counsel shall not be obtained at the expense of the Trustee or the Depositor; or there shall be delivered to the Trustee and the Depositor a transferor certificate by the transferor and an investment letter shall be executed by the transferee. The Holder hereof desiring to effect such transfer shall, and does hereby agree to, indemnify the Trustee and the Depositor against any liability that may result if the transfer is not so exempt or is not made in accordance with such federal and state laws.
 
No transfer of this Certificate to a Plan subject to ERISA or Section 4975 of the Code, any Person acting, directly or indirectly, on behalf of any such Plan or any person using Plan Assets to acquire this Certificate shall be made except in accordance with Section 5.02(d) of the Agreement.
 
Reference is hereby made to the further provisions of this Class P Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Class P Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 



IN WITNESS WHEREOF, the Trustee on behalf of the Trust has caused this Certificate to be duly executed.
 
Dated: April __, 2007
 
 
OPTION ONE MORTGAGE LOAN TRUST 2007-3
   
   
By:
WELLS FARGO BANK, N.A.
not in its individual capacity, but solely as Trustee
   
   
By:
 
   
   
 
This is one of the Certificates referenced
in the within-mentioned Agreement
 
 
By:
 
 
Authorized Signatory of
Wells Fargo Bank, N. A.,
as Trustee
 






[Reverse of Class P Certificate]
 
OPTION ONE MORTGAGE LOAN TRUST 2007-3
Asset-Backed Certificates,
Series 2007-3
 
This Certificate is one of a duly authorized issue of Certificates designated as Option One Mortgage Loan Trust 2007-3, Asset-Backed Certificates, Series 2007-3 (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.
 
This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day then the first Business Day following such Distribution Date (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.
 
Distributions on this Certificate shall be made by check or money order mailed to the address of the person entitled thereto as it appears on the Certificate Register or by wire transfer or otherwise, as set forth in the Agreement. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the office or agency of the Trustee specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIMs Insurer, if any and of Holders of the requisite percentage of the Percentage Interests of each Class of Certificates affected by such amendment, as specified in the Agreement. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates, but with the consent of the NIMS Insurer, if any.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner hereof for all purposes, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
On any Distribution Date following the date at which the remaining aggregate Principal Balance of the Mortgage Loans is less than 10% of the sum of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date, the Servicer may purchase, in whole, from the Trust the Mortgage Loans at a purchase price determined as provided in the Agreement. In the event that no such optional termination occurs, the obligations and responsibilities created by the Agreement will terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust, (iii) the Distribution Date in April 2037.
 
Capitalized terms used herein that are defined in the Agreement shall have the meanings ascribed to them in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.



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

 
Dated:_________________
 

   
 
Signature by or on behalf of assignor




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

 
 




EXHIBIT A-17
 
FORM OF CLASS R CERTIFICATES
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A ARESIDUAL INTEREST” IN ONE OR MORE “REAL ESTATE MORTGAGE INVESTMENT CONDUITS,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).
 
THIS CERTIFICATE HAS NOT BEEN REGISTERED UNDER THE SECURITIES ACT OF 1933, AS AMENDED (THE “ACT”). ANY RESALE OR TRANSFER OF THIS CERTIFICATE WITHOUT REGISTRATION THEREOF UNDER THE ACT MAY ONLY BE MADE IN A TRANSACTION EXEMPTED FROM THE REGISTRATION REQUIREMENTS OF THE ACT AND IN ACCORDANCE WITH THE PROVISIONS OF THE AGREEMENT REFERRED TO HEREIN.
 
THIS CLASS R CERTIFICATE HAS NO PRINCIPAL BALANCE, DOES NOT BEAR INTEREST AND WILL NOT RECEIVE ANY DISTRIBUTIONS EXCEPT AS PROVIDED HEREIN.
 
NEITHER THIS CERTIFICATE NOR ANY INTEREST HEREIN MAY BE TRANSFERRED UNLESS THE PROPOSED TRANSFEREE DELIVERS TO THE TRUSTEE A TRANSFER AFFIDAVIT IN ACCORDANCE WITH THE PROVISIONS OF THE AGREEMENT REFERRED TO HEREIN.
 
NO TRANSFER OF THIS CERTIFICATE TO AN EMPLOYEE BENEFIT PLAN OR OTHER RETIREMENT ARRANGEMENT (EACH A “PLAN”) SUBJECT TO THE EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED (“ERISA”), SHALL BE MADE EXCEPT IN COMPLIANCE WITH THE PROCEDURES DESCRIBED HEREIN.

Certificate No.
:
1
     
Cut-off Date
:
April 1, 2007
     
First Distribution Date
:
May 25, 2007
     
Percentage Interest
:
100.00%
     
Class
:
R



Option One Mortgage Loan Trust 2007-3
Asset-Backed Certificates,
Series 2007-3
Class R
 
evidencing the Percentage Interest in the distributions allocable to the Certificates of the above-referenced Class with respect to the Trust consisting of first and second lien, fixed and adjustable rate mortgage loans (the “Mortgage Loans”)
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as Depositor
 
This Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Servicer or the Trustee referred to below or any of their respective affiliates.
 
This certifies that Option One Mortgage Capital Corporation is the registered owner of the Percentage Interest evidenced by this Certificate specified above in the interest represented by all Certificates of the Class to which this Certificate belongs in a Trust consisting primarily of the Mortgage Loans deposited by Option One Mortgage Acceptance Corporation (the “Depositor”). The Trust was created pursuant to a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”) and Wells Fargo Bank, N.A., a national banking association, as trustee (the “Trustee”). To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
This Certificate does not have a principal balance or pass-through rate and will be entitled to distributions only to the extent set forth in the Agreement. In addition, any distribution of the proceeds of any remaining assets of the Trust will be made only upon presentment and surrender of this Certificate at the Corporate Trust Office or the office or agency maintained by the Trustee in Minneapolis, Minnesota.
 
No transfer of a Certificate of this Class shall be made unless such transfer is made pursuant to an effective registration statement under the Act and any applicable state securities laws or is exempt from the registration requirements under said Act and such laws. In the event that a transfer is to be made in reliance upon an exemption from the Act and such laws, in order to assure compliance with the Act and such laws, the Certificateholder desiring to effect such transfer and such Certificateholder’s prospective transferee shall each certify to the Trustee and the Depositor in writing the facts surrounding the transfer. In the event that such a transfer is not to be made pursuant to Rule 144A of the Act, there shall be delivered to the Trustee and the Depositor an Opinion of Counsel that such transfer may be made pursuant to an exemption from the Act, which Opinion of Counsel shall not be obtained at the expense of the Trustee or the Depositor; or there shall be delivered to the Trustee and the Depositor a transferor certificate by the transferor and an investment letter shall be executed by the transferee. The Holder hereof desiring to effect such transfer shall, and does hereby agree to, indemnify the Trustee and the Depositor against any liability that may result if the transfer is not so exempt or is not made in accordance with such federal and state laws.
 
No transfer of this Certificate to a Plan subject to ERISA or Section 4975 of the Code, any Person acting, directly or indirectly, on behalf of any such Plan or any person using Plan Assets to acquire this Certificate shall be made except in accordance with Section 5.02(d) of the Agreement.
 
Each Holder of this Certificate will be deemed to have agreed to be bound by the restrictions of the Agreement, including but not limited to the restrictions that (i) each person holding or acquiring any Ownership Interest in this Certificate must be a Permitted Transferee, (ii) no Ownership Interest in this Certificate may be transferred without delivery to the Trustee of (a) a transfer affidavit of the proposed transferee and (b) a transfer certificate of the transferor, each of such documents to be in the form described in the Agreement, (iii) each person holding or acquiring any Ownership Interest in this Certificate must agree to require a transfer affidavit and to deliver a transfer certificate to the Trustee as required pursuant to the Agreement, (iv) each person holding or acquiring an Ownership Interest in this Certificate must agree not to transfer an Ownership Interest in this Certificate if it has actual knowledge that the proposed transferee is not a Permitted Transferee and (v) any attempted or purported transfer of any Ownership Interest in this Certificate in violation of such restrictions will be absolutely null and void and will vest no rights in the purported transferee. Pursuant to the Agreement, the Trustee will provide the Internal Revenue Service and any pertinent persons with the information needed to compute the tax imposed under the applicable tax laws on transfers of residual interests to disqualified organizations, if any person other than a Permitted Transferee acquires an Ownership Interest on a Class R Certificate in violation of the restrictions mentioned above.
 
Reference is hereby made to the further provisions of this Class R Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 



IN WITNESS WHEREOF, the Trustee on behalf of the Trust has caused this Certificate to be duly executed.
 
Dated: April __, 2007
 
 
OPTION ONE MORTGAGE LOAN TRUST 2007-3
   
   
By:
WELLS FARGO BANK, N.A.
not in its individual capacity, but solely as Trustee
   
   
By:
 
   
   
 
This is one of the Certificates referenced
in the within-mentioned Agreement
 
 
By:
 
 
Authorized Signatory of
Wells Fargo Bank, N. A.,
as Trustee
 

 



[Reverse of Class R Certificate]
 
OPTION ONE MORTGAGE LOAN TRUST 2007-3
Asset-Backed Certificates,
Series 2007-3
 
This Certificate is one of a duly authorized issue of Certificates designated as Option One Mortgage Loan Trust 2007-3, Asset-Backed Certificates, Series 2007-3 (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.
 
This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day then the first Business Day following such Distribution Date (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.
 
Distributions on this Certificate shall be made by check or money order mailed to the address of the person entitled thereto as it appears on the Certificate Register or by wire transfer or otherwise, as set forth in the Agreement. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the office or agency of the Trustee specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIMs Insurer, if any and of Holders of the requisite percentage of the Percentage Interests of each Class of Certificates affected by such amendment, as specified in the Agreement. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates, but with the consent of the NIMS Insurer, if any.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner hereof for all purposes, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
On any Distribution Date following the date at which the remaining aggregate Principal Balance of the Mortgage Loans is less than 10% of the sum of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date, the Servicer may purchase, in whole, from the Trust the Mortgage Loans at a purchase price determined as provided in the Agreement. In the event that no such optional termination occurs, the obligations and responsibilities created by the Agreement will terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust, (iii) the Distribution Date in April 2037.
 
Capitalized terms used herein that are defined in the Agreement shall have the meanings ascribed to them in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.



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

 
Dated:_________________
 

   
 
Signature by or on behalf of assignor




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



 




EXHIBIT A-18
 
FORM OF CLASS R-X CERTIFICATES
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A ARESIDUAL INTEREST” IN ONE OR MORE “REAL ESTATE MORTGAGE INVESTMENT CONDUITS,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).
 
THIS CERTIFICATE HAS NOT BEEN REGISTERED UNDER THE SECURITIES ACT OF 1933, AS AMENDED (THE “ACT”). ANY RESALE OR TRANSFER OF THIS CERTIFICATE WITHOUT REGISTRATION THEREOF UNDER THE ACT MAY ONLY BE MADE IN A TRANSACTION EXEMPTED FROM THE REGISTRATION REQUIREMENTS OF THE ACT AND IN ACCORDANCE WITH THE PROVISIONS OF THE AGREEMENT REFERRED TO HEREIN.
 
THIS CLASS R-X CERTIFICATE HAS NO PRINCIPAL BALANCE, DOES NOT BEAR INTEREST AND WILL NOT RECEIVE ANY DISTRIBUTIONS EXCEPT AS PROVIDED HEREIN.
 
NEITHER THIS CERTIFICATE NOR ANY INTEREST HEREIN MAY BE TRANSFERRED UNLESS THE PROPOSED TRANSFEREE DELIVERS TO THE TRUSTEE A TRANSFER AFFIDAVIT IN ACCORDANCE WITH THE PROVISIONS OF THE AGREEMENT REFERRED TO HEREIN.
 
NO TRANSFER OF THIS CERTIFICATE TO AN EMPLOYEE BENEFIT PLAN OR OTHER RETIREMENT ARRANGEMENT (EACH A “PLAN”) SUBJECT TO THE EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED (“ERISA”), SHALL BE MADE EXCEPT IN COMPLIANCE WITH THE PROCEDURES DESCRIBED HEREIN.

Certificate No.
:
1
     
Cut-off Date
:
April 1, 2007
     
First Distribution Date
:
May 25, 2007
     
Percentage Interest
:
100.00%
     
Class
:
R-X



Option One Mortgage Loan Trust 2007-3
Asset-Backed Certificates,
Series 2007-3
Class R-X
 
evidencing the Percentage Interest in the distributions allocable to the Certificates of the above-referenced Class with respect to the Trust consisting of first and second lien, fixed and adjustable rate mortgage loans (the “Mortgage Loans”)
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as Depositor
 

This Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Servicer or the Trustee referred to below or any of their respective affiliates.
 
This certifies that Option One Mortgage Capital Corporation is the registered owner of the Percentage Interest evidenced by this Certificate specified above in the interest represented by all Certificates of the Class to which this Certificate belongs in a Trust consisting primarily of the Mortgage Loans deposited by Option One Mortgage Acceptance Corporation (the “Depositor”). The Trust was created pursuant to a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”) and Wells Fargo Bank, N.A., a national banking association, as trustee (the “Trustee”). To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
This Certificate does not have a principal balance or pass-through rate and will be entitled to distributions only to the extent set forth in the Agreement. In addition, any distribution of the proceeds of any remaining assets of the Trust will be made only upon presentment and surrender of this Certificate at the Corporate Trust Office or the office or agency maintained by the Trustee in Minneapolis, Minnesota.
 
No transfer of a Certificate of this Class shall be made unless such transfer is made pursuant to an effective registration statement under the Act and any applicable state securities laws or is exempt from the registration requirements under said Act and such laws. In the event that a transfer is to be made in reliance upon an exemption from the Act and such laws, in order to assure compliance with the Act and such laws, the Certificateholder desiring to effect such transfer and such Certificateholder’s prospective transferee shall each certify to the Trustee and the Depositor in writing the facts surrounding the transfer. In the event that such a transfer is not to be made pursuant to Rule 144A of the Act, there shall be delivered to the Trustee and the Depositor an Opinion of Counsel that such transfer may be made pursuant to an exemption from the Act, which Opinion of Counsel shall not be obtained at the expense of the Trustee or the Depositor; or there shall be delivered to the Trustee and the Depositor a transferor certificate by the transferor and an investment letter shall be executed by the transferee. The Holder hereof desiring to effect such transfer shall, and does hereby agree to, indemnify the Trustee and the Depositor against any liability that may result if the transfer is not so exempt or is not made in accordance with such federal and state laws.
 
No transfer of this Certificate to a Plan subject to ERISA or Section 4975 of the Code, any Person acting, directly or indirectly, on behalf of any such Plan or any person using Plan Assets to acquire this Certificate shall be made except in accordance with Section 5.02(d) of the Agreement.
 
Each Holder of this Certificate will be deemed to have agreed to be bound by the restrictions of the Agreement, including but not limited to the restrictions that (i) each person holding or acquiring any Ownership Interest in this Certificate must be a Permitted Transferee, (ii) no Ownership Interest in this Certificate may be transferred without delivery to the Trustee of (a) a transfer affidavit of the proposed transferee and (b) a transfer certificate of the transferor, each of such documents to be in the form described in the Agreement, (iii) each person holding or acquiring any Ownership Interest in this Certificate must agree to require a transfer affidavit and to deliver a transfer certificate to the Trustee as required pursuant to the Agreement, (iv) each person holding or acquiring an Ownership Interest in this Certificate must agree not to transfer an Ownership Interest in this Certificate if it has actual knowledge that the proposed transferee is not a Permitted Transferee and (v) any attempted or purported transfer of any Ownership Interest in this Certificate in violation of such restrictions will be absolutely null and void and will vest no rights in the purported transferee. Pursuant to the Agreement, the Trustee will provide the Internal Revenue Service and any pertinent persons with the information needed to compute the tax imposed under the applicable tax laws on transfers of residual interests to disqualified organizations, if any person other than a Permitted Transferee acquires an Ownership Interest on a Class R-X Certificate in violation of the restrictions mentioned above.
 
Reference is hereby made to the further provisions of this Class R-X Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 



IN WITNESS WHEREOF, the Trustee on behalf of the Trust has caused this Certificate to be duly executed.
 
Dated: April __, 2007
 
OPTION ONE MORTGAGE LOAN TRUST 2007-3
   
   
By:
WELLS FARGO BANK, N.A.
not in its individual capacity, but solely as Trustee
   
   
By:
 
   
   

This is one of the Certificates referenced
in the within-mentioned Agreement
 
 
By:
 
 
Authorized Signatory of
Wells Fargo Bank, N. A.,
as Trustee
 





[Reverse of Class R-X Certificate]
 
OPTION ONE MORTGAGE LOAN TRUST 2007-3
Asset-Backed Certificates,
Series 2007-3
 
This Certificate is one of a duly authorized issue of Certificates designated as Option One Mortgage Loan Trust 2007-3, Asset-Backed Certificates, Series 2007-3 (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.
 
This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day then the first Business Day following such Distribution Date (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.
 
Distributions on this Certificate shall be made by check or money order mailed to the address of the person entitled thereto as it appears on the Certificate Register or by wire transfer or otherwise, as set forth in the Agreement. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the office or agency of the Trustee specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIMs Insurer, if any and of Holders of the requisite percentage of the Percentage Interests of each Class of Certificates affected by such amendment, as specified in the Agreement. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates, but with the consent of the NIMS Insurer, if any.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner hereof for all purposes, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
On any Distribution Date following the date at which the remaining aggregate Principal Balance of the Mortgage Loans is less than 10% of the sum of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date, the Servicer may purchase, in whole, from the Trust the Mortgage Loans at a purchase price determined as provided in the Agreement. In the event that no such optional termination occurs, the obligations and responsibilities created by the Agreement will terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust, (iii) the Distribution Date in April 2037.
 
Capitalized terms used herein that are defined in the Agreement shall have the meanings ascribed to them in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.



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

 
Dated:_________________
 

   
 
Signature by or on behalf of assignor




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





EXHIBIT B
 
[Reserved]



 




EXHIBIT C
 
FORM OF MORTGAGE LOAN PURCHASE AGREEMENT
 




 
OPTION ONE MORTGAGE CORPORATION,
 
as Originator and Seller,
 
OPTION ONE MORTGAGE CAPITAL CORPORATION,
 
as Obligor and Seller
 
OPTION ONE OWNER TRUST 2001-1A,

OPTION ONE OWNER TRUST 2001-2,
 
OPTION ONE OWNER TRUST 2002-3,
 
OPTION ONE OWNER TRUST 2003-4,
 
OPTION ONE OWNER TRUST 2003-5,
 
OPTION ONE OWNER TRUST 2005-6,
 
OPTION ONE OWNER TRUST 2005-8,
 
OPTION ONE OWNER TRUST 2005-9,
 
OPTION ONE OWNER TRUST 2007-5A,
 
as Sellers
 
and
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION,
 
as Purchaser
 
MORTGAGE LOAN PURCHASE AGREEMENT
 
Dated as of April 2, 2007
 

 
Fixed Rate and Adjustable Rate Mortgage Loans
 
Option One Mortgage Loan Trust 2007-3
Asset-Backed Certificates, Series 2007-3








Table of Contents
 
ARTICLE I.
DEFINITIONS
Section 1.01
Definitions
   
ARTICLE II.
SALE OF MORTGAGE LOANS; PAYMENT OF PURCHASE PRICE
Section 2.01
Sale of Mortgage Loans
Section 2.02
Obligations of the Originator Upon Sale
Section 2.03
Payment of Purchase Price for the Mortgage Loans.
   
ARTICLE III.
REPRESENTATIONS AND WARRANTIES; REMEDIES FOR BREACH
Section 3.01
Representations and Warranties Relating to the Mortgage Loans.
Section 3.02
Originator Representations and Warranties Relating to the Originator
Section 3.03
Obligor Representations and Warranties Relating to the Obligor
Section 3.04
Seller Trust Representations and Warranties
Section 3.05
Remedies For Breach of Representations And Warranties
   
ARTICLE IV.
ORIGINATOR'S COVENANTS
Section 4.01
Covenants of The Originator
   
ARTICLE V.
INDEMNIFICATION WITH RESPECT TO THE MORTGAGE LOANS
Section 5.01
Indemnification.
   
ARTICLE VI.
TERMINATION
Section 6.01
Termination
   
ARTICLE VII.
MISCELLANEOUS PROVISIONS
Section 7.01
Amendment
Section 7.02
Governing Law
Section 7.03
Notices
Section 7.04
Severability of Provisions
Section 7.05
Counterparts
Section 7.06
Further Agreements
Section 7.07
Intention of The Parties
Section 7.08
Successors And Assigns, Assignment of Purchase Agreement
Section 7.09
Survival
Section 7.10
Owner Trustee



SCHEDULES
 
   
SCHEDULE I
MORTGAGE LOANS OWNED BY ORIGINATOR
SCHEDULE II
MORTGAGE LOANS OWNED BY OBLIGOR
SCHEDULE III
MORTGAGE LOANS OWNED BY OPTION ONE OWNER TRUST 2001-1A
SCHEDULE IV
[Reserved]
SCHEDULE V
MORTGAGE LOANS OWNED BY OPTION ONE OWNER TRUST 2001-2
SCHEDULE VI
MORTGAGE LOANS OWNED BY OPTION ONE OWNER TRUST 2002-3
SCHEDULE VII
MORTGAGE LOANS OWNED BY OPTION ONE OWNER TRUST 2003-4
SCHEDULE VIII
MORTGAGE LOANS OWNED BY OPTION ONE OWNER TRUST 2003-5
SCHEDULE IX
MORTGAGE LOANS OWNED BY OPTION ONE OWNER TRUST 2005-6
SCHEDULE X
[Reserved]
SCHEDULE XI
MORTGAGE LOANS OWNED BY OPTION ONE OWNER TRUST 2005-8
SCHEDULE XII
MORTGAGE LOANS OWNED BY OPTION ONE OWNER TRUST 2005-9
SCHEDULE XIII
MORTGAGE LOANS OWNED BY OPTION ONE OWNER TRUST 2007-5A]




MORTGAGE LOAN PURCHASE AGREEMENT, dated as of April 2, 2007 (the “Agreement”), among Option One Mortgage Corporation (the “Originator”), Option One Mortgage Capital Corporation (the “Obligor”), Option One Owner Trust 2001-1A (“Seller Trust 1A”), Option One Owner Trust 2001-2 (“Seller Trust 2”), Option One Owner Trust 2002-3 (“Seller Trust 3”), Option One Owner Trust 2003-4 (“Seller Trust 4”), Option One Owner Trust 2003-5 (“Seller Trust 5”), Option One Owner Trust 2005-6 (“Seller Trust 6”), Option One Owner Trust 2005-8 (“Seller Trust 8”), Option One Owner Trust 2005-9 (“Seller Trust 9”) and Option One Owner Trust 2007-5A (“Seller Trust 5A”; each of Seller Trust 1A, Seller Trust 2, Seller Trust 3, Seller Trust 4, Seller Trust 5, Seller Trust 6, Seller Trust 8, Seller Trust 9 and Seller Trust 5A a “Seller Trust” and collectively the “Seller Trusts”) (the Originator, the Obligor, each Seller Trust a “Seller” and collectively the “Sellers”) and Option One Mortgage Acceptance Corporation (the “Purchaser”).
 
W I T N E S S E T H
 
WHEREAS, each Seller is the owner of (a) the notes or other evidence of indebtedness (the “Mortgage Notes”) so indicated on the applicable Schedule hereto referred to below and (b) the other documents or instruments constituting the Mortgage File (collectively, the “Mortgage Loans”); and
 
WHEREAS, the Sellers, as of the date hereof, own the mortgages (the “Mortgages”) on the properties (the “Mortgaged Properties”) securing such Mortgage Loans, including rights to (a) any property acquired by foreclosure or deed in lieu of foreclosure or otherwise and (b) the proceeds of any insurance policies covering the Mortgage Loans or the Mortgaged Properties or the obligors on the Mortgage Loans; and
 
WHEREAS, the parties hereto desire that the Sellers sell the Mortgage Loans to the Purchaser pursuant to the terms of this Agreement; and
 
WHEREAS, each Seller Trust is an indirect subsidiary of the Originator and the Originator is the administrator of each Seller Trust; and
 
WHEREAS, the Originator originated or acquired the Mortgage Loans and subsequently sold the Mortgage Loans to the applicable Seller Trust; and
 
WHEREAS, pursuant to the terms of a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Pooling and Servicing Agreement”) among the Purchaser as depositor, the Originator as servicer and Wells Fargo Bank, N.A. as trustee (the “Trustee”), the Purchaser will convey the Mortgage Loans to Option One Mortgage Loan Trust 2007-3 (the “Trust”); and
 
WHEREAS, each of the Originator and the Obligor is obligated, in connection with the transactions contemplated by this Agreement, to make certain representations, warranties and covenants with respect to itself and the Mortgage Loans; and
 
WHEREAS, each Seller Trust is obligated, in connection with the transactions contemplated by this Agreement, to make certain representations, warranties and covenants with respect to itself.
 
NOW, THEREFORE, in consideration of the mutual covenants herein contained, the parties hereto agree as follows:
 
ARTICLE I.
 
DEFINITIONS
 
Section 1.01  Definitions. All capitalized terms used but not defined herein and below shall have the meanings assigned thereto in the Pooling and Servicing Agreement.
 
“ORIGINATOR INFORMATION”: The information in the Prospectus Supplement as follows: under “SUMMARY OF TERMS—Mortgage Loans”, the first sentence under the fourth bullet point under “RISK FACTORS—Unpredictability of Prepayments and Effect on Yields,” the first two sentences under “RISK FACTORS— Delinquency Status of the Mortgage Loans,” the first sentence under “RISK FACTORS—Second Lien Loan Risk”, the first sentence under “RISK FACTORS—Interest Only Mortgage Loans”, the second sentence under the third bullet point under “RISK FACTORS—Interest Generated by the Mortgage Loans May Be Insufficient to Maintain Overcollateralization”, the second sentence under “RISK FACTORS—High Loan-to-Value Ratios Increase Risk of Loss”, the third sentence under “RISK FACTORS—Balloon Loan Risk”, the first two sentences under “RISK FACTORS—Simultaneous Second Lien Risk”, “THE MORTGAGE POOL”, “THE ORIGINATOR AND SPONSOR”, and the first sentence of the seventh paragraph under “YIELD, PREPAYMENT AND MATURITY CONSIDERATIONS”.
 
ARTICLE II.
 
SALE OF MORTGAGE LOANS; PAYMENT OF PURCHASE PRICE
 
Section 2.01  Sale of Mortgage Loans. The applicable Seller, concurrently with the execution and delivery of this Agreement, does hereby sell, and in connection therewith hereby assigns to the Purchaser, effective as of the Closing Date, without recourse, (i) all of its right, title and interest in and to each Mortgage Loan identified on the related Schedule, including the related Cut-off Date Principal Balance, all interest accruing thereon on and after the Cut-off Date and all collections in respect of interest and principal due after the Cut-off Date; (ii) property which secured such Mortgage Loan and which has been acquired by foreclosure or deed in lieu of foreclosure; (iii) its interest in any insurance policies in respect of the Mortgage Loans and (iv) all proceeds of any of the foregoing. In addition to the sale of the Mortgage Loans, the Originator will direct the Trustee to enter into the Interest Rate Swap Agreement and Swap Administration Agreement on behalf of the Trust. 
 
Section 2.02  Obligations of the Originator Upon Sale. In connection with any transfer pursuant to Section 2.01 hereof, the Originator further agrees, at its own expense on or prior to the Closing Date, (a) to cause its books and records and the books and records of each Seller Trust, to indicate that the Mortgage Loans have been sold to the Purchaser pursuant to this Agreement and (b) to deliver to the Purchaser and the Trustee a computer file containing a true and complete list of all such Mortgage Loans specifying for each such Mortgage Loan, as of the Cut-off Date (i) its account number and (ii) the Cut-off Date Principal Balance. Such files, which form a part of Exhibit D to the Pooling and Servicing Agreement, shall also be marked as [Schedules I-XIII] to this Agreement and are hereby incorporated into and made a part of this Agreement.
 
In connection with any conveyance by the Sellers, the Originator shall on behalf of the Purchaser deliver to, and deposit with the Trustee, as assignee of the Purchaser, on or before the Closing Date, the following documents or instruments with respect to each Mortgage Loan:
 
(i)  the original Mortgage Note, endorsed either (A) in blank, in which case the Trustee shall cause the endorsement to be completed or (B) in the following form: “Pay to the order of Wells Fargo Bank, N.A., as Trustee, without recourse”, or with respect to any lost Mortgage Note, an original Lost Note Affidavit stating that the original mortgage note was lost, misplaced or destroyed, together with a copy of the related mortgage note; provided, however, that such substitutions of Lost Note Affidavits for original Mortgage Notes may occur only with respect to Mortgage Loans, the aggregate Cut-off Date Principal Balance of which is less than or equal to 1.00% of the Pool Balance as of the Cut-off Date;
 
(ii)  the original Mortgage with evidence of recording thereon, and the original recorded power of attorney, if the Mortgage was executed pursuant to a power of attorney, with evidence of recording thereon;
 
(iii)  an original Assignment of Mortgage, in form and substance acceptable for recording. The Mortgage shall be assigned either (A) in blank or (B) to “Wells Fargo Bank, N.A., as Trustee, without recourse”;
 
(iv)  an original of any intervening assignment of Mortgage showing a complete chain of assignments;
 
(v)  the original or a certified copy of lender's title insurance policy; and
 
(vi)  the original or copies of each assumption, modification, written assurance or substitution agreement, if any.
 
The Originator hereby confirms to the Purchaser and the Trustee that it has caused the appropriate entries to be made in its general accounting records to indicate that such Mortgage Loans have been transferred to the Trustee and constitute part of the Trust in accordance with the terms of the Pooling and Servicing Agreement.
 
If any of the documents referred to in Section 2.02(ii), (iii) or (iv) above has as of the Closing Date been submitted for recording but either (x) has not been returned from the applicable public recording office or (y) has been lost or such public recording office has retained the original of such document, the obligations of the Originator to deliver such documents shall be deemed to be satisfied upon (1) delivery to the Trustee or the Custodian no later than the Closing Date, of a copy of each such document certified by the Originator in the case of (x) above or the applicable public recording office in the case of (y) above to be a true and complete copy of the original that was submitted for recording and (2) if such copy is certified by the Originator, delivery to the Trustee or the Custodian, promptly upon receipt thereof of either the original or a copy of such document certified by the applicable public recording office to be a true and complete copy of the original. If the original lender's title insurance policy, or a certified copy thereof, was not delivered pursuant to Section 2.02(v) above, the Originator shall deliver or cause to be delivered to the Trustee or the Custodian, the original or a copy of a written commitment or interim binder or preliminary report of title issued by the title insurance or escrow company, with the original or a certified copy thereof to be delivered to the Trustee or the Custodian, promptly upon receipt thereof. The Originator shall deliver or cause to be delivered to the Trustee or the Custodian promptly upon receipt thereof any other documents constituting a part of a Mortgage File received with respect to any Mortgage Loan, including, but not limited to, any original documents evidencing an assumption or modification of any Mortgage Loan.
 
Upon discovery or receipt of notice of any materially defective document in, or that a document is missing from, a Mortgage File, the Originator shall have 120 days to cure such defect or deliver such missing document to the Purchaser. If the Originator does not cure such defect or deliver such missing document within such time period, the Obligor shall either repurchase or substitute for such Mortgage Loan pursuant to Section 2.03 of the Pooling and Servicing Agreement.
 
The Purchaser hereby acknowledges its acceptance of all right, title and interest to the Mortgage Loans and other property, now existing and hereafter created, conveyed to it pursuant to Section 2.01.
 
The parties hereto intend that the transaction set forth herein be a sale by the Sellers to the Purchaser of all the applicable Seller’s right, title and interest in and to the related Mortgage Loans and other property described above. In the event the transaction set forth herein is deemed not to be a sale, each Seller hereby grants to the Purchaser a security interest in all of such Seller's right, title and interest in, to and under the related Mortgage Loans and other property described above, whether now existing or hereafter created, to secure all of such Seller's obligations hereunder; and this Agreement shall constitute a security agreement under applicable law.
 
The Originator shall cause the Assignments which were delivered in blank to be completed and shall cause all Assignments referred to in Section 2.02(iii) hereof and, to the extent necessary, in Section 2.02(iv) hereof to be recorded. The Originator shall be required to deliver such Assignments for recording within 90 days of the Closing Date. Notwithstanding the foregoing, however, for administrative convenience and facilitation of servicing and to reduce closing costs, the Assignments of Mortgage shall not be required to be submitted for recording with respect to any Mortgage Loan in any jurisdiction where the Rating Agencies do not require recordation in order to receive the ratings on the Certificates at the time of their initial issuance; provided, however, each Assignment shall be submitted for recording by the Originator in the manner described above, at no expense to the Trust Fund or Trustee, upon the earliest to occur of: (i) reasonable direction by Holders of Certificates entitled to at least 25% of the Voting Rights, or the NIMS Insurer, (ii) the occurrence of a Servicer Event of Termination, (iii) the occurrence of a bankruptcy, insolvency or foreclosure relating to the Servicer, (iv) the occurrence of a servicing transfer as described in Section 7.02 of the Pooling and Servicing Agreement, (v) if the Originator is not the Servicer and with respect to any one Assignment the occurrence of a bankruptcy, insolvency or foreclosure relating to the Mortgagor under the related Mortgage and (vi) any Mortgage Loan that is 90 days or more Delinquent and such recordation would be necessary to facilitate conversion of the Mortgaged Property as provided herein. Upon (a) receipt of written notice from the Trustee that recording of the Assignments is required pursuant to one or more of the conditions (excluding (v) and (vi) above) set forth in the preceding sentence or (b) upon the occurrence of condition (v) or (vi) in the preceding sentence, the Originator shall be required to deliver such Assignments for recording as provided above, promptly and in any event within 30 days following receipt of such notice. Notwithstanding the foregoing, if the Originator fails to pay the cost of recording the Assignments, such expense will be paid by the Trustee and the Trustee shall be reimbursed for such expenses by the Trust. The Originator shall furnish the Trustee, or its designated agent, with a copy of each Assignment submitted for recording. In the event that any such Assignment is lost or returned unrecorded because of a defect therein, the Originator shall promptly have a substitute Assignment prepared or have such defect cured, as the case may be, and thereafter cause each such Assignment to be duly recorded.
 
The Originator shall forward to the Purchaser original documents evidencing an assumption, modification, consolidation or extension of any Mortgage Loan entered into in accordance with the Pooling and Servicing Agreement within two weeks of their execution; provided, however, that the Originator shall provide the Purchaser with a certified true copy of any such document submitted for recordation within two weeks of its execution, and shall provide the original of any document submitted for recordation or a copy of such document certified by the appropriate public recording office to be a true and complete copy of the original within 365 days of its submission for recordation. In the event that the Originator cannot provide a copy of such document certified by the public recording office within such 365 day period, the Originator shall deliver to the Purchaser, within such 365 day period, an Officer's Certificate of the Servicer which shall (A) identify the recorded document, (B) state that the recorded document has not been delivered to the Purchaser due solely to a delay caused by the public recording office, (C) state the amount of time generally required by the applicable recording office to record and return a document submitted for recordation, if known, and (D) specify the date the applicable recorded document is expected to be delivered to the Purchaser, and, upon receipt of a copy of such document certified by the public recording office, the Originator shall immediately deliver such document to the Purchaser. In the event the appropriate public recording office will not certify as to the accuracy of such document, the Originator shall deliver a copy of such document certified by an officer of the Originator to be a true and complete copy of the original to the Purchaser.
 
Section 2.03  Payment of Purchase Price for the Mortgage Loans. 
 
(a)  In consideration of the sale of the Mortgage Loans from each Seller to the Purchaser on the Closing Date, the Purchaser agrees to pay each Seller on the Closing Date by transfer of (i) immediately available funds in the amount set forth below and (ii) a percentage interest, as specified below, in the Class C Certificates, the Class P Certificates and the Residual Certificates (collectively, the “Retained Certificates”) which such Certificates shall be registered in the name of the applicable Seller or a designee.
 
Seller
Cash Consideration
Percentage Interest in
Retained Certificates
Originator
$
0.00
0%
Obligor
$
2,907,517.89
0%
2001-1A
$
174,167,057.62
18%
2001-2
$
66,960,347.90
7%
2002-3
$
96,174,141.66
10%
2003-4
$
57,792,812.40
6%
2003-5
$
4,145,533.96
0%
2005-6
$
185,117,150.55
19%
2005-8
$
196,575,164.00
20%
2005-9
$
109,692,326.55
11%
2007-5A
$
84,485,130.37
9%

 
(b)  The Originator shall pay, and be billed directly for, all expenses incurred by the Purchaser in connection with the issuance of the Certificates, including, without limitation, printing fees incurred in connection with the prospectus relating to the Certificates, blue sky registration fees and expenses, fees and expenses of Purchaser’s counsel, fees of the Rating Agencies requested to rate the Certificates, accountant’s fees and expenses and the fees and expenses of the Trustee and other out-of-pocket costs, if any.
 
ARTICLE III.
 
REPRESENTATIONS AND WARRANTIES; REMEDIES FOR BREACH
 
Section 3.01  Representations and Warranties Relating to the Mortgage Loans. 
 
(a)  The Originator and the Obligor hereby represent and warrant with respect to the Mortgage Loans to the Purchaser that as of the Closing Date or as of such date specifically provided herein:
 
(1)  The applicable Seller has good title to and is the sole owner and holder of the related Mortgage Loans;
 
(2)  Immediately prior to the transfer and assignment to the Purchaser, the Mortgage Notes and the Mortgage Loans were not subject to an assignment or pledge, and the applicable Seller has full right and authority to sell and assign the related Mortgage Loans;
 
(3)  The applicable Seller is transferring the related Mortgage Loan to the Purchaser free and clear of any and all liens, pledges, charges or security interests of any nature encumbering the Mortgage Loans;
 
(4)  The information set forth on each Schedule is true and correct in all material respects as of the Cut-off Date or such other date as may be indicated in such schedule;
 
(5)  The Mortgage Loan has been acquired, serviced, collected and otherwise dealt with by the Originator and any affiliate of the Originator in compliance with all applicable federal, state and local laws and regulations and the terms of the related Mortgage Note and Mortgage;
 
(6)  The related Mortgage Note and Mortgage 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 or other similar laws affecting the enforcement of creditors' rights generally and by general equity principles (regardless of whether such enforcement is considered in a proceeding in equity or at law);
 
(7)  The related Mortgage is a valid and enforceable first or second lien on the related Mortgaged Property, which Mortgaged Property is free and clear of all encumbrances and liens (including mechanics liens) having priority over the first or second lien of the Mortgage except for: (i) liens for real estate taxes and assessments not yet due and payable; (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 appearing of record being acceptable to mortgage lending institutions generally or specifically reflected or considered in the lender's title insurance policy delivered to the originator of the Mortgage Loan and referred to in the appraisal made in connection with the origination of the related Mortgage Loan, (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 and (iv) the first lien on the Mortgaged Property, in the case of the Mortgages that are second liens;
 
(8)  Any security agreement, chattel mortgage or equivalent document related to such Mortgage Loan establishes and creates a valid and enforceable first or second lien on the Mortgaged Property;
 
(9)  As of the last calendar day of March 2007, none of the Mortgage Loans are Delinquent.
 
(10)  None of the Originator, the Obligor or any Seller Trust has advanced funds, or induced, solicited or knowingly received any advance of funds by a party other than the Mortgagor, directly or indirectly, for the payment of any amount required under the Mortgage Loan;
 
(11)  None of the Originator, the Obligor or any Seller Trust has impaired, waived, altered or modified the related Mortgage or Mortgage Note in any material respect, or satisfied, canceled, rescinded or subordinated such Mortgage or Mortgage Note in whole or in part or released all or any material portion of the Mortgaged Property from the lien of the Mortgage, or executed any instrument of release, cancellation, rescission or satisfaction of the Mortgage Note or Mortgage;
 
(12)  As of the Cut-off Date, the Mortgage has not been satisfied, canceled or subordinated, in whole or in part, or rescinded, and the Mortgaged Property has not been released from the lien of the Mortgage, in whole or in part (except for a release that does not materially impair the security of the Mortgage Loan or a release the effect of which is reflected in the Loan-to-Value Ratio or combined Loan-to-Value Ratio for the Mortgage Loan as set forth in the Schedule of Mortgage Loans), nor has any instrument been executed that would effect any such release, cancellation, subordination or rescission;
 
(13)  No Mortgage Loan is 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 any Mortgage Note or Mortgage, or the exercise of any right thereunder, render either the Mortgage Note or Mortgage unenforceable in whole or in part, or subject to any right of rescission, set-off, counterclaim or defense, including the defense of usury, and no such right of rescission, set-off, counterclaim or defense has been asserted with respect thereto;
 
(14)  To the Originator’s knowledge, there is no proceeding pending for the total or partial condemnation and no eminent domain proceedings pending affecting any Mortgaged Property;
 
(15)  Each Mortgage Loan is covered by either (i) a mortgage title insurance policy or other generally acceptable form of insurance policy customary in the jurisdiction where the Mortgaged Property is located together with an adjustable rate rider if applicable or (ii) if generally acceptable in the jurisdiction where the Mortgaged Property is located, an attorney's opinion of title given by an attorney licensed to practice law in the jurisdiction where the Mortgaged Property is located. All of the Originator's rights under such policies, opinions or other instruments shall be transferred and assigned to Purchaser upon sale and assignment of the Mortgage Loans hereunder. The title insurance policy has been issued by a title insurer licensed to do business in the jurisdiction where the Mortgaged Property is located, insuring the original lender, its successor and assigns, as to the first or second priority lien of the Mortgage in the original principal amount of the Mortgage Loan, subject to the exceptions contained in such policy. The Originator is the sole insured of such mortgagee title insurance policy, and such mortgagee title insurance policy is in full force and effect and will be in force and effect upon the consummation of the transactions contemplated by this Agreement. Neither the Originator nor any affiliate of the Originator has made, and the Originator has no knowledge of, any claims under such mortgagee title insurance policy. The Originator is not aware of any action by a prior holder and neither the Originator nor any affiliate of the Originator has done, by act or omission, anything which could impair the coverage or enforceability of such mortgagee title insurance policy or the accuracy of such attorney's opinion of title;
 
(16)  There is no material default, breach, violation or event of acceleration existing under the related Mortgage or the related Mortgage Note and no event which, with the passage of time or with notice and the expiration of any grace or cure period, would constitute a material default, breach, violation or event of acceleration, other than a payment delinquency that is for a payment due after the date specified in (i) above. None of the Originator, the Obligor, any Seller Trust or any affiliate of the Originator or any Seller Trust has waived any default, breach, violation or event of acceleration;
 
(17)  With respect to any Mortgage Loan which provides for an adjustable interest rate, all rate adjustments have been performed in accordance with the terms of the related Mortgage Note or subsequent modifications, if any;
 
(18)  To the Originator’s knowledge, there are no delinquent taxes, ground rents, water charges, sewer rents, assessments, insurance premiums, leasehold payments, including assessments payable in future installments or other outstanding charges, affecting the related Mortgaged Property;
 
(19)  As of the Cut-off Date, no foreclosure proceedings are pending against the Mortgaged Property and the Mortgage Loan is not subject to any pending bankruptcy or insolvency proceeding, and to the Originator’s best knowledge, no material litigation or lawsuit relating to the Mortgage Loan is pending;
 
(20)  The Mortgaged Property for each Mortgage Loan is insured under a hazard insurance policy (“Hazard Insurance”) in an amount at least equal to the lesser of (i) the maximum insurable value of such improvements or (ii) the principal balance of the Mortgage Loan with a standard mortgagee clause, in either case in an amount sufficient to avoid the application of any “co-insurance provisions,” and, if it was in place at origination of the Mortgage Loan, flood insurance, at the mortgagor's cost and expense. If the Mortgaged Property is in an area identified in the Federal Register by the Federal Emergency Management Agency (“FEMA”) as having special flood hazards, a flood insurance policy is in effect which met the requirements of FEMA at the time such policy was issued. The Mortgage obligates the Mortgagor to maintain the Hazard Insurance, and, if applicable, flood insurance policy at the Mortgagor's cost and expense, and on the Mortgagor's failure to do so, authorizes the holder of the Mortgage to obtain and maintain such insurance at the Mortgagor's cost and expense, and to seek reimbursement therefor from the Mortgagor;
 
(21)  The Mortgage Note is not and has not been secured by any collateral except the lien of the corresponding Mortgage and the security interest of any applicable security agreement or chattel mortgage;
 
(22)  The Mortgage contains an enforceable provision for the acceleration of the payment of the unpaid principal balance of the Mortgage Loan in the event that the Mortgaged Property is sold or transferred without the prior written consent of the Mortgagee thereunder. The Mortgage contains customary and enforceable provisions such as to render the rights and remedies of the holder thereof adequate for the realization against the Mortgaged Property of the benefits of the security provided thereby, including (i) in the case of a Mortgage designated as a deed of trust, by trustee's sale and (ii) otherwise by judicial foreclosure. Since the date of origination of the Mortgage Loan, the Mortgaged Property has not been subject to any bankruptcy proceeding or foreclosure proceeding and the Mortgagor has not filed for protection under applicable bankruptcy laws. There is no homestead or other exemption available to the Mortgagor that would interfere with the right to sell the Mortgaged Property at a trustee's sale or the right to foreclose the Mortgage. In the event the Mortgage constitutes a deed of trust, a trustee, duly qualified under applicable law to serve as such, as been properly designated and currently so serves and is named in the Mortgage, and no fees or expenses are or will become payable by Purchaser to the trustee under the deed of trust, except in connection with a trustee's sale after default by the related Mortgagor. The Mortgagor has not notified the Originator or any affiliate of the Originator and the Originator has no knowledge of any relief requested or allowed to the Mortgagor under the Servicemembers Civil Relief Act;
 
(23)  Except as set forth in the appraisal which forms part of the related Mortgage File, the Mortgaged Property, normal wear and tear excepted, is undamaged by waste, fire, earthquake or earth movement, windstorm, flood, tornado or other casualty so as to affect materially and adversely the value of the Mortgaged Property as security for the Mortgage Loan or the use for which the premises were intended;
 
(24)  To the Originator’s knowledge, there was no fraud involved in the origination of the Mortgage Loan by the mortgagee or by the Mortgagor, any appraiser or any other party involved in the origination of the Mortgage Loan;
 
(25)  Each Mortgage File contains an appraisal of the Mortgaged Property indicating the appraised value at the time of origination for such Mortgaged Property. Each appraisal has been performed in accordance with the provisions of the Financial Institutions Reform, Recovery and Enforcement Act of 1989;
 
(26)  To the best of the Originator’s knowledge, all parties which have had any interest in the Mortgage Loan, whether as mortgagee, assignee, pledgee or otherwise, are (or, during the period in which they held and disposed of such interest, were) in compliance with any and all applicable “doing business” and licensing requirements of the laws of the state wherein the Mortgaged Property is located;
 
(27)  No improvements on the related Mortgaged Property (upon which value was given) encroach on adjoining properties (and in the case of a condominium unit, such improvements are within the project with respect to that unit), and no improvements on adjoining properties encroach upon the Mortgaged Property unless there exists in the Mortgage File a title Policy with endorsements which insure against losses sustained by the insured as a result of such encroachments;
 
(28)  Each Mortgage Loan was originated or acquired by a savings and loan association, a savings bank, a commercial bank or similar banking institution which is supervised and examined by a federal or state authority, or by a mortgagee approved by the Secretary of HUD. Each Mortgage Loan was originated substantially in accordance with the Originator's underwriting criteria, which are at least as stringent as the underwriting criteria set forth in the Prospectus Supplement. Each Mortgage Loan is currently being serviced by the Originator and has been serviced by the Originator since the date of origination of such Mortgage Loan;
 
(29)  (i) Except with respect to the interest only mortgage loans, principal payments on the Mortgage Loan commenced no more than two months after the proceeds of the Mortgage Loan were disbursed and (ii) each Mortgage Note is payable on the first day of each month;
 
(30)  The Mortgage Loan bears interest at the Mortgage Rate and the Mortgage Note does not permit negative amortization. No Mortgage Loan bearing interest at an adjustable rate permits the Mortgagor to convert the Mortgage Loan to a fixed rate Mortgage Loan;
 
(31)  With respect to escrow deposits, if any, all such payments are in the possession of, or under the control of, the Servicer and there exist no deficiencies in connection therewith for which customary arrangements for repayment thereof have not been made. No escrow deposits or escrow advances or other charges or payments due the Servicer have been capitalized under any Mortgage or the related Mortgage Note;
 
(32)  No Mortgage Loan contains provisions pursuant to which scheduled payments are: (i) paid or partially paid with funds deposited in any separate account established by the Originator, the related Seller Trust, the Mortgagor, or anyone on behalf of the Mortgagor; or (ii) paid by any source other than the Mortgagor or contains any other similar provisions which may constitute a “buydown” provision. The Mortgage Loan is not a graduated payment mortgage loan and the Mortgage Loan does not have a shared appreciation or other contingent interest feature;
 
(33)  As of the origination date of each Mortgage Loan, the related Mortgaged Property is lawfully permitted to be occupied under applicable law;
 
(34)  Except as disclosed in the Prospectus Supplement, there are no proceedings or investigations pending, with respect to servicing, collection or notification practices and with respect to origination practices, violating any law in connection with any Mortgage Loan transferred to the Purchaser pursuant to this Agreement, including, without limitation, usury, truth in lending, real estate settlement procedures, consumer credit protection, equal credit opportunity or disclosure laws. The Mortgage Loan has been serviced in accordance with the terms of the Mortgage Note.
 
(35)  No Mortgage Loan was made in connection with (a) the construction or rehabilitation of a Mortgaged Property or (b) facilitating the trade-in or exchange of a Mortgaged Property;
 
(36)  The proceeds of the Mortgage Loan have been fully disbursed to or for the account of the Mortgagor and there is no obligation for the Mortgagee to advance additional funds thereunder, and any and all requirements as to completion of any on-site or off-site improvement and as to disbursements of any escrow funds therefor have been complied with. All costs, fees and expenses incurred in making or closing the Mortgage Loan and the recording of the Mortgage have been paid, and the Mortgagor is not entitled to any refund of any amounts paid or due to the Mortgagee pursuant to the Mortgage Note or Mortgage;
 
(37)  There are no mechanics' or similar liens or claims that 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 that are or may be liens prior to, or equal or coordinate with, the lien of the related Mortgage;
 
(38)  As to each Mortgage Loan, interest is calculated on the Mortgage Note on the basis of twelve 30-day months and a 360 day year;
 
(39)  The Mortgaged Property consists of one of the following: detached or semi-detached one- to four-family dwelling units, townhouses, individual condominium units and individual units in planned unit developments, or manufactured homes treated as real property under local law;
 
(40)  The Mortgage Loans were not intentionally selected by the related Seller in a manner intended to adversely affect the Purchaser or the Trust;
 
(41)  [reserved];
 
(42)  The Mortgage Loans have original terms to maturity ranging from 10 to 30 years;
 
(43)  As of the Cut-off Date; each Mortgage Loan, including any Mortgage Loan seasoned more than 12 months as of the Cut-off Date, had a loan-to-value-ratio that was less than or equal to 100%;
 
(44)  With respect to each Mortgage Loan, the Mortgage Note related thereto bears a fixed Mortgage Rate or an adjustable Mortgage Rate which will be adjusted on each Adjustment Date to equal the Index plus the Gross Margin, rounded to the nearest or next highest 0.125%, subject to the Periodic Rate Cap, the Maximum Mortgage Rate and the Minimum Mortgage Rate;
 
(45)  No Mortgage Loan underlying the security is covered by the Home Ownership and Equity Protection Act of 1994 (“HOEPA”) and no mortgage loan is in violation of any comparable state law;
 
(46)  Each Mortgage Loan conforms, and all Mortgage Loans in the aggregate conform, in all material respects, to the description thereof set forth in the Prospectus Supplement;
 
(47)  With respect to second lien Mortgage Loans, either (a) no consent for the Mortgage Loan is required by the holder of the related first lien or (b) such consent has been obtained and is contained in the Mortgage File;
 
(48)  Each Mortgage Note is comprised of one original promissory note and each such promissory note constitutes an “instrument” for purposes of section 9-102(a)(65) of the UCC;
 
(49)  No Mortgage Loan originated on or after October 1, 2002 through March 6, 2003 is governed by the Georgia Fair Lending Act;
 
(50)  Each Mortgage Loan was originated in compliance with all applicable local, state and federal laws, including, but not limited to, all applicable anti-predatory and anti-abusive lending laws;
 
(51)  None of the Mortgage Loans are High Cost as defined by the applicable predatory and abusive lending laws;
 
(52)  No Mortgage Loan is a high cost loan or a 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);
 
(53)  Each Mortgage Loan is a “qualified mortgage” under Section 860G(a)(3); and
 
(54)  No mortgage loan in the trust is a “high cost home,” “covered” (excluding home loans defined as “covered home loans” in the New Jersey Home Ownership Security Act of 2002 that were originated between November 26, 2003 and July 7, 2004), “high risk home” or “predatory” loan under any other applicable state, federal or local law (or a similarly classified loan using different terminology under a law imposing heightened regulatory scrutiny or additional legal liability for residential mortgage loans having high interest rates, points and/or fees).
 
(55)  The Mortgaged Property is either a fee simple estate or a long-term residential lease. If the Mortgage Loan is secured by a long-term residential lease, unless otherwise specifically disclosed in the Mortgage Loan Schedule, (A) the terms of such lease expressly permit the mortgaging of the leasehold estate, the assignment of the lease without the lessor’s consent (or the lessor’s consent has been obtained and such consent is the Mortgage File) and the acquisition by the holder of the Mortgage of the rights of the lessee upon foreclosure or assignment in lieu of foreclosure or provide the holder of the Mortgage with substantially similar protection; (B) the terms of such lease do not (x) allow the termination thereof upon the lessee’s default without the holder of the Mortgage being entitled to receive written notice of, and opportunity to cure, such default or (y) prohibit the holder of the Mortgage from being insured under the hazard insurance policy relating to the Mortgaged Property; (C) the original term of such lease is not less than 15 years; (D) the term of such lease does not terminate earlier than ten years after the maturity date of the Mortgage Note; and (E) the Mortgaged Property is located in a jurisdiction in which the use of leasehold estates for residential properties is an accepted practice;
 
(56)  [reserved];
 
(57)  Each mortgage loan and the prepayment penalty associated with the mortgage loan at the time it was made complied in all material respects with applicable local, state and federal laws, including, but not limited to, all applicable predatory and abusive lending laws.
 
(b)  The Originator and Obligor hereby represents and warrants to the Purchaser, with respect to the Group I Mortgage Loans as of the Closing Date or as of such date specifically provided herein:
 
(1)  Each Group I Mortgage Loan had a Principal Balance at origination which conformed with Freddie Mac guidelines;
 
(2)  Each Group I Mortgage Loan in the trust at the time it was made complied in all material respects with applicable local, state, and federal laws, including, but not limited to, all applicable predatory, abusive and fair lending laws;
 
(3)  No refinance or purchase money mortgage loan in the trust that is secured by the borrower’s principal residence has an APR or total points and fees that exceed the thresholds set by the Home Ownership and Equity Protection Act of 1994 (“HOEPA”) and its implementing regulations, including 12 CFR § 226.32(a)(1)(i) and (ii). This requirement does not apply to home equity lines of credit (HELOCs) but does apply to other second mortgage loans;
 
(4)  There is no Group I Mortgage Loan in the trust that was originated on or after October 1, 2002 and before March 7, 2003, which is governed by the Georgia Fair Lending Act;
 
(5)  No Group I Mortgage Loan in the trust is a “high cost home,” “covered” (excluding home loans defined as “covered home loans” in the New Jersey Home Ownership Security Act of 2002 that were originated between November 26, 2003 and July 7, 2004), “high risk home” or “predatory” loan under any other applicable state, federal or local law (or a similarly classified loan using different terminology under a law imposing heightened regulatory scrutiny or additional legal liability for residential mortgage loans having high interest rates, points and/or fees);
 
(6)  With respect to each Group I Mortgage Loan underlying the Security, no borrower obtained a prepaid single-premium credit-life, credit disability, credit unemployment or credit property insurance policy in connection with the origination of the mortgage loan;
 
(7)  With respect to any Group I Mortgage Loan underlying the Security that contains a provision permitting imposition of a penalty upon a prepayment prior to maturity: (a) the mortgage loan provides some benefit to the borrower (e.g., a rate or fee reduction) in exchange for accepting such prepayment penalty; (b) the mortgage loan’s originator had a written policy of offering the borrower, or requiring third-party brokers to offer the borrower, the option of obtaining a mortgage loan that did not require payment of such a penalty; (c) the prepayment penalty was adequately disclosed to the borrower pursuant to applicable state and federal law; (d) no subprime loan originated on or after October 1, 2002 underlying the Security will provide for prepayment penalties for a term in excess of three years and any loans originated prior to such date, and any non-subprime loans, will not provide for prepayment penalties for a term in excess of five years; unless the loan was modified to reduce the prepayment period to no more than three years (in the case of subprime loans) or five years (in the case of non-subprime loans) from the date of the note and the borrower was notified in writing of such reduction in prepayment period; and (e) such prepayment penalty shall not be imposed in any instance where the mortgage loan is accelerated or paid off in connection with the workout of a delinquent mortgage or due to the borrower’s default, notwithstanding that the terms of the mortgage loan or state or federal law might permit the imposition of such penalty;
 
(8)  The servicer for each Group I Mortgage Loan underlying the Security has fully furnished accurate and complete information (i.e., favorable and unfavorable) on its borrower credit files to Equifax, Experian, and Trans Union Credit Information Company (three of the credit repositories), on a monthly basis and in accordance with the Fair Credit Reporting Act and its implementing regulations;
 
(9)  The servicer for each Group I Mortgage Loan underlying the Security will fully furnish accurate and complete information (i.e., favorable and unfavorable) on its borrower credit files to Equifax, Experian, and Trans Union Credit Information Company (three of the credit repositories), on a monthly basis and in accordance with the Fair Credit Reporting Act and its implementing regulations;
 
(10)  With respect to each Group I Mortgage Loan underlying the Security, the borrower was not encouraged or required to select a mortgage loan product offered by the mortgage loan’s originator which is a higher cost product designed for less creditworthy borrowers, taking into account such facts as, without limitation, the mortgage loan’s requirements and the borrower’s credit history, income, assets and liabilities. For a borrower who seeks financing through a mortgage loan originator’s higher-priced subprime lending channel, the borrower should be directed towards or offered the mortgage loan originator’s standard mortgage line if the borrower is able to qualify for one of the standard products;
 
(11)  The methodology used in underwriting the extension of credit for each Group I Mortgage Loan in the trust did not rely solely on the extent of the borrower’s equity in the collateral as the principal determining factor in approving such extension of credit. The methodology employed objective criteria such as the borrower’s income, assets and liabilities to the proposed mortgage payment and, based on such methodology, the mortgage loan’s originator made a reasonable determination that at the time of origination the borrower had the ability to make timely payments on the mortgage loan;
 
(12)  No borrower under a Group I Mortgage Loan in the trust that is secured by the borrower’s principal residence was charged points and fees in an amount greater than (a) $1,000 or (b) 5% of the principal amount of such mortgage loan, whichever is greater. For purposes of this representation, “points and fees” (x) include origination, underwriting, broker and finder’s fees and charges that the lender imposed as a condition of making the mortgage loan, whether they are paid to the lender or a third party; and (y) exclude bona fide discount points, fees paid for actual services rendered in connection with the origination of the mortgage (such as attorneys’ fees, notaries fees and fees paid for property appraisals, credit reports, surveys, title examinations and extracts, flood and tax certifications, and home inspections); the cost of mortgage insurance or credit-risk price adjustments; the costs of title, hazard, and flood insurance policies; state and local transfer taxes or fees; escrow deposits for the future payment of taxes and insurance premiums; and other miscellaneous fees and charges, which miscellaneous fee and charges, in total, do not exceed 0.25 percent of the loan amount;
 
(13)  With respect to any Group I Mortgage Loan originated on or after August 1, 2004 and underlying the Security, neither the related mortgage nor the related mortgage note requires the borrower to submit to arbitration to resolve any dispute arising out of or relating in any way to the mortgage loan transaction;
 
(14)  The Group I Mortgage Loans underlying the Security are exclusively secured by single-family (1-4 unit) residential housing. None of the Group I Mortgage Loans are on multifamily, commercial, industrial, agricultural or undeveloped property, or on any property located anywhere except the continental United States, Alaska, Hawaii, Puerto Rico, the Virgin Islands or Guam.
 
(15)  No manufactured housing units underlie the Security;
 
(16)  None of the Group I Mortgage Loans are a condominium unit that is part of a condominium development that operates as, or holds itself out to be, a condominium hotel (“condotel”). No such unit can back our Security, regardless of whether the unit itself is being used as a condotel unit.
 
(17)  The original principal balance of each Group I Mortgage Loan underlying the security must be within Freddie Mac’s dollar amount limits for conforming one-to-four-family mortgage loans;
 
(18)  No first lien Group I Mortgage Loan underlying the Security has an original principal balance that exceeds the applicable Freddie Mac loan limit;
 
(19)  With respect to any subordinate lien Group I Mortgage Loan underlying the Security, such lien is on a one- to four-family residence that is the principal residence of the borrower;
 
(20)  No subordinate lien Group I Mortgage Loan underlying the Security has an original principal balance that exceeds one-half of the one-unit limitation for first lien mortgage loans, i.e., $208,500 (in Alaska, Guam, Hawaii or Virgin Islands: $312,750), without regard to the number of units;
 
(21)  The original principal balance of the first lien Group I Mortgage Loan plus the original principal balance of any subordinate lien mortgage loans relating to the same mortgaged property does not exceed the applicable Freddie Mac loan limit for first lien mortgage loans for that property type; and
 
(22)  No Group I Mortgage Loan underlying the Security is “seasoned”.
 
Section 3.02  Originator Representations and Warranties Relating to the Originator. The Originator represents, warrants and covenants to the Purchaser as of the Closing Date or as of such other date specifically provided herein or in the applicable Assignment and Conveyance:
 
(i)  The Originator is duly organized, validly existing and in good standing as a corporation under the laws of the State of California and is and will remain in compliance with the laws of each state in which any Mortgaged Property is located to the extent necessary to ensure the enforceability of each Mortgage Loan in accordance with the terms of this Agreement;
 
(ii)  The Originator has the full power and authority to execute, deliver and perform, and to enter into and consummate, all transactions contemplated by this Agreement. The Originator has duly authorized the execution, delivery and performance of this Agreement, has duly executed and delivered this Agreement and this Agreement, assuming due authorization, execution and delivery by the Purchaser and the related Seller, constitutes a legal, valid and binding obligation of the Originator, enforceable against it in accordance with its terms except as the enforceability thereof may be limited by bankruptcy, insolvency or reorganization. At the time of the sale of each Mortgage Loan by the Originator, the Originator had the full power and authority to hold each Mortgage Loan and to sell each Mortgage Loan;
 
(iii)  The execution and delivery of this Agreement by the Originator and the performance of and compliance with the terms of this Agreement will not violate the Originator's articles of incorporation or by-laws or constitute a default under or result in a breach or acceleration of, any material contract, agreement or other instrument to which the Originator is a party or which may be applicable to the Originator or its assets;
 
(iv)  The Originator is not in violation of, and the execution and delivery of this Agreement by the Originator and its performance and compliance with the terms of this Agreement will not constitute a violation with respect to, any order or decree of any court or any order or regulation of any federal, state, municipal or governmental agency having jurisdiction over the Originator or its assets, which violation might have consequences that would materially and adversely affect the condition (financial or otherwise) or the operation of the Originator or its assets or might have consequences that would materially and adversely affect the performance of its obligations and duties hereunder;
 
(v)  The Originator is a HUD approved mortgagee pursuant to Section 203 and Section 211 of the National Housing Act. No event has occurred, including but not limited to a change in insurance coverage, which would make the Originator unable to comply with HUD eligibility requirements or which would require notification to HUD;
 
(vi)  The Originator does not believe, nor does it have any reason or cause to believe, that it cannot perform each and every covenant contained in this Agreement;
 
(vii)  There are no actions or proceedings against, or investigations known to it of, the Originator before any court, administrative or other tribunal (A) that might prohibit its entering into this Agreement, (B) seeking to prevent the sale of the Mortgage Loans or the consummation of the transactions contemplated by this Agreement or (C) that might prohibit or materially and adversely affect the performance by the Originator of its obligations under, or validity of enforceability of, this Agreement;
 
(viii)  No consent, approval, authorization or order of any court or governmental agency or body is required for the execution, delivery and performance by the Originator of, or compliance by the Originator with, this Agreement or the consummation of the transactions contemplated by this Agreement, except for such consents, approvals, authorizations or orders, if any, that have been obtained;
 
(ix)  The consummation of the transactions contemplated by this Agreement are in the ordinary course of business of the Originator. The sale of the Mortgage Loans was in the ordinary course of business of the Originator and the assignment and conveyance of the Mortgage Notes and the Mortgages by the Originator are not subject to the bulk transfer or any similar statutory provisions;
 
(x)  The information delivered by the Originator to the Purchaser with respect to the Originator's loan loss, foreclosure and delinquency experience on mortgage loans underwritten to similar standards as the Mortgage Loans and covering mortgaged properties similar to the Mortgaged Properties, is true and correct in all material respects as of the date of such report;
 
(xi)  Except with respect to any statement regarding the intentions of the Purchaser, or any other statement contained herein the truth or falsity of which is dependant solely upon the actions of the Purchaser, this Agreement does not contain any untrue statement of material fact or omit to state a material fact necessary to make the statements contained herein not misleading. The written statements, reports and other documents prepared and furnished or to be prepared and furnished by the Originator pursuant to this Agreement or in connection with the transactions contemplated hereby taken in the aggregate do not contain any untrue statement of material fact or omit to state a material fact necessary to make the statements contained therein not misleading; and
 
(xii)  The Originator has not transferred the Mortgage Loans with any intent to hinder, delay or defraud any of its creditors.
 
Section 3.03  Obligor Representations and Warranties Relating to the Obligor. The Obligor represents, warrants and covenants to the Purchaser as of the Closing Date or as of such other date specifically provided herein or in the applicable Assignment and Conveyance:
 
(i)  The Obligor is duly organized, validly existing and in good standing as a corporation under the laws of the State of Delaware and is and will remain in compliance with the laws of each state in which any Mortgaged Property is located to the extent necessary to ensure the enforceability of each Mortgage Loan in accordance with the terms of this Agreement;
 
(ii)  The Obligor has the full power and authority to execute, deliver and perform, and to enter into and consummate, all transactions contemplated by this Agreement. The Obligor has duly authorized the execution, delivery and performance of this Agreement, has duly executed and delivered this Agreement and this Agreement, assuming due authorization, execution and delivery by the Purchaser and the related Seller, constitutes a legal, valid and binding obligation of the Obligor, enforceable against it in accordance with its terms except as the enforceability thereof may be limited by bankruptcy, insolvency or reorganization. At the time of the sale of each Mortgage Loan by the Obligor, the Obligor had the full power and authority to hold each Mortgage Loan and to sell each Mortgage Loan;
 
(iii)  The execution and delivery of this Agreement by the Obligor and the performance of and compliance with the terms of this Agreement will not violate the Obligor's articles of incorporation or by-laws or constitute a default under or result in a breach or acceleration of, any material contract, agreement or other instrument to which the Obligor is a party or which may be applicable to the Obligor or its assets;
 
(iv)  The Obligor is not in violation of, and the execution and delivery of this Agreement by the Obligor and its performance and compliance with the terms of this Agreement will not constitute a violation with respect to, any order or decree of any court or any order or regulation of any federal, state, municipal or governmental agency having jurisdiction over the Obligor or its assets, which violation might have consequences that would materially and adversely affect the condition (financial or otherwise) or the operation of the Obligor or its assets or might have consequences that would materially and adversely affect the performance of its obligations and duties hereunder;
 
(v)  The Obligor does not believe, nor does it have any reason or cause to believe, that it cannot perform each and every covenant contained in this Agreement;
 
(vi)  There are no actions or proceedings against, or investigations known to it of, the Obligor before any court, administrative or other tribunal (A) that might prohibit its entering into this Agreement, (B) seeking to prevent the sale of the Mortgage Loans or the consummation of the transactions contemplated by this Agreement or (C) that might prohibit or materially and adversely affect the performance by the Obligor of its obligations under, or validity of enforceability of, this Agreement;
 
(vii)  No consent, approval, authorization or order of any court or governmental agency or body is required for the execution, delivery and performance by the Obligor of, or compliance by the Obligor with, this Agreement or the consummation of the transactions contemplated by this Agreement, except for such consents, approvals, authorizations or orders, if any, that have been obtained; and
 
(viii)  The consummation of the transactions contemplated by this Agreement are in the ordinary course of business of the Obligor. The sale of the Mortgage Loans was in the ordinary course of business of the Obligor and the assignment and conveyance of the Mortgage Notes and the Mortgages by the Obligor are not subject to the bulk transfer or any similar statutory provisions.
 
Section 3.04  Seller Trust Representations and Warranties. Each Seller Trust represents, warrants and covenants to the Purchaser as of the Closing Date or as of such other date specifically provided herein:
 
(a)  The Seller Trust is duly organized, validly existing and in good standing as a business trust under the laws of the State of Delaware and is and will remain in compliance with the laws of each state in which any Mortgaged Property is located to the extent necessary to ensure the enforceability of each Mortgage Loan in accordance with the terms of this Agreement;
 
(b)  The Seller Trust has the full power and authority to hold each Mortgage Loan, to sell each Mortgage Loan, to execute, deliver and perform, and to enter into and consummate, all transactions contemplated by this Agreement. The Seller Trust has duly authorized the execution, delivery and performance of this Agreement, has duly executed and delivered this Agreement and this Agreement, assuming due authorization, execution and delivery by the Purchaser and the Originator, constitutes a legal, valid and binding obligation of the Seller Trust, enforceable against it in accordance with its terms except as the enforceability thereof may be limited by bankruptcy, insolvency or reorganization;
 
(c)  The execution and delivery of this Agreement by the Seller Trust and the performance of and compliance with the terms of this Agreement will not violate the Seller Trust's certificate of trust or constitute a default under or result in a breach or acceleration of, any material contract, agreement or other instrument to which the Seller Trust is a party or which may be applicable to the Seller Trust or its assets;
 
(d)  The Seller Trust is not in violation of, and the execution and delivery of this Agreement by the Seller Trust and its performance and compliance with the terms of this Agreement will not constitute a violation with respect to, any order or decree of any court or any order or regulation of any federal, state, municipal or governmental agency having jurisdiction over such Seller Trust or its assets, which violation might have consequences that would materially and adversely affect the condition (financial or otherwise) or the operation of the Seller Trust or its assets or might have consequences that would materially and adversely affect the performance of its obligations and duties hereunder;
 
(e)  Immediately prior to the payment of the mortgage loan purchase price for each Mortgage Loan, the Seller Trust was the owner of the related Mortgage and the indebtedness evidenced by the related Mortgage Note and upon the payment of the mortgage loan purchase price by the Purchaser, in the event that the Seller Trust retains record title, the Seller Trust shall retain such record title to each Mortgage, each related Mortgage Note and the related Mortgage Files with respect thereto in trust for the Purchaser as the owner thereof;
 
(f)  The Seller Trust has not transferred the Mortgage Loans to the Purchaser with any intent to hinder, delay or defraud any of its creditors;
 
(g)  There are no actions or proceedings against, or investigations known to it of, the Seller Trust before any court, administrative or other tribunal (A) that might prohibit its entering into this Agreement, (B) seeking to prevent the sale of the Mortgage Loans or the consummation of the transactions contemplated by this Agreement or (C) that might prohibit or materially and adversely affect the performance by the Seller Trust of its obligations under, or validity or enforceability of, this Agreement;
 
(h)  No consent, approval, authorization or order of any court or governmental agency or body is required for the execution, delivery and performance by the Seller Trust of, or compliance by the Seller Trust with, this Agreement or the consummation of the transactions contemplated by this Agreement, except for such consents, approvals, authorizations or orders, if any, that have been obtained;
 
(i)  The consummation of the transactions contemplated by this Agreement are in the ordinary course of business of the Seller Trust, and the transfer assignment and conveyance of the related Mortgage Notes and the Mortgages by the Seller Trust pursuant to this Agreement are not subject to the bulk transfer or any similar statutory provisions; and
 
(j)  Except with respect to liens released immediately prior to the transfer herein contemplated, the applicable Mortgage Note and related Mortgage have not been assigned or pledged and immediately prior to the transfer and assignment herein contemplated, the Seller Trust held good, marketable and indefeasible title to, and was the sole owner and holder of, the related Mortgage Loan subject to no liens, charges, mortgages, claims, participation interests, equities, pledges or security interests of any nature, encumbrances or rights of others (collectively, a “Lien”); the Seller Trust has full right and authority under all governmental and regulatory bodies having jurisdiction over the Seller Trust, subject to no interest or participation of, or agreement with, any party, to sell and assign the same pursuant to this Agreement; and immediately upon the transfers and assignments herein contemplated, the Seller Trust shall have transferred all of its right, title and interest in and to the related Mortgage Loans and the Trustee will hold good, marketable and indefeasible title to, and be the sole owner of, the related Mortgage Loans subject to no Liens.
 
Section 3.05  Remedies For Breach of Representations And Warranties. It is understood and agreed that the representations and warranties set forth in Sections 3.01 and 3.02 shall survive the sale of the Mortgage Loans to the Purchaser and shall inure to the benefit of the Purchaser, notwithstanding any restrictive or qualified endorsement on any Mortgage Note or Assignment or the examination or lack of examination of any Mortgage File. With respect to the representations and warranties contained herein that are made to the knowledge or the best knowledge of the Originator or Obligor or as to which the Originator or Obligor has no knowledge, if it is discovered that the substance of any such representation and warranty is inaccurate and the inaccuracy materially and adversely affects the value of the related Mortgage Loan, or the interest therein of the Purchaser or the Purchaser's assignee, designee or transferee, then notwithstanding the Originator's or Obligor’s lack of knowledge with respect to the substance of such representation and warranty being inaccurate at the time the representation and warranty was made, such inaccuracy shall be deemed a breach of the applicable representation and warranty and the Obligor shall take such action described in the following paragraphs of this Section 3.05 in respect of such Mortgage Loan. Upon discovery by either the Originator, the Servicer or the Purchaser of a breach of any of the foregoing representations and warranties that materially and adversely affects the value of the Mortgage Loans or the interest of the Purchaser (or which materially and adversely affects the interests of the Purchaser in the related Mortgage Loan in the case of a representation and warranty relating to a particular Mortgage Loan), the party discovering such breach shall give prompt written notice to the others. It is understood by the parties hereto that a breach of the representations and warranties made in Section 3.01(a) (45), (50), (53), (54); Section 3.01(b) (1), (2), (3), (4), (5), (6), (7), (8), (9), (10), (11), (12), (13), (14), (15), (16), (17), (18), (19), (20), (21) and (22) will be deemed to materially and adversely affect the value of the related Mortgage Loan or the interest of the Purchaser.
 
Within 120 days of the earlier of either discovery by or notice to the Originator of any breach of a representation or warranty made by the Originator or Obligor that materially and adversely affects the value of a Mortgage Loan or the Mortgage Loans or the interest therein of the Purchaser, the Originator and Obligor shall use their best efforts promptly to cure such breach in all material respects and, if such breach cannot be cured, the Obligor shall, at the Purchaser’s option, repurchase such Mortgage Loan at the Purchase Price. In the event that a breach shall involve any representation or warranty set forth in Section 3.03 and such breach cannot be cured within 120 days of the earlier of either discovery by or notice to the Originator of such breach, all of the Mortgage Loans shall, at the Purchaser’s option, be repurchased by the Obligor at the Purchase Price. The Obligor may, at the request of the Purchaser and assuming the Obligor has a Qualified Substitute Mortgage Loan, rather than repurchase a deficient Mortgage Loan as provided above, remove such Mortgage Loan and substitute in its place a Qualified Substitute Mortgage Loan or Loans. If the Obligor does not provide a Qualified Substitute Mortgage Loan or Loans, it shall repurchase the deficient Mortgage Loan. Any repurchase of a Mortgage Loan(s) pursuant to the foregoing provisions of this Section 3.05 shall occur on a date designated by the Purchaser and shall be accomplished by deposit in accordance with Section 2.03 of the Pooling and Servicing Agreement. Any repurchase or substitution required by this Section shall be made in a manner consistent with Section 2.03 of the Pooling and Servicing Agreement.
 
At the time of substitution or repurchase of any deficient Mortgage Loan, the Purchaser and the Originator shall arrange for the reassignment of the repurchased or substituted Mortgage Loan to the Originator and the delivery to the Originator of any documents held by the Trustee relating to the deficient or repurchased Mortgage Loan. In the event the Purchase Price is deposited in the Collection Account, the Originator shall, simultaneously with such deposit, give written notice to the Purchaser that such deposit has taken place. Upon such repurchase, the Mortgage Loan Schedule shall be amended to reflect the withdrawal of the repurchased Mortgage Loan from this Agreement.
 
As to any Deleted Mortgage Loan for which the Obligor substitutes a Qualified Substitute Mortgage Loan or Loans, the Obligor shall effect such substitution by delivering to the Purchaser or its designee for such Qualified Substitute Mortgage Loan or Loans the Mortgage Note, the Mortgage, the Assignment and such other documents and agreements as are required by the Pooling and Servicing Agreement, with the Mortgage Note endorsed as required therein. The Obligor shall deposit in the Collection Account the Monthly Payment due on such Qualified Substitute Mortgage Loan or Loans in the month following the date of such substitution. Monthly Payments due with respect to Qualified Substitute Mortgage Loans in the month of substitution will be retained by the Obligor. For the month of substitution, distributions to the Purchaser will include the Monthly Payment due on such Deleted Mortgage Loan in the month of substitution, and the Obligor shall thereafter be entitled to retain all amounts subsequently received by the Obligor in respect of such Deleted Mortgage Loan. Upon such substitution, the Qualified Substitute Mortgage Loans shall be subject to the terms of this Agreement in all respects, and the Obligor shall be deemed to have made with respect to such Qualified Substitute Mortgage Loan or Loans as of the date of substitution, the covenants, representations and warranties set forth in Sections 3.01, 3.02 and 3.03.
 
In the event that the Obligor does not meet any of its obligations as and when described under this Agreement, then the Originator shall perform such obligation within one Business Day of such Obligor’s breach without any need for any notice or any other action by any other Person.
 
It is understood and agreed that the representations and warranties set forth in Section 3.01 shall survive delivery of the respective Mortgage Files to the Trustee on behalf of the Purchaser.
 
It is understood and agreed that the obligations of the Originator and Obligor set forth in Section 3.05 to cure, repurchase and substitute for a defective Mortgage Loan and to indemnify the Purchaser as provided in Section 5.01 constitute the sole remedies of the Purchaser respecting a missing or defective document or a breach of the representations and warranties contained in Section 3.01, 3.02, 3.03 or 3.04.
 
ARTICLE IV.
 
ORIGINATOR'S COVENANTS
 
Section 4.01  Covenants of The Originator. The Originator hereby covenants that except for the transfer hereunder, neither the Originator nor any Seller will sell, pledge, assign or transfer to any other Person, or grant, create, incur, assume or suffer to exist any Lien on any Mortgage Loan, or any interest therein; the Originator will notify the Trustee, as assignee of the Purchaser, of the existence of any Lien on any Mortgage Loan immediately upon discovery thereof, and the Originator will defend the right, title and interest of the Trust, as assignee of the Purchaser, in, to and under the Mortgage Loans, against all claims of third parties claiming through or under the Originator or any Seller; provided, however, that nothing in this Section 4.01 shall prevent or be deemed to prohibit the Originator or any Seller from suffering to exist upon any of the Mortgage Loans any Liens for municipal or other local taxes and other governmental charges if such taxes or governmental charges shall not at the time be due and payable or if the Originator or any Seller shall currently be contesting the validity thereof in good faith by appropriate proceedings and shall have set aside on its books adequate reserves with respect thereto.
 
ARTICLE V.
 
INDEMNIFICATION WITH RESPECT TO THE MORTGAGE LOANS
 
Section 5.01  Indemnification. 
 
(a)  The Originator agrees to indemnify and hold harmless the Purchaser, each of its directors, each of its officers and each person or entity who controls the Purchaser or any such person, within the meaning of Section 15 of the Securities Act, against any and all losses, claims, damages or liabilities, joint and several, as incurred, to which the Purchaser, or any such person or entity may become subject, under the Securities Act or otherwise, and will reimburse the Purchaser, each such director and officer and each such controlling person for any legal or other expenses incurred by the Purchaser or such controlling person in connection with investigating or defending any such losses, claims, damages or liabilities, insofar as such losses, claims, damages or liabilities (or actions in respect thereof) arise out of or are based upon (i) any untrue statement or alleged untrue statement of any material fact contained in the Free Writing Prospectus or Prospectus Supplement or any amendment or supplement to the Free Writing Prospectus or Prospectus Supplement approved in writing by the Originator or the omission or the alleged omission to state therein a material fact necessary in order to make the statements in the Free Writing Prospectus or Prospectus Supplement or any amendment or supplement to the Free Writing Prospectus or Prospectus Supplement approved in writing by the Originator, in the light of the circumstances under which they were made, not misleading, but only to the extent that such untrue statement or alleged untrue statement or omission or alleged omission relates to the Originator Information contained in the Free Writing Prospectus or Prospectus Supplement, (ii) any untrue statement or alleged untrue statement of any material fact contained in the information on any computer tape furnished to the Purchaser or an affiliate thereof by or on behalf of the Originator containing information regarding the assets of the Trust or (iii) any untrue statement or alleged untrue statement of any material fact contained in any information provided by the Originator to the Purchaser or any affiliate thereof, or any material omission from the information purported to be provided hereby, and disseminated to KPMG LLP or prospective investors (directly or indirectly through available information systems) in connection with the issuance, marketing or offering of the Certificates. This indemnity agreement will be in addition to any liability which the Originator may otherwise have.
 
(b)  The Purchaser agrees to indemnify and hold harmless each Seller Trust the Obligor and the Originator, each of their respective officers, directors and each person or entity who controls each Seller Trust, the Originator, the Obligor or any such person, against any and all losses, claims, damages or liabilities, joint and several, to which the related Seller Trust, Obligor, the Originator or any such person or entity may become subject, under the Securities Act or otherwise, and will reimburse the applicable Seller Trust and/or the Originator or Obligor for any legal or other expenses incurred by such Seller Trust, the Originator, the Obligor each officer and director and controlling person in connection with investigating or defending any such losses, claims, damages or liabilities insofar as such losses, claims, damages or liabilities (or actions in respect thereof) arise out of or are based upon any untrue statement or alleged untrue statement of any material fact contained in the Free Writing Prospectus or Prospectus Supplement or any amendment or supplement to the Free Writing Prospectus or Prospectus Supplement or the omission or the alleged omission to state therein a material fact necessary in order to make the statements in the Free Writing Prospectus or Prospectus Supplement or any amendment or supplement to the Free Writing Prospectus or Prospectus Supplement, in the light of the circumstances under which they were made, not misleading, but only to the extent that such untrue statement or alleged untrue statement or omission or alleged omission is not contained in the Originator Information in the Free Writing Prospectus or Prospectus Supplement. This indemnity agreement will be in addition to any liability which the Purchaser may otherwise have.
 
(c)  Promptly after receipt by any indemnified party under this Article V of notice of any claim or the commencement of any action, such indemnified party shall, if a claim in respect thereof is to be made against any indemnifying party under this Article V, notify the indemnifying party in writing of the claim or the commencement of that action; provided, however, that the failure to notify an indemnifying party shall not relieve it from any liability which it may have under this Article V except to the extent it has been materially prejudiced by such failure and, provided further, that the failure to notify any indemnifying party shall not relieve it from any liability which it may have to any indemnified party otherwise than under this Article V.
 
If any such claim or action shall be brought against an indemnified party, and it shall notify the indemnifying party thereof, the indemnifying party shall be entitled to participate therein and, to the extent that it wishes, jointly with any other similarly notified indemnifying party, to assume the defense thereof with counsel reasonably satisfactory to the indemnified party. After notice from the indemnifying party to the indemnified party of its election to assume the defense of such claim or action, the indemnifying party shall not be liable to the indemnified party under this Article V for any legal or other expenses subsequently incurred by the indemnified party in connection with the defense thereof other than reasonable costs of investigation.
 
Any indemnified party shall have the right to employ separate counsel in any such action and to participate in the defense thereof, but the fees and expenses of such counsel shall be at the expense of such indemnified party unless: (i) the employment thereof has been specifically authorized by the indemnifying party in writing; (ii) such indemnified party shall have been advised in writing by such counsel that there may be one or more legal defenses available to it which are different from or additional to those available to the indemnifying party and in the reasonable judgment of such counsel it is advisable for such indemnified party to employ separate counsel; or (iii) the indemnifying party has failed to assume the defense of such action and employ counsel reasonably satisfactory to the indemnified party, in which case, if such indemnified party notifies the indemnifying party in writing that it elects to employ separate counsel at the expense of the indemnifying party, the indemnifying party shall not have the right to assume the defense of such action on behalf of such indemnified party, it being understood, however, the indemnifying party shall not, in connection with any one such action or separate but substantially similar or related actions in the same jurisdiction arising out of the same general allegations or circumstances, be liable for the reasonable fees and expenses of more than one separate firm of attorneys (in addition to local counsel) at any time for all such indemnified parties, which firm shall be designated in writing by the Purchaser, if the indemnified parties under this Article V consist of the Purchaser, by the Originator, if the indemnified parties in this Article V consist of the Originator or by the related Seller Trust, if the indemnified parties in this Article V consist of such Seller Trust.
 
Each indemnified party, as a condition of the indemnity agreements contained in Section 5.01 (a) and (b) hereof, shall use its best efforts to cooperate with the indemnifying party in the defense of any such action or claim. No indemnifying party shall be liable for any settlement of any such action effected without its written consent (which consent shall not be unreasonably withheld), but if settled with its written consent or if there be a final judgment for the plaintiff in any such action, the indemnifying party agrees to indemnify and hold harmless any indemnified party from and against any loss or liability by reason of such settlement or judgment. Notwithstanding the foregoing sentence, if at any time an indemnified party shall have requested an indemnifying party to consent to a settlement of any action, the indemnifying party agrees that it shall be liable for any settlement of any proceeding effected without its written consent if such settlement is entered into more than 30 days after receipt by such indemnifying party of the aforesaid request and the indemnifying party has not previously provided the indemnified party with written notice of its objection to such settlement. No indemnifying party shall effect any settlement of any pending or threatened proceeding in respect of which an indemnified party is or could have been a party and indemnity is or could have been sought hereunder, without the written consent of such indemnified party, unless settlement includes an unconditional release of such indemnified party from all liability and claims that are the subject matter of such proceeding.
 
(d)  In order to provide for just and equitable contribution in circumstances in which the indemnity agreement provided for in this Article is for any reason held to be unenforceable although applicable in accordance with its terms, each Seller Trust and the Originator, on the one hand, and the Purchaser, on the other, shall contribute to the aggregate losses, liabilities, claims, damages and expenses of the nature contemplated by said indemnity agreement incurred by the related Seller Trust, the Originator and the Purchaser in such proportions as shall be appropriate to reflect the relative benefits received by each Seller Trust the Obligor and the Originator on the one hand and the Purchaser on the other from the sale of the Mortgage Loans such that the Purchaser is responsible for the lesser of (i) 0.25% thereof and (ii) 0.25% of the aggregate proceeds to the respective Seller Trust from the sale of the related Mortgage Loans and the Originator and/or the Obligor shall be responsible for the balance; provided, however, that no person guilty of fraudulent misrepresentation (within the meaning of Section 11(f) of the Securities Act) shall be entitled to contribution from any person who was not guilty of such fraudulent misrepresentation. For purposes of this Section, each officer and director of the Purchaser and each person, if any, who controls the Purchaser within the meaning of Section 15 of the Securities Act shall have the same rights to contribution as the Purchaser, each director of the Originator, each officer of the Originator, and each person, if any, who controls the Originator within the meaning of Section 15 of the Securities Act shall have the same rights to contribution as the Originator and each director of the related Seller Trust, each officer of such Seller Trust, and each person, if any, who controls such Seller within the meaning of Section 15 of the Securities Act shall have the same rights to contribution as the related Seller.
 
(e)  The Originator agrees to indemnify and to hold each of the Purchaser, the Trustee, each of the officers and directors of each such entity and each person or entity who controls each such entity or person and each Certificateholder harmless against any and all claims, losses, penalties, fines, forfeitures, legal fees and related costs, judgments, and any other costs, fees and expenses that the Purchaser, the Trustee, or any such person or entity and any Certificateholder may sustain in any way (i) related to the failure of the Originator to perform its duties in compliance with the terms of this Agreement, (ii) arising from a breach by the Originator of its representations and warranties in Section 3.01 and 3.02 of this Agreement or (iii) related to the origination or prior servicing of the Mortgage Loans by reason of any acts, omissions, or alleged acts or omissions of the Originator, the related Seller or any servicer. The Originator shall immediately notify the Purchaser, the Trustee and each Certificateholder if a claim is made by a third party with respect to this Agreement. The Originator shall assume the defense of any such claim and pay all expenses in connection therewith, including reasonable counsel fees, and promptly pay, discharge and satisfy any judgment or decree which may be entered against the Purchaser, the Trustee or any such person or entity and/or any Certificateholder in respect of such claim.
 
ARTICLE VI.
 
TERMINATION
 
Section 6.01  Termination. The respective obligations and responsibilities of the Originator, each Seller and the Purchaser created hereby shall terminate, except for the Originator's indemnity obligations as provided herein upon the termination of the Trust as provided in Article X of the Pooling and Servicing Agreement.
 
ARTICLE VII.
 
MISCELLANEOUS PROVISIONS
 
Section 7.01  Amendment. This Agreement may be amended from time to time, with the consent of the NIMS Insurer, if any, by the Originator, each Seller Trust and the Purchaser, by written agreement signed by the Originator, each Seller Trust and the Purchaser.
 
Section 7.02  Governing Law. This Agreement shall be governed by and construed in accordance with the laws of the State of New York and the obligations, rights and remedies of the parties hereunder shall be determined in accordance with such laws.
 
Section 7.03  Notices. All demands, notices and communications hereunder shall be in writing and shall be deemed to have been duly given if personally delivered at or mailed by registered mail, postage prepaid, addressed as follows:
 
if to the Originator or to the Obligor:
 
Option One Mortgage Corporation
3 Ada
Irvine, CA 92618
Attention: C. Robert Fulton
 
or such other address as may hereafter be furnished to the Purchaser and any Seller Trust in writing by the Originator.
 
if to the Purchaser:
 
Option One Mortgage Acceptance Corporation
3 Ada
Irvine, CA 92618
Attention: C. Robert Fulton
 
or such other address as may hereafter be furnished to any Seller and the Originator in writing by the Purchaser.
 
if to the Seller Trusts:

Option One Owner Trust 2001-1A
Option One Owner Trust 2001-2
Option One Owner Trust 2002-3
Option One Owner Trust 2003-4
Option One Owner Trust 2003-5
Option One Owner Trust 2005-6
Option One Owner Trust 2005-8
Option One Owner Trust 2005-9
Option One Owner Trust 2007-5A
c/o Wilmington Trust Company
One Rodney Square North
1100 North Market Street
Wilmington, Delaware 19890
Attention: Corporate Trust Administration
 
or such other address as may hereafter be furnished to the Originator and the Purchaser in writing by the related Seller.
 
Section 7.04  Severability of Provisions. If any one or more of the covenants, agreements, provisions of terms of this Agreement shall be held invalid for any reason whatsoever, then such covenants, agreements, provisions or terms shall be deemed severable from the remaining covenants, agreements, provisions or terms of this Agreement and shall in no way affect the validity of enforceability of the other provisions of this Agreement.
 
Section 7.05  Counterparts. This Agreement may be executed in one or more counterparts and by the different parties hereto on separate counterparts, each of which, when so executed, shall be deemed to be an original and such counterparts, together, shall constitute one and the same agreement.
 
Section 7.06  Further Agreements. The Purchaser, each Seller and the Originator each agree to execute and deliver to the other such additional documents, instruments or agreements as may be necessary or reasonable and appropriate to effectuate the purposes of this Agreement or in connection with the issuance of any series of Certificates representing interests in the Mortgage Loans.
 
Without limiting the generality of the foregoing, as a further inducement for the Purchaser to purchase the Mortgage Loans from the Sellers, the Originator will cooperate with the Purchaser in connection with the sale of any of the securities representing interests in the Mortgage Loans. In that connection, the Originator will provide to the Purchaser any and all information and appropriate verification of information, whether through letters of its auditors and counsel or otherwise, as the Purchaser shall reasonably request and will provide to the Purchaser such additional representations and warranties, covenants, opinions of counsel, letters from auditors, and certificates of public officials or officers of the Originator as are reasonably required in connection with such transactions and the offering of investment grade securities rated by the Rating Agencies.
 
Section 7.07  Intention of The Parties. It is the intention of the parties that the Purchaser is purchasing, and each Seller is selling, the Mortgage Loans rather than pledging the Mortgage Loans to secure a loan by the Purchaser to each Seller. Accordingly, the parties hereto each intend to treat the transaction for federal income tax purposes and all other purposes as a sale by the related Seller, and a purchase by the Purchaser, of the Mortgage Loans. The Purchaser will have the right to review the Mortgage Loans and the related Mortgage Files to determine the characteristics of the Mortgage Loans which will affect the federal income tax consequences of owning the Mortgage Loans and the related Seller will cooperate with all reasonable requests made by the Purchaser in the course of such review.
 
Section 7.08  Successors And Assigns, Assignment of Purchase Agreement. This Agreement shall bind and inure to the benefit of and be enforceable by each Seller, the Originator, the Purchaser, the Trustee and the NIMs Insurer, if any. The NIMs Insurer, if any, shall be a third party beneficiary hereof and may enforce the terms hereof as if a party hereto. The obligations of each Seller and the Originator under this Agreement cannot be assigned or delegated to a third party without the consent of the Purchaser which consent shall be at the Purchaser's sole discretion, except that the Purchaser acknowledges and agrees that each Seller or the Originator may assign its obligations hereunder to any Person into which the related Seller or the Originator is merged or any corporation resulting from any merger, conversion or consolidation to which the related Seller or the Originator is a party or any Person succeeding to the business of the related Seller or the Originator. The parties hereto acknowledge that the Purchaser is acquiring the Mortgage Loans for the purpose of contributing them to a trust that will issue a series of Certificates representing undivided interests in such Mortgage Loans. As an inducement to the Purchaser to purchase the Mortgage Loans, the related Seller and the Originator each acknowledge and consent to the assignment by the Purchaser to the Trustee of all of the Purchaser's rights against each Seller and the Originator pursuant to this Agreement insofar as such rights relate to Mortgage Loans transferred to the Trustee and to the enforcement or exercise of any right or remedy against each Seller or the Originator pursuant to this Agreement by the Trustee. Such enforcement of a right or remedy by the Trustee shall have the same force and effect as if the right or remedy had been enforced or exercised by the Purchaser directly.
 
Section 7.09  Survival. The representations and warranties set forth in Sections 3.01, 3.02 and 3.03 and the provisions of Article V hereof shall survive the purchase of the Mortgage Loans hereunder.
 
Section 7.10  Owner Trustee. It is expressly understood and agreed by the parties to this Agreement that (a) this Agreement is executed and delivered by Wilmington Trust Company, not individually or personally but solely as Owner Trustee of the Seller Trusts, in the exercise of the powers and authority conferred and vested in it as trustee, (b) each of the representations, undertakings and agreements herein made on the part of the related Seller Trust is made and intended not as personal representations, undertakings and agreements by Wilmington Trust Company but is made and intended for the purpose of binding only the related Seller Trust, (c) nothing herein contained shall be construed as creating any liability on Wilmington Trust Company, individually or personally, to perform any covenant either expressed or implied contained herein, all such liability, if any, being expressly waived by the parties to this Agreement and by any person claiming by, through or under the parties to this Agreement and (d) under no circumstances shall Wilmington Trust Company be personally liable for the payment of any indebtedness or expenses of any Seller Trust or be liable for the breach or failure of any obligation, representation, warranty or covenant made or undertaken by any Seller Trust under this Agreement or any other document.
 



IN WITNESS WHEREOF, each Seller, the Originator, the Obligor and the Purchaser have caused their names to be signed to this Mortgage Loan Purchase Agreement by their respective officers thereunto duly authorized as of the day and year first above written.

             
OPTION ONE MORTGAGE ACCEPTANCE
CORPORATION,
as Purchaser
                           
                           
             
By:
 
             
Name:
 
             
Title:
 
               
               
             
OPTION ONE MORTGAGE CORPORATION,
as Originator
                           
                           
             
By:
 
             
Name:
 
             
Title:
 





             
OPTION ONE MORTGAGE CAPITAL CORPORATION,
as Obligor and a Seller
                           
                           
             
By:
 
             
Name:
 
             
Title:
 





             
OPTION ONE OWNER TRUST 2001-1A,
as a Seller
                           
                           
             
By:
Wilmington Trust Company, not in its
individual capacity but solely as Owner
Trustee.
                 
                 
             
By:
 
             
Name:
 
             
Title:
 
                 







             
OPTION ONE OWNER TRUST 2001-2,
as a Seller
                           
                           
             
By:
Wilmington Trust Company, not in its
individual capacity but solely as Owner
Trustee.
                 
                 
             
By:
 
             
Name:
 
             
Title:
 







             
OPTION ONE OWNER TRUST 2002-3,
as a Seller
                           
                           
             
By:
Wilmington Trust Company, not in its
individual capacity but solely as Owner
Trustee.
                 
                 
             
By:
 
             
Name:
 
             
Title:
 

 






             
OPTION ONE OWNER TRUST 2003-4,
as a Seller
                           
                           
             
By:
Wilmington Trust Company, not in its
individual capacity but solely as Owner
Trustee.
                 
                 
             
By:
 
             
Name:
 
             
Title:
 

 






             
OPTION ONE OWNER TRUST 2003-5,
as a Seller
                           
                           
             
By:
Wilmington Trust Company, not in its
individual capacity but solely as Owner
Trustee.
                 
                 
             
By:
 
             
Name:
 
             
Title:
 








             
OPTION ONE OWNER TRUST 2005-6,
as a Seller
                           
                           
             
By:
Wilmington Trust Company, not in its
individual capacity but solely as Owner
Trustee.
                 
                 
             
By:
 
             
Name:
 
             
Title:
 








             
OPTION ONE OWNER TRUST 2005-8,
as a Seller
                           
                           
             
By:
Wilmington Trust Company, not in its
individual capacity but solely as Owner
Trustee.
                 
                 
             
By:
 
             
Name:
 
             
Title:
 





             
OPTION ONE OWNER TRUST 2005-9,
as a Seller
                           
                           
             
By:
Wilmington Trust Company, not in its
individual capacity but solely as Owner
Trustee.
                 
                 
             
By:
 
             
Name:
 
             
Title:
 




             
OPTION ONE OWNER TRUST 2007-5A,
as a Seller
                           
                           
             
By:
Wilmington Trust Company, not in its
individual capacity but solely as Owner
Trustee.
                 
                 
             
By:
 
             
Name:
 
             
Title:
 






SCHEDULE I

MORTGAGE LOANS OWNED BY THE ORIGINATOR

AVAILABLE UPON REQUEST



SCHEDULE II

MORTGAGE LOANS OWNED BY OPTION ONE MORTGAGE CAPITAL CORPORATION

AVAILABLE UPON REQUEST




SCHEDULE III

MORTGAGE LOANS OWNED BY OPTION ONE OWNER TRUST 2001-1A

AVAILABLE UPON REQUEST



SCHEDULE IV

[Reserved]



SCHEDULE V

MORTGAGE LOANS OWNED BY OPTION ONE OWNER TRUST 2001-2

AVAILABLE UPON REQUEST



SCHEDULE VI

MORTGAGE LOANS OWNED BY OPTION ONE OWNER TRUST 2002-3

AVAILABLE UPON REQUEST



SCHEDULE VII

MORTGAGE LOANS OWNED BY OPTION ONE OWNER TRUST 2003-4

AVAILABLE UPON REQUEST




SCHEDULE VIII

MORTGAGE LOANS OWNED BY OPTION ONE OWNER TRUST 2003-5

AVAILABLE UPON REQUEST






SCHEDULE IX

MORTGAGE LOANS OWNED BY OPTION ONE OWNER TRUST 2005-6

AVAILABLE UPON REQUEST



SCHEDULE X

[Reserved]



SCHEDULE XI

MORTGAGE LOANS OWNED BY OPTION ONE OWNER TRUST 2005-8

AVAILABLE UPON REQUEST



SCHEDULE XII

MORTGAGE LOANS OWNED BY OPTION ONE OWNER TRUST 2005-9

AVAILABLE UPON REQUEST



SCHEDULE XIII

MORTGAGE LOANS OWNED BY OPTION ONE OWNER TRUST 2007-5A

AVAILABLE UPON REQUEST




 




EXHIBIT D
 
MORTGAGE LOAN SCHEDULE
 



Option One 2007-3 Mortgage Loan Schedule: Exhibit D (Closing Pool as of 4/01/2007)

------------------------------------------------------------------------------------------------------------------------------------------------------------------
 Loan Number   Reserved  Property Adderss              City                     State   Zipcode  Occupancy Status    Property Type      Original Term Remaining Term
------------------------------------------------------------------------------------------------------------------------------------------------------------------
031045594                                LYNWOOD                               CA      90262     Primary         Single Family Detached       360             356
031045852                                PINELLAS PARK                         FL      33781     Primary         Single Family Detached       360             355
031046231                                FRESNO                                CA      93703     Primary         Single Family Detached       360             357
031046233                                OXNARD                                CA      93033     Non-owner       2-4 Units Attached           360             356
031046235                                COMPTON                               CA      90220     Primary         Single Family Detached       360             356
031046274                                RIVERSIDE                             CA      92506     Primary         Single Family Detached       360             357
031046325                                LOS ANGELES                           CA      90022     Primary         Single Family Detached       360             356
051068817                                MORELAND                              GA      30259     Primary         Single Family Detached       360             353
051069064                                VILLA RICA                            GA      30180     Primary         Single Family Detached       360             353
051071274                                SPRING HILL                           TN      37174     Primary         Single Family Detached       360             355
051071429                                SLIDELL                               LA      70460     Primary         Single Family Detached       360             355
051071659                                LAVERGNE                              TN      37086     Primary         Single Family Detached       360             355
051071991                                REX                                   GA      30273     Primary         Single Family Detached       360             356
051072026                                DYERSBURG                             TN      38024     Primary         Single Family Detached       360             355
051072848                                MCDONOUGH                             GA      30252     Non-owner       Single Family Detached       360             356
051072885                                ATLANTA                               GA      30311     Primary         Single Family Detached       360             357
051072944                                SAINT ROSE                            LA      70087     Primary         Single Family Detached       360             356
051073104                                LITHONIA                              GA      30038     Primary         Single Family Detached       360             356
051073176                                WINTER HAVEN                          FL      33881     Primary         Single Family Detached       360             358
051073223                                METAIRIE                              LA      70003     Primary         Single Family Detached       360             357
051073283                                DALLAS                                GA      30157     Primary         Single Family Detached       360             356
051073532                                HEPHZIBAH                             GA      30815     Primary         Single Family Detached       360             357
051073852                                HIAWASSEE                             GA      30546     Second Home     Single Family Detached       360             357
051073914                                STONE MOUNTAIN                        GA      30083     Non-owner       Single Family Detached       360             357
051073923                                NEW ORLEANS                           LA      70119     Non-owner       2-4 Units Detached           360             358
051074000                                NEW ORLEANS                           LA      70130     Non-owner       2-4 Units Detached           360             357
051074003                                LAFAYETTE                             LA      70506     Primary         Single Family Detached       360             357
051074033                                BATON ROUGE                           LA      70810     Non-owner       Single Family Detached       360             357
051074046                                DECATUR                               GA      30032     Non-owner       Single Family Detached       360             358
051074081                                AVONDALE                              LA      70072     Non-owner       Single Family Detached       360             357
051074123                                BRASELTON                             GA      30517     Primary         PUD Detached                 360             357
051074208                                NEW ORLEANS                           LA      70126     Non-owner       2-4 Units Detached           360             358
051074309                                NEW ORLEANS                           LA      70118     Non-owner       2-4 Units Detached           360             358
051074322                                LAWRENCEVILLE                         GA      30043     Primary         Single Family Detached       360             358
051074326                                COVINGTON                             GA      30016     Primary         Single Family Detached       360             357
051074470                                ATLANTA                               GA      30331     Non-owner       Single Family Detached       360             358
051074483                                COVINGTON                             GA      30016     Non-owner       PUD Detached                 360             357
051074486                                VIOLET                                LA      70092     Primary         Single Family Detached       360             358
051074614                                ADAMS                                 MA      01220     Primary         Single Family Detached       360             358
051074638                                COVINGTON                             GA      30014     Primary         Single Family Detached       360             358
051074642                                BAY SAINT LOUIS                       MS      39520     Primary         Single Family Detached       360             358
051074654                                JONESBORO                             GA      30238     Primary         Single Family Detached       360             358
061072479                                MT EDEN                               KY      40046     Primary         Single Family Detached       360             358
061073343                                HOWARD                                OH      43028     Primary         Single Family Detached       360             356
061074262                                WEST RUSHVILLE                        OH      43163     Primary         Single Family Detached       360             356
061074334                                WARRENSBURG                           MO      64093     Primary         Single Family Detached       360             356
061074376                                GRAFTON                               OH      44044     Primary         Single Family Detached       360             356
061074588                                PERRYSBURG                            OH      43551     Primary         Single Family Detached       360             358
061074683                                MADISONVILLE                          TN      37354     Primary         Single Family Detached       360             356
061074684                                RED BANK                              TN      37415     Primary         Single Family Detached       360             358
061074734                                CINCINNATI                            OH      45227     Non-owner       2-4 Units Detached           360             357
061074735                                HENRYVILLE                            IN      47126     Primary         Single Family Detached       360             357
061074817                                AVON                                  OH      44011     Primary         Single Family Detached       360             357
061074884                                UNIONTOWN                             OH      44685     Non-owner       Single Family Detached       360             357
061075025                                PEMBROKE PINES                        FL      33023     Primary         Single Family Detached       360             356
061075092                                LEBANON                               TN      37087     Primary         Single Family Detached       360             357
061075161                                LINCOLN                               IL      62656     Primary         Single Family Detached       360             356
061075190                                LAS VEGAS                             NV      89129     Primary         Single Family Detached       360             357
061075451                                COLUMBUS                              OH      43205     Non-owner       Single Family Detached       360             357
061075559                                MENTOR                                OH      44060     Primary         Single Family Detached       360             358
061075603                                PERRYSBURG                            OH      43551     Primary         Single Family Detached       360             358
061075636                                JOHNSTOWN                             OH      43031     Primary         Single Family Detached       360             357
061075684                                GATLINBURG                            TN      37738     Primary         Single Family Detached       360             357
061075783                                ASHVILLE                              OH      43103     Primary         Single Family Detached       360             357
061075895                                DAYTON                                OH      45405     Non-owner       2-4 Units Detached           360             358
061075916                                MEMPHIS                               TN      38112     Primary         Single Family Detached       360             358
061076302                                COLUMBUS                              OH      43213     Non-owner       Single Family Detached       360             358
061076363                                CANTON                                OH      44721     Primary         Single Family Detached       360             359
061076449                                CLEVELAND                             OH      44128     Non-owner       Single Family Detached       360             358
061076463                                HINCKLEY                              OH      44233     Primary         Single Family Detached       360             358
061076490                                GALLIPOLIS                            OH      45631     Primary         Single Family Detached       360             358
061076509                                MINERVA                               OH      44657     Primary         Single Family Detached       360             358
061076524                                OLIVE BRANCH                          MS      38654     Primary         PUD Detached                 360             358
061076551                                BEACHWOOD                             OH      44122     Primary         Single Family Detached       360             358
061076563                                COVINGTON                             KY      41011     Primary         Single Family Detached       360             358
061076576                                MISHAWAKA                             IN      46545     Non-owner       Single Family Detached       360             358
061076609                                BARGERSVILLE                          IN      46106     Primary         Single Family Detached       360             358
061076618                                NEWARK                                OH      43055     Non-owner       Single Family Detached       360             358
061076621                                NEWARK                                OH      43055     Non-owner       Single Family Detached       360             358
061076653                                LAKEMORE                              OH      44250     Non-owner       2-4 Units Detached           360             358
061076702                                PIGEON FORGE                          TN      37863     Primary         Single Family Detached       360             358
061076739                                CINCINNATI                            OH      45242     Primary         Single Family Detached       360             358
061076757                                CINCINNATI                            OH      45240     Non-owner       Single Family Detached       360             358
061076771                                CHATTANOOGA                           TN      37411     Primary         Single Family Detached       360             358
061076778                                IRWIN                                 PA      15642     Primary         Single Family Detached       360             359
061076829                                CHATTANOOGA                           TN      37407     Primary         Single Family Detached       360             358
061076915                                CANTON                                OH      44705     Non-owner       Single Family Detached       360             358
061076923                                CINCINNATI                            OH      45205     Non-owner       2-4 Units Detached           360             358
061076935                                CORDOVA                               TN      38016     Primary         Single Family Detached       360             358
061076949                                LEXINGTON                             KY      40509     Primary         Single Family Detached       360             358
061076967                                MOREHEAD                              KY      40351     Primary         Single Family Detached       360             358
061077035                                WICKLIFFE                             OH      44092     Primary         Single Family Detached       360             358
061077058                                LEXINGTON                             KY      40509     Primary         Single Family Detached       360             358
061077061                                TOLEDO                                OH      43623     Primary         Single Family Detached       360             359
061077068                                ENGLEWOOD                             TN      37329     Primary         Single Family Detached       360             358
061077114                                MAPLE HEIGHTS                         OH      44137     Non-owner       Single Family Detached       360             358
061077117                                BELLEFONTAINE                         OH      43311     Primary         Single Family Detached       360             358
061077124                                SWEETWATER                            TN      37874     Primary         Single Family Detached       360             358
061077134                                SPRINGFIELD                           MO      65809     Primary         Single Family Detached       360             359
061077159                                BRIGHTON                              TN      38011     Primary         Single Family Detached       360             358
061077162                                HUDSON                                OH      44236     Primary         Single Family Detached       360             358
061077210                                MAYSVILLE                             KY      41056     Primary         Single Family Detached       360             358
061077221                                MIDDLETOWN                            OH      45044     Primary         Single Family Detached       360             358
061077258                                NASHVILLE                             TN      37205     Non-owner       2-4 Units Detached           360             358
061077311                                FINDLAY                               OH      45840     Primary         Single Family Detached       360             359
061077341                                MEMPHIS                               TN      38127     Primary         Single Family Detached       360             358
061077343                                WHITEHOUSE                            OH      43571     Primary         Single Family Detached       360             358
061077427                                MEMPHIS                               TN      38141     Primary         Single Family Detached       360             358
061077450                                FINDLAY                               OH      45840     Non-owner       Single Family Detached       360             358
061077594                                LOUISVILLE                            KY      40212     Non-owner       2-4 Units Detached           360             358
061077632                                AUBURN                                PA      17922     Primary         Single Family Detached       360             358
061077644                                PADUCAH                               KY      42001     Primary         Single Family Detached       360             358
061077676                                FLORENCE                              KY      41042     Non-owner       Single Family Detached       360             358
061077699                                JONESTOWN                             PA      17038     Primary         Single Family Detached       360             359
061077705                                CLEVELAND                             OH      44120     Non-owner       2-4 Units Detached           360             358
061077707                                WINDSOR MILL                          MD      21244     Primary         Single Family Attached       360             358
061077709                                CHILLICOTHE                           OH      45601     Non-owner       2-4 Units Detached           360             358
061077845                                BELLE CENTER                          OH      43310     Primary         Single Family Detached       360             359
061077859                                DOVER                                 OH      44622     Primary         Single Family Detached       360             359
061077866                                NORTH OLMSTED                         OH      44070     Non-owner       Single Family Detached       360             358
061077879                                TOBYHANNA                             PA      18466     Primary         Single Family Detached       360             359
061077886                                CLEVELAND                             OH      44120     Primary         Single Family Detached       360             359
061077951                                MAINEVILLE                            OH      45039     Primary         Single Family Detached       360             359
061077952                                MEMPHIS                               TN      38107     Non-owner       Single Family Detached       360             358
061078000                                CLAYTON                               OH      45315     Non-owner       Single Family Detached       360             359
061078001                                TROY                                  OH      45312     Primary         Single Family Detached       360             358
061078003                                CINCINNATI                            OH      45231     Non-owner       Single Family Detached       360             359
061078011                                TOMPKINSVILLE                         KY      42167     Primary         Single Family Detached       360             359
061078040                                CINCINNATI                            OH      45231     Non-owner       2-4 Units Detached           360             359
061078059                                ATHENS                                TN      37303     Primary         Single Family Detached       360             358
061078067                                CINCINNATI                            OH      45241     Primary         Single Family Detached       360             358
061078147                                GRAND RAPIDS                          MI      49508     Primary         Single Family Detached       360             359
061078190                                PARMA HEIGHTS                         OH      44130     Primary         Single Family Detached       360             359
061078204                                FAIRFIELD                             OH      45014     Primary         Single Family Detached       360             359
061078288                                MEMPHIS                               TN      38106     Non-owner       Single Family Detached       360             359
061078411                                SEVIERVILLE                           TN      37862     Primary         Single Family Detached       360             359
061078484                                LOUISVILLE                            KY      40216     Primary         Single Family Detached       360             359
061079829                                MEMPHIS                               TN      38135     Primary         Single Family Detached       360             359
061081871                                RAVENNA                               OH      44266     Non-owner       Single Family Detached       360             360
061081923                                DES MOINES                            IA      50316     Non-owner       Single Family Detached       360             360
101062552                                FORT WORTH                            TX      76123     Primary         PUD Detached                 360             353
101063222                                FORT WORTH                            TX      76112     Primary         Single Family Detached       360             354
101063411                                FORT WORTH                            TX      76137     Primary         Single Family Detached       360             354
101063677                                KATY                                  TX      77450     Primary         Single Family Detached       360             355
101063784                                DALLAS                                TX      75232     Primary         Single Family Detached       360             355
101063806                                CONVERSE                              TX      78109     Primary         Single Family Detached       360             355
101063808                                TYLER                                 TX      75701     Primary         Single Family Detached       360             354
101064321                                HOUSTON                               TX      77073     Primary         Single Family Detached       360             355
101064666                                GREENVILLE                            TX      75402     Primary         Single Family Detached       360             355
101065266                                THE COLONY                            TX      75056     Non-owner       PUD Detached                 360             355
101065341                                IRVING                                TX      75061     Primary         Single Family Detached       360             355
101065429                                MORENCI                               MI      49256     Primary         Single Family Detached       360             358
101065498                                LAWERENCE                             KS      66047     Primary         Single Family Detached       360             356
101065821                                EL PASO                               TX      79902     Primary         Single Family Detached       360             356
101066049                                HURRICANE                             UT      84737     Primary         PUD Detached                 360             356
101066634                                PEARLAND                              TX      77584     Primary         Single Family Detached       360             358
101066721                                MESQUITE                              TX      75149     Primary         Single Family Detached       360             357
101066799                                LA GRANGE                             CA      95329     Primary         Single Family Detached       360             357
101066814                                AUSTIN                                TX      78749     Primary         Single Family Detached       360             357
101066839                                AMERY                                 WI      54001     Primary         Single Family Detached       360             357
101066894                                HUMBLE                                TX      77346     Primary         Single Family Detached       360             357
101066955                                SELMA                                 TX      78154     Primary         Single Family Detached       360             357
101066985                                GRAPEVINE                             TX      76051     Primary         Single Family Detached       360             357
101067079                                BRUNSWICK                             GA      31525     Primary         Single Family Detached       360             357
101067095                                SLIDELL                               LA      70458     Primary         Single Family Detached       360             359
101067104                                MERRIAM                               KS      66203     Primary         Single Family Detached       360             357
101067111                                MERRIAM                               KS      66203     Primary         Single Family Detached       360             357
101067235                                NORTH PORT                            FL      34286     Primary         Single Family Detached       360             357
101067420                                GARLAND                               TX      75040     Primary         Single Family Detached       360             357
101067426                                CRANFILLS GAP                         TX      76637     Primary         Single Family Detached       360             357
101067481                                ALLEN                                 TX      75002     Primary         Single Family Detached       360             358
101067641                                ALLEN                                 TX      75002     Primary         Single Family Detached       360             358
101067683                                GARLAND                               TX      75040     Primary         Single Family Detached       360             358
101067692                                EL PASO                               TX      79928     Primary         Single Family Detached       180             178
101067720                                CEDAR HILL                            TX      75104     Primary         Single Family Detached       360             359
101067730                                LAKEWAY                               TX      78734     Primary         Single Family Detached       360             358
101067735                                LANCASTER                             TX      75134     Primary         Single Family Detached       360             358
101067771                                TYLER                                 TX      75704     Primary         Single Family Detached       360             358
101067786                                HOUSTON                               TX      77048     Primary         Single Family Detached       360             358
101067787                                HOUSTON                               TX      77009     Primary         Single Family Detached       360             358
101067827                                ARLINGTON                             TX      76017     Primary         Single Family Detached       360             358
101067835                                GROESBECK                             TX      76642     Primary         Single Family Detached       240             238
101067848                                EL PASO                               TX      79924     Primary         Single Family Detached       360             356
101067850                                DALLAS                                TX      75219     Primary         Condo Low-Rise Attached      360             358
101067856                                MESQUITE                              TX      75181     Non-owner       Single Family Detached       360             358
101067863                                TEMPLE                                TX      76502     Primary         Single Family Detached       360             358
101067886                                HAMILTON                              TX      76531     Primary         Single Family Detached       360             358
101067893                                EL PASO                               TX      79932     Primary         Single Family Detached       360             358
101067913                                NORTH RICHLAND HILLS                  TX      76180     Primary         Single Family Detached       360             358
101067923                                ROYSE CITY                            TX      75189     Primary         Single Family Detached       360             358
101067972                                PHILADELPHIA                          PA      19144     Non-owner       Single Family Attached       360             358
101068013                                RICHARDSON                            TX      75080     Non-owner       Single Family Detached       360             358
101068015                                FARMERS BRANCH                        TX      75234     Primary         Single Family Detached       360             358
101068042                                BRANSON                               MO      65616     Primary         Single Family Detached       360             358
101068060                                RIO HONDO                             TX      78583     Primary         Single Family Detached       360             358
101068061                                HOUSTON                               TX      77018     Primary         Single Family Detached       360             358
101068071                                THE COLONY                            TX      75056     Primary         Single Family Detached       360             358
101068153                                FORT WORTH                            TX      76109     Primary         Single Family Detached       360             358
101068240                                GRANBURY                              TX      76048     Primary         PUD Detached                 360             358
101068242                                CARROLLTON                            TX      75006     Primary         Single Family Detached       360             358
101068277                                MINEOLA                               TX      75773     Primary         Single Family Detached       360             358
101068312                                IRVING                                TX      75062     Primary         Single Family Detached       360             359
101068384                                FRISCO                                TX      75035     Primary         Single Family Detached       360             358
101068390                                FORT WORTH                            TX      76103     Primary         Single Family Detached       360             358
101068476                                MCKINNEY                              TX      75070     Primary         Single Family Detached       360             358
101068487                                AUSTIN                                TX      78734     Primary         Single Family Detached       360             358
101068491                                SAN ANTONIO                           TX      78239     Primary         Single Family Detached       360             358
101068532                                AUBREY                                TX      76227     Primary         Single Family Detached       360             358
101068535                                DALLAS                                TX      75233     Non-owner       Single Family Detached       360             359
101068541                                PHOENIX                               AZ      85027     Primary         Single Family Detached       360             358
101068550                                DUNCANVILLE                           TX      75116     Primary         Single Family Detached       360             358
101068559                                MCKINNEY                              TX      75070     Primary         PUD Detached                 360             358
101068562                                DUNCANVILLE                           TX      75137     Non-owner       Single Family Detached       360             358
101068586                                MCKINNEY                              TX      75071     Primary         Single Family Detached       360             358
101068607                                DESOTO                                TX      75115     Primary         Single Family Attached       360             359
101068718                                ARLINGTON                             TX      76016     Primary         Single Family Detached       360             359
101068768                                HUMBLE                                TX      77396     Primary         Single Family Detached       360             358
101068788                                MESQUITE                              TX      75150     Primary         Single Family Detached       360             359
101068837                                ATHENS                                WI      54411     Primary         Single Family Detached       360             359
101068840                                CARROLLTON                            TX      75006     Primary         Single Family Attached       360             358
101068843                                CORNITH                               TX      76210     Primary         Single Family Detached       360             358
101068902                                ROWLETT                               TX      75089     Primary         Single Family Detached       360             358
101068903                                NEW CANEY                             TX      77357     Primary         Single Family Detached       360             359
101068904                                ALLEN                                 TX      75002     Primary         Single Family Detached       360             359
101068905                                PROSPER                               TX      75078     Non-owner       Single Family Detached       360             358
101068948                                GUN BARREL CITY                       TX      75156     Second Home     Single Family Detached       360             359
101068970                                CORINTH                               TX      76210     Primary         Single Family Detached       360             359
101069051                                DANVILLE                              KY      40422     Primary         Single Family Detached       360             359
101069087                                DALLAS                                TX      75232     Non-owner       Single Family Detached       360             359
101069088                                AMERY                                 WI      54001     Primary         Single Family Detached       360             358
101069106                                GLENN HEIGHTS                         TX      75154     Non-owner       2-4 Units Attached           360             359
101069250                                MIDLOTHIAN                            TX      76065     Non-owner       Single Family Detached       360             360
101069261                                FRISCO                                TX      75034     Non-owner       Single Family Detached       360             359
101069438                                RICHARDSON                            TX      75081     Non-owner       Single Family Detached       360             359
101069480                                SANTAQUIN                             UT      84655     Primary         Single Family Detached       360             359
101069490                                GARLAND                               TX      75041     Non-owner       Single Family Detached       360             359
101069682                                LAKE DALLAS                           TX      75065     Primary         Single Family Detached       360             359
101070685                                DALLAS                                TX      75220     Primary         Single Family Detached       360             360
101071409                                DALLAS                                TX      75230     Non-owner       Condo Low-Rise Attached      360             360
111002526                                EWA BEACH                             HI      96706     Primary         Single Family Detached       360             356
111002540                                WAIANAE                               HI      96792     Primary         Single Family Detached       360             356
111002599                                PEARL CITY                            HI      96782     Primary         Condo Low-Rise Attached      360             356
111002608                                KULA                                  HI      96790     Primary         Condo Low-Rise Attached      360             356
111002763                                LAIE                                  HI      96762     Primary         2-4 Units Detached           360             357
111002773                                WAIANAE                               HI      96792     Primary         Single Family Detached       360             358
111002776                                WAIPAHU                               HI      96797     Primary         Single Family Detached       360             357
111002794                                KAILUA                                HI      96734     Primary         Single Family Detached       360             357
111002817                                EWA BEACH                             HI      96706     Primary         PUD Detached                 360             358
111002827                                KAPOLEI                               HI      96707     Primary         PUD Detached                 360             357
111002869                                MAKAWAO                               HI      96768     Primary         Single Family Detached       360             358
111002888                                HONOLULU                              HI      96815     Primary         Condo High-Rise Attached     360             358
111002890                                HONOLULU                              HI      96817     Non-owner       Condo Low-Rise Attached      360             358
111002914                                KAHULUI                               HI      96732     Primary         Single Family Detached       360             358
111002984                                EWA BEACH                             HI      96706     Primary         Condo Low-Rise Attached      360             358
111002997                                KANEOHE                               HI      96744     Primary         Single Family Detached       360             358
111003025                                KAILUA                                HI      96734     Primary         Single Family Detached       360             358
121049118                                RANDOM LAKE                           WI      53075     Primary         Condo Low-Rise Attached      360             353
121049337                                CHAMPLIN                              MN      55316     Primary         PUD Attached                 360             354
121049960                                EDGERTON                              WI      53534     Primary         Single Family Detached       360             355
121050205                                SIOUX FALLS                           SD      57105     Primary         Single Family Detached       360             355
121050213                                ELK RIVER                             MN      55330     Primary         Single Family Detached       360             355
121050341                                SIOUX CITY                            IA      51103     Primary         Single Family Detached       360             355
121051002                                WEST BEND                             WI      53095     Primary         Condo Low-Rise Attached      360             357
121051046                                MAPLE GROVE                           MN      55369     Primary         Single Family Detached       360             356
121051133                                PIERZ                                 MN      56364     Primary         Single Family Detached       360             356
121051191                                SAINT MICHAEL                         MN      55376     Primary         Single Family Detached       360             357
121051274                                GAYS MILLS                            WI      54631     Primary         Single Family Detached       360             357
121051281                                MINNEAPOLIS                           MN      55406     Primary         Single Family Detached       360             357
121051325                                OCONOMOWOC                            WI      53066     Primary         Single Family Detached       360             357
121051346                                MILWAUKEE                             WI      53209     Primary         Single Family Detached       360             357
121051358                                MEDFORD                               WI      54451     Primary         Single Family Detached       360             357
121051424                                HOFFMAN                               MN      56339     Primary         Single Family Detached       360             358
121051458                                FOND DU LAC                           WI      54935     Primary         Single Family Detached       360             358
121051505                                TAMPA                                 FL      33615     Primary         Single Family Detached       360             357
121051542                                CLEAR LAKE                            MN      55319     Primary         Single Family Detached       360             357
121051592                                LEAD                                  SD      57754     Primary         Single Family Detached       360             359
121051602                                MADISON                               WI      53704     Primary         Single Family Detached       360             358
121051606                                APPLE VALLEY                          MN      55124     Primary         Single Family Detached       360             357
121051644                                BRAINERD                              MN      56401     Primary         Single Family Detached       360             357
121051699                                DELAFIELD                             WI      53018     Primary         Single Family Detached       360             358
121051719                                ROSEMOUNT                             MN      55068     Primary         Single Family Detached       360             358
121051724                                DES MOINES                            IA      50310     Primary         Single Family Detached       360             358
121051743                                WAUKESHA                              WI      53189     Primary         Condo Low-Rise Attached      360             358
121051757                                CIRCLE PINES                          MN      55014     Primary         Single Family Detached       360             358
121051769                                URBANDALE                             IA      50322     Primary         Single Family Detached       360             358
121051770                                MORTON                                IL      61550     Primary         Single Family Detached       360             357
121051778                                ELKHORN                               WI      53121     Primary         Single Family Detached       360             358
121051785                                ELKHORN                               WI      53121     Primary         Single Family Detached       360             358
121051830                                AUSTIN                                MN      55912     Primary         Single Family Detached       360             358
121051920                                MILWAUKEE                             WI      53216     Non-owner       2-4 Units Detached           360             358
121051936                                MAPLE GROVE                           MN      55311     Primary         PUD Attached                 360             358
121051956                                SAINT PAUL                            MN      55105     Primary         Single Family Detached       360             358
121051992                                RAMSEY                                MN      55303     Primary         Single Family Detached       360             358
121052034                                BEMIDJI                               MN      56601     Primary         Single Family Detached       360             358
121052048                                MINNEAPOLIS                           MN      55407     Primary         Single Family Detached       360             358
121052056                                MILWAUKEE                             WI      53209     Primary         Single Family Detached       360             358
121052079                                GALESBURG                             IL      61401     Primary         Single Family Detached       360             359
121052117                                MILWAUKEE                             WI      53224     Primary         Single Family Detached       360             358
121052127                                RAPID CITY                            SD      57701     Primary         Single Family Detached       360             358
121052131                                RAPID CITY                            SD      57701     Primary         Single Family Detached       360             358
121052143                                OAKFIELD                              WI      53065     Primary         Single Family Detached       360             358
121052174                                MINNEAPOLIS                           MN      55412     Non-owner       Single Family Detached       360             358
121052179                                MILWAUKEE                             WI      53207     Primary         Single Family Detached       360             358
121052189                                ROSENDALE                             WI      54974     Primary         Single Family Detached       360             359
121052256                                CALEDONIA                             MN      55921     Primary         Single Family Detached       360             359
121052279                                REEDSBURG                             WI      53959     Primary         Single Family Detached       360             358
121052283                                HILLSBORO                             MO      63050     Primary         Single Family Detached       360             358
121052323                                MENASHA                               WI      54952     Primary         Condo Low-Rise Attached      360             358
121052474                                BETTENDORF                            IA      52722     Primary         Single Family Detached       360             359
121052493                                ONEIDA                                WI      54155     Primary         Single Family Detached       360             359
121052876                                SILVER LAKE                           MN      55381     Primary         Single Family Detached       360             359
121052950                                EASTPOINTE                            MI      48021     Primary         Single Family Detached       360             359
121054238                                ROCHESTER                             MN      55901     Non-owner       Single Family Detached       360             360
141056775                                WARE                                  MA      01082     Primary         Single Family Detached       360             354
141056893                                FEEDING HILLS                         MA      01030     Primary         Single Family Detached       360             355
141057002                                BROAD BROOK T/O EAST WINDSOR          CT      06016     Primary         Single Family Detached       360             355
141057517                                CHESHIRE                              CT      06410     Primary         Single Family Detached       360             356
141057589                                EAST LONGMEADOW                       MA      01028     Primary         Single Family Detached       360             356
141057774                                OXFORD                                CT      06478     Primary         Single Family Detached       360             356
141057827                                UNIONDALE (T/O HEMPSTEAD)             NY      11553     Primary         Single Family Detached       360             357
141057837                                HARTFORD                              CT      06106     Primary         Single Family Detached       360             356
151035947                                CHESWICK                              PA      15024     Primary         Single Family Detached       360             352
151036192                                LOWER BURRELL                         PA      15068     Primary         Single Family Detached       360             353
151039051                                BROOKHAVEN                            PA      19015     Non-owner       Single Family Detached       360             357
151039057                                PORTERSVILLE                          PA      16051     Primary         Single Family Detached       360             356
151039332                                FREDERICK                             MD      21702     Primary         Single Family Detached       360             357
151039377                                PHILADELPHIA                          PA      19139     Non-owner       2-4 Units Attached           360             356
151039415                                ELMER                                 NJ      08318     Primary         Single Family Detached       360             356
151039441                                CORAOPOLIS                            PA      15108     Primary         Single Family Detached       360             356
151039484                                CRANBERRY TWP                         PA      16066     Primary         Single Family Detached       360             356
151039510                                COATESVILLE                           PA      19320     Primary         Single Family Detached       360             358
151039685                                LYON STATION                          PA      19536     Primary         Single Family Detached       360             357
151039755                                BROWNS MILLS                          NJ      08015     Primary         Single Family Detached       360             359
151039768                                OCEAN TOWNSHIP                        NJ      07755     Primary         Single Family Detached       360             357
151039777                                HOWELL                                NJ      07731     Primary         Single Family Detached       360             357
151039779                                PATERSON                              NJ      07501     Primary         2-4 Units Attached           360             357
151039797                                READING                               PA      19609     Primary         Single Family Attached       360             358
151039804                                PATERSON                              NJ      07514     Primary         2-4 Units Detached           360             357
151039810                                TEANECK                               NJ      07666     Primary         Single Family Detached       360             357
151039836                                DOVER TOWNSHIP                        NJ      08753     Primary         Single Family Detached       360             358
151039837                                ROSELLE                               NJ      07203     Primary         Single Family Detached       360             357
151039956                                HOWELL                                NJ      07731     Primary         Single Family Detached       360             358
151039984                                LANCASTER                             PA      17601     Primary         Single Family Detached       360             358
151039985                                LINDEN                                NJ      07036     Primary         2-4 Units Detached           360             357
151040026                                LEVITTOWN                             PA      19055     Non-owner       Single Family Detached       360             357
151040058                                EWING                                 NJ      08618     Primary         Single Family Detached       360             357
151040081                                ALLENTOWN                             PA      18109     Primary         Single Family Detached       360             357
151040140                                GALLOWAY                              NJ      08205     Primary         Single Family Detached       360             358
151040158                                TREDYFFRIN TOWNSHIP                   PA      19087     Primary         Single Family Detached       360             358
151040196                                GREAT MEADOWS                         NJ      07838     Primary         Single Family Detached       360             358
151040200                                TRENTON                               NJ      08611     Non-owner       2-4 Units Detached           360             357
151040218                                EGG HARBOR TOWNSHIP                   NJ      08234     Primary         Single Family Detached       360             357
151040219                                OSSINING                              NY      10562     Primary         2-4 Units Detached           360             357
151040257                                HAZLET                                NJ      07730     Primary         Single Family Detached       360             358
151040272                                EDGEWATER PARK                        NJ      08010     Primary         Single Family Detached       360             357
151040302                                ENGLEWOOD                             NJ      07631     Primary         Single Family Detached       360             358
151040313                                DEERFIELD BEACH                       FL      33442     Primary         Condo Low-Rise Attached      360             357
151040316                                SEVIERVILLE                           TN      37876     Second Home     Single Family Detached       360             357
151040350                                STONE HARBOR                          NJ      08247     Primary         Single Family Detached       360             358
151040372                                BORDENTOWN                            NJ      08505     Primary         Single Family Attached       360             359
151040402                                HAMILTON TWP                          NJ      08759     Non-owner       Single Family Attached       360             357
151040408                                WILLINGBORO                           NJ      08046     Primary         Single Family Detached       360             357
151040441                                BEACHWOOD                             NJ      08722     Primary         Single Family Detached       360             358
151040474                                ALLENTOWN                             PA      18104     Primary         Single Family Attached       360             358
151040488                                PLYMOUTH MEETING                      PA      19462     Primary         Single Family Detached       360             357
151040489                                PATERSON                              NJ      07522     Primary         2-4 Units Detached           360             357
151040503                                WOODBURY                              NJ      08096     Primary         PUD Detached                 360             358
151040511                                WESTFIELD                             NJ      07090     Primary         Single Family Detached       360             358
151040540                                PHILADELPHIA                          PA      19125     Non-owner       Single Family Attached       360             358
151040549                                GLENSHAW                              PA      15116     Primary         Single Family Detached       360             358
151040554                                ROCKY POINT                           NY      11778     Primary         Single Family Detached       360             358
151040561                                ALLENTOWN                             PA      18102     Non-owner       2-4 Units Attached           360             358
151040570                                GILLETT                               PA      16925     Primary         Single Family Detached       360             358
151040626                                PITMAN                                NJ      08071     Primary         Condo Low-Rise Attached      360             358
151040631                                LAKEWOOD                              NJ      08701     Primary         Single Family Detached       360             358
151040663                                PITTSBURGH                            PA      15223     Primary         Single Family Detached       360             358
151040674                                SICKLERVILLE (WINSLOW TWP)            NJ      08081     Primary         Single Family Detached       360             358
151040716                                FLORHAM PARK                          NJ      07932     Primary         Single Family Detached       360             358
151040727                                WILLINGBORO                           NJ      08046     Primary         Single Family Detached       360             359
151040738                                CAMDEN                                NJ      08105     Non-owner       Single Family Attached       360             359
151040770                                ATCO                                  NJ      08004     Primary         Single Family Detached       360             358
151040793                                WASHINGTON BORO                       PA      17582     Primary         Single Family Detached       360             358
151040847                                MIDDLE                                NJ      08252     Primary         Single Family Detached       360             358
151040869                                SARVER                                PA      16055     Primary         Single Family Detached       360             358
151040955                                BETHLEHEM                             PA      18020     Primary         Single Family Detached       360             358
151040964                                VALLEY STREAM                         NY      11580     Primary         Single Family Detached       360             358
151040972                                EASTON                                PA      18042     Primary         Single Family Attached       360             358
151040973                                FOLCROFT                              PA      19032     Primary         Single Family Detached       360             358
151040990                                FORKED RIVER                          NJ      08731     Primary         Single Family Detached       360             358
151041010                                GLASSBORO                             NJ      08028     Primary         Single Family Detached       360             358
151041013                                PITTSBURGH                            PA      15227     Primary         Single Family Detached       360             358
151041034                                CLYDE                                 NC      28721     Primary         Single Family Detached       360             358
151041046                                NORTH CAPE MAY                        NJ      08024     Primary         Single Family Detached       360             359
151041058                                WILMINGTON                            DE      19805     Non-owner       Single Family Attached       360             358
151041064                                LEVITTOWN                             PA      19056     Non-owner       Single Family Detached       360             358
151041069                                DOVER                                 PA      17315     Primary         Single Family Detached       360             358
151041070                                BLUFFTON                              SC      29910     Primary         PUD Detached                 360             358
151041074                                MANCHESTER                            NJ      08757     Primary         Single Family Detached       360             358
151041175                                HYATTSVILLE                           MD      20784     Primary         Single Family Attached       360             358
151041223                                SOUTH BRUNSWICK                       NJ      08810     Primary         Condo Low-Rise Attached      360             359
151041248                                HARRISBURG                            PA      17104     Primary         Single Family Attached       360             358
151041251                                WILLIAMSTOWN                          NJ      08094     Primary         Single Family Detached       360             358
151041278                                NORWALK                               CT      06854     Primary         Single Family Detached       360             358
151041417                                ALLENTOWN                             PA      18103     Primary         Single Family Attached       360             359
151041418                                ORELAND                               PA      19075     Primary         Single Family Detached       360             359
151041436                                TOWNSHIP OF UPPER DARBY               PA      19026     Primary         Single Family Attached       360             358
151041765                                ARDMORE                               PA      19003     Primary         Single Family Detached       360             359
151041987                                PROSPECT PARK                         NJ      07508     Primary         2-4 Units Detached           360             359
151042136                                ELIZABETH                             NJ      07206     Non-owner       2-4 Units Detached           360             359
151042322                                RED LION                              PA      17356     Primary         Single Family Detached       360             360
151042333                                CLAY                                  NY      13041     Primary         Single Family Detached       360             360
151042618                                SANDYSTON                             NJ      07851     Primary         Single Family Detached       360             360
151042624                                LINDEN CITY                           NJ      07036     Primary         Single Family Detached       360             360
151043157                                COATESVILLE                           PA      19320     Primary         PUD Detached                 360             360
151043349                                WILLOW GROVE                          PA      19090     Primary         Single Family Detached       360             360
151043382                                BLOOMSBURG                            PA      17815     Primary         Single Family Detached       360             360
161051079                                MARLBOROUGH                           MA      01752     Primary         Single Family Detached       360             357
161051117                                MINNEAPOLIS                           MN      55411     Primary         Single Family Detached       360             358
161051138                                SPRINGFIELD                           MA      01105     Primary         2-4 Units Detached           360             354
161051300                                PALMER                                MA      01069     Primary         Single Family Detached       360             357
161051371                                BLACKSTONE                            MA      01504     Primary         Condo Low-Rise Attached      360             356
161051599                                TEWKSBURY                             MA      01876     Primary         Single Family Detached       360             356
161051682                                SOUTHINGTON                           CT      06489     Primary         Single Family Detached       360             356
161051789                                WEST YARMOUTH                         MA      02673     Primary         Single Family Detached       360             357
161051814                                ATTLEBORO                             MA      02703     Non-owner       Condo Low-Rise Attached      360             358
161052021                                HUDSON                                NH      03051     Primary         Single Family Detached       360             358
161052078                                WESTBROOK                             CT      06498     Non-owner       2-4 Units Detached           360             357
161052100                                WOBURN                                MA      01801     Primary         2-4 Units Detached           360             357
161052128                                MERIDEN                               CT      06450     Primary         Single Family Detached       360             357
161052146                                NEWPORT NEWS                          VA      23601     Primary         Single Family Detached       360             357
161052179                                POCASSET                              MA      02559     Primary         Condo Low-Rise Attached      360             358
161052190                                WHITMAN                               MA      02382     Primary         Condo Low-Rise Attached      360             357
161052192                                WOBURN                                MA      01801     Primary         Single Family Detached       360             357
161052193                                BROCKTON                              MA      02301     Primary         Condo Low-Rise Attached      360             357
161052200                                HAMPTON                               NH      03842     Primary         Condo Low-Rise Attached      360             358
161052238                                PEMBROKE                              MA      02359     Primary         Single Family Detached       360             357
161052264                                QUINCY                                MA      02169     Primary         Single Family Detached       360             357
161052281                                BURRILLVILLE                          RI      02830     Primary         Single Family Detached       360             357
161052282                                FALL RIVER                            MA      02724     Non-owner       2-4 Units Detached           360             358
161052296                                LONDONDERRY                           NH      03053     Primary         Single Family Detached       360             357
161052301                                ROCHESTER                             NH      03867     Primary         Single Family Detached       360             357
161052303                                NORWOOD                               MA      02062     Primary         Single Family Detached       360             357
161052328                                NORTHBRIDGE                           MA      01534     Primary         Single Family Detached       360             357
161052347                                E WAREHAM                             MA      02538     Primary         Single Family Detached       360             358
161052352                                DERRY                                 NH      03038     Primary         Single Family Detached       360             358
161052360                                DERRY                                 NH      03038     Primary         Single Family Detached       360             358
161052363                                LEWISTON                              ME      04240     Primary         Single Family Detached       360             357
161052389                                BEDFORD                               NH      03110     Primary         Single Family Detached       360             358
161052393                                WORCESTER                             MA      01604     Non-owner       Condo Low-Rise Attached      360             358
161052414                                LAWRENCE                              MA      01841     Primary         2-4 Units Detached           360             357
161052430                                GLOUCESTER                            MA      01930     Primary         Single Family Detached       360             357
161052435                                WILBRAHAM                             MA      01095     Primary         Single Family Detached       360             358
161052440                                EFFINGHAM                             NH      03882     Primary         Single Family Detached       360             357
161052442                                WEST SPRINGFIELD                      MA      01089     Non-owner       2-4 Units Detached           360             358
161052443                                CUMBERLAND                            RI      02864     Primary         Single Family Detached       360             358
161052446                                BOSTON                                MA      02124     Primary         Single Family Detached       360             358
161052447                                HAVERHILL                             MA      01832     Primary         Condo Low-Rise Attached      360             358
161052450                                PLAISTOW                              NH      03865     Primary         Single Family Detached       360             358
161052461                                WORCESTER                             MA      01604     Primary         2-4 Units Detached           360             358
161052465                                CHELSEA                               MA      02150     Primary         2-4 Units Detached           360             358
161052471                                BOSTON                                MA      02122     Primary         2-4 Units Detached           360             358
161052474                                FORESTDALE                            MA      02644     Primary         Single Family Detached       360             358
161052478                                MASHPEE                               MA      02649     Primary         Single Family Detached       360             358
161052483                                MASHPEE                               MA      02649     Primary         Single Family Detached       360             358
161052487                                MILFORD                               CT      06460     Primary         Single Family Detached       360             358
161052494                                DERRY                                 NH      03038     Primary         Single Family Detached       360             358
161052508                                WINDHAM                               ME      04062     Non-owner       2-4 Units Detached           360             358
161052514                                BOSTON                                MA      02124     Non-owner       2-4 Units Detached           360             358
161052528                                BRIDGTON                              ME      04009     Non-owner       Single Family Detached       360             358
161052529                                CHICOPEE                              MA      01013     Primary         Single Family Detached       360             358
161052539                                LITTLEON                              MA      01460     Primary         Single Family Detached       360             358
161052540                                CARVER                                MA      02330     Primary         Single Family Detached       360             358
161052541                                HYDE PARK                             MA      02136     Primary         Single Family Detached       360             358
161052579                                SPRINGFIELD                           MA      01104     Primary         Single Family Detached       360             358
161052599                                EAST FALMOUTH                         MA      02536     Primary         Single Family Detached       360             358
161052613                                WEST SPRINGFIELD                      MA      01089     Primary         Single Family Detached       360             358
161052636                                CHELMSFORD                            MA      01824     Primary         Single Family Detached       360             358
161052646                                NORTH BILLERICA                       MA      01862     Primary         Single Family Detached       360             358
161052680                                LOWELL                                MA      01850     Primary         2-4 Units Detached           360             358
161052683                                PEMBROKE                              NH      03275     Primary         Single Family Detached       360             358
161052696                                SANDOWN                               NH      03873     Primary         Single Family Detached       360             358
161052723                                WEYMOUTH                              MA      02188     Primary         Single Family Detached       360             358
161052739                                SANDOWN                               NH      03873     Primary         Single Family Detached       360             358
161052770                                DUDLEY                                MA      01571     Primary         Single Family Detached       360             358
161052806                                FITCHBURG                             MA      01420     Non-owner       Single Family Detached       360             358
161052812                                LAWRENCE                              MA      01843     Primary         2-4 Units Detached           360             358
161052852                                FRAMINGHAM                            MA      01702     Primary         Condo Low-Rise Attached      360             359
161052854                                SHREWSBURY                            MA      01545     Primary         Single Family Detached       360             358
161052858                                BRISTOL                               RI      02809     Non-owner       Single Family Detached       360             359
161052944                                LUNENBURG                             MA      01462     Primary         Single Family Detached       360             359
161052946                                ANDOVER                               MA      01810     Non-owner       2-4 Units Detached           360             358
161052978                                PLYMOUTH                              MA      02360     Primary         Single Family Detached       360             358
161052979                                WORCESTER                             MA      01606     Primary         Single Family Detached       360             359
161053583                                TOWNSEND                              MA      01469     Primary         Single Family Detached       360             360
171035268                                HUTTO                                 TX      78634     Primary         Single Family Detached       360             354
171036029                                GLENDALE                              AZ      85310     Primary         PUD Detached                 360             356
171036262                                LAS VEGAS                             NV      89148     Primary         PUD Detached                 360             356
171036553                                LAS VEGAS                             NV      89108     Primary         Single Family Detached       360             356
171036803                                HEARTLAND                             TX      75126     Non-owner       PUD Detached                 360             356
171037075                                GILBERT                               AZ      85234     Primary         Single Family Detached       360             356
171037406                                HEARTLAND                             TX      75126     Non-owner       PUD Detached                 360             356
171037468                                PHOENIX                               AZ      85027     Primary         Single Family Detached       360             357
171037504                                PHOENIX                               AZ      85042     Primary         Single Family Detached       360             357
171037660                                MESA                                  AZ      85204     Primary         Single Family Detached       360             357
171038064                                POTTSTOWN                             PA      19464     Primary         Single Family Detached       360             357
171038091                                LAS VEGAS                             NV      89108     Primary         Single Family Detached       360             357
171038107                                MESA                                  AZ      85204     Primary         Single Family Detached       360             357
171038188                                MCDONOUGH                             GA      30253     Primary         Single Family Detached       360             357
171038195                                MESA                                  AZ      85208     Primary         PUD Detached                 360             357
171038278                                TUCSON                                AZ      85730     Primary         PUD Detached                 360             358
171038363                                TUCSON                                AZ      85711     Primary         Single Family Detached       360             357
171038370                                LAS VEGAS                             NV      89117     Primary         PUD Detached                 360             358
171038457                                FORNEY                                TX      75126     Non-owner       PUD Detached                 360             357
171038521                                MILLINGTON                            MI      48746     Primary         Single Family Detached       360             357
171038529                                MESA                                  AZ      85208     Primary         Single Family Detached       360             357
171038538                                BRENTWOOD                             CA      94513     Primary         Single Family Detached       360             358
171038561                                BAKERSFIELD                           CA      93307     Primary         Single Family Detached       360             358
171038603                                PHOENIX                               AZ      85033     Non-owner       Single Family Detached       360             357
171038656                                BELLA VISTA                           CA      96008     Primary         Single Family Detached       360             359
171038663                                NORTH LAS VEGAS                       NV      89032     Primary         Single Family Detached       360             357
171038681                                TUCSON                                AZ      85711     Primary         Single Family Detached       360             358
171038699                                LAKE HAVASU CITY                      AZ      86403     Primary         Single Family Detached       360             357
171038813                                TUCSON                                AZ      85742     Primary         Single Family Attached       360             358
171038826                                GLENDALE                              AZ      85307     Primary         PUD Detached                 360             357
171038875                                GILBERT                               AZ      85297     Primary         PUD Detached                 360             358
171038886                                GREEN VALLEY                          AZ      85614     Second Home     PUD Detached                 360             358
171039028                                UPPER DARBY                           PA      19082     Primary         Single Family Detached       360             358
171039078                                TUCSON                                AZ      85730     Primary         Single Family Detached       360             358
171039081                                TUCSON                                AZ      85706     Primary         PUD Detached                 360             358
171039149                                NORTH MIAMI BEACH                     FL      33162     Primary         Single Family Detached       360             358
171039178                                MOORESVILLE                           IN      46158     Primary         Single Family Detached       360             358
171039186                                LINTHICUM                             MD      21090     Primary         PUD Detached                 360             357
171039189                                ELKTON                                VA      22827     Primary         Single Family Detached       360             358
171039208                                COCOA                                 FL      32927     Primary         Single Family Detached       360             357
171039226                                MARIETTA                              GA      30060     Primary         Single Family Detached       360             358
171039250                                PHOENIX                               AZ      85024     Primary         Single Family Detached       360             358
171039330                                TERRA BELLA                           CA      93270     Primary         Single Family Detached       360             358
171039332                                PHOENIX                               AZ      85023     Primary         Single Family Detached       360             358
171039362                                NORTH LAS VEGAS                       NV      89031     Second Home     Single Family Detached       360             358
171039424                                PHOENIX                               AZ      85041     Non-owner       Single Family Detached       360             358
171039491                                PHOENIX                               AZ      85041     Primary         PUD Detached                 360             358
171039508                                HEMET                                 CA      92545     Primary         Single Family Detached       360             358
171039519                                LAS VEGAS                             NV      89145     Primary         Single Family Attached       360             358
171039525                                SCOTTSDALE                            AZ      85254     Primary         PUD Detached                 360             358
171039598                                LAS VEGAS                             NV      89147     Primary         Single Family Detached       360             358
171039649                                PRESCOTT                              AZ      86301     Primary         Single Family Detached       360             358
171039937                                MESA                                  AZ      85207     Primary         Single Family Detached       360             358
171039973                                PHOENIX                               AZ      85015     Primary         Single Family Detached       360             358
171039980                                CANTONMENT                            FL      32533     Primary         Single Family Detached       360             358
171039991                                GILBERT                               AZ      85297     Primary         PUD Detached                 360             358
171040041                                LAS VEGAS                             NV      89148     Second Home     PUD Detached                 360             358
171040130                                MARICOPA                              AZ      85239     Primary         Single Family Detached       360             358
171040133                                TUCSON                                AZ      85757     Primary         Single Family Detached       360             358
171040167                                PHOENIX                               AZ      85053     Primary         Single Family Detached       360             358
171040179                                QUEEN CREEK                           AZ      85242     Primary         PUD Detached                 360             358
171040250                                NORTH LAS VEGAS                       NV      89031     Primary         Single Family Detached       360             358
171040338                                CHANDLER                              AZ      85225     Primary         Single Family Detached       360             358
171040353                                SURPRISE                              AZ      85388     Primary         PUD Detached                 360             359
171040377                                GILBERT                               AZ      85233     Primary         Single Family Detached       360             358
171040390                                LAS VEGAS                             NV      89131     Primary         PUD Detached                 360             358
171040411                                TREMONTON                             UT      84337     Primary         Single Family Detached       360             358
171040434                                RIVERVIEW                             FL      33569     Primary         PUD Detached                 360             359
171040484                                NORTH LAS VEGAS                       NV      89030     Primary         Single Family Detached       360             358
171040576                                TUCSON                                AZ      85741     Primary         Single Family Detached       360             358
171040582                                JACKSONVILLE                          FL      32244     Primary         Single Family Detached       360             358
171040612                                PHOENIX                               AZ      85009     Primary         Single Family Detached       360             359
171040624                                YUMA                                  AZ      85364     Primary         Single Family Detached       360             358
171040645                                GILBERT                               AZ      85234     Primary         Single Family Attached       360             358
171040652                                NORTH LAS VEGAS                       NV      89032     Primary         PUD Detached                 360             358
171040825                                VAIL                                  AZ      85641     Primary         PUD Detached                 360             359
171040840                                MESA                                  AZ      85212     Primary         Single Family Detached       360             359
171040868                                GLENDALE                              AZ      85302     Primary         Single Family Detached       360             358
171040879                                GILBERT                               AZ      85296     Primary         PUD Detached                 360             359
171041468                                NORTH LAS VEGAS                       NV      89032     Primary         Single Family Detached       360             359
171041967                                LAS VEGAS                             NV      89156     Primary         Single Family Detached       360             360
171041991                                CHARLOTTE                             NC      28215     Non-owner       PUD Detached                 360             360
191033797                                MARYSVILLE                            WA      98271     Primary         Single Family Detached       360             355
191034230                                SPOKANE                               WA      99203     Primary         Single Family Detached       360             356
191034510                                MOUNTLAKE TERRACE                     WA      98043     Primary         Single Family Detached       360             357
191034606                                BOISE                                 ID      83703     Primary         Single Family Detached       360             356
191034625                                PORTLAND                              OR      97220     Primary         Single Family Detached       360             356
191034688                                ANCHORAGE                             AK      99516     Primary         PUD Detached                 360             356
191034708                                SAINT LOUIS                           MO      63129     Primary         PUD Detached                 360             356
191034727                                KENT                                  WA      98031     Primary         Condo Low-Rise Attached      360             356
191034743                                EVERETT                               WA      98205     Primary         Single Family Detached       360             356
191034896                                BEND                                  OR      97701     Primary         Single Family Detached       360             357
191035114                                ROSWELL                               GA      30075     Non-owner       Single Family Detached       360             357
191035127                                EVERETT                               WA      98203     Non-owner       Single Family Detached       360             357
191035164                                SALEM                                 OR      97306     Primary         Single Family Detached       360             357
191035181                                MOLALLA                               OR      97038     Primary         Single Family Detached       360             357
191035189                                COMPTON                               CA      90220     Primary         Single Family Detached       360             357
191035208                                VANCOUVER                             WA      98664     Primary         Single Family Detached       360             356
191035313                                SULTAN                                WA      98294     Primary         Single Family Detached       360             357
191035321                                ALPINE MEADOWS                        CA      96146     Second Home     Single Family Detached       360             358
191035331                                SEATTLE                               WA      98146     Primary         Single Family Detached       360             357
191035337                                PROSPECT                              OR      97536     Primary         Single Family Detached       360             357
191035340                                COEUR D ALENE                         ID      83814     Primary         Single Family Detached       360             357
191035347                                SEATTLE                               WA      98126     Primary         Single Family Detached       360             357
191035407                                HAYDEN                                ID      83835     Primary         Single Family Detached       360             358
191035418                                TWIN FALLS                            ID      83301     Primary         Single Family Detached       360             357
191035437                                LONGVIEW                              WA      98632     Primary         Single Family Detached       360             357
191035474                                OROVILLE                              CA      95966     Primary         Single Family Detached       360             357
191035479                                EDGEWOOD                              WA      98371     Non-owner       Single Family Detached       360             358
191035481                                SCIO                                  OR      97374     Second Home     Single Family Detached       360             357
191035531                                VANCOUVER                             WA      98662     Primary         Single Family Detached       360             357
191035614                                LAKE STEVENS                          WA      98258     Primary         Single Family Detached       360             357
191035624                                BELLINGHAM                            WA      98229     Primary         Single Family Detached       360             357
191035630                                SACRAMENTO                            CA      95838     Primary         Single Family Detached       360             358
191035658                                PUYALLUP                              WA      98374     Primary         Single Family Detached       360             357
191035662                                MILWAUKIE                             OR      97222     Primary         Single Family Detached       360             357
191035672                                WASILLA                               AK      99654     Primary         Single Family Detached       360             357
191035674                                SEATTLE                               WA      98144     Primary         Single Family Detached       360             358
191035680                                SEATTLE                               WA      98101     Non-owner       Condo High-Rise Attached     360             357
191035714                                JEFFERSON                             OR      97352     Primary         Single Family Detached       360             357
191035722                                SEATTLE                               WA      98177     Primary         Single Family Detached       360             357
191035737                                DUNDEE                                OR      97115     Primary         Single Family Detached       360             357
191035738                                PORTLAND                              OR      97266     Primary         Single Family Detached       360             357
191035758                                PUYALLUP                              WA      98375     Primary         PUD Detached                 360             358
191035773                                SEATTLE                               WA      98133     Primary         Single Family Detached       360             357
191035784                                SNOHOMISH                             WA      98290     Primary         Single Family Detached       360             357
191035798                                GRESHAM                               OR      97030     Non-owner       Condo Low-Rise Attached      360             358
191035801                                BOISE                                 ID      83703     Primary         Single Family Detached       360             357
191035806                                WILSONVILLE                           OR      97070     Primary         Single Family Detached       360             357
191035819                                MODESTO                               CA      95351     Primary         Single Family Detached       360             357
191035823                                SEATTLE                               WA      98108     Primary         Single Family Detached       360             357
191035827                                PUYALLUP                              WA      98373     Primary         Single Family Detached       360             357
191035916                                BREMERTON                             WA      98310     Primary         Single Family Detached       360             358
191035923                                TACOMA                                WA      98406     Primary         Condo Low-Rise Attached      360             358
191035935                                NAMPA                                 ID      83686     Primary         PUD Detached                 360             357
191035938                                BREMERTON                             WA      98311     Primary         Single Family Detached       360             357
191035939                                LEBANON                               OR      97355     Primary         Single Family Detached       360             358
191035952                                BEAVERTON                             OR      97006     Primary         Condo Low-Rise Attached      360             358
191035956                                SPOKANE                               WA      99202     Primary         Single Family Detached       360             357
191035967                                PORTLAND                              OR      97214     Primary         Single Family Detached       360             357
191036007                                SAINT HELENS                          OR      97051     Primary         Single Family Detached       360             357
191036009                                MARYSVILLE                            WA      98270     Primary         Single Family Detached       360             357
191036016                                SANTA ROSA                            CA      95401     Primary         PUD Attached                 360             358
191036026                                NAMPA                                 ID      83651     Primary         PUD Detached                 360             358
191036037                                KALAMA                                WA      98625     Primary         Single Family Detached       360             358
191036038                                LAKEWOOD                              WA      98498     Primary         Single Family Detached       360             357
191036041                                MARYSVILLE                            WA      98270     Primary         PUD Detached                 360             357
191036082                                VANCOUVER                             WA      98684     Primary         Single Family Detached       360             358
191036099                                MCCALL                                ID      83638     Non-owner       Single Family Detached       360             358
191036100                                NAMPA                                 ID      83651     Primary         Single Family Detached       360             358
191036115                                WOODBURN                              OR      97071     Non-owner       Single Family Detached       360             358
191036147                                BILLINGS                              MT      59102     Primary         Single Family Detached       360             358
191036171                                EPHRATA                               WA      98823     Primary         Single Family Detached       360             358
191036177                                MERIDIAN                              ID      83646     Primary         PUD Detached                 360             358
191036190                                KEIZER                                OR      97303     Primary         Single Family Detached       360             358
191036193                                BEAVERTON                             OR      97005     Primary         Single Family Detached       360             358
191036194                                ORTING                                WA      98360     Non-owner       PUD Detached                 360             358
191036225                                KEIZER                                OR      97303     Primary         PUD Detached                 360             359
191036231                                MODESTO                               CA      95358     Primary         Single Family Detached       360             358
191036243                                PORTSMOUTH                            VA      23703     Primary         Single Family Detached       360             358
191036270                                OAKRIDGE                              OR      97463     Primary         Single Family Detached       360             358
191036289                                TACOMA                                WA      98408     Primary         Single Family Detached       360             358
191036335                                AMITY                                 OR      97101     Primary         Single Family Detached       360             358
191036337                                PORTLAND                              OR      97211     Primary         Single Family Detached       360             358
191036343                                TACOMA                                WA      98445     Primary         Single Family Detached       360             358
191036366                                NAMPA                                 ID      83651     Non-owner       Single Family Detached       360             359
191036372                                BEAVERTON                             OR      97007     Primary         Single Family Detached       360             358
191036415                                CLINTON                               WA      98236     Primary         Single Family Detached       360             359
191036440                                PORTLAND                              OR      97216     Primary         Single Family Detached       360             358
191036461                                RENTON                                WA      98058     Non-owner       Single Family Detached       360             358
191036511                                LAKELAND                              FL      33810     Primary         Single Family Detached       360             358
191036580                                SPOKANE VALLEY                        WA      99216     Primary         Single Family Detached       360             358
191036590                                LACEY                                 WA      98516     Primary         Single Family Detached       360             358
191036606                                SPOKANE                               WA      99208     Primary         Single Family Detached       360             358
191036631                                BEATTY                                OR      97621     Primary         Single Family Detached       360             358
191036788                                ABERDEEN                              WA      98520     Primary         Single Family Detached       360             359
191036821                                DES MOINES                            WA      98198     Primary         Single Family Detached       360             358
191036850                                TACOMA                                WA      98409     Primary         Single Family Detached       360             358
191036856                                SPOKANE                               WA      99202     Non-owner       Single Family Detached       360             359
191036862                                TACOMA                                WA      98404     Primary         Single Family Detached       360             358
191036876                                COUPEVILLE                            WA      98239     Primary         Single Family Detached       360             358
191036943                                MILWAUKIE                             OR      97222     Primary         Single Family Detached       360             359
191036950                                MOSES LAKE                            WA      98837     Primary         Single Family Detached       360             359
191036990                                BOISE                                 ID      83714     Primary         PUD Detached                 360             358
191036993                                BOTHELL                               WA      98012     Primary         Single Family Detached       360             359
191037039                                VANCOUVER                             WA      98664     Primary         Single Family Detached       360             359
191037133                                ABERDEEN                              WA      98520     Non-owner       Single Family Detached       360             359
191037331                                SOUTH GATE                            CA      90280     Primary         Single Family Detached       360             359
191037739                                TAMPA                                 FL      33604     Primary         Single Family Detached       360             360
191038798                                CHEYENNE                              WY      82001     Primary         Single Family Detached       360             360
211048886                                FAIRBURN                              GA      30213     Primary         PUD Detached                 360             354
211048969                                CHELTENHAM                            MD      20623     Primary         Single Family Detached       360             354
211049582                                ROCHELLE                              VA      22738     Primary         Single Family Detached       360             356
211049783                                YORKTOWN                              VA      23692     Primary         Condo Low-Rise Attached      360             355
211049914                                WASHINTGON                            DC      20018     Primary         Single Family Detached       360             356
211049918                                WINTER HAVEN                          FL      33881     Primary         PUD Detached                 360             356
211050082                                HYATTSVILLE                           MD      20783     Primary         Single Family Detached       360             357
211050137                                HYATTSVILLE                           MD      20785     Primary         Single Family Detached       360             357
211050167                                ARLINGTON                             VA      22207     Primary         Condo Low-Rise Attached      360             356
211050216                                MECHANICSVILLE                        MD      20659     Primary         Single Family Detached       360             356
211050227                                LANHAM                                MD      20706     Primary         Single Family Attached       360             356
211050304                                LEESBURG                              FL      34748     Primary         Single Family Detached       360             357
211050359                                SILVER SPRING                         MD      20906     Primary         PUD Attached                 360             357
211050498                                UPPER MARLBORO                        MD      20772     Primary         Single Family Detached       360             357
211050504                                VIRGINIA BEACH                        VA      23456     Primary         Single Family Detached       360             357
211050589                                DAWSONVILLE                           GA      30534     Primary         Single Family Detached       360             358
211050592                                DAWSONVILLE                           GA      30534     Primary         Single Family Detached       360             358
211050659                                VINTON                                VA      24179     Primary         Single Family Detached       360             358
211050669                                UNIONVILLE                            VA      22567     Primary         Single Family Detached       360             356
211050741                                TAMPA                                 FL      33612     Primary         Single Family Detached       360             357
211050872                                LUSBY                                 MD      20657     Primary         Single Family Detached       360             356
211050914                                MURRELLS INLET                        SC      29576     Primary         Single Family Detached       360             357
211050968                                UPPER MARLBORO                        MD      20772     Primary         Single Family Detached       360             357
211051125                                LYNCHBURG                             VA      24503     Primary         Single Family Detached       360             357
211051136                                RICHMOND                              VA      23224     Primary         PUD Attached                 360             356
211051151                                GLEN BURNIE                           MD      21060     Primary         Single Family Detached       360             357
211051195                                FORESTVILLE                           MD      20747     Primary         Single Family Detached       360             357
211051220                                JACKSONVILLE                          FL      32209     Non-owner       Single Family Detached       360             358
211051237                                PITTSVILLE                            MD      21850     Primary         Single Family Detached       360             357
211051265                                WALDORF                               MD      20602     Primary         Single Family Detached       360             357
211051270                                CROWNSVILLE                           MD      21032     Primary         Single Family Detached       360             358
211051310                                LANHAM                                MD      20706     Primary         Single Family Detached       360             357
211051312                                CLINTON                               MD      20735     Primary         Single Family Detached       360             357
211051315                                MECHANICSVILLE                        MD      20659     Primary         Single Family Detached       360             357
211051326                                DOUGLASVILLE                          GA      30135     Primary         Single Family Detached       360             357
211051332                                KING GEORGE                           VA      22485     Primary         Single Family Detached       360             357
211051539                                OXON HILL                             MD      20745     Primary         Single Family Detached       360             358
211051575                                CHESTER                               NY      10918     Primary         Single Family Detached       360             357
211051699                                BALTIMORE                             MD      21214     Primary         Single Family Detached       360             358
211051778                                WALDORF                               MD      20601     Primary         PUD Attached                 360             357
211051833                                VIRGINIA BEACH                        VA      23454     Primary         Single Family Detached       360             357
211051872                                NEWPORT NEWS                          VA      23607     Non-owner       2-4 Units Attached           360             358
211051889                                OXON HILL                             MD      20745     Primary         Single Family Detached       360             357
211051890                                CHARLOTTE                             NC      28216     Non-owner       Single Family Detached       360             358
211051918                                ANNAPOLIS                             MD      21403     Primary         Single Family Detached       360             358
211051933                                EDGEWOOD                              MD      21040     Primary         PUD Detached                 360             357
211051934                                POCOMOKE CITY                         MD      21851     Primary         Single Family Detached       360             358
211051988                                LANDOVER HILLS                        MD      20784     Primary         Single Family Detached       360             358
211052026                                CHURCHVILLE                           VA      24421     Primary         Single Family Detached       360             358
211052063                                VIRGINIA BEACH                        VA      23464     Primary         PUD Attached                 360             358
211052080                                MANASSAS                              VA      20109     Primary         Condo Low-Rise Attached      360             358
211052094                                SPRINGFIELD                           PA      19064     Primary         Single Family Detached       360             357
211052112                                BARTLETT                              TN      38135     Primary         Single Family Detached       360             358
211052116                                EADS                                  TN      38028     Primary         Single Family Detached       360             358
211052147                                RICHMOND                              VA      23228     Primary         Single Family Detached       360             357
211052152                                OWING MILLS                           MD      21117     Primary         PUD Attached                 360             358
211052174                                GLEN ALLEN                            VA      23059     Primary         Condo Low-Rise Attached      360             357
211052176                                MONROE                                VA      24574     Primary         Single Family Detached       360             357
211052178                                RIDGEVILLE                            SC      29472     Second Home     Single Family Detached       360             358
211052180                                WOODBRIDGE                            VA      22192     Primary         Single Family Detached       360             357
211052192                                BERLIN                                PA      15530     Primary         Single Family Detached       360             358
211052198                                NEWPORT NEWS                          VA      23608     Primary         Single Family Detached       360             357
211052203                                HOLLYWOOD                             MD      20636     Primary         Single Family Detached       360             358
211052207                                ACCOKEEK                              MD      20607     Primary         Single Family Detached       360             358
211052212                                EMPORIA                               VA      23847     Primary         Single Family Detached       360             358
211052218                                SUFFOLK                               VA      23434     Non-owner       2-4 Units Detached           360             358
211052226                                NORFOLK                               VA      23508     Non-owner       2-4 Units Detached           360             358
211052235                                WHITE HALL                            MD      21161     Primary         Single Family Detached       360             358
211052239                                EXETER                                RI      02822     Primary         Single Family Detached       360             358
211052241                                WINDSOR MILL                          MD      21244     Primary         Single Family Detached       360             358
211052243                                WASHINGTON                            DC      20002     Non-owner       2-4 Units Attached           360             358
211052250                                GREENSBORO                            GA      30642     Primary         PUD Detached                 360             358
211052276                                ARLINGTON                             VA      22204     Primary         Condo High-Rise Attached     360             357
211052288                                GLEN BURNIE                           MD      21061     Primary         Single Family Detached       360             357
211052297                                BIRMINGHAM                            AL      35243     Primary         Single Family Detached       360             357
211052350                                MONROE                                NC      28112     Primary         PUD Detached                 360             358
211052354                                PORT ST LUCIE                         FL      34953     Primary         Single Family Detached       360             358
211052365                                THOMASVILLE                           GA      31792     Second Home     Single Family Detached       360             358
211052375                                FOREST HILL                           MD      21050     Primary         Single Family Detached       360             358
211052380                                BALTIMORE                             MD      21223     Non-owner       PUD Attached                 360             358
211052386                                LENOIR                                NC      28645     Primary         Single Family Detached       360             358
211052389                                GLOUCESTER                            VA      23061     Primary         Single Family Detached       360             358
211052408                                MARIETTA                              GA      30062     Primary         Single Family Detached       360             358
211052431                                LINDEN                                VA      22642     Primary         Single Family Detached       360             357
211052435                                EDGEWATER                             MD      21037     Primary         Single Family Detached       360             358
211052455                                RICHMOND                              VA      23222     Non-owner       Single Family Detached       360             358
211052456                                MANCHESTER                            CT      06042     Primary         Condo Low-Rise Attached      360             358
211052466                                SEAFORD                               DE      19973     Non-owner       Single Family Detached       360             358
211052483                                RICHMOND                              VA      23222     Primary         Single Family Detached       360             358
211052485                                VIRGINIA BEACH                        VA      23462     Primary         Single Family Detached       360             357
211052499                                LOGANVILLE                            GA      30052     Primary         Single Family Detached       360             358
211052503                                CATLETT                               VA      20119     Primary         Single Family Detached       360             357
211052506                                RICHMOND                              VA      23234     Primary         Single Family Detached       360             357
211052537                                WILLIS WHARF                          VA      23486     Primary         Single Family Detached       360             358
211052557                                CLINTON                               MD      20735     Non-owner       PUD Attached                 360             358
211052564                                UPPER MARLBORO                        MD      20774     Primary         Single Family Detached       360             358
211052568                                STAFFORD                              VA      22554     Primary         PUD Detached                 360             360
211052573                                COURTLAND                             VA      23837     Non-owner       Single Family Detached       360             358
211052590                                FORT PIERCE                           FL      34950     Non-owner       Single Family Detached       360             358
211052604                                NORFOLK                               VA      23503     Primary         Single Family Detached       360             358
211052605                                FREDERICKSBURG                        VA      22408     Primary         Single Family Detached       360             358
211052606                                BALTIMORE                             MD      21209     Primary         Condo Low-Rise Attached      360             358
211052633                                BALTIMORE                             MD      21212     Primary         Single Family Attached       360             358
211052653                                RICHMOND                              VA      23228     Primary         Single Family Detached       360             358
211052670                                MERRITT ISLAND                        FL      32952     Primary         Single Family Detached       360             358
211052686                                ROANOKE                               VA      24017     Non-owner       Single Family Detached       360             358
211052690                                LYNCHBURG                             VA      24503     Primary         Single Family Detached       360             358
211052695                                NORFOLK                               VA      23509     Primary         Single Family Detached       360             359
211052699                                SILVER SPRING                         MD      20901     Primary         Single Family Attached       360             358
211052715                                NORFOLK                               VA      23513     Non-owner       Single Family Detached       360             358
211052717                                ROANOKE                               VA      24019     Primary         Single Family Detached       360             358
211052733                                WHITE                                 GA      30184     Primary         Single Family Detached       360             358
211052770                                BALTIMORE                             MD      21216     Primary         Single Family Attached       360             359
211052788                                SAINT LEONARD                         MD      20685     Primary         PUD Detached                 360             358
211052812                                GAMBRILLS                             MD      21054     Primary         Single Family Attached       360             358
211052832                                LANHAM                                MD      20706     Primary         Single Family Detached       360             358
211052864                                PORTSMOUTH                            VA      23707     Primary         Single Family Detached       360             358
211052866                                ANNAPLIS                              MD      21403     Primary         Condo Low-Rise Attached      360             358
211052875                                PORTSMOUTH                            VA      23701     Primary         Single Family Detached       360             359
211052888                                COLUMBIA                              MD      21044     Primary         Single Family Detached       360             359
211052922                                SALEM                                 VA      24153     Non-owner       2-4 Units Attached           360             358
211052947                                RICHMOND                              VA      23223     Primary         Single Family Detached       360             358
211052993                                ANNANDALE                             VA      22003     Non-owner       Condo Low-Rise Attached      360             358
211052998                                GLADE SPRING                          VA      24340     Primary         Single Family Detached       360             358
211053034                                SOMERS                                CT      06071     Non-owner       Single Family Detached       360             358
211053042                                BUENA VISTA                           VA      24416     Non-owner       Single Family Detached       360             358
211053064                                WALDORF                               MD      20601     Primary         Single Family Detached       360             358
211053073                                SPOTSYLVANIA                          VA      22553     Primary         Single Family Detached       360             358
211053105                                BARTOW                                FL      33830     Second Home     Single Family Detached       360             359
211053122                                MONTGOMERY VILLAGE                    MD      20886     Primary         PUD Attached                 360             358
211053144                                WALDORF                               MD      20602     Primary         PUD Attached                 360             358
211053176                                GOOSE CREEK                           SC      29445     Primary         Single Family Detached       360             358
211053196                                VIRGINIA BEACH                        VA      23454     Primary         Single Family Detached       360             358
211053203                                GORDONSVILLE                          VA      22942     Primary         Single Family Detached       360             359
211053204                                FORT PIERCE                           FL      34950     Primary         Single Family Detached       360             358
211053207                                DINWIDDIE                             VA      23841     Primary         Single Family Detached       360             358
211053244                                MCDONOUGH                             GA      30253     Primary         Single Family Detached       360             358
211053245                                GAINESVILLE                           GA      30506     Primary         Single Family Detached       360             358
211053247                                BALTIMORE                             MD      21206     Primary         Single Family Detached       360             358
211053249                                SANDSTON                              VA      23150     Primary         Single Family Detached       360             359
211053259                                RIDGEWAY                              VA      24148     Primary         Single Family Detached       360             358
211053264                                LITHONIA                              GA      30038     Primary         PUD Detached                 360             358
211053272                                PORTLAND                              OR      97203     Primary         Single Family Detached       360             358
211053275                                TALLAHASSEE                           FL      32310     Non-owner       Single Family Detached       360             359
211053325                                BALTIMORE                             MD      21220     Primary         Single Family Attached       360             358
211053366                                THOMASVILLE                           GA      31757     Primary         Single Family Detached       360             359
211053378                                CHESAPEAKE                            VA      23325     Non-owner       Single Family Detached       360             358
211053387                                NEWARK                                DE      19713     Primary         Single Family Attached       360             358
211053402                                LITHONIA                              GA      30058     Non-owner       Single Family Detached       360             359
211053434                                M BOWIE                               MD      20721     Second Home     Condo Low-Rise Attached      360             359
211053445                                AUBURNDALE                            FL      33823     Primary         Single Family Detached       360             357
211053453                                ANNAPOLIS                             MD      21401     Primary         Single Family Detached       360             358
211053468                                CHESAPEAKE                            VA      23320     Primary         Single Family Detached       360             358
211053486                                VIRGINIA BEACH                        VA      23454     Primary         Single Family Detached       360             359
211053490                                GORDONSVILLE                          VA      22942     Primary         Single Family Detached       360             359
211053495                                HYATTSVILLE                           MD      20783     Primary         Condo High-Rise Attached     360             359
211053504                                DUBLIN                                GA      31021     Primary         Single Family Detached       360             359
211053506                                GREENSBORO                            NC      27407     Non-owner       Single Family Detached       360             358
211053514                                PORTSMOUTH                            VA      23703     Non-owner       Single Family Detached       360             358
211053553                                CAROLINA BEACH                        NC      28428     Non-owner       Condo Low-Rise Attached      360             359
211053713                                LYNCHBURG                             VA      24503     Primary         2-4 Units Attached           360             358
211053717                                UPPER MARLBORO                        MD      20774     Primary         Single Family Detached       360             359
211053727                                GLENARDEN                             MD      20706     Non-owner       Single Family Detached       360             358
211053795                                WOODBRIDGE                            VA      22193     Primary         Single Family Detached       360             359
211053854                                MARIETTA                              GA      30062     Primary         PUD Detached                 360             359
211053948                                CHESAPEAKE                            VA      23322     Primary         Single Family Detached       360             357
211053960                                MECHANICSVILLE                        VA      23111     Primary         Single Family Detached       360             359
211053996                                EAST NEW MARKET                       MD      21631     Primary         Single Family Detached       360             359
211054000                                GLASGOW                               VA      24555     Primary         Single Family Detached       360             359
211054218                                CHAMBERSBURG                          PA      17201     Primary         Single Family Detached       360             359
211054245                                LAS VEGAS                             NV      89123     Primary         Single Family Detached       360             359
211054289                                BLACKSBURG                            VA      24060     Primary         Single Family Detached       360             359
211054465                                LYMAN                                 SC      29365     Primary         Single Family Detached       360             359
211054506                                SPRINGFIELD                           VA      22151     Primary         Single Family Detached       360             359
211054521                                FREDERICKSBURG                        VA      22407     Primary         Single Family Detached       360             359
211055042                                BEL ALTON                             MD      20611     Primary         Single Family Detached       360             360
211055197                                UPPER MARLBORO                        MD      20772     Primary         PUD Attached                 360             357
211055291                                BRANDYWINE                            MD      20613     Primary         Single Family Detached       360             360
211055367                                ROANOKE                               VA      24012     Primary         Single Family Detached       360             360
211055463                                ABERDEEN                              MD      21001     Primary         PUD Detached                 360             360
231085692                                WATERBURY                             CT      06705     Primary         Condo Low-Rise Attached      360             355
231085797                                ROCHESTER                             NH      03867     Primary         Single Family Detached       360             354
231086410                                NEWBURY                               NH      03255     Primary         Single Family Detached       360             355
231086667                                WORCESTER                             MA      01604     Primary         Single Family Attached       360             355
231086742                                TOWNSHIP OF BERKELEY                  NJ      08721     Primary         Single Family Detached       360             356
231086750                                CONCORD                               NH      03301     Primary         2-4 Units Detached           360             355
231086760                                CITY OF LAWRENCE                      MA      01841     Primary         2-4 Units Detached           360             355
231086766                                MORRISVILLE                           VT      05661     Primary         Single Family Detached       360             356
231086768                                TAUNTON                               MA      02780     Primary         2-4 Units Detached           360             356
231086780                                HARTFORD                              CT      06114     Primary         2-4 Units Detached           360             357
231086825                                TOWN OF  HARTFORD                     CT      06112     Non-owner       2-4 Units Detached           360             358
231087171                                HAMMONTON                             NJ      08037     Non-owner       2-4 Units Detached           360             357
231087275                                AGAWAM                                MA      01001     Primary         Single Family Detached       360             357
231087281                                DENNISPORT                            MA      02639     Non-owner       Single Family Detached       360             356
231087421                                NORTH WOODSTOCK                       NH      03262     Primary         Single Family Detached       360             357
231087437                                TWSP OF WASHINGTON                    NJ      07882     Primary         Single Family Detached       360             357
231087449                                TWSP OF SOUTH CANAAN                  PA      18431     Primary         Single Family Detached       360             357
231087497                                TOWN OF W HARTFORD                    CT      06119     Primary         Single Family Detached       360             358
231087512                                LAWRENCE                              MA      01841     Primary         2-4 Units Detached           360             358
231087566                                TOWN OF GREECE                        NY      14616     Primary         Single Family Detached       360             358
231087571                                MIAMI                                 FL      33130     Second Home     Condo High-Rise Attached     360             358
231087577                                CRAWFORD                              NY      12566     Primary         Single Family Detached       360             357
231087621                                TOWN OF EAST HARTFORD                 CT      06118     Primary         Single Family Detached       360             357
231087705                                CLAREMONT                             NH      03743     Primary         Single Family Detached       360             357
231087728                                T/O MONTVILLE                         CT      06382     Primary         Single Family Detached       360             358
231087847                                NEWARK                                NJ      07102     Non-owner       2-4 Units Detached           360             358
231087866                                EASTPORT TOWN OF SOUTHAMPTON          NY      11941     Primary         Single Family Detached       360             358
231087868                                EAST FALMOUTH                         MA      02536     Primary         Single Family Detached       360             357
231087895                                HANSON                                MA      02341     Primary         Single Family Detached       360             357
231087907                                SANFORD                               ME      04073     Primary         Single Family Detached       360             357
231087960                                DETROIT                               MI      48228     Primary         Single Family Detached       360             358
231088148                                NEW BRITAIN                           CT      06051     Primary         2-4 Units Detached           360             357
231088584                                TOWN OF YARMOUTH                      MA      02675     Primary         Condo Low-Rise Attached      360             357
231088660                                FITCHBURG                             MA      01420     Primary         Single Family Detached       360             357
231088731                                WESTBROOK                             ME      04092     Primary         Single Family Detached       360             358
231088748                                NEWTON                                NH      03858     Primary         Single Family Detached       360             357
231088774                                TOWNSHIP OF WOODBRIDGE                NJ      07001     Primary         Single Family Detached       360             358
231088783                                SHELTON                               CT      06484     Primary         Single Family Detached       360             358
231088804                                NEW HAVEN                             CT      06512     Primary         Single Family Detached       360             358
231088817                                CITY OF BRIDGEPORT                    CT      06608     Non-owner       2-4 Units Detached           360             359
231088839                                TOWN OF BRISTOL                       CT      06010     Primary         Single Family Detached       360             358
231088852                                BERNARDSTON                           MA      01337     Primary         Single Family Detached       360             358
231088860                                BROCKTON                              MA      02302     Non-owner       Single Family Detached       360             358
231088896                                PLYMOUTH                              NH      03264     Primary         Single Family Detached       360             357
231088914                                NORWELL                               MA      02061     Primary         Single Family Detached       360             357
231088939                                NEWPORT                               RI      02840     Non-owner       Single Family Detached       360             357
231088948                                QUINCY                                MA      02170     Primary         Single Family Detached       360             357
231088951                                SPRINGFIELD                           MA      01118     Primary         Single Family Detached       360             358
231088965                                CHICOPEE                              MA      01020     Primary         Single Family Detached       360             358
231088971                                NEW BEDFORD                           MA      02745     Primary         Single Family Detached       360             357
231088972                                SANDWICH                              MA      02563     Primary         Single Family Detached       360             357
231088982                                FULTON                                NY      13069     Primary         Single Family Detached       360             357
231089023                                GALLOWAY TWP                          NJ      08215     Primary         Single Family Detached       360             358
231089026                                FAIRHAVEN                             MA      02719     Primary         Single Family Detached       360             358
231089055                                WARRENSBURG                           NY      12845     Primary         Single Family Detached       360             358
231089062                                SOUTH WHITEHALL                       PA      18193     Primary         Single Family Detached       360             357
231089163                                CARVER                                MA      02330     Primary         Single Family Detached       360             357
231089220                                MANCHESTER                            NH      03103     Primary         Single Family Detached       360             357
231089254                                CENTRAL FALLS                         RI      02863     Primary         2-4 Units Detached           360             358
231089257                                SPRINGETTSBURY TWP                    PA      17402     Primary         Single Family Detached       360             357
231089296                                GROVELAND                             MA      01834     Primary         Single Family Detached       360             358
231089298                                METHUEN                               MA      01844     Primary         Single Family Detached       360             358
231089311                                FARIFIELD                             CT      06824     Primary         Single Family Detached       360             358
231089313                                NEW SALEM                             MA      01355     Primary         Single Family Detached       360             358
231089352                                TOWN OF NEW BRITAIN                   CT      06053     Primary         Single Family Detached       360             357
231089355                                FORTY FORT                            PA      18704     Non-owner       2-4 Units Detached           360             357
231089367                                FORTY FORT                            PA      18704     Non-owner       2-4 Units Detached           360             357
231089381                                NEW HAVEN                             CT      06513     Non-owner       Single Family Detached       360             358
231089389                                NEW CASTLE                            DE      19720     Primary         Single Family Detached       360             358
231089397                                GRANVILLE                             VT      05669     Primary         Single Family Detached       360             358
231089399                                COVENTRY                              CT      06238     Primary         Single Family Detached       360             358
231089403                                TOWN OF WATERBURY                     CT      06706     Primary         Single Family Detached       360             357
231089410                                BELGRADE                              ME      04917     Non-owner       Single Family Detached       360             359
231089415                                ROTTERDAM                             NY      12306     Primary         Single Family Detached       360             358
231089423                                VILLAGE AND TOWN OF OSSINING          NY      10562     Non-owner       2-4 Units Detached           360             358
231089429                                GRAFTON                               MA      01560     Primary         2-4 Units Detached           360             358
231089432                                ORANGE                                MA      01364     Primary         Single Family Detached       360             358
231089444                                HARTFORD                              CT      06105     Non-owner       Condo High-Rise Attached     360             358
231089445                                MONSON                                MA      01057     Primary         Single Family Detached       360             358
231089455                                WESTFIELD                             MA      01085     Primary         Condo Low-Rise Attached      360             358
231089457                                EAST PROVIDENCE                       RI      02914     Primary         Single Family Detached       360             358
231089471                                TORRINGTON                            CT      06790     Non-owner       2-4 Units Detached           360             358
231089479                                BROCKTON                              MA      02302     Primary         Single Family Detached       360             358
231089486                                TOWN OF WATERBURY                     CT      06704     Primary         Single Family Detached       360             358
231089506                                TAUNTON                               MA      02780     Primary         Condo Low-Rise Attached      360             357
231089508                                SOUTH BOSTON                          MA      02124     Primary         Single Family Detached       360             358
231089529                                CLIFFSIDE PARK                        NJ      07010     Primary         Single Family Detached       360             358
231089549                                MORETOWN                              VT      05660     Primary         Single Family Detached       360             358
231089556                                MASHPEE                               MA      02649     Primary         Single Family Detached       360             358
231089572                                SPRINGFIELD                           MA      01109     Non-owner       2-4 Units Detached           360             358
231089576                                CUMBERLAND                            RI      02864     Primary         Single Family Detached       360             358
231089611                                PHILADELPHIA                          PA      19125     Non-owner       2-4 Units Detached           360             357
231089614                                DRACUT                                MA      01826     Primary         Single Family Detached       360             358
231089617                                PHILADELPHIA                          PA      19148     Primary         Single Family Attached       360             358
231089681                                BROOKLYN                              NY      11203     Non-owner       2-4 Units Attached           360             358
231089686                                WINTER HARBOR                         ME      04693     Primary         Single Family Detached       360             358
231089698                                HAMPDEN                               ME      04444     Primary         Single Family Detached       360             358
231089703                                ALLENTOWN                             PA      18102     Non-owner       2-4 Units Attached           360             358
231089712                                TERRYVILLE                            CT      06786     Primary         Single Family Detached       360             358
231089723                                TOWN OF BURLINGTON                    CT      06013     Non-owner       Single Family Detached       360             359
231089750                                STROUDSBURG                           PA      18360     Primary         Single Family Detached       360             357
231089760                                FALL RIVER                            MA      02724     Primary         Single Family Detached       360             358
231089766                                CITY OF WOONSOCKET                    RI      02895     Non-owner       2-4 Units Detached           360             358
231089833                                DUMONT                                NJ      07628     Primary         Single Family Detached       360             359
231089893                                NORTHWOOD                             NH      03261     Primary         Single Family Detached       360             358
231089910                                WALLINGFORD                           CT      06492     Primary         Single Family Detached       360             358
231089913                                EVERETT                               MA      02149     Primary         2-4 Units Detached           360             358
231089918                                OLD TOWN                              ME      04468     Primary         Single Family Detached       360             358
231089927                                CITY OF BRIDGEPORT                    CT      06604     Primary         2-4 Units Detached           360             358
231089929                                TWP OF FRANKLIN, SICKLERVILLE         NJ      08322     Non-owner       Single Family Detached       360             358
231089954                                TAUNTON                               MA      02780     Primary         Single Family Detached       360             358
231089959                                ROCKLAND                              MA      02370     Primary         Single Family Detached       360             358
231089963                                DERRY                                 NH      03038     Primary         Single Family Detached       360             358
231089965                                N DIGHTON                             MA      02764     Non-owner       Single Family Detached       360             358
231089979                                SPRINGFIELD                           MA      01107     Non-owner       2-4 Units Detached           360             358
231089980                                MIDDLETOWN                            NY      10940     Primary         Single Family Detached       360             358
231090063                                ELLINGTON                             CT      06029     Primary         Single Family Detached       360             358
231090074                                CEDAR GROVE                           NJ      07009     Primary         Single Family Detached       360             358
231090079                                VESTAL                                NY      13850     Primary         Single Family Detached       360             358
231090084                                WEST HAVEN                            CT      06516     Primary         Single Family Detached       360             358
231090112                                LAKE MILLS                            WI      53551     Primary         Single Family Detached       360             357
231090122                                PLAINVILLE                            CT      06062     Primary         Single Family Detached       360             358
231090124                                NEW BEDFORD                           MA      02740     Primary         2-4 Units Detached           360             358
231090132                                TOWN OF HUNTINGTON                    VT      05462     Primary         Single Family Detached       360             358
231090134                                WATERFORD                             CT      06385     Non-owner       Single Family Detached       360             358
231090146                                SOMERVILLE                            MA      02145     Primary         2-4 Units Detached           360             358
231090147                                BOYLSTON                              MA      01505     Primary         Single Family Detached       360             358
231090198                                CITY OF HARTFORD                      CT      06114     Non-owner       Condo Low-Rise Attached      360             358
231090214                                TEWKSBURY                             MA      01876     Primary         Condo Low-Rise Attached      360             358
231090221                                NEW BRITAIN                           CT      06051     Primary         Single Family Detached       360             358
231090262                                MOOSUP T/O PLAINFIELD                 CT      06354     Non-owner       2-4 Units Detached           360             358
231090277                                FALL RIVER                            MA      02721     Primary         2-4 Units Detached           360             358
231090279                                PATERSON                              NJ      07514     Primary         2-4 Units Detached           360             358
231090297                                LAWRENCE                              MA      01841     Primary         2-4 Units Detached           360             359
231090333                                FORT MYERS                            FL      33901     Non-owner       Single Family Detached       360             358
231090345                                STAMFORD                              CT      06902     Primary         2-4 Units Detached           360             358
231090360                                WELLS                                 ME      04090     Primary         Single Family Detached       360             358
231090362                                NORWICH                               CT      06360     Non-owner       2-4 Units Detached           360             359
231090370                                NEW BRITAIN                           CT      06051     Primary         Single Family Detached       360             358
231090400                                MANCHESTER                            NH      03103     Primary         Condo Low-Rise Attached      360             359
231090404                                CHICOPEE                              MA      01013     Primary         Single Family Detached       360             359
231090436                                WARWICK                               MA      01378     Primary         Single Family Detached       360             358
231090467                                YORK                                  ME      03909     Primary         Single Family Detached       360             358
231090627                                JERSEY CITY                           NJ      07307     Non-owner       Single Family Detached       360             359
231090630                                WINDSOR LOCKS                         CT      06096     Primary         Single Family Detached       360             359
231090650                                LEOMINSTER                            MA      01453     Primary         2-4 Units Detached           360             359
231090669                                WARE                                  MA      01082     Primary         Single Family Detached       360             359
231090681                                SHAFTSBURY                            VT      05262     Primary         Single Family Detached       360             359
231090723                                POMONA                                NY      10970     Non-owner       Condo Low-Rise Attached      360             358
231090742                                WATERBURY                             CT      06710     Non-owner       Condo Low-Rise Attached      360             359
231090825                                PEEKSKILL                             NY      10566     Primary         Condo Low-Rise Attached      360             359
231090864                                SPRINGFIELD                           MA      01107     Non-owner       2-4 Units Detached           360             359
231090866                                WEST PALM BEACH                       FL      33415     Primary         Condo High-Rise Attached     360             359
231090869                                MERIDEN                               CT      06451     Primary         Single Family Detached       360             359
231090896                                BEACHWOOD                             NJ      08722     Primary         Single Family Detached       360             359
231090898                                BAY SHORE                             NY      11706     Non-owner       Single Family Detached       180             179
231090905                                TOWN OF WETHERSFIELD                  CT      06109     Primary         Single Family Detached       360             359
231090985                                MIDDLEBORO                            MA      02346     Primary         Single Family Detached       360             359
231090997                                NEW HAVEN                             CT      06519     Non-owner       2-4 Units Detached           360             359
231091145                                BARNSTABLE (CENTERVILLE)              MA      02632     Primary         Single Family Detached       360             359
231091290                                HARTFORD                              CT      06114     Primary         2-4 Units Detached           360             359
231091326                                SEYMOUR                               CT      06483     Non-owner       Single Family Detached       360             359
231091483                                CORINTH                               ME      04427     Second Home     Single Family Detached       360             359
231092464                                BARRE                                 VT      05641     Primary         2-4 Units Detached           180             180
231092537                                SPRINGFIELD                           VT      05156     Non-owner       Single Family Detached       360             360
231092713                                TOWN AND VILLAGE OF WATERLOO          NY      13165     Primary         Single Family Detached       360             360
231092990                                TOWN OF WEST WARWICK                  RI      02893     Non-owner       2-4 Units Detached           360             360
321037209                                THORNTON                              CO      80229     Primary         PUD Detached                 360             354
321037446                                WEST JORDAN                           UT      84088     Primary         Single Family Detached       360             355
321037694                                THERMOPOLIS                           WY      82443     Primary         Single Family Detached       360             355
321037756                                ELIZABETH                             CO      80107     Primary         Single Family Detached       360             356
321037770                                LOVELAND                              CO      80537     Primary         Single Family Attached       360             355
321038352                                ARVADA                                CO      80002     Primary         Single Family Detached       360             355
321039025                                DENVER                                CO      80223     Primary         Single Family Detached       360             357
321039053                                LYONS                                 CO      80540     Primary         Single Family Detached       360             357
321039074                                AURORA                                CO      80017     Primary         Single Family Detached       360             356
321039129                                BLUFFDALE                             UT      84065     Primary         Single Family Detached       360             357
321039130                                JEFFERSON                             CO      80456     Second Home     Single Family Detached       360             357
321039134                                THORNTON                              CO      80233     Primary         Single Family Attached       360             356
321039142                                TAYLORSVILLE                          UT      84118     Primary         Single Family Detached       360             356
321039219                                CONYERS                               GA      30094     Primary         Single Family Detached       360             358
321039231                                LAYTON                                UT      84041     Primary         Single Family Detached       360             357
321039242                                ROY                                   UT      84067     Primary         Single Family Detached       360             358
321039265                                DEER TRAIL                            CO      80105     Primary         Single Family Detached       360             358
321039301                                LOUISVILLE                            CO      80027     Non-owner       Single Family Detached       360             356
321039331                                EAGLE MOUNTAIN                        UT      84005     Primary         Single Family Detached       360             357
321039361                                KISSIMMEE                             FL      34744     Primary         Single Family Detached       360             357
321039373                                ROY                                   UT      84067     Primary         Single Family Detached       360             357
321039430                                PARKER                                CO      80134     Primary         PUD Detached                 360             358
321039442                                PARKER                                CO      80134     Primary         PUD Detached                 360             357
321039446                                DENVER                                CO      80249     Primary         PUD Detached                 360             357
321039480                                SANDY                                 UT      84070     Primary         Single Family Detached       360             358
321039489                                AURORA                                CO      80012     Primary         PUD Attached                 360             357
321039509                                CLEARFIELD                            UT      84015     Primary         Single Family Detached       360             358
321039556                                HELPER                                UT      84526     Primary         Single Family Detached       360             358
321039614                                ELWOOD                                UT      84337     Primary         Single Family Detached       360             357
321039676                                ROCK SPRINGS                          WY      82901     Primary         Single Family Detached       360             357
321039718                                DENVER                                CO      80205     Primary         Single Family Detached       360             358
321039734                                PLEASANT GROVE                        UT      84062     Primary         Single Family Detached       360             357
321039743                                PLEASANT GROVE                        UT      84062     Primary         Single Family Detached       360             357
321039783                                SYLACUGA                              AL      35151     Primary         Single Family Detached       360             358
321039820                                DENVER                                CO      80239     Primary         Single Family Detached       360             357
321039847                                SALT LAKE CITY                        UT      84118     Primary         Single Family Detached       360             358
321039854                                WEST VALLEY CITY                      UT      84120     Primary         Single Family Detached       360             357
321039871                                THAYNE                                WY      83127     Primary         Single Family Detached       360             358
321039875                                LITTLETON                             CO      80120     Primary         Single Family Detached       360             358
321039877                                COLORADO SPRINGS                      CO      80918     Non-owner       Single Family Detached       360             358
321039901                                NORTH OGDEN                           UT      84414     Primary         Single Family Detached       360             357
321039949                                BAILEY                                CO      80421     Second Home     Single Family Detached       360             358
321039958                                SOUTH OGDEN                           UT      84405     Primary         Single Family Detached       360             358
321039962                                GRAND JUNCTION                        CO      81503     Primary         PUD Detached                 360             358
321039965                                EDWARDS                               CO      81632     Primary         PUD Detached                 360             358
321039984                                ELIZABETH                             CO      80107     Primary         Single Family Detached       360             358
321040028                                ARVADA                                CO      80004     Primary         Single Family Detached       360             358
321040046                                ENGLEWOOD                             CO      80110     Primary         Single Family Detached       360             358
321040083                                AURORA                                CO      80012     Non-owner       Single Family Detached       360             358
321040148                                SARATOGA SPRINGS                      UT      84045     Primary         PUD Attached                 360             358
321040157                                SALT LAKE CITY                        UT      84118     Primary         Single Family Detached       360             358
321040170                                HERRIMAN                              UT      84096     Non-owner       Single Family Detached       360             359
321040172                                CHEYENNE                              WY      82001     Primary         Single Family Detached       360             358
321040232                                WEST VALLEY                           UT      84120     Primary         Single Family Detached       360             358
321040246                                CENTENNIAL                            CO      80015     Primary         PUD Detached                 360             358
321040250                                CHEYENNE                              WY      82001     Primary         Single Family Detached       360             358
321040262                                BRIGHAM CITY                          UT      84302     Primary         Single Family Detached       360             358
321040281                                MIAMI                                 FL      33179     Primary         PUD Attached                 360             358
321040304                                DENVER                                CO      80205     Non-owner       Single Family Attached       360             358
321040305                                ELIZABETH                             CO      80107     Primary         Single Family Detached       360             358
321040337                                EVERGREEN                             CO      80439     Primary         Single Family Detached       360             358
321040417                                SALT LAKE CITY                        UT      84104     Primary         Single Family Detached       360             358
321040429                                SANDY                                 UT      84094     Primary         Single Family Detached       360             358
321040471                                DENVER                                CO      80204     Non-owner       Single Family Detached       360             358
321040475                                COLORADO SPRINGS                      CO      80906     Primary         Single Family Detached       360             358
321040507                                BOUNTIFUL                             UT      84010     Primary         Single Family Detached       360             358
321040550                                COLORADO SPRINGS                      CO      80918     Primary         Single Family Detached       360             358
321040589                                ROCK SPRINGS                          WY      82901     Primary         Single Family Detached       360             358
321040594                                SALT LAKE CITY                        UT      84118     Primary         Single Family Detached       360             358
321040692                                LAKEWOOD                              CO      80227     Primary         PUD Attached                 360             358
321040714                                TAYLORSVILLE                          UT      84123     Primary         Single Family Detached       360             359
321040731                                ROY                                   UT      84067     Primary         Single Family Detached       360             359
321040801                                WEST JORDAN                           UT      84084     Primary         Single Family Detached       360             358
321040803                                AURORA                                CO      80013     Primary         Single Family Detached       360             358
331049464                                RED HOOK                              NY      12571     Primary         Single Family Detached       360             354
331049778                                GOSHEN                                NY      10924     Primary         Single Family Detached       360             357
331050358                                EAST ELMHURST                         NY      11369     Primary         Single Family Attached       360             356
331050438                                OAK RIDGE                             NJ      07438     Primary         Single Family Detached       360             356
331050449                                FREEPORT                              NY      11520     Primary         Single Family Detached       360             356
331050537                                MIRAMAR                               FL      33023     Primary         Single Family Detached       360             357
331050749                                POUGHKEEPSIE                          NY      12603     Non-owner       Single Family Detached       360             357
331050756                                BROOKLYN                              NY      11234     Primary         Single Family Attached       360             356
331050804                                SCHENECTADY                           NY      12304     Non-owner       2-4 Units Detached           360             357
331050876                                WHITE PLAINS                          NY      10606     Primary         2-4 Units Detached           360             357
331050918                                INWOOD                                NY      11096     Primary         Single Family Detached       360             357
331051022                                BROOKLYN                              NY      11233     Non-owner       2-4 Units Attached           360             358
331051030                                MIRAMAR                               FL      33056     Primary         Single Family Detached       360             357
331051055                                BRIDGEPORT                            CT      06606     Primary         Single Family Detached       360             357
331051103                                BAY SHORE                             NY      11706     Primary         Single Family Detached       360             357
331051169                                BROOKLYN                              NY      11226     Primary         Single Family Detached       360             357
331051204                                LINDENHURST                           NY      11757     Primary         Single Family Detached       360             358
331051350                                BROOKLYN                              NY      11212     Non-owner       2-4 Units Detached           360             358
331051396                                ROCKAWAY                              NJ      07866     Primary         Single Family Detached       360             357
331051455                                QUEENS VILLAGE                        NY      11429     Primary         Single Family Detached       360             357
331051457                                JAMAICA                               NY      11433     Primary         Single Family Attached       360             359
331051486                                WHITE PLAINS                          NY      10607     Primary         Single Family Detached       360             357
331051490                                BROOKLYN                              NY      11216     Primary         2-4 Units Attached           360             358
331051598                                LANCASTER                             NY      14086     Primary         Single Family Detached       360             358
331051757                                IRVINGTON                             NJ      07111     Primary         2-4 Units Detached           360             358
331051760                                JAMAICA                               NY      11435     Primary         Single Family Detached       360             357
331051767                                DANIELSON                             CT      06239     Primary         Single Family Detached       360             357
331051792                                CAIRO                                 NY      12413     Primary         Single Family Detached       360             357
331052034                                OLEAN                                 NY      14760     Primary         Single Family Detached       360             358
331052041                                WESTBURY                              NY      11590     Non-owner       Single Family Detached       360             358
331052065                                MONTICELLO                            NY      12701     Primary         Single Family Detached       360             358
331052069                                LONDONDERRY                           VT      05148     Second Home     Single Family Detached       360             357
331052095                                BAY SHORE                             NY      11706     Primary         Single Family Detached       360             357
331052104                                NORTH BALDWIN                         NY      11510     Primary         Single Family Detached       360             357
331052108                                CAMBRIA HEIGHTS                       NY      11411     Primary         Single Family Detached       360             358
331052112                                BROOKLYN                              NY      11208     Non-owner       2-4 Units Attached           360             357
331052118                                ROOSEVELT                             NY      11575     Primary         Single Family Detached       360             358
331052149                                STANHOPE                              NJ      07874     Primary         Single Family Detached       360             357
331052182                                POUGHKEEPSIE                          NY      12601     Primary         Single Family Detached       360             358
331052211                                MULBERRY                              FL      33860     Second Home     Single Family Detached       360             357
331052248                                BROOKLYN                              NY      11225     Primary         2-4 Units Attached           360             357
331052280                                STONE RIDGE                           NY      12484     Primary         Single Family Detached       360             357
331052321                                LAKEWOOD                              NJ      08701     Primary         Single Family Detached       360             357
331052336                                SPRINGFIELD GARDENS                   NY      11413     Primary         Single Family Detached       360             358
331052356                                STATEN ISLAND                         NY      10301     Primary         Single Family Detached       360             358
331052379                                JACKSONVILLE                          FL      32244     Primary         Single Family Detached       360             357
331052388                                HOMOSASSA                             FL      34446     Primary         Single Family Detached       360             358
331052425                                BUFFALO                               NY      14207     Primary         Single Family Detached       360             358
331052437                                VALLEY STREAM                         NY      11580     Non-owner       2-4 Units Detached           360             357
331052457                                SPRINGFIELD GARDENS                   NY      11413     Primary         2-4 Units Detached           360             358
331052467                                PATTERSON                             NJ      07502     Primary         2-4 Units Detached           360             358
331052522                                PUEBLO WEST                           CO      81007     Primary         Single Family Detached       360             358
331052531                                BROOKLYN                              NY      11236     Non-owner       2-4 Units Attached           360             357
331052535                                ELIZAVILLE                            NY      12523     Primary         Single Family Detached       360             357
331052547                                BRONX                                 NY      10473     Primary         Condo Low-Rise Attached      360             357
331052551                                NEW WINDSOR                           NY      12553     Non-owner       PUD Detached                 360             358
331052554                                LAURELTON                             NY      11413     Primary         Single Family Detached       360             357
331052584                                EAST PATCHOGUE                        NY      11772     Primary         Single Family Detached       360             358
331052588                                FAR ROCKAWAY                          NY      11691     Second Home     Single Family Detached       360             358
331052592                                STANHOPE                              NJ      07874     Primary         Single Family Detached       360             358
331052602                                TERRYVILLE                            CT      06786     Non-owner       2-4 Units Detached           360             358
331052606                                BAY SHORE                             NY      11706     Primary         Single Family Detached       360             358
331052625                                RICHMOND                              VA      23220     Non-owner       Single Family Attached       360             358
331052638                                SEA CLIFF                             NY      11579     Primary         Single Family Detached       360             358
331052728                                FAR ROCKAWAY                          NY      11691     Non-owner       2-4 Units Detached           360             358
331052749                                NEPTUNE                               NJ      07753     Primary         Single Family Detached       360             358
331052829                                ELMONT                                NY      11003     Primary         Single Family Detached       360             358
331052859                                RONKONKOMA                            NY      11779     Primary         Single Family Detached       360             358
331052909                                DINGMANS FERRY                        PA      18328     Primary         Single Family Detached       360             358
331052934                                SEAFORD                               NY      11783     Primary         Single Family Detached       360             358
331052970                                NORTH ARLINGTON                       NJ      07031     Primary         Single Family Detached       360             358
331053006                                TEANECK                               NJ      07666     Primary         Single Family Detached       360             358
331053084                                VERO BEACH                            FL      32962     Second Home     Single Family Detached       360             358
331053122                                BRENTWOOD                             NY      11717     Primary         Single Family Detached       360             358
331053135                                VALLEY STREAM                         NY      11580     Primary         Single Family Detached       360             358
331053183                                BROOKLYN                              NY      11208     Primary         2-4 Units Attached           360             358
331053204                                BRANDON                               FL      33510     Primary         Single Family Detached       360             358
331053228                                CORNING                               NY      14830     Primary         Single Family Detached       360             358
331053241                                TOMS RIVER                            NJ      08753     Primary         Single Family Detached       360             358
331053401                                WATERTOWN                             NY      13601     Primary         Single Family Detached       360             358
331053403                                MARION                                NY      14505     Primary         Single Family Detached       360             358
331053469                                FREEPORT                              NY      11520     Primary         Single Family Detached       360             359
331053474                                FREEPORT                              NY      11320     Primary         Single Family Detached       360             359
331053501                                BROOKLYN                              NY      11208     Primary         2-4 Units Attached           360             359
331053547                                BRONX                                 NY      10466     Primary         2-4 Units Detached           360             358
331053550                                COLLEGE POINT                         NY      11356     Primary         Single Family Detached       360             358
331053555                                CORNWALL-ON-HUDSON                    NY      12520     Primary         Single Family Detached       360             359
331053564                                WESTBURY                              NY      11590     Primary         Single Family Detached       360             358
331053571                                MOUNT VERNON                          NY      10550     Primary         Single Family Detached       360             359
331053618                                JERSEY CITY                           NJ      07304     Primary         Single Family Attached       360             358
331053681                                BRONX                                 NY      10461     Primary         2-4 Units Detached           360             359
331053698                                NORWOOD                               NC      28128     Primary         Single Family Detached       180             179
331053713                                HUDSON                                NY      12534     Non-owner       2-4 Units Detached           360             359
331053752                                TRENTON                               NJ      08618     Non-owner       Single Family Attached       360             359
331053798                                MASTIC                                NY      11950     Primary         Single Family Detached       360             359
331053843                                BROOKLYN                              NY      11208     Primary         Single Family Attached       360             358
331053871                                JAMAICA                               NY      11433     Primary         Single Family Detached       360             358
331053970                                MANORVILLE                            NY      11949     Primary         Single Family Detached       360             359
331053972                                JAMAICA                               NY      11435     Non-owner       2-4 Units Detached           360             359
331053982                                FREEPORT                              NY      11520     Primary         Single Family Detached       360             359
331054089                                LINDENHURST                           NY      11757     Non-owner       Single Family Detached       360             359
331054124                                BROOKLYN                              NY      11207     Primary         2-4 Units Attached           360             359
331054143                                AMITYVILLE                            NY      11701     Primary         Single Family Detached       360             359
331054203                                HOWARD BEACH                          NY      11414     Primary         2-4 Units Attached           360             359
331054228                                SELDEN                                NY      11784     Primary         Single Family Detached       360             359
331054455                                NEWARK                                DE      19702     Primary         Single Family Detached       360             359
331054786                                FISHKILL                              NY      12524     Primary         Single Family Detached       360             360
331056375                                YORKTOWN HEIGHTS                      NY      10598     Primary         Single Family Detached       360             360
331056426                                PINE HILL                             NJ      08021     Primary         Single Family Detached       360             360
341036778                                MIAMI                                 FL      33169     Primary         Single Family Detached       360             355
341037005                                WINSTON SALEM                         NC      27104     Primary         Single Family Detached       360             355
341037706                                HENDERSON                             NC      27537     Primary         Single Family Detached       360             357
341037821                                N CHARLESTON                          SC      29405     Primary         Single Family Detached       360             356
341038110                                BIRMINGHAM                            AL      35217     Primary         Single Family Detached       360             357
341038121                                ROANOKE RAPIDS                        NC      27870     Primary         Single Family Detached       360             357
341038744                                FRANKLINTON                           NC      27525     Second Home     Single Family Detached       360             357
341038896                                CHARLOTTE                             NC      28262     Primary         PUD Detached                 360             357
341039025                                MONROE                                NC      28112     Primary         Single Family Detached       360             357
341039109                                FAYETTEVILLE                          GA      30215     Primary         Single Family Detached       360             359
341039132                                MOORESVILLE                           NC      28115     Primary         Single Family Detached       360             358
341039142                                KNIGHTDALE                            NC      27545     Primary         Single Family Detached       360             357
341039155                                MULLINS                               SC      29574     Non-owner       Single Family Detached       360             359
341039225                                ST SIMONS ISLAND                      GA      31522     Primary         Single Family Detached       360             358
341039227                                WEDDINGTON                            NC      28104     Non-owner       Single Family Detached       360             358
341039240                                ROSWELL                               GA      30075     Non-owner       Single Family Detached       360             357
341039257                                CANTON                                NC      28716     Primary         Single Family Detached       360             357
341039258                                ELIZABETHTOWN                         NC      28337     Primary         Single Family Detached       360             357
341039287                                DUNDALK                               MD      21222     Primary         Single Family Detached       360             357
341039328                                HARTWELL                              GA      30643     Primary         Single Family Detached       360             358
341039329                                WEST COLUMBIA                         SC      29169     Non-owner       PUD Detached                 360             357
341039358                                MONTROSS                              VA      22520     Primary         PUD Detached                 360             357
341039362                                MONTROSS                              VA      22520     Primary         PUD Detached                 360             357
341039371                                BAKERSVILLE                           NC      28705     Second Home     Single Family Detached       360             358
341039379                                ATLANTA                               GA      30318     Non-owner       Single Family Detached       360             357
341039421                                HIGH POINT                            NC      27265     Non-owner       Condo Low-Rise Attached      360             358
341039454                                WESTMINSTER                           MD      21157     Primary         Single Family Detached       360             357
341039458                                IRMO                                  SC      29063     Primary         Single Family Detached       360             358
341039468                                MONCKS CORNER                         SC      29461     Primary         Single Family Detached       360             358
341039473                                THEODORE                              AL      36582     Primary         Single Family Detached       360             357
341039475                                MONCKS CORNER                         SC      29461     Primary         Single Family Detached       360             358
341039479                                SIMPSONVILLE                          SC      29681     Primary         PUD Detached                 360             358
341039484                                ATLANTA                               GA      30312     Non-owner       Condo Low-Rise Attached      360             358
341039511                                NORTH CHARLESTON                      SC      29405     Non-owner       Single Family Detached       360             358
341039541                                CHARLOTTE                             NC      28278     Primary         Single Family Detached       360             358
341039543                                HILTON HEAD                           SC      29926     Primary         PUD Detached                 360             358
341039592                                HIGH POINT                            NC      27262     Primary         PUD Detached                 360             358
341039612                                ZEBULON                               NC      27597     Primary         Single Family Detached       360             358
341039629                                THOMASVILLE                           NC      27360     Primary         Single Family Detached       360             357
341039633                                MIDDLETOWN                            IN      47356     Primary         Single Family Detached       360             358
341039634                                RALEIGH                               NC      27610     Second Home     Single Family Attached       360             358
341039635                                MOUNT PLEASANT                        NC      28124     Primary         Single Family Detached       360             358
341039636                                CLIO                                  MI      48420     Primary         Single Family Detached       360             358
341039640                                SALISBURY                             NC      28146     Non-owner       Single Family Detached       360             358
341039708                                DECATUR                               GA      30032     Non-owner       Single Family Detached       360             358
341040020                                LINCOLNTON                            NC      28092     Primary         Single Family Detached       360             358
341040088                                ROCKY MOUNT                           NC      27801     Non-owner       Single Family Detached       360             358
341040120                                COPPERHILL                            TN      37317     Primary         Single Family Detached       360             358
341040204                                LEXINGTON                             NC      27295     Primary         Single Family Detached       360             358
341040217                                ATLANTA                               GA      30316     Primary         Single Family Detached       360             358
341040224                                JESUP                                 GA      31545     Primary         Single Family Detached       360             358
341040297                                BONAIRE                               GA      31005     Primary         Single Family Detached       360             359
341040304                                MOYOCK                                NC      27958     Primary         Single Family Detached       360             358
341040391                                JACKSON                               MS      39206     Non-owner       Single Family Detached       360             359
341040435                                WILMINGTON                            NC      28411     Primary         PUD Detached                 360             358
341040452                                HIRAM                                 GA      30141     Non-owner       Single Family Detached       360             359
341040462                                WILLOW SPRING                         NC      27592     Primary         Single Family Detached       360             358
341040464                                GRANITE FALLS                         NC      28630     Non-owner       Single Family Detached       360             358
341040477                                ATLANTA                               GA      30311     Non-owner       Single Family Detached       360             359
341040532                                MANASSAS                              VA      20109     Primary         PUD Attached                 360             358
341040540                                POWDER SPRINGS                        GA      30127     Primary         Single Family Detached       360             358
341040573                                KILL DEVIL HILLS                      NC      27948     Non-owner       Single Family Detached       360             358
341040577                                DAPHNE                                AL      36526     Primary         PUD Detached                 360             358
341040599                                WILMINGTON                            NC      28401     Primary         Single Family Detached       360             358
341040619                                BIRMINGHAM                            AL      35218     Non-owner       Single Family Detached       360             358
341040626                                KENNESAW                              GA      30144     Non-owner       PUD Detached                 360             358
341040636                                CHARLOTTE                             NC      28214     Primary         Single Family Detached       360             358
341040641                                CHARLESTON                            SC      29403     Primary         Condo Low-Rise Attached      360             358
341040647                                ROSE HILL                             NC      28458     Primary         Single Family Detached       360             358
341040670                                WILSON                                NC      27893     Primary         Single Family Detached       360             359
341040740                                ACWORTH                               GA      30102     Primary         Single Family Detached       360             358
341040784                                JACKSONVILLE                          NC      28540     Primary         Single Family Detached       360             359
341040870                                TROUTMAN                              NC      28166     Primary         Single Family Detached       360             359
341040896                                SAVANNAH                              GA      31405     Non-owner       Single Family Detached       360             359
341040920                                LITHONIA                              GA      30058     Non-owner       Single Family Detached       360             358
341040924                                MOUNT HOLLY                           NC      28120     Non-owner       Single Family Detached       360             358
341040949                                SAVANNAH                              GA      31419     Non-owner       Single Family Detached       360             358
341040964                                HENDERSONVILLE                        NC      28739     Non-owner       Single Family Detached       360             358
341041113                                CHARLOTTE                             NC      28269     Primary         PUD Detached                 360             358
341041126                                COVINGTON                             GA      30016     Primary         Single Family Detached       360             359
341041172                                DURHAM                                NC      27707     Primary         Single Family Detached       360             359
341041243                                BIRMINGHAM                            AL      35215     Non-owner       Single Family Detached       360             358
341041268                                ATLANTA                               GA      30311     Non-owner       Single Family Detached       360             359
341041542                                MONCKS CORNER                         SC      29461     Primary         Single Family Detached       360             359
341041543                                MARION                                NC      28752     Primary         Single Family Detached       360             359
341041625                                JACKSONSVILLE                         FL      32206     Primary         Single Family Detached       360             359
341041785                                CHARLOTTE                             NC      28278     Primary         PUD Detached                 360             359
341041973                                AIKEN                                 SC      29803     Non-owner       PUD Detached                 360             360
341042723                                MARYSVILLE                            IN      47141     Primary         Single Family Detached       360             359
341042747                                WINSTON SALEM                         NC      27105     Primary         Single Family Detached       360             360
341043326                                GREENSBORL                            NC      27401     Non-owner       Single Family Detached       360             360
341043494                                RICH SQUARE                           NC      27869     Primary         Single Family Detached       360             360
341043618                                ATLANTA                               GA      30317     Non-owner       Condo Low-Rise Attached      360             360
341043680                                SALEMBURG                             NC      28385     Primary         Single Family Detached       180             180
351039735                                MISSOURI CITY                         TX      77459     Primary         PUD Detached                 360             355
351040101                                HUNTSVILLE                            TX      77340     Primary         Single Family Detached       360             354
351040661                                KATY                                  TX      77449     Primary         PUD Detached                 360             355
351040732                                GRAND PRAIRIE                         TX      75052     Primary         Single Family Detached       360             355
351040734                                HOUSTON                               TX      77067     Primary         PUD Detached                 360             355
351040891                                HOUSTON                               TX      77084     Primary         PUD Detached                 360             355
351040940                                AUSTIN                                TX      78734     Primary         PUD Detached                 360             355
351041172                                PASADENA                              TX      77502     Primary         Single Family Detached       360             356
351041354                                RICHMOND                              TX      77469     Primary         Single Family Detached       360             355
351041577                                MONTGOMERY                            TX      77356     Primary         PUD Detached                 360             355
351041848                                CYPRESS                               TX      77433     Primary         PUD Detached                 360             356
351041987                                PEARLAND                              TX      77584     Primary         Single Family Detached       360             357
351042684                                KYLE                                  TX      78640     Primary         PUD Detached                 360             358
351042919                                ARLINGTON                             TX      76014     Non-owner       2-4 Units Attached           360             358
351042940                                MAGNOLIA                              TX      77355     Primary         Single Family Detached       360             358
351042967                                HOUSTON                               TX      77047     Primary         PUD Detached                 360             358
351042987                                HOUSTON                               TX      77070     Primary         PUD Detached                 360             358
351042993                                HOUSTON                               TX      77095     Primary         PUD Detached                 360             357
351043026                                FRESNO                                TX      77545     Primary         Single Family Detached       360             358
351043113                                CROSBY                                TX      77532     Primary         Single Family Detached       360             358
351043153                                SAN ANTONIO                           TX      78244     Primary         PUD Detached                 360             358
351043165                                BAYTOWN                               TX      77520     Non-owner       Single Family Detached       360             358
351043288                                HOUSTON                               TX      77064     Non-owner       PUD Detached                 360             358
351043704                                HOUSTON                               TX      77070     Primary         Single Family Detached       360             358
351043742                                SPRING                                TX      77373     Primary         PUD Detached                 360             359
351044331                                KATY                                  TX      77450     Primary         PUD Detached                 360             359
351044470                                BRAZORIA                              TX      77422     Primary         Single Family Detached       360             359
351045525                                HUNTSVILLE                            TX      77340     Primary         PUD Detached                 360             360
371038874                                BURLINGTON                            NC      27215     Primary         Single Family Detached       360             354
371039484                                LYNN HAVEN                            FL      32444     Primary         Single Family Detached       360             355
371039645                                ORLANDO                               FL      32808     Primary         Single Family Detached       360             355
371039744                                JACKSONVILLE                          FL      32221     Primary         Single Family Detached       360             356
371039957                                JACKSONVILLE                          FL      32211     Primary         Single Family Detached       360             355
371040742                                ORLANDO                               FL      32818     Primary         Single Family Detached       360             356
371040782                                DELTONA                               FL      32725     Primary         Single Family Detached       360             356
371040834                                CAPE CORAL                            FL      33914     Primary         Single Family Detached       360             357
371040903                                JACKSONVILLE                          FL      32222     Primary         Single Family Detached       360             356
371041009                                OCALA                                 FL      34482     Primary         Single Family Detached       360             356
371041016                                CAPE CORAL                            FL      33990     Primary         Single Family Detached       360             355
371041254                                ARCADIA                               FL      34266     Non-owner       Single Family Detached       360             358
371041494                                KISSIMMEE                             FL      34744     Second Home     PUD Detached                 360             358
371041605                                WEST PALM BEACH                       FL      33415     Non-owner       PUD Attached                 360             356
371041753                                ORLANDO                               FL      32824     Primary         PUD Detached                 360             356
371041808                                LAKELAND                              FL      33801     Primary         Single Family Detached       360             358
371041830                                PALM HARBOR                           FL      34683     Primary         Single Family Detached       360             356
371041843                                ORLANDO                               FL      32833     Primary         Single Family Detached       360             356
371041866                                MIAMI                                 FL      33186     Primary         Single Family Detached       360             358
371041881                                ORLANDO                               FL      32809     Primary         Single Family Detached       360             358
371042105                                QUINCY                                FL      32351     Primary         Single Family Detached       360             357
371042118                                PALM COAST                            FL      32164     Second Home     Single Family Detached       360             356
371042120                                MIAMI GARDENS                         FL      33056     Primary         Single Family Detached       360             356
371042133                                PALM COAST                            FL      32164     Primary         Single Family Detached       360             356
371042151                                CLEARWATER                            FL      33755     Primary         Single Family Detached       360             357
371042248                                MACON                                 GA      31210     Primary         Single Family Detached       360             357
371042260                                WINTER GARDEN                         FL      34787     Primary         PUD Attached                 360             356
371042309                                BALTIMORE                             MD      21229     Primary         Single Family Attached       360             357
371042377                                OVIEDO                                FL      32765     Primary         PUD Detached                 360             357
371042380                                BOYNTON BEACH                         FL      33435     Non-owner       Single Family Detached       360             357
371042416                                DAYTONA BEACH                         FL      32119     Primary         Single Family Detached       360             356
371042428                                NAPLES                                FL      34120     Primary         PUD Detached                 360             358
371042502                                DUNNELLON                             FL      34432     Primary         Single Family Detached       360             357
371042552                                LAKELAND                              FL      33813     Primary         Single Family Detached       360             358
371042583                                JACKSONVILLE                          FL      32210     Second Home     PUD Detached                 360             357
371042687                                LAWTON                                OK      73505     Primary         Single Family Detached       360             357
371042721                                ORLANDO                               FL      32807     Primary         Single Family Detached       360             357
371042774                                MIAMI GARDENS                         FL      33055     Primary         Single Family Detached       360             357
371042796                                NEW PORT RICHEY                       FL      34852     Primary         Single Family Detached       360             357
371042824                                TAMPA                                 FL      33615     Primary         Single Family Detached       360             358
371042826                                CAPE CORAL                            FL      33993     Primary         Single Family Detached       360             358
371042927                                BELLEVUE                              MI      49021     Primary         Single Family Detached       360             357
371042944                                TAMPA                                 FL      33604     Non-owner       Single Family Detached       360             357
371042946                                TAMPA                                 FL      33610     Non-owner       Single Family Detached       360             358
371042947                                TAMPA                                 FL      33603     Non-owner       Single Family Detached       360             357
371043074                                TAMPA                                 FL      33604     Primary         Single Family Detached       360             358
371043090                                MIDDLE RIVER                          MD      21220     Primary         Single Family Attached       360             358
371043110                                MIDDLEBURG                            FL      32068     Primary         PUD Detached                 360             358
371043127                                HOLIDAY                               FL      34691     Primary         Single Family Detached       360             358
371043171                                ROSEDALE                              MD      21237     Primary         Single Family Attached       360             357
371043173                                WESLEY CHAPEL                         FL      33544     Primary         Single Family Detached       360             357
371043176                                JACKSONVILLE                          FL      32207     Primary         2-4 Units Detached           360             358
371043191                                ST. PETERSBURG                        FL      33705     Non-owner       Single Family Detached       360             358
371043217                                LAKE WALES                            FL      33853     Non-owner       Single Family Detached       360             358
371043240                                OCALA                                 FL      34470     Primary         Single Family Detached       360             358
371043265                                ORLANDO                               FL      32824     Primary         PUD Attached                 360             358
371043269                                TAMPA                                 FL      33624     Primary         Single Family Detached       360             357
371043270                                JACKSONVILLE BEACH                    FL      32250     Non-owner       Single Family Detached       360             358
371043326                                BRADENTON                             FL      34203     Primary         Single Family Detached       360             358
371043328                                JACKSON                               MI      49201     Primary         Single Family Detached       360             358
371043334                                FORT MYERS                            FL      33916     Non-owner       Single Family Detached       360             357
371043335                                ORLANDO                               FL      32811     Non-owner       Single Family Detached       360             358
371043336                                ORLANDO                               FL      32805     Non-owner       Single Family Detached       360             357
371043340                                BONITA SPRINGS                        FL      34135     Primary         Single Family Detached       360             357
371043399                                BUFFALO                               MN      55313     Primary         Single Family Detached       360             358
371043405                                MOUNT CARMEL                          TN      37645     Primary         Single Family Detached       360             357
371043412                                JACKSONVILLE                          FL      32225     Second Home     Single Family Detached       360             357
371043463                                ACWORTH                               GA      30102     Non-owner       Single Family Detached       360             357
371043474                                NORTH PORT                            FL      34286     Primary         Single Family Detached       360             358
371043487                                CANTON                                OH      44708     Primary         Single Family Detached       360             358
371043546                                CLEARWATER                            FL      33755     Primary         Single Family Detached       360             358
371043556                                CLEARWATER                            FL      33765     Primary         Single Family Detached       360             358
371043577                                AVON PARK                             FL      33825     Primary         Single Family Detached       360             358
371043641                                TAMPA                                 FL      33604     Non-owner       Single Family Detached       360             357
371043643                                COVINGTON                             GA      30016     Primary         Single Family Detached       360             359
371043666                                MULBERRY                              FL      33860     Primary         Single Family Detached       360             358
371043670                                TAMPA                                 FL      33610     Non-owner       Single Family Detached       360             357
371043693                                ORLANDO                               FL      32825     Primary         Single Family Detached       180             178
371043697                                REDDICK                               FL      32686     Primary         Single Family Detached       360             358
371043704                                LAKE MARY                             FL      32746     Non-owner       Single Family Detached       360             357
371043721                                CRESTVIEW                             FL      32536     Non-owner       Single Family Detached       360             358
371043728                                WINTER HAVEN                          FL      33880     Primary         Single Family Detached       360             358
371043772                                KISSIMMEE                             FL      34743     Primary         PUD Detached                 360             358
371043806                                AKRON                                 OH      44306     Non-owner       2-4 Units Detached           360             358
371043807                                CAPE CORAL                            FL      33914     Non-owner       Single Family Detached       360             358
371043811                                JACKSONVILLE                          FL      32224     Primary         Single Family Detached       360             358
371043816                                AKRON                                 OH      44320     Non-owner       Single Family Detached       360             358
371043822                                FORT MYERS                            FL      33905     Primary         Single Family Detached       360             358
371043824                                LEHIGH                                IA      50557     Primary         Single Family Detached       360             357
371043827                                FT MYERS                              FL      33967     Primary         Single Family Detached       360             358
371043830                                LEHIGH                                IA      50557     Primary         Single Family Detached       360             357
371043841                                ST PETERSBURG                         FL      33702     Non-owner       Single Family Detached       360             358
371043868                                LEESBURG                              FL      34788     Non-owner       Single Family Detached       360             358
371043872                                BALTIMORE                             MD      21218     Primary         Single Family Attached       360             358
371043880                                HORNERSVILLE                          MO      63855     Primary         Single Family Detached       360             358
371043910                                SARASOTA                              FL      34237     Primary         Single Family Detached       360             358
371043923                                KISSIMMEE                             FL      34746     Primary         Single Family Detached       360             358
371043953                                FLORAL CITY                           FL      34436     Non-owner       Single Family Detached       360             357
371043965                                TAMPA                                 FL      33601     Primary         Single Family Detached       360             359
371044004                                COLUMBUS                              OH      43207     Primary         Single Family Detached       360             358
371044013                                WESLEY CHAPEL                         FL      33544     Primary         Single Family Detached       360             359
371044017                                LAKELAND                              FL      33811     Primary         Single Family Detached       360             358
371044033                                DETROIT LAKES                         MN      56501     Non-owner       Single Family Detached       360             358
371044088                                INDIANAPOLIS                          IN      46241     Non-owner       Single Family Detached       360             358
371044151                                TAMPA                                 FL      33637     Primary         Single Family Detached       360             358
371044167                                APOPKA                                FL      32703     Primary         Single Family Detached       360             358
371044245                                DELTONA                               FL      32738     Non-owner       Single Family Detached       360             358
371044274                                FORT MYERS                            FL      33916     Non-owner       Single Family Detached       360             358
371044363                                NAPLES                                FL      34117     Primary         Single Family Detached       360             358
371044447                                WESTAMPTON                            NJ      08060     Primary         Single Family Attached       360             358
371044484                                RIVERVIEW                             FL      33569     Primary         PUD Detached                 360             358
371044682                                ORLANDO                               FL      32808     Primary         Single Family Detached       360             358
371044709                                TAMPA                                 FL      33607     Non-owner       Single Family Detached       360             359
371044715                                SAINT PETERSBURG                      FL      33705     Primary         Single Family Detached       360             358
371044718                                ORLANDO                               FL      32822     Primary         Single Family Detached       360             358
371044730                                FORT MYERS                            FL      33919     Primary         PUD Detached                 360             358
371044827                                RIVERVIEW                             FL      33569     Non-owner       PUD Detached                 360             358
371044874                                ODESSA                                FL      33556     Primary         Single Family Detached       360             358
371044966                                KISSIMMEE                             FL      34758     Non-owner       PUD Detached                 360             358
371044977                                MURFREESBORO                          TN      37129     Primary         Single Family Detached       360             358
371045026                                GAINESVILLE                           FL      32609     Primary         Single Family Detached       360             359
371045054                                CHULUOTA                              FL      32766     Primary         Single Family Detached       360             358
371045056                                LAKELAND                              FL      33803     Primary         Single Family Detached       360             358
371045059                                SEFFNER                               FL      33584     Primary         Single Family Detached       360             358
371045161                                NAPLES                                FL      34116     Primary         Single Family Detached       360             359
371045189                                ORLANDO                               FL      32803     Primary         Single Family Detached       360             359
371045366                                SPRING HILL                           FL      34606     Non-owner       Single Family Detached       360             358
371045601                                CASSELBERRY                           FL      32707     Non-owner       Single Family Detached       360             359
371045654                                WESLEY CHAPEL                         FL      33543     Primary         PUD Attached                 360             359
371046043                                LAKELAND                              FL      33805     Primary         Single Family Detached       360             360
371046419                                JACKSONVILLE                          FL      32221     Primary         Single Family Detached       360             359
371046742                                JACKSONVILLE                          FL      32220     Primary         Single Family Detached       360             359
381029372                                NORTH ATTLEBORO                       MA      02760     Primary         Single Family Detached       360             354
381030132                                PROVIDENCE                            RI      02907     Primary         2-4 Units Detached           360             355
381030152                                BOURNE                                MA      02559     Primary         Single Family Detached       360             356
381030237                                MASHPEE                               MA      02649     Non-owner       Single Family Detached       360             356
381030294                                SOUTH DENNIS                          MA      02660     Primary         Single Family Detached       360             356
381030307                                NORTH PROVIDENCE                      RI      02904     Primary         2-4 Units Detached           360             356
381030317                                FAIRHAVEN                             MA      02719     Primary         Single Family Detached       360             356
401009969                                MANNSVILLE                            OK      73447     Primary         Single Family Detached       360             354
401010351                                KOKOMO                                IN      46902     Primary         Single Family Detached       360             354
411000131                                WATERTOWN                             CT      06795     Primary         2-4 Units Detached           360             355
411000212                                PLEASANT HILL                         MO      64080     Primary         Single Family Detached       360             355
411000893                                GILBERT                               AZ      85233     Primary         PUD Detached                 360             355
411000953                                WOODRIDGE                             NJ      07075     Primary         Single Family Detached       360             356
411000959                                CHESAPEAKE                            VA      23323     Primary         Single Family Detached       360             356
411000980                                ROSWELL                               GA      30076     Primary         PUD Detached                 360             358
411001162                                MAYWOOD                               IL      60153     Primary         2-4 Units Detached           360             358
411001201                                LA MIRADA                             CA      90638     Primary         Single Family Detached       360             356
411001284                                ATLANTA                               GA      30314     Primary         Single Family Detached       360             358
411001302                                ATHENS                                AL      35611     Primary         Single Family Detached       360             358
411001309                                CLINTON                               NY      13323     Primary         Single Family Detached       360             357
411001456                                CLARENDEN                             NY      14470     Primary         Single Family Detached       360             356
411001489                                ROWLETT                               TX      75089     Primary         Single Family Detached       360             357
411001510                                SUGAR LAND                            TX      77479     Primary         PUD Detached                 360             357
411001520                                PLAINFIELD                            NJ      07060     Primary         Single Family Detached       360             357
411001575                                CENTRAL FALLS                         RI      02863     Non-owner       2-4 Units Detached           360             357
411001602                                WENONAH                               NJ      08090     Primary         Single Family Detached       360             357
411001609                                MONTAGUE                              MA      01351     Primary         Single Family Detached       360             357
411001650                                WORCESTER                             MA      01606     Primary         2-4 Units Detached           360             357
411001694                                ALBERTVILLE                           AL      35950     Primary         Single Family Detached       180             177
411001698                                ALLENTOWN                             PA      18102     Primary         Single Family Attached       360             357
411001716                                GILLESPIE                             IL      62033     Primary         Single Family Detached       360             357
411001726                                PHOENIX                               AZ      85053     Primary         Single Family Detached       360             358
411001727                                BAYSHORE                              NY      11706     Primary         Single Family Detached       360             358
411001735                                STRAFFORD                             NH      03884     Primary         Single Family Detached       360             357
411001751                                SPRING                                TX      77381     Primary         PUD Detached                 360             357
411001756                                HEBRON                                ME      04238     Primary         Single Family Detached       360             357
411001773                                EWING                                 NJ      08638     Primary         Single Family Detached       360             357
411001793                                GARLAND                               TX      75043     Primary         Single Family Detached       360             357
411001813                                PORTSMOUTH                            VA      23704     Primary         Single Family Detached       360             357
411001820                                HOUSTON                               TX      77035     Primary         Single Family Detached       360             357
411001831                                SAN ANTONIO                           TX      78201     Primary         Single Family Detached       360             358
411001838                                PARLIER                               CA      93648     Non-owner       Single Family Detached       360             357
411001845                                FONTANA                               CA      92335     Primary         Single Family Detached       360             357
411001859                                PALMER                                TX      75152     Primary         Single Family Detached       360             358
411001884                                HONEYBROOK                            PA      19344     Primary         Single Family Detached       360             358
411001891                                SARASOTA                              FL      34232     Primary         Single Family Detached       360             357
411001901                                SOUTH RIVER                           NJ      08882     Primary         Single Family Detached       360             357
411001916                                BROOKLYN                              NY      11236     Primary         2-4 Units Attached           360             357
411001942                                LAS VEGAS                             NV      89106     Primary         Single Family Detached       360             357
411001945                                LACEYS SPRING                         AL      35754     Primary         Single Family Detached       360             357
411001948                                SPRING HILL                           FL      34606     Primary         Single Family Detached       360             357
411001953                                MCKINNEY                              TX      75070     Primary         PUD Detached                 360             357
411001954                                WESTERLY                              RI      02891     Primary         Single Family Detached       360             357
411001965                                LONG BEACH                            NY      11561     Primary         2-4 Units Detached           360             357
411001969                                MONTEREY                              IN      46960     Primary         Single Family Detached       360             357
411001974                                CHICOPEE                              MA      01013     Primary         Single Family Detached       360             357
411001975                                BROOKLYN                              CT      06234     Primary         Single Family Detached       360             357
411001986                                PHOENIX                               AZ      85050     Primary         Single Family Detached       360             357
411002014                                WESTBROOKVILLE                        NY      12785     Primary         Single Family Detached       360             358
411002026                                CICERO                                IL      60804     Primary         2-4 Units Detached           360             357
411002047                                MILWAUKEE                             WI      53210     Primary         Single Family Detached       360             357
411002050                                BACKUS                                MN      56435     Primary         Single Family Detached       360             358
411002077                                EWA BEACH                             HI      96706     Primary         Condo Low-Rise Attached      360             357
411002080                                PLANO                                 TX      75075     Primary         Single Family Detached       360             359
411002085                                CARTHAGE                              NY      13619     Primary         Single Family Detached       360             358
411002095                                PARLIN                                NJ      08859     Primary         Single Family Detached       360             357
411002096                                NORTHPORT                             ME      04849     Primary         2-4 Units Detached           360             357
411002105                                GREENTOWN                             IN      46936     Primary         Single Family Detached       360             358
411002117                                CASCO                                 ME      04015     Second Home     Single Family Detached       360             357
411002122                                PHILADELPHIA                          PA      19141     Primary         Single Family Attached       360             358
411002128                                DELRAN                                NJ      08075     Primary         Single Family Detached       360             358
411002138                                WHITING                               IN      46394     Primary         2-4 Units Detached           360             358
411002139                                CRESTLINE                             CA      92325     Primary         Single Family Detached       360             357
411002145                                WASHINGTON                            DC      20003     Primary         Single Family Attached       360             358
411002147                                MONTCLAIR                             NJ      07042     Non-owner       2-4 Units Detached           360             358
411002154                                LAS VEGAS                             NV      89103     Primary         Single Family Attached       360             358
411002173                                AUSTERLITZ                            NY      12017     Primary         Single Family Detached       360             357
411002174                                SUGAR LAND                            TX      77479     Primary         PUD Detached                 360             358
411002180                                HUFFMAN                               TX      77336     Primary         PUD Detached                 360             358
411002184                                BRUNWICK                              MD      21716     Primary         Single Family Detached       360             358
411002196                                NAVARRE                               FL      32566     Primary         Single Family Detached       360             358
411002208                                PIERCY                                CA      95587     Primary         Single Family Detached       360             358
411002218                                LAKE ELSINORE                         CA      92530     Primary         Single Family Detached       360             358
411002219                                NORTH CHARLESTON                      SC      29406     Primary         Single Family Detached       360             358
411002222                                CHERRY HILL                           NJ      08002     Primary         Single Family Detached       360             358
411002224                                LA PLACE                              LA      70068     Primary         Single Family Detached       360             358
411002240                                MOUNT LAUREL                          NJ      08054     Primary         PUD Attached                 360             358
411002244                                SOUTH JORDAN                          UT      84095     Primary         Single Family Detached       360             358
411002247                                MONTCLAIR                             NJ      07043     Primary         Single Family Detached       360             357
411002251                                ATWATER                               CA      95301     Primary         Single Family Detached       360             358
411002252                                DORCHESTER                            MA      02125     Primary         Single Family Detached       360             357
411002255                                BELLEVIEW                             FL      34420     Primary         Single Family Detached       360             358
411002266                                FARMINGDALE                           NY      11735     Primary         Single Family Detached       360             358
411002284                                WESTFIELD                             MA      01085     Primary         2-4 Units Detached           360             358
411002297                                WARRIOR                               AL      35180     Primary         Single Family Detached       360             358
411002305                                POMONA                                CA      91767     Primary         Single Family Detached       360             358
411002306                                TUCKAHOE                              NY      10707     Primary         2-4 Units Detached           360             358
411002321                                CORNISH                               ME      04020     Primary         Single Family Detached       360             358
411002345                                MIAMI                                 FL      33147     Primary         Single Family Detached       360             358
411002349                                CHESTER                               PA      19013     Non-owner       2-4 Units Attached           360             358
411002360                                CENTRAL ISLIP                         NY      11722     Primary         Single Family Attached       360             358
411002366                                PRESQUE ISLE                          ME      04769     Non-owner       Single Family Detached       180             178
411002368                                EARLVILLE                             NY      13332     Primary         Single Family Detached       360             359
411002370                                NORTH JUDSON                          IN      46366     Primary         Single Family Detached       360             358
411002375                                WEST HAVEN                            CT      06516     Primary         Single Family Detached       360             358
411002377                                GOSHEN                                IN      46528     Non-owner       2-4 Units Detached           360             358
411002378                                BOW                                   NH      03304     Primary         Single Family Detached       360             358
411002380                                GROTON                                CT      06340     Primary         Single Family Detached       360             358
411002381                                BRONX                                 NY      10462     Primary         Condo High-Rise Attached     360             358
411002383                                SAVANNAH                              GA      31406     Primary         Single Family Detached       360             358
411002385                                CORTLANDT MANOR                       NY      10567     Primary         PUD Detached                 360             358
411002393                                ENNIS                                 TX      75119     Primary         Single Family Detached       360             358
411002402                                CASPER                                WY      82604     Primary         Single Family Detached       360             358
411002403                                INDEPENDENCE                          MO      64052     Primary         Single Family Detached       360             358
411002404                                SELMA                                 NC      27576     Second Home     Single Family Detached       360             358
411002430                                MILWAUKEE                             WI      53207     Primary         Single Family Detached       360             358
411002435                                ATLANTA                               GA      30318     Primary         Single Family Detached       360             358
411002439                                GARLAND                               TX      75040     Primary         Single Family Detached       360             358
411002449                                TAYLOR                                MI      48180     Non-owner       Single Family Detached       360             358
411002461                                LAWRENCEVILLE                         NJ      08648     Primary         Single Family Detached       360             358
411002463                                LAKE GENEVA                           WI      53147     Primary         Single Family Detached       360             358
411002466                                GREENEVILLE                           TN      37745     Primary         Single Family Detached       360             359
411002512                                PORTER CORNERS                        NY      12859     Primary         Single Family Detached       360             358
411002542                                MORA                                  MN      55051     Primary         Single Family Detached       360             358
411002567                                GRIFFITH                              IN      46319     Primary         Single Family Detached       360             358
411002571                                RAYTOWN                               MO      64138     Primary         Single Family Detached       360             358
411002575                                BROOKLYN                              NY      11221     Primary         2-4 Units Attached           360             358
411002586                                DERRY                                 NH      03038     Primary         Single Family Detached       360             358
411002598                                FLORENCE                              SC      29501     Primary         Single Family Detached       360             359
411002600                                IRVINGTON                             NJ      07111     Primary         Single Family Detached       360             358
411002649                                COLORADO SPRINGS                      CO      80920     Primary         PUD Detached                 360             358
411002664                                PALMYRA                               VA      22963     Primary         Single Family Detached       360             358
411002672                                MAYS LANDING                          NJ      08330     Primary         Single Family Detached       360             358
411002680                                PATERSON                              NJ      07504     Primary         Single Family Detached       360             358
411002699                                SOUTH ORANGE                          NJ      07079     Primary         Single Family Detached       360             358
411002721                                MOORE                                 SC      29369     Primary         Single Family Detached       360             359
411002749                                ORANGE PARK                           FL      32003     Primary         Single Family Detached       360             358
411002753                                ROSEDALE                              NY      11422     Second Home     Single Family Detached       360             359
411002762                                ROCKY POINT                           NY      11778     Primary         Single Family Detached       360             359
411002764                                EUSTACE                               TX      75124     Primary         Single Family Detached       360             359
411002771                                ATLANTA                               GA      30308     Primary         Single Family Detached       360             358
411003274                                HAGERSTOWN                            MD      21740     Primary         Single Family Detached       360             359
411004036                                QUAKERTOWN                            PA      18951     Primary         PUD Detached                 360             360
421000427                                FORT MILL                             SC      29715     Primary         Single Family Detached       360             355
421000506                                WINSTON-SALEM                         NC      27103     Primary         PUD Detached                 360             355
421001011                                DALLAS                                TX      75216     Primary         Single Family Detached       360             358
421001093                                ALPINE                                AL      35014     Primary         Single Family Detached       360             358
421001320                                QUAKERTOWN                            PA      18951     Primary         Single Family Detached       360             356
421001343                                LAFAYETTE                             LA      70507     Primary         Single Family Detached       360             357
421001412                                TOLEDO                                OH      43605     Primary         Single Family Detached       360             357
421001461                                PHILADELPHIA                          PA      19120     Primary         Single Family Attached       360             356
421001622                                NORTH OLMSTED                         OH      44070     Primary         Single Family Detached       360             358
421001910                                JACKSONVILLE                          FL      32225     Primary         Single Family Detached       360             358
421001986                                SAVANNAH                              GA      31406     Primary         Single Family Detached       360             357
421002011                                SPOKANE                               WA      99207     Primary         Single Family Detached       360             357
421002013                                MILO                                  ME      04463     Primary         Single Family Detached       360             357
421002042                                BURTON                                MI      48529     Primary         2-4 Units Detached           360             358
421002080                                MC FARLAND                            CA      93250     Primary         Single Family Detached       360             358
421002115                                MARION                                IL      62959     Primary         Single Family Detached       360             357
421002157                                ALEXANDER CITY                        AL      35010     Primary         Single Family Detached       360             357
421002201                                ST CLOUD                              FL      34771     Primary         Single Family Detached       360             358
421002225                                KINNELON                              NJ      07405     Primary         Single Family Detached       360             358
421002240                                MANASSAS PARK                         VA      20111     Primary         Single Family Detached       360             357
421002254                                OWINGS MILLS                          MD      21117     Primary         PUD Detached                 360             357
421002264                                BALTIMORE                             MD      21225     Primary         Single Family Detached       360             358
421002285                                BOLINGBROOK                           IL      60440     Primary         Single Family Attached       360             357
421002302                                WILMINGTON                            NC      28409     Primary         PUD Detached                 360             357
421002308                                CROYDON                               PA      19021     Primary         Single Family Detached       360             358
421002315                                MIAMI                                 FL      33161     Primary         Condo High-Rise Attached     360             358
421002345                                TAMPA                                 FL      33624     Primary         Single Family Detached       360             358
421002376                                WARNER ROBINS                         GA      31088     Primary         Single Family Detached       360             357
421002421                                TAMPA                                 FL      33626     Primary         Condo Low-Rise Attached      360             359
421002447                                LAKE ELSINORE                         CA      92530     Primary         Single Family Detached       360             358
421002451                                OLD BRIDGE                            NJ      08857     Primary         Single Family Detached       360             357
421002455                                BRIDGE CITY                           LA      70094     Primary         Single Family Detached       360             357
421002456                                MONETA                                VA      24121     Primary         Single Family Detached       360             358
421002466                                KNOXVILLE                             TN      37938     Primary         Single Family Detached       360             358
421002499                                SEBRING                               OH      44672     Primary         Single Family Detached       360             357
421002504                                LONG BEACH                            MS      39560     Primary         Single Family Detached       360             358
421002509                                LITCHFIELD                            NH      03052     Primary         Single Family Detached       360             358
421002521                                FRONT ROYAL                           VA      22630     Primary         Single Family Detached       360             358
421002556                                ROCHESTER                             NY      14612     Primary         Single Family Detached       360             358
421002567                                PORTLAND                              IN      47371     Primary         Single Family Detached       360             358
421002568                                PENROSE                               NC      28766     Primary         Single Family Detached       360             358
421002591                                RYDAL                                 GA      30171     Primary         Single Family Detached       360             358
421002593                                POMPANO BEACH                         FL      33068     Primary         Single Family Detached       360             358
421002608                                MOREHEAD CITY                         NC      28557     Primary         Single Family Detached       360             358
421002611                                ROCHESTER                             NY      14609     Primary         Single Family Detached       360             358
421002668                                ALPENA                                MI      49707     Second Home     Single Family Detached       360             358
421002670                                CUYAHOGA FALLS                        OH      44221     Primary         Single Family Detached       360             358
421002706                                CATONSVILLE                           MD      21228     Primary         Single Family Detached       360             358
421002710                                ATHENS                                TN      37303     Primary         Single Family Detached       360             359
421002728                                GARY                                  IN      46403     Primary         Single Family Detached       360             358
421002730                                INGLESIDE                             IL      60041     Non-owner       Single Family Detached       360             358
421002737                                LONG BEACH                            CA      90804     Primary         Condo Low-Rise Attached      360             358
421002809                                BOWIE                                 MD      20721     Primary         Single Family Detached       360             358
421002810                                COLUMBIA                              MS      39429     Primary         Single Family Detached       360             358
421002827                                KANKAKEE                              IL      60901     Non-owner       Single Family Detached       360             358
421002831                                KANKAKEE                              IL      60901     Non-owner       Single Family Detached       360             359
421002839                                ROME                                  GA      30161     Primary         Single Family Detached       360             358
421002845                                CARTERSVILLE                          GA      30120     Primary         Single Family Detached       360             358
421002884                                OZARK                                 AL      36360     Primary         Single Family Detached       360             358
421002959                                SPEEDWAY                              IN      46224     Primary         Single Family Detached       360             359
421002972                                MORRIS                                AL      35116     Primary         Single Family Detached       360             359
421002999                                LAKE TAPPS                            WA      98391     Primary         Single Family Detached       360             358
421003074                                SAINT LOUIS                           MO      63134     Primary         Single Family Detached       360             359
421003092                                BEAUFORT                              SC      29906     Primary         Single Family Detached       180             178
421003097                                WILLINGBORO                           NJ      08046     Primary         Single Family Detached       360             359
421003100                                SAN ANTONIO                           TX      78221     Primary         Single Family Detached       360             359
421003125                                PENNSYLVANIA  FURNACE                 PA      16865     Primary         Single Family Detached       360             359
421003134                                PINCONNING                            MI      48650     Primary         Single Family Detached       180             179
421003377                                BEAR                                  DE      19701     Primary         Single Family Detached       360             359
511050691                                OAKLAND                               CA      94603     Primary         Single Family Detached       360             356
511050904                                CHINO                                 CA      91710     Primary         Condo Low-Rise Attached      360             354
511051614                                LOS ANGELES                           CA      90059     Primary         Single Family Detached       360             356
511051718                                SAN JACINTO                           CA      92583     Primary         Single Family Detached       360             357
511051956                                BOTHELL                               WA      98011     Primary         Single Family Detached       360             355
511052034                                SAVANNAH                              GA      31410     Primary         Single Family Detached       360             355
511052084                                FRANKLIN                              TN      37064     Primary         Single Family Detached       360             357
511052355                                ONTARIO                               CA      91761     Primary         Single Family Detached       360             356
511052359                                COLLEGE GROVE                         TN      37046     Primary         Single Family Detached       360             357
511052408                                PASO ROBLES                           CA      93446     Primary         Single Family Detached       360             357
511052496                                LOS ANGELES (AREA OF CHATSWORTH)      CA      91311     Primary         Condo Low-Rise Attached      360             357
511052531                                AREA OF LOS ANGELES (LANCASTER AREA)  CA      93536     Primary         Single Family Detached       360             356
511052570                                CORONA                                CA      92879     Primary         Condo Low-Rise Attached      360             356
511052606                                CASTLE ROCK                           CO      80104     Primary         PUD Detached                 360             357
511052683                                TAFT                                  CA      93268     Non-owner       Single Family Detached       360             357
511052717                                EASTPOINTE                            MI      48021     Primary         Single Family Detached       360             356
511053012                                LONG BEACH                            CA      90805     Primary         Single Family Detached       360             357
511053013                                RIALTO                                CA      92377     Primary         Single Family Detached       360             357
511053091                                LEBANON                               PA      17042     Primary         Single Family Detached       360             357
511053255                                SAN DIEGO                             CA      92154     Primary         Single Family Detached       360             357
511053311                                VICTORVILLE                           CA      92395     Non-owner       Single Family Detached       360             357
511053333                                SPRINGFIELD                           OR      97478     Primary         Single Family Detached       360             358
511053382                                COACHELLA                             CA      92236     Primary         Single Family Detached       360             357
511053383                                (COMPTON AREA)                        CA      90221     Primary         2-4 Units Detached           360             357
511053388                                MUNFORD                               TN      38058     Primary         Single Family Detached       360             358
511053419                                BAKERSFIELD                           CA      93304     Non-owner       2-4 Units Attached           360             357
511053457                                COLORADO SPRINGS                      CO      80906     Primary         Single Family Detached       360             358
511053475                                PLAINVILLE                            CT      06062     Primary         Single Family Detached       360             358
511053488                                PAOLI                                 IN      47454     Primary         Single Family Detached       360             357
511053491                                FRESNO                                CA      93722     Primary         Single Family Detached       360             357
511053504                                HUGO                                  MN      55038     Primary         PUD Attached                 360             357
511053526                                MURRIETA                              CA      92562     Primary         Single Family Detached       360             357
511053529                                ORLANDO                               FL      32825     Non-owner       PUD Detached                 360             357
511053614                                CORONA                                CA      92882     Primary         PUD Detached                 360             357
511053624                                MURRIETA                              CA      92563     Primary         Condo Low-Rise Attached      360             357
511053743                                MORENO VALLEY                         CA      92557     Primary         Single Family Detached       360             357
511053776                                BAKERSFIELD                           CA      93305     Primary         Single Family Detached       360             357
511053793                                MENIFEE                               CA      92584     Primary         Single Family Detached       360             357
511054081                                CHINO                                 CA      91710     Primary         PUD Detached                 360             357
511054140                                DELRAY BEACH                          FL      33444     Primary         Single Family Detached       360             357
511054201                                LONG BEACH                            CA      90808     Primary         Single Family Detached       360             357
511054258                                PHOENIX                               AZ      85027     Primary         Single Family Attached       360             357
511054263                                POWHATAN                              VA      23139     Primary         Single Family Detached       360             357
511054293                                PHOENIX                               AZ      85027     Primary         Single Family Attached       360             357
511054372                                ALANSON                               MI      49706     Second Home     Single Family Detached       360             357
511054392                                SLATINGTON                            PA      18080     Primary         Single Family Detached       360             357
511054423                                VACAVILLE                             CA      95687     Primary         Single Family Detached       360             357
511054440                                PARAMOUNT                             CA      90723     Primary         Single Family Detached       360             357
511054469                                SACRAMENTO                            CA      95815     Primary         Single Family Detached       360             357
511054501                                MORENO VALLEY                         CA      92557     Primary         Single Family Detached       360             357
511054538                                STANWOOD                              WA      98292     Primary         Single Family Detached       360             357
511054550                                LANCASTER                             CA      93535     Non-owner       2-4 Units Attached           360             358
511054561                                VACAVILLE                             CA      95687     Non-owner       Condo Low-Rise Attached      360             358
511054567                                LOS ANGELES                           CA      90018     Primary         2-4 Units Detached           360             357
511054569                                HUNTINGTON BEACH                      CA      92646     Primary         PUD Attached                 360             357
511054588                                ARIZONA CITY                          AZ      85223     Primary         PUD Detached                 360             357
511054592                                RIVERSIDE                             CA      92504     Primary         Single Family Detached       360             358
511054614                                DOUGLAS                               GA      31535     Primary         Single Family Detached       360             357
511054641                                BAKERSFIELD                           CA      93308     Non-owner       Single Family Detached       360             357
511054675                                NEW SMYRNA BEACH                      FL      32168     Primary         Single Family Detached       360             358
511054677                                ELGIN                                 IL      60123     Primary         Single Family Detached       360             357
511054726                                MAIMI                                 FL      33165     Primary         Single Family Detached       360             357
511054740                                RAWLINS                               WY      82301     Primary         Single Family Detached       360             357
511054758                                BAKERSFIELD                           CA      93308     Primary         Single Family Detached       360             358
511054764                                JACKSONVILLE                          FL      32277     Primary         Single Family Detached       360             357
511054804                                ELKHART                               IN      46516     Non-owner       2-4 Units Attached           360             358
511054812                                WHEAT RIDGE                           CO      80033     Primary         Single Family Detached       360             358
511054817                                PEKIN                                 IL      61554     Primary         Single Family Detached       360             358
511054828                                PASADENA                              CA      91101     Non-owner       Condo Low-Rise Attached      360             357
511054841                                BOGALUSA                              LA      70427     Primary         Single Family Detached       360             358
511054858                                BOULDER                               CO      80305     Primary         Single Family Detached       360             358
511054896                                MIAMI                                 FL      33150     Primary         Single Family Detached       360             358
511054903                                FORT LAUDERDALE                       FL      33312     Primary         Single Family Detached       360             358
511054934                                LAGUNA NIGUEL                         CA      92677     Primary         Condo Low-Rise Attached      360             358
511054938                                ORLANDO                               FL      32810     Primary         Single Family Detached       360             358
511054956                                GILBERT                               AZ      85296     Primary         PUD Detached                 360             358
511054961                                COSTA MESA                            CA      92626     Primary         Single Family Detached       360             358
511054971                                REDDING                               CA      96003     Primary         Single Family Detached       360             358
511054998                                ORLANDO                               FL      32828     Non-owner       PUD Detached                 360             358
511055038                                PHILADELPHIA                          PA      19111     Primary         Single Family Attached       360             358
511055070                                SURPRISE                              AZ      85379     Primary         Single Family Detached       360             358
511055085                                LA VERKIN                             UT      84745     Primary         Single Family Detached       360             358
511055108                                PHOENIX                               AZ      85027     Primary         Single Family Detached       360             358
511055121                                FONTANA                               CA      92336     Non-owner       Single Family Detached       360             358
511055184                                LAWNDALE                              CA      90260     Primary         Condo Low-Rise Attached      360             358
511055185                                MEMPHIS                               TN      38135     Primary         Single Family Detached       360             358
511055201                                SACRAMENTO                            CA      95822     Non-owner       Single Family Detached       360             358
511055267                                ANTELOPE                              CA      95843     Primary         Single Family Detached       360             358
511055278                                GARDENA                               CA      90249     Primary         Single Family Attached       360             358
511055283                                SAN BERNARDINO                        CA      92404     Primary         Single Family Detached       360             358
511055293                                TAMPA                                 FL      33604     Primary         Single Family Detached       360             358
511055295                                KEYES AREA                            CA      95328     Primary         Single Family Detached       360             358
511055304                                LAS VEGAS                             NV      89106     Primary         Single Family Detached       360             358
511055354                                PALMDALE                              CA      93550     Primary         Single Family Detached       360             358
511055378                                MORENO VALLEY                         CA      92551     Primary         Condo Low-Rise Attached      360             358
511055382                                ROMEOVILLE                            IL      60446     Primary         Single Family Detached       360             358
511055384                                TUSTIN                                CA      92780     Primary         Single Family Detached       360             358
511055416                                LUTZ                                  FL      33558     Primary         Single Family Detached       360             359
511055536                                FRESNO                                CA      93704     Non-owner       Single Family Detached       360             358
511055537                                ANAHEIM                               CA      92804     Primary         Single Family Detached       360             358
511055549                                BARSTOW                               CA      92311     Non-owner       2-4 Units Detached           360             358
511055557                                VALRICO                               FL      33594     Primary         PUD Detached                 360             358
511055619                                ORLANDO                               FL      32809     Primary         PUD Detached                 360             358
511055621                                ROCKLIN                               CA      95677     Primary         Single Family Detached       360             358
511055641                                LYNWOOD                               CA      90262     Primary         Single Family Detached       360             358
511055667                                OCEANSIDE                             CA      92054     Primary         Single Family Detached       360             358
511055747                                FOUNTAIN VALLEY                       CA      92708     Primary         Single Family Detached       360             358
511055773                                FORT PIERCE                           FL      34950     Primary         Single Family Detached       360             358
511055780                                INGLEWOOD                             CA      90304     Primary         Single Family Detached       360             358
511055791                                SELMA                                 NC      27576     Primary         Single Family Detached       360             358
511055854                                CLARKSVILLE                           TN      37042     Primary         Single Family Detached       360             359
511055935                                VALLEY SPRINGS                        CA      95252     Primary         Single Family Detached       360             359
511055958                                GLENWOOD SPRINGS                      CO      81601     Primary         PUD Detached                 360             358
511055982                                SUNRISE                               FL      33323     Primary         Single Family Detached       360             358
511055991                                HENDERSONVILLE                        NC      28792     Primary         Single Family Detached       360             358
511056013                                LONG POND                             PA      18334     Primary         Single Family Detached       360             358
511056037                                LAKE ELSINORE                         CA      92530     Primary         Single Family Detached       360             358
511056043                                WEST COVINA                           CA      91791     Primary         Single Family Detached       360             358
511056068                                HESPERIA                              CA      92344     Primary         Single Family Detached       360             358
511056074                                RIVERSIDE                             CA      92505     Primary         Single Family Detached       360             358
511056092                                BELLEVILLE                            MI      48111     Primary         Single Family Detached       360             359
511056106                                POWAY                                 CA      92064     Non-owner       Single Family Detached       360             358
511056107                                WAILUKU                               HI      96793     Primary         Single Family Detached       360             358
511056120                                DENVER                                CO      80249     Primary         Single Family Detached       360             358
511056147                                PHILADELPHIA                          PA      19131     Second Home     Single Family Attached       360             358
511056215                                AURORA                                CO      80015     Primary         Single Family Detached       360             358
511056235                                JOSHUA TREE                           CA      92252     Primary         Single Family Detached       360             358
511056314                                CAMPO                                 CA      91906     Non-owner       Single Family Detached       360             359
511056338                                WILDOMAR                              CA      92595     Primary         Single Family Detached       360             358
511056350                                LANCASTER                             CA      93535     Non-owner       Single Family Detached       360             359
511056368                                ORTONVILLE                            MI      48462     Primary         Single Family Detached       360             358
511056440                                LANCASTER                             CA      93534     Primary         Single Family Detached       360             358
511056489                                SANFORD                               FL      32771     Primary         Single Family Detached       360             358
511056560                                SANTA PAULA                           CA      93060     Primary         Single Family Detached       360             359
511056565                                SAN DIEGO                             CA      92126     Primary         Condo Low-Rise Attached      360             358
511056583                                HEBER                                 CA      92243     Second Home     Single Family Detached       360             358
511056625                                BUCKEYE                               AZ      85326     Primary         PUD Detached                 360             359
511056670                                LANCASTER AREA                        CA      93536     Primary         Single Family Detached       360             358
511056904                                LINCOLN                               CA      95648     Primary         Single Family Detached       360             359
511056965                                LANCASTER                             CA      93535     Primary         Single Family Detached       360             359
511057235                                FRESNO                                CA      93711     Primary         Single Family Detached       360             359
511058085                                PEORIA                                AZ      85345     Primary         PUD Detached                 360             360
511058207                                UKIAH                                 CA      95482     Primary         Single Family Detached       360             360
511058463                                WASILLA                               AK      99654     Primary         Single Family Detached       360             360
511059154                                HAVERTOWN                             PA      19083     Primary         Single Family Detached       360             360
511060483                                PORTSMOUTH                            VA      23704     Non-owner       Single Family Detached       360             360
521043444                                DANVILLE                              IN      46122     Primary         Single Family Detached       360             353
521044509                                CHICAGO                               IL      60623     Non-owner       2-4 Units Detached           360             353
521045811                                BOLINGBROOK                           IL      60440     Primary         Condo Low-Rise Attached      360             355
521045973                                GENEVA                                IL      60134     Primary         Single Family Detached       360             355
521046049                                PLANO                                 IL      60545     Primary         Single Family Detached       360             355
521046057                                CHICAGO HEIGHTS                       IL      60411     Primary         Single Family Detached       360             355
521046338                                ELWOOD                                IL      60421     Primary         Single Family Detached       360             355
521046496                                CHICAGO                               IL      60633     Primary         Single Family Detached       360             355
521046761                                CHIPPEWA FALLS                        WI      54729     Second Home     Single Family Detached       360             356
521047044                                NAPERVILLE                            IL      60563     Primary         Single Family Detached       360             355
521047360                                CHICAGO                               IL      60619     Primary         Single Family Detached       360             356
521047424                                ELGIN                                 IL      60123     Primary         Single Family Detached       360             356
521047494                                ORLAND PARK                           IL      60462     Primary         Single Family Detached       360             357
521047523                                MATTESON                              IL      60443     Primary         Single Family Detached       360             356
521047740                                SAUK VILLAGE                          IL      60411     Non-owner       Single Family Detached       360             356
521048029                                ATLANTA                               GA      30342     Primary         Single Family Detached       360             357
521048100                                WHEELING                              IL      60090     Primary         Single Family Attached       360             357
521048140                                CHICAGO                               IL      60639     Primary         2-4 Units Detached           360             357
521048238                                HOMEWOOD                              IL      60430     Primary         Single Family Detached       360             356
521048419                                LIBERTYVILLE                          IL      60048     Primary         Single Family Detached       360             357
521048436                                MARKHAM                               IL      60428     Primary         Single Family Detached       360             358
521048441                                CHICAGO                               IL      60655     Primary         Single Family Detached       360             357
521048468                                GURNEE                                IL      60031     Primary         Single Family Detached       360             357
521048472                                BEAR LAKE                             MI      49614     Primary         Single Family Detached       360             358
521048484                                ARCOLA                                IL      61910     Primary         Single Family Detached       360             357
521048509                                CHICAGO                               IL      60651     Non-owner       2-4 Units Detached           360             357
521048583                                EDWARDSVILLE                          IL      62025     Primary         Single Family Detached       360             357
521048674                                HANOVER PARK                          IL      60133     Primary         Single Family Attached       360             358
521048701                                KANSAS CITY                           MO      64130     Non-owner       Single Family Detached       360             358
521048708                                CALUMET CITY                          IL      60409     Primary         2-4 Units Detached           360             358
521048710                                KANSAS CITY                           MO      64128     Non-owner       Single Family Detached       360             358
521048715                                KANSAS CITY                           MO      64128     Non-owner       Single Family Detached       360             358
521048719                                LA GRANGE                             IL      60525     Primary         Single Family Detached       360             357
521048725                                AURORA                                IL      60504     Primary         Single Family Detached       360             358
521048734                                CHICAGO                               IL      60639     Primary         Single Family Detached       360             358
521048777                                ZION                                  IL      60099     Primary         Single Family Detached       360             357
521048814                                DAVENPORT                             FL      33897     Second Home     PUD Attached                 360             358
521048855                                KISSIMMEE                             FL      34746     Primary         PUD Detached                 360             357
521048880                                CHICAGO                               IL      60607     Primary         Condo High-Rise Attached     360             358
521048926                                CHICAGO HEIGHTS                       IL      60411     Non-owner       Single Family Detached       360             357
521049005                                CHICAGO                               IL      60651     Primary         2-4 Units Detached           360             357
521049020                                CICERO                                IL      60804     Primary         Single Family Detached       360             358
521049063                                SAINT LOUIS                           MO      63110     Primary         Single Family Detached       360             358
521049106                                TOPEKA                                KS      66604     Primary         Single Family Detached       360             357
521049129                                MARYLAND HEIGHTS                      MO      63043     Primary         Single Family Detached       360             357
521049145                                GALVA                                 KS      67443     Non-owner       Single Family Detached       360             357
521049200                                CHICAGO                               IL      60612     Non-owner       2-4 Units Detached           360             358
521049217                                POPLAR GROVE                          IL      61065     Primary         PUD Detached                 360             358
521049306                                NEW ERA                               MI      49446     Second Home     Single Family Detached       360             358
521049314                                STERLING HEIGHTS                      MI      48310     Primary         Single Family Detached       360             358
521049329                                FLORISSANT                            MO      63033     Primary         Single Family Detached       360             357
521049334                                EAST CHICAGO                          IN      46312     Non-owner       2-4 Units Detached           360             357
521049351                                TRUFANT                               MI      49347     Primary         Single Family Detached       360             358
521049365                                WARREN                                MI      48088     Primary         Single Family Detached       360             357
521049433                                ROCKFORD                              IL      61114     Primary         Single Family Detached       360             358
521049450                                WESLEY CHAPEL                         FL      33544     Primary         PUD Detached                 360             358
521049479                                MIAMI                                 FL      33169     Primary         Single Family Detached       360             358
521049489                                WYOMING                               MI      49509     Primary         Single Family Detached       360             357
521049500                                WARREN                                MI      48089     Primary         Single Family Detached       360             357
521049506                                WEST BLOOMFIELD                       MI      48324     Primary         Single Family Detached       360             358
521049524                                NEW BOSTON                            MI      48164     Primary         Single Family Detached       360             358
521049530                                MUSKEGON                              MI      49442     Primary         Single Family Detached       360             358
521049550                                SAUGATUCK                             MI      49453     Primary         Single Family Detached       360             358
521049565                                CARP LAKE                             MI      49718     Primary         Single Family Detached       360             359
521049568                                MATTAWAN                              MI      49071     Primary         Single Family Detached       360             358
521049581                                KENTWOOD                              MI      49548     Primary         Single Family Detached       360             358
521050154                                FORSYTH                               IL      62535     Non-owner       Single Family Detached       360             358
521050163                                SORENTO                               IL      62086     Primary         Single Family Detached       360             358
521050203                                CHICAGO                               IL      60608     Non-owner       2-4 Units Detached           360             357
521050227                                EATON RAPIDS                          MI      48827     Non-owner       Single Family Detached       360             358
521050231                                CHICAGO                               IL      60609     Primary         2-4 Units Detached           360             357
521050273                                WHEELING                              IL      60090     Primary         Single Family Detached       360             358
521050287                                FOREST PARK                           IL      60130     Primary         Condo Low-Rise Attached      360             358
521050300                                PAHRUMP                               NV      89048     Primary         Single Family Detached       360             358
521050315                                CHICAGO                               IL      60651     Primary         Single Family Detached       360             358
521050320                                ROCKFORD                              IL      61107     Non-owner       Single Family Detached       360             359
521050324                                ROCKFORD                              IL      61102     Non-owner       2-4 Units Detached           360             358
521050344                                WEST CHICAGO                          IL      60185     Primary         Single Family Detached       360             358
521050369                                NAPERVILLE                            IL      60563     Primary         Condo Low-Rise Attached      360             358
521050432                                KANSAS CITY                           MO      64123     Non-owner       Single Family Detached       360             358
521050435                                YPSILANTI                             MI      48198     Primary         Single Family Detached       360             358
521050436                                DETROIT                               MI      48228     Non-owner       Single Family Detached       360             358
521050437                                CAMERON                               MO      64429     Primary         Single Family Detached       360             358
521050454                                GRAND RAPIDS                          MI      49508     Primary         Single Family Detached       360             358
521050518                                GARY                                  IN      46404     Primary         Single Family Detached       360             358
521050539                                PLAINFIELD                            IL      60586     Non-owner       Single Family Detached       360             358
521050541                                GRAND RAPIDS                          MI      49503     Primary         Single Family Detached       360             358
521050576                                SYCAMORE                              IL      60178     Non-owner       Single Family Detached       360             358
521050583                                COUNTRY CLUB HILLS                    IL      60478     Non-owner       Single Family Detached       360             358
521050609                                HUDSONVILLE                           MI      49426     Primary         Single Family Detached       360             358
521050614                                ROUND LAKE BEACH                      IL      60073     Primary         Single Family Detached       360             358
521050660                                BELDING                               MI      48809     Primary         Single Family Detached       360             358
521050676                                ELKHART                               IN      46514     Non-owner       Single Family Detached       360             358
521050735                                BELLAIRE                              MI      49615     Primary         Single Family Detached       360             359
521050741                                DETROIT                               MI      48223     Primary         Single Family Detached       360             358
521050964                                OSHKOSH                               WI      54901     Non-owner       2-4 Units Detached           360             358
521050971                                MISHAWAKA                             IN      46544     Primary         Single Family Detached       360             359
521050973                                DAVISON                               MI      48423     Primary         Single Family Detached       360             358
521051016                                PAW PAW                               MI      49079     Primary         Single Family Detached       360             358
521051024                                LISLE                                 IL      60532     Primary         Single Family Detached       360             358
521051056                                TROY                                  MO      63379     Primary         Single Family Detached       360             358
521051155                                ST LOUIS                              MO      63146     Primary         Single Family Detached       360             358
521051169                                CHICAGO                               IL      60608     Non-owner       2-4 Units Detached           360             358
521051176                                O FALLON                              MO      63368     Primary         PUD Detached                 360             358
521051179                                HASTINGS                              MI      49058     Non-owner       Single Family Detached       360             358
521051194                                YPSILANTI                             MI      48198     Non-owner       Single Family Detached       360             358
521051205                                ROMEOVILLE                            IL      60446     Primary         Condo Low-Rise Attached      360             359
521051208                                GARY                                  IN      46402     Non-owner       Single Family Detached       360             359
521051209                                FENTON                                MO      63026     Primary         Single Family Detached       360             358
521051213                                WYANDOTTE                             MI      48192     Primary         Single Family Detached       360             358
521051219                                GARY                                  IN      46406     Non-owner       Single Family Detached       360             358
521051226                                SAUK VILLAGE                          IL      60411     Primary         Single Family Detached       360             358
521051268                                WATERFORD                             MI      48327     Primary         Single Family Detached       360             358
521051292                                DOLTON                                IL      60419     Non-owner       2-4 Units Detached           360             358
521051293                                INDIANAPOLIS                          IN      46227     Primary         Single Family Detached       360             358
521051297                                HANOVER PARK                          IL      60133     Primary         Single Family Detached       360             358
521051323                                CHICAGO                               IL      60646     Non-owner       Single Family Detached       360             358
521051337                                BATTLE CREEK                          MI      49017     Primary         Single Family Detached       360             358
521051351                                WAYLAND                               MI      49348     Primary         Single Family Detached       360             358
521051368                                FRIENDSHIP                            WI      53934     Non-owner       Single Family Detached       360             358
521051373                                CHICAGO                               IL      60609     Non-owner       2-4 Units Detached           360             358
521051380                                GLENCOE                               MO      63038     Primary         Single Family Detached       360             358
521051400                                SAINT LOUIS                           MO      63139     Primary         Single Family Detached       360             358
521051404                                ST LOUIS                              MO      63134     Primary         Single Family Detached       360             358
521051407                                DES PLAINES                           IL      60016     Primary         2-4 Units Detached           360             358
521051417                                SAINT PETERS                          MO      63376     Primary         Single Family Detached       360             358
521051430                                GRAND RAPIDS                          MI      49507     Primary         Single Family Detached       360             358
521051481                                CHICAGO                               IL      60617     Non-owner       2-4 Units Detached           360             358
521051488                                CHICAGO                               IL      60619     Non-owner       Single Family Detached       360             358
521051491                                SOUTH HOLLAND                         IL      60473     Non-owner       Single Family Detached       360             358
521051511                                GARY                                  IN      46403     Primary         Single Family Detached       360             358
521051524                                LINCOLN PARK                          MI      48146     Primary         Single Family Detached       360             358
521051540                                MCHENRY                               IL      60050     Primary         Single Family Detached       360             358
521051543                                ELMWOOD PARK                          IL      60707     Non-owner       Condo Low-Rise Attached      360             358
521051552                                AURORA                                IL      60504     Primary         Condo Low-Rise Attached      360             358
521051573                                WOLCOTTVILLE                          IN      46795     Primary         Single Family Detached       360             358
521051579                                FLINT                                 MI      48504     Primary         Single Family Detached       360             359
521051599                                COMMERCE TWP                          MI      48382     Primary         Single Family Detached       360             359
521051602                                DEKALB                                IL      60115     Primary         Single Family Detached       360             358
521051606                                RALEIGH                               NC      27604     Non-owner       Single Family Detached       360             358
521051636                                ELLISON BAY                           WI      54210     Primary         Single Family Detached       360             358
521051662                                MAYWOOD                               IL      60153     Primary         Single Family Detached       360             358
521051664                                SOUTH HOLLAND                         IL      60473     Primary         Single Family Detached       360             358
521051684                                ELGIN                                 IL      60120     Primary         Condo Low-Rise Attached      360             359
521051689                                DETROIT                               MI      48206     Non-owner       Single Family Detached       360             359
521051721                                NEWAYGO                               MI      49337     Primary         Single Family Detached       360             359
521051747                                DETROIT                               MI      48224     Primary         2-4 Units Detached           360             358
521051762                                HASTINGS                              MI      49058     Primary         Single Family Detached       360             358
521051773                                SAUK VILLAGE                          IL      60411     Primary         Single Family Detached       360             358
521051798                                BLOOMFIELD                            CT      06002     Primary         Condo Low-Rise Attached      360             358
521051834                                SOUTH BEND                            IN      46617     Primary         Single Family Detached       360             358
521051861                                MONROE                                MI      48162     Primary         Single Family Detached       360             358
521051881                                JOHNSTON CITY                         IL      62951     Primary         Single Family Detached       360             359
521051886                                WOODDALE                              IL      60191     Primary         Single Family Detached       360             358
521051891                                ALTO                                  MI      49302     Primary         Single Family Detached       360             358
521051898                                BATIVIA                               OH      45103     Primary         Single Family Detached       360             358
521051936                                UNIVERSITY PARK                       IL      60466     Primary         Single Family Detached       360             358
521051992                                ALBION                                MI      49224     Primary         Single Family Detached       360             359
521052001                                MARIETTA                              GA      30008     Primary         Single Family Detached       360             359
521052012                                FRONTENAC                             KS      66763     Primary         Single Family Detached       360             359
521052045                                PALATINE                              IL      60067     Primary         Single Family Detached       360             358
521052051                                MUSKEGON                              MI      49441     Primary         Single Family Detached       360             359
521052062                                HAZEL CREST                           IL      60429     Primary         Single Family Detached       360             358
521052127                                MUSKEGON                              MI      49442     Primary         Single Family Detached       360             359
521052135                                HOBART                                IN      46342     Primary         Single Family Detached       360             359
521052195                                ST. CLAIR SHORES                      MI      48080     Primary         Single Family Detached       360             358
521052223                                KENOSHA                               WI      53142     Non-owner       2-4 Units Detached           360             358
521052249                                BOWLING GREEN                         MO      63334     Primary         Single Family Detached       360             358
521052293                                ANDERSON                              IN      46011     Primary         Single Family Detached       360             359
521052294                                SAUK VILLAGE                          IL      60411     Non-owner       Single Family Detached       360             359
521052321                                GREENWOOD                             IN      46143     Primary         PUD Detached                 360             359
521052382                                ADA                                   MI      49301     Primary         Single Family Detached       360             358
521052433                                FRANKFORT                             IN      46041     Primary         Single Family Detached       360             359
521052436                                MULVANE                               KS      67110     Primary         Single Family Detached       360             358
521052463                                EUREKA                                MO      63025     Primary         Single Family Detached       360             358
521052482                                MARKHAM                               IL      60428     Non-owner       Single Family Detached       360             358
521052492                                EOLIA                                 MO      63344     Primary         Single Family Detached       360             359
521052515                                SHELBY TWP                            MI      48315     Primary         Single Family Detached       360             359
521052520                                DETROIT                               MI      48228     Primary         Single Family Detached       360             359
521052529                                O 'FALLON                             MO      63366     Primary         Single Family Detached       360             358
521052537                                LENNON                                MI      48449     Primary         Single Family Detached       360             359
521052563                                AURORA                                IL      60502     Primary         Single Family Detached       360             358
521052603                                CROWN POINT                           IN      46307     Primary         PUD Detached                 360             359
521052649                                LICKING                               MO      65542     Primary         Single Family Detached       360             358
521052655                                BATTLE CREEK                          MI      49014     Primary         Single Family Detached       360             358
521052748                                ST LOUIS                              MO      63139     Primary         Single Family Detached       360             359
521052752                                APACHE JUNCTION                       AZ      85220     Non-owner       Single Family Detached       360             359
521052807                                CONCORDIA                             KS      66901     Primary         Single Family Detached       360             359
521052809                                CHICAGO                               IL      60639     Non-owner       2-4 Units Detached           360             359
521052833                                PAW PAW                               MI      49079     Primary         Single Family Detached       360             359
521052922                                HANOVER                               MI      49241     Primary         Single Family Detached       360             359
521052950                                MORRIS                                IL      60450     Primary         Single Family Detached       360             359
521052997                                LA GRANGE HIGHLANDS                   IL      60525     Primary         Single Family Detached       360             359
521053017                                ROTHBURY                              MI      49452     Primary         Single Family Detached       360             359
521053032                                HAYSVILLE                             KS      67060     Primary         Single Family Detached       360             359
521053168                                ROCKFORD                              IL      61104     Non-owner       Single Family Detached       360             360
521053185                                STURGIS                               MI      49091     Primary         Single Family Detached       360             359
521053374                                CANTON                                MI      48187     Primary         Single Family Detached       360             359
521053409                                LAS VEGAS                             NV      89102     Primary         Single Family Detached       360             359
521053459                                CHICAGO                               IL      60644     Non-owner       2-4 Units Detached           360             359
521053555                                METAMORA                              MI      48455     Primary         Single Family Detached       360             359
521053651                                CLINTON                               MI      49236     Primary         Single Family Detached       360             359
521054048                                OLD HICKORY                           TN      37138     Primary         Single Family Detached       360             359
521054320                                CHICAGO                               IL      60643     Non-owner       Single Family Detached       360             360
521055007                                SCHAUMBURG                            IL      60193     Primary         Single Family Detached       360             360
521056720                                LAWSON                                MO      64062     Primary         Single Family Detached       360             360
551021585                                AUSTIN                                TX      78734     Primary         PUD Detached                 360             355
551021775                                FORT WORTH                            TX      76248     Primary         PUD Detached                 360             354
551021793                                ROUND ROCK                            TX      78664     Primary         PUD Detached                 360             354
551021947                                MANSFIELD                             TX      76063     Primary         Single Family Detached       360             355
551022062                                ARLINGTON                             TX      76002     Primary         PUD Detached                 360             354
551022470                                WINSTED                               CT      06098     Primary         Single Family Detached       360             355
551022709                                BEDFORD                               TX      76022     Primary         Single Family Detached       360             355
551022893                                HOUSTON                               TX      77082     Non-owner       PUD Detached                 360             357
551023371                                POCASSET                              OK      73079     Primary         Single Family Detached       360             355
551023696                                BEAUMONT                              TX      77706     Non-owner       Single Family Detached       360             357
551024418                                REDLANDS                              CA      92374     Primary         Single Family Detached       360             357
551024662                                WARNER ROBINS                         GA      31093     Primary         Single Family Detached       360             357
551024710                                EROS                                  LA      71238     Primary         Single Family Detached       360             357
551024728                                WEATHERFORD                           TX      76085     Primary         Single Family Detached       360             358
551024729                                LUFKIN                                TX      75901     Non-owner       2-4 Units Detached           360             356
551024860                                EDMOND                                OK      73013     Non-owner       Single Family Detached       360             357
551024901                                DULUTH                                GA      30096     Primary         Single Family Detached       360             357
551024980                                TULSA                                 OK      74137     Primary         Single Family Detached       360             357
551025027                                EL PASO                               TX      79936     Primary         Single Family Detached       360             357
551025082                                INKSTER                               MI      48141     Non-owner       Single Family Detached       360             357
551025085                                INKSTER                               MI      48141     Non-owner       Single Family Detached       360             357
551025118                                FORNEY                                TX      75126     Primary         Single Family Detached       360             357
551025246                                OKLAHOMA CITY                         OK      73107     Primary         Single Family Detached       360             357
551025457                                WESLACO                               TX      78596     Primary         PUD Detached                 360             358
551025479                                GEORGETOWN                            TX      78628     Primary         Single Family Detached       360             357
551025498                                SLIDELL                               LA      70460     Non-owner       Single Family Detached       360             359
551025532                                EDMOND                                OK      73003     Non-owner       Single Family Detached       360             357
551025719                                SOMERVILLE                            TX      77879     Primary         Single Family Detached       360             358
551025746                                OKLAHOMA CITY                         OK      73106     Non-owner       2-4 Units Detached           360             357
551025808                                LITTLE ELM                            TX      75068     Primary         PUD Detached                 360             357
551025811                                SLIDELL                               LA      70460     Primary         Single Family Detached       360             358
551025859                                SAN ANTONIO                           TX      78253     Primary         Single Family Detached       360             358
551025996                                AUBREY                                TX      76227     Primary         Single Family Detached       360             359
551026008                                ROWLETT                               TX      75088     Non-owner       Single Family Detached       360             358
551026020                                SAN ANTONIO                           TX      78239     Primary         Single Family Detached       360             358
551026070                                ZACHARY                               LA      70791     Non-owner       Single Family Detached       360             358
551026072                                ZACHARY                               LA      70791     Non-owner       Single Family Detached       360             358
551026074                                ZACHARY                               LA      70791     Non-owner       Single Family Detached       360             358
551026167                                GRANBURY                              TX      76048     Non-owner       Condo Low-Rise Attached      360             358
551026219                                SAN ANTONIO                           TX      78261     Primary         PUD Detached                 360             359
551026245                                IRVING                                TX      75039     Primary         Condo High-Rise Attached     360             358
551026253                                FORT WORTH                            TX      76112     Primary         Single Family Detached       360             358
551026284                                HAWKINS                               TX      75765     Primary         Single Family Detached       360             358
551026285                                TYLER                                 TX      75703     Primary         Single Family Detached       360             358
551026302                                FORT WORTH                            TX      76134     Primary         Single Family Detached       360             359
551026316                                SPRINGTOWN                            TX      76082     Primary         Single Family Detached       360             358
551026326                                THERMOPOLIS                           WY      82443     Primary         Single Family Detached       360             358
551026341                                CORPUS CHRISTI                        TX      78418     Non-owner       PUD Detached                 360             358
551026484                                AUSTIN                                TX      78617     Primary         PUD Detached                 360             358
551026536                                MANHATTAN                             KS      66502     Primary         Single Family Detached       360             359
551026725                                ARLINGTON                             TX      76016     Primary         Single Family Detached       360             358
551026810                                SEAGOVILLE                            TX      75159     Primary         PUD Detached                 360             358
551026846                                MANSFIELD                             TX      76063     Primary         Single Family Detached       360             359
551026881                                EDMOND                                OK      73003     Primary         PUD Detached                 360             359
551027001                                DALLAS                                TX      75230     Non-owner       Condo Low-Rise Attached      360             359
551027041                                KENEDY                                TX      78119     Primary         Single Family Detached       360             358
551027061                                BARTLESVILLE                          OK      74006     Non-owner       Single Family Detached       360             359
551027114                                TEMPLE                                TX      76504     Non-owner       Single Family Detached       360             358
551027172                                SAN ANTONIO                           TX      78247     Primary         PUD Detached                 360             359
551027211                                ARLINGTON                             TX      76001     Primary         Single Family Detached       360             358
551027242                                SAN ANTONIO                           TX      78240     Primary         Single Family Detached       360             358
551027248                                WESLACO                               TX      78596     Primary         Single Family Detached       360             359
551027275                                EDMOND                                OK      73003     Non-owner       PUD Attached                 360             359
551027277                                EDMOND                                OK      73003     Non-owner       PUD Attached                 360             359
551027298                                NORTH LITTLE ROCK                     AR      72114     Non-owner       Single Family Detached       360             359
551027302                                COTTONWOOD SHORES                     TX      78657     Non-owner       Single Family Detached       360             359
551027369                                SAN ANTONIO                           TX      78209     Non-owner       Single Family Detached       360             358
551027436                                FORT WORTH                            TX      76110     Primary         Single Family Detached       360             359
551027452                                HOUSTON                               TX      77051     Primary         Single Family Detached       360             359
551027573                                RENO                                  TX      76020     Primary         Single Family Detached       360             359
551027648                                HAWKINS                               TX      75765     Primary         Single Family Detached       360             359
551027757                                GRAND PRAIRIE                         TX      75050     Primary         Single Family Detached       360             359
551028059                                MORROW                                GA      30260     Primary         Single Family Detached       360             359
551028611                                MANSFIELD                             TX      76063     Primary         Single Family Detached       360             360
551028854                                LOS ANGELES                           CA      90003     Primary         Single Family Detached       360             360
551028940                                COLLEGE STATION                       TX      77845     Second Home     PUD Detached                 360             360
551029312                                SAN ANTONIO                           TX      78240     Primary         PUD Detached                 360             360
551029695                                LITTLE ROCK                           AR      72209     Primary         Single Family Detached       360             360
551030128                                SAN ANTONIO                           TX      78240     Primary         Single Family Detached       360             360
571015993                                PLAINVILLE                            CT      06062     Primary         Single Family Detached       360             358
571017001                                RESTON                                VA      20191     Primary         Single Family Attached       360             358
571017340                                WALDORF                               MD      20602     Non-owner       Single Family Detached       360             357
571017695                                CLEARWATER                            FL      33755     Non-owner       Condo Low-Rise Attached      360             357
571017696                                VANCOUVER                             WA      98684     Primary         Single Family Detached       360             358
571017886                                FORESTON                              MN      56330     Primary         Single Family Detached       360             358
571017965                                LYNCHBURG                             VA      24504     Primary         Single Family Detached       360             358
571018050                                POMONA                                CA      91766     Primary         Single Family Detached       360             358
571018226                                HUGO                                  MN      55038     Primary         PUD Attached                 360             358
571018233                                HOMESTEAD                             FL      33032     Non-owner       Single Family Attached       360             358
571018263                                HUGO                                  MN      55038     Primary         PUD Attached                 360             358
571018295                                HASTINGS                              MN      55033     Non-owner       Single Family Detached       360             357
571018308                                METUCHEN                              NJ      08840     Primary         Single Family Detached       360             358
571018334                                STONE MOUNTAIN                        GA      30083     Non-owner       Single Family Detached       360             358
571018371                                GEORGETOWN                            DE      19947     Primary         Single Family Detached       360             359
571018423                                NEWARK                                DE      19702     Non-owner       Single Family Detached       360             358
571018441                                BROOKLYN                              MD      21225     Primary         Single Family Detached       360             358
571018515                                TRIANGLE                              VA      22172     Primary         Single Family Detached       360             358
571018533                                PHOENIX                               AZ      85037     Primary         PUD Detached                 360             358
571018679                                HIALEAH                               FL      33010     Non-owner       Single Family Detached       360             358
571018682                                SOUTH EUCLID                          OH      44121     Non-owner       2-4 Units Detached           360             358
571018745                                MUSKEGON                              MI      49445     Primary         Single Family Detached       360             358
571018835                                CAPE CORAL                            FL      33904     Non-owner       Single Family Detached       360             358
571018848                                EVERETT                               WA      98203     Primary         Single Family Detached       360             358
571018849                                EVERETT                               WA      98203     Primary         Single Family Detached       360             358
571018984                                ORLANDO                               FL      32804     Primary         Single Family Detached       360             358
571019083                                MOUNT STERLING                        OH      43143     Primary         Single Family Detached       360             358
571019099                                SAINT AUGUSTINE                       FL      32086     Primary         Single Family Detached       360             358
571019203                                HOLLAND                               MI      49424     Primary         Single Family Detached       360             359
571019235                                HOLLAND                               MI      49424     Primary         Single Family Detached       360             359
571019251                                MAPLE GROVE                           MN      55311     Primary         Condo Low-Rise Attached      360             358
571019254                                MAPLE GROVE                           MN      55311     Primary         Condo Low-Rise Attached      360             358
571019290                                AUBURN                                WA      98092     Primary         Single Family Detached       360             359
571019362                                SANTA MARIA                           CA      93458     Primary         Single Family Detached       360             358
571019367                                SANTA MARIA                           CA      93458     Primary         Single Family Detached       360             358
571019378                                PHOENIX                               AZ      85051     Primary         Single Family Detached       360             359
571019404                                TAMARAC                               FL      33321     Primary         Single Family Attached       360             358
571019479                                DUNDEE                                FL      33838     Second Home     Single Family Detached       360             359
571019567                                FLINT                                 MI      48507     Non-owner       Single Family Attached       360             358
571019604                                SOUTH HOLLAND                         IL      60473     Primary         Single Family Detached       360             358
571019630                                CRYSTAL RIVER                         FL      34429     Non-owner       Single Family Detached       360             359
571019666                                CONYERS                               GA      30094     Primary         Single Family Detached       360             359
571019669                                CONYERS                               GA      30094     Primary         Single Family Detached       360             359
571019717                                CAPITOL HEIGHTS                       MD      20743     Primary         Single Family Detached       360             358
571019727                                CAPITOL HEIGHTS                       MD      20743     Primary         Single Family Detached       360             358
571019761                                WASHINGTON                            DC      20012     Primary         Single Family Attached       360             359
571019777                                EMMAUS                                PA      18049     Primary         Single Family Detached       360             359
571019787                                CHESAPEAKE                            VA      23323     Primary         Single Family Detached       360             358
571019944                                SAINT LOUIS                           MO      63130     Primary         Single Family Detached       360             359
571020034                                TUKWILA                               WA      98168     Primary         Single Family Detached       360             359
571020081                                JENSEN BEACH                          FL      34957     Second Home     Condo Low-Rise Attached      360             359
571020100                                FREDERICKSBURG                        VA      22407     Primary         Single Family Detached       360             359
571020292                                ATLANTA                               GA      30319     Primary         Single Family Detached       360             359
571020423                                SAINT CLAIR SHORES                    MI      48080     Primary         Single Family Detached       360             359
571020478                                MESA                                  AZ      85207     Primary         Single Family Detached       360             359
571020482                                MESA                                  AZ      85207     Primary         Single Family Detached       360             359
571020728                                PHILADELPHIA                          PA      19138     Non-owner       Single Family Attached       360             359
581013058                                FERNLEY                               NV      89408     Primary         Single Family Detached       360             355
581013233                                FORTUNA                               CA      95540     Non-owner       2-4 Units Attached           360             356
581013626                                ELK GROVE                             CA      95758     Primary         Single Family Detached       360             355
581013710                                PINE GROVE                            CA      95665     Primary         Single Family Detached       360             356
581013959                                CERES                                 CA      95307     Primary         Single Family Detached       360             356
581014075                                SACRAMENTO                            CA      95838     Primary         Single Family Detached       360             356
581014355                                WILLITS                               CA      95490     Non-owner       Single Family Detached       360             356
581014483                                NORTH HIGHLANDS                       CA      95560     Primary         Single Family Detached       360             358
581014525                                RANCHO MURIETA                        CA      95683     Non-owner       Single Family Detached       360             356
581014607                                SACRAMENTO                            CA      95838     Primary         Single Family Detached       360             356
581014640                                SACRAMENTO                            CA      95836     Primary         Single Family Detached       360             357
581014660                                SAN DIEGO                             CA      92129     Non-owner       Condo Low-Rise Attached      360             357
581014682                                LEWISTON                              CA      96052     Primary         Single Family Detached       360             357
581014689                                OAKLAND                               CA      94621     Non-owner       2-4 Units Detached           360             357
581014690                                STOCKTON                              CA      95206     Primary         Single Family Detached       360             356
581014736                                LA GRANGE                             CA      95329     Primary         PUD Detached                 360             357
581014816                                GLENDALE                              AZ      85308     Primary         Single Family Detached       360             357
581014834                                RICHMOND                              CA      94806     Primary         Single Family Detached       360             357
581014981                                LODI                                  CA      95242     Primary         Single Family Detached       360             358
581015024                                ROSEVILLE                             CA      95747     Primary         Single Family Detached       360             357
581015027                                RENO                                  NV      89509     Primary         Condo Low-Rise Attached      360             357
581015035                                SACRAMENTO                            CA      95827     Primary         Single Family Detached       360             357
581015102                                ELK GROVE                             CA      95624     Primary         Single Family Detached       360             357
581015151                                CONCORD                               CA      94521     Primary         Single Family Detached       360             357
581015152                                MODESTO                               CA      95351     Primary         PUD Attached                 360             357
581015223                                KELSO                                 WA      98626     Non-owner       Single Family Detached       360             357
581015239                                ROCKLIN                               CA      95765     Primary         Single Family Detached       360             357
581015244                                RANCHO CORDOVA                        CA      95670     Primary         Single Family Detached       360             357
581015286                                FORTUNA                               CA      95540     Non-owner       Single Family Detached       360             358
581015306                                CARLSBAD                              CA      92008     Primary         Single Family Detached       360             358
581015314                                WHEATLAND                             CA      95692     Primary         Single Family Detached       360             358
581015351                                VISTA                                 CA      92084     Primary         Single Family Detached       360             357
581015354                                PITTSBURG                             CA      94565     Primary         PUD Detached                 360             358
581015410                                SAN BERNADINO                         CA      92404     Primary         Single Family Detached       360             358
581015421                                LANCASTER                             CA      93535     Primary         Single Family Detached       360             358
581015422                                AUBURN                                CA      95602     Primary         Single Family Detached       360             358
581015429                                STOCKTON                              CA      95210     Primary         Single Family Detached       360             358
581015435                                HAYWARD                               CA      94541     Primary         Condo Low-Rise Attached      360             358
581015457                                MODESTO                               CA      95358     Primary         Single Family Detached       360             357
581015465                                BAY POINT                             CA      94565     Primary         Single Family Detached       360             358
581015476                                LAS VEGAS                             NV      89110     Primary         Single Family Detached       360             358
581015510                                SACRAMENTO                            CA      95833     Primary         Single Family Detached       360             358
581015523                                CORNING                               CA      96021     Primary         Single Family Detached       360             358
581015551                                HEMET                                 CA      92543     Primary         Single Family Detached       360             358
581015554                                LOS BANOS                             CA      93635     Primary         Single Family Detached       360             358
581015578                                MODESTO                               CA      95350     Primary         Single Family Detached       360             358
581015599                                STOCKTON                              CA      95203     Primary         Single Family Detached       360             358
581015601                                BAKERSFIELD                           CA      93313     Non-owner       Single Family Detached       360             358
581015611                                SMARTVILLE                            CA      95977     Primary         Single Family Detached       360             358
581015669                                CERES                                 CA      95307     Primary         Single Family Detached       360             358
581015686                                VALLEJO                               CA      94591     Primary         Single Family Detached       360             358
581015700                                OAKLAND                               CA      94608     Non-owner       2-4 Units Detached           360             358
581015728                                FAIRPLAY                              CO      80440     Primary         PUD Detached                 360             358
581015739                                ORANGEVALE                            CA      95662     Primary         Single Family Detached       360             358
581015744                                SACRAMENTO                            CA      95832     Primary         Single Family Detached       360             358
581015796                                KELSEYVILLE                           CA      95451     Primary         Single Family Detached       360             358
581015824                                FRESNO                                CA      93705     Primary         Single Family Detached       360             358
581015826                                CARMICHAEL                            CA      95608     Non-owner       Single Family Detached       360             358
581015837                                CANYON COUNTRY                        CA      91351     Primary         Condo Low-Rise Attached      360             358
581015856                                DENVER                                CO      80249     Primary         Single Family Detached       360             358
581015903                                WALNUT                                CA      91789     Primary         Single Family Detached       360             358
581015914                                KING CITY                             CA      93930     Primary         Single Family Detached       360             358
581015946                                STOCKTON                              CA      95210     Non-owner       PUD Detached                 360             359
581015977                                OAKLAND                               CA      94603     Primary         Single Family Detached       360             358
581015983                                HESPERIA                              CA      92344     Primary         Single Family Detached       360             359
581016009                                MONROE                                WA      98272     Primary         Single Family Detached       360             358
581016018                                MADERA                                CA      93638     Primary         Single Family Detached       360             358
581016030                                CORCORAN                              CA      93212     Primary         Single Family Detached       360             359
581016040                                RENO                                  NV      89523     Primary         Single Family Detached       360             358
581016068                                FAIRFIELD                             CA      94533     Primary         Single Family Detached       360             358
581016157                                ELK GROVE                             CA      95624     Primary         Single Family Detached       360             358
581016228                                AUBURN                                WA      98001     Primary         Single Family Detached       360             358
581016385                                FORTUNA                               CA      95540     Primary         Single Family Detached       360             359
581016435                                FAIR OAKS                             CA      95628     Primary         Single Family Detached       360             359
581017126                                SALYER                                CA      95563     Primary         Single Family Detached       360             359
581017271                                LAKEWOOD                              CO      80232     Primary         Single Family Detached       360             359
581017273                                ALAMOSA                               CO      81101     Primary         Single Family Detached       360             359
581017276                                FOUNTAIN                              CO      80817     Primary         Single Family Detached       360             359
581017390                                SACRAMENTO                            CA      95842     Primary         Single Family Detached       360             359
581018266                                FAIRFIELD                             CA      94533     Primary         Single Family Detached       360             360
581018756                                SANTA ROSA                            CA      95404     Primary         PUD Detached                 360             360
581019060                                EL CAJON                              CA      92019     Primary         PUD Detached                 360             360
611025680                                RICHMOND HILL                         NY      11419     Primary         2-4 Units Detached           360             356
611026123                                LEVITTOWN                             NY      11756     Primary         Single Family Detached       360             356
611026297                                CORAM                                 NY      11727     Primary         Single Family Detached       360             356
611026298                                OSSINING                              NY      10562     Primary         2-4 Units Detached           360             356
611026300                                BROOKLYN                              NY      11233     Primary         2-4 Units Attached           360             356
611026383                                PLAINFIELD                            NJ      07060     Primary         2-4 Units Detached           360             357
611026443                                BROOKLYN                              NY      11212     Primary         2-4 Units Attached           360             356
611026531                                COHOES                                NY      12047     Primary         2-4 Units Detached           360             357
611026560                                BRENTWOOD                             NY      11717     Primary         Single Family Detached       360             357
621019515                                MIAMI                                 FL      33175     Primary         Single Family Detached       360             356
621019539                                MIRAMAR                               FL      33027     Primary         PUD Attached                 360             356
621019720                                APOPKA                                FL      32703     Primary         PUD Detached                 360             356
621019836                                LAUDERHILL                            FL      33313     Non-owner       Condo Low-Rise Attached      360             356
621019903                                MIAMI                                 FL      33177     Primary         PUD Attached                 360             359
621019979                                PINELLAS PARK                         FL      33781     Primary         Single Family Detached       360             358
621020045                                MIAMI                                 FL      33186     Primary         Single Family Detached       360             358
621020379                                CAMDEN                                NJ      08105     Non-owner       Single Family Attached       360             358
621020380                                NAPLES                                FL      34116     Primary         Single Family Detached       360             357
621020440                                HOMESTEAD                             FL      33035     Primary         Condo Low-Rise Attached      360             357
621020449                                DOUGLASVILLE                          GA      30135     Primary         Single Family Detached       360             357
621020480                                SAFETY HARBOR                         FL      34695     Primary         Single Family Detached       360             358
621020486                                MIAMI                                 FL      33169     Primary         Single Family Detached       360             357
621020496                                MIAMI                                 FL      33125     Non-owner       2-4 Units Detached           360             358
621020513                                MIAMI                                 FL      33143     Primary         Single Family Detached       360             357
621020533                                POMPANO BEACH                         FL      33064     Non-owner       Single Family Attached       360             357
621020550                                JACKSONVILLE                          FL      32211     Primary         Single Family Detached       360             357
621020559                                MIAMI                                 FL      33157     Primary         Single Family Detached       360             357
621020604                                PENSACOLA                             FL      32501     Primary         Single Family Detached       360             358
621020658                                PALM SPRINGS                          FL      33461     Non-owner       PUD Attached                 360             357
621020669                                JACKSONVILLE                          FL      32277     Primary         PUD Detached                 360             358
621020763                                JACKSONVILLE                          FL      32209     Non-owner       2-4 Units Detached           360             357
621020802                                NORTH MIAMI BEACH                     FL      33162     Primary         Single Family Detached       360             358
621020822                                MIAMI                                 FL      33173     Primary         Single Family Detached       360             358
621020844                                FORT MYERS                            FL      33916     Non-owner       Single Family Detached       180             179
621020878                                POMPANO BEACH                         FL      33062     Primary         Condo Low-Rise Attached      360             358
621020918                                HIALEAH                               FL      33012     Second Home     Condo Low-Rise Attached      360             358
621020922                                MIAMI                                 FL      33150     Non-owner       Single Family Detached       360             358
621020951                                COCOA                                 FL      32927     Primary         Single Family Detached       360             358
621020963                                MIAMI                                 FL      33142     Primary         Single Family Detached       360             357
621020964                                HYPOLUXO                              FL      33462     Primary         PUD Attached                 360             357
621021028                                MIAMI                                 FL      33179     Non-owner       Condo Low-Rise Attached      360             357
621021079                                MIAMI GARDENS                         FL      33055     Primary         Single Family Detached       360             358
621021096                                TAMPA                                 FL      33604     Primary         Single Family Detached       360             358
621021156                                HIALEAH                               FL      33010     Primary         Single Family Detached       360             357
621021161                                PALM COAST                            FL      32137     Primary         Condo Low-Rise Attached      360             357
621021163                                LAUDERHILL                            FL      33319     Primary         PUD Attached                 360             358
621021196                                JACKSONVILLE                          FL      32218     Primary         Single Family Detached       360             359
621021234                                VERO BEACH                            FL      32962     Primary         Single Family Detached       360             358
621021262                                FORT PIERCE                           FL      34950     Non-owner       Single Family Detached       360             358
621021307                                JACKSONVILLE                          FL      32207     Primary         Single Family Detached       360             358
621021374                                WILLINGBORO                           NJ      08046     Primary         Single Family Detached       360             358
621021402                                ORANGE PARK                           FL      32073     Primary         Single Family Detached       360             358
621021477                                MIAMI                                 FL      33157     Primary         Single Family Detached       360             358
621021523                                CORAL SPRINGS                         FL      33071     Non-owner       Condo Low-Rise Attached      360             359
621021528                                JACKSONVILLE                          FL      32244     Primary         Single Family Detached       360             358
621021534                                MIAMI                                 FL      33157     Non-owner       Single Family Detached       360             359
621021541                                MIAMI                                 FL      33196     Primary         Single Family Detached       360             358
621021542                                MIAMI                                 FL      33189     Primary         PUD Detached                 360             358
621021547                                FREEHOLD                              NJ      07728     Primary         Single Family Detached       360             358
621021551                                MIAMI                                 FL      33177     Primary         Single Family Detached       360             358
621021577                                HASTINGS                              FL      32145     Non-owner       Single Family Detached       360             359
621021623                                PALM COAST                            FL      32137     Primary         PUD Detached                 360             358
621021634                                MIAMI                                 FL      33169     Primary         Single Family Detached       360             358
621021698                                DELTONA                               FL      32738     Primary         Single Family Detached       360             358
621021750                                OPA LOCKA                             FL      33054     Non-owner       Single Family Detached       360             358
621021838                                ANDREWS                               NC      28901     Primary         Single Family Detached       360             358
621021851                                ORLANDO                               FL      32808     Non-owner       Single Family Detached       360             358
621021873                                MIAMI                                 FL      33185     Primary         PUD Detached                 360             359
621021874                                ROYAL PALM BEACH                      FL      33411     Primary         Single Family Detached       360             358
621021904                                PALM BAY                              FL      32905     Non-owner       Single Family Detached       360             359
621021924                                LAKE WORTH                            FL      33460     Non-owner       Single Family Detached       360             358
621021965                                HIALEAH                               FL      33018     Primary         Single Family Detached       360             359
621022039                                NORTH MIAMI                           FL      33161     Primary         Single Family Detached       360             359
621022048                                MIAMI BEACH                           FL      33139     Primary         Condo High-Rise Attached     360             358
621022080                                JACKSONVILLE                          FL      32208     Primary         Single Family Detached       360             358
621022233                                PORT SAINT LUCIE                      FL      34986     Primary         Single Family Detached       360             359
621022300                                FT. LAUDERDALE                        FL      33311     Non-owner       2-4 Units Detached           360             359
621022364                                HOMESTEAD                             FL      33032     Non-owner       Single Family Detached       360             359
621022417                                FORT LAUDERDALE                       FL      33311     Primary         Single Family Detached       360             359
621022526                                MIAMI                                 FL      33142     Non-owner       2-4 Units Detached           360             359
621022670                                POMPANO BEACH                         FL      33064     Non-owner       Single Family Detached       360             359
621022686                                JACKSONVILLE                          FL      32244     Primary         Single Family Detached       360             359
621024180                                WINTER GARDEN                         FL      34787     Primary         PUD Detached                 360             360
631014820                                BAKERSFIELD                           CA      93304     Primary         Single Family Detached       360             353
631015697                                PERRIS                                CA      92571     Primary         PUD Detached                 360             356
631015705                                LONG BEACH                            CA      90805     Primary         Single Family Detached       360             356
631015760                                HANFORD                               CA      93230     Primary         Single Family Detached       360             356
631015781                                MC FARLAND                            CA      93250     Primary         Single Family Detached       360             356
631015782                                SAN JACINTO                           CA      92583     Primary         Single Family Detached       360             356
631015869                                PRESCOTT                              AZ      86301     Primary         Single Family Detached       360             356
631016018                                PORTERVILLE                           CA      93257     Primary         Single Family Detached       360             356
631016060                                POMPANO BEACH                         FL      33064     Non-owner       Single Family Detached       360             358
651022011                                ATLANTA                               GA      30318     Primary         Single Family Detached       360             354
651022045                                CHESTERTON                            IN      46304     Primary         Single Family Detached       360             354
651022322                                CORDOVA                               TN      38016     Primary         Single Family Detached       360             354
651022385                                MADISON                               TN      37115     Primary         Single Family Detached       360             354
651022597                                ARCADIA                               LA      71001     Primary         Single Family Detached       360             356
651022607                                FAIRHOPE                              AL      36526     Primary         Single Family Detached       360             355
651022784                                SNELLVILLE                            GA      30039     Primary         Single Family Detached       360             355
651023141                                BRYANS ROAD                           MD      20616     Primary         PUD Detached                 360             356
651023340                                WASHINGTON                            DC      20024     Primary         Single Family Attached       360             356
661019295                                OAKRIDGE                              OR      97463     Primary         Single Family Detached       360             355
661019515                                SAN BERNARDINO                        CA      92405     Primary         Single Family Detached       360             355
661019538                                LOS ANGELES                           CA      90003     Primary         Single Family Detached       360             356
661019607                                PHOENIX                               AZ      85053     Primary         Single Family Detached       360             357
661019618                                HIGHLAND                              CA      92346     Primary         Single Family Detached       360             358
661019677                                LOS ANGELES                           CA      90044     Non-owner       2-4 Units Detached           360             357
661019693                                TEMPE                                 AZ      85283     Primary         Single Family Detached       360             355
661019695                                AVONDALE                              AZ      85323     Primary         PUD Detached                 360             357
661019872                                BAKERSFIELD                           CA      93305     Primary         Single Family Detached       360             356
661019944                                MORENO VALLEY                         CA      92553     Primary         Single Family Detached       360             356
661019999                                SACRAMENTO                            CA      95828     Primary         Single Family Detached       360             356
661020173                                PORTLAND                              OR      97211     Primary         Single Family Detached       360             357
661020251                                LAS VEGAS                             NV      89113     Primary         Single Family Detached       360             357
661020257                                MORENO VALLEY                         CA      92553     Primary         Single Family Detached       360             358
661020264                                NEWPORT                               PA      17074     Primary         Single Family Detached       360             357
661020312                                CRESTLINE                             CA      92325     Primary         Single Family Detached       360             357
661020388                                WATERBURY                             CT      06710     Primary         2-4 Units Detached           360             357
661020423                                MERCED                                CA      95348     Primary         Single Family Detached       360             356
661020430                                SANTA PAULA                           CA      93060     Primary         Single Family Detached       360             358
661020487                                WILMINGTON AREA (LOS ANGELES)         CA      90744     Primary         2-4 Units Detached           360             356
661020495                                BAKERSFIELD                           CA      93307     Primary         2-4 Units Detached           360             357
661020519                                WILMINGTON AREA (LOS ANGELES)         CA      90744     Primary         Single Family Detached       360             356
661020567                                LOS ANGELES                           CA      90002     Non-owner       2-4 Units Detached           360             357
661020570                                BLOOMINGTON                           CA      92316     Primary         Single Family Detached       360             358
661020573                                HIALEAH                               FL      33014     Primary         Single Family Attached       360             357
661020834                                LAMONT                                CA      93241     Primary         Single Family Detached       360             357
661020844                                WHITTIER                              CA      90604     Primary         Single Family Detached       360             358
661020869                                LAS VEGAS                             NV      89101     Non-owner       Single Family Detached       360             357
661020928                                SURPRISE                              AZ      85374     Primary         Single Family Detached       360             357
661020930                                RIALTO                                CA      92376     Primary         Single Family Detached       360             357
661020936                                NORTH LAS VEGAS                       NV      89030     Primary         Single Family Detached       360             357
661021008                                AIBURN                                AL      36832     Primary         Single Family Detached       360             357
661021014                                JACKSONVILLE                          FL      32225     Non-owner       PUD Detached                 360             357
661021067                                LOS ANGELES                           CA      90062     Primary         Single Family Detached       360             357
661021077                                CARSON                                CA      90745     Non-owner       Condo Low-Rise Attached      360             357
661021081                                AIKEN                                 SC      29803     Primary         Single Family Detached       360             357
661021102                                COLORADO SPRINGS                      CO      80919     Primary         Single Family Detached       360             358
661021108                                RIVERSIDE                             CA      92504     Primary         Single Family Detached       360             357
661021109                                COACHELLA                             CA      92236     Primary         Single Family Detached       360             357
661021118                                OLYMPIA                               WA      98516     Primary         Single Family Detached       360             357
661021126                                LOS ANGELES                           CA      90033     Primary         Single Family Detached       360             357
661021130                                PHOENIX                               AZ      85043     Primary         PUD Detached                 360             358
661021166                                CITRUS HEIGHTS                        CA      95621     Primary         Single Family Detached       360             358
661021176                                LAMONT                                CA      93241     Primary         Single Family Detached       360             358
661021185                                LOS ANGELES                           CA      90042     Primary         Single Family Detached       360             357
661021269                                OXNARD                                CA      93036     Primary         Single Family Detached       360             358
661021271                                IDYLLWILD                             CA      92549     Second Home     Single Family Detached       360             357
661021276                                MORENO VALLEY                         CA      92553     Primary         Single Family Detached       360             359
661021301                                WHEATLAND                             CA      95692     Primary         Single Family Detached       360             358
661021309                                RANCHO CUCAMONGA                      CA      91730     Primary         Single Family Detached       360             357
661021312                                BURIEN                                WA      98146     Primary         Single Family Detached       360             358
661021379                                BATTLE GROUND                         WA      98604     Primary         Single Family Detached       360             357
661021382                                INGLEWOOD                             CA      90305     Primary         Single Family Detached       360             358
661021390                                BAKERSFIELD                           CA      93304     Primary         Single Family Detached       360             358
661021397                                VENTURA                               CA      93001     Primary         Single Family Detached       360             358
661021398                                ANCHORAGE                             AK      99507     Primary         Single Family Detached       360             357
661021411                                HIGHLAND                              CA      92346     Primary         Single Family Detached       360             358
661021428                                PALMDALE                              CA      93551     Primary         Single Family Detached       360             358
661021440                                IVANHOE                               CA      93235     Primary         Single Family Detached       360             358
661021447                                CULVER CITY                           CA      90230     Non-owner       Condo Low-Rise Attached      360             358
661021480                                WHITEHALL                             MI      49461     Non-owner       Single Family Detached       360             358
661021481                                WAIANAE                               HI      96792     Primary         Single Family Detached       360             357
661021504                                RIVERSIDE                             CA      92509     Primary         Single Family Detached       360             358
661021528                                SAN BERNARDINO                        CA      92410     Primary         Single Family Detached       360             358
661021529                                PLACENTIA                             CA      92870     Primary         Condo Low-Rise Attached      360             358
661021548                                UPLAND                                CA      91786     Non-owner       2-4 Units Detached           360             357
661021552                                COCOA                                 FL      32927     Primary         Single Family Detached       360             358
661021555                                UPLAND                                CA      91786     Non-owner       2-4 Units Detached           360             357
661021582                                BIG BEAR CITY                         CA      92314     Primary         Single Family Detached       360             358
661021584                                LAS VEGAS                             NV      89108     Primary         Single Family Detached       360             358
661021594                                SACRAMENTO                            CA      95833     Primary         Single Family Detached       360             358
661021632                                COMPTON                               CA      90221     Primary         Single Family Detached       360             358
661021642                                VICTORVILLE                           CA      92392     Primary         Single Family Detached       360             358
661021643                                GLENDALE                              CA      91202     Primary         Single Family Detached       360             358
661021651                                LOS ANGELES                           CA      90033     Primary         2-4 Units Detached           360             358
661021691                                GLENDALE                              AZ      85310     Primary         Single Family Detached       360             358
661021719                                APPLE VALLEY                          CA      92308     Primary         Single Family Detached       360             358
661021747                                NORTH LAS VEGAS                       NV      89030     Primary         Single Family Detached       360             358
661021752                                FONTANA                               CA      92335     Primary         Single Family Detached       360             358
661021805                                LOS ANGELES                           CA      90001     Primary         Single Family Detached       360             358
661021907                                WOODLAND                              CA      95776     Primary         Single Family Detached       360             358
661021920                                SAN BERNARDINO                        CA      92405     Primary         Single Family Detached       360             358
661021941                                HIGHLAND                              CA      92346     Primary         PUD Detached                 360             358
661021953                                PALMDALE                              CA      93550     Non-owner       2-4 Units Detached           360             358
661021979                                SACRAMENTO                            CA      95827     Primary         Single Family Detached       360             358
661022008                                UPLAND                                CA      91786     Non-owner       2-4 Units Detached           360             358
661022041                                PALMDALE                              CA      93550     Non-owner       2-4 Units Detached           360             358
661022081                                BIG BEAR CITY                         CA      92314     Non-owner       Single Family Detached       360             358
661022089                                MOJAVE                                CA      93501     Non-owner       Single Family Detached       360             358
661022193                                CHURCH ROAD                           VA      23833     Primary         Single Family Detached       360             359
661022195                                LAKE ELSINORE                         CA      92530     Primary         Single Family Detached       360             358
661022268                                BELL                                  CA      90201     Non-owner       2-4 Units Attached           360             358
661022272                                TULALIP                               WA      98271     Primary         Single Family Detached       360             358
661022364                                VICTORVILLE                           CA      92356     Primary         Single Family Detached       360             359
661022369                                CENTENNIAL                            CO      80015     Primary         PUD Detached                 360             359
661022569                                REDLANDS                              CA      92374     Primary         Single Family Detached       360             359
661023437                                FONTANA                               CA      92335     Primary         Single Family Detached       360             359
661023851                                SAN JACINTO                           CA      92583     Primary         PUD Detached                 360             360
661024127                                MORENO VALLEY                         CA      92553     Non-owner       PUD Detached                 360             360
661024358                                LAKEWOOD                              WA      98499     Primary         Single Family Detached       360             359
661024511                                SILVER CREEK                          GA      30173     Primary         Single Family Detached       360             359
671015698                                OAKLAND                               CA      94619     Primary         Single Family Detached       360             355
671015746                                FAIR OAKS                             CA      95628     Non-owner       PUD Attached                 360             358
671015750                                FAIR OAKS                             CA      95628     Non-owner       PUD Attached                 360             358
671016105                                ATWATER                               CA      95301     Primary         Single Family Detached       360             356
671016224                                PATTERSON                             CA      95363     Primary         Single Family Detached       360             357
671016263                                KANEOHE                               HI      96744     Primary         Condo Low-Rise Attached      360             357
671016409                                MERCED                                CA      95340     Primary         Single Family Detached       360             356
671016452                                FRESNO                                CA      93726     Primary         Single Family Detached       360             357
671016554                                GRANTS PASS                           OR      97527     Primary         Single Family Detached       360             357
671016604                                SUISUN CITY                           CA      94585     Primary         Single Family Detached       360             357
671016659                                LATON                                 CA      93242     Primary         Single Family Detached       360             357
671016823                                MODESTO                               CA      95356     Primary         Single Family Detached       360             357
671016939                                SPOKANE                               WA      99207     Primary         Single Family Detached       360             357
671016947                                OAKLAND                               CA      94602     Non-owner       Single Family Detached       360             357
671017012                                MILTON                                WA      98354     Primary         Single Family Detached       360             357
671017021                                BAKERSFIELD                           CA      93304     Primary         Single Family Detached       360             357
671017028                                FRESNO                                CA      93706     Primary         Single Family Detached       360             357
671017030                                RENTON                                WA      98058     Primary         Single Family Detached       360             358
671017038                                MADERA                                CA      93638     Primary         Single Family Detached       360             358
671017043                                FRESNO                                CA      93725     Primary         Single Family Detached       360             358
671017054                                MESA                                  AZ      85203     Primary         Single Family Detached       360             358
671017055                                WILSEYVILLE                           CA      95257     Primary         Single Family Detached       360             358
671017064                                OAKLAND                               CA      94603     Primary         Single Family Detached       360             358
671017123                                SALEM                                 OR      97306     Primary         Single Family Detached       360             357
671017161                                SALIDA                                CA      95368     Primary         Single Family Detached       360             357
671017167                                SONORA                                CA      95370     Second Home     Single Family Detached       360             357
671017182                                HERLONG                               CA      96113     Primary         Single Family Detached       360             357
671017203                                BLYTHE                                CA      92225     Non-owner       Single Family Detached       360             358
671017219                                SAN DIEGO                             CA      92104     Non-owner       2-4 Units Detached           360             358
671017234                                MESA                                  AZ      85204     Primary         Single Family Detached       360             358
671017258                                CHOWCHILLA                            CA      93610     Primary         Single Family Detached       360             358
671017293                                NEW PORT RICHEY                       FL      34653     Primary         PUD Detached                 360             358
671017295                                INGLEWOOD                             CA      90302     Non-owner       2-4 Units Detached           360             358
671017304                                WAIANAE                               HI      96792     Primary         Single Family Detached       360             358
671017332                                HEMET                                 CA      92545     Primary         Single Family Detached       360             358
671017377                                FRESNO                                CA      93722     Primary         Single Family Detached       360             358
671017443                                BURBANK                               CA      91506     Primary         Single Family Detached       360             358
671017450                                DUNEDIN                               FL      34698     Primary         Single Family Detached       360             358
671017492                                SACRAMENTO                            CA      95821     Non-owner       2-4 Units Detached           360             358
671017505                                FRESNO                                CA      93727     Primary         Single Family Detached       360             358
671017507                                PHOENIX                               AZ      85015     Primary         Single Family Attached       360             358
671017513                                FRESNO                                CA      93725     Primary         Single Family Detached       360             358
671017545                                MADERA                                CA      93638     Primary         Single Family Detached       360             358
671017564                                SPANAWAY                              WA      98387     Primary         PUD Detached                 360             358
671017637                                BUCKEYE                               AZ      85326     Non-owner       Single Family Detached       360             359
671017654                                SEATTLE                               WA      98188     Primary         PUD Attached                 360             359
671017660                                GERBER                                CA      96035     Primary         Single Family Detached       360             358
671017666                                CHANDLER                              AZ      85226     Primary         Single Family Detached       360             359
671017759                                GLENDALE                              AZ      85308     Primary         Single Family Detached       360             358
671017761                                MARTINEZ                              GA      30907     Primary         Single Family Detached       360             358
671017775                                VISALIA                               CA      93292     Primary         Single Family Detached       360             358
671017777                                GRIFFIN                               GA      30223     Primary         Single Family Detached       240             239
671017847                                ORANGE COVE                           CA      93646     Primary         Single Family Detached       360             359
671017870                                SACRAMENTO                            CA      95828     Primary         Single Family Detached       360             359
671017877                                POWDER SPRINGS                        GA      30127     Primary         Single Family Detached       360             359
671018001                                MODESTO                               CA      95351     Non-owner       Single Family Detached       360             359
671018452                                HERRIMAN                              UT      84096     Non-owner       Single Family Detached       360             359
671018523                                DEARBORN                              MI      48120     Primary         Single Family Detached       360             359
671018573                                HERRIMAN                              UT      84096     Non-owner       Single Family Detached       360             359
671018576                                HERRIMAN                              UT      84096     Non-owner       PUD Detached                 360             359
671018795                                MORENO VALLEY                         CA      92557     Primary         Single Family Detached       360             359
671018798                                PORT SAINT LUCIE                      FL      34953     Primary         Single Family Detached       360             359
671018821                                ANTIOCH                               CA      94509     Primary         Condo Low-Rise Attached      360             359
671018994                                VERO BEACH                            FL      32967     Primary         Single Family Detached       360             359
671019036                                CANTON                                GA      30114     Primary         Single Family Detached       360             359
671019150                                SAN JOSE                              CA      95124     Primary         Single Family Detached       360             360
671019952                                SALT LAKE CITY                        UT      84104     Primary         Single Family Detached       360             360
681014559                                BOOTHBAY                              ME      04537     Primary         Single Family Detached       360             356
681014643                                DRACUT                                MA      01826     Primary         Single Family Detached       360             356
681014699                                METHUEN                               MA      01844     Primary         Single Family Detached       360             356
691009770                                LAUREL                                MD      20707     Primary         Condo Low-Rise Attached      360             353
701004456                                BLOUNTVILLE                           TN      37617     Primary         Single Family Detached       360             353
791007426                                ETNA                                  WY      83118     Primary         Single Family Detached       360             354
831070039                                FAIRHAVEN                             MA      02719     Primary         Single Family Detached       360             354
831071451                                MIRAMAR                               FL      33025     Primary         Single Family Detached       360             356
831071457                                LAKE WORTH                            FL      33463     Primary         PUD Detached                 360             356
831071463                                ROSELLE                               NJ      07203     Primary         Single Family Detached       360             356
831071484                                PASADENA                              CA      91104     Primary         Single Family Detached       360             356
831072214                                BAKERSFIELD                           CA      93306     Primary         Single Family Detached       360             356
831072701                                WEST PALM BEACH                       FL      33415     Primary         PUD Attached                 360             356
831072725                                OCALA                                 FL      34470     Primary         PUD Detached                 360             356
831072730                                PORT CHARLOTTE                        FL      33952     Primary         PUD Detached                 360             356
831072908                                SACRAMENTO                            CA      95820     Non-owner       Single Family Detached       360             356
831072933                                PUTNAM VALLEY                         NY      10579     Primary         Single Family Detached       180             176
831073214                                NORTH LAS VEGAS                       NV      89031     Primary         Single Family Detached       360             356
831073217                                MARATHON                              FL      33050     Primary         Single Family Detached       360             356
831073219                                COARSSEGOLD                           CA      93614     Primary         Single Family Detached       360             356
831073220                                MARSHALLTOWN                          IA      50158     Primary         Single Family Detached       360             357
831073221                                LOS ANGELES                           CA      91342     Primary         Condo Low-Rise Attached      360             356
831073222                                BAKERSFIELD                           CA      93307     Primary         Single Family Detached       360             356
831073227                                UPLAND                                CA      91786     Primary         Single Family Detached       360             356
831073230                                CHELTENHAM                            MD      20623     Primary         Single Family Detached       360             356
831073232                                FREDERICKSBURG                        VA      22407     Primary         Single Family Detached       360             356
831073236                                CLINTON                               MD      20735     Primary         Single Family Detached       360             356
831073250                                TARRYTOWN                             NY      10591     Primary         Single Family Detached       360             357
831073251                                BUSHKILL                              PA      18324     Primary         PUD Detached                 360             357
831073252                                BAY SHORE                             NY      11706     Primary         Single Family Detached       360             357
831073256                                BREWSTER                              NY      10509     Primary         Single Family Detached       360             356
831073257                                LINDENHURST                           NY      11757     Primary         Single Family Detached       360             357
831073262                                ROOSEVELT                             NY      11575     Primary         Single Family Detached       360             356
831073279                                WILLINGBORO                           NJ      08046     Primary         Single Family Detached       360             357
831073282                                HOLLYWOOD                             FL      33020     Primary         Single Family Detached       360             357
831073283                                BRICK                                 NJ      08724     Primary         Single Family Detached       360             357
831073288                                Bartow                                FL      33830     Primary         Single Family Detached       360             356
831073291                                DEERFIELD BEACH                       FL      33441     Primary         Single Family Detached       360             356
831073292                                RIVERVIEW                             FL      33569     Primary         Single Family Detached       360             357
831073294                                TAMPA                                 FL      33625     Primary         PUD Detached                 360             356
831073295                                LYNN HAVEN                            FL      32444     Primary         Single Family Detached       360             357
831073299                                North Port                            FL      34288     Primary         Single Family Detached       360             357
831073302                                MIAMI                                 FL      33196     Primary         PUD Detached                 360             357
831073303                                SAINT PETERSBURG                      FL      33705     Non-owner       Single Family Detached       360             357
831073304                                SEBRING                               FL      33870     Primary         Single Family Detached       360             357
831073306                                PANAMA CITY BEACH                     FL      32413     Primary         Single Family Detached       360             357
831073308                                PHOENIX                               AZ      85033     Primary         Single Family Detached       360             357
831073318                                KEANSBURG                             NJ      07734     Primary         Single Family Detached       360             357
831073360                                STONE MOUNTAIN                        GA      30087     Primary         Single Family Detached       360             356
831073364                                PROSPERITY                            SC      29127     Primary         Single Family Detached       360             356
831073365                                TOWNSHIP OF CHERRY HILL               NJ      08003     Primary         Single Family Detached       360             357
831073368                                OCOEE                                 FL      34761     Primary         PUD Detached                 360             356
831073369                                MULLICA TWP                           NJ      08215     Non-owner       Single Family Detached       360             356
831073373                                TWP OF UPPER TOWNSHIP                 NJ      08223     Non-owner       Single Family Detached       360             356
831073376                                CITY OF MECHANICSVILLE                VA      23111     Non-owner       Single Family Detached       360             356
831073379                                DENVER                                PA      17517     Primary         Single Family Attached       360             356
831073380                                DURHAM                                CT      06422     Primary         Single Family Detached       360             356
831073381                                PORT CHESTER                          NY      10573     Primary         Condo Low-Rise Attached      360             356
831073382                                WORCESTER                             MA      01607     Primary         Single Family Detached       360             356
831073385                                BOROUGH OF QUARRYVILLE                PA      17566     Primary         Single Family Detached       360             356
831073390                                MECHANICSVILLE                        MD      20659     Primary         Single Family Detached       360             356
831073392                                CITY OF ORANGE                        NJ      07050     Non-owner       Single Family Detached       360             356
831073403                                ELMA                                  WA      98541     Primary         Single Family Detached       360             356
831073405                                HOLLYWOOD                             FL      33020     Primary         2-4 Units Detached           360             356
831073442                                VINELAND                              NJ      08360     Primary         Single Family Detached       360             357
831073444                                BRONX                                 NY      10472     Non-owner       2-4 Units Attached           360             357
831073614                                LOS ANGELES                           CA      90001     Primary         2-4 Units Detached           180             177
831073616                                HESPERIA                              CA      92345     Primary         Single Family Detached       360             357
831073617                                CORONA                                CA      92879     Primary         Single Family Detached       360             357
831073619                                PHOENIX                               AZ      85032     Primary         Single Family Detached       360             357
831073620                                COMPTON                               CA      90222     Primary         Single Family Detached       360             357
831073621                                LOS ANGELES                           CA      90043     Primary         Single Family Detached       360             357
831073622                                LOS ANGELES                           CA      90032     Primary         Single Family Detached       360             357
831073625                                WEST LINN                             OR      97068     Primary         Single Family Detached       360             357
831073629                                PALM COAST                            FL      32137     Primary         Single Family Detached       360             357
831073630                                BAKERSFIELD                           CA      93306     Primary         Single Family Detached       360             357
831073638                                COLORADO SPRINGS                      CO      80906     Primary         Single Family Detached       360             356
831073639                                SURPRISE                              AZ      85374     Primary         Single Family Detached       360             357
831073646                                VICTORY MILLS                         NY      12884     Primary         Single Family Detached       360             357
831073647                                WYANDANCH                             NY      11798     Primary         Single Family Detached       360             357
831073650                                ORLANDO                               FL      32807     Second Home     Single Family Detached       360             357
831073651                                BAY SHORE                             NY      11706     Primary         Single Family Detached       360             357
831073664                                YORKTOWN HEIGHTS                      NY      10598     Primary         Single Family Detached       360             357
831073665                                BROOKLYN                              NY      11236     Primary         2-4 Units Attached           360             357
831073667                                MIDDLETOWN                            NY      10941     Primary         Single Family Attached       360             357
831073669                                MEDFORD                               NY      11763     Primary         Single Family Detached       360             357
831073670                                STATEN ISLAND                         NY      10314     Primary         Single Family Attached       360             357
831073671                                BROOKLYN                              NY      11211     Primary         2-4 Units Attached           360             357
831073674                                LIVE OAK                              FL      32060     Primary         Single Family Detached       360             357
831073677                                MINERAL                               VA      23117     Primary         Single Family Detached       360             357
831073678                                YORKTOWN                              VA      23692     Primary         Single Family Detached       360             357
831073684                                LAS VEGAS                             NV      89110     Primary         Single Family Detached       360             357
831073727                                GLEN BURNIE                           MD      21061     Primary         Single Family Detached       360             357
831073787                                VALLEJO                               CA      94591     Non-owner       Single Family Detached       360             357
831074170                                BELLEVILLE                            MI      48111     Primary         Single Family Detached       360             357
831074171                                BRENTWOOD                             NY      11717     Primary         Single Family Detached       360             357
831074206                                TAMPA                                 FL      33604     Non-owner       2-4 Units Detached           360             357
831074235                                CLINTON TWP                           OH      43567     Primary         Single Family Detached       360             356
831074340                                YONKERS                               NY      10701     Primary         2-4 Units Detached           360             358
831074341                                SELDEN                                NY      11784     Primary         Single Family Detached       360             358
831074620                                HIGHLAND (AREA)                       CA      92346     Primary         Single Family Detached       360             357
831074689                                LOWER TWP                             NJ      08251     Non-owner       Single Family Detached       360             357
831074692                                BEACON                                NY      12508     Primary         Single Family Detached       360             357
831074693                                MIDDLETOWN                            DE      19709     Primary         Single Family Attached       360             357
831074699                                COLLINGSWOOD                          NJ      08108     Primary         Single Family Detached       360             357
841017875                                DETROIT                               MI      48228     Primary         Single Family Detached       360             353
841019795                                ALLEGAN                               MI      49010     Primary         Single Family Detached       360             355
841019950                                DETROIT                               MI      48227     Non-owner       Single Family Detached       360             355
841022636                                WESTLAND                              MI      48185     Primary         Single Family Detached       360             357
841023668                                FRUITPORT                             MI      49415     Primary         Single Family Detached       360             357
841023805                                MONROE                                MI      48162     Primary         Single Family Detached       360             357
841024270                                GRAND BLANC                           MI      48439     Primary         Single Family Detached       360             358
841024301                                RIVERVIEW                             MI      48193     Primary         Single Family Detached       360             358
841024303                                REDFORD                               MI      48239     Primary         Single Family Detached       360             357
841024334                                ROMULUS                               MI      48174     Primary         Single Family Detached       360             358
841024492                                DETROIT                               MI      48235     Non-owner       Single Family Detached       360             358
841024537                                LAWRENCE                              MI      49064     Primary         Single Family Detached       360             358
841024546                                BELLEVILLE                            MI      48111     Primary         Single Family Detached       360             357
841024561                                PINCKNEY                              MI      48169     Primary         Single Family Detached       360             357
841024618                                WARREN                                MI      48091     Primary         Single Family Detached       360             358
841024716                                DAVISON                               MI      48423     Primary         Single Family Detached       360             358
841024886                                READING                               MI      49274     Primary         Single Family Detached       360             359
841024898                                TAYLOR                                MI      48180     Primary         Single Family Detached       360             358
841024940                                FLINT                                 MI      48506     Primary         Single Family Detached       360             358
841024952                                DETROIT                               MI      48228     Primary         Single Family Detached       360             358
871006167                                BROOKLYN                              NY      11221     Primary         2-4 Units Attached           360             354
871006306                                TSP OF SMITHFIELD                     PA      18301     Primary         PUD Detached                 360             355
871006547                                GARFIELD                              NJ      07026     Non-owner       2-4 Units Detached           360             355
871006735                                BROOKLYN                              NY      11208     Primary         2-4 Units Detached           360             356
871006762                                WATERFORD TWP                         NJ      08004     Primary         Single Family Attached       360             356
871006877                                NEWARK                                NJ      07108     Primary         2-4 Units Detached           360             356
871006948                                NEW ROCHELLE                          NY      10804     Non-owner       Condo High-Rise Attached     360             357
871006952                                EGG HARBOR TOWNSHIP                   NJ      08234     Primary         Single Family Detached       360             358
871007012                                BRONX                                 NY      10463     Non-owner       2-4 Units Attached           360             357
871007054                                PARK RIDGE                            NJ      07656     Primary         Single Family Detached       360             358
871007126                                ELIZABETH                             NJ      07202     Primary         Single Family Detached       360             357
871007151                                OLD BRIDGE                            NJ      08857     Primary         Single Family Detached       360             358
871007197                                ATCO                                  NJ      08004     Primary         Single Family Detached       360             358
871007202                                YONKERS                               NY      10710     Non-owner       2-4 Units Detached           360             358
871007232                                PORT MONMOUTH                         NJ      07758     Primary         Single Family Detached       360             358
871007242                                BROOKLYN                              NY      11212     Primary         2-4 Units Attached           360             357
871007258                                DOVER                                 NJ      07801     Non-owner       Single Family Detached       360             358
871007267                                CAPE MAY                              NJ      08204     Second Home     Condo Low-Rise Attached      360             358
871007274                                DUMONT                                NJ      07628     Primary         Single Family Detached       360             358
871007294                                UNION CITY                            NJ      07087     Non-owner       2-4 Units Detached           360             358
871007317                                NEWARK                                NJ      07106     Non-owner       2-4 Units Attached           360             358
871007318                                ENGLEWOOD                             NJ      07631     Non-owner       2-4 Units Detached           360             358
871007347                                PATERSON                              NJ      07504     Primary         2-4 Units Detached           360             357
951000637                                NEW ORLEANS                           LA      70113     Non-owner       2-4 Units Detached           360             358
951000645                                NORCO                                 LA      70079     Primary         Single Family Detached       360             359
951000652                                NEW ORLEANS                           LA      70113     Non-owner       Single Family Detached       360             358
951000692                                NEW ORLEANS                           LA      70117     Primary         Single Family Detached       360             358
951001142                                HARVEY                                LA      70058     Primary         Single Family Detached       360             359
951001160                                GEORGETOWN                            SC      29440     Primary         Single Family Detached       360             358
951001227                                TROY                                  MI      48085     Primary         Single Family Detached       360             358
951001570                                ROSEVILLE                             MI      48066     Primary         Single Family Detached       360             358
951001614                                DECATUR                               GA      30034     Non-owner       Single Family Detached       360             359
951001751                                S.  RICHMOND HILL                     NY      11419     Primary         2-4 Units Detached           360             359
951001777                                DETROIT                               MI      48224     Non-owner       Single Family Detached       360             359
951001783                                HERNANDO                              MS      38632     Non-owner       Single Family Detached       360             359
951001817                                LANSING                               MI      48912     Non-owner       2-4 Units Detached           360             359
951001818                                LANSING                               MI      48912     Non-owner       2-4 Units Detached           360             359
951001820                                LANSING                               MI      48912     Non-owner       2-4 Units Detached           360             359
951001825                                LANSING                               MI      48912     Non-owner       2-4 Units Detached           360             359
951001900                                PHOENIIX                              AZ      85042     Primary         Single Family Detached       360             358
951001932                                OCALA                                 FL      34475     Primary         Single Family Detached       360             358
951001962                                CLARKS SUMMIT                         PA      18411     Primary         Single Family Detached       360             358
951001972                                MOUNT PLEASANT                        MI      48858     Primary         Single Family Detached       360             358
951001974                                EASTPOINTE                            MI      48021     Primary         Single Family Detached       360             359
951002017                                PORT HURON                            MI      48060     Primary         Single Family Detached       360             359
951002049                                ALBANY                                NY      12203     Primary         Single Family Detached       360             358
951002063                                LAKEHURST                             NJ      08733     Primary         Single Family Detached       360             359
951002109                                LITHONIA                              GA      30038     Primary         Single Family Detached       360             359
951002241                                STARKE                                FL      32091     Primary         Single Family Detached       360             359
951002339                                PISCATAWAY                            NJ      08854     Primary         Single Family Detached       360             359
951002354                                PLAINFIELD                            NJ      07063     Primary         Single Family Detached       360             359
951002609                                SLIDELL                               LA      70458     Primary         Single Family Detached       360             359
951002674                                BRUNSWICK                             GA      31520     Primary         Single Family Detached       360             360
951002678                                DOUGLASVILLE                          GA      30135     Primary         Single Family Detached       360             359
951002747                                COLCHESTER                            CT      06415     Primary         Single Family Detached       360             359
951002782                                WALLKILL                              NY      12589     Primary         Single Family Detached       360             359
951002802                                LANCASTER                             SC      29720     Non-owner       Single Family Detached       360             360
951002849                                BROWNS MILLS                          NJ      08015     Primary         Single Family Detached       360             359
951002859                                PORT CHARLOTTE                        FL      33952     Primary         Single Family Detached       360             359
951002860                                LONG POND                             PA      18334     Primary         PUD Detached                 360             359
951002881                                BURLINGTON FLATS                      NY      13315     Primary         Single Family Detached       360             360
951002904                                BRONX                                 NY      10469     Primary         2-4 Units Detached           360             360
951003050                                ATLANTA                               GA      30315     Non-owner       Single Family Detached       360             360
951003268                                BROOKLYN                              NY      11207     Primary         2-4 Units Detached           360             360
951003416                                SOUTHBURY                             CT      06488     Primary         Single Family Detached       360             360
951003436                                MARRERO                               LA      70072     Primary         Single Family Detached       360             360
951003621                                NEW ORLEANS                           LA      70114     Non-owner       Single Family Detached       360             360
951003646                                SODDY DAISY                           TN      37379     Primary         Single Family Detached       360             360
951003683                                LODI                                  NJ      07644     Primary         2-4 Units Detached           360             360
951003909                                SEBRING                               FL      33872     Primary         Single Family Detached       360             359
961073456                                LOS ANGELES                           CA      90001     Primary         2-4 Units Attached           360             357
961073634                                TAMPA                                 FL      33611     Primary         PUD Attached                 360             357
961073635                                PLYMOUTH                              NH      03264     Primary         Single Family Detached       360             356
961073689                                WILBRAHAM                             MA      01095     Primary         Single Family Detached       360             357
961073703                                ORLANDO                               FL      32819     Primary         PUD Detached                 360             357
961073711                                BRANDON                               FL      33510     Primary         PUD Detached                 360             357
961073712                                TAMPA                                 FL      33605     Primary         Single Family Detached       360             357
961074250                                MIAMI                                 FL      33179     Primary         Condo Low-Rise Attached      360             357
961074337                                ANZA                                  CA      92539     Primary         Single Family Detached       360             357
961074356                                MEMPHIS                               TN      38135     Primary         PUD Detached                 360             357
961074465                                ROSLINDALE                            MA      02131     Non-owner       2-4 Units Detached           360             356
961074466                                ANTIOCH                               CA      94509     Primary         Single Family Detached       360             357
961074534                                HAVRE DE GRACE                        MD      21078     Primary         Condo Low-Rise Attached      360             357
961074536                                KUNKLETOWN                            PA      18058     Primary         Single Family Detached       360             357
961074562                                CORONA                                CA      92882     Primary         Single Family Detached       360             357
961074564                                LAS VEGAS                             NV      89128     Primary         Condo Low-Rise Attached      360             358
961074565                                PHOENIX                               AZ      85040     Primary         Single Family Detached       360             358
961074599                                HILLSBOROUGH                          NH      03244     Primary         Single Family Detached       360             357
961074675                                MEDFORD                               NY      11763     Non-owner       Single Family Detached       360             357
961074958                                RIVERSIDE AREA                        CA      92509     Primary         Single Family Detached       360             358
961074959                                SUISUN CITY                           CA      94585     Primary         Single Family Detached       360             358
961074962                                WAUCHULA                              FL      33873     Primary         Single Family Detached       360             358
961074964                                BAY POINT                             CA      94565     Primary         Single Family Detached       360             358
961075200                                GLADSTONE                             NJ      07934     Non-owner       Single Family Detached       360             358
961075212                                SUFFOLK                               VA      23434     Non-owner       Single Family Detached       360             358
961075267                                NEWBURYPORT                           MA      01950     Primary         2-4 Units Detached           360             358
961075330                                SALEM                                 OR      97302     Primary         Single Family Detached       360             358
961076870                                NORTH MIAMI                           FL      33168     Primary         Single Family Detached       360             359
961076896                                KILLINGLY                             CT      06241     Primary         Single Family Detached       360             359
------------------------------------------------------------------------------------------------------------------------------------------------------------------
     2,743     Group I                                                                                                                                        357
------------------------------------------------------------------------------------------------------------------------------------------------------------------

031045753                                LOS ANGELES                           CA      90063     Primary         Single Family Detached       360             356
031046039                                LOS ANGELES                           CA      90016     Primary         Single Family Detached       360             356
031046075                                LOS ANGELES                           CA      90037     Primary         Single Family Detached       360             356
031046090                                LA PUENTE AREA                        CA      91744     Primary         Single Family Detached       360             356
031046117                                NORTHRIDGE                            CA      91326     Primary         Single Family Detached       360             358
031046144                                BELLFLOWER                            CA      90706     Non-owner       Single Family Detached       360             356
031046262                                LANCASTER                             CA      93536     Primary         Single Family Detached       360             356
031046356                                LONG BEACH                            CA      90815     Primary         Single Family Detached       360             356
031046357                                VENTURA                               CA      93003     Primary         Condo Low-Rise Attached      360             356
031046375                                WHITTIER                              CA      90605     Primary         Single Family Detached       360             356
031046427                                FULLERTON                             CA      92835     Primary         Single Family Detached       360             357
051069856                                CHATTANOOGA                           TN      37421     Primary         Single Family Detached       360             354
051070605                                MEMPHIS                               TN      38134     Primary         PUD Detached                 360             354
051071552                                LOCUST GROVE                          GA      30248     Primary         Single Family Detached       360             355
051071998                                ALPHARETTA                            GA      30005     Primary         Single Family Detached       360             355
051072392                                BIRMINGHAM                            AL      35215     Primary         Single Family Detached       360             355
051072504                                SODDY DAISY                           TN      37379     Primary         Single Family Detached       360             356
051072601                                SAVANNAH                              GA      31419     Primary         PUD Detached                 360             355
051073068                                NEW ORLEANS                           LA      70122     Primary         Single Family Detached       360             358
051073555                                MCDONOUGH                             GA      30253     Primary         Single Family Detached       360             356
051073897                                BYRON                                 GA      31008     Primary         Single Family Detached       360             357
051073983                                NEW ORLEANS                           LA      70116     Non-owner       Condo Low-Rise Attached      360             358
051074059                                LAKE CHARLES                          LA      70611     Primary         Single Family Detached       360             357
051074155                                AUBURN                                GA      30011     Primary         Single Family Detached       360             357
051074305                                GRIFFIN                               GA      30224     Primary         Single Family Detached       360             357
051074424                                SNELLVILLE                            GA      30078     Primary         Single Family Detached       360             357
051074517                                LAWRENCEVILLE                         GA      30043     Primary         PUD Detached                 360             358
051074520                                MANDEVILLE                            LA      70471     Primary         Single Family Detached       360             357
051074645                                FAYETTEVILLE                          GA      30215     Primary         Single Family Detached       360             358
061073269                                MANSFIELD                             OH      44905     Primary         Single Family Detached       360             355
061074370                                SOLON                                 OH      44139     Primary         Single Family Detached       360             356
061074869                                PORT ORANGE                           FL      32127     Primary         Single Family Detached       360             356
061075160                                KENT                                  OH      44240     Primary         Single Family Detached       360             357
061075341                                GRAND ISLAND                          FL      32735     Primary         PUD Detached                 360             356
061075473                                MEMPHIS                               TN      38109     Primary         Single Family Detached       360             357
061075668                                CHATTANOOGA                           TN      37421     Primary         Single Family Detached       360             357
061075687                                CANTON                                OH      44718     Primary         Single Family Detached       360             357
061075956                                SLIPPERY ROCK                         PA      16057     Primary         Single Family Detached       360             357
061075977                                LEXINGTON                             KY      40511     Primary         Single Family Detached       360             357
061075992                                LEXINGTON                             KY      40511     Primary         Single Family Detached       360             357
061076034                                FAIRFIELD                             CT      06824     Primary         PUD Detached                 360             358
061076466                                COLUMBUS                              OH      43203     Primary         Single Family Detached       360             358
061076476                                DAYTON                                OH      45416     Non-owner       Single Family Detached       360             358
061076497                                DETROIT                               MI      48224     Primary         Single Family Detached       360             358
061076503                                MEMPHIS                               TN      38107     Non-owner       Single Family Detached       180             178
061076533                                CINCINNATI                            OH      45229     Primary         2-4 Units Detached           360             358
061076571                                CHATTANOOGA                           TN      37421     Primary         Single Family Detached       360             357
061076617                                LOUISVILLE                            KY      40204     Primary         Single Family Detached       360             358
061076632                                WEBBERVILLE                           MI      48892     Primary         Single Family Detached       360             357
061076754                                KNOXVILLE                             TN      37924     Primary         Single Family Detached       360             357
061076759                                CLEVELAND                             OH      44128     Primary         Single Family Detached       360             358
061076857                                CLEVELAND                             OH      44108     Non-owner       2-4 Units Detached           360             358
061076864                                CORDOVA                               TN      38018     Primary         PUD Detached                 360             358
061076897                                MILLINGTON                            TN      38053     Primary         Single Family Detached       360             358
061077256                                CINCINNATI                            OH      45226     Primary         Single Family Detached       360             358
061077272                                MEMPHIS                               TN      38107     Non-owner       Single Family Detached       360             358
061077287                                BARTLETT                              TN      38135     Primary         Single Family Detached       360             358
061077368                                MARIETTA                              GA      30068     Primary         PUD Detached                 360             358
061077539                                KEWAUNEE                              WI      54216     Primary         Single Family Detached       360             358
061077582                                CLARKSVILLE                           TN      37043     Primary         Single Family Detached       360             358
061077584                                DICKSON                               TN      37055     Primary         Single Family Detached       360             358
061077897                                MANCHESTER                            PA      17345     Primary         Single Family Detached       180             178
061077980                                JUNCTION CITY                         KY      40440     Primary         Single Family Detached       360             359
061077985                                MOUNT STERLING                        KY      40353     Non-owner       Single Family Detached       360             358
061078212                                MEMPHIS                               TN      38120     Primary         Single Family Detached       360             359
061078297                                COLUMBUS                              OH      43211     Non-owner       Single Family Detached       360             359
061078375                                JAMESTOWN                             PA      16134     Primary         Single Family Detached       360             359
061080328                                TRENTON                               NJ      08618     Primary         Single Family Detached       360             360
061081362                                COLUMBUS                              OH      43224     Primary         Single Family Detached       360             360
101061421                                PONDER                                TX      76259     Primary         Single Family Detached       360             354
101062702                                GRAND PRAIRIE                         TX      75052     Primary         PUD Detached                 360             354
101062825                                CYPRESS                               TX      77433     Primary         PUD Detached                 360             354
101062837                                FRISCO                                TX      75034     Primary         Single Family Detached       360             354
101063010                                GLENN  HEIGHTS                        TX      75154     Primary         Single Family Detached       360             354
101063099                                ARLINGTON                             TX      76002     Primary         Single Family Detached       360             354
101063199                                CEDAR HILL                            TX      75104     Primary         Single Family Detached       360             355
101063585                                MONTGOMERY                            TX      77356     Primary         PUD Detached                 360             354
101063603                                SPRING                                TX      77373     Primary         PUD Detached                 360             354
101063723                                LAREDO                                TX      78045     Primary         PUD Detached                 360             354
101064124                                DALLAS                                TX      75219     Primary         Condo Low-Rise Attached      360             355
101064162                                DALLAS                                TX      75201     Primary         Condo High-Rise Attached     360             355
101064168                                LUBBOCK                               TX      79424     Primary         Single Family Detached       360             355
101064212                                FRISCO                                TX      75034     Primary         PUD Detached                 360             355
101064632                                FORNEY                                TX      75126     Primary         PUD Detached                 360             355
101064888                                LITTLE ELM                            TX      75068     Primary         Single Family Detached       360             355
101065432                                DESOTO                                TX      75115     Primary         Single Family Detached       360             355
101065860                                MONTGOMERY                            TX      77356     Primary         PUD Detached                 360             357
101066095                                ALEDO                                 TX      76008     Primary         Single Family Detached       360             358
101066738                                SUISUN CITY                           CA      94585     Non-owner       Single Family Detached       360             357
101067228                                WAKE VILLAGE                          TX      75501     Primary         Single Family Detached       360             357
101067229                                PEORIA                                AZ      85383     Primary         Single Family Detached       360             357
101067353                                ROCKWALL                              TX      75087     Primary         Single Family Detached       360             358
101067357                                DALLAS                                TX      75227     Primary         Single Family Detached       360             359
101067432                                PLANO                                 TX      75023     Primary         Single Family Detached       360             358
101067639                                TEMPLETON                             CA      93465     Primary         PUD Detached                 360             358
101067707                                HALLSVILLE                            TX      75650     Primary         PUD Detached                 360             359
101067773                                PEORIA                                AZ      85383     Primary         Single Family Detached       360             358
101067820                                IRVING                                TX      75062     Primary         Single Family Detached       360             358
101067838                                JOSEPHINE                             TX      75164     Primary         Single Family Detached       360             357
101067849                                KATY                                  TX      77494     Primary         PUD Detached                 360             358
101067862                                GRANBURY                              TX      76048     Primary         Single Family Detached       360             358
101067871                                NEW BRAUNFELS                         TX      78130     Primary         Single Family Detached       360             358
101067882                                OREM                                  UT      84057     Primary         Single Family Detached       360             358
101067925                                FRISCO                                TX      75034     Primary         PUD Detached                 360             358
101068034                                WAXAHACHIE                            TX      75167     Primary         Single Family Detached       360             358
101068041                                SEAGOVILLE                            TX      75159     Primary         PUD Detached                 360             358
101068144                                ODESSA                                TX      79766     Primary         Single Family Detached       360             358
101068160                                PHARR                                 TX      78577     Primary         Single Family Detached       360             358
101068256                                HEWITT                                TX      76643     Primary         Single Family Detached       360             358
101068394                                PLANO                                 TX      75093     Primary         Single Family Detached       360             358
101068481                                WYLIE                                 TX      75098     Primary         Single Family Detached       360             359
101068570                                EULESS                                TX      76039     Primary         Single Family Detached       360             358
101068615                                ROCKWALL                              TX      75032     Primary         Single Family Detached       360             359
101068616                                CIBOLO                                TX      78108     Primary         PUD Detached                 360             358
101068753                                NEW BRAUNFELS                         TX      78130     Primary         Single Family Detached       360             359
101068801                                DENVER                                CO      80220     Primary         Single Family Detached       360             359
101068832                                JACKSONVILLE                          FL      32218     Primary         PUD Detached                 360             358
101068863                                WOODWAY                               TX      76712     Primary         Single Family Detached       360             359
101068887                                MCLENDON-CHISHOLM                     TX      75032     Primary         Single Family Detached       360             359
101068889                                LAREDO                                TX      78045     Primary         Single Family Detached       360             359
101068966                                HOUSTON                               TX      77069     Primary         PUD Detached                 360             359
101068972                                LAREDO                                TX      78046     Primary         Single Family Detached       360             359
101069005                                FORT WORTH                            TX      76118     Primary         Single Family Detached       360             358
101069026                                FLOWER MOUND                          TX      75022     Primary         PUD Detached                 360             359
101069068                                TERRELL                               TX      75160     Primary         Single Family Detached       360             359
101069093                                GLENN HEIGHTS                         TX      75154     Primary         PUD Detached                 360             359
101069097                                PLANO                                 TX      75074     Primary         Single Family Attached       360             359
101069114                                GLENN HEIGHTS                         TX      75154     Non-owner       2-4 Units Attached           360             359
101069294                                DALLAS                                TX      75219     Primary         Condo Low-Rise Attached      360             359
101069331                                SUNNYVALE                             TX      75182     Primary         Single Family Detached       360             359
101069610                                ROWLETT                               TX      75088     Primary         Single Family Detached       360             359
101069801                                MISSOURI CITY                         TX      77489     Primary         PUD Detached                 360             360
111002674                                KAHULUI                               HI      96732     Primary         Single Family Detached       360             356
111002726                                HONOLULU                              HI      96815     Second Home     Condotel Attached            360             358
111002735                                HONOLULU                              HI      96815     Second Home     Condotel Attached            360             357
111002757                                HONOLULU                              HI      96815     Second Home     Condotel Attached            360             357
111002768                                HONOLULU                              HI      96815     Second Home     Condotel Attached            360             359
111002769                                KANEOHE                               HI      96744     Primary         Single Family Detached       360             357
111002948                                PRINCEVILLE                           HI      96722     Second Home     Condo Low-Rise Attached      360             360
111002985                                KANEOHE                               HI      96744     Primary         Single Family Attached       360             359
111003023                                HONOLULU                              HI      96815     Non-owner       Condotel Attached            360             359
121049366                                STILLWATER                            MN      55082     Primary         Single Family Detached       360             354
121051666                                PIERZ                                 MN      56364     Primary         Single Family Detached       360             358
121052074                                MINNEAPOLIS                           MN      55414     Primary         Single Family Detached       360             359
121052241                                GRIMES                                IA      50111     Primary         Condo Low-Rise Attached      360             358
121052390                                FAYETTE                               IA      52142     Primary         Single Family Detached       360             359
121052468                                RAPID CITY                            SD      57701     Primary         Single Family Detached       360             359
141056661                                UNCASVILLE T/O MONTVILLE              CT      06382     Primary         Single Family Detached       360             355
141057199                                DEER PARK (T/O BABYLON)               NY      11729     Primary         Single Family Detached       360             355
141057826                                CORONA                                NY      11368     Primary         2-4 Units Detached           360             356
151037895                                WINSLOW                               NJ      08081     Primary         Single Family Detached       360             355
151038300                                JIM THORPE                            PA      18229     Primary         PUD Detached                 360             355
151038350                                UPPER PROVIDENCE                      PA      19426     Primary         PUD Attached                 360             355
151038841                                GUTTENBERG                            NJ      07093     Primary         2-4 Units Attached           360             355
151039157                                PHILADELPHIA                          PA      19138     Primary         Single Family Attached       360             356
151039348                                TOMS RIVER                            NJ      08753     Primary         Single Family Detached       360             357
151039969                                CHESTER                               PA      19013     Primary         Single Family Attached       360             357
151039977                                DELRAN                                NJ      08075     Primary         Single Family Detached       360             357
151040037                                BROOKLYN                              NY      11234     Primary         Single Family Attached       360             359
151040052                                LEVITTOWN                             PA      19057     Primary         Single Family Detached       360             357
151040117                                CLARKSBURG                            NJ      08510     Primary         Single Family Detached       360             357
151040151                                MANHEIM                               PA      17545     Primary         Single Family Detached       360             357
151040152                                BETHESDA                              MD      20816     Primary         Single Family Detached       360             357
151040281                                PEN ARGYL                             PA      18072     Primary         Single Family Detached       360             357
151040315                                QUAKAKE                               PA      18245     Primary         Single Family Detached       360             358
151040515                                PHILADELPHIA                          PA      19143     Non-owner       Single Family Attached       360             357
151040596                                EMMAUS                                PA      18049     Primary         Single Family Attached       360             358
151040630                                WERNERSVILLE                          PA      19565     Primary         Single Family Detached       360             357
151040656                                MIDDLETOWN                            NJ      07748     Primary         Single Family Detached       360             358
151040734                                HUNTINGDON VALLEY                     PA      19006     Primary         Single Family Detached       360             358
151040751                                ALLENTOWN                             PA      18104     Primary         Single Family Detached       360             358
151040788                                NORTH WALES                           PA      19454     Non-owner       PUD Attached                 360             358
151040790                                LONG BRANCH                           NJ      07740     Primary         Single Family Detached       360             358
151040792                                BRIDGEWATER                           NJ      08836     Primary         Single Family Detached       360             358
151040908                                YORK                                  PA      17402     Primary         Single Family Detached       360             358
151040913                                JERMYN                                PA      18433     Primary         Single Family Detached       360             358
151041028                                NORTH BERGEN                          NJ      07047     Primary         Single Family Detached       360             358
151041185                                PHILADELPHIA                          PA      19132     Primary         2-4 Units Attached           360             358
151041190                                ASTORIA                               NY      11103     Primary         2-4 Units Attached           360             359
151041193                                SOMERSET                              NJ      08873     Primary         PUD Attached                 360             359
151041217                                DOYLESTOWN                            PA      18902     Primary         Single Family Detached       360             358
151041302                                NORTH BRUNSWICK                       NJ      08902     Primary         Single Family Detached       360             358
151041303                                IRVINGTON                             NJ      07111     Primary         2-4 Units Detached           360             358
151041304                                MECHANICSBURG                         PA      17050     Primary         Single Family Detached       360             358
151041499                                DELTONA                               FL      32738     Primary         Single Family Detached       360             358
151041700                                ABERDEEN                              NJ      07735     Primary         Single Family Detached       360             359
151041702                                MOUNT OLIVE                           NC      28365     Primary         Single Family Detached       360             359
151041758                                MAYS LANDING                          NJ      08330     Primary         PUD Detached                 360             359
151041801                                CHERRY HILL                           NJ      08034     Primary         Condo Low-Rise Attached      360             359
151041931                                NEWARK                                NJ      07103     Primary         2-4 Units Detached           360             359
151041950                                OAKLAND                               NJ      07436     Primary         Single Family Detached       360             359
151041991                                HASBROUCK HEIGHTS                     NJ      07604     Primary         Single Family Detached       360             359
151042129                                JERSEY CITY                           NJ      07305     Primary         Single Family Detached       360             360
151043138                                WALDORF                               MD      20601     Primary         Single Family Detached       360             360
151043320                                BORDENTOWN TWP                        NJ      08620     Primary         Single Family Detached       360             360
151043339                                WALDORF                               MD      20601     Primary         Single Family Detached       360             360
151043752                                OLD BRIDGE                            NJ      08857     Primary         Single Family Detached       360             360
161050552                                NORTH PROVIDENCE                      RI      02911     Primary         2-4 Units Detached           360             353
161051312                                MELROSE                               MA      02176     Primary         Single Family Detached       360             355
161051581                                WALDORF                               MD      20603     Primary         Single Family Detached       360             356
161051641                                DOVER                                 MA      02030     Primary         Single Family Detached       360             356
161051809                                SOUTHBOROUGH                          MA      01772     Primary         Single Family Detached       360             357
161051823                                LIMINGTON                             ME      04049     Primary         Single Family Detached       360             356
161052250                                NORTH PROVIDENCE                      RI      02911     Primary         Condo Low-Rise Attached      360             358
161052362                                BOURNE                                MA      02562     Primary         Single Family Detached       360             357
161052378                                ROCKLAND                              MA      02370     Primary         Single Family Detached       360             357
161052380                                ROCKLAND                              MA      02370     Primary         Single Family Detached       360             357
161052392                                NORTH EASTON                          MA      02356     Primary         Single Family Detached       360             357
161052407                                LYNN                                  MA      01902     Primary         Single Family Detached       360             358
161052515                                JAMAICA PLAIN                         MA      02130     Primary         Single Family Detached       360             358
161052534                                READING                               MA      01867     Primary         Single Family Detached       360             358
161052595                                BERLIN                                MA      01503     Primary         Condo Low-Rise Attached      360             358
161052658                                WORCESTER                             MA      01603     Primary         2-4 Units Detached           360             358
161052661                                MARSHFIELD                            MA      02050     Primary         Single Family Detached       360             358
161052774                                HAMPTON                               NH      03842     Primary         2-4 Units Detached           360             358
161052940                                SHREWSBURY                            MA      01545     Primary         Single Family Detached       360             358
161053002                                MILTON                                NH      03851     Primary         Single Family Detached       360             358
161053616                                WESTON                                MA      02493     Primary         Single Family Detached       360             360
171034348                                ROCKWALL                              TX      75087     Primary         PUD Detached                 360             352
171035284                                LAVEEN                                AZ      85339     Primary         Single Family Detached       360             355
171035417                                LAS VEGAS                             NV      89138     Primary         Single Family Detached       360             354
171035502                                GLENN HEIGHTS                         TX      75154     Primary         PUD Detached                 360             354
171035558                                FORT WORTH                            TX      76108     Primary         PUD Detached                 360             354
171035584                                FORNEY                                TX      75126     Primary         PUD Detached                 360             354
171036658                                LAS VEGAS                             NV      89149     Primary         PUD Detached                 360             357
171036938                                LAS VEGAS                             NV      89178     Primary         PUD Detached                 360             357
171037860                                CHANDLER                              AZ      85226     Primary         PUD Detached                 360             357
171037963                                PHOENIX                               AZ      85008     Primary         Single Family Detached       360             357
171038238                                FAIR OAKS                             CA      95628     Primary         Condo Low-Rise Attached      360             357
171038301                                LAS VEGAS                             NV      89146     Primary         Single Family Detached       360             358
171038425                                CORONA                                AZ      85641     Primary         PUD Detached                 360             357
171038446                                TUCSON                                AZ      85706     Primary         PUD Detached                 360             358
171038449                                LAS VEGAS                             NV      89130     Primary         Single Family Detached       360             357
171038451                                FLORENCE                              AZ      85232     Primary         PUD Detached                 360             357
171038452                                CORONA                                AZ      85641     Primary         PUD Detached                 360             357
171038547                                TOWNSEND                              DE      19734     Primary         Single Family Detached       360             357
171038991                                HENDERSON                             NV      89015     Primary         PUD Detached                 360             357
171039127                                GLENDALE                              AZ      85301     Primary         Single Family Detached       360             358
171039268                                HENDERSON                             NV      89015     Primary         Single Family Detached       360             358
171039271                                GILBERT                               AZ      85234     Primary         PUD Detached                 360             358
171039387                                PHOENIX                               AZ      85042     Primary         Single Family Detached       360             358
171039486                                DESOTO                                TX      75115     Primary         PUD Detached                 360             358
171039531                                LAS VEGAS                             NV      89110     Primary         Single Family Detached       360             358
171039684                                LOS ANGELES                           CA      90016     Primary         2-4 Units Attached           360             359
171039725                                MESA                                  AZ      85204     Primary         Single Family Detached       360             358
171039782                                PHOENIX                               AZ      85035     Primary         Single Family Detached       360             358
171039816                                QUEEN CREEK                           AZ      85242     Primary         PUD Detached                 360             358
171039845                                PHOENIX                               AZ      85029     Primary         Single Family Detached       360             358
171039930                                LAS VEGAS                             NV      89106     Primary         Condo Low-Rise Attached      360             358
171039944                                MARANA                                AZ      85653     Primary         PUD Detached                 360             358
171039954                                LAS VEGAS                             NV      89129     Primary         PUD Detached                 360             358
171040097                                LAS VEGAS                             NV      89123     Primary         PUD Detached                 360             358
171040120                                MESA                                  AZ      85203     Primary         Single Family Detached       360             358
171040202                                TUCSON                                AZ      85747     Primary         PUD Detached                 360             358
171040247                                LAS VEGAS                             NV      89141     Primary         PUD Detached                 360             358
171040258                                SURPRISE                              AZ      85388     Primary         PUD Detached                 360             358
171040275                                BUCKEYE                               AZ      85326     Primary         PUD Detached                 360             353
171040309                                RED OAK                               TX      75154     Primary         PUD Detached                 360             358
171040492                                LAS VEGAS                             NV      89134     Primary         PUD Detached                 360             359
171040592                                QUEEN CREEK                           AZ      85242     Primary         PUD Detached                 360             358
171040597                                PHOENIX                               AZ      85031     Primary         Single Family Detached       360             359
171040887                                LAS VEGAS                             NV      89115     Primary         Condo Low-Rise Attached      360             359
171041434                                LAS VEGAS                             NV      89122     Primary         PUD Attached                 360             359
171041582                                LITCHFIELD PARK                       AZ      85340     Primary         Single Family Attached       360             359
191033551                                ARLINGTON                             WA      98223     Primary         Condo Low-Rise Attached      360             354
191033605                                TACOMA                                WA      98445     Primary         Condo Low-Rise Attached      360             355
191034478                                LAKE OSWEGO                           OR      97035     Primary         Single Family Detached       360             356
191034505                                SPOKANE                               WA      99217     Primary         Single Family Detached       360             355
191035169                                WILDOMAR                              CA      92595     Primary         PUD Detached                 360             357
191035196                                WHITE CITY                            OR      97503     Primary         Single Family Detached       360             357
191035385                                MEDINA                                WA      98039     Primary         Single Family Detached       360             357
191035401                                BOTHELL                               WA      98012     Primary         PUD Detached                 360             358
191035410                                BOTHELL                               WA      98012     Primary         PUD Detached                 360             358
191035425                                SPOKANE                               WA      99207     Primary         Single Family Detached       360             358
191035489                                EAGLE                                 ID      83616     Primary         PUD Detached                 360             357
191035547                                LYNNWOOD                              WA      98087     Primary         Condo Low-Rise Attached      360             358
191035555                                LYNNWOOD                              WA      98087     Primary         Condo Low-Rise Attached      360             358
191035567                                CASTLE ROCK                           WA      98611     Primary         Single Family Detached       360             357
191035618                                PHILOMATH                             OR      97370     Primary         PUD Detached                 360             358
191035707                                SEATTLE                               WA      98122     Primary         Single Family Detached       360             357
191035763                                ARVADA                                CO      80004     Primary         Single Family Detached       360             358
191035781                                PORTLAND                              OR      97266     Primary         Single Family Detached       360             358
191035896                                REDDING                               CA      96002     Primary         Single Family Detached       360             357
191035909                                MONMOUTH                              OR      97361     Primary         Single Family Detached       360             357
191035928                                SEDRO WOOLLEY                         WA      98284     Primary         Single Family Detached       360             358
191035930                                SCOTTSDALE                            AZ      85258     Second Home     PUD Detached                 360             358
191035937                                BATTLE GROUND                         WA      98604     Primary         Single Family Detached       360             358
191035941                                VANCOUVER                             WA      98661     Primary         Single Family Detached       360             357
191035950                                LOS ANGELES                           CA      90019     Primary         Single Family Detached       360             357
191036012                                LONGVIEW                              WA      98632     Primary         Single Family Detached       360             358
191036017                                BATTLE GROUND                         WA      98604     Primary         Single Family Detached       360             358
191036048                                SALEM                                 OR      97304     Primary         Single Family Detached       360             358
191036049                                MOUNT VERNON                          WA      98273     Primary         Single Family Detached       360             358
191036096                                SEATTLE                               WA      98178     Primary         Single Family Detached       360             358
191036108                                FULLERTON                             CA      92833     Primary         Condo Low-Rise Attached      360             358
191036129                                FULLERTON                             CA      92833     Primary         Condo Low-Rise Attached      360             358
191036143                                YAKIMA                                WA      98902     Non-owner       2-4 Units Detached           360             358
191036172                                LYNNWOOD                              WA      98036     Primary         PUD Detached                 360             358
191036201                                BEND                                  OR      97702     Primary         PUD Detached                 360             358
191036204                                BEND                                  OR      97702     Primary         PUD Detached                 360             358
191036222                                REDDING                               CA      96003     Primary         Single Family Detached       360             358
191036228                                YPSILANTI                             MI      48198     Primary         Single Family Detached       360             359
191036308                                SELAH                                 WA      98942     Primary         Single Family Detached       360             358
191036311                                SELAH                                 WA      98942     Primary         Single Family Detached       360             358
191036368                                ROSAMOND AREA                         CA      93560     Primary         Single Family Detached       360             358
191036516                                TACOMA                                WA      98443     Primary         Single Family Detached       360             358
191036589                                TACOMA                                WA      98409     Primary         Single Family Detached       360             358
191036594                                ONTARIO                               CA      91762     Primary         Condo Low-Rise Attached      360             359
191036714                                LYNNWOOD                              WA      98036     Primary         Single Family Detached       360             358
191036831                                RIVERDALE                             UT      84405     Primary         Single Family Detached       360             358
191036877                                SEATTLE                               WA      98125     Primary         Single Family Detached       360             359
191036896                                PORTLAND                              OR      97266     Primary         Single Family Detached       360             359
191036920                                SALEM                                 OR      97302     Primary         Single Family Detached       360             358
191036931                                CRIPPLE CREEK                         CO      80813     Primary         Single Family Detached       360             359
191037023                                MAPLE VALLEY                          WA      98038     Primary         Single Family Detached       360             359
191037177                                SPOKANE                               WA      99207     Primary         Single Family Detached       360             359
191038351                                KAMIAH                                ID      83536     Primary         Single Family Detached       360             360
211048925                                BROOKSVILLE                           FL      34613     Primary         PUD Detached                 360             355
211048949                                ROCKY MOUNT                           NC      27803     Primary         Single Family Detached       360             358
211048973                                COVINGTON                             GA      30016     Primary         PUD Detached                 360             355
211048976                                ROCKY MOUNT                           NC      27803     Primary         Single Family Detached       360             358
211048977                                BOWIE                                 MD      20715     Primary         Single Family Detached       360             354
211049268                                WILMINGTON                            NC      28405     Primary         PUD Detached                 360             355
211049388                                PALMETTO                              GA      30268     Primary         Single Family Detached       360             356
211049684                                MORRISVILLE                           NC      27560     Primary         Single Family Attached       360             355
211049978                                LAUREL                                MD      20724     Primary         Single Family Detached       360             356
211049984                                CHARLOTTE                             NC      28269     Primary         PUD Detached                 360             356
211050144                                PALMYRA                               VA      22963     Primary         PUD Detached                 360             356
211050466                                CARRIERE                              MS      39426     Primary         PUD Detached                 360             356
211050469                                SHREVEPORT                            LA      71130     Primary         Single Family Detached       360             356
211050478                                COVINGTON                             GA      30016     Primary         PUD Detached                 360             356
211050654                                FAIRBURN                              GA      30213     Primary         PUD Detached                 360             357
211050712                                MIAMI LAKES                           FL      33014     Primary         Single Family Detached       360             357
211050858                                FORT MYERS                            FL      33919     Primary         Single Family Detached       360             357
211051055                                AMHERST                               VA      24521     Primary         Single Family Detached       360             357
211051074                                ATLANTA                               GA      30324     Primary         Single Family Detached       360             357
211051083                                MOODY                                 AL      35004     Primary         PUD Detached                 360             356
211051098                                HYATTSVILLE                           MD      20785     Primary         Single Family Attached       360             356
211051155                                PORTSMOUTH                            VA      23704     Non-owner       Single Family Detached       360             357
211051245                                BALTIMORE                             MD      21216     Primary         Single Family Detached       360             358
211051278                                SHADY SIDE                            MD      20764     Primary         Single Family Detached       360             358
211051333                                CUMBERLAND                            MD      21502     Primary         Single Family Detached       360             358
211051335                                KING GEORGE                           VA      22485     Primary         Single Family Detached       360             357
211051511                                NEWBORN                               GA      30056     Primary         Single Family Detached       360             358
211051632                                UPPER MARLBORO                        MD      20772     Primary         Single Family Detached       360             357
211051637                                UPPER MARLBORO                        MD      20772     Primary         Single Family Detached       360             357
211051856                                DOVER                                 DE      19904     Primary         Single Family Detached       360             357
211051861                                DOVER                                 DE      19904     Primary         Single Family Detached       360             357
211051931                                COLONIAL BEACH                        VA      22443     Primary         Single Family Detached       360             358
211051942                                BOWIE                                 MD      20720     Primary         PUD Detached                 360             357
211052095                                HILLSBOROUGH                          NJ      08844     Primary         2-4 Units Detached           360             358
211052102                                HARRISONBURG                          VA      22802     Primary         Single Family Detached       360             358
211052124                                FAIRFAX                               VA      22030     Primary         Single Family Detached       360             357
211052138                                RYDAL                                 GA      30171     Primary         Single Family Detached       360             357
211052150                                BALTIMORE                             MD      21230     Non-owner       Single Family Attached       360             357
211052156                                LAWRENCEVILLE                         GA      30043     Primary         PUD Detached                 360             357
211052160                                LAWRENCEVILLE                         GA      30043     Primary         PUD Detached                 360             357
211052173                                BALTIMORE                             MD      21214     Primary         Single Family Detached       360             357
211052195                                CONYERS                               GA      30012     Primary         Single Family Detached       360             358
211052229                                WAXHAW                                NC      28173     Primary         PUD Detached                 360             357
211052283                                MT PLEASANT                           SC      29464     Primary         PUD Detached                 360             358
211052317                                CHARLOTTE                             NC      28262     Primary         Single Family Detached       360             357
211052318                                POQUOSON                              VA      23662     Primary         Single Family Detached       360             358
211052339                                CHARLOTTE                             NC      28215     Primary         Single Family Detached       360             357
211052359                                CATAULA                               GA      31804     Primary         Single Family Detached       360             358
211052361                                FAIRBURN                              GA      30213     Primary         PUD Detached                 360             357
211052398                                CANTON                                GA      30115     Primary         Single Family Detached       360             357
211052469                                YORKTOWN                              VA      23693     Primary         Single Family Detached       360             358
211052527                                VIRGINIA BEACH                        VA      23456     Primary         Single Family Detached       360             358
211052534                                TOWSON                                MD      21204     Primary         Single Family Detached       360             358
211052584                                HALETHORPE                            MD      21227     Primary         Single Family Detached       360             358
211052650                                SALISBURY                             MD      21804     Primary         Single Family Detached       360             358
211052669                                GWYNN OAK                             MD      21207     Primary         PUD Attached                 360             358
211052697                                WALDORF                               MD      20601     Primary         PUD Detached                 360             358
211052726                                NELSONIA                              VA      23414     Primary         Single Family Detached       360             358
211052750                                RICHMOND                              VA      23234     Primary         Single Family Detached       180             179
211052791                                WINDSOR MILL                          MD      21244     Primary         PUD Detached                 360             358
211052901                                PORTSMOUTH                            VA      23701     Primary         Single Family Detached       360             358
211052915                                NORFOLK                               VA      23508     Primary         Single Family Detached       360             358
211052921                                WASHINGTON                            DC      20011     Primary         Single Family Attached       360             358
211052925                                NORFOLK                               VA      23508     Primary         Single Family Detached       360             358
211052951                                SOUTH KENT                            CT      06785     Primary         Single Family Detached       360             358
211052976                                BOWIE                                 MD      20721     Primary         Single Family Detached       360             359
211053041                                MONROE                                GA      30655     Primary         Single Family Detached       360             359
211053082                                NEW MARKET                            MD      21774     Primary         PUD Detached                 360             358
211053103                                ROSWELL                               GA      30075     Primary         PUD Detached                 360             358
211053125                                GRAY                                  GA      31032     Primary         Single Family Detached       360             358
211053133                                CHARLOTTE                             NC      28202     Primary         Condo Low-Rise Attached      360             358
211053211                                WASHINGTON                            DC      20001     Primary         Single Family Attached       360             358
211053219                                HEBRON                                MD      21830     Primary         Single Family Detached       360             359
211053222                                WIRTZ                                 VA      24184     Primary         Single Family Detached       360             359
211053239                                BALL GROUND                           GA      30107     Primary         Single Family Detached       360             358
211053252                                PASADENA                              MD      21122     Primary         Single Family Detached       360             358
211053298                                NORTH POTOMAC                         MD      20878     Primary         PUD Attached                 360             359
211053302                                BALTIMORE                             MD      21215     Non-owner       Single Family Attached       360             359
211053337                                BUMPASS                               VA      23024     Primary         Single Family Detached       360             358
211053501                                PORTSMOUTH                            VA      23704     Primary         Single Family Detached       360             359
211053545                                OXFORD                                GA      30054     Primary         Single Family Detached       360             359
211053559                                LEHIGH ACRES                          FL      33936     Primary         Single Family Detached       360             358
211053661                                SEVERN                                MD      21144     Primary         Single Family Detached       360             358
211053834                                BALTIMORE                             MD      21212     Primary         Single Family Attached       360             359
211053861                                GREER                                 SC      29651     Primary         Single Family Detached       360             359
211053875                                PORTLAND                              OR      97212     Primary         Single Family Detached       360             359
211053890                                CHESAPEAKE                            VA      23324     Primary         Single Family Detached       360             359
211054527                                ROANOKE                               VA      24014     Primary         Single Family Detached       360             359
211056319                                BOWIE                                 MD      20721     Primary         Single Family Detached       360             359
231085678                                SPRINGFIELD                           MA      01151     Primary         Single Family Detached       360             354
231085721                                BUXTON                                ME      04093     Primary         Single Family Detached       360             354
231085777                                WATERBURY                             CT      06704     Primary         Single Family Detached       360             356
231086391                                POTTSTOWN BORO                        PA      19464     Primary         Single Family Detached       360             356
231086437                                TOWN OF MANCHESTER                    CT      06040     Primary         Single Family Detached       360             356
231086589                                TOWN OF CICERO                        NY      13039     Primary         Single Family Detached       360             355
231086804                                CORTLANDT                             NY      10547     Primary         Single Family Detached       360             358
231086872                                DORCHESTER                            MA      02124     Primary         2-4 Units Attached           360             356
231087126                                TOWN OF FRANKFORT                     NY      13440     Primary         Single Family Detached       360             357
231087144                                BANGOR                                ME      04401     Primary         2-4 Units Detached           360             356
231087377                                TOWNSHIP OF HORSHAM                   PA      19044     Primary         Single Family Detached       360             357
231087502                                HARTFORD                              CT      06112     Primary         2-4 Units Detached           360             358
231087510                                S PORTLAND                            ME      04106     Primary         Single Family Detached       360             357
231087669                                EAST WINDSOR                          CT      06088     Primary         Condo Low-Rise Attached      360             357
231088585                                NANTUCKET                             MA      02554     Non-owner       Single Family Detached       360             358
231088655                                HARTFORD                              CT      06106     Primary         2-4 Units Attached           360             357
231088782                                NANTUCKET                             MA      02554     Primary         Condo Low-Rise Attached      360             358
231088792                                WATERBURY                             CT      06708     Primary         Condo Low-Rise Attached      360             357
231088795                                TWP OF EXETER                         PA      19606     Primary         Condo Low-Rise Attached      360             357
231088820                                NEWTON                                MA      02458     Primary         Single Family Detached       360             358
231088853                                SOMERSET                              NJ      08873     Primary         Single Family Detached       360             357
231088915                                SHREWSBURY                            MA      01545     Primary         Single Family Detached       360             358
231088923                                TOWNSHIP OF PARSIPPANY-TROY HILLS     NJ      07054     Primary         Single Family Detached       360             357
231088944                                STAMFORD                              CT      06903     Primary         Single Family Detached       360             358
231089056                                WATERBURY                             CT      06708     Primary         Single Family Detached       360             357
231089122                                LIMERICK                              ME      04048     Primary         Single Family Detached       360             357
231089253                                ELLSWORTH                             ME      04605     Primary         Single Family Detached       360             358
231089289                                EAST LYME                             CT      06357     Primary         Single Family Detached       360             358
231089312                                BIDDEFORD                             ME      04005     Primary         2-4 Units Detached           360             358
231089316                                DELRAY BEACH                          FL      33483     Primary         Single Family Detached       360             358
231089331                                TOWN OF CRYSTAL                       ME      04747     Primary         Single Family Detached       360             358
231089430                                BROCKTON                              MA      02301     Primary         2-4 Units Detached           360             358
231089439                                EAST HAMPTON                          NY      11937     Primary         Single Family Detached       360             358
231089567                                BOROUGH OF UPPER SADDLE RIVER         NJ      07458     Primary         Single Family Detached       360             358
231089637                                TOWNSHIP OF NORTH CORNWALL            PA      17042     Primary         Single Family Detached       360             358
231089694                                FOXBOROUGH                            MA      02035     Primary         Single Family Detached       360             358
231089699                                TOWN OF BARRINGTON                    RI      02806     Primary         Single Family Detached       360             358
231089706                                TOWNSHIP OF UNION                     NJ      07083     Primary         2-4 Units Detached           360             358
231089744                                NORTHAMPTON                           PA      18067     Primary         Single Family Detached       360             358
231089768                                VIRGINIA BEACH                        VA      23462     Primary         Single Family Attached       360             358
231089801                                ROXBURY                               MA      02119     Primary         2-4 Units Detached           360             358
231089921                                CHELSEA                               ME      04330     Second Home     Single Family Detached       360             358
231089960                                WATERVILLE                            ME      04901     Non-owner       Single Family Detached       360             358
231090087                                MILTON                                VT      05468     Primary         Single Family Detached       360             359
231090228                                TOWN OF EDGARTOWN                     MA      02539     Primary         Single Family Detached       360             358
231090244                                BROOKLINE                             MA      02446     Primary         Condo Low-Rise Attached      360             359
231090296                                LODI                                  NY      14860     Primary         Single Family Detached       120             118
231090369                                NEW BRITAIN                           CT      06053     Primary         Single Family Detached       360             359
231090428                                BOROUGH OF PARKESBURG                 PA      19365     Primary         Single Family Attached       360             359
231090443                                GREENWICH                             CT      06830     Non-owner       Single Family Detached       360             358
231090479                                WEST HAVEN                            CT      06516     Primary         Single Family Detached       360             358
231090635                                SABATTUS                              ME      04280     Primary         Single Family Detached       360             358
231090769                                EVERETT                               MA      02149     Primary         Single Family Detached       360             359
231090843                                GOFFSTOWN                             NH      03045     Primary         Single Family Detached       360             359
231090902                                SUFFOLK                               VA      23432     Primary         Single Family Detached       360             359
231090991                                BOROUGH OF THROOP                     PA      18512     Primary         Single Family Detached       360             359
231091187                                WEST ROXBURY                          MA      02132     Primary         Single Family Detached       360             359
231091271                                MOUNT VERNON                          NY      10550     Primary         2-4 Units Detached           360             359
231091315                                BERKLEY                               MA      02779     Primary         Single Family Detached       360             359
231092424                                TOMS RIVER TWP                        NJ      08753     Primary         Single Family Detached       360             360
231093321                                POTTSTOWN                             PA      19464     Primary         Single Family Attached       360             360
231093386                                NEW YORK                              NY      10069     Non-owner       Condo High-Rise Attached     360             360
271029980                                REDONDO BEACH                         CA      90278     Primary         Single Family Detached       360             353
321037468                                NORTHGLENN                            CO      80233     Primary         Single Family Detached       360             355
321037859                                CARBONDALE                            CO      81623     Primary         Single Family Detached       360             355
321038394                                DRAPER                                UT      84020     Primary         Single Family Detached       360             356
321038758                                COLORADO SPRINGS                      CO      80920     Primary         PUD Detached                 360             356
321039062                                WEST HAVEN                            UT      84401     Primary         Single Family Detached       360             357
321039068                                BAILEY                                CO      80421     Primary         Single Family Detached       360             356
321039070                                HIGHLANDS RANCH                       CO      80130     Primary         PUD Attached                 360             356
321039109                                COLORADO SPRINGS                      CO      80916     Primary         Single Family Detached       360             356
321039257                                AURORA                                CO      80013     Primary         PUD Detached                 360             357
321039270                                FORT COLLINS                          CO      80525     Primary         PUD Detached                 360             358
321039408                                DACONO                                CO      80514     Primary         PUD Detached                 360             357
321039457                                FORT COLLINS                          CO      80525     Primary         Single Family Detached       360             358
321039470                                DENVER                                CO      80249     Primary         PUD Detached                 360             357
321039517                                FARR WEST                             UT      84404     Primary         Single Family Detached       360             357
321039553                                MENIFEE                               CA      92584     Primary         Single Family Detached       360             357
321039560                                MENIFEE                               CA      92584     Primary         Single Family Detached       360             357
321039658                                COMMERCE CITY                         CO      80022     Primary         Condo Low-Rise Attached      360             357
321039668                                HIGHLANDS RANCH                       CO      80130     Primary         PUD Detached                 360             357
321039798                                KEENESBURG                            CO      80643     Primary         Single Family Detached       360             358
321039811                                PEYTON                                CO      80831     Primary         PUD Detached                 360             358
321039829                                PEYTON                                CO      80831     Primary         PUD Detached                 360             358
321039878                                BAILEY                                CO      80421     Primary         Single Family Detached       360             357
321039943                                AURORA                                CO      80015     Primary         PUD Detached                 360             357
321040146                                COLORADO SPRINGS                      CO      80916     Primary         PUD Detached                 360             358
321040167                                CHEYENNE                              WY      82009     Primary         Single Family Detached       360             358
321040323                                EDEN                                  UT      84310     Primary         Single Family Detached       360             358
321040324                                LARKSPUR                              CO      80118     Primary         PUD Detached                 360             358
321040332                                WEST JORDAN                           UT      84084     Primary         Single Family Detached       360             358
321040360                                DENVER                                CO      80219     Primary         Single Family Detached       360             358
321040410                                MERIDIAN                              ID      83642     Primary         PUD Detached                 360             358
321040567                                BLUFFDALE                             UT      84065     Primary         Single Family Detached       360             358
321040732                                MERIDIAN                              ID      83646     Primary         PUD Detached                 360             358
331048904                                SPRINGFIELD GARDENS                   NY      11413     Primary         2-4 Units Detached           360             353
331050575                                POUGHKEEPSIE                          NY      12601     Primary         2-4 Units Detached           360             357
331050731                                REDDING                               CT      06896     Primary         Single Family Detached       360             356
331050745                                SPARTA                                NJ      07871     Primary         Single Family Detached       360             357
331050959                                FRANKLIN SQUARE                       NY      11010     Primary         Single Family Detached       360             357
331051004                                QUEENS VILLAGE                        NY      11429     Primary         Single Family Detached       360             357
331051174                                CARRABELLE                            FL      32322     Non-owner       Single Family Detached       360             357
331051185                                JERSEY CITY                           NJ      07307     Primary         Single Family Detached       360             357
331051295                                SHIRLEY                               NY      11967     Primary         Single Family Detached       360             358
331051319                                SAN DIEGO                             CA      92117     Primary         Single Family Detached       360             357
331051321                                READING                               PA      19604     Non-owner       Single Family Attached       360             357
331051450                                STAMFORD                              CT      06907     Primary         Single Family Detached       360             357
331051588                                ROANOKE                               VA      24017     Primary         Single Family Detached       360             358
331051763                                WOODSTOCK                             GA      30188     Primary         Single Family Detached       360             357
331052051                                OCEANSIDE                             NY      11572     Primary         Single Family Detached       360             358
331052059                                MIDDLETOWN                            NY      10941     Primary         Single Family Detached       360             359
331052064                                BROOKLYN                              NY      11221     Non-owner       2-4 Units Attached           360             358
331052081                                RICHMOND HILL                         NY      11419     Primary         2-4 Units Attached           360             358
331052111                                STATEN ISLAND                         NY      10302     Primary         2-4 Units Attached           360             357
331052137                                LARCHMONT                             NY      10538     Primary         Single Family Detached       360             358
331052185                                DEER PARK                             NY      11729     Primary         Single Family Detached       360             357
331052289                                WESTBURY                              NY      11590     Primary         Single Family Detached       360             358
331052328                                BROOKLYN                              NY      11208     Primary         2-4 Units Attached           360             358
331052339                                LEVITTOWN                             NY      11756     Primary         Single Family Detached       360             358
331052448                                BRONX                                 NY      10467     Primary         2-4 Units Attached           360             359
331052450                                WINCHESTER                            VA      22602     Primary         Single Family Detached       360             358
331052526                                SCARSDALE                             NY      10583     Non-owner       Single Family Detached       360             358
331052568                                BROOKLYN                              NY      11234     Primary         2-4 Units Attached           360             358
331052692                                FAIRFIELD                             NJ      07004     Primary         Single Family Detached       360             358
331052701                                OSSINING                              NY      10562     Primary         2-4 Units Detached           360             358
331052702                                BROOKLYN                              NY      11221     Primary         2-4 Units Attached           360             358
331052712                                BROOKLYN                              NY      11221     Primary         2-4 Units Attached           360             358
331052783                                YONKERS                               NY      10705     Primary         Single Family Detached       360             359
331052806                                BRONX                                 NY      10467     Primary         2-4 Units Detached           360             358
331052813                                CASTLETON ON HUDSON                   NY      12033     Primary         Single Family Detached       360             358
331052818                                BROOKLYN                              NY      11234     Primary         2-4 Units Attached           360             358
331052819                                BROOKLYN                              NY      11204     Primary         Single Family Detached       360             358
331052841                                WHITE PLAINS                          NY      10603     Primary         Single Family Detached       360             359
331052869                                POMONA                                NY      10970     Primary         Single Family Detached       360             358
331052897                                BROOKLYN                              NY      11234     Non-owner       2-4 Units Attached           360             358
331052961                                SOUTH OZONE PARK                      NY      11420     Primary         Single Family Detached       360             358
331052976                                BROOKLYN                              NY      11216     Primary         2-4 Units Attached           360             358
331052978                                WEST ISLIP                            NY      11795     Primary         Single Family Detached       360             358
331053027                                BROOKLYN                              NY      11207     Primary         2-4 Units Attached           360             359
331053119                                BRONX                                 NY      10456     Primary         2-4 Units Detached           360             358
331053121                                QUEENS VILLAGE                        NY      11429     Primary         Single Family Detached       360             358
331053128                                BROOKLYN                              NY      11207     Primary         2-4 Units Attached           360             358
331053157                                VALLEY STREAM                         NY      11580     Primary         Single Family Detached       360             358
331053219                                JAMAICA                               NY      11436     Primary         Single Family Detached       360             358
331053250                                BRONX                                 NY      10466     Primary         2-4 Units Attached           360             359
331053335                                CUTCHOGUE                             NY      11935     Primary         Single Family Detached       360             359
331053400                                BROOKLYN                              NY      11218     Primary         Single Family Attached       360             358
331053416                                BROOKLYN                              NY      11210     Primary         Single Family Detached       360             358
331053482                                BROOKLYN                              NY      11216     Primary         2-4 Units Attached           360             358
331053500                                PLAINVIEW                             NY      11803     Second Home     Single Family Detached       360             359
331053598                                BROOKLYN                              NY      11234     Non-owner       2-4 Units Attached           360             359
331053601                                BROOKLYN                              NY      11221     Primary         2-4 Units Attached           360             358
331053667                                WASHINGTONVILLE                       NY      10992     Primary         Single Family Detached       360             358
331053718                                LINDENHURST                           NY      11757     Primary         Single Family Detached       360             359
331053748                                PORT JEFFERSON STATION                NY      11776     Primary         Single Family Detached       360             358
331053774                                MIDDLETOWN                            NY      10940     Primary         Single Family Detached       360             358
331053802                                FLUSHING                              NY      11367     Primary         Single Family Attached       360             359
331053959                                CENTEREACH                            NY      11720     Primary         Single Family Detached       360             358
331053968                                BROOKLYN                              NY      11205     Primary         2-4 Units Attached           360             358
331053981                                BROOKLYN                              NY      11208     Primary         2-4 Units Attached           360             359
331054003                                BRONX                                 NY      10472     Primary         Single Family Attached       360             360
331054038                                LEVITTOWN                             NY      11756     Non-owner       Single Family Detached       360             359
331054040                                BRONX                                 NY      10461     Primary         2-4 Units Detached           360             359
331054053                                BROOKLYN                              NY      11236     Primary         2-4 Units Attached           360             358
331054107                                ISLIP                                 NY      11751     Primary         Single Family Detached       120             119
331054167                                NANUET                                NY      10954     Primary         PUD Attached                 360             359
331054240                                MOUNT VERNON                          NY      10550     Primary         2-4 Units Detached           360             359
331054410                                WANTAGH                               NY      11793     Primary         Single Family Detached       360             359
331054464                                PORT EWEN                             NY      12466     Primary         Single Family Detached       360             359
331054637                                BROOKLYN                              NY      11209     Primary         Single Family Detached       360             360
331054838                                RICHMOND                              VA      23222     Primary         Single Family Detached       360             359
331054967                                MOUNT VERNON                          NY      10552     Primary         Single Family Detached       360             359
331055896                                JAMAICA                               NY      11434     Primary         Single Family Detached       360             360
341036195                                JACKSONVILLE                          NC      28546     Primary         Single Family Detached       360             354
341036271                                ROCK HILL                             SC      29732     Primary         Single Family Detached       360             354
341036629                                CANTON                                NC      28716     Primary         Single Family Detached       360             355
341036681                                MYRTLE BEACH                          SC      29588     Primary         Single Family Detached       360             355
341036991                                CARY                                  NC      27518     Primary         Single Family Detached       360             355
341037131                                SULLIVANS ISLAND                      SC      29482     Primary         Single Family Detached       360             357
341038405                                ASHEVILLE                             NC      28806     Primary         PUD Attached                 360             357
341038570                                LOXAHATCHEE                           FL      33470     Primary         Single Family Detached       360             357
341038825                                FULTONDALE                            AL      35068     Primary         Single Family Detached       360             357
341038844                                CHARLOTTE                             NC      28277     Primary         Condo Low-Rise Attached      360             357
341038852                                SUMMERVILLE                           SC      29485     Primary         PUD Attached                 360             357
341038864                                CHARLOTTE                             NC      28277     Primary         Condo Low-Rise Attached      360             357
341038911                                ROCK HILL                             SC      29730     Primary         Single Family Detached       360             359
341038984                                FUQUAY VARINA                         NC      27526     Primary         Single Family Detached       360             357
341039158                                FORT PIERCE                           FL      34982     Primary         Single Family Detached       360             357
341039285                                KEY LARGO                             FL      33037     Primary         Single Family Detached       360             358
341039366                                PORT SAINT LUCIE                      FL      34953     Primary         Single Family Detached       360             357
341039445                                CANDLER                               NC      28715     Primary         Single Family Detached       360             357
341039477                                MYRTLE BEACH                          SC      29577     Primary         PUD Detached                 360             358
341039488                                WILMINGTON                            NC      28405     Primary         Single Family Detached       360             357
341039642                                MOBILE                                AL      36695     Primary         Single Family Detached       360             358
341039711                                MIDWAY                                GA      31320     Primary         Single Family Detached       360             357
341040388                                GREENSBORO                            NC      27410     Primary         PUD Detached                 360             358
341040473                                KIMBERLY                              AL      35091     Primary         Single Family Detached       360             358
341040502                                CHARLOTTE                             NC      28269     Primary         PUD Detached                 360             359
341040541                                BIRMINGHAM                            AL      35228     Primary         Single Family Detached       360             358
341040737                                CHARLOTTE                             NC      28227     Primary         Single Family Detached       360             358
341040773                                WADESBORO                             NC      28170     Primary         Single Family Detached       360             358
341040866                                DENVER                                NC      28037     Primary         Single Family Detached       360             359
341040880                                COVINGTON                             GA      30014     Primary         Single Family Detached       360             358
341040918                                STONE MOUNTAIN                        GA      30088     Primary         Single Family Detached       360             358
341041165                                RIVERDALE                             GA      30274     Primary         Single Family Detached       360             359
341041274                                JACKSONVILLE                          NC      28540     Primary         Single Family Detached       360             358
341041324                                GREENSBORO                            NC      27455     Primary         Single Family Detached       360             359
341041359                                GADSDEN                               AL      35901     Primary         Single Family Detached       360             359
341041395                                LELAND                                NC      28451     Primary         PUD Attached                 360             359
341041421                                MOBILE                                AL      36695     Primary         Single Family Detached       360             359
341041939                                ARCHDALE                              NC      27263     Primary         Single Family Detached       360             359
351038607                                CYPRESS                               TX      77433     Primary         Single Family Detached       360             354
351038851                                HOUSTON                               TX      77073     Primary         Single Family Detached       360             353
351039085                                HOUSTON                               TX      77090     Primary         PUD Detached                 360             354
351039343                                ROSHARON                              TX      77583     Primary         PUD Detached                 360             354
351039345                                CYPRESS                               TX      77433     Primary         PUD Detached                 360             354
351039445                                CROSBY                                TX      77532     Primary         PUD Detached                 360             354
351039558                                HOUSTON                               TX      77049     Primary         PUD Detached                 360             354
351039712                                CORPUS CHRISTI                        TX      78413     Primary         Single Family Detached       360             354
351039985                                TOMBALL                               TX      77377     Primary         PUD Detached                 360             354
351039990                                PORTER                                TX      77365     Primary         PUD Detached                 360             354
351040192                                HOUSTON                               TX      77061     Primary         Single Family Detached       360             355
351040231                                SPRING                                TX      77388     Primary         PUD Detached                 360             354
351040643                                HOUSTON                               TX      77004     Primary         Single Family Detached       360             355
351040682                                DEER PARK                             TX      77536     Primary         PUD Detached                 360             355
351040823                                LEAGUE CITY                           TX      77573     Primary         PUD Detached                 360             355
351040854                                CORPUS CHRISTI                        TX      78412     Primary         Single Family Detached       360             355
351041291                                SPRING                                TX      77379     Primary         Single Family Detached       360             355
351041373                                HUMBLE                                TX      77396     Primary         Single Family Detached       360             356
351041874                                GRAND PRAIRIE                         TX      75052     Primary         Single Family Detached       360             356
351042117                                SPRING                                TX      77373     Primary         PUD Detached                 360             357
351042212                                SPRING                                TX      77373     Primary         PUD Detached                 360             356
351042453                                ROWLETT                               TX      75089     Primary         PUD Detached                 360             358
351042673                                HOUSTON                               TX      77075     Primary         Single Family Detached       360             358
351042677                                LA FERIA                              TX      78559     Primary         Single Family Detached       360             357
351042867                                THE WOODLANDS                         TX      77382     Primary         PUD Detached                 360             358
351042972                                HUMBLE                                TX      77396     Primary         PUD Detached                 360             358
351042973                                HOUSTON                               TX      77089     Primary         PUD Detached                 360             357
351043068                                CORPUS CHRISTI                        TX      78404     Primary         Single Family Detached       360             358
351043127                                SPRING                                TX      77373     Primary         PUD Detached                 360             358
351043129                                SANTA FE                              TX      77510     Primary         Single Family Detached       360             359
351043139                                MANSFIELD                             TX      76063     Primary         PUD Detached                 360             358
351043248                                HUMBLE                                TX      77338     Primary         PUD Detached                 360             358
351043272                                KATY                                  TX      77449     Primary         PUD Detached                 360             358
351043366                                HUMBLE                                TX      77346     Primary         PUD Detached                 360             358
351043443                                TEXAS CITY                            TX      77591     Primary         PUD Detached                 360             358
351043450                                HOUSTON                               TX      77059     Primary         PUD Detached                 360             359
351043476                                CYPRESS                               TX      77433     Primary         PUD Detached                 360             358
351043530                                HOUSTON                               TX      77070     Primary         PUD Detached                 360             358
351043787                                CORPUS CHRISTI                        TX      78410     Primary         Single Family Detached       360             359
351043953                                HOUSTON                               TX      77077     Primary         PUD Detached                 360             359
351043958                                PEARLAND                              TX      77581     Primary         PUD Detached                 360             359
351044170                                HUMBLE                                TX      77346     Primary         PUD Detached                 360             359
351044295                                BASTROP                               TX      78602     Primary         PUD Detached                 360             359
351045229                                FRESNO                                TX      77545     Primary         PUD Detached                 360             360
371039181                                OCALA                                 FL      34473     Primary         Single Family Detached       360             355
371039432                                SAINT CLOUD                           FL      34769     Primary         Single Family Detached       360             355
371039584                                SPRING HILL                           FL      33606     Primary         Single Family Detached       360             355
371039922                                TALLAHASSEE                           FL      32305     Primary         Single Family Detached       360             356
371040043                                TAMPA                                 FL      33612     Primary         Single Family Detached       360             356
371040182                                APOPKA                                FL      32712     Primary         Single Family Detached       360             355
371041032                                ORLANDO                               FL      32817     Primary         PUD Detached                 360             356
371041245                                JACKSONVILLE                          FL      32246     Primary         Single Family Detached       360             355
371041715                                HOLIDAY                               FL      34690     Primary         Single Family Detached       360             356
371042114                                KNOXVILLE                             TN      37916     Primary         Single Family Detached       360             357
371042149                                PUNTA GORDA                           FL      33950     Primary         Single Family Detached       360             357
371042276                                KISSIMMEE                             FL      34759     Primary         PUD Detached                 360             357
371042332                                TAMPA                                 FL      33635     Primary         Single Family Detached       360             356
371042335                                LAKELAND                              FL      33809     Primary         Single Family Detached       360             356
371042344                                N FORT MYERS                          FL      33917     Primary         Single Family Detached       360             356
371042370                                SAINT PETERSBURG                      FL      33705     Non-owner       Single Family Detached       360             357
371042424                                TAMPA                                 FL      33610     Primary         Single Family Detached       360             357
371042585                                ORANGE BEACH                          AL      36561     Primary         Condo High-Rise Attached     360             358
371042857                                PORT CHARLOTTE                        FL      33981     Primary         Single Family Detached       360             357
371043039                                YORK                                  PA      17406     Primary         PUD Detached                 360             357
371043333                                JACKSONVILLE                          FL      32244     Primary         Single Family Detached       360             358
371043345                                NEW PORT RICHEY                       FL      34653     Primary         Single Family Detached       360             357
371043354                                NEW PORT RICHEY                       FL      34653     Primary         Single Family Detached       360             357
371043382                                LEHIGH ACRES                          FL      33936     Primary         Single Family Detached       360             357
371043400                                ORLANDO                               FL      32837     Primary         Condo Conversion Attached    360             358
371043431                                LARGO                                 FL      33771     Primary         Single Family Detached       360             358
371043448                                KISSIMMEE                             FL      34744     Primary         Single Family Detached       360             358
371043458                                JACKSONVILLE                          FL      32210     Primary         Single Family Detached       360             357
371043552                                SEFFNER                               FL      33584     Primary         Single Family Detached       360             357
371043564                                NAPLES                                FL      34119     Primary         Single Family Detached       360             358
371043869                                WEEKI WACHEE                          FL      34613     Primary         Single Family Detached       360             358
371043931                                DUNDEE                                FL      33838     Primary         PUD Detached                 360             358
371043934                                EDMOND                                OK      73013     Primary         Single Family Detached       360             358
371043939                                DUNDEE                                FL      33838     Primary         PUD Detached                 360             358
371043969                                KISSIMMEE                             FL      34743     Primary         Single Family Detached       360             358
371043992                                APOPKA                                FL      32712     Primary         Single Family Detached       360             358
371044060                                DELAND                                FL      32720     Primary         2-4 Units Detached           360             358
371044064                                PALMETTO                              FL      34221     Primary         Single Family Detached       360             358
371044074                                APOPKA                                FL      32703     Primary         Single Family Detached       360             359
371044111                                LEHIGH ACRES                          FL      33972     Primary         Single Family Detached       360             358
371044113                                CEDAR RUN                             NJ      08092     Primary         Single Family Detached       360             358
371044195                                JACKSONVILLE                          FL      32209     Non-owner       Single Family Detached       360             358
371044204                                MIAMI                                 FL      33170     Primary         Single Family Detached       360             358
371044372                                HALLANDALE BEACH                      FL      33009     Primary         Condo High-Rise Attached     360             358
371044477                                SARASOTA                              FL      34231     Primary         Single Family Detached       360             358
371044569                                CAPE CORAL                            FL      33914     Primary         Single Family Detached       360             358
371044604                                CAPE CORAL                            FL      33914     Primary         Single Family Detached       360             358
371044615                                PALMETTO                              FL      34221     Primary         Single Family Detached       360             358
371044625                                FORT MYERS                            FL      33912     Primary         PUD Detached                 360             358
371044652                                COCOA                                 FL      32927     Primary         Single Family Detached       360             358
371044667                                JACKSONVILLE                          FL      32207     Primary         Single Family Detached       360             359
371044758                                SANFORD                               FL      32771     Primary         Single Family Detached       360             358
371044846                                FORT WALTON BEACH                     FL      32548     Primary         Single Family Detached       360             358
371044861                                APOPKA                                FL      32703     Primary         PUD Detached                 360             358
371044879                                SAINT CLOUD                           FL      34772     Primary         PUD Detached                 360             358
371044899                                OCALA                                 FL      34473     Non-owner       Single Family Detached       360             358
371044972                                DUNEDIN                               FL      34698     Primary         Single Family Detached       360             358
371045007                                ALTAMONTE SPRINGS                     FL      32714     Primary         Single Family Detached       360             359
371045258                                NAPLES                                FL      34109     Primary         Condo Conversion Attached    360             359
371045371                                LEHIGH ACRES                          FL      33972     Primary         Single Family Detached       360             359
371045461                                OCALA                                 FL      34472     Non-owner       Single Family Detached       360             359
371045631                                TAMPA                                 FL      33617     Primary         Single Family Detached       360             359
371045745                                FAYETTEVILLE                          NC      28311     Primary         Single Family Detached       360             359
371045798                                KISSIMMEE                             FL      34758     Primary         Single Family Detached       360             359
371045842                                APOPKA                                FL      32703     Primary         Single Family Detached       360             359
371046359                                WILLISTON                             FL      32696     Primary         Single Family Detached       360             359
371046413                                PUNTA GORDA                           FL      33955     Primary         Single Family Detached       360             359
371047822                                SANFORD                               FL      32773     Primary         Single Family Detached       360             360
381030275                                ATTLEBORO                             MA      02703     Primary         Single Family Detached       360             356
381030402                                PLANT CITY                            FL      33565     Primary         Single Family Detached       360             357
401009215                                SHERMAN                               IL      62684     Primary         Single Family Detached       360             353
411000506                                NORFOLK                               VA      23508     Non-owner       Single Family Detached       360             357
411000988                                REEDLEY                               CA      93654     Primary         Single Family Detached       360             356
411001091                                YONKERS                               NY      10701     Primary         Single Family Detached       360             358
411001108                                RIO RICO                              AZ      85648     Primary         Single Family Detached       360             357
411001179                                BOWIE                                 TX      76230     Primary         Single Family Detached       360             358
411001259                                WELLINGTON                            CO      80549     Primary         Single Family Detached       360             356
411001488                                CHICAGO                               IL      60653     Primary         Single Family Detached       360             357
411001589                                HOPKINTON                             RI      02833     Primary         Single Family Detached       360             356
411001722                                EL PASO                               TX      79936     Primary         Single Family Detached       360             357
411001744                                PERRYOPOLIS                           PA      15473     Primary         Single Family Detached       360             357
411001752                                SIMI VALLEY                           CA      93065     Primary         Single Family Detached       360             357
411001903                                SAINT LOUIS                           MO      63115     Primary         Single Family Detached       360             357
411001925                                PHOENIX                               AZ      85031     Primary         Single Family Detached       360             357
411001952                                LIVONIA                               MI      48150     Primary         Single Family Detached       360             358
411001967                                FAIRFIELD                             ME      04937     Primary         2-4 Units Detached           360             357
411001979                                MCALLEN                               TX      78501     Primary         PUD Detached                 360             358
411002009                                JOPLIN                                MO      64801     Primary         Single Family Detached       360             357
411002063                                HOUSTON                               TX      77088     Primary         Single Family Detached       360             358
411002083                                DETROIT                               MI      48213     Primary         Single Family Detached       360             358
411002098                                SPRING                                TX      77386     Primary         PUD Detached                 360             358
411002130                                STOCKTON                              CA      95205     Primary         Single Family Detached       360             358
411002172                                MESA                                  AZ      85207     Non-owner       Single Family Detached       360             357
411002185                                DALLAS                                TX      75287     Primary         Single Family Detached       360             358
411002204                                PHOENIX                               AZ      85037     Primary         Single Family Detached       360             358
411002205                                CARSON                                CA      90745     Primary         Single Family Detached       360             357
411002225                                PALM BEACH                            FL      33480     Primary         Condo High-Rise Attached     360             358
411002228                                LAS VEGAS                             NV      89156     Non-owner       PUD Detached                 360             357
411002253                                PHOENIX                               AZ      85008     Primary         Single Family Detached       360             358
411002279                                LA VETA                               CO      81055     Primary         Single Family Detached       360             358
411002342                                ORLANDO                               FL      32836     Primary         Single Family Detached       360             359
411002361                                LAKE PARK                             FL      33403     Primary         Single Family Detached       360             358
411002364                                ST LOUIS                              MO      63113     Primary         2-4 Units Detached           360             358
411002390                                DESOTO                                MO      63020     Primary         PUD Detached                 360             358
411002394                                HOUSTON                               TX      77075     Primary         PUD Detached                 360             358
411002465                                FREDERICKSBURG                        VA      22408     Primary         PUD Detached                 360             359
411002467                                WALLACE                               CA      95225     Primary         Single Family Detached       360             358
411002536                                CUMBERLAND                            VA      23040     Non-owner       Single Family Detached       360             358
411002538                                CUMBERLAND                            VA      23040     Primary         Single Family Detached       360             358
411002548                                CENTER VALLEY                         PA      18034     Primary         Single Family Detached       360             358
411002641                                TEMECULA                              CA      92591     Primary         PUD Detached                 360             359
411002758                                CARSON                                CA      90745     Primary         Single Family Detached       360             358
411002792                                WYLIE                                 TX      75098     Primary         PUD Detached                 360             358
411002851                                WEST CHESTER                          PA      19382     Primary         Single Family Detached       360             359
411002929                                STEVINSON                             CA      95374     Primary         Single Family Detached       360             358
421000852                                CAPE CORAL                            FL      33914     Primary         Single Family Detached       360             356
421000964                                PHILADELPHIA                          PA      19143     Primary         Single Family Attached       360             356
421000983                                BARBOURSVILLE                         VA      22923     Primary         Single Family Detached       360             356
421001365                                WASHINGTON                            PA      15301     Primary         Single Family Detached       360             358
421001446                                SHICKSHINNY                           PA      18655     Primary         Single Family Detached       360             357
421001545                                GAINESVILLE                           FL      32609     Primary         Single Family Detached       360             357
421001819                                SABATTUS                              ME      04280     Primary         Single Family Detached       360             358
421001834                                PHILADELPHIA                          PA      19131     Primary         Single Family Attached       360             357
421001840                                NEW ROCHELLE                          NY      10804     Primary         Single Family Detached       360             356
421002023                                UPPER MARLBORO                        MD      20774     Primary         Single Family Detached       360             357
421002048                                LUFKIN                                TX      75904     Primary         Single Family Detached       360             358
421002059                                SPRING HILL                           FL      34609     Primary         Single Family Detached       360             357
421002089                                LEVITTOWN                             PA      19055     Primary         Single Family Detached       360             358
421002092                                LARGO                                 FL      33770     Primary         Single Family Detached       360             357
421002294                                TITUSVILLE                            FL      32796     Primary         PUD Attached                 360             358
421002309                                PATTERSON                             NY      12563     Primary         Single Family Detached       360             358
421002329                                WASHINGTON TWSP                       NJ      07840     Primary         Single Family Detached       360             357
421002332                                RICHMOND                              VA      23222     Primary         Single Family Detached       360             359
421002383                                SHENANDOAH                            VA      22849     Primary         Single Family Detached       360             358
421002452                                BRISTOL                               TN      37620     Primary         Single Family Detached       360             358
421002483                                THEODORE                              AL      36582     Primary         Single Family Detached       360             358
421002484                                COLLINSVILLE                          MS      39325     Primary         Single Family Detached       180             178
421002647                                LEESBURG                              FL      34748     Primary         Single Family Detached       360             358
421002723                                SUNRISE                               FL      33322     Primary         Condo Low-Rise Attached      360             358
421002746                                DEDHAM                                MA      02026     Primary         Single Family Detached       360             359
421002919                                REDDING                               CA      96001     Primary         Single Family Detached       360             358
421003058                                PHILADELPHIA                          PA      19120     Primary         Single Family Attached       360             359
421003076                                EUFAULA                               AL      36027     Primary         Single Family Detached       360             359
421003109                                CORAL GABLES                          FL      33134     Primary         Single Family Detached       360             359
421003112                                ORLANDO                               FL      32818     Primary         Single Family Detached       360             358
421003251                                BESSEMER                              PA      16112     Non-owner       2-4 Units Detached           360             359
421003319                                ROME                                  GA      30165     Primary         Single Family Detached       360             359
511050311                                SAN JOSE                              CA      95132     Primary         Single Family Detached       360             353
511050907                                BAKERSFIELD                           CA      93313     Primary         Single Family Detached       360             354
511051110                                YUCAIPA                               CA      92399     Primary         PUD Detached                 360             356
511051152                                GARDEN GROVE                          CA      92845     Primary         Single Family Detached       360             357
511051564                                BAKERSFIELD                           CA      93307     Primary         Single Family Detached       360             355
511051626                                PANAMA CITY BEACH                     FL      32407     Primary         Condo Low-Rise Attached      360             355
511051757                                HUNTINGTON BEACH                      CA      92648     Primary         Single Family Detached       360             357
511052413                                LOS ANGELES (AREA OF SAN PEDRO)       CA      90731     Primary         Single Family Detached       360             356
511052835                                TORRANCE                              CA      90505     Primary         Single Family Detached       360             356
511052836                                LOS ANGELES                           CA      90029     Non-owner       2-4 Units Detached           360             358
511052963                                LANCASTER                             CA      93536     Primary         Single Family Detached       360             356
511053323                                PALOS VERDES ESTATES                  CA      90274     Primary         Single Family Detached       360             357
511053403                                MARGATE                               FL      33063     Primary         Condo Low-Rise Attached      360             357
511053427                                WHITTIER                              CA      90603     Primary         PUD Detached                 360             356
511053464                                CYPRESS                               CA      90630     Primary         Condo Low-Rise Attached      360             357
511053479                                HAWTHORNE                             CA      90250     Primary         Single Family Detached       360             357
511053506                                SALINAS                               CA      93907     Primary         Single Family Detached       360             357
511053524                                COSTA MESA                            CA      92626     Primary         Single Family Detached       360             357
511053530                                JACKSONVILLE                          FL      32256     Primary         PUD Detached                 360             357
511053599                                CERRITOS                              CA      90703     Primary         Single Family Detached       360             358
511053604                                ESCONDIDO                             CA      92027     Non-owner       Single Family Detached       360             357
511053651                                MASARYKTOWN                           FL      34604     Primary         Single Family Detached       360             357
511053667                                GARDENA                               CA      90247     Primary         Single Family Detached       360             357
511053675                                MOUNTAIN VIEW                         CA      94041     Primary         Single Family Detached       360             356
511053699                                (AREA OF SUNLAND) LOS ANGELES         CA      91040     Primary         Single Family Detached       360             357
511053782                                NATIONAL CITY                         CA      91950     Primary         Single Family Detached       360             357
511053797                                CALEXICO                              CA      92231     Primary         Single Family Detached       360             357
511053809                                PASADENA                              CA      91104     Primary         Condo Low-Rise Attached      360             357
511053814                                ALTADENA                              CA      91001     Primary         Single Family Detached       360             357
511054049                                CORONA                                CA      92879     Primary         Single Family Detached       360             357
511054054                                PALOS VERDES ESTATES                  CA      90274     Primary         Single Family Detached       360             358
511054056                                CORONA                                CA      92883     Primary         Single Family Detached       360             357
511054059                                ORANGE PARK                           FL      32073     Primary         PUD Detached                 360             358
511054251                                VALLEY CENTER                         CA      92082     Primary         Single Family Detached       360             358
511054275                                PHOENIX                               AZ      85042     Primary         Single Family Detached       360             357
511054326                                NORWALK                               CA      90650     Primary         Single Family Detached       360             357
511054349                                LAKE FOREST                           CA      92679     Primary         Condo Low-Rise Attached      360             358
511054356                                CAMERON PARK                          CA      95682     Primary         Single Family Detached       360             357
511054374                                SAN JUAN CAPISTRANO                   CA      92675     Primary         Single Family Attached       360             358
511054399                                CALEXICO                              CA      92231     Primary         Single Family Detached       360             358
511054428                                VAN NUYS                              CA      91405     Primary         Single Family Detached       360             357
511054434                                FAIRFIELD                             CT      06824     Primary         Single Family Detached       360             358
511054494                                MONTEREY                              CA      93940     Primary         Single Family Detached       360             357
511054544                                MIRAMAR BEACH                         FL      32550     Second Home     Condo Low-Rise Attached      360             357
511054622                                GREENWOOD                             MN      55331     Primary         Single Family Detached       360             358
511054696                                POMPANO BEACH                         FL      33073     Primary         Single Family Detached       360             357
511054729                                LOXAHATCHEE                           FL      33470     Primary         Single Family Detached       360             357
511054739                                RIVERSIDE                             CA      92508     Primary         Single Family Detached       360             358
511054836                                MORGAN HILL                           CA      95037     Primary         Single Family Detached       360             358
511054863                                BELLEVIEW                             FL      34420     Primary         Single Family Detached       360             358
511054887                                FONTANA                               CA      92336     Primary         Single Family Detached       360             358
511054931                                SAN JOSE                              CA      95132     Primary         PUD Attached                 360             358
511054940                                CAMPBELL                              CA      95008     Primary         PUD Detached                 360             357
511054947                                FILLMORE                              CA      93015     Primary         Single Family Detached       360             358
511054957                                APPLE VALLEY                          CA      92308     Primary         Single Family Detached       360             357
511054968                                FORT MYERS                            FL      33908     Second Home     PUD Detached                 360             358
511054984                                NOBLESVILLE                           IN      46060     Primary         Single Family Detached       360             357
511055060                                SAN DIEGO                             CA      92126     Primary         Single Family Detached       360             358
511055103                                AREA OF COTO DE CAZA                  CA      92679     Primary         Single Family Detached       360             358
511055161                                OCEANSIDE                             CA      92057     Primary         Condo Conversion Attached    360             358
511055190                                NORWALK                               CA      90650     Primary         Single Family Detached       360             358
511055303                                WADDELL                               AZ      85355     Primary         PUD Detached                 360             358
511055355                                LONG BEACH                            CA      90808     Primary         Single Family Detached       360             358
511055398                                ANAHEIM                               CA      92801     Primary         Single Family Detached       360             358
511055407                                CORONA                                CA      92883     Primary         PUD Detached                 360             358
511055409                                SAN DIEGO                             CA      92103     Second Home     Condo Conversion Attached    360             358
511055433                                OAKLAND                               CA      94605     Primary         Single Family Detached       360             358
511055615                                SANTA ANA                             CA      92704     Primary         Single Family Detached       360             358
511055631                                VICTORVILLE                           CA      92392     Primary         Single Family Detached       360             358
511055653                                FULLERTON                             CA      92831     Primary         Single Family Detached       360             358
511055698                                VICTORVILLE                           CA      92392     Primary         Single Family Detached       360             358
511055761                                BEN LOMOND                            CA      95005     Primary         Single Family Detached       360             358
511055774                                ANAHEIM                               CA      92806     Primary         Single Family Detached       360             358
511055855                                MORENO VALLEY                         CA      92551     Primary         Condo Low-Rise Attached      360             358
511055910                                TORRANCE                              CA      90501     Primary         Condo Low-Rise Attached      360             358
511055915                                OCEANSIDE                             CA      92057     Primary         Single Family Detached       360             359
511055945                                CATHEDRAL CITY                        CA      92234     Primary         PUD Detached                 360             358
511055997                                SAN DIEGO                             CA      92104     Primary         Single Family Detached       360             359
511056118                                CARLSBAD                              CA      92009     Primary         Single Family Detached       360             358
511056189                                HESPERIA                              CA      92345     Primary         Single Family Detached       360             359
511056532                                DOWNEY                                CA      90242     Primary         Single Family Detached       360             358
511056612                                COTO DE CAZA (UNINCORPORATED AREA)    CA      92679     Primary         PUD Detached                 360             359
511056685                                CARSON                                CA      90745     Primary         Single Family Detached       360             359
511056774                                MORENO VALLEY                         CA      92553     Primary         Single Family Detached       360             359
511056916                                LA PUENTE                             CA      91744     Primary         Single Family Detached       360             359
511056935                                MISSION VIEJO                         CA      92691     Primary         Condo Low-Rise Attached      360             359
511056950                                FLAMINGO HEIGHTS                      CA      92284     Primary         Single Family Detached       360             359
511057116                                CORONA                                CA      92880     Primary         Single Family Detached       360             359
511057575                                TEMECULA                              CA      92592     Primary         Single Family Detached       360             359
511059705                                VENTURA                               CA      93003     Primary         Single Family Detached       360             360
521045118                                RACINE                                WI      53406     Primary         Condo Low-Rise Attached      360             355
521046236                                AURORA                                IL      60503     Primary         Condo Low-Rise Attached      360             355
521046312                                SPRING HILL                           FL      33609     Primary         PUD Detached                 360             355
521046349                                CHICAGO                               IL      60617     Primary         Single Family Detached       360             355
521046588                                INDIANAPOLIS                          IN      46235     Primary         Single Family Detached       360             355
521046770                                JOLIET                                IL      60431     Primary         Single Family Detached       360             355
521047805                                DOUGLASVILLE                          GA      30134     Primary         PUD Detached                 360             356
521048360                                PALM BAY                              FL      32909     Primary         Single Family Detached       360             357
521048540                                ORLAND HILLS                          IL      60487     Primary         Single Family Detached       360             357
521048584                                CONCORDIA                             MO      64020     Primary         Single Family Detached       360             357
521048598                                GENEVA                                IL      60134     Primary         Single Family Detached       360             357
521048610                                YORKVILLE                             IL      60560     Primary         Condo Low-Rise Attached      360             357
521048635                                YORKVILLE                             IL      60560     Primary         Condo Low-Rise Attached      360             357
521048649                                SPRINGFIELD                           MO      65809     Primary         Single Family Detached       360             357
521049068                                OAK BROOK                             IL      60523     Primary         Single Family Detached       360             358
521049122                                ST LOUIS                              MO      63111     Primary         Single Family Detached       360             358
521049161                                AURORA                                IL      60502     Primary         Condo Low-Rise Attached      360             357
521049325                                HOLTON                                MI      49425     Primary         Single Family Detached       360             357
521049462                                RICHLAND                              MI      49083     Primary         Single Family Detached       360             358
521049499                                DETROIT                               MI      48211     Non-owner       Single Family Attached       360             357
521049501                                EDWARDSBURG                           MI      49112     Primary         Single Family Detached       360             358
521049525                                PENTWATER                             MI      49449     Primary         Single Family Detached       360             357
521050186                                BEACH PARK                            IL      60087     Primary         PUD Detached                 360             358
521050226                                PRAIRIE VILLAGE                       KS      66208     Primary         Single Family Detached       360             358
521050291                                KANSAS CITY                           KS      66109     Primary         Single Family Detached       360             357
521050371                                WEST BLOOMFIELD                       MI      48322     Primary         Single Family Detached       360             358
521050402                                BRIDGEVIEW                            IL      60455     Primary         Condo Low-Rise Attached      360             358
521050414                                CINCINNATI                            OH      45238     Primary         Single Family Detached       360             358
521050459                                BALLWIN                               MO      63011     Primary         Single Family Detached       360             358
521050510                                ST. LOUIS                             MO      63105     Non-owner       Single Family Detached       360             358
521050520                                KENOSHA                               WI      53142     Primary         PUD Detached                 360             357
521050525                                CHICAGO HEIGHTS                       IL      60411     Primary         Single Family Detached       360             358
521050601                                GARY                                  IN      46403     Non-owner       Single Family Attached       360             358
521050618                                CHICAGO                               IL      60628     Primary         2-4 Units Detached           360             359
521050754                                GRAND RAPIDS                          MI      49507     Primary         Single Family Detached       360             358
521050948                                NEW PALESTINE                         IN      46163     Primary         PUD Detached                 360             358
521051054                                ELMHURST                              IL      60126     Primary         Single Family Detached       360             358
521051148                                SAINT LOUIS                           MO      63118     Non-owner       2-4 Units Detached           360             358
521051271                                FLORISSANT                            MO      63031     Non-owner       Single Family Detached       360             358
521051382                                SCOTTVILLE                            MI      49454     Primary         Single Family Detached       360             358
521051384                                ZIONSVILLE                            IN      46077     Primary         Single Family Detached       360             358
521051433                                MATTAWAN                              MI      49071     Primary         Single Family Detached       360             358
521051558                                OXFORD                                MI      48371     Primary         Single Family Detached       360             358
521051591                                INDIANAPOLIS                          IN      46229     Primary         Single Family Detached       360             359
521051596                                PETERSBURG                            IL      62675     Primary         Single Family Detached       360             358
521051828                                SAINT LOUIS                           MO      63130     Non-owner       Single Family Detached       360             359
521051846                                SAINT CHARLES                         IL      60175     Primary         Single Family Detached       360             358
521051989                                FORT WAYNE                            IN      46814     Primary         Single Family Detached       360             359
521052028                                SULLIVAN                              MO      63080     Primary         Single Family Detached       360             358
521052121                                SMITHVILLE                            MO      64089     Primary         Single Family Detached       360             359
521052197                                MILLSTADT                             IL      62260     Primary         Single Family Attached       360             358
521052261                                GREENFIELD                            IN      46140     Primary         PUD Detached                 360             358
521052319                                CHICAGO                               IL      60622     Primary         Condo Low-Rise Attached      360             359
521052322                                GRAND RAPIDS                          MI      49505     Non-owner       2-4 Units Detached           360             358
521052350                                CRYSTAL LAKE                          IL      60014     Primary         Single Family Detached       360             358
521052464                                DETROIT                               MI      48228     Primary         Single Family Detached       360             358
521052526                                SHELBYVILLE                           IN      46176     Primary         Single Family Detached       360             358
521052588                                WATERMAN                              IL      60556     Primary         PUD Detached                 360             359
521052719                                CARMEL                                IN      46032     Primary         PUD Detached                 360             358
521052745                                CHICAGO                               IL      60643     Primary         Single Family Detached       360             359
521052919                                CHICAGO                               IL      60611     Primary         Condo High-Rise Attached     360             359
521052933                                TROY                                  MI      48083     Primary         Single Family Detached       360             359
521052936                                COUNTRY CLUB HILLS                    IL      60478     Primary         Single Family Detached       360             359
521053069                                CHARLOTTE                             MI      48813     Primary         Single Family Detached       360             359
521053366                                OAK PARK                              MI      48237     Primary         Single Family Detached       360             359
521053680                                JACKSON                               MI      49202     Non-owner       Single Family Detached       360             359
521053686                                PLANO                                 TX      75025     Primary         Single Family Detached       360             359
521053709                                LAWTON                                MI      49065     Primary         Single Family Detached       360             359
521053711                                LAS VEGAS                             NV      89178     Primary         PUD Detached                 360             359
521053881                                GRAND RAPIDS                          MI      49505     Primary         Single Family Detached       360             359
521055723                                MONTAGUE                              MI      49437     Primary         Single Family Detached       360             360
521055911                                WOODSTOCK                             IL      60098     Primary         PUD Detached                 360             360
551019639                                KILLEEN                               TX      76549     Primary         Single Family Detached       360             354
551019801                                GRAND PRAIRIE                         TX      75050     Primary         Single Family Attached       360             354
551020172                                ABILENE                               TX      79605     Primary         Single Family Detached       360             354
551020429                                GRAND PRAIRIE                         TX      75052     Primary         PUD Detached                 360             354
551020989                                KEENE                                 TX      76059     Primary         Single Family Detached       360             355
551021062                                ROYSE CITY                            TX      75189     Primary         PUD Detached                 360             354
551021082                                MCKINNEY                              TX      75070     Primary         PUD Detached                 360             354
551021115                                ALVORD                                TX      76225     Primary         Single Family Detached       360             355
551021146                                SAN ANTONIO                           TX      78251     Primary         Single Family Detached       360             354
551021157                                FORT WORTH                            TX      76248     Primary         PUD Detached                 360             354
551021454                                HIGLAND VILLAGE                       TX      75077     Primary         PUD Attached                 360             355
551021768                                COLLINSVILLE                          OK      74021     Primary         Single Family Detached       360             355
551022111                                OKC                                   OK      73170     Primary         PUD Detached                 360             355
551022161                                OKLAHOMA CITY                         OK      73099     Primary         PUD Detached                 360             355
551022416                                FORT WORTH                            TX      76108     Primary         Single Family Detached       360             355
551022481                                LANCASTER                             TX      75134     Primary         Single Family Detached       360             355
551022535                                SAN ANTONIO                           TX      78212     Primary         Single Family Detached       360             355
551022589                                CEDAR HILL                            TX      75104     Primary         Single Family Detached       360             354
551022744                                MCALLEN                               TX      78504     Primary         Single Family Detached       360             355
551022806                                EL PASO                               TX      79938     Primary         Single Family Detached       360             355
551023051                                WAXAHACHIE                            TX      75165     Primary         PUD Detached                 360             355
551023114                                FORT WORTH                            TX      76112     Primary         Single Family Detached       360             355
551023611                                FORT SMITH                            AR      72908     Primary         Single Family Detached       360             357
551024285                                TEMPLE                                TX      76502     Primary         PUD Detached                 360             356
551024693                                EL PASO                               TX      79934     Primary         Single Family Detached       360             357
551024862                                MAGNOLIA                              TX      77354     Primary         PUD Detached                 360             358
551025090                                HOUSTON                               TX      77077     Primary         PUD Detached                 360             357
551025108                                MONTGOMERY                            TX      77356     Primary         Single Family Detached       360             357
551025157                                MANSFIELD                             TX      76063     Primary         PUD Detached                 360             358
551025274                                EDMOND                                OK      73013     Primary         PUD Detached                 360             357
551025280                                ARLINGTON                             TX      76016     Primary         Single Family Detached       360             357
551025295                                EL PASO                               TX      79912     Primary         Single Family Detached       360             358
551025433                                AZLE                                  TX      76020     Primary         PUD Detached                 360             357
551025656                                AUSTIN                                TX      78747     Primary         PUD Detached                 360             358
551025666                                SAN ANTONIO                           TX      78217     Primary         Single Family Detached       360             358
551025702                                HIGHLANDS RANCH                       CO      80129     Primary         PUD Detached                 360             358
551025786                                RICHARDSON                            TX      75080     Primary         Single Family Detached       360             357
551025816                                EDWARDSBURG                           MI      49112     Primary         Single Family Detached       360             357
551025834                                SAN ANTONIO                           TX      78253     Primary         Single Family Detached       360             358
551025865                                FRANKLIN                              TX      77856     Primary         Single Family Detached       360             358
551025935                                ELGIN                                 TX      78621     Primary         PUD Detached                 360             357
551026009                                KATY                                  TX      77493     Primary         PUD Detached                 360             357
551026014                                FORT WORTH                            TX      76179     Primary         PUD Detached                 360             358
551026061                                GEORGETOWN                            TX      78628     Primary         Single Family Detached       360             357
551026151                                FORT WORTH                            TX      76131     Primary         PUD Detached                 360             357
551026152                                EDMOND                                OK      73013     Primary         PUD Detached                 360             358
551026223                                CLAREMORE                             OK      74019     Primary         Single Family Detached       360             358
551026236                                EDMOND                                OK      73013     Primary         PUD Detached                 360             358
551026249                                FORT WORTH                            TX      76110     Primary         Single Family Detached       360             358
551026255                                ROYSE CITY                            TX      75189     Primary         Single Family Attached       360             358
551026265                                FORT WORTH                            TX      76036     Primary         Single Family Detached       360             358
551026335                                LITTLE ROCK                           AR      72209     Non-owner       Single Family Detached       360             358
551026364                                LAREDO                                TX      78045     Primary         Single Family Detached       360             358
551026510                                CEDAR PARK                            TX      78613     Primary         Single Family Detached       360             358
551026516                                HOUSTON                               TX      77056     Non-owner       Condo High-Rise Attached     360             358
551026545                                KYLE                                  TX      78640     Primary         PUD Detached                 360             358
551026600                                CORINTH                               TX      76208     Primary         PUD Detached                 360             358
551026603                                FORT WORTH                            TX      76111     Primary         Single Family Detached       360             358
551026631                                MANOR                                 TX      78653     Primary         PUD Detached                 360             358
551026687                                LEANDER                               TX      78641     Primary         PUD Detached                 360             359
551026703                                ALEXANDER                             AR      72002     Primary         Single Family Detached       360             359
551026727                                MIDLAND                               TX      79707     Primary         Single Family Detached       360             358
551026776                                TRINIDAD                              CO      81082     Primary         Single Family Detached       180             178
551026779                                FRISCO                                TX      75034     Primary         Single Family Detached       360             358
551026804                                SAN ANTONIO                           TX      78254     Primary         PUD Detached                 360             358
551026893                                PRINCETON                             TX      75407     Primary         PUD Detached                 360             358
551026958                                MIDLOTHIAN                            TX      76065     Primary         Single Family Detached       360             358
551026978                                GRANBURY                              TX      76049     Primary         PUD Detached                 360             358
551026989                                TAYLOR                                TX      76574     Primary         PUD Detached                 360             358
551027049                                COLLINSVILLE                          OK      74021     Primary         Single Family Detached       360             359
551027052                                KYLE                                  TX      78640     Primary         PUD Detached                 360             358
551027055                                VIDOR                                 TX      77662     Primary         Single Family Detached       360             359
551027095                                DESOTO                                TX      75115     Primary         Single Family Detached       360             358
551027408                                JUSTIN                                TX      76247     Primary         Single Family Detached       360             359
551027529                                SAGINAW                               TX      76131     Primary         Single Family Detached       360             359
551027551                                MIDLAND                               TX      79701     Primary         Single Family Detached       360             359
551027640                                DESOTO                                TX      75115     Primary         PUD Detached                 360             358
551027641                                LEWISVILLE                            TX      75067     Primary         Single Family Detached       360             359
551027642                                EL PASO                               TX      79902     Primary         Single Family Detached       360             359
551028061                                GRAND PRAIRIE                         TX      75052     Primary         Single Family Detached       360             359
551028127                                ODESSA                                TX      79762     Primary         Single Family Detached       360             359
551028376                                UNION CITY                            GA      30291     Primary         Single Family Detached       360             359
551029046                                BRYAN                                 TX      77802     Primary         Single Family Detached       360             360
551029129                                WAKE FOREST                           NC      27587     Primary         Single Family Detached       360             360
551029657                                DENTON                                TX      76210     Primary         PUD Detached                 360             360
551030758                                SAN ANTONIO                           TX      78216     Non-owner       Single Family Detached       360             360
551030777                                GUTHRIE                               OK      73044     Primary         PUD Detached                 360             360
571015528                                STRONGSVILLE                          OH      44149     Primary         Single Family Detached       360             357
571016515                                SPRING                                TX      77373     Non-owner       PUD Detached                 360             357
571016536                                DENISON                               TX      75021     Non-owner       2-4 Units Detached           360             358
571016540                                DENISON                               TX      75021     Non-owner       2-4 Units Detached           360             358
571016756                                HOUSTON                               TX      77007     Non-owner       Single Family Attached       360             357
571016985                                WEBSTER                               MA      01570     Primary         2-4 Units Detached           360             358
571017046                                OAKLEY                                CA      94561     Primary         Single Family Detached       360             358
571017070                                KENNEWICK                             WA      99338     Non-owner       PUD Detached                 360             358
571017353                                HOWELL                                NJ      07731     Primary         Single Family Detached       360             359
571017465                                HARWINTON                             CT      06791     Primary         Single Family Detached       360             358
571017472                                SEFFNER                               FL      33584     Primary         PUD Detached                 360             357
571017618                                GREENBELT                             MD      20770     Primary         Condo Low-Rise Attached      360             357
571017623                                ORLANDO                               FL      32808     Non-owner       Single Family Detached       360             358
571017670                                EL SOBRANTE                           CA      94803     Primary         Single Family Detached       360             357
571017673                                EL SOBRANTE                           CA      94803     Primary         Single Family Detached       360             357
571017698                                CLEARWATER                            FL      33755     Non-owner       Condo Low-Rise Attached      360             357
571017721                                OCALA                                 FL      34473     Primary         Single Family Detached       360             357
571017788                                OCALA                                 FL      34473     Second Home     Single Family Detached       360             358
571017811                                BUSHNELL                              FL      33513     Second Home     Single Family Detached       360             358
571017814                                OCALA                                 FL      34473     Second Home     Single Family Detached       360             358
571017850                                MCKINNEY                              TX      75070     Non-owner       Single Family Detached       360             357
571017888                                BROOKLYN                              NY      11221     Primary         2-4 Units Attached           360             358
571017895                                BROOKLYN                              NY      11221     Primary         2-4 Units Attached           360             358
571017916                                ORLANDO                               FL      32808     Primary         Single Family Detached       360             358
571017923                                BRIGHTON                              MI      48116     Non-owner       Single Family Detached       360             358
571017948                                MIAMI                                 FL      33182     Primary         Single Family Detached       360             357
571017973                                SURPRISE                              AZ      85388     Non-owner       PUD Detached                 360             358
571017988                                SUNRISE                               FL      33351     Primary         Single Family Attached       360             358
571018056                                KENNESAW                              GA      30144     Non-owner       Single Family Detached       360             357
571018059                                KENNESAW                              GA      30144     Non-owner       Single Family Detached       360             357
571018073                                SURPRISE                              AZ      85388     Primary         Single Family Detached       360             358
571018089                                NORWALK                               CT      06851     Primary         Single Family Detached       360             358
571018117                                LAVON                                 TX      75166     Non-owner       Single Family Detached       360             358
571018118                                LAVON                                 TX      75166     Non-owner       Single Family Detached       360             358
571018120                                RAPHINE                               VA      24472     Primary         Single Family Detached       360             358
571018122                                MENTOR                                OH      44060     Primary         Single Family Detached       360             357
571018124                                NAPLES                                FL      34116     Primary         Single Family Detached       360             358
571018125                                NAPLES                                FL      34116     Primary         Single Family Detached       360             358
571018141                                WALDORF                               MD      20603     Primary         Single Family Detached       360             357
571018212                                HONESDALE                             PA      18431     Primary         Single Family Detached       360             359
571018225                                DECATUR                               GA      30032     Non-owner       Single Family Detached       360             358
571018311                                HASTINGS                              MN      55033     Non-owner       Single Family Detached       360             357
571018358                                NAPLES                                FL      34113     Primary         Single Family Detached       360             358
571018382                                BOCA RATON                            FL      33487     Primary         PUD Attached                 360             357
571018387                                GALT                                  CA      95632     Primary         Single Family Detached       360             358
571018388                                BOCA RATON                            FL      33487     Primary         PUD Attached                 360             357
571018390                                COOLIDGE                              AZ      85228     Non-owner       Single Family Detached       360             358
571018392                                ORLANDO                               FL      32812     Primary         Condo Low-Rise Attached      360             358
571018410                                OCALA                                 FL      34474     Primary         Single Family Attached       360             358
571018424                                BALTIMORE                             MD      21212     Primary         Single Family Detached       360             358
571018429                                NEWARK                                DE      19702     Non-owner       Single Family Detached       360             358
571018433                                FORT MYERS                            FL      33907     Non-owner       2-4 Units Attached           360             358
571018436                                FORT MYERS                            FL      33907     Non-owner       2-4 Units Attached           360             358
571018452                                ORLANDO                               FL      32835     Primary         Condo Low-Rise Attached      360             358
571018471                                ATLANTA                               GA      30317     Non-owner       Single Family Detached       360             358
571018489                                HALETHORPE                            MD      21227     Primary         Single Family Detached       360             357
571018535                                JUPITER                               FL      33458     Primary         Single Family Detached       360             358
571018569                                MERRILLVILLE                          IN      46410     Primary         2-4 Units Detached           360             358
571018678                                ORLANDO                               FL      32828     Primary         Single Family Detached       360             358
571018684                                HIALEAH                               FL      33010     Non-owner       Single Family Detached       360             358
571018690                                BOSTON                                MA      02127     Primary         2-4 Units Attached           360             358
571018709                                PORT ST LUCIE                         FL      34983     Non-owner       Single Family Detached       360             358
571018790                                PALM BAY                              FL      32909     Primary         Single Family Detached       360             358
571018830                                FORT MYERS                            FL      33905     Primary         Single Family Attached       360             358
571018831                                FORT MYERS                            FL      33905     Primary         Single Family Attached       360             358
571018856                                GREER                                 SC      29650     Primary         Single Family Detached       360             358
571018859                                GREER                                 SC      29650     Primary         Single Family Detached       360             358
571018880                                BUSHNELL                              FL      33513     Non-owner       PUD Detached                 360             358
571018882                                SUNRISE                               FL      33351     Primary         PUD Attached                 360             358
571018952                                BRIGHAM CITY                          UT      84302     Non-owner       Single Family Detached       360             359
571018979                                DELTONA                               FL      32738     Primary         Single Family Detached       360             358
571019031                                KEY WEST                              FL      33040     Primary         Single Family Attached       360             359
571019039                                KEY WEST                              FL      33040     Primary         Single Family Attached       360             359
571019059                                MIAMI                                 FL      33186     Primary         Single Family Attached       360             359
571019063                                BUDA                                  TX      78610     Primary         Single Family Detached       360             358
571019067                                MARANA                                AZ      85653     Non-owner       Single Family Detached       360             358
571019072                                FORTMYERS                             FL      33967     Primary         PUD Attached                 360             358
571019087                                DELRAY BEACH                          FL      33483     Non-owner       Single Family Detached       360             358
571019088                                MINNEAPOLIS                           MN      55411     Non-owner       Single Family Detached       360             358
571019098                                CAPE CORAL                            FL      33904     Non-owner       Single Family Detached       360             358
571019109                                MIAMI BEACH                           FL      33154     Primary         Condo Low-Rise Attached      360             358
571019142                                LOGANVILLE                            GA      30052     Primary         Single Family Detached       360             358
571019176                                PHOENIX                               AZ      85031     Primary         Single Family Detached       360             358
571019180                                DORCHESTER                            MA      02125     Primary         2-4 Units Detached           360             359
571019183                                PHOENIX                               AZ      85031     Primary         Single Family Detached       360             358
571019186                                CAPE CORAL                            FL      33993     Primary         Single Family Detached       360             359
571019187                                ORLANDO                               FL      32824     Primary         Single Family Detached       360             359
571019189                                ORLANDO                               FL      32824     Primary         Single Family Detached       360             359
571019224                                OCEAN CITY                            MD      21842     Second Home     Condo Low-Rise Attached      360             358
571019229                                LUCAS                                 TX      75002     Primary         Single Family Detached       360             358
571019241                                LOS ANGELES                           CA      90047     Primary         Single Family Detached       360             359
571019246                                LOS ANGELES                           CA      90047     Primary         Single Family Detached       360             359
571019271                                SACRAMENTO                            CA      95835     Primary         Single Family Detached       360             358
571019313                                SAINT MARYS                           GA      31558     Second Home     Single Family Detached       360             359
571019320                                UNION CITY                            GA      30291     Primary         Single Family Detached       360             358
571019324                                UNION CITY                            GA      30291     Primary         Single Family Detached       360             358
571019328                                LINCOLN                               CA      95648     Primary         Single Family Detached       360             359
571019344                                REDFORD                               MI      48239     Second Home     Single Family Detached       360             359
571019397                                ORLANDO                               FL      32818     Primary         Single Family Detached       360             358
571019429                                LOGANVILLE                            GA      30052     Primary         PUD Detached                 360             358
571019435                                LOGANVILLE                            GA      30052     Primary         PUD Detached                 360             358
571019453                                DALLAS                                GA      30132     Primary         Single Family Detached       360             358
571019467                                PONTIAC                               MI      48342     Primary         Single Family Detached       360             359
571019470                                ATLANTA                               GA      30314     Non-owner       Single Family Detached       360             359
571019482                                NAPLES                                FL      34104     Primary         Condo Low-Rise Attached      360             359
571019483                                DUNDEE                                FL      33838     Second Home     Single Family Detached       360             359
571019499                                HOMESTEAD                             FL      33032     Primary         Single Family Detached       360             358
571019513                                HOMESTEAD                             FL      33032     Primary         Single Family Detached       360             358
571019553                                TOBYHANNA                             PA      18466     Non-owner       Single Family Detached       360             358
571019616                                LITHONIA                              GA      30058     Primary         Single Family Detached       360             358
571019684                                FORT PIERCE                           FL      34982     Non-owner       PUD Attached                 360             359
571019697                                COLORADO SPRINGS                      CO      80916     Primary         Single Family Detached       360             359
571019699                                COLORADO SPRINGS                      CO      80916     Primary         Single Family Detached       360             359
571019704                                DELRAY BEACH                          FL      33484     Non-owner       Single Family Detached       360             359
571019747                                MIAMI                                 FL      33143     Primary         Single Family Detached       360             359
571019754                                ORANGE                                CA      92868     Primary         Condo Low-Rise Attached      360             359
571019755                                KENNESAW                              GA      30144     Primary         Single Family Detached       360             359
571019779                                FRESNO                                CA      93727     Primary         Single Family Detached       360             359
571019784                                FRESNO                                CA      93727     Primary         Single Family Detached       360             359
571019803                                ATLANTA                               GA      30317     Primary         Single Family Detached       360             359
571019819                                LAUDERHILL                            FL      33319     Primary         PUD Detached                 360             359
571019833                                MACON                                 GA      31216     Non-owner       Single Family Detached       360             358
571019843                                LAUDERHILL                            FL      33319     Primary         PUD Detached                 360             359
571019863                                ELIZABETH                             NJ      07206     Primary         2-4 Units Detached           360             359
571019883                                ELIZABETH                             NJ      07206     Primary         2-4 Units Detached           360             359
571019891                                MINNEAPOLIS                           MN      55413     Non-owner       2-4 Units Detached           360             359
571019932                                LYNN                                  MA      01905     Primary         2-4 Units Detached           360             359
571019971                                CLARKSTON                             WA      99403     Primary         Single Family Detached       360             359
571019973                                CHARLOTTE                             NC      28278     Primary         Single Family Detached       360             359
571019999                                ROCKLEDGE                             FL      32955     Primary         Single Family Detached       360             359
571020006                                LINCOLN                               CA      95648     Primary         Single Family Detached       360             359
571020008                                LEXINGTON                             NC      27295     Primary         Single Family Detached       360             358
571020017                                FORT MYERS                            FL      33967     Non-owner       Single Family Detached       360             359
571020023                                SEABROOK ISLAND                       SC      29455     Primary         Single Family Detached       360             359
571020168                                YUCCA VALLEY                          CA      92284     Primary         Single Family Detached       360             359
571020189                                LOXAHATCHEE                           FL      33470     Primary         Single Family Detached       360             359
571020210                                RICHMOND                              VA      23222     Non-owner       2-4 Units Detached           360             359
571020233                                MIAMI                                 FL      33167     Primary         Single Family Detached       360             359
571020241                                RICHMOND                              VA      23222     Non-owner       2-4 Units Detached           360             359
571020247                                RUTHER GLEN                           VA      22546     Primary         Single Family Detached       360             359
571020264                                NAPLES                                FL      34110     Second Home     Condo Low-Rise Attached      360             359
571020276                                ANTHAM                                AZ      85086     Primary         Single Family Detached       360             359
571020326                                POMPANO BEACH                         FL      33060     Primary         2-4 Units Detached           360             359
571020448                                MIAMI                                 FL      33186     Primary         Single Family Detached       360             359
571020480                                PROVO                                 UT      84601     Primary         Single Family Detached       360             359
571020483                                PROVO                                 UT      84601     Primary         Single Family Detached       360             359
571020504                                TRUMBAUERSVILLE                       PA      18970     Primary         Single Family Detached       360             359
571020537                                PASADENA                              MD      21122     Primary         Single Family Detached       360             359
571020551                                TRUMBAUERSVILLE                       PA      18970     Primary         Single Family Detached       360             359
571020609                                KISSIMMEE                             FL      34758     Primary         Single Family Detached       360             359
571020947                                MIAMI                                 FL      33165     Primary         Single Family Detached       360             359
571020996                                CHASKA                                MN      55318     Primary         PUD Attached                 360             359
581011788                                ANTELOPE                              CA      95843     Primary         Single Family Detached       360             353
581012051                                STOCKTON                              CA      95206     Primary         Single Family Detached       360             353
581012467                                LOS ANGELES                           CA      90042     Primary         Condo Low-Rise Attached      360             354
581012722                                LITHIA                                FL      33547     Primary         Single Family Detached       360             354
581013934                                HUGHSON                               CA      95326     Primary         Single Family Detached       360             356
581013943                                SAN RAFAEL                            CA      94901     Primary         PUD Attached                 360             356
581013965                                HERCULES                              CA      94547     Primary         Single Family Detached       360             356
581014152                                DISCOVERY BAY                         CA      94514     Primary         Single Family Detached       360             356
581014171                                MISSION VIEJO                         CA      92692     Primary         PUD Detached                 360             356
581014179                                SANTA ROSA                            CA      95403     Primary         Single Family Detached       360             356
581014209                                SAN RAFAEL                            CA      94901     Primary         Condo Low-Rise Attached      360             356
581014215                                SACRAMENTO                            CA      95820     Primary         Single Family Detached       360             356
581014246                                ARLETA                                CA      91331     Primary         Single Family Detached       360             357
581014341                                CONCORD                               CA      94518     Primary         Single Family Detached       360             357
581014399                                COTTONWOOD                            CA      96022     Primary         Single Family Detached       360             356
581014645                                SAN FRANCISCO                         CA      94124     Primary         Single Family Detached       360             357
581014654                                OAKLEY                                CA      94561     Primary         Single Family Detached       360             357
581014862                                SAN JOSE                              CA      95132     Primary         Single Family Detached       360             357
581014887                                MANTECA                               CA      95337     Primary         Single Family Detached       360             357
581014905                                REDDING                               CA      96001     Primary         Single Family Detached       360             357
581014955                                SAN FRANCISCO                         CA      94112     Primary         Condo Low-Rise Attached      360             357
581015006                                SAN JOSE                              CA      95123     Primary         Single Family Detached       360             357
581015037                                MATHER                                CA      95655     Primary         PUD Detached                 360             357
581015086                                MEADOW VISTA                          CA      95722     Non-owner       Single Family Detached       360             358
581015095                                TRACY                                 CA      95377     Primary         Single Family Detached       360             357
581015130                                SAN RAFAEL                            CA      94901     Primary         Single Family Detached       360             357
581015146                                REDWAY                                CA      95560     Primary         Single Family Detached       360             358
581015167                                HAYWARD                               CA      94542     Primary         Single Family Detached       360             357
581015176                                GRANITE BAY                           CA      95746     Primary         PUD Detached                 360             357
581015247                                SACRAMENTO                            CA      95819     Primary         Single Family Detached       360             357
581015296                                VALLEJO                               CA      94590     Primary         Condo Low-Rise Attached      360             358
581015384                                CHULA VISTA                           CA      91910     Primary         Single Family Detached       360             357
581015389                                VISTA                                 CA      92081     Primary         Single Family Detached       360             357
581015401                                EL DORADO HILLS                       CA      95762     Primary         PUD Detached                 360             357
581015440                                SAN DIEGO                             CA      92154     Primary         Single Family Detached       360             358
581015505                                CITRUS HEIGHTS                        CA      95610     Primary         Single Family Attached       360             358
581015522                                SACRAMENTO                            CA      95838     Primary         PUD Detached                 360             358
581015557                                HOLLISTER                             CA      95023     Primary         Single Family Detached       360             358
581015581                                STOCKTON                              CA      95219     Primary         Single Family Detached       360             358
581015595                                COUPEVILLE                            WA      98239     Primary         Single Family Detached       360             358
581015605                                SACRAMENTO                            CA      95841     Primary         Single Family Detached       360             358
581015632                                ANTIOCH                               CA      94509     Primary         Single Family Detached       360             359
581015636                                REDDING                               CA      96002     Primary         Single Family Detached       360             358
581015637                                DAVIS                                 CA      95616     Primary         PUD Detached                 360             358
581015689                                LATHROP                               CA      95330     Primary         Single Family Detached       360             358
581015708                                SAN JOSE                              CA      95138     Primary         Single Family Detached       360             358
581015768                                GARDNERVILLE                          NV      89460     Primary         Single Family Detached       360             358
581015805                                LAKESIDE                              CA      92040     Primary         Single Family Detached       360             358
581015860                                SACRAMENTO                            CA      95823     Primary         Single Family Detached       360             358
581015872                                TEMECULA                              CA      92592     Primary         PUD Detached                 360             358
581015920                                VACAVILLE                             CA      95687     Primary         PUD Detached                 360             358
581016034                                IRVINE                                CA      92604     Primary         PUD Detached                 360             358
581016051                                FALLBROOK                             CA      92028     Primary         Single Family Detached       360             358
581016131                                OAKDALE                               CA      95361     Primary         Single Family Detached       360             358
581016176                                EL DORADO HILLS                       CA      95762     Primary         Single Family Detached       360             358
581016195                                AUBURN                                WA      98092     Primary         Single Family Detached       360             359
581016235                                MIAMI                                 FL      33129     Primary         Condo High-Rise Attached     360             358
581017100                                PINOLE                                CA      94564     Non-owner       Single Family Detached       360             359
581017136                                GILBERT                               AZ      85297     Primary         Single Family Detached       360             359
581017141                                RIVERTON                              UT      84065     Primary         Single Family Detached       360             360
581017198                                LONGMONT                              CO      80503     Primary         PUD Detached                 360             359
581017403                                PLACERVILLE                           CA      95667     Primary         Single Family Detached       360             359
581017480                                LIVERMORE                             CA      94551     Primary         Single Family Detached       360             359
581017525                                MURRIETA                              CA      92563     Primary         Single Family Detached       360             359
581017570                                TRACY                                 CA      95376     Primary         Single Family Detached       360             359
581018095                                SAN FRANCISCO                         CA      94134     Primary         Single Family Detached       360             360
581018739                                SAN RAMON                             CA      94583     Primary         PUD Detached                 360             360
611026139                                LONG BEACH                            NY      11561     Primary         2-4 Units Detached           360             358
611026400                                ELMONT                                NY      11003     Primary         Single Family Detached       360             356
611026498                                MOORESTOWN                            NJ      08057     Primary         2-4 Units Detached           360             357
621017123                                MIAMI                                 FL      33127     Primary         2-4 Units Detached           360             351
621019148                                WELLINGTON                            FL      33414     Primary         Single Family Detached       360             358
621019511                                HIALEAH                               FL      33010     Primary         Single Family Detached       360             356
621019673                                NORTH LAUDERDALE                      FL      33068     Primary         PUD Attached                 360             358
621019883                                PEMBROKE PINES                        FL      33028     Primary         Single Family Attached       360             358
621019930                                ORLANDO                               FL      32828     Primary         Single Family Detached       360             356
621020157                                MIAMI                                 FL      33030     Primary         Single Family Detached       360             356
621020190                                FORT LAUDERDALE                       FL      33312     Primary         Single Family Detached       360             356
621020230                                VERO BEACH                            FL      32963     Primary         Single Family Detached       360             358
621020287                                PORT SAINT LUCIE                      FL      34952     Primary         Single Family Detached       360             356
621020495                                VENICE                                FL      34293     Primary         2-4 Units Detached           360             358
621020520                                COCONUT CREEK                         FL      33073     Primary         Single Family Detached       360             357
621020525                                PALMETTO BAY                          FL      33157     Primary         Condo Low-Rise Attached      360             356
621020570                                MIAMI                                 FL      33172     Primary         Condo Low-Rise Attached      360             357
621020783                                OAKLAND PARK                          FL      33309     Primary         PUD Attached                 360             357
621020804                                NORTH MIAMI                           FL      33161     Primary         Single Family Detached       360             357
621020816                                MIAMI                                 FL      33055     Primary         Single Family Detached       360             357
621020850                                WINTER SPRINGS                        FL      32708     Primary         Condo Conversion Attached    360             357
621020879                                MIAMI                                 FL      33186     Primary         PUD Attached                 360             358
621020972                                WINTER SPRINGS                        FL      32708     Primary         Condo Conversion Attached    360             357
621020974                                MIAMI                                 FL      33129     Primary         Condo High-Rise Attached     360             358
621020993                                MIAMI                                 FL      33194     Primary         Single Family Detached       360             358
621021009                                KEY WEST                              FL      33040     Primary         Single Family Detached       360             358
621021040                                MIAMI                                 FL      33144     Primary         Single Family Detached       360             358
621021082                                PEMBROKE PINES                        FL      33029     Primary         PUD Detached                 360             358
621021097                                WEST ORANGE                           NJ      07052     Primary         Single Family Detached       360             358
621021165                                MIAMI                                 FL      33125     Primary         Single Family Detached       360             358
621021221                                MIAMI                                 FL      33176     Primary         Single Family Detached       360             358
621021228                                KISSIMMEE                             FL      34758     Primary         Single Family Detached       360             358
621021259                                BRADENTON                             FL      34208     Primary         Single Family Detached       360             358
621021261                                BRADENTON                             FL      34208     Primary         Single Family Detached       360             358
621021267                                HIALEAH                               FL      33012     Primary         Condo Low-Rise Attached      360             359
621021316                                JUPITER                               FL      33478     Non-owner       Single Family Detached       360             358
621021346                                BELLEVILLE                            NJ      07109     Primary         Single Family Detached       360             359
621021365                                DAVIE                                 FL      33325     Primary         PUD Detached                 360             357
621021368                                DAVIE                                 FL      33325     Primary         Single Family Detached       360             357
621021379                                OPA LOCKA                             FL      33054     Primary         Single Family Detached       360             358
621021389                                FLORIDA CITY                          FL      33034     Primary         PUD Detached                 360             358
621021453                                OPA LOCKA                             FL      33054     Primary         Single Family Detached       360             358
621021474                                PLANTATION                            FL      33313     Primary         Single Family Detached       360             358
621021537                                MIRAMAR                               FL      33023     Non-owner       Single Family Detached       360             358
621021550                                AVENTURA                              FL      33160     Primary         Condo High-Rise Attached     360             358
621021595                                MIAMI                                 FL      33183     Primary         Condo Low-Rise Attached      360             358
621021614                                DAYTONA BEACH                         FL      32114     Primary         Single Family Detached       360             358
621021630                                GREEN COVE SPRINGS                    FL      32043     Primary         PUD Detached                 360             359
621021644                                WEST PALM BEACH                       FL      33412     Primary         Single Family Detached       360             358
621021646                                MIAMI                                 FL      33142     Primary         2-4 Units Detached           360             359
621021700                                HALLANDALE                            FL      33009     Non-owner       Single Family Detached       360             358
621021701                                HALLANDALE                            FL      33009     Non-owner       Single Family Detached       360             358
621021775                                LAKELAND                              FL      33805     Primary         Single Family Detached       360             358
621021850                                VERO BEACH                            FL      32962     Primary         Single Family Detached       360             358
621021860                                VERO BEACH                            FL      32962     Primary         Single Family Detached       360             358
621021871                                JACKSONVILLE                          FL      32208     Non-owner       Single Family Detached       360             358
621021921                                HOMESTEAD                             FL      33030     Primary         Single Family Detached       360             358
621021943                                BALDWIN                               FL      32234     Primary         Single Family Detached       360             358
621021969                                MIAMI                                 FL      33147     Primary         Single Family Detached       360             358
621022041                                OVIEDO                                FL      32765     Primary         Condo Low-Rise Attached      360             359
621022051                                ATLANTA                               GA      30354     Primary         Single Family Detached       360             359
621022176                                FORT PIERCE                           FL      34950     Primary         Single Family Detached       360             359
621022188                                HOMESTEAD                             FL      33035     Primary         Single Family Detached       360             358
621022218                                TAMARAC                               FL      33319     Primary         PUD Detached                 360             358
621022223                                MIAMI                                 FL      33127     Primary         Single Family Detached       360             359
621022244                                MIAMI                                 FL      33162     Primary         Single Family Detached       360             359
621022255                                JACKSONVILLE                          FL      32218     Primary         Single Family Detached       360             360
621022282                                PORT ST LUCIE                         FL      34953     Primary         Single Family Detached       360             358
621022286                                CHULUOTA                              FL      32766     Primary         Single Family Detached       360             359
621022367                                HOMESTEAD                             FL      33032     Primary         Single Family Detached       360             358
621022490                                MACCLENNY                             FL      32063     Primary         Single Family Detached       360             358
621022730                                NAPLES                                FL      34116     Primary         Single Family Detached       360             359
621022861                                MIAMI                                 FL      33185     Primary         Single Family Detached       360             359
621023926                                MIAMI                                 FL      33142     Primary         Single Family Detached       360             360
621024282                                JACKSONVILLE                          FL      32225     Primary         PUD Detached                 360             360
631015311                                TURLOCK                               CA      95380     Primary         Single Family Detached       360             355
631015945                                SAN DIEGO                             CA      92129     Primary         Single Family Detached       360             356
631015997                                SAN DIEGO                             CA      92106     Primary         PUD Detached                 360             356
631016010                                CHULA VISTA                           CA      91911     Primary         Single Family Detached       360             356
631016041                                CHULA VISTA                           CA      91913     Primary         Single Family Detached       360             356
631016102                                SANTA CLARITA                         CA      91321     Primary         Single Family Detached       360             356
631016144                                WHITTIER                              CA      90602     Primary         Single Family Detached       360             357
651021910                                STATEN ISLAND                         NY      10307     Primary         Single Family Attached       360             354
651022670                                KOKOMO                                IN      46902     Primary         Single Family Detached       360             355
661019078                                HENDERSON                             NV      89012     Primary         PUD Detached                 360             354
661019478                                VICTORVILLE                           CA      92394     Primary         Single Family Detached       360             357
661019696                                APPLE VALLEY                          CA      92307     Primary         Single Family Detached       360             357
661019901                                LOS ANGELES                           CA      90032     Primary         Single Family Detached       360             357
661020321                                SAN JUAN CAPISTRANO                   CA      92675     Primary         Single Family Detached       360             357
661020347                                FONTANA                               CA      92337     Primary         Single Family Detached       360             357
661020460                                SAN BERNARDINO                        CA      92405     Primary         2-4 Units Detached           360             357
661020474                                SEASIDE                               CA      93955     Primary         Single Family Detached       360             356
661020497                                SANTA ANA                             CA      92706     Non-owner       Single Family Detached       360             358
661020560                                SAN BERNARDINO                        CA      92410     Primary         Single Family Detached       360             358
661020564                                NORTHRIDGE                            CA      91326     Primary         Condo Low-Rise Attached      360             357
661020580                                SOUTH GATE                            CA      90280     Primary         2-4 Units Attached           360             357
661020624                                FREMONT                               CA      94538     Primary         Single Family Detached       360             358
661020633                                AUBURN                                WA      98092     Primary         Single Family Detached       360             358
661020876                                LAGUNA NIGUEL                         CA      92677     Primary         Single Family Detached       360             357
661020899                                MISSION VIEJO                         CA      92691     Primary         Single Family Detached       360             357
661020902                                BUENA PARK                            CA      90621     Primary         PUD Detached                 360             357
661020929                                FREMONT                               CA      94555     Primary         Single Family Detached       360             357
661021012                                TORRANCE                              CA      90502     Primary         Single Family Detached       360             357
661021034                                VICTORVILLE                           CA      92392     Primary         Single Family Detached       360             357
661021035                                FALLBROOK                             CA      92028     Primary         Single Family Detached       360             358
661021079                                HESPERIA                              CA      92344     Primary         Single Family Detached       360             357
661021084                                CARBONDALE                            CO      81623     Primary         PUD Detached                 360             357
661021123                                PORT HUENEME                          CA      93041     Primary         Condo Low-Rise Attached      360             357
661021131                                PORT HUENEME                          CA      93041     Primary         Condo Low-Rise Attached      360             357
661021206                                BURBANK                               CA      91505     Primary         Single Family Detached       360             357
661021265                                LOS ANGELES                           CA      90042     Primary         PUD Detached                 360             357
661021286                                FONTANA                               CA      92336     Primary         Single Family Detached       360             357
661021321                                RIALTO                                CA      92316     Primary         Single Family Detached       360             359
661021335                                RIVERSIDE                             CA      92504     Primary         Single Family Detached       360             358
661021383                                RANCHO CUCAMONGA                      CA      91730     Primary         Single Family Detached       360             357
661021386                                DIXON                                 CA      95620     Primary         Single Family Detached       360             358
661021400                                LOS ANGELES                           CA      91331     Primary         Single Family Detached       360             357
661021424                                COVINA                                CA      91722     Primary         Single Family Detached       360             358
661021446                                LOS ANGELES                           CA      90049     Primary         Condo Low-Rise Attached      360             358
661021464                                VICTORVILLE                           CA      92394     Primary         Single Family Detached       360             358
661021474                                LANCASTER                             CA      93535     Primary         Single Family Detached       360             358
661021501                                PALMDALE                              CA      93550     Primary         Single Family Detached       360             358
661021506                                BAKERSFIELD                           CA      93309     Primary         Single Family Detached       360             358
661021516                                PICO RIVERA                           CA      90660     Primary         Single Family Detached       360             358
661021530                                LOS ANGELES                           CA      90047     Primary         Single Family Detached       360             358
661021541                                TUJUNGA                               CA      91042     Primary         Single Family Detached       360             358
661021542                                EHRENBERG                             AZ      85334     Primary         PUD Detached                 360             358
661021612                                BAKERSFIELD                           CA      93312     Primary         PUD Detached                 360             359
661021633                                PALM DESERT                           CA      92211     Primary         Single Family Detached       360             358
661021635                                VICTORVILLE                           CA      92392     Primary         Single Family Detached       360             358
661021649                                EL MONTE                              CA      91732     Primary         Single Family Detached       360             358
661021650                                LAKEWOOD                              CA      90712     Primary         Single Family Detached       360             358
661021658                                LONG BEACH                            CA      90805     Primary         Single Family Detached       360             358
661021661                                LONG BEACH                            CA      90805     Primary         Single Family Detached       360             358
661021676                                CHICAGO                               IL      60641     Primary         Single Family Detached       360             359
661021692                                UPLAND                                CA      91786     Primary         Single Family Detached       360             358
661021765                                OCEANSIDE                             CA      92057     Primary         Single Family Attached       360             358
661021777                                LOS ANGELES                           CA      91331     Primary         2-4 Units Attached           360             358
661021798                                SAN DIEGO                             CA      92101     Primary         Condo Low-Rise Attached      360             358
661021807                                BAKERSFIELD                           CA      93311     Primary         Single Family Detached       360             358
661021816                                CHINO HILLS                           CA      91709     Primary         Single Family Detached       360             359
661021819                                PACOIMA                               CA      91331     Primary         Single Family Detached       360             359
661021822                                PALMDALE                              CA      93551     Primary         Single Family Detached       360             359
661021826                                VICTORVILLE                           CA      92392     Primary         Single Family Detached       360             358
661021871                                PORTLAND                              OR      97221     Primary         Single Family Detached       360             358
661021875                                MURRIETA                              CA      92562     Primary         Single Family Detached       360             358
661021899                                SUNLAND                               CA      91040     Primary         Single Family Detached       360             358
661021901                                WOODLAND HILLS                        CA      91364     Non-owner       Single Family Detached       360             358
661021904                                CORONA                                CA      92880     Primary         Single Family Detached       360             359
661021918                                ONTARIO                               CA      91762     Primary         Single Family Detached       360             358
661021984                                MESA                                  AZ      85205     Primary         Single Family Detached       360             358
661022043                                ANAHEIM                               CA      92801     Primary         Single Family Detached       360             358
661022087                                SELMA                                 CA      93662     Primary         Single Family Detached       360             359
661022115                                LONG BEACH                            CA      90806     Primary         2-4 Units Detached           360             358
661022125                                MORENO VALLEY                         CA      92553     Primary         Single Family Detached       360             358
661022190                                FONTANA                               CA      92336     Primary         Single Family Detached       360             358
661022196                                LOS ANGELES                           CA      90022     Primary         Single Family Attached       360             359
661022246                                EL DORADO HILLS                       CA      95762     Primary         Single Family Detached       360             358
661022256                                VICTORVILLE                           CA      92394     Primary         Single Family Detached       360             359
661022278                                SCOTTSDALE                            AZ      85258     Primary         PUD Detached                 360             358
661022292                                BAKERSFIELD                           CA      93313     Primary         Single Family Detached       360             359
661022327                                LOS ANGELES                           CA      90043     Primary         Single Family Detached       360             359
661022402                                UPLAND                                CA      91786     Primary         Single Family Detached       360             358
661022476                                RIVERSIDE                             CA      92503     Primary         Single Family Detached       360             359
661022512                                ADELANTO                              CA      92301     Primary         Single Family Detached       360             359
661022513                                PORTLAND                              OR      97206     Primary         Single Family Detached       360             359
661022533                                IRVINE                                CA      92620     Primary         Condo Low-Rise Attached      360             359
661022577                                PARKER                                CO      80134     Non-owner       PUD Detached                 360             359
661022593                                VISTA                                 CA      92081     Primary         PUD Detached                 360             359
661022601                                NORWALK                               CA      90650     Primary         Single Family Detached       360             359
661022629                                SIMI VALLEY                           CA      93063     Primary         Single Family Detached       360             359
661022666                                MORENO VALLEY                         CA      92551     Primary         Single Family Detached       360             359
661022727                                TORRANCE                              CA      90501     Primary         Single Family Detached       360             359
661022750                                APPLE VALLEY                          CA      92308     Primary         Single Family Detached       360             359
661022805                                MERCED                                CA      95348     Primary         Single Family Detached       360             359
661022967                                LOS ANGELES                           CA      90044     Primary         Single Family Detached       360             359
661023664                                BOULDER CREEK                         CA      95006     Primary         Single Family Detached       360             360
671014415                                STOCKTON                              CA      95209     Primary         Single Family Detached       360             353
671015154                                SAN JOSE                              CA      95112     Primary         Single Family Detached       360             355
671015213                                HAWTHORNE                             CA      90250     Primary         Single Family Detached       360             355
671015454                                SAN JOSE                              CA      95148     Primary         Single Family Detached       360             355
671015479                                SOUTH SAN FRANCISCO                   CA      94080     Primary         Single Family Detached       360             355
671015720                                FRESNO                                CA      93706     Primary         2-4 Units Detached           360             357
671016102                                (WINNETKA AREA) LOS ANGELES           CA      91306     Primary         Single Family Detached       360             356
671016194                                LOS ANGELES                           CA      90062     Primary         Single Family Detached       360             356
671016364                                RICHMOND                              CA      94804     Primary         Single Family Detached       360             357
671016388                                SOUTH SAN FRANCISCO                   CA      94080     Primary         Single Family Detached       360             356
671016455                                TRACY                                 CA      95304     Primary         Single Family Detached       360             358
671016456                                TRACY                                 CA      95304     Primary         Single Family Detached       360             358
671016607                                HAYWARD                               CA      94545     Primary         Single Family Detached       360             357
671016627                                SAN JOSE                              CA      95129     Primary         2-4 Units Attached           360             357
671016660                                CROCKETT                              CA      94525     Primary         Single Family Detached       360             357
671016674                                HAYWARD                               CA      94545     Primary         Single Family Detached       360             357
671016765                                SAN JOSE                              CA      95127     Primary         Single Family Detached       360             357
671016769                                SAN JOSE                              CA      95124     Primary         PUD Detached                 360             357
671016881                                ENCINO                                CA      91316     Primary         Single Family Detached       360             357
671016897                                SANTA CRUZ                            CA      95060     Primary         Condo Low-Rise Attached      360             357
671016936                                OAKLAND                               CA      94619     Primary         Single Family Detached       360             357
671016945                                OAKLAND                               CA      94609     Primary         2-4 Units Attached           360             358
671016949                                SAN JOSE                              CA      95123     Primary         Single Family Detached       360             358
671016950                                ANTIOCH                               CA      94531     Primary         Single Family Detached       360             358
671016958                                VALLEJO                               CA      94590     Non-owner       Single Family Detached       360             357
671016974                                RANCHO CORDOVA                        CA      95742     Non-owner       Single Family Detached       360             357
671016975                                RANCHO CORDOVA                        CA      95742     Non-owner       Single Family Detached       360             357
671017029                                SAN FRANCISCO                         CA      94112     Primary         Single Family Detached       360             357
671017041                                SAN JOSE                              CA      95148     Primary         Single Family Detached       360             358
671017048                                RANCHO CORDOVA                        CA      95742     Non-owner       Single Family Detached       360             357
671017050                                MARTINEZ                              CA      94553     Primary         Single Family Detached       360             358
671017076                                MANTECA                               CA      95337     Primary         Single Family Detached       360             357
671017103                                RANCHO CORDOVA                        CA      95742     Non-owner       Single Family Detached       360             357
671017121                                LATHROP                               CA      95330     Primary         Single Family Detached       360             358
671017122                                MERCED                                CA      95348     Non-owner       Single Family Detached       360             358
671017128                                SAN PABLO                             CA      94806     Primary         Single Family Attached       360             358
671017143                                HIDDEN VALLEY LAKE                    CA      95467     Primary         PUD Detached                 360             358
671017170                                STOCKTON                              CA      95206     Primary         PUD Detached                 360             358
671017179                                HIDDEN VALLEY LAKE                    CA      95467     Primary         PUD Detached                 360             358
671017193                                LAS VEGAS                             NV      89148     Primary         Single Family Detached       360             358
671017226                                NEWARK                                CA      94560     Primary         Single Family Detached       360             358
671017237                                VALLEJO                               CA      94591     Primary         Single Family Detached       360             358
671017240                                CERES                                 CA      95307     Primary         Single Family Detached       360             358
671017247                                SAN JOSE                              CA      95133     Primary         PUD Detached                 360             358
671017250                                UNION CITY                            CA      94587     Primary         Single Family Detached       360             358
671017253                                SAN JOSE                              CA      95127     Primary         Single Family Detached       360             358
671017298                                HAYWARD                               CA      94545     Primary         Single Family Detached       360             358
671017340                                (SYLMAR AREA)  LOS ANGELES            CA      91342     Primary         Single Family Detached       360             358
671017346                                TRACY                                 CA      95377     Primary         Single Family Detached       360             358
671017390                                PITTSBURG                             CA      94565     Primary         Single Family Detached       360             358
671017393                                SAN JOSE                              CA      95116     Primary         Single Family Detached       360             358
671017397                                LONG BEACH                            CA      90805     Primary         Single Family Detached       360             358
671017409                                FREMONT                               CA      94536     Non-owner       Single Family Detached       360             358
671017423                                LAKE ELSINORE                         CA      92530     Primary         Single Family Detached       360             358
671017516                                SAN JOSE                              CA      95132     Primary         Single Family Detached       360             358
671017517                                EL SOBRANTE                           CA      94803     Primary         Single Family Detached       360             358
671017539                                STOCKBRIDGE                           GA      30281     Primary         Single Family Detached       360             359
671017558                                BELLFLOWER                            CA      90706     Primary         Single Family Detached       360             358
671017568                                WATSONVILLE                           CA      95076     Primary         Single Family Detached       360             358
671017594                                SAN FRANCISCO                         CA      94124     Primary         Single Family Attached       360             358
671017635                                SAN JOSE                              CA      95136     Primary         Condo Low-Rise Attached      360             359
671017663                                FONTANA                               CA      92336     Primary         Single Family Detached       360             359
671017768                                SUNNYVALE                             CA      94089     Primary         Single Family Detached       360             358
671017779                                SAN JOSE                              CA      95124     Primary         Single Family Detached       360             358
671017780                                SACRAMENTO                            CA      95824     Primary         Single Family Detached       360             359
671017811                                SACRAMENTO                            CA      95835     Primary         PUD Detached                 360             359
671017827                                CERES                                 CA      95307     Primary         Single Family Detached       360             358
671017842                                ORANGE                                CA      92868     Primary         Single Family Detached       360             359
671017878                                BOUNTIFUL                             UT      84010     Primary         Single Family Detached       360             359
671017897                                (VALENCIA AREA) SANTA CLARITA         CA      91355     Primary         Single Family Detached       360             359
671017920                                WALNUT CREEK                          CA      94598     Primary         PUD Attached                 360             359
671017922                                SEASIDE                               CA      93955     Primary         Single Family Detached       360             359
671017930                                SEATTLE                               WA      98119     Primary         Condo Low-Rise Attached      360             359
671017937                                SAN JOSE                              CA      95112     Primary         Single Family Detached       360             359
671017971                                TURLOCK                               CA      95380     Primary         Single Family Detached       360             359
671018009                                HANFORD                               CA      93230     Primary         Single Family Detached       360             360
671018900                                LOS ANGELES                           CA      90019     Primary         Single Family Detached       360             359
671019028                                GARDENA                               CA      90249     Primary         Single Family Detached       360             359
671019146                                SALT LAKE CITY                        UT      84119     Primary         Single Family Detached       360             360
831071287                                LAKEWOOD                              CA      90712     Primary         Single Family Detached       360             356
831071296                                CARSON                                CA      90745     Primary         Single Family Detached       360             355
831071297                                LAKEWOOD                              CA      90712     Primary         Single Family Detached       360             356
831071453                                LITTLE SILVER                         NJ      07739     Non-owner       Single Family Detached       360             356
831071493                                LYNWOOD                               CA      90262     Primary         Single Family Detached       360             356
831072384                                EATONTOWN                             NJ      07724     Primary         2-4 Units Detached           360             355
831072523                                SAN BERNARDINO                        CA      92407     Primary         Single Family Detached       360             356
831072707                                PALMETTO                              GA      30268     Primary         Single Family Detached       360             356
831072867                                BETHLEHEM                             PA      18020     Primary         Single Family Detached       360             356
831072894                                ANTIOCH                               CA      94531     Primary         Single Family Detached       360             356
831072895                                SAN GABRIEL                           CA      91776     Primary         Single Family Detached       360             356
831072899                                LA PUENTE                             CA      91744     Primary         Single Family Detached       360             356
831072901                                LOS ANGELES                           CA      90011     Primary         Single Family Detached       360             356
831072906                                BUCKLEY                               WA      98321     Primary         Single Family Detached       360             356
831072911                                LOS ANGELES                           CA      90026     Non-owner       2-4 Units Detached           360             356
831072913                                BUCKLEY                               WA      98321     Primary         Single Family Detached       360             356
831072914                                SAN GABRIEL                           CA      91776     Primary         Single Family Detached       360             356
831072915                                LA PUENTE                             CA      91744     Primary         Single Family Detached       360             356
831072916                                LONG BEACH                            CA      90810     Primary         Condo Low-Rise Attached      360             356
831072919                                ANTIOCH                               CA      94531     Primary         Single Family Detached       360             356
831072920                                WHITEMARSH TWP                        PA      19428     Primary         Single Family Detached       360             357
831073170                                BOCA RATON                            FL      33428     Primary         PUD Attached                 360             357
831073173                                RED BANK                              NJ      07701     Primary         Single Family Detached       360             357
831073174                                NEWARK                                NJ      07103     Primary         Single Family Detached       360             357
831073204                                BAKERSFIELD                           CA      93307     Primary         PUD Attached                 360             356
831073237                                DUMFRIES                              VA      22026     Primary         Single Family Detached       360             356
831073253                                BROOKLYN                              NY      11233     Primary         2-4 Units Attached           360             357
831073312                                COLTON                                CA      92324     Primary         Single Family Detached       360             356
831073313                                COLTON                                CA      92324     Primary         Single Family Detached       360             356
831073314                                LOS ANGELES                           CA      90029     Primary         2-4 Units Detached           360             356
831073371                                EAST GREENBUSH                        NY      12061     Primary         Single Family Detached       360             356
831073398                                WHITTIER                              CA      90602     Primary         Single Family Detached       360             356
831073600                                REDWOOD CITY                          CA      94061     Primary         Single Family Detached       360             357
831073601                                REDWOOD CITY                          CA      94061     Primary         Single Family Detached       360             357
831073611                                SPRING HILL                           FL      34606     Primary         Single Family Detached       360             357
831073612                                SPRING HILL                           FL      34606     Primary         Single Family Detached       360             357
831073618                                (HALF MOON BAY AREA)                  CA      94019     Primary         Single Family Detached       360             357
831073624                                LA PORTE                              TX      77571     Primary         Single Family Detached       360             357
831073672                                WHITE PLAINS                          NY      10606     Primary         Single Family Detached       360             357
831073679                                EAST PALO ALTO                        CA      94303     Primary         Single Family Detached       360             357
831073680                                SANTA BARBARA                         CA      93101     Primary         Single Family Detached       360             356
831073681                                HUNTINGTON PARK (AREA)                CA      90255     Primary         2-4 Units Detached           360             357
831073682                                HUNTINGTON PARK (AREA)                CA      90255     Primary         2-4 Units Detached           360             357
831073685                                LOS ANGELES                           CA      90003     Primary         2-4 Units Detached           360             357
831074155                                HOLMDEL                               NJ      07733     Primary         Single Family Detached       360             357
831074207                                PACOIMA (AREA)                        CA      91331     Primary         Single Family Detached       360             357
831074609                                ONTARIO                               CA      91762     Primary         Condo Low-Rise Attached      360             357
831074619                                POMONA                                CA      91768     Primary         Single Family Detached       360             357
831074624                                OCEANSIDE                             CA      92054     Primary         Single Family Detached       360             357
831074627                                NORTH LAS VEGAS                       NV      89030     Primary         Single Family Detached       360             357
831074631                                POMONA                                CA      91768     Primary         Single Family Detached       360             357
831074633                                NORTH LAS VEGAS                       NV      89030     Primary         Single Family Detached       360             357
841020363                                GRANGER                               IN      46530     Primary         Single Family Detached       360             355
841020776                                ATWATER                               OH      44201     Primary         Single Family Detached       360             355
841021464                                SOUTHFIELD                            MI      48075     Primary         Single Family Detached       360             355
841023335                                BELDING                               MI      48809     Primary         Single Family Detached       360             356
841023373                                DETROIT                               MI      48228     Non-owner       Single Family Detached       360             356
841023756                                BIRMINGHAM                            MI      48009     Primary         Condo High-Rise Attached     360             357
841023767                                MADISON HEIGHTS                       MI      48071     Primary         Single Family Detached       360             358
841023887                                INDIANAPOLIS                          IN      46235     Primary         Single Family Detached       360             357
841023890                                INDIANAPOLIS                          IN      46235     Primary         Single Family Detached       360             357
841024217                                FRANKLIN                              IN      46131     Primary         PUD Detached                 360             358
841024503                                SAGINAW                               MI      48609     Primary         Single Family Detached       360             358
841024533                                FLUSHING                              MI      48433     Primary         Single Family Detached       360             358
841024879                                WALDRON                               MI      49288     Primary         Single Family Detached       360             358
841024892                                BAY CITY                              MI      48708     Primary         Single Family Detached       360             358
861003593                                WESLEY CHAPEL                         FL      33543     Second Home     PUD Detached                 360             353
871006722                                BOGOTA                                NJ      07603     Primary         2-4 Units Detached           360             358
871006909                                UNION CITY                            NJ      07087     Primary         2-4 Units Detached           360             358
871006945                                HASBROUCK HEIGHTS                     NJ      07604     Primary         Single Family Detached       360             358
871007016                                HILLSIDE                              NJ      07205     Primary         Single Family Detached       360             358
871007064                                JERSEY CITY                           NJ      07304     Primary         Condo Conversion Attached    360             358
871007110                                CLOSTER                               NJ      07624     Primary         Single Family Detached       360             357
871007147                                DUMONT                                NJ      07628     Primary         Single Family Detached       360             358
871007188                                MIDDLETOWN TWP                        NJ      07738     Primary         Single Family Detached       360             359
871007195                                NEWARK                                NJ      07105     Primary         2-4 Units Detached           360             358
871007219                                SPRING VALLEY                         NY      10977     Primary         Single Family Detached       360             358
871007248                                UNION CITY                            NJ      07087     Primary         Condo High-Rise Attached     360             358
871007374                                WASHINGTON TWP                        NJ      08691     Primary         PUD Detached                 360             359
951001148                                OZONE PARK                            NY      11420     Primary         2-4 Units Attached           360             358
951001177                                CHESTERFIELD                          VA      23832     Primary         Single Family Detached       360             358
951001259                                BROOKLYN                              NY      11212     Primary         2-4 Units Attached           360             358
951001569                                GARY                                  IN      46408     Primary         Single Family Detached       360             359
951001622                                WINDSOR MILL                          MD      21244     Primary         Single Family Detached       360             358
951001671                                MAURICE                               LA      70555     Primary         Single Family Detached       360             359
951001994                                DETROIT                               MI      48228     Non-owner       Single Family Detached       360             360
951002016                                DETROIT                               MI      48227     Primary         Single Family Detached       360             359
951002146                                SOUTHFIELD                            MI      48034     Primary         Single Family Detached       360             359
951002174                                GRAND BLANC                           MI      48439     Primary         Single Family Detached       360             359
951002233                                ROSWELL                               GA      30075     Primary         PUD Attached                 360             359
951002355                                DETROIT                               MI      48228     Non-owner       Single Family Detached       360             360
951002576                                FLINT                                 MI      48507     Primary         Single Family Detached       360             359
951002724                                MARRERO                               LA      70072     Primary         Single Family Detached       360             359
951002984                                QUEENS VILLAGE                        NY      11427     Primary         Single Family Detached       360             359
951003242                                DELAND                                FL      32724     Primary         Single Family Detached       360             360
951003264                                PATERSON                              NJ      07513     Primary         Single Family Detached       360             360
961074355                                NEWTON                                MA      02465     Primary         Single Family Detached       360             356
961074742                                LOS ANGELES                           CA      90019     Non-owner       2-4 Units Attached           360             358
961074961                                TAMPA                                 FL      33618     Primary         PUD Attached                 360             358
961075254                                SAN DIEGO                             CA      92131     Primary         Single Family Detached       360             358
961076795                                SPANAWAY                              WA      98387     Primary         PUD Detached                 360             359
961076973                                VALRICO                               FL      33594     Primary         PUD Detached                 360             360
961076976                                COACHELLA                             CA      92236     Primary         Single Family Detached       360             359
------------------------------------------------------------------------------------------------------------------------------------------------------------------
     1,635     Group II                                                                                                                                       357
------------------------------------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------------------------------------
     4,378     TOTAL                                                                                                                                          357
==================================================================================================================================================================


----------------------------------------------------------------------------------------------------------------------------------------------------------------------
   Loan Number    LTV at Orginination   Mortgage Rate    1st Payment Date    Maturity Date     Orginal Payment     Current Payment     Paid to Date   Original Balance
----------------------------------------------------------------------------------------------------------------------------------------------------------------------
031045594                                           6.5        1/1/2007        12/1/2036             1778.33             1778.33        3/1/2007               303750
031045852                                          13.3       12/1/2006        11/1/2036              440.58              440.58        3/1/2007                39000
031046231                                           5.6        2/1/2007         1/1/2037              798.26              798.26        3/1/2007               152750
031046233                                           8.9        1/1/2007        12/1/2036             3293.42             3293.42        3/1/2007               413000
031046235                                           7.9        1/1/2007        12/1/2036             1475.41             1475.41        3/1/2007               203000
031046274                                          6.65        2/1/2007         1/1/2037             1970.06             1970.06        3/1/2007               355500
031046325                                         76.35        1/1/2007        12/1/2036             2271.09             2271.09        3/1/2007               364988
051068817                                          14.3       10/1/2006         9/1/2036              365.01              365.01        3/1/2007                30200
051069064                                          9.45       10/1/2006         9/1/2036             2918.35             2918.35        3/1/2007               362000
051071274                                          8.89       12/1/2006        11/1/2036              286.82              286.82        3/1/2007                36000
051071429                                         14.05       12/1/2006        11/1/2036              370.92              370.92        3/1/2007                31200
051071659                                          8.89       12/1/2006        11/1/2036              212.57              212.57        3/1/2007                26680
051071991                                         14.05        1/1/2007        12/1/2036              325.74              325.74        3/1/2007                27400
051072026                                         98.89       12/1/2006        11/1/2036              262.92              262.92        3/1/2007                33000
051072848                                         9.775        1/1/2007        12/1/2036             1378.23             1378.23        3/1/2007               165750
051072885                                          8.73        2/1/2007         1/1/2037              1114.7              1114.7        3/1/2007               148500
051072944                                          10.5        1/1/2007        12/1/2036             2371.46             2371.46        4/1/2007               259250
051073104                                          13.4        1/1/2007        12/1/2036              352.64              352.64        4/1/2007                31000
051073176                                         11.85        3/1/2007         2/1/2037              783.15              783.15        3/1/2007                77000
051073223                                          7.95        2/1/2007         1/1/2037             1435.44             1435.44        3/1/2007               196560
051073283                                           8.8        1/1/2007        12/1/2036             1175.53             1175.53        3/1/2007               148750
051073532                                          8.62        2/1/2007         1/1/2037             1294.43             1294.43        3/1/2007               166500
051073852                                         9.175        2/1/2007         1/1/2037             2145.23             2145.23        3/1/2007             262495.5
051073914                                         9.425        2/1/2007         1/1/2037             1192.93             1192.93        3/1/2007               142800
051073923                                          12.3        3/1/2007         2/1/2037             1196.38             1196.38        3/1/2007               113750
051074000                                          9.95        2/1/2007         1/1/2037             1981.96             1981.96        3/1/2007               226800
051074003                                         8.925        2/1/2007         1/1/2037             1237.21             1237.21        3/1/2007               154800
051074033                                         8.525        2/1/2007         1/1/2037             1109.79             1109.79        3/1/2007               144000
051074046                                         698.9        3/1/2007         2/1/2037              797.44              797.44        3/1/2007               100000
051074081                                         10.75        2/1/2007         1/1/2037              865.34              865.34        3/1/2007                92700
051074123                                         8.375        2/1/2007         1/1/2037             2845.71             2845.71        3/1/2007               374400
051074208                                         79.75        3/1/2007         2/1/2037              859.15              859.15        4/1/2007               100000
051074309                                          10.6        3/1/2007         2/1/2037             1106.67             1106.67        3/1/2007               120000
051074322                                          8.98        3/1/2007         2/1/2037             2369.39             2369.39        4/1/2007               295000
051074326                                         12.75        2/1/2007         1/1/2037              326.01              326.01        3/1/2007                30000
051074470                                          10.4        3/1/2007         2/1/2037              914.53              914.53        3/1/2007               100800
051074483                                          7.25        2/1/2007         1/1/2037              785.87              785.87        4/1/2007               115200
051074486                                         7.325        3/1/2007         2/1/2037              860.46              860.46        4/1/2007               125200
051074614                                          9.95        3/1/2007         2/1/2037             1153.52             1153.52        3/1/2007               132000
051074638                                         8.575        3/1/2007         2/1/2037             1776.87             1776.87        4/1/2007               229500
051074642                                         10.75        3/1/2007         2/1/2037              940.95              940.95        3/1/2007               100800
051074654                                         9.475        3/1/2007         2/1/2037             1013.44             1013.44        3/1/2007             120786.8
061072479                                          8.45        3/1/2007         2/1/2037             1608.09             1608.09        4/1/2007               220500
061073343                                         14.05        1/1/2007        12/1/2036              378.05              378.05        4/1/2007                31800
061074262                                         88.15        1/1/2007        12/1/2036             1860.62             1860.62        3/1/2007               250000
061074334                                         12.75        1/1/2007        12/1/2036              358.61              358.61        3/1/2007                33000
061074376                                         10.43        1/1/2007        12/1/2036             1215.11             1215.11        3/1/2007               133600
061074588                                         659.8        3/1/2007         2/1/2037              1768.8              1768.8        3/1/2007               205000
061074683                                         87.27        1/1/2007        12/1/2036             1047.51             1047.51        3/1/2007               153250
061074684                                         9.375        3/1/2007         2/1/2037             1201.88             1201.88        3/1/2007               144500
061074734                                         10.75        2/1/2007         1/1/2037             1092.17             1092.17        3/1/2007               117000
061074735                                           8.4        2/1/2007         1/1/2037             1514.84             1514.84        3/1/2007               208800
061074817                                           9.1        2/1/2007         1/1/2037             2454.07             2454.07        3/1/2007               315000
061074884                                          9.45        2/1/2007         1/1/2037             1017.21             1017.21        3/1/2007               121500
061075025                                         77.55        1/1/2007        12/1/2036             1847.95             1847.95        4/1/2007               263000
061075092                                         7.375        2/1/2007         1/1/2037             1087.81             1087.81        4/1/2007               157500
061075161                                         12.75        1/1/2007        12/1/2036              280.37              280.37        3/1/2007                25800
061075190                                          8.35        2/1/2007         1/1/2037             2331.11             2331.11        3/1/2007               323000
061075451                                        10.225        2/1/2007         1/1/2037             1215.28             1215.28        3/1/2007               135900
061075559                                         88.55        3/1/2007         2/1/2037             1439.09             1439.09        4/1/2007               186300
061075603                                           9.7        3/1/2007         2/1/2037              641.61              641.61        3/1/2007                75000
061075636                                          9.99        2/1/2007         1/1/2037             1594.08             1594.08        3/1/2007               181800
061075684                                         10.05        2/1/2007         1/1/2037             2574.15             2574.15        3/1/2007               301750
061075783                                         10.14        2/1/2007         1/1/2037             2053.79             2053.79        3/1/2007               231300
061075895                                        12.075        3/1/2007         2/1/2037              835.27              835.27        3/1/2007                80750
061075916                                          11.9        3/1/2007         2/1/2037              632.97              632.97        2/1/2007                62000
061076302                                          10.1        3/1/2007         2/1/2037              692.14              692.14        3/1/2007                78210
061076363                                          8.65        4/1/2007         3/1/2037              1987.9              1987.9        3/1/2007               255000
061076449                                          11.9        3/1/2007         2/1/2037              921.38              921.38        3/1/2007                90250
061076463                                         9.075        3/1/2007         2/1/2037             1701.94             1701.94        3/1/2007               219000
061076490                                          10.7        3/1/2007         2/1/2037             1324.86             1324.86        3/1/2007               142500
061076509                                          9.95        3/1/2007         2/1/2037              908.83              908.83        3/1/2007               104000
061076524                                         9.825        3/1/2007         2/1/2037             1285.72             1285.72        3/1/2007               153900
061076551                                           9.7        3/1/2007         2/1/2037             2326.92             2326.92        3/1/2007               272000
061076563                                          11.7        3/1/2007         2/1/2037              645.73              645.73        3/1/2007                65600
061076576                                            12        3/1/2007         2/1/2037              648.03              648.03        3/1/2007                63000
061076609                                          8.95        3/1/2007         2/1/2037              953.25              953.25        3/1/2007               124200
061076618                                           9.4        3/1/2007         2/1/2037              487.64              487.64        3/1/2007                58500
061076621                                          9.45        3/1/2007         2/1/2037              640.46              640.46        3/1/2007                76500
061076653                                         899.7        3/1/2007         2/1/2037              953.87              953.87        3/1/2007               111500
061076702                                         7.832        3/1/2007         2/1/2037             1061.47             1061.47        5/1/2007               147000
061076739                                         74.09        3/1/2007         2/1/2037               905.2               905.2        3/1/2007               112500
061076757                                          11.2        3/1/2007         2/1/2037              780.31              780.31        3/1/2007                80655
061076771                                         11.15        3/1/2007         2/1/2037             1687.39             1687.39        3/1/2007               175100
061076778                                          12.1        4/1/2007         3/1/2037             1138.39             1138.39        3/1/2007               109850
061076829                                          11.8        3/1/2007         2/1/2037              721.94              721.94        3/1/2007                71250
061076915                                         11.25        3/1/2007         2/1/2037               655.6               655.6        3/1/2007                67500
061076923                                          11.2        3/1/2007         2/1/2037              732.86              732.86        3/1/2007                75750
061076935                                           9.1        3/1/2007         2/1/2037             1656.13             1656.13        3/1/2007               204000
061076949                                          7.99        3/1/2007         2/1/2037              639.23              639.23        3/1/2007                87200
061076967                                          8.75        3/1/2007         2/1/2037             1510.46             1510.46        3/1/2007               192000
061077035                                         9.675        3/1/2007         2/1/2037              853.65              853.65        4/1/2007               100000
061077058                                         10.65        3/1/2007         2/1/2037              767.66              767.66        3/1/2007              82903.5
061077061                                          11.7        4/1/2007         3/1/2037              908.54              908.54        3/1/2007                90350
061077068                                         10.95        3/1/2007         2/1/2037             1081.34             1081.34        3/1/2007               114000
061077114                                          10.2        3/1/2007         2/1/2037              834.38              834.38        4/1/2007                93500
061077117                                         11.25        3/1/2007         2/1/2037               986.8               986.8        4/1/2007               101600
061077124                                          11.2        3/1/2007         2/1/2037             1699.67             1699.67        2/1/2007               180000
061077134                                         8.925        4/1/2007         3/1/2037             1238.81             1238.81        3/1/2007               155000
061077159                                         77.55        3/1/2007         2/1/2037              618.32              618.32        3/1/2007                88000
061077162                                          9.05        3/1/2007         2/1/2037             1725.56             1725.56        3/1/2007               213500
061077210                                         10.15        3/1/2007         2/1/2037              995.32              995.32        3/1/2007               112000
061077221                                         9.275        3/1/2007         2/1/2037             1125.43             1125.43        3/1/2007               136500
061077258                                          8.23        3/1/2007         2/1/2037             3205.66             3205.66        3/1/2007               427500
061077311                                          8.35        4/1/2007         3/1/2037             1210.26             1210.26        3/1/2007               159600
061077341                                           9.5        3/1/2007         2/1/2037              450.28              450.28        3/1/2007                53550
061077343                                         8.925        3/1/2007         2/1/2037              942.29              942.29        3/1/2007               117900
061077427                                           7.7        3/1/2007         2/1/2037              619.07              619.07        3/1/2007                92000
061077450                                         89.99        3/1/2007         2/1/2037              876.87              876.87        3/1/2007               100004
061077594                                        10.125        3/1/2007         2/1/2037             1135.13             1135.13        3/1/2007               128000
061077632                                          8.15        3/1/2007         2/1/2037             1004.73             1004.73        3/1/2007               135000
061077644                                          9.12        3/1/2007         2/1/2037              935.26              935.26        4/1/2007               115000
061077676                                          11.1        3/1/2007         2/1/2037              859.92              859.92        3/1/2007                89585
061077699                                          10.6        4/1/2007         3/1/2037             1524.49             1524.49        3/1/2007               170050
061077705                                          11.6        3/1/2007         2/1/2037              882.17              882.17        3/1/2007                88400
061077707                                          8.32        3/1/2007         2/1/2037             1781.87             1781.87        3/1/2007               257000
061077709                                         910.2        3/1/2007         2/1/2037              794.22              794.22        3/1/2007                89000
061077845                                        10.675        4/1/2007         3/1/2037             1128.05             1128.05        3/1/2007               125000
061077859                                          9.89        4/1/2007         3/1/2037              847.24              847.24        5/1/2007               100800
061077866                                         710.8        3/1/2007         2/1/2037              970.05              970.05        2/1/2007               103500
061077879                                         11.25        4/1/2007         3/1/2037              971.26              971.26        4/1/2007               100000
061077886                                         11.75        4/1/2007         3/1/2037             1120.44             1120.44        3/1/2007               111000
061077951                                          9.75        4/1/2007         3/1/2037              981.83              981.83        4/1/2007               119900
061077952                                          8.65        3/1/2007         2/1/2037              852.46              852.46        3/1/2007               109350
061078000                                         11.65        4/1/2007         3/1/2037             1205.86             1205.86        3/1/2007               120375
061078001                                          7.55        3/1/2007         2/1/2037             1171.81             1171.81        3/1/2007               181925
061078003                                         899.5        4/1/2007         3/1/2037              794.52              794.52        3/1/2007              94489.5
061078011                                         510.8        4/1/2007         3/1/2037              562.35              562.35        4/1/2007                60000
061078040                                         10.25        4/1/2007         3/1/2037             2078.96             2078.96        3/1/2007               232000
061078059                                           8.1        3/1/2007         2/1/2037              645.93              645.93        3/1/2007                87200
061078067                                        10.275        3/1/2007         2/1/2037             1273.97             1273.97        4/1/2007               146300
061078147                                         9.575        4/1/2007         3/1/2037             1325.43             1325.43        3/1/2007               162450
061078190                                         79.35        4/1/2007         3/1/2037              829.93              829.93        3/1/2007               100000
061078204                                          9.74        4/1/2007         3/1/2037             1464.34             1464.34        3/1/2007               179000
061078288                                         11.05        4/1/2007         3/1/2037              581.31              581.31        3/1/2007                60800
061078411                                         9.325        4/1/2007         3/1/2037             1305.94             1305.94        4/1/2007               157700
061078484                                           9.2        4/1/2007         3/1/2037              919.83              919.83        4/1/2007               118750
061079829                                          9.95        4/1/2007         3/1/2037              912.37              912.37        4/1/2007               104405
061081871                                        11.675        5/1/2007         4/1/2037              609.73              609.73        4/1/2007                60750
061081923                                         12.05        5/1/2007         4/1/2037              603.99              603.99        4/1/2007                58500
101062552                                          9.99       10/1/2006         9/1/2036               227.8               227.8        3/1/2007                25980
101063222                                          9.99       11/1/2006        10/1/2036              223.66              223.66        3/1/2007                25508
101063411                                          9.99       11/1/2006        10/1/2036              220.96              220.96        3/1/2007                25200
101063677                                          9.99       12/1/2006        11/1/2036              221.44              221.44        3/1/2007                25254
101063784                                          9.99       12/1/2006        11/1/2036              229.64              229.64        3/1/2007                26190
101063806                                         10.95       12/1/2006        11/1/2036              758.84              758.84        3/1/2007                80000
101063808                                          9.99       11/1/2006        10/1/2036              271.64              271.64        3/1/2007                30980
101064321                                          9.99       12/1/2006        11/1/2036              236.48              236.48        3/1/2007                26970
101064666                                          9.94       12/1/2006        11/1/2036              227.02              227.02        4/1/2007                26000
101065266                                           9.8       12/1/2006        11/1/2036              1708.4              1708.4        3/1/2007               198000
101065341                                           9.9       12/1/2006        11/1/2036             1002.46             1002.46        3/1/2007               115200
101065429                                          89.5        3/1/2007         2/1/2037              951.82              951.82        4/1/2007               117500
101065498                                          8.75        1/1/2007        12/1/2036               881.1               881.1        3/1/2007               112000
101065821                                          7.75        1/1/2007        12/1/2036              902.68              902.68        3/1/2007               126000
101066049                                          9.65        1/1/2007        12/1/2036             3180.17             3180.17        3/1/2007               387000
101066634                                         688.4        3/1/2007         2/1/2037              883.73              883.73        3/1/2007               116000
101066721                                         11.15        2/1/2007         1/1/2037              686.14              686.14        3/1/2007                71200
101066799                                         78.95        2/1/2007         1/1/2037              2440.7              2440.7        3/1/2007               318000
101066814                                         87.95        2/1/2007         1/1/2037             1387.34             1387.34        4/1/2007               200610
101066839                                         827.7        2/1/2007         1/1/2037             1312.15             1312.15        3/1/2007               195000
101066894                                         9.325        2/1/2007         1/1/2037             1073.24             1073.24        3/1/2007               129600
101066955                                         7.175        2/1/2007         1/1/2037             1058.98             1058.98        3/1/2007               156400
101066985                                         9.925        2/1/2007         1/1/2037             1339.44             1339.44        3/1/2007               153600
101067079                                         11.05        2/1/2007         1/1/2037             1032.59             1032.59        4/1/2007               108000
101067095                                            79        4/1/2007         3/1/2037              687.15              687.15        3/1/2007                85400
101067104                                         8.975        2/1/2007         1/1/2037             1027.62             1027.62        3/1/2007               128000
101067111                                          13.4        2/1/2007         1/1/2037              364.02              364.02        3/1/2007                32000
101067235                                           8.9        2/1/2007         1/1/2037              916.41              916.41        4/1/2007               120000
101067420                                            10        2/1/2007         1/1/2037              877.57              877.57        3/1/2007               100000
101067426                                         10.15        2/1/2007         1/1/2037              731.03              731.03        3/1/2007                82260
101067481                                         10.75        3/1/2007         2/1/2037              955.89              955.88        3/1/2007               102400
101067641                                          8.05        3/1/2007         2/1/2037             1091.13             1091.13        3/1/2007               148000
101067683                                          7.99        3/1/2007         2/1/2037             1213.96             1213.96        3/1/2007               165600
101067692                                         67.99        3/1/2007         2/1/2022              773.62              773.61        3/1/2007                81000
101067720                                          8.95        4/1/2007         3/1/2037             1521.95             1521.95        3/1/2007               190000
101067730                                           8.4        3/1/2007         2/1/2037             1371.31             1371.31        3/1/2007               180000
101067735                                          9.05        3/1/2007         2/1/2037              627.18              627.18        3/1/2007                77600
101067771                                         836.4        3/1/2007         2/1/2037             2016.63             2016.63        3/1/2007               322400
101067786                                          9.45        3/1/2007         2/1/2037              984.56              984.56        3/1/2007               117600
101067787                                           8.4        3/1/2007         2/1/2037             1584.62             1584.62        3/1/2007               208000
101067827                                          9.45        3/1/2007         2/1/2037              681.15              681.15        3/1/2007                81360
101067835                                         7.925        3/1/2007         2/1/2027             1077.99             1077.98        4/1/2007               129600
101067848                                         68.05        1/1/2007        12/1/2036              626.67              626.67        3/1/2007                85000
101067850                                         9.625        3/1/2007         2/1/2037             3119.46             3119.46        3/1/2007               367000
101067856                                        10.275        3/1/2007         2/1/2037             1535.51             1535.51        3/1/2007               171000
101067863                                         7.775        3/1/2007         2/1/2037             1016.89             1016.89        3/1/2007               141600
101067886                                         711.1        3/1/2007         2/1/2037              959.89              959.89        4/1/2007               100000
101067893                                          9.99        3/1/2007         2/1/2037             1234.59             1234.58        3/1/2007               140800
101067913                                         9.925        3/1/2007         2/1/2037             1250.93             1250.93        3/1/2007               143450
101067923                                         7.725        3/1/2007         2/1/2037             1072.03             1072.03        4/1/2007               150000
101067972                                         11.55        3/1/2007         2/1/2037              608.39              608.39        3/1/2007                61200
101068013                                          10.3        3/1/2007         2/1/2037             3198.86             3198.86        2/1/2007               355500
101068015                                          8.35        3/1/2007         2/1/2037             1607.61             1607.61        3/1/2007               212000
101068042                                           8.9        3/1/2007         2/1/2037             1396.63             1396.63        3/1/2007               175140
101068060                                          8.35        3/1/2007         2/1/2037              758.31              758.31        3/1/2007               100000
101068061                                         729.8        3/1/2007         2/1/2037               877.5               877.5        3/1/2007               101700
101068071                                           8.9        3/1/2007         2/1/2037              925.83              925.83        3/1/2007               116100
101068153                                         798.8        3/1/2007         2/1/2037             1833.44             1833.44        3/1/2007               232000
101068240                                          10.8        3/1/2007         2/1/2037             1299.96             1299.95        2/1/2007               138700
101068242                                         10.25        3/1/2007         2/1/2037             1200.78             1200.78        4/1/2007               134000
101068277                                          9.95        3/1/2007         2/1/2037              838.92              838.92        3/1/2007                96000
101068312                                          10.5        4/1/2007         3/1/2037             1033.24             1033.24        3/1/2007               112955
101068384                                          8.95        3/1/2007         2/1/2037             2583.31             2583.31        3/1/2007               322500
101068390                                         10.47        3/1/2007         2/1/2037              711.75              711.75        3/1/2007                78000
101068476                                         9.815        3/1/2007         2/1/2037             1345.14             1345.14        3/1/2007               155700
101068487                                         11.25        3/1/2007         2/1/2037             2323.75             2323.74        3/1/2007               239250
101068491                                           9.4        3/1/2007         2/1/2037             1667.14             1667.14        3/1/2007               200000
101068532                                         879.9        3/1/2007         2/1/2037             1216.53             1216.53        3/1/2007               139800
101068535                                         11.65        4/1/2007         3/1/2037              932.63              932.63        3/1/2007                93100
101068541                                           7.4        3/1/2007         2/1/2037             1112.47             1112.47        3/1/2007               180400
101068550                                         10.15        3/1/2007         2/1/2037              959.77              959.77        3/1/2007               108000
101068559                                          8.15        3/1/2007         2/1/2037             1295.54             1295.54        4/1/2007               183350
101068562                                         11.05        3/1/2007         2/1/2037             1180.79             1180.79        3/1/2007               123500
101068586                                         8.975        3/1/2007         2/1/2037             1131.99             1131.98        3/1/2007               141000
101068607                                         9.925        4/1/2007         3/1/2037             1180.52             1180.52        4/1/2007               135375
101068718                                          9.25        4/1/2007         3/1/2037              987.22              987.21        3/1/2007               120000
101068768                                         76.65        3/1/2007         2/1/2037              609.44              609.44        4/1/2007               102225
101068788                                         678.1        4/1/2007         3/1/2037              908.12              908.12        4/1/2007               122595
101068837                                          9.15        4/1/2007         3/1/2037             1636.32             1636.32        4/1/2007               209000
101068840                                          8.95        3/1/2007         2/1/2037             1143.87             1143.87        4/1/2007               142800
101068843                                         9.675        3/1/2007         2/1/2037              1374.6             1374.59        4/1/2007               161025
101068902                                         810.8        3/1/2007         2/1/2037             1551.32             1551.32        3/1/2007               165520
101068903                                         11.75        4/1/2007         3/1/2037             1009.48             1009.48        3/1/2007               100007
101068904                                         10.85        4/1/2007         3/1/2037             1001.23             1001.23        3/1/2007               106400
101068905                                          9.25        3/1/2007         2/1/2037             2698.38             2698.38        3/1/2007               328000
101068948                                         710.8        4/1/2007         3/1/2037             2061.94             2061.93        3/1/2007               220000
101068970                                         9.175        4/1/2007         3/1/2037             1325.58             1325.57        3/1/2007               162200
101069051                                         9.805        4/1/2007         3/1/2037             1165.32             1165.32        3/1/2007               135000
101069087                                        11.325        4/1/2007         3/1/2037              711.23              711.23        3/1/2007                72800
101069088                                         897.6        3/1/2007         2/1/2037             1247.67             1247.67        4/1/2007               197000
101069106                                         9.575        4/1/2007         3/1/2037             1447.23             1447.23        3/1/2007               171000
101069250                                         10.85        5/1/2007         4/1/2037              639.88              639.88        4/1/2007                68000
101069261                                          9.25        4/1/2007         3/1/2037             2961.63             2961.63        3/1/2007               360000
101069438                                        10.825        4/1/2007         3/1/2037             1516.68             1516.68        3/1/2007               161500
101069480                                         90.10        4/1/2007         3/1/2037             1167.17             1167.17        3/1/2007               133000
101069490                                         7.675        4/1/2007         3/1/2037              932.43              932.43        3/1/2007               131100
101069682                                          11.3        4/1/2007         3/1/2037              787.36              787.36        3/1/2007                80750
101070685                                         8.725        5/1/2007         4/1/2037             1067.49             1067.49        4/1/2007               136000
101071409                                        10.925        5/1/2007         4/1/2037             1635.83             1635.83        4/1/2007               172800
111002526                                         6.675        1/1/2007        12/1/2036              2180.5             2180.49        3/1/2007               392000
111002540                                         867.9        1/1/2007        12/1/2036              2235.5              2235.5        3/1/2007               325013
111002599                                         67.25        1/1/2007        12/1/2036             1535.21             1535.21        4/1/2007               240000
111002608                                         83.67        1/1/2007        12/1/2036                2975                2975        4/1/2007               510000
111002763                                         347.1        2/1/2007         1/1/2037                1775                1775        3/1/2007               300000
111002773                                           7.4        3/1/2007         2/1/2037             2187.92             2187.92        3/1/2007               316000
111002776                                          6.75        2/1/2007         1/1/2037                2835                2835        3/1/2007               504000
111002794                                          6.45        2/1/2007         1/1/2037             2798.09             2798.09        3/1/2007               445000
111002817                                         57.15        3/1/2007         2/1/2037             1837.11             1837.11        4/1/2007               272000
111002827                                         67.65        2/1/2007         1/1/2037             2838.06             2838.06        3/1/2007               400000
111002869                                         56.95        3/1/2007         2/1/2037             2350.11             2350.11        4/1/2007               355030
111002888                                           8.1        3/1/2007         2/1/2037             2186.69             2186.69        3/1/2007               295200
111002890                                          7.75        3/1/2007         2/1/2037             1346.86             1346.86        3/1/2007               188000
111002914                                         56.15        3/1/2007         2/1/2037             1947.41             1947.41        3/1/2007               379983
111002984                                         6.775        3/1/2007         2/1/2037             2587.04             2587.04        3/1/2007               427500
111002997                                         716.4        3/1/2007         2/1/2037             2614.29             2614.29        3/1/2007               470028
111003025                                          5.95        3/1/2007         2/1/2037             1818.84             1818.84        3/1/2007               305000
121049118                                          14.3       10/1/2006         9/1/2036               404.9               404.9        3/1/2007                33500
121049337                                        10.409       11/1/2006        10/1/2036              324.14              324.14        2/1/2007                35700
121049960                                         14.25       12/1/2006        11/1/2036              390.32              390.32        4/1/2007                32400
121050205                                          13.3       12/1/2006        11/1/2036              295.75              295.75        3/1/2007                26180
121050213                                          10.2       12/1/2006        11/1/2036              339.11              339.11        3/1/2007                38000
121050341                                         14.05       12/1/2006        11/1/2036              297.22              297.22        4/1/2007                25001
121051002                                          8.85        2/1/2007         1/1/2037             1621.84             1621.84        4/1/2007               204300
121051046                                         88.35        1/1/2007        12/1/2036                1837                1837        3/1/2007               242250
121051133                                         77.85        1/1/2007        12/1/2036             1916.84             1916.84        3/1/2007               265000
121051191                                           9.3        2/1/2007         1/1/2037             1587.48             1587.48        3/1/2007               199800
121051274                                           8.8        2/1/2007         1/1/2037              903.28              903.28        3/1/2007               114300
121051281                                           7.5        2/1/2007         1/1/2037             1407.81             1407.37        3/1/2007               225250
121051325                                          6.55        2/1/2007         1/1/2037             1458.15             1458.15        3/1/2007               229500
121051346                                          8.85        2/1/2007         1/1/2037              807.32              807.32        3/1/2007               106250
121051358                                          8.05        2/1/2007         1/1/2037             1645.55             1645.55        3/1/2007               223200
121051424                                            79        3/1/2007         2/1/2037             1644.65             1644.65        4/1/2007               204400
121051458                                           7.9        3/1/2007         2/1/2037              556.01              556.01        3/1/2007                76500
121051505                                         867.1        2/1/2007         1/1/2037              1737.2              1737.2        3/1/2007               258500
121051542                                           8.3        2/1/2007         1/1/2037             1421.48             1421.48        3/1/2007               198000
121051592                                           8.9        4/1/2007         3/1/2037             1227.26             1227.26        3/1/2007               153900
121051602                                        10.625        3/1/2007         2/1/2037             1529.35             1529.35        3/1/2007             165496.5
121051606                                            89        2/1/2007         1/1/2037             1901.41             1901.41        3/1/2007               246500
121051644                                         748.2        2/1/2007         1/1/2037              747.75              747.75        3/1/2007               100000
121051699                                         9.175        3/1/2007         2/1/2037             1266.79             1266.79        3/1/2007             155007.3
121051719                                         578.2        3/1/2007         2/1/2037              1349.8              1349.8        4/1/2007               190015
121051724                                          9.15        3/1/2007         2/1/2037               998.1               998.1        3/1/2007               122400
121051743                                          8.05        3/1/2007         2/1/2037              758.26              758.26        3/1/2007               102850
121051757                                        10.465        3/1/2007         2/1/2037             1395.55             1395.55        3/1/2007               153000
121051769                                         8.725        3/1/2007         2/1/2037             1130.28             1130.28        3/1/2007               144000
121051770                                         10.88        2/1/2007         1/1/2037             1612.04             1612.04        3/1/2007               170900
121051778                                          8.35        3/1/2007         2/1/2037             1091.96             1091.96        3/1/2007               144000
121051785                                          13.5        3/1/2007         2/1/2037              412.35              412.35        3/1/2007                36000
121051830                                           7.4        3/1/2007         2/1/2037             1546.29             1546.29        3/1/2007               250750
121051920                                         9.675        3/1/2007         2/1/2037             1211.76             1211.76        3/1/2007               141950
121051936                                         7.875        3/1/2007         2/1/2037              1073.1              1073.1        3/1/2007               148000
121051956                                          9.25        3/1/2007         2/1/2037             2237.68             2237.68        3/1/2007               272000
121051992                                          7.25        3/1/2007         2/1/2037             1234.25             1234.25        3/1/2007               192950
121052034                                         8.725        3/1/2007         2/1/2037             1104.74             1104.74        4/1/2007               147248
121052048                                          9.45        3/1/2007         2/1/2037             2740.99             2740.99        3/1/2007               340000
121052056                                           9.4        3/1/2007         2/1/2037              493.47              493.47        3/1/2007                59200
121052079                                         12.15        4/1/2007         3/1/2037              532.62              532.62        4/1/2007                51205
121052117                                           9.5        3/1/2007         2/1/2037              1944.9              1944.9        3/1/2007               231300
121052127                                         8.225        3/1/2007         2/1/2037              803.47              803.47        3/1/2007               107200
121052131                                         12.85        3/1/2007         2/1/2037              293.32              293.32        3/1/2007                26800
121052143                                          9.45        3/1/2007         2/1/2037             1741.39             1741.39        3/1/2007               208000
121052174                                         9.775        3/1/2007         2/1/2037             1356.06             1356.06        3/1/2007               157500
121052179                                         7.575        3/1/2007         2/1/2037             1030.12             1030.12        4/1/2007               146250
121052189                                         9.275        4/1/2007         3/1/2037              951.12              951.12        4/1/2007               120000
121052256                                         10.05        4/1/2007         3/1/2037              747.21              747.21        4/1/2007              84787.5
121052279                                         9.775        3/1/2007         2/1/2037              995.31              995.31        3/1/2007               115600
121052283                                          9.95        3/1/2007         2/1/2037              1573.8              1573.8        3/1/2007               186200
121052323                                         12.35        3/1/2007         2/1/2037              840.28              840.28        3/1/2007                79600
121052474                                          9.14        4/1/2007         3/1/2037              911.99              911.99        4/1/2007               116600
121052493                                         10.59        4/1/2007         3/1/2037             3773.46             3773.46        3/1/2007               409502
121052876                                         9.275        4/1/2007         3/1/2037             1071.26             1071.26        3/1/2007               138600
121052950                                         6.125        4/1/2007         3/1/2037              748.72              748.72        3/1/2007               133950
121054238                                            12        5/1/2007         4/1/2037              953.52              953.52        4/1/2007                92700
141056775                                         14.05       11/1/2006        10/1/2036              435.11              435.11        2/1/2007                36600
141056893                                         667.4       12/1/2006        11/1/2036             1019.88             1019.88        3/1/2007               147300
141057002                                          13.5       12/1/2006        11/1/2036              939.24              939.24        3/1/2007                82000
141057517                                         87.95        1/1/2007        12/1/2036             2176.24             2176.24        3/1/2007               298000
141057589                                         898.4        1/1/2007        12/1/2036             1258.94             1258.94        3/1/2007               165250
141057774                                         87.83        1/1/2007        12/1/2036             2526.82             2526.82        3/1/2007               350000
141057827                                           8.7        2/1/2007         1/1/2037             3073.01             3073.01        3/1/2007               392400
141057837                                          13.6        1/1/2007        12/1/2036              369.05              369.05        3/1/2007                32000
151035947                                          9.95        9/1/2006         8/1/2036              746.34              746.34        2/1/2007                85405
151036192                                          14.3       10/1/2006         9/1/2036              350.51              350.51        3/1/2007                29000
151039051                                         77.88        2/1/2007         1/1/2037             1044.88             1044.88        3/1/2007               142400
151039057                                         88.85        1/1/2007        12/1/2036              1214.6              1214.6        3/1/2007               153000
151039332                                         429.4        2/1/2007         1/1/2037             1250.35             1250.35        3/1/2007               150000
151039377                                         10.55        1/1/2007        12/1/2036             1249.13             1249.13        3/1/2007               136000
151039415                                          8.55        1/1/2007        12/1/2036             1174.91             1174.91        2/1/2007               152100
151039441                                          9.47        1/1/2007        12/1/2036             1804.81             1804.81        3/1/2007               215200
151039484                                          7.85        1/1/2007        12/1/2036                1953                1953        3/1/2007               270000
151039510                                           9.9        3/1/2007         2/1/2037             1558.93             1558.93        3/1/2007               185300
151039685                                         868.4        2/1/2007         1/1/2037               978.2               978.2        3/1/2007               128400
151039755                                           9.7        4/1/2007         3/1/2037             1000.92             1000.92        3/1/2007               117000
151039768                                           7.6        2/1/2007         1/1/2037             1838.37             1838.37        3/1/2007               276250
151039777                                         78.75        2/1/2007         1/1/2037             2649.52             2649.52        3/1/2007               352250
151039779                                          8.15        2/1/2007         1/1/2037             2670.92             2670.92        4/1/2007               378000
151039797                                           9.2        3/1/2007         2/1/2037              655.24              655.24        4/1/2007                80000
151039804                                           7.4        2/1/2007         1/1/2037              2488.9              2488.9        3/1/2007               382500
151039810                                          75.9        2/1/2007         1/1/2037             2961.01             2961.01        3/1/2007               368000
151039836                                            10        3/1/2007         2/1/2037             1684.94             1684.94        3/1/2007               192000
151039837                                         58.85        2/1/2007         1/1/2037             1254.29             1254.29        3/1/2007               158000
151039956                                         528.1        3/1/2007         2/1/2037              1385.2              1385.2        3/1/2007               187000
151039984                                          9.95        3/1/2007         2/1/2037              2067.6              2067.6        3/1/2007               236600
151039985                                         69.58        2/1/2007         1/1/2037             1790.31             1790.31        3/1/2007               257483
151040026                                          8.35        2/1/2007         1/1/2037             1220.88             1220.88        3/1/2007               161000
151040058                                         599.5        2/1/2007         1/1/2037             1513.54             1513.54        3/1/2007               180000
151040081                                            10        2/1/2007         1/1/2037             1203.59             1203.59        4/1/2007               137150
151040140                                         49.25        3/1/2007         2/1/2037              1193.9              1193.9        3/1/2007               151000
151040158                                         779.5        3/1/2007         2/1/2037             1471.49             1471.49        4/1/2007               175000
151040196                                         877.9        3/1/2007         2/1/2037             2197.58             2197.58        3/1/2007               319500
151040200                                          10.5        2/1/2007         1/1/2037              1321.8              1321.8        3/1/2007               144500
151040218                                         86.85        2/1/2007         1/1/2037             2136.98             2136.98        3/1/2007               350000
151040219                                          7.95        2/1/2007         1/1/2037             2952.97             2952.97        3/1/2007               427000
151040257                                         56.99        3/1/2007         2/1/2037             2186.12             2186.12        3/1/2007               352200
151040272                                         76.95        2/1/2007         1/1/2037              897.71              897.65        3/1/2007               155000
151040302                                         8.438        3/1/2007         2/1/2037             2658.59             2658.59        3/1/2007               365000
151040313                                         8.325        2/1/2007         1/1/2037             1081.86             1081.86        3/1/2007               143000
151040316                                         8.475        2/1/2007         1/1/2037             3021.77             3021.77        2/1/2007               393900
151040350                                         388.3        3/1/2007         2/1/2037             2713.74             2713.74        4/1/2007               378000
151040372                                         10.94        4/1/2007         3/1/2037             1345.87             1345.87        3/1/2007               142000
151040402                                           8.2        2/1/2007         1/1/2037              841.22              841.22        3/1/2007               112500
151040408                                         889.7        2/1/2007         1/1/2037             1625.42             1625.42        3/1/2007               190000
151040441                                         69.95        3/1/2007         2/1/2037             1187.54             1187.54        3/1/2007               140500
151040474                                          7.85        3/1/2007         2/1/2037              925.87              925.87        3/1/2007               128000
151040488                                         69.05        2/1/2007         1/1/2037              1454.8              1454.8        2/1/2007               180000
151040489                                          6.85        2/1/2007         1/1/2037             2747.55             2747.55        4/1/2007               450000
151040503                                           8.4        3/1/2007         2/1/2037             1893.55             1893.55        3/1/2007               261000
151040511                                         79.25        3/1/2007         2/1/2037              3290.7              3290.7        3/1/2007               400000
151040540                                          8.55        3/1/2007         2/1/2037               821.9               821.9        4/1/2007               106400
151040549                                         88.15        3/1/2007         2/1/2037              984.64              984.64        3/1/2007               132300
151040554                                           8.4        3/1/2007         2/1/2037             2205.51             2205.51        4/1/2007               304000
151040561                                         8.925        3/1/2007         2/1/2037             1704.76             1704.76        3/1/2007               213300
151040570                                         10.35        3/1/2007         2/1/2037             1221.59             1221.59        3/1/2007               135200
151040626                                         8.975        3/1/2007         2/1/2037             1043.67             1043.67        4/1/2007               130000
151040631                                          7.95        3/1/2007         2/1/2037             2745.86             2745.86        4/1/2007               376000
151040663                                          11.9        3/1/2007         2/1/2037              664.36              664.36        3/1/2007                65075
151040674                                         89.52        3/1/2007         2/1/2037             2004.71             2004.71        3/1/2007               238000
151040716                                         47.65        3/1/2007         2/1/2037             2308.68             2308.68        4/1/2007               345000
151040727                                          9.55        4/1/2007         3/1/2037             1196.51             1196.51        3/1/2007               147000
151040738                                        11.837        4/1/2007         3/1/2037              548.68              548.68        4/1/2007                54000
151040770                                           8.5        3/1/2007         2/1/2037              861.18              861.18        3/1/2007               112000
151040793                                          11.4        3/1/2007         2/1/2037             1578.17             1578.17        4/1/2007               160600
151040847                                           9.6        3/1/2007         2/1/2037             1329.91             1329.91        4/1/2007               156800
151040869                                           8.5        3/1/2007         2/1/2037               922.7               922.7        4/1/2007               120000
151040955                                         828.8        3/1/2007         2/1/2037             2268.09             2268.09        3/1/2007               287000
151040964                                         788.2        3/1/2007         2/1/2037             2429.44             2429.44        3/1/2007               342000
151040972                                         10.15        3/1/2007         2/1/2037              671.84              671.84        3/1/2007                75600
151040973                                         69.49        3/1/2007         2/1/2037             1071.16             1071.16        3/1/2007               127500
151040990                                         78.05        3/1/2007         2/1/2037             1017.14             1017.14        3/1/2007               145500
151041010                                         88.02        3/1/2007         2/1/2037             1646.17             1646.17        3/1/2007               223920
151041013                                           8.9        3/1/2007         2/1/2037              802.26              802.26        4/1/2007               100605
151041034                                           8.9        3/1/2007         2/1/2037              904.19              904.19        4/1/2007               118400
151041046                                          8.69        4/1/2007         3/1/2037             2661.31             2661.31        3/1/2007               367500
151041058                                          11.7        3/1/2007         2/1/2037              751.17              751.17        3/1/2007                74700
151041064                                           8.8        3/1/2007         2/1/2037             1209.12             1209.12        3/1/2007               153000
151041069                                         79.85        3/1/2007         2/1/2037             1330.09             1330.09        3/1/2007               153500
151041070                                          7.99        3/1/2007         2/1/2037             1748.56             1748.56        4/1/2007               251750
151041074                                           8.5        3/1/2007         2/1/2037             2629.68             2629.68        3/1/2007               342000
151041175                                          7.97        3/1/2007         2/1/2037             1552.46             1552.46        4/1/2007               224000
151041223                                         7.225        4/1/2007         3/1/2037             1238.48             1238.48        3/1/2007               182000
151041248                                         12.15        3/1/2007         2/1/2037              676.89              676.89        4/1/2007                65075
151041251                                         27.35        3/1/2007         2/1/2037              688.97              688.97        5/1/2007               100000
151041278                                         49.12        3/1/2007         2/1/2037             1830.93             1830.93        4/1/2007               178000
151041417                                         11.35        4/1/2007         3/1/2037             1018.02             1018.02        5/1/2007               104000
151041418                                         949.5        4/1/2007         3/1/2037             2571.33             2571.33        3/1/2007               305800
151041436                                         10.75        3/1/2007         2/1/2037             1190.19             1190.19        3/1/2007               127500
151041765                                         578.5        4/1/2007         3/1/2037             1941.51             1941.51        4/1/2007               252500
151041987                                           8.2        4/1/2007         3/1/2037             2658.27             2658.27        3/1/2007               355500
151042136                                         8.975        4/1/2007         3/1/2037             1445.08             1445.08        3/1/2007               180000
151042322                                         9.088        5/1/2007         4/1/2037             1362.42             1362.42        4/1/2007               168000
151042333                                          10.6        5/1/2007         4/1/2037             1348.75             1348.75        4/1/2007               146250
151042618                                         10.22        5/1/2007         4/1/2037             1877.13             1877.13        4/1/2007               210000
151042624                                         58.95        5/1/2007         4/1/2037             2563.38             2563.38        4/1/2007               320012
151043157                                          9.35        5/1/2007         4/1/2037              1228.3              1228.3        4/1/2007               148000
151043349                                           9.9        5/1/2007         4/1/2037             1183.46             1183.46        4/1/2007               136000
151043382                                         11.15        5/1/2007         4/1/2037              782.99              782.99        4/1/2007                81250
161051079                                         79.75        2/1/2007         1/1/2037             2319.72             2319.72        3/1/2007               270000
161051117                                         49.75        3/1/2007         2/1/2037              945.07              945.07        3/1/2007               110000
161051138                                         14.05       11/1/2006        10/1/2036              380.43              380.43        3/1/2007                32000
161051300                                           7.3        2/1/2007         1/1/2037             2084.42             2084.42        3/1/2007               324000
161051371                                         12.93        1/1/2007        12/1/2036              550.37              550.37        3/1/2007                50000
161051599                                         288.3        1/1/2007        12/1/2036              754.78              754.78        4/1/2007               100000
161051682                                          7.85        1/1/2007        12/1/2036             1439.44             1439.44        3/1/2007               199000
161051789                                         217.9        2/1/2007         1/1/2037              722.21              722.21        4/1/2007               105000
161051814                                         10.42        3/1/2007         2/1/2037              2240.1              2240.1        3/1/2007               246500
161052021                                         47.45        3/1/2007         2/1/2037             1148.06             1148.06        3/1/2007               165000
161052078                                         727.8        2/1/2007         1/1/2037             2879.59             2879.59        3/1/2007               400015
161052100                                          7.95        2/1/2007         1/1/2037             1971.76             1971.76        3/1/2007               270000
161052128                                          9.32        2/1/2007         1/1/2037             1554.69             1554.69        3/1/2007               200175
161052146                                         627.4        2/1/2007         1/1/2037             1107.81             1107.81        3/1/2007               160000
161052179                                           7.6        3/1/2007         2/1/2037             1237.78             1237.78        3/1/2007               186000
161052190                                         89.52        2/1/2007         1/1/2037             1853.09             1853.09        3/1/2007               220000
161052192                                         209.3        2/1/2007         1/1/2037              794.54              794.53        3/1/2007               100000
161052193                                        12.225        2/1/2007         1/1/2037              481.14              481.14        3/1/2007                46000
161052200                                         77.05        3/1/2007         2/1/2037             1708.44             1708.44        4/1/2007               255500
161052238                                         76.95        2/1/2007         1/1/2037             2576.24             2576.24        3/1/2007               417000
161052264                                          8.95        2/1/2007         1/1/2037              2961.8              2961.8        2/1/2007               369750
161052281                                         877.5        2/1/2007         1/1/2037             1809.69             1809.69        3/1/2007               275000
161052282                                          7.95        3/1/2007         2/1/2037             2172.59             2172.59        4/1/2007               297500
161052296                                         10.05        2/1/2007         1/1/2037             1365.97             1365.97        3/1/2007               155000
161052301                                          13.6        2/1/2007         1/1/2037              440.32              440.32        3/1/2007                38180
161052303                                         727.8        2/1/2007         1/1/2037             2721.11             2721.11        3/1/2007               378000
161052328                                           8.1        2/1/2007         1/1/2037             1941.56             1941.56        3/1/2007               276250
161052347                                           6.5        3/1/2007         2/1/2037             1317.28             1317.28        3/1/2007               225000
161052352                                           9.5        3/1/2007         2/1/2037             2162.68             2162.68        3/1/2007               257200
161052360                                         69.57        3/1/2007         2/1/2037             1844.21             1844.21        3/1/2007               218000
161052363                                          8.82        2/1/2007         1/1/2037             1816.96             1816.96        3/1/2007               229500
161052389                                         717.3        3/1/2007         2/1/2037             1640.52             1640.52        3/1/2007               255000
161052393                                          8.55        3/1/2007         2/1/2037             1280.55             1280.55        3/1/2007               165775
161052414                                          7.35        2/1/2007         1/1/2037             1585.15             1585.15        3/1/2007               258800
161052430                                          8.45        2/1/2007         1/1/2037             2541.59             2541.59        2/1/2007               348500
161052435                                          8.89        3/1/2007         2/1/2037             1689.05             1689.05        3/1/2007               212000
161052440                                           9.6        2/1/2007         1/1/2037             1526.69             1526.69        3/1/2007               180000
161052442                                          8.85        3/1/2007         2/1/2037             1357.49             1357.49        3/1/2007               171000
161052443                                         528.9        3/1/2007         2/1/2037              813.39              813.39        3/1/2007               102000
161052446                                          7.99        3/1/2007         2/1/2037             2155.22             2155.22        4/1/2007               294000
161052447                                            10        3/1/2007         2/1/2037             1263.53             1263.53        4/1/2007               148800
161052450                                         487.7        3/1/2007         2/1/2037             1069.44             1069.44        4/1/2007               150000
161052461                                         87.15        3/1/2007         2/1/2037             2162.66             2162.66        3/1/2007               342000
161052465                                         86.85        3/1/2007         2/1/2037             2136.98             2136.98        3/1/2007               350000
161052471                                         8.475        3/1/2007         2/1/2037             2866.28             2866.28        3/1/2007               392000
161052474                                         58.22        3/1/2007         2/1/2037             1601.71             1601.71        3/1/2007               225000
161052478                                          7.95        3/1/2007         2/1/2037             1466.11             1466.11        3/1/2007               212000
161052483                                         12.85        3/1/2007         2/1/2037              580.08              580.08        3/1/2007                53000
161052487                                          68.1        3/1/2007         2/1/2037             1296.31             1296.31        3/1/2007               175000
161052494                                         79.32        3/1/2007         2/1/2037             1663.78             1663.78        4/1/2007               201000
161052508                                          9.15        3/1/2007         2/1/2037             2201.69             2201.69        3/1/2007               270000
161052514                                         10.05        3/1/2007         2/1/2037             4489.19             4489.18        3/1/2007               509400
161052528                                          8.27        3/1/2007         2/1/2037             1722.12             1722.12        3/1/2007               228800
161052529                                         8.875        3/1/2007         2/1/2037              795.64              795.64        4/1/2007               100000
161052539                                         498.8        3/1/2007         2/1/2037              1398.6              1398.6        3/1/2007               185000
161052540                                          6.95        3/1/2007         2/1/2037             1588.67             1588.67        3/1/2007               240000
161052541                                          7.79        3/1/2007         2/1/2037             2590.17             2590.18        3/1/2007               399000
161052579                                           9.6        3/1/2007         2/1/2037                1039                1039        3/1/2007               122500
161052599                                          8.23        3/1/2007         2/1/2037             2052.37             2052.37        3/1/2007               288000
161052613                                          9.75        3/1/2007         2/1/2037             1228.59             1228.59        4/1/2007               143000
161052636                                         64.27        3/1/2007         2/1/2037             1796.32             1796.32        3/1/2007               270000
161052646                                          8.75        3/1/2007         2/1/2037             2429.51             2429.51        3/1/2007               323000
161052680                                         58.65        3/1/2007         2/1/2037             1426.61             1426.61        3/1/2007               183000
161052683                                         9.825        3/1/2007         2/1/2037              994.37              994.37        3/1/2007               115000
161052696                                          9.17        3/1/2007         2/1/2037             1555.35             1555.35        3/1/2007               190400
161052723                                         58.05        3/1/2007         2/1/2037             2027.37             2027.37        3/1/2007               274990
161052739                                         12.85        3/1/2007         2/1/2037              520.98              520.98        3/1/2007                47600
161052770                                          7.57        3/1/2007         2/1/2037             2079.29             2079.29        3/1/2007               313500
161052806                                         10.85        3/1/2007         2/1/2037             1045.93             1045.93        3/1/2007               111150
161052812                                          8.64        3/1/2007         2/1/2037             3257.68             3257.68        3/1/2007               438000
161052852                                         11.05        4/1/2007         3/1/2037              1859.9              1859.9        3/1/2007               199500
161052854                                         66.12        3/1/2007         2/1/2037             1439.27             1439.27        3/1/2007               237000
161052858                                          8.05        4/1/2007         3/1/2037             2211.76             2211.76        3/1/2007               300000
161052944                                         8.175        4/1/2007         3/1/2037             2554.55             2554.55        3/1/2007               368600
161052946                                          8.53        3/1/2007         2/1/2037              3226.8              3226.8        3/1/2007               418500
161052978                                            87        3/1/2007         2/1/2037             2231.25             2231.25        3/1/2007               382500
161052979                                           8.5        4/1/2007         3/1/2037             1824.67             1824.67        4/1/2007               248900
161053583                                            11        5/1/2007         4/1/2037             1607.05             1607.05        4/1/2007               168750
171035268                                          9.99       11/1/2006        10/1/2036              221.14              221.14        3/1/2007                25220
171036029                                          8.99        1/1/2007        12/1/2036             2178.98             2178.98        3/1/2007               271050
171036262                                          8.05        1/1/2007        12/1/2036             2039.88             2039.88        3/1/2007               291800
171036553                                            88        1/1/2007        12/1/2036             1950.35             1950.35        3/1/2007               280500
171036803                                           9.9        1/1/2007        12/1/2036              739.47              739.46        3/1/2007                84977
171037075                                         617.1        1/1/2007        12/1/2036             1257.42             1257.42        3/1/2007               200000
171037406                                           9.9        1/1/2007        12/1/2036              731.53              731.53        3/1/2007                84065
171037468                                         67.55        2/1/2007         1/1/2037             1952.22             1952.22        3/1/2007               295000
171037504                                          9.25        2/1/2007         1/1/2037             1601.09             1601.09        3/1/2007               202500
171037660                                          8.85        2/1/2007         1/1/2037             1593.37             1593.37        3/1/2007               209700
171038064                                         612.5        2/1/2007         1/1/2037             1480.82             1480.82        4/1/2007               138750
171038091                                          8.45        2/1/2007         1/1/2037             1837.82             1837.82        3/1/2007               252000
171038107                                           7.1        2/1/2007         1/1/2037             1126.53             1126.53        3/1/2007               190400
171038188                                         9.175        2/1/2007         1/1/2037             1195.22             1195.22        3/1/2007               146250
171038195                                           8.1        2/1/2007         1/1/2037             1568.71             1568.71        3/1/2007               223200
171038278                                           8.4        3/1/2007         2/1/2037              993.02              993.02        3/1/2007               136875
171038363                                          8.85        2/1/2007         1/1/2037             1264.21             1264.21        3/1/2007               159250
171038370                                          9.55        3/1/2007         2/1/2037             2767.44             2767.44        3/1/2007               340000
171038457                                          8.65        2/1/2007         1/1/2037             1372.72             1372.72        3/1/2007               176087
171038521                                         899.3        2/1/2007         1/1/2037              932.89              932.89        3/1/2007               112900
171038529                                          10.6        2/1/2007         1/1/2037             1844.45             1844.45        3/1/2007               200000
171038538                                         10.75        3/1/2007         2/1/2037             2044.32             2044.32        3/1/2007               219000
171038561                                          8.95        3/1/2007         2/1/2037              921.18              921.18        3/1/2007               115000
171038603                                           7.6        2/1/2007         1/1/2037              1429.8              1429.8        3/1/2007               202500
171038656                                         310.7        4/1/2007         3/1/2037             1208.64             1208.64        3/1/2007               130000
171038663                                         610.9        2/1/2007         1/1/2037             1653.36             1653.36        3/1/2007               175000
171038681                                          9.95        3/1/2007         2/1/2037             1310.82             1310.82        3/1/2007               150000
171038699                                         746.1        2/1/2007         1/1/2037             1515.05             1515.05        3/1/2007               250010
171038813                                           7.9        3/1/2007         2/1/2037             1235.57             1235.57        3/1/2007               170000
171038826                                           7.6        2/1/2007         1/1/2037             1414.13             1414.13        3/1/2007               212500
171038875                                          10.8        3/1/2007         2/1/2037             1933.06             1933.06        3/1/2007               206250
171038886                                         8.425        3/1/2007         2/1/2037             2423.52             2423.52        4/1/2007               333178
171039028                                         12.55        3/1/2007         2/1/2037             1338.92             1338.92        3/1/2007               125000
171039078                                          12.8        3/1/2007         2/1/2037             1148.39             1148.39        3/1/2007               105300
171039081                                          8.55        3/1/2007         2/1/2037             2200.74             2200.74        3/1/2007               284900
171039149                                         689.1        3/1/2007         2/1/2037             3247.31             3247.31        3/1/2007               400000
171039178                                         8.725        3/1/2007         2/1/2037             1216.62             1216.62        4/1/2007               155000
171039186                                           7.5        2/1/2007         1/1/2037                2227                2227        3/1/2007               318500
171039189                                         778.6        3/1/2007         2/1/2037              776.01              776.01        3/1/2007               100000
171039208                                         11.09        2/1/2007         1/1/2037             1055.04             1055.04        4/1/2007               110000
171039226                                         10.55        3/1/2007         2/1/2037              991.96              991.96        3/1/2007               108000
171039250                                         88.05        3/1/2007         2/1/2037             1474.51             1474.51        3/1/2007               200000
171039330                                         6.875        3/1/2007         2/1/2037             1266.15             1266.15        3/1/2007               221000
171039332                                          7.05        3/1/2007         2/1/2037             1378.27             1378.27        3/1/2007               220500
171039362                                         7.675        3/1/2007         2/1/2037             1852.07             1852.07        3/1/2007               276000
171039424                                          7.25        3/1/2007         2/1/2037             1439.26             1439.26        4/1/2007               225000
171039491                                         86.15        3/1/2007         2/1/2037             1306.88             1306.88        4/1/2007               255000
171039508                                          8.45        3/1/2007         2/1/2037             2446.28             2446.28        3/1/2007               347400
171039519                                          7.15        3/1/2007         2/1/2037             1528.31             1528.31        4/1/2007               256500
171039525                                         616.3        3/1/2007         2/1/2037             1380.75             1380.75        3/1/2007               263000
171039598                                           7.6        3/1/2007         2/1/2037                2432                2432        4/1/2007               384000
171039649                                           8.8        3/1/2007         2/1/2037             1388.91             1388.91        3/1/2007               175750
171039937                                           7.1        3/1/2007         2/1/2037                 852                 852        4/1/2007               144000
171039973                                         510.2        3/1/2007         2/1/2037             1177.95             1177.95        3/1/2007               132000
171039980                                         668.3        3/1/2007         2/1/2037              1056.7              1056.7        3/1/2007               140000
171039991                                          69.5        3/1/2007         2/1/2037             1891.92             1891.92        3/1/2007               225000
171040041                                         7.975        3/1/2007         2/1/2037             2141.17             2141.17        3/1/2007               292500
171040130                                          6.65        3/1/2007         2/1/2037             1144.66             1144.66        4/1/2007               192000
171040133                                          9.15        3/1/2007         2/1/2037             1247.62             1247.62        4/1/2007               153000
171040167                                           7.5        3/1/2007         2/1/2037             1591.25             1591.25        3/1/2007               254600
171040179                                         97.75        3/1/2007         2/1/2037             1644.19             1644.19        3/1/2007               243000
171040250                                          8.35        3/1/2007         2/1/2037             1740.32             1740.32        3/1/2007               229500
171040338                                          97.9        3/1/2007         2/1/2037             1469.73             1469.73        3/1/2007               223250
171040353                                          6.45        4/1/2007         3/1/2037                1032                1032        3/1/2007               192000
171040377                                           7.7        3/1/2007         2/1/2037             2465.93             2465.93        4/1/2007               384300
171040390                                          8.55        3/1/2007         2/1/2037             2210.53             2210.53        3/1/2007               310250
171040411                                         98.89        3/1/2007         2/1/2037             1411.37             1411.37        4/1/2007               185000
171040434                                         559.8        4/1/2007         3/1/2037             1008.65             1008.65        3/1/2007               116900
171040484                                          7.85        3/1/2007         2/1/2037              773.01              773.01        3/1/2007               113000
171040576                                          7.55        3/1/2007         2/1/2037              1346.2              1346.2        3/1/2007               209000
171040582                                         68.85        3/1/2007         2/1/2037              825.61              825.61        3/1/2007               104000
171040612                                          9.95        4/1/2007         3/1/2037             1058.27             1058.27        3/1/2007               121100
171040624                                          9.65        3/1/2007         2/1/2037              868.86              868.86        3/1/2007               102000
171040645                                          8.65        3/1/2007         2/1/2037             2246.76             2246.76        4/1/2007               307500
171040652                                          7.19        3/1/2007         2/1/2037             1540.68             1540.68        3/1/2007               250000
171040825                                          7.65        4/1/2007         3/1/2037             1811.81             1811.81        4/1/2007               270750
171040840                                         787.8        4/1/2007         3/1/2037             1900.46             1900.46        4/1/2007               264000
171040868                                           7.6        3/1/2007         2/1/2037             1323.67             1323.67        3/1/2007               209000
171040879                                         748.4        4/1/2007         3/1/2037             1584.62             1584.62        4/1/2007               208000
171041468                                          8.71        4/1/2007         3/1/2037             2500.45             2500.45        3/1/2007               340000
171041967                                         888.2        5/1/2007         4/1/2037             1772.28             1772.28        4/1/2007             254999.5
171041991                                        12.125        5/1/2007         4/1/2037             1505.45             1505.45        4/1/2007               145000
191033797                                         14.25       12/1/2006        11/1/2036              686.67              686.67        3/1/2007                57000
191034230                                         78.45        1/1/2007        12/1/2036              956.72              956.72        3/1/2007               125000
191034510                                         88.05        2/1/2007         1/1/2037             1992.34             1992.34        3/1/2007               285000
191034606                                          9.05        1/1/2007        12/1/2036             1325.61             1325.61        3/1/2007               171000
191034625                                         87.75        1/1/2007        12/1/2036             1130.21             1130.21        3/1/2007               175000
191034688                                          9.45        1/1/2007        12/1/2036             5230.46             5230.46        3/1/2007               624750
191034708                                           8.9        1/1/2007        12/1/2036             2188.97             2188.97        3/1/2007               274500
191034727                                          9.65        1/1/2007        12/1/2036                1277                1277        3/1/2007               155400
191034743                                          9.35        1/1/2007        12/1/2036             1551.97             1551.97        3/1/2007               187000
191034896                                          7.95        2/1/2007         1/1/2037             2474.44             2474.44        3/1/2007               373500
191035114                                           8.7        2/1/2007         1/1/2037             2192.77             2192.77        3/1/2007               280000
191035127                                          7.75        2/1/2007         1/1/2037             1450.73             1450.73        3/1/2007               202500
191035164                                         78.05        2/1/2007         1/1/2037             1368.34             1368.34        3/1/2007               185600
191035181                                         7.549        2/1/2007         1/1/2037             1387.57             1387.57        3/1/2007               209700
191035189                                         487.1        2/1/2007         1/1/2037             1609.49             1609.49        4/1/2007               256000
191035208                                         86.99        1/1/2007        12/1/2036             1256.93             1256.93        3/1/2007               202500
191035313                                           9.7        2/1/2007         1/1/2037             1770.85             1770.85        3/1/2007               207000
191035321                                         8.175        3/1/2007         2/1/2037             1282.34             1282.34        3/1/2007               181000
191035331                                          7.75        2/1/2007         1/1/2037             1650.26             1650.26        3/1/2007               230350
191035337                                         537.9        2/1/2007         1/1/2037             2166.63             2166.63        3/1/2007               315000
191035340                                          8.35        2/1/2007         1/1/2037             2381.63             2381.63        2/1/2007               330000
191035347                                          7.75        2/1/2007         1/1/2037             1894.54             1894.54        3/1/2007               280000
191035407                                         69.15        3/1/2007         2/1/2037             2079.37             2079.37        3/1/2007               255000
191035418                                          9.55        2/1/2007         1/1/2037             1641.72             1641.72        3/1/2007               194400
191035437                                           8.6        2/1/2007         1/1/2037              793.08              793.08        2/1/2007               102200
191035474                                         11.35        2/1/2007         1/1/2037             1103.67             1103.67        4/1/2007               112750
191035479                                          8.25        3/1/2007         2/1/2037             2704.56             2704.56        3/1/2007               360000
191035481                                         9.525        2/1/2007         1/1/2037             1128.72             1128.72        3/1/2007               139004
191035531                                         12.75        2/1/2007         1/1/2037              458.58              458.58        4/1/2007                42200
191035614                                         8.275        2/1/2007         1/1/2037             2119.44             2119.44        4/1/2007               296000
191035624                                           6.6        2/1/2007         1/1/2037             1566.13             1566.13        3/1/2007               284750
191035630                                          7.75        3/1/2007         2/1/2037             1623.89             1623.89        3/1/2007               240000
191035658                                         12.75        2/1/2007         1/1/2037              625.94              625.94        4/1/2007                57600
191035662                                          8.05        2/1/2007         1/1/2037                1410                1410        3/1/2007               191250
191035672                                          9.25        2/1/2007         1/1/2037             1037.39             1037.39        3/1/2007               126100
191035674                                          69.1        3/1/2007         2/1/2037             1974.94             1974.94        3/1/2007               253500
191035680                                          6.25        2/1/2007         1/1/2037             1416.67             1416.67        3/1/2007               272000
191035714                                          13.5        2/1/2007         1/1/2037              419.22              419.22        4/1/2007                36600
191035722                                         76.55        2/1/2007         1/1/2037             1348.26             1348.26        4/1/2007               247010
191035737                                          9.05        2/1/2007         1/1/2037             1648.77             1648.77        3/1/2007               204000
191035738                                          10.1        2/1/2007         1/1/2037             1671.16             1671.16        3/1/2007               195000
191035758                                           8.1        3/1/2007         2/1/2037             1613.41             1613.41        3/1/2007               229560
191035773                                         7.925        2/1/2007         1/1/2037             1804.23             1804.23        3/1/2007               261600
191035784                                          9.99        2/1/2007         1/1/2037             1878.18             1878.18        3/1/2007               214200
191035798                                          9.15        3/1/2007         2/1/2037             1174.23             1174.23        3/1/2007               144000
191035801                                        12.125        2/1/2007         1/1/2037              301.09              301.09        3/1/2007                29000
191035806                                           8.6        2/1/2007         1/1/2037             1862.43             1862.43        3/1/2007               240000
191035819                                         8.375        2/1/2007         1/1/2037             1968.19             1968.19        4/1/2007               272000
191035823                                         67.55        2/1/2007         1/1/2037              1422.8              1422.8        3/1/2007               215000
191035827                                          7.95        2/1/2007         1/1/2037             2116.18             2116.18        4/1/2007               306000
191035916                                         827.2        3/1/2007         2/1/2037             1629.09             1629.09        4/1/2007               240000
191035923                                           8.2        3/1/2007         2/1/2037             1580.55             1580.55        3/1/2007               231300
191035935                                          8.05        2/1/2007         1/1/2037             1600.79             1600.79        3/1/2007               228990
191035938                                         76.85        2/1/2007         1/1/2037             1160.08             1160.08        3/1/2007               190000
191035939                                          10.2        3/1/2007         2/1/2037             1148.56             1148.56        4/1/2007               132800
191035952                                           9.8        3/1/2007         2/1/2037             1540.15             1540.15        3/1/2007               178500
191035956                                          9.95        2/1/2007         1/1/2037              935.66              935.66        3/1/2007               110700
191035967                                         46.55        2/1/2007         1/1/2037              753.88              753.88        3/1/2007               127988
191036007                                         8.548        2/1/2007         1/1/2037             2950.67             2950.67        2/1/2007               400500
191036009                                           8.5        2/1/2007         1/1/2037             1731.93             1731.93        3/1/2007               236250
191036016                                         896.5        3/1/2007         2/1/2037             2224.74             2224.74        3/1/2007               380000
191036026                                           8.5        3/1/2007         2/1/2037              909.04              909.04        3/1/2007               124000
191036037                                          6.45        3/1/2007         2/1/2037              1526.5              1526.5        4/1/2007               284000
191036038                                           8.7        2/1/2007         1/1/2037             1436.82             1436.82        3/1/2007               192000
191036041                                         10.35        2/1/2007         1/1/2037             2084.38             2084.38        3/1/2007               237750
191036082                                          11.2        3/1/2007         2/1/2037             2082.47             2082.47        3/1/2007               215250
191036099                                         49.45        3/1/2007         2/1/2037             1046.51             1046.51        3/1/2007               125000
191036100                                         12.75        3/1/2007         2/1/2037              336.87              336.87        3/1/2007                31000
191036115                                         89.75        3/1/2007         2/1/2037             1065.35             1065.35        3/1/2007               124000
191036147                                         8.356        3/1/2007         2/1/2037              976.61              976.61        3/1/2007               140250
191036171                                          11.8        3/1/2007         2/1/2037              1155.1              1155.1        4/1/2007               114000
191036177                                           6.9        3/1/2007         2/1/2037              1891.5              1891.5        3/1/2007               287200
191036190                                         79.05        3/1/2007         2/1/2037             1899.32             1899.32        3/1/2007               235000
191036193                                         727.8        3/1/2007         2/1/2037                1144              1142.6        3/1/2007               176000
191036194                                           6.4        3/1/2007         2/1/2037             1416.53             1416.53        4/1/2007               265600
191036225                                         10.15        4/1/2007         3/1/2037             1333.01             1333.01        3/1/2007               150000
191036231                                          7.05        3/1/2007         2/1/2037             1987.71             1987.71        3/1/2007               318000
191036243                                         849.6        3/1/2007         2/1/2037                1564                1564        3/1/2007               195500
191036270                                          7.99        3/1/2007         2/1/2037             1041.84             1041.84        3/1/2007               150000
191036289                                           9.6        3/1/2007         2/1/2037             1825.44             1825.44        3/1/2007               223200
191036335                                           9.6        3/1/2007         2/1/2037              974.88              974.88        3/1/2007               119200
191036337                                         610.6        3/1/2007         2/1/2037             2200.43             2200.43        3/1/2007               238600
191036343                                          6.95        3/1/2007         2/1/2037             1365.34             1365.34        4/1/2007               221000
191036366                                          10.5        4/1/2007         3/1/2037              825.55              825.55        3/1/2007                90250
191036372                                          6.99        3/1/2007         2/1/2037             1503.66             1503.66        3/1/2007               242250
191036415                                          10.8        4/1/2007         3/1/2037              2565.7              2565.7        3/1/2007               273750
191036440                                         79.38        3/1/2007         2/1/2037             1467.11             1467.11        3/1/2007               211000
191036461                                           9.6        3/1/2007         2/1/2037             1378.26             1378.26        3/1/2007               162500
191036511                                          8.65        3/1/2007         2/1/2037              990.22              990.22        3/1/2007               133000
191036580                                         69.15        3/1/2007         2/1/2037              815.44              815.44        4/1/2007               100000
191036590                                           7.3        3/1/2007         2/1/2037             2058.69             2058.69        3/1/2007               320000
191036606                                           8.9        3/1/2007         2/1/2037             1914.91             1914.91        2/1/2007               250750
191036631                                         8.625        3/1/2007         2/1/2037             1050.02             1050.02        4/1/2007               135000
191036788                                            98        4/1/2007         3/1/2037             1613.28             1613.28        3/1/2007               237500
191036821                                         7.625        3/1/2007         2/1/2037             2255.73             2255.73        3/1/2007               355000
191036850                                          8.85        3/1/2007         2/1/2037             1567.46             1567.46        3/1/2007               209950
191036856                                          8.75        4/1/2007         3/1/2037             1601.49             1601.49        3/1/2007               203571
191036862                                         749.8        3/1/2007         2/1/2037             1543.17             1543.17        3/1/2007               178850
191036876                                          8.25        3/1/2007         2/1/2037             2833.03             2833.03        3/1/2007               377100
191036943                                           7.4        4/1/2007         3/1/2037             1381.66             1381.66        4/1/2007               218450
191036950                                          9.96        4/1/2007         3/1/2037              851.93              851.93        4/1/2007               100700
191036990                                          10.1        3/1/2007         2/1/2037             1471.26             1471.26        3/1/2007               166250
191036993                                           8.7        4/1/2007         3/1/2037             2617.13             2617.13        4/1/2007               356250
191037039                                         888.5        4/1/2007         3/1/2037             2156.22             2156.22        3/1/2007               300000
191037133                                          9.35        4/1/2007         3/1/2037             1083.06             1083.06        3/1/2007               130500
191037331                                         67.75        4/1/2007         3/1/2037             2593.46             2593.46        4/1/2007               362007
191037739                                         69.15        5/1/2007         4/1/2037             1002.99             1002.99        4/1/2007               123000
191038798                                          7.55        5/1/2007         4/1/2037              843.17              843.17        4/1/2007               120000
211048886                                          14.3       11/1/2006        10/1/2036              405.99              405.99        4/1/2007                33590
211048969                                          13.8       11/1/2006        10/1/2036              830.03              830.03        3/1/2007                71000
211049582                                          13.3        1/1/2007        12/1/2036               673.3               673.3        3/1/2007                59600
211049783                                          13.3       12/1/2006        11/1/2036              361.28              361.28        3/1/2007                31980
211049914                                         8.475        1/1/2007        12/1/2036              2719.2              2719.2        3/1/2007               385020
211049918                                         12.55        1/1/2007        12/1/2036              340.62              340.62        3/1/2007                31800
211050082                                           7.9        2/1/2007         1/1/2037             1177.42             1177.42        3/1/2007               162000
211050137                                          7.52        2/1/2007         1/1/2037                1410                1410        3/1/2007               225000
211050167                                         86.67        1/1/2007        12/1/2036             1261.74             1261.74        4/1/2007               227000
211050216                                         788.3        1/1/2007        12/1/2036             2282.99             2282.99        3/1/2007               318000
211050227                                          13.6        1/1/2007        12/1/2036              705.81              705.81        3/1/2007                61200
211050304                                            99        2/1/2007         1/1/2037             2570.77             2570.77        3/1/2007               319500
211050359                                         745.8        2/1/2007         1/1/2037             1471.75             1469.82        3/1/2007               304500
211050498                                           8.3        2/1/2007         1/1/2037             2552.25             2552.25        3/1/2007               369000
211050504                                         728.2        2/1/2007         1/1/2037             1974.07             1974.07        3/1/2007               264000
211050589                                         8.525        3/1/2007         2/1/2037              793.81              793.81        4/1/2007               103000
211050592                                         12.75        3/1/2007         2/1/2037              279.82              279.82        4/1/2007                25750
211050659                                         9.275        3/1/2007         2/1/2037             1471.71             1471.71        4/1/2007               178500
211050669                                          11.6        1/1/2007        12/1/2036               578.8               578.8        4/1/2007                58000
211050741                                         11.25        2/1/2007         1/1/2037             1165.51             1165.51        3/1/2007               120000
211050872                                          11.6        1/1/2007        12/1/2036              608.74              608.74        3/1/2007                61000
211050914                                         68.99        2/1/2007         1/1/2037              804.62              804.62        3/1/2007               100000
211050968                                        12.225        2/1/2007         1/1/2037              763.55              763.55        3/1/2007                73000
211051125                                         10.75        2/1/2007         1/1/2037             1468.69             1468.69        3/1/2007               157335
211051136                                          13.3        1/1/2007        12/1/2036              293.61              293.61        4/1/2007                25990
211051151                                         629.2        2/1/2007         1/1/2037             1457.92             1457.92        4/1/2007               178000
211051195                                          13.6        2/1/2007         1/1/2037              576.64              576.64        3/1/2007                50000
211051220                                         11.95        3/1/2007         2/1/2037              885.91              885.91        3/1/2007                86450
211051237                                         7.775        2/1/2007         1/1/2037             1066.44             1066.44        3/1/2007               148500
211051265                                          6.65        2/1/2007         1/1/2037             1685.16             1685.16        3/1/2007               262500
211051270                                          9.57        3/1/2007         2/1/2037              1908.3              1908.3        3/1/2007               234000
211051310                                         77.75        2/1/2007         1/1/2037             2242.37             2242.37        3/1/2007               313000
211051312                                          8.95        2/1/2007         1/1/2037             2421.11             2421.11        3/1/2007               302250
211051315                                          13.6        2/1/2007         1/1/2037              864.96              864.96        3/1/2007                75000
211051326                                          13.5        2/1/2007         1/1/2037              446.71              446.71        3/1/2007                39000
211051332                                           7.6        2/1/2007         1/1/2037             2358.44             2358.44        4/1/2007               354400
211051539                                         79.55        3/1/2007         2/1/2037             2229.49             2229.49        3/1/2007               264000
211051575                                          9.65        2/1/2007         1/1/2037             2896.19             2896.19        4/1/2007               340000
211051699                                          7.32        3/1/2007         2/1/2037             1428.82             1428.82        3/1/2007               208000
211051778                                         78.62        2/1/2007         1/1/2037             1803.63             1803.63        3/1/2007               243000
211051833                                         10.05        2/1/2007         1/1/2037             1692.04             1692.04        3/1/2007               192000
211051872                                          11.1        3/1/2007         2/1/2037             1125.95             1125.95        3/1/2007               117300
211051889                                         88.88        2/1/2007         1/1/2037             1946.87             1946.87        3/1/2007               280000
211051890                                          10.9        3/1/2007         2/1/2037              807.78              807.78        4/1/2007                85500
211051918                                         726.9        3/1/2007         2/1/2037              1572.3              1572.3        3/1/2007               256000
211051933                                          7.99        2/1/2007         1/1/2037             2257.85             2257.85        3/1/2007               308000
211051934                                          8.87        3/1/2007         2/1/2037             1924.43             1924.43        3/1/2007               241980
211051988                                         58.05        3/1/2007         2/1/2037             1268.08             1268.08        3/1/2007               172000
211052026                                         10.75        3/1/2007         2/1/2037              933.48              933.48        3/1/2007               100000
211052063                                           8.2        3/1/2007         2/1/2037             1057.02             1057.02        3/1/2007               148800
211052080                                         8.575        3/1/2007         2/1/2037             2040.11             2040.11        3/1/2007               263500
211052094                                         77.77        2/1/2007         1/1/2037             1736.99             1736.99        3/1/2007             241989.1
211052112                                           9.7        3/1/2007         2/1/2037             1732.36             1732.36        4/1/2007               202500
211052116                                          8.65        3/1/2007         2/1/2037             2286.09             2286.09        3/1/2007               293250
211052147                                           9.9        2/1/2007         1/1/2037             1494.12             1494.12        3/1/2007               171700
211052152                                           8.6        3/1/2007         2/1/2037             2079.71             2079.71        3/1/2007               268000
211052174                                         6.975        2/1/2007         1/1/2037              814.68              814.68        3/1/2007               140160
211052176                                         89.35        2/1/2007         1/1/2037              1402.5             1402.48        3/1/2007               180000
211052178                                         7.275        3/1/2007         2/1/2037              915.44              915.44        3/1/2007               151000
211052180                                          9.35        2/1/2007         1/1/2037             2749.72             2749.72        3/1/2007               344400
211052192                                           8.5        3/1/2007         2/1/2037              781.22              781.22        3/1/2007               101600
211052198                                            10        2/1/2007         1/1/2037             1222.41             1222.41        3/1/2007               139295
211052203                                         610.6        3/1/2007         2/1/2037             1392.56             1392.56        3/1/2007               151000
211052207                                         46.42        3/1/2007         2/1/2037             1284.97             1284.97        4/1/2007               205000
211052212                                          8.55        3/1/2007         2/1/2037               769.5               769.5        4/1/2007               108000
211052218                                           9.5        3/1/2007         2/1/2037             1112.45             1112.45        3/1/2007               132300
211052226                                          9.65        3/1/2007         2/1/2037             1609.94             1609.94        3/1/2007               189000
211052235                                         778.1        3/1/2007         2/1/2037             2324.03             2324.03        4/1/2007               344300
211052239                                          7.95        3/1/2007         2/1/2037             2080.91             2080.91        3/1/2007               300900
211052241                                          8.87        3/1/2007         2/1/2037             1590.57             1590.57        3/1/2007               200000
211052243                                          8.25        3/1/2007         2/1/2037             2941.21             2941.21        3/1/2007               391500
211052250                                         667.4        3/1/2007         2/1/2037             2769.66             2769.66        3/1/2007               400020
211052276                                          13.6        2/1/2007         1/1/2037              552.42              552.42        3/1/2007                47900
211052288                                         889.6        2/1/2007         1/1/2037             2093.69             2093.69        3/1/2007               256000
211052297                                         14.35        2/1/2007         1/1/2037              351.42              351.42        4/1/2007                28980
211052350                                           8.7        3/1/2007         2/1/2037              2725.3              2725.3        3/1/2007               348000
211052354                                          10.5        3/1/2007         2/1/2037             1344.67             1344.67        3/1/2007               147000
211052365                                          9.25        3/1/2007         2/1/2037             1694.71             1694.71        3/1/2007               206000
211052375                                         68.95        3/1/2007         2/1/2037             2763.55             2763.55        4/1/2007               345000
211052380                                         10.35        3/1/2007         2/1/2037              491.53              491.53        3/1/2007                54400
211052386                                         11.85        3/1/2007         2/1/2037              676.36              676.36        3/1/2007                66500
211052389                                         11.01        3/1/2007         2/1/2037             2187.32             2187.32        3/1/2007               229500
211052408                                          8.65        3/1/2007         2/1/2037             1584.08             1584.08        4/1/2007               203200
211052431                                        12.225        2/1/2007         1/1/2037              355.63              355.63        4/1/2007                34000
211052435                                           9.1        3/1/2007         2/1/2037             2679.03             2679.03        3/1/2007               330000
211052455                                         10.55        3/1/2007         2/1/2037             1022.73             1022.73        3/1/2007               111350
211052456                                          7.42        3/1/2007         2/1/2037             1496.72             1496.72        3/1/2007               229500
211052466                                          11.6        3/1/2007         2/1/2037              540.38              540.38        3/1/2007                54150
211052483                                          8.75        3/1/2007         2/1/2037             1219.39             1219.39        3/1/2007               155000
211052485                                         11.35        2/1/2007         1/1/2037             1777.61             1777.61        3/1/2007               181600
211052499                                         9.675        3/1/2007         2/1/2037             1386.29             1386.29        4/1/2007               168300
211052503                                         510.1        2/1/2007         1/1/2037              929.22              929.22        3/1/2007               105000
211052506                                           8.2        2/1/2007         1/1/2037              987.04              987.04        3/1/2007               132000
211052537                                           9.4        3/1/2007         2/1/2037             1500.42             1500.42        4/1/2007               180000
211052557                                          7.07        3/1/2007         2/1/2037             1641.53             1641.53        3/1/2007               245000
211052564                                          8.05        3/1/2007         2/1/2037             2477.17             2477.17        3/1/2007               336000
211052568                                         10.36        5/1/2007         4/1/2037             1886.26             1886.26        4/1/2007               208590
211052573                                          10.5        3/1/2007         2/1/2037              617.45              617.45        3/1/2007                67500
211052590                                          9.55        3/1/2007         2/1/2037             1117.28             1117.28        3/1/2007               132300
211052604                                          7.99        3/1/2007         2/1/2037             1418.99             1418.99        2/1/2007               204300
211052605                                           6.1        3/1/2007         2/1/2037             1769.67             1769.67        3/1/2007               317600
211052606                                         698.4        3/1/2007         2/1/2037              902.78              902.78        4/1/2007               118500
211052633                                          8.65        3/1/2007         2/1/2037             1246.34             1246.34        3/1/2007               167400
211052653                                         787.9        3/1/2007         2/1/2037             1395.47             1395.47        3/1/2007               192000
211052670                                         66.95        3/1/2007         2/1/2037              1224.6              1224.6        3/1/2007               185000
211052686                                          9.65        3/1/2007         2/1/2037             1022.18             1022.18        4/1/2007               120000
211052690                                         9.375        3/1/2007         2/1/2037              1330.8              1330.8        3/1/2007               160000
211052695                                          11.4        4/1/2007         3/1/2037             1404.04             1404.04        3/1/2007               142880
211052699                                         98.25        3/1/2007         2/1/2037             2856.56             2856.56        3/1/2007               400000
211052715                                         79.10        3/1/2007         2/1/2037             1138.21             1138.21        2/1/2007               129700
211052717                                           8.2        3/1/2007         2/1/2037             1917.99             1917.99        3/1/2007               256500
211052733                                          8.25        3/1/2007         2/1/2037              1255.1              1255.1        3/1/2007               175750
211052770                                         10.65        4/1/2007         3/1/2037              791.71              791.71        3/1/2007                85500
211052788                                         67.55        3/1/2007         2/1/2037             1148.17             1148.17        2/1/2007               173500
211052812                                           8.9        3/1/2007         2/1/2037             2214.65             2214.65        3/1/2007               290000
211052832                                          7.75        3/1/2007         2/1/2037             2305.63             2305.63        4/1/2007               357000
211052864                                           8.5        3/1/2007         2/1/2037             1161.22             1161.22        3/1/2007               158400
211052866                                         7.375        3/1/2007         2/1/2037             1091.34             1091.34        3/1/2007               158010
211052875                                          9.85        4/1/2007         3/1/2037             1169.79             1169.79        3/1/2007               135000
211052888                                         7.025        4/1/2007         3/1/2037             2337.18             2337.18        3/1/2007               375000
211052922                                          10.8        3/1/2007         2/1/2037             1268.79             1268.79        3/1/2007               135375
211052947                                         79.75        3/1/2007         2/1/2037              893.52              893.52        3/1/2007               104000
211052993                                         7.925        3/1/2007         2/1/2037             1238.52             1238.52        3/1/2007               170000
211052998                                          9.95        3/1/2007         2/1/2037              738.43              738.43        3/1/2007                84500
211053034                                          9.75        3/1/2007         2/1/2037              865.17              865.17        4/1/2007               100700
211053042                                          9.85        3/1/2007         2/1/2037              759.06              759.06        3/1/2007                87600
211053064                                          8.27        3/1/2007         2/1/2037             1613.73             1613.73        4/1/2007               214400
211053073                                          8.75        3/1/2007         2/1/2037             1592.28             1592.28        3/1/2007               202400
211053105                                         9.645        4/1/2007         3/1/2037             1892.78             1892.78        3/1/2007               222300
211053122                                          6.69        3/1/2007         2/1/2037             2157.53             2157.53        3/1/2007               387000
211053144                                          8.75        3/1/2007         2/1/2037             2215.14             2215.14        4/1/2007               294500
211053176                                         98.95        3/1/2007         2/1/2037              911.04              911.04        4/1/2007               118700
211053196                                          9.55        3/1/2007         2/1/2037             1360.88             1360.88        4/1/2007               171000
211053203                                          8.34        4/1/2007         3/1/2037             2270.99             2270.99        3/1/2007               315000
211053204                                           7.9        3/1/2007         2/1/2037              726.81              726.81        4/1/2007               100000
211053207                                          9.25        3/1/2007         2/1/2037             1151.75             1151.75        3/1/2007               140000
211053244                                           9.6        3/1/2007         2/1/2037             1692.08             1692.08        3/1/2007               199500
211053245                                           8.5        3/1/2007         2/1/2037             1547.71             1547.71        3/1/2007               218500
211053247                                           9.3        3/1/2007         2/1/2037             1404.71             1404.71        3/1/2007               170000
211053249                                          7.82        4/1/2007         3/1/2037             1131.29             1130.92        4/1/2007               173600
211053259                                           8.4        3/1/2007         2/1/2037             1073.74             1073.74        4/1/2007               148000
211053264                                          9.39        3/1/2007         2/1/2037             1732.72             1732.72        4/1/2007               208050
211053272                                          7.55        3/1/2007         2/1/2037              963.54              963.54        4/1/2007               145600
211053275                                         11.65        4/1/2007         3/1/2037              894.56              894.56        4/1/2007                89300
211053325                                          8.65        3/1/2007         2/1/2037             1247.31             1247.31        2/1/2007               160000
211053366                                          10.7        4/1/2007         3/1/2037             2052.83             2052.83        3/1/2007               220800
211053378                                           8.4        3/1/2007         2/1/2037             1508.44             1508.44        3/1/2007               198000
211053387                                          9.45        3/1/2007         2/1/2037               957.1               957.1        3/1/2007               114320
211053402                                          9.95        4/1/2007         3/1/2037             1037.93             1037.93        3/1/2007               118773
211053434                                        10.425        4/1/2007         3/1/2037             2674.39             2674.39        4/1/2007               303000
211053445                                         99.55        2/1/2007         1/1/2037             1080.97             1080.97        4/1/2007               128000
211053453                                         88.05        3/1/2007         2/1/2037             2233.88             2233.88        3/1/2007               333000
211053468                                         8.925        3/1/2007         2/1/2037             2357.74             2357.73        3/1/2007               295000
211053486                                          48.2        4/1/2007         3/1/2037              1130.6              1130.6        4/1/2007               151200
211053490                                           9.2        4/1/2007         3/1/2037             1400.58             1400.58        3/1/2007               171000
211053495                                         7.745        4/1/2007         3/1/2037              645.42              645.42        4/1/2007               100000
211053504                                          8.59        4/1/2007         3/1/2037             1474.62             1472.83        4/1/2007               206000
211053506                                         9.925        3/1/2007         2/1/2037             1224.34             1224.34        3/1/2007               140400
211053514                                            98        3/1/2007         2/1/2037             1981.16             1981.16        3/1/2007               270000
211053553                                           8.8        4/1/2007         3/1/2037             2402.43             2402.43        3/1/2007               304000
211053713                                          10.2        3/1/2007         2/1/2037              937.01              937.01        4/1/2007               105000
211053717                                         10.85        4/1/2007         3/1/2037             2536.01             2536.01        4/1/2007               269500
211053727                                           8.4        3/1/2007         2/1/2037             1999.06             1999.06        3/1/2007               262400
211053795                                          10.6        4/1/2007         3/1/2037             3404.98             3404.98        3/1/2007               383500
211053854                                          8.95        4/1/2007         3/1/2037             2146.75             2146.75        3/1/2007               268000
211053948                                         789.6        2/1/2007         1/1/2037             2903.37             2903.36        3/1/2007               355000
211053960                                            88        4/1/2007         3/1/2037                1680                1680        3/1/2007               252000
211053996                                         8.112        4/1/2007         3/1/2037             1293.59             1293.59        4/1/2007               188000
211054000                                           9.2        4/1/2007         3/1/2037              819.34              819.34        3/1/2007               100035
211054218                                          8.25        4/1/2007         3/1/2037              2062.6              2062.6        4/1/2007               274550
211054245                                          8.45        4/1/2007         3/1/2037             2113.13             2113.13        4/1/2007               289750
211054289                                         9.065        4/1/2007         3/1/2037             1729.89             1729.89        4/1/2007               213750
211054465                                         8.725        4/1/2007         3/1/2037              984.28              984.28        3/1/2007               125400
211054506                                           8.1        4/1/2007         3/1/2037             2851.61             2851.61        3/1/2007               415000
211054521                                          8.65        4/1/2007         3/1/2037             1870.34             1870.34        4/1/2007               239920
211055042                                         79.77        5/1/2007         4/1/2037             2007.83             2007.83        4/1/2007               233300
211055197                                         87.85        2/1/2007         1/1/2037             2003.64             2003.64        4/1/2007               277000
211055291                                          10.3        5/1/2007         4/1/2037             2383.13             2383.13        4/1/2007               276000
211055367                                         9.925        5/1/2007         4/1/2037             1114.46             1114.46        4/1/2007               127800
211055463                                         10.05        5/1/2007         4/1/2037             1142.12             1142.12        4/1/2007               129600
231085692                                          11.5       12/1/2006        11/1/2036              249.55              249.55        3/1/2007                25200
231085797                                         13.75       11/1/2006        10/1/2036              512.65              512.65        4/1/2007                44000
231086410                                         14.05       12/1/2006        11/1/2036              592.04              592.04        3/1/2007                49800
231086667                                         13.75       12/1/2006        11/1/2036              498.44              498.44        2/1/2007                42780
231086742                                         88.99        1/1/2007        12/1/2036              2247.5              2247.5        3/1/2007               300000
231086750                                          13.3       12/1/2006        11/1/2036              553.55              553.55        3/1/2007                49000
231086760                                        12.925       12/1/2006        11/1/2036              825.26              825.26        2/1/2007                75000
231086766                                          13.3        1/1/2007        12/1/2036              334.39              334.39        3/1/2007                29600
231086768                                         77.31        1/1/2007        12/1/2036             1509.75             1509.75        3/1/2007               220000
231086780                                          7.37        2/1/2007         1/1/2037             1540.83             1540.83        4/1/2007               223200
231086825                                          9.45        3/1/2007         2/1/2037             1161.63             1161.63        3/1/2007               138750
231087171                                           9.5        2/1/2007         1/1/2037             1366.39             1366.39        3/1/2007               162500
231087275                                         67.45        2/1/2007         1/1/2037              939.32              939.32        4/1/2007               135000
231087281                                          6.85        1/1/2007        12/1/2036             2283.58             2283.58        2/1/2007               348500
231087421                                         56.17        2/1/2007         1/1/2037             1273.86             1273.86        4/1/2007               208650
231087437                                          8.72        2/1/2007         1/1/2037              1631.1              1631.1        3/1/2007               207900
231087449                                           9.4        2/1/2007         1/1/2037              989.61              989.61        3/1/2007               118720
231087497                                         48.55        3/1/2007         2/1/2037             1105.35             1105.35        3/1/2007               150000
231087512                                         887.6        3/1/2007         2/1/2037             2506.57             2506.57        3/1/2007               355000
231087566                                          8.95        3/1/2007         2/1/2037              893.95              893.95        3/1/2007               111600
231087571                                           9.6        3/1/2007         2/1/2037             2239.14             2239.14        3/1/2007               264000
231087577                                          11.6        2/1/2007         1/1/2037              322.73              322.73        4/1/2007                32340
231087621                                        12.225        2/1/2007         1/1/2037              376.55              376.55        3/1/2007                36000
231087705                                        12.225        2/1/2007         1/1/2037              385.65              385.65        4/1/2007                36870
231087728                                          8.35        3/1/2007         2/1/2037             1153.34             1153.34        4/1/2007               165750
231087847                                         7.625        3/1/2007         2/1/2037             1663.32             1663.32        3/1/2007               235000
231087866                                         648.4        3/1/2007         2/1/2037             2209.33             2209.33        4/1/2007               290000
231087868                                         787.5        2/1/2007         1/1/2037             1964.79             1964.79        3/1/2007               281000
231087895                                         56.45        2/1/2007         1/1/2037             1454.75             1454.75        3/1/2007               250000
231087907                                         87.72        2/1/2007         1/1/2037             1635.84             1635.84        3/1/2007               229000
231087960                                           9.8        3/1/2007         2/1/2037              862.83              862.83        3/1/2007               100000
231088148                                           8.4        2/1/2007         1/1/2037                1414                1414        3/1/2007               202000
231088584                                         9.763        2/1/2007         1/1/2037             1237.46             1237.46        4/1/2007               152100
231088660                                           6.9        2/1/2007         1/1/2037             1284.27             1284.27        3/1/2007               195000
231088731                                          9.55        3/1/2007         2/1/2037             1269.46             1269.46        3/1/2007               150320
231088748                                           8.7        2/1/2007         1/1/2037             2357.29             2357.29        4/1/2007               315000
231088774                                         57.05        3/1/2007         2/1/2037              875.09              875.09        4/1/2007               140000
231088783                                           8.2        3/1/2007         2/1/2037             2879.75             2879.75        3/1/2007               385120
231088804                                         648.4        3/1/2007         2/1/2037             1074.19             1074.19        3/1/2007               141000
231088817                                          10.6        4/1/2007         3/1/2037             3767.28             3767.28        4/1/2007               408500
231088839                                         710.5        3/1/2007         2/1/2037             1280.64             1280.64        3/1/2007               140000
231088852                                         528.3        3/1/2007         2/1/2037             1018.96             1018.96        3/1/2007               135000
231088860                                            12        3/1/2007         2/1/2037             1342.34             1342.34        3/1/2007               130500
231088896                                          78.7        2/1/2007         1/1/2037             1494.82             1494.82        3/1/2007               199750
231088914                                        12.225        2/1/2007         1/1/2037              529.26              529.26        4/1/2007                50600
231088939                                         637.5        2/1/2007         1/1/2037             2447.39             2447.39        3/1/2007               350020
231088948                                         10.95        2/1/2007         1/1/2037             3272.49             3272.49        4/1/2007               345000
231088951                                         79.95        3/1/2007         2/1/2037             1092.35             1092.35        3/1/2007               125000
231088965                                          9.99        3/1/2007         2/1/2037             1381.01             1381.01        4/1/2007               157500
231088971                                         846.2        2/1/2007         1/1/2037             1725.63             1725.63        3/1/2007             333993.8
231088972                                         77.95        2/1/2007         1/1/2037             2482.96             2482.96        3/1/2007               340000
231088982                                          9.64        2/1/2007         1/1/2037             1286.84             1286.84        3/1/2007               151200
231089023                                          8.67        3/1/2007         2/1/2037             1858.76             1858.76        3/1/2007               238000
231089026                                         77.25        3/1/2007         2/1/2037             1540.63             1540.63        3/1/2007               255000
231089055                                          7.75        3/1/2007         2/1/2037              863.71              863.71        3/1/2007               127650
231089062                                          7.65        2/1/2007         1/1/2037              2234.4              2234.4        3/1/2007               333900
231089163                                         69.19        2/1/2007         1/1/2037              1320.4              1320.4        4/1/2007               167986
231089220                                         13.35        2/1/2007         1/1/2037              576.11              576.11        4/1/2007                50820
231089254                                         7.775        3/1/2007         2/1/2037               926.4               926.4        3/1/2007               129000
231089257                                         77.45        2/1/2007         1/1/2037              981.07              981.07        3/1/2007               141000
231089296                                          8.35        3/1/2007         2/1/2037             2574.46             2574.46        2/1/2007               339500
231089298                                          7.35        3/1/2007         2/1/2037             1714.58             1714.58        4/1/2007               265000
231089311                                          47.9        3/1/2007         2/1/2037              2224.1              2224.1        3/1/2007               306010
231089313                                           9.9        3/1/2007         2/1/2037             1242.63             1242.63        4/1/2007               142800
231089352                                         79.25        2/1/2007         1/1/2037             1250.47             1250.47        3/1/2007               152000
231089355                                          8.55        2/1/2007         1/1/2037              910.73              910.73        3/1/2007               117900
231089367                                          9.55        2/1/2007         1/1/2037              646.05              646.05        3/1/2007                76500
231089381                                          9.55        3/1/2007         2/1/2037              1368.1              1368.1        3/1/2007               162000
231089389                                         78.65        3/1/2007         2/1/2037             1403.22             1403.22        3/1/2007               180000
231089397                                          9.45        3/1/2007         2/1/2037              834.39              834.39        3/1/2007               103500
231089399                                          9.15        3/1/2007         2/1/2037              913.29              913.29        3/1/2007               112000
231089403                                          8.45        2/1/2007         1/1/2037              912.32              912.32        3/1/2007               119200
231089410                                          9.65        4/1/2007         3/1/2037             1073.29             1073.29        4/1/2007               126000
231089415                                           7.9        3/1/2007         2/1/2037              872.17              872.17        4/1/2007               120000
231089423                                          8.99        3/1/2007         2/1/2037             3038.75             3038.75        3/1/2007               378000
231089429                                         786.1        3/1/2007         2/1/2037             1610.31             1610.31        3/1/2007               289000
231089432                                         7.875        3/1/2007         2/1/2037              1044.1              1044.1        4/1/2007               144000
231089444                                         9.225        3/1/2007         2/1/2037             1052.76             1052.76        3/1/2007               128250
231089445                                         77.55        3/1/2007         2/1/2037             2107.92             2107.92        3/1/2007               300000
231089455                                         579.8        3/1/2007         2/1/2037              905.97              905.97        4/1/2007               105000
231089457                                         7.725        3/1/2007         2/1/2037             1000.56             1000.56        3/1/2007               140000
231089471                                           9.9        3/1/2007         2/1/2037             1078.17             1078.17        3/1/2007               123900
231089479                                          8.55        3/1/2007         2/1/2037             2273.35             2273.35        3/1/2007               294300
231089486                                          10.1        3/1/2007         2/1/2037             1345.15             1345.15        3/1/2007               152000
231089506                                          8.32        2/1/2007         1/1/2037             1275.73              1275.7        4/1/2007               184000
231089508                                           7.6        3/1/2007         2/1/2037             2503.74             2503.74        3/1/2007               354600
231089529                                         668.4        3/1/2007         2/1/2037             3047.35             3047.35        4/1/2007               400000
231089549                                          8.07        3/1/2007         2/1/2037             1506.85             1506.85        3/1/2007               204000
231089556                                         76.97        3/1/2007         2/1/2037             1578.63             1578.63        3/1/2007               238000
231089572                                         10.05        3/1/2007         2/1/2037              754.37              754.37        3/1/2007                85600
231089576                                         77.02        3/1/2007         2/1/2037             1533.29             1533.29        3/1/2007               230000
231089611                                           9.5        2/1/2007         1/1/2037             2704.19             2704.19        3/1/2007               321600
231089614                                         9.615        3/1/2007         2/1/2037             2828.03             2828.03        3/1/2007               333000
231089617                                           8.7        3/1/2007         2/1/2037             1002.41             1002.41        3/1/2007               128000
231089681                                         329.3        3/1/2007         2/1/2037             1528.66             1528.66        3/1/2007               185000
231089686                                           9.7        3/1/2007         2/1/2037             1432.08             1432.08        3/1/2007               167400
231089698                                          9.75        3/1/2007         2/1/2037             1291.31             1291.31        3/1/2007               150300
231089703                                           9.9        3/1/2007         2/1/2037             1386.21             1386.21        3/1/2007               159300
231089712                                         53.98        3/1/2007         2/1/2037              1247.4              1247.4        3/1/2007               170000
231089723                                           9.4        4/1/2007         3/1/2037             1275.36             1275.36        3/1/2007               153000
231089750                                        8.5125        2/1/2007         1/1/2037             2285.82             2285.82        3/1/2007               311400
231089760                                         9.395        3/1/2007         2/1/2037             1764.24             1764.24        3/1/2007               223250
231089766                                          9.05        3/1/2007         2/1/2037             2509.53             2509.53        3/1/2007               310500
231089833                                         59.27        4/1/2007         3/1/2037             1583.63             1583.63        3/1/2007               205000
231089893                                         577.4        3/1/2007         2/1/2037              692.38              692.38        4/1/2007               100000
231089910                                         68.95        3/1/2007         2/1/2037              1401.8              1401.8        3/1/2007               175000
231089913                                           7.4        3/1/2007         2/1/2037             2573.49             2573.49        3/1/2007               395500
231089918                                          9.78        3/1/2007         2/1/2037             1042.24             1042.24        4/1/2007               121000
231089927                                           8.8        3/1/2007         2/1/2037             2489.36             2489.36        3/1/2007               315000
231089929                                         7.825        3/1/2007         2/1/2037              1443.2              1443.2        3/1/2007               200000
231089954                                           7.9        3/1/2007         2/1/2037             1131.05             1131.05        3/1/2007               155620
231089959                                           7.5        3/1/2007         2/1/2037             1895.92             1895.92        4/1/2007               271150
231089963                                          8.99        3/1/2007         2/1/2037             2845.82             2845.82        4/1/2007               354000
231089965                                         79.64        3/1/2007         2/1/2037             1276.63             1276.63        3/1/2007               150000
231089979                                          10.4        3/1/2007         2/1/2037             1249.77             1249.77        3/1/2007               137750
231089980                                         47.85        3/1/2007         2/1/2037             1265.84             1265.84        3/1/2007               175000
231090063                                          8.99        3/1/2007         2/1/2037             2459.94             2459.94        3/1/2007               306000
231090074                                         579.5        3/1/2007         2/1/2037             2312.35             2312.35        3/1/2007               275000
231090079                                         11.95        3/1/2007         2/1/2037             1191.29             1191.29        3/1/2007               116250
231090084                                           8.8        3/1/2007         2/1/2037             2117.93             2117.93        3/1/2007               268000
231090112                                          9.35        2/1/2007         1/1/2037             1460.69             1460.68        4/1/2007               176000
231090122                                         88.67        3/1/2007         2/1/2037              1651.8              1651.8        4/1/2007               211500
231090124                                          56.7        3/1/2007         2/1/2037              621.43              621.43        3/1/2007               100000
231090132                                         68.25        3/1/2007         2/1/2037              1045.5              1045.5        3/1/2007               146400
231090134                                         68.15        3/1/2007         2/1/2037             1265.22             1265.22        3/1/2007               170000
231090146                                         66.99        3/1/2007         2/1/2037             2538.89             2538.89        3/1/2007               382000
231090147                                          7.62        3/1/2007         2/1/2037             1439.66             1439.66        3/1/2007               203500
231090198                                          9.15        3/1/2007         2/1/2037             2421.85             2421.85        3/1/2007               297000
231090214                                         69.46        3/1/2007         2/1/2037             1571.13             1571.13        3/1/2007               187500
231090221                                           8.5        3/1/2007         2/1/2037                 850                 850        3/1/2007               120000
231090262                                          8.45        3/1/2007         2/1/2037             1446.94             1446.94        4/1/2007               189050
231090277                                         76.82        3/1/2007         2/1/2037             1295.35             1295.35        3/1/2007               227920
231090279                                          8.85        3/1/2007         2/1/2037              2744.9              2744.9        3/1/2007               361250
231090297                                           8.1        4/1/2007         3/1/2037             1941.56             1941.56        3/1/2007               276250
231090333                                          10.7        3/1/2007         2/1/2037             3312.14             3312.14        2/1/2007               356250
231090345                                         77.45        3/1/2007         2/1/2037             4244.34             4244.34        3/1/2007               610000
231090360                                          13.7        3/1/2007         2/1/2037              508.59              508.59        4/1/2007                43800
231090362                                           9.4        4/1/2007         3/1/2037              416.78              416.78        3/1/2007                50000
231090370                                         13.45        3/1/2007         2/1/2037              342.44              342.44        3/1/2007                30000
231090400                                         10.55        4/1/2007         3/1/2037             1622.95             1622.95        3/1/2007               176700
231090404                                         99.05        4/1/2007         3/1/2037             1192.13             1192.13        3/1/2007               147500
231090436                                         758.7        3/1/2007         2/1/2037              888.85              888.85        4/1/2007               113500
231090467                                          9.05        3/1/2007         2/1/2037             2856.26             2856.26        3/1/2007               353400
231090627                                           8.3        4/1/2007         3/1/2037             2115.28             2115.28        3/1/2007               280250
231090630                                          9.52        4/1/2007         3/1/2037             1840.46             1840.46        3/1/2007               218500
231090650                                         10.15        4/1/2007         3/1/2037             1249.48             1249.48        4/1/2007               140600
231090669                                          8.54        4/1/2007         3/1/2037             1559.51             1559.51        3/1/2007               211850
231090681                                          9.45        4/1/2007         3/1/2037             1101.56             1101.56        3/1/2007               131575
231090723                                          8.75        3/1/2007         2/1/2037             1321.66             1321.66        3/1/2007               168000
231090742                                         10.65        4/1/2007         3/1/2037              583.36              583.36        3/1/2007                63000
231090825                                           9.1        4/1/2007         3/1/2037                2275                2275        3/1/2007               300000
231090864                                          8.95        4/1/2007         3/1/2037             1358.54             1358.54        4/1/2007               169600
231090866                                          8.15        4/1/2007         3/1/2037              911.66              911.66        4/1/2007               131920
231090869                                           8.7        4/1/2007         3/1/2037             1481.72             1481.72        3/1/2007               198000
231090896                                          7.35        4/1/2007         3/1/2037             2094.48             2094.48        3/1/2007               304000
231090898                                          29.3        4/1/2007         3/1/2022             1032.19             1032.19        3/1/2007               100000
231090905                                           9.7        4/1/2007         3/1/2037             2709.34             2709.34        3/1/2007               332500
231090985                                          9.23        4/1/2007         3/1/2037             1694.23             1694.23        4/1/2007               214700
231090997                                          7.87        4/1/2007         3/1/2037             1795.86             1795.86        4/1/2007               247800
231091145                                          10.1        4/1/2007         3/1/2037             3320.85             3320.85        3/1/2007               375250
231091290                                           9.5        4/1/2007         3/1/2037             1629.58             1629.58        3/1/2007               193800
231091326                                          7.91        4/1/2007         3/1/2037             1743.77             1743.77        4/1/2007               239694
231091483                                         8.225        4/1/2007         3/1/2037             2349.71             2349.71        3/1/2007               313500
231092464                                        11.925        5/1/2007         4/1/2022              784.15              784.15        4/1/2007                65600
231092537                                         711.5        5/1/2007         4/1/2037              831.84              831.84        4/1/2007                84000
231092713                                          9.65        5/1/2007         4/1/2037              564.76              564.76        4/1/2007                66300
231092990                                           8.7        5/1/2007         4/1/2037             2336.47             2336.47        4/1/2007               298350
321037209                                          14.3       11/1/2006        10/1/2036              464.12              464.12        3/1/2007                38400
321037446                                          14.3       12/1/2006        11/1/2036               809.8               809.8        4/1/2007                67000
321037694                                         14.25       12/1/2006        11/1/2036              301.17              301.17        3/1/2007                25000
321037756                                         14.05        1/1/2007        12/1/2036              380.43              380.43        4/1/2007                32000
321037770                                         14.05       12/1/2006        11/1/2036              380.19              380.19        2/1/2007                31980
321038352                                          13.5       12/1/2006        11/1/2036              446.71              446.71        3/1/2007                39000
321039025                                           8.5        2/1/2007         1/1/2037              737.54              737.54        3/1/2007                95920
321039053                                         7.525        2/1/2007         1/1/2037             1619.14             1619.14        3/1/2007               231000
321039074                                          13.5        1/1/2007        12/1/2036              446.71              446.71        3/1/2007                39000
321039129                                         679.6        2/1/2007         1/1/2037             2578.41             2578.41        3/1/2007               304000
321039130                                          8.35        2/1/2007         1/1/2037             1327.94             1327.94        3/1/2007               184000
321039134                                         12.75        1/1/2007        12/1/2036              275.59              275.59        3/1/2007                25360
321039142                                           7.6        1/1/2007        12/1/2036             1165.02             1165.02        3/1/2007               165000
321039219                                         838.5        3/1/2007         2/1/2037              2191.4              2191.4        3/1/2007               285000
321039231                                          8.75        2/1/2007         1/1/2037             1345.26             1345.26        3/1/2007               171000
321039242                                          8.81        3/1/2007         2/1/2037              732.55              732.55        2/1/2007                96800
321039265                                           9.5        3/1/2007         2/1/2037              914.85              914.85        2/1/2007               108800
321039301                                         768.1        1/1/2007        12/1/2036              1185.2              1185.2        4/1/2007               160000
321039331                                         7.225        2/1/2007         1/1/2037             1077.88             1077.88        4/1/2007               158400
321039361                                         607.7        2/1/2007         1/1/2037             1016.08             1016.08        3/1/2007               151000
321039373                                           8.7        2/1/2007         1/1/2037             1298.04             1298.04        4/1/2007               165750
321039430                                         767.2        3/1/2007         2/1/2037             1729.95             1729.95        4/1/2007               272000
321039442                                         57.45        2/1/2007         1/1/2037             2224.89             2224.89        3/1/2007               340000
321039446                                         12.75        2/1/2007         1/1/2037              343.18              343.18        3/1/2007                31580
321039480                                          6.75        3/1/2007         2/1/2037             1330.92             1330.92        3/1/2007               205200
321039489                                           7.8        2/1/2007         1/1/2037              832.06              832.06        2/1/2007               122299
321039509                                           9.2        3/1/2007         2/1/2037              885.14              885.14        4/1/2007               112500
321039556                                          11.2        3/1/2007         2/1/2037              822.35              822.35        3/1/2007                85000
321039614                                           8.9        2/1/2007         1/1/2037             1084.03             1084.03        3/1/2007               141950
321039676                                          13.5        2/1/2007         1/1/2037              365.39              365.39        3/1/2007                31900
321039718                                         718.7        3/1/2007         2/1/2037             1769.88             1769.88        3/1/2007               226000
321039734                                          7.65        2/1/2007         1/1/2037             1166.52             1166.52        3/1/2007               174320
321039743                                          11.5        2/1/2007         1/1/2037              431.57              431.57        3/1/2007                43580
321039783                                         13.75        3/1/2007         2/1/2037              494.01              494.01        3/1/2007                42400
321039820                                           7.7        2/1/2007         1/1/2037             1257.66             1257.66        3/1/2007               176400
321039847                                         899.5        3/1/2007         2/1/2037              1159.2              1159.2        3/1/2007               143100
321039854                                          8.75        2/1/2007         1/1/2037             1136.78             1136.78        3/1/2007               144500
321039871                                         11.05        3/1/2007         2/1/2037             1340.94             1340.94        3/1/2007               140250
321039875                                          7.35        3/1/2007         2/1/2037             1335.43             1335.43        4/1/2007               206400
321039877                                          8.35        3/1/2007         2/1/2037              1398.7              1398.7        3/1/2007               184450
321039901                                          78.2        2/1/2007         1/1/2037             1398.22             1398.22        3/1/2007             186989.5
321039949                                         78.35        3/1/2007         2/1/2037             2046.04             2046.04        3/1/2007               283500
321039958                                           7.8        3/1/2007         2/1/2037              979.02              979.02        3/1/2007               136000
321039962                                          9.05        3/1/2007         2/1/2037                 907                 907        3/1/2007               117000
321039965                                         58.25        3/1/2007         2/1/2037             2704.56             2704.56        3/1/2007               360000
321039984                                           8.1        3/1/2007         2/1/2037              2087.4              2087.4        2/1/2007               297000
321040028                                           7.4        3/1/2007         2/1/2037             1305.29             1305.29        3/1/2007               200600
321040046                                          9.15        3/1/2007         2/1/2037             1480.84             1480.84        3/1/2007               181600
321040083                                          8.39        3/1/2007         2/1/2037             1164.53             1164.53        3/1/2007               153000
321040148                                           7.4        3/1/2007         2/1/2037             1471.31             1471.31        3/1/2007               212500
321040157                                         827.5        3/1/2007         2/1/2037             1048.82             1048.82        3/1/2007               150000
321040170                                           8.7        4/1/2007         3/1/2037              2975.9              2975.9        3/1/2007               380000
321040172                                           9.2        3/1/2007         2/1/2037             1043.29             1043.29        3/1/2007               132600
321040232                                         7.844        3/1/2007         2/1/2037             1011.77             1011.77        3/1/2007               148000
321040246                                           7.7        3/1/2007         2/1/2037             1658.02             1658.02        3/1/2007               246400
321040250                                           7.3        3/1/2007         2/1/2037              668.56              668.56        4/1/2007               103920
321040262                                          7.85        3/1/2007         2/1/2037             1216.29             1216.29        4/1/2007               168150
321040281                                           7.7        3/1/2007         2/1/2037             1124.69             1124.69        3/1/2007               171500
321040304                                         847.2        3/1/2007         2/1/2037             1181.09             1181.09        3/1/2007               174000
321040305                                           7.7        3/1/2007         2/1/2037             1246.54             1246.54        3/1/2007               185250
321040337                                         88.25        3/1/2007         2/1/2037             2982.65             2982.65        3/1/2007             397016.6
321040417                                          10.2        3/1/2007         2/1/2037             1076.25             1076.25        3/1/2007               124440
321040429                                          7.99        3/1/2007         2/1/2037             1416.91             1416.91        4/1/2007               204000
321040471                                          8.15        3/1/2007         2/1/2037             1031.53             1031.53        3/1/2007               138600
321040475                                           7.3        3/1/2007         2/1/2037             1743.45             1743.45        3/1/2007               271000
321040507                                         910.7        3/1/2007         2/1/2037             1320.74             1320.74        3/1/2007               147400
321040550                                         98.35        3/1/2007         2/1/2037             1300.62             1300.62        3/1/2007               184000
321040589                                           8.6        3/1/2007         2/1/2037              994.92              994.92        4/1/2007               134320
321040594                                         99.96        3/1/2007         2/1/2037             1132.59             1132.59        3/1/2007               129495
321040692                                          9.85        3/1/2007         2/1/2037             1077.71             1077.71        3/1/2007               128700
321040714                                          8.75        4/1/2007         3/1/2037             1522.65             1522.65        3/1/2007               206150
321040731                                           8.5        4/1/2007         3/1/2037             1407.54             1407.54        3/1/2007               192000
321040801                                         10.75        3/1/2007         2/1/2037             1236.91             1236.91        3/1/2007               132505
321040803                                           8.1        3/1/2007         2/1/2037               888.9               888.9        4/1/2007               120000
331049464                                           114       11/1/2006        10/1/2036              521.34              521.34        3/1/2007                44000
331049778                                         57.92        2/1/2007         1/1/2037             1456.39             1456.39        3/1/2007               200000
331050358                                          7.45        1/1/2007        12/1/2036              1897.7              1897.7        3/1/2007               290000
331050438                                         77.15        1/1/2007        12/1/2036              1930.5              1930.5        3/1/2007               324000
331050449                                           7.5        1/1/2007        12/1/2036             1761.98             1761.98        3/1/2007               267750
331050537                                          8.12        2/1/2007         1/1/2037             1584.75             1584.75        2/1/2007               225000
331050749                                          9.35        2/1/2007         1/1/2037             2222.14             2222.14        3/1/2007               267750
331050756                                         66.99        1/1/2007        12/1/2036             1837.29             1837.29        4/1/2007               296000
331050804                                         10.15        2/1/2007         1/1/2037              887.79              887.79        3/1/2007                99900
331050876                                          7.75        2/1/2007         1/1/2037             2493.11             2493.11        3/1/2007               348000
331050918                                         8.825        2/1/2007         1/1/2037             2578.17             2578.17        3/1/2007               325500
331051022                                         8.725        3/1/2007         2/1/2037             2982.68             2982.68        3/1/2007               380000
331051030                                         10.62        2/1/2007         1/1/2037              2239.1              2239.1        3/1/2007               242400
331051055                                           7.1        2/1/2007         1/1/2037             1874.97             1874.97        3/1/2007               279000
331051103                                          8.75        2/1/2007         1/1/2037             2707.81             2707.81        3/1/2007               360000
331051169                                          8.99        2/1/2007         1/1/2037             1660.06             1660.06        4/1/2007               206500
331051204                                         796.9        3/1/2007         2/1/2037             2733.19             2733.19        3/1/2007               415000
331051350                                         48.95        3/1/2007         2/1/2037             2098.69             2098.69        3/1/2007               262000
331051396                                          9.55        2/1/2007         1/1/2037             2620.08             2620.08        3/1/2007               310250
331051455                                          6.75        2/1/2007         1/1/2037             2149.46             2149.46        4/1/2007               356250
331051457                                         96.05        4/1/2007         3/1/2037             1789.79             1789.79        3/1/2007               355000
331051486                                         547.5        2/1/2007         1/1/2037             2093.75             2093.75        3/1/2007               335000
331051490                                         87.45        3/1/2007         2/1/2037             3756.06             3756.06        3/1/2007               573988
331051598                                         88.92        3/1/2007         2/1/2037             1805.89             1805.89        3/1/2007               236000
331051757                                         610.3        3/1/2007         2/1/2037             1709.66             1709.66        3/1/2007               190000
331051760                                           8.6        2/1/2007         1/1/2037             2473.54             2473.54        3/1/2007               318750
331051767                                          6.75        2/1/2007         1/1/2037             1846.27             1846.27        3/1/2007               306000
331051792                                         710.2        2/1/2007         1/1/2037             1284.14             1284.14        3/1/2007               143900
331052034                                          8.65        3/1/2007         2/1/2037             1093.35             1093.35        3/1/2007               140250
331052041                                          9.45        3/1/2007         2/1/2037             2913.49             2913.49        3/1/2007               348000
331052065                                         78.65        3/1/2007         2/1/2037              584.68              584.68        3/1/2007                75000
331052069                                         7.145        2/1/2007         1/1/2037             1421.98             1421.98        3/1/2007               225000
331052095                                           9.3        2/1/2007         1/1/2037             2788.77             2788.77        3/1/2007               337500
331052104                                          8.35        2/1/2007         1/1/2037             2832.28             2832.28        3/1/2007               373500
331052108                                         448.4        3/1/2007         2/1/2037             1447.49             1447.49        4/1/2007               190000
331052112                                           6.3        2/1/2007         1/1/2037             2227.95             2227.95        4/1/2007               390000
331052118                                         878.1        3/1/2007         2/1/2037             2621.54             2621.54        3/1/2007               373000
331052149                                          8.27        2/1/2007         1/1/2037             1706.83             1706.83        4/1/2007               238500
331052182                                          70.9        3/1/2007         2/1/2037             1146.59             1146.59        3/1/2007               142500
331052211                                         87.25        2/1/2007         1/1/2037             1637.48             1637.48        3/1/2007               255987
331052248                                         48.99        2/1/2007         1/1/2037             2411.92             2411.92        3/1/2007               300026
331052280                                          8.82        2/1/2007         1/1/2037             1796.77             1796.77        4/1/2007               226950
331052321                                         78.25        2/1/2007         1/1/2037             2320.95             2320.95        3/1/2007               325000
331052336                                           6.9        3/1/2007         2/1/2037             2097.64             2097.64        3/1/2007               318500
331052356                                         737.1        3/1/2007         2/1/2037             1774.98             1774.98        3/1/2007               299997
331052379                                           8.9        2/1/2007         1/1/2037             1030.29             1030.29        4/1/2007               129200
331052388                                          9.05        3/1/2007         2/1/2037             1004.68             1004.68        4/1/2007               129600
331052425                                          10.5        3/1/2007         2/1/2037              637.57              637.57        4/1/2007                69700
331052437                                         58.45        2/1/2007         1/1/2037             2296.12             2296.12        4/1/2007               300000
331052457                                          7.85        3/1/2007         2/1/2037             3732.41             3732.41        3/1/2007               516000
331052467                                         788.3        3/1/2007         2/1/2037             2490.79             2490.79        4/1/2007               330000
331052522                                          11.1        3/1/2007         2/1/2037             1065.47             1065.47        3/1/2007               111000
331052531                                           7.5        2/1/2007         1/1/2037              2936.7              2936.7        3/1/2007               420000
331052535                                         10.22        2/1/2007         1/1/2037             2178.81             2178.81        3/1/2007               243750
331052547                                          8.99        2/1/2007         1/1/2037             1441.01             1441.01        4/1/2007               187000
331052551                                           8.8        3/1/2007         2/1/2037             1422.49             1422.49        3/1/2007               180000
331052554                                         847.7        2/1/2007         1/1/2037             2585.92             2585.92        3/1/2007               403000
331052584                                          8.45        3/1/2007         2/1/2037             1063.87             1063.87        4/1/2007               139000
331052588                                         7.325        3/1/2007         2/1/2037             1030.91             1030.91        3/1/2007               150000
331052592                                           8.9        3/1/2007         2/1/2037             3062.16             3062.16        4/1/2007               384000
331052602                                          8.25        3/1/2007         2/1/2037             1604.71             1604.71        3/1/2007               213600
331052606                                           7.2        3/1/2007         2/1/2037                2376                2376        3/1/2007               396000
331052625                                         47.89        3/1/2007         2/1/2037             2105.72             2105.72        3/1/2007               290000
331052638                                         697.8        3/1/2007         2/1/2037             2807.49             2807.49        3/1/2007               390000
331052728                                         78.05        3/1/2007         2/1/2037             3096.46             3096.46        3/1/2007               420000
331052749                                         447.6        3/1/2007         2/1/2037               917.9               917.9        3/1/2007               130000
331052829                                         12.19        3/1/2007         2/1/2037             1043.26             1043.26        3/1/2007               100000
331052859                                         10.05        3/1/2007         2/1/2037             2445.52             2445.52        3/1/2007               277500
331052909                                         649.8        3/1/2007         2/1/2037             1191.86             1191.86        3/1/2007               143000
331052934                                         67.25        3/1/2007         2/1/2037                2175                2175        4/1/2007               360000
331052970                                         836.9        3/1/2007         2/1/2037             2395.31             2395.31        3/1/2007               390000
331053006                                         798.9        3/1/2007         2/1/2037             2749.22             2749.22        4/1/2007               360000
331053084                                        10.975        3/1/2007         2/1/2037             1408.54             1408.54        3/1/2007               148200
331053122                                          8.65        3/1/2007         2/1/2037              2167.2              2167.2        3/1/2007               278000
331053135                                         66.45        3/1/2007         2/1/2037             1617.88             1613.56        4/1/2007               301000
331053183                                           6.5        3/1/2007         2/1/2037             1990.63             1990.63        3/1/2007               367500
331053204                                         67.75        3/1/2007         2/1/2037             1024.47             1024.47        4/1/2007               143000
331053228                                          6.99        3/1/2007         2/1/2037              1218.6              1218.6        4/1/2007               183350
331053241                                         77.55        3/1/2007         2/1/2037              2508.1              2508.1        3/1/2007               379000
331053401                                         66.99        3/1/2007         2/1/2037             1003.59             1003.59        3/1/2007               151000
331053403                                          9.15        3/1/2007         2/1/2037              531.67              531.67        4/1/2007                65200
331053469                                         648.8        4/1/2007         3/1/2037             1778.12             1778.12        4/1/2007               225000
331053474                                         57.17        4/1/2007         3/1/2037             1344.38             1343.45        4/1/2007               225000
331053501                                          8.29        4/1/2007         3/1/2037             3335.06             3335.06        3/1/2007               475000
331053547                                           6.5        3/1/2007         2/1/2037             2621.67             2621.67        3/1/2007               484000
331053550                                         38.77        3/1/2007         2/1/2037             1670.83             1670.83        3/1/2007               212000
331053555                                          11.7        4/1/2007         3/1/2037             1470.66             1470.66        3/1/2007               146250
331053564                                         79.95        3/1/2007         2/1/2037             3189.66             3189.66        3/1/2007               365000
331053571                                           8.3        4/1/2007         3/1/2037             2837.99             2837.99        3/1/2007               403750
331053618                                         7.475        3/1/2007         2/1/2037             1722.59             1722.59        3/1/2007               262500
331053681                                          7.45        4/1/2007         3/1/2037              4196.2              4196.2        3/1/2007               641250
331053698                                          10.2        4/1/2007         3/1/2022             1724.32             1724.32        3/1/2007               158650
331053713                                          9.17        4/1/2007         3/1/2037             1690.95             1690.95        3/1/2007               207000
331053752                                            12        4/1/2007         3/1/2037              617.17              617.17        3/1/2007                60000
331053798                                          7.95        4/1/2007         3/1/2037             1914.62             1914.62        4/1/2007               283500
331053843                                          8.69        3/1/2007         2/1/2037             2840.81             2840.81        4/1/2007               380000
331053871                                          10.7        3/1/2007         2/1/2037             2795.59             2795.59        5/1/2007               312000
331053970                                         79.18        4/1/2007         3/1/2037                2480                2480        3/1/2007               372000
331053972                                          6.95        4/1/2007         3/1/2037              3773.1              3773.1        3/1/2007               570000
331053982                                         688.1        4/1/2007         3/1/2037             1978.95             1978.95        4/1/2007               288000
331054089                                           9.7        4/1/2007         3/1/2037             2569.79             2569.79        3/1/2007               300390
331054124                                         6.375        4/1/2007         3/1/2037             2551.34             2551.34        3/1/2007               442500
331054143                                           7.5        4/1/2007         3/1/2037             2591.67             2591.67        4/1/2007               404800
331054203                                         10.15        4/1/2007         3/1/2037             2977.07             2977.07        3/1/2007               335000
331054228                                          7.99        4/1/2007         3/1/2037             2474.37             2474.37        3/1/2007               356250
331054455                                          9.75        4/1/2007         3/1/2037             1926.65             1926.65        3/1/2007               224250
331054786                                          8.99        5/1/2007         4/1/2037             1961.52             1961.52        4/1/2007               244000
331056375                                          12.3        5/1/2007         4/1/2037             4375.33             4375.33        4/1/2007               416000
331056426                                          7.59        5/1/2007         4/1/2037              919.71              919.71        4/1/2007               142100
341036778                                         14.05       12/1/2006        11/1/2036               649.1               649.1        3/1/2007                54600
341037005                                         14.05       12/1/2006        11/1/2036              342.38              342.38        3/1/2007                28800
341037706                                          7.95        2/1/2007         1/1/2037              739.41              739.41        3/1/2007               101250
341037821                                         639.4        1/1/2007        12/1/2036              868.58              868.58        3/1/2007               104200
341038110                                         68.55        2/1/2007         1/1/2037              772.46              772.46        4/1/2007               100000
341038121                                          7.35        2/1/2007         1/1/2037             1164.62             1164.62        4/1/2007               180000
341038744                                           8.3        2/1/2007         1/1/2037             1720.91             1720.91        3/1/2007               228000
341038896                                         10.75        2/1/2007         1/1/2037              294.98              294.98        4/1/2007                31600
341039025                                          8.75        2/1/2007         1/1/2037             1400.17             1400.17        3/1/2007               186150
341039109                                           9.1        4/1/2007         3/1/2037             1712.15             1712.15        3/1/2007               210900
341039132                                         10.45        3/1/2007         2/1/2037             2317.69             2317.69        3/1/2007               262000
341039142                                         9.125        2/1/2007         1/1/2037             1026.23             1026.23        3/1/2007               131400
341039155                                         9.125        4/1/2007         3/1/2037             1051.21             1051.21        3/1/2007               129200
341039225                                         8.625        3/1/2007         2/1/2037             1166.68             1166.68        3/1/2007               150000
341039227                                            10        3/1/2007         2/1/2037                1706                1706        3/1/2007               194400
341039240                                         9.375        2/1/2007         1/1/2037             1384.86             1384.86        4/1/2007               166500
341039257                                         10.15        2/1/2007         1/1/2037              755.37              755.37        3/1/2007                85000
341039258                                          7.25        2/1/2007         1/1/2037             1719.08             1719.08        3/1/2007               252000
341039287                                         87.15        2/1/2007         1/1/2037             1580.89             1580.89        3/1/2007               250000
341039328                                           8.7        3/1/2007         2/1/2037               645.3               645.3        3/1/2007                82400
341039329                                          10.8        2/1/2007         1/1/2037               536.1               536.1        3/1/2007                57200
341039358                                         799.3        2/1/2007         1/1/2037             2343.87             2343.87        2/1/2007               295000
341039362                                          13.6        2/1/2007         1/1/2037              851.12              851.12        2/1/2007                73800
341039371                                         9.925        3/1/2007         2/1/2037              872.03              872.03        4/1/2007               100000
341039379                                           7.7        2/1/2007         1/1/2037             1674.74             1674.74        4/1/2007               234900
341039421                                         12.25        3/1/2007         2/1/2037              561.15              561.15        3/1/2007                53550
341039454                                         10.15        2/1/2007         1/1/2037             1333.01             1333.01        3/1/2007               150000
341039458                                           8.2        3/1/2007         2/1/2037              783.18              783.18        6/1/2007               110250
341039468                                         8.475        3/1/2007         2/1/2037              754.59              754.59        3/1/2007               103200
341039473                                        10.215        2/1/2007         1/1/2037             1302.72             1302.72        2/1/2007               145800
341039475                                          11.4        3/1/2007         2/1/2037              253.53              253.53        3/1/2007                25800
341039479                                         9.475        3/1/2007         2/1/2037             1370.98             1370.98        3/1/2007               163400
341039484                                         8.625        3/1/2007         2/1/2037             1190.02             1190.02        3/1/2007               153000
341039511                                          9.95        3/1/2007         2/1/2037              838.92              838.92        3/1/2007                96000
341039541                                          10.4        3/1/2007         2/1/2037             2191.97             2191.97        3/1/2007               241600
341039543                                           7.7        3/1/2007         2/1/2037             2446.68             2446.68        3/1/2007               381300
341039592                                         7.675        3/1/2007         2/1/2037             1120.64             1120.64        3/1/2007               167000
341039612                                            89        3/1/2007         2/1/2037               678.8               678.8        4/1/2007                88000
341039629                                         9.725        2/1/2007         1/1/2037              1436.7              1436.7        3/1/2007               167580
341039633                                        10.515        3/1/2007         2/1/2037             1458.97             1458.97        3/1/2007               159300
341039634                                         9.455        3/1/2007         2/1/2037              899.13              899.13        4/1/2007               107350
341039635                                            99        3/1/2007         2/1/2037             1238.31             1238.31        4/1/2007               153900
341039636                                          8.85        3/1/2007         2/1/2037              965.33              965.33        3/1/2007               121600
341039640                                         9.425        3/1/2007         2/1/2037             1015.83             1015.83        3/1/2007               121600
341039708                                           9.2        3/1/2007         2/1/2037             1621.73             1621.73        3/1/2007               198000
341040020                                         10.35        3/1/2007         2/1/2037              643.32              643.32        3/1/2007                71200
341040088                                         11.85        3/1/2007         2/1/2037              695.68              695.68        3/1/2007                68400
341040120                                          6.45        3/1/2007         2/1/2037              674.68              674.68        4/1/2007               107300
341040204                                         8.875        3/1/2007         2/1/2037             1181.53             1181.53        3/1/2007               148500
341040217                                          10.2        3/1/2007         2/1/2037              963.78              963.78        3/1/2007               108000
341040224                                         9.325        3/1/2007         2/1/2037             1340.46             1340.46        3/1/2007               168300
341040297                                           9.7        4/1/2007         3/1/2037              974.44              974.44        3/1/2007               113905
341040304                                          9.85        3/1/2007         2/1/2037             3148.56             3148.56        2/1/2007               376000
341040391                                           7.1        4/1/2007         3/1/2037             1182.78             1182.78        3/1/2007               176000
341040435                                           8.9        3/1/2007         2/1/2037                1644                1644        4/1/2007               206160
341040452                                          9.25        4/1/2007         3/1/2037             1480.82             1480.82        3/1/2007               180000
341040462                                         97.99        3/1/2007         2/1/2037             2155.22             2155.22        3/1/2007               294000
341040464                                         10.25        3/1/2007         2/1/2037              875.94              875.94        3/1/2007                97750
341040477                                        10.275        4/1/2007         3/1/2037             1151.63             1151.63        3/1/2007               128250
341040532                                          8.97        3/1/2007         2/1/2037             1958.01             1958.01        3/1/2007               244000
341040540                                          7.25        3/1/2007         2/1/2037             2590.91             2590.91        3/1/2007               379800
341040573                                          8.75        3/1/2007         2/1/2037             1636.34             1636.34        4/1/2007               208000
341040577                                         8.875        3/1/2007         2/1/2037             1209.38             1209.38        3/1/2007               152000
341040599                                         648.6        3/1/2007         2/1/2037             2390.12             2390.12        3/1/2007               308000
341040619                                         11.65        3/1/2007         2/1/2037              757.32              757.32        3/1/2007                75600
341040626                                          8.85        3/1/2007         2/1/2037             1696.86             1696.86        3/1/2007               213750
341040636                                           9.6        3/1/2007         2/1/2037              611.82              611.82        4/1/2007              72135.2
341040641                                         6.925        3/1/2007         2/1/2037             1385.98             1385.98        3/1/2007               225000
341040647                                         788.5        3/1/2007         2/1/2037              661.27              661.27        3/1/2007                86000
341040670                                         9.625        4/1/2007         3/1/2037             1431.68             1431.68        3/1/2007               168435
341040740                                         9.125        3/1/2007         2/1/2037             1075.82             1075.82        3/1/2007               137750
341040784                                           9.1        4/1/2007         3/1/2037              910.06              910.06        3/1/2007               112100
341040870                                         8.875        4/1/2007         3/1/2037             1142.62             1142.62        4/1/2007               149999
341040896                                         369.6        4/1/2007         3/1/2037              636.12              636.12        3/1/2007                75000
341040920                                          10.6        3/1/2007         2/1/2037              963.72              963.72        3/1/2007               104500
341040924                                         10.63        3/1/2007         2/1/2037             1106.59             1106.59        3/1/2007               119700
341040949                                         10.15        3/1/2007         2/1/2037              867.79              867.79        3/1/2007                97650
341040964                                          9.88        3/1/2007         2/1/2037             1558.13             1558.13        4/1/2007               179360
341041113                                          9.08        3/1/2007         2/1/2037             2557.53             2557.53        3/1/2007               338000
341041126                                         9.075        4/1/2007         3/1/2037              841.24              841.24        3/1/2007               103853
341041172                                         12.03        4/1/2007         3/1/2037              835.05              835.05        3/1/2007                81000
341041243                                           9.3        3/1/2007         2/1/2037              981.23              981.23        3/1/2007               118750
341041268                                         10.78        4/1/2007         3/1/2037              773.39              773.39        3/1/2007                82650
341041542                                           8.9        4/1/2007         3/1/2037              1401.5              1401.5        4/1/2007               175750
341041543                                         9.875        4/1/2007         3/1/2037             1063.17             1063.17        4/1/2007               128250
341041625                                          9.45        4/1/2007         3/1/2037             2206.04             2206.04        3/1/2007               263500
341041785                                         9.325        4/1/2007         3/1/2037             1209.05             1209.05        3/1/2007               146000
341041973                                         79.38        5/1/2007         4/1/2037              578.32              578.32        4/1/2007                69500
341042723                                          9.65        4/1/2007         3/1/2037             1158.48             1158.48        3/1/2007               136000
341042747                                         10.65        5/1/2007         4/1/2037             1006.99             1006.99        4/1/2007               108750
341043326                                          12.1        5/1/2007         4/1/2037              538.88              538.88        4/1/2007                52000
341043494                                         11.85        5/1/2007         4/1/2037              713.99              713.99        4/1/2007                70200
341043618                                           9.2        5/1/2007         4/1/2037               950.1               950.1        4/1/2007               116000
341043680                                        10.525        5/1/2007         4/1/2022             1414.68             1414.68        4/1/2007               127800
351039735                                          9.99       12/1/2006        11/1/2036              296.62              296.62        3/1/2007                33829
351040101                                          9.99       11/1/2006        10/1/2036               442.8               442.8        3/1/2007                50500
351040661                                          9.99       12/1/2006        11/1/2036              238.48              238.48        2/1/2007                27198
351040732                                          9.99       12/1/2006        11/1/2036              234.99              234.99        3/1/2007                26800
351040734                                          9.99       12/1/2006        11/1/2036               227.8               227.8        3/1/2007                25980
351040891                                          9.99       12/1/2006        11/1/2036              274.45              274.45        4/1/2007                31300
351040940                                          9.99       12/1/2006        11/1/2036              370.02              370.02        3/1/2007                42200
351041172                                          9.99        1/1/2007        12/1/2036              220.96              220.96        3/1/2007                25200
351041354                                          9.99       12/1/2006        11/1/2036              278.83              278.83        3/1/2007                31800
351041577                                          9.99       12/1/2006        11/1/2036              301.78              301.78        3/1/2007                34417
351041848                                         99.99        1/1/2007        12/1/2036              243.79              243.79        3/1/2007                27804
351041987                                         10.45        2/1/2007         1/1/2037              874.56              874.56        3/1/2007                96000
351042684                                         9.225        3/1/2007         2/1/2037             1037.57             1037.57        4/1/2007               126400
351042919                                           7.9        3/1/2007         2/1/2037             1582.98             1582.98        4/1/2007               217800
351042940                                         8.775        3/1/2007         2/1/2037             2057.95             2057.95        3/1/2007               261000
351042967                                        10.075        3/1/2007         2/1/2037             1182.94             1182.94        3/1/2007               133950
351042987                                        10.025        3/1/2007         2/1/2037             1121.34             1121.34        3/1/2007               131750
351042993                                          9.15        2/1/2007         1/1/2037              945.26              945.26        4/1/2007               115920
351043026                                         10.15        3/1/2007         2/1/2037              653.35              653.35        3/1/2007                73520
351043113                                         9.625        3/1/2007         2/1/2037             1098.19             1098.19        3/1/2007               129200
351043153                                         8.575        3/1/2007         2/1/2037              792.82              792.82        4/1/2007               102400
351043165                                         11.75        3/1/2007         2/1/2037              666.21              666.21        4/1/2007                66000
351043288                                         10.05        3/1/2007         2/1/2037             1083.96             1083.96        3/1/2007               123000
351043704                                          9.75        3/1/2007         2/1/2037              897.82              897.82        3/1/2007               104500
351043742                                         10.55        4/1/2007         3/1/2037                 845                 845        3/1/2007                92000
351044331                                         10.75        4/1/2007         3/1/2037              842.47              842.47        4/1/2007                90250
351044470                                         11.05        4/1/2007         3/1/2037              717.56              717.56        3/1/2007                75050
351045525                                          10.5        5/1/2007         4/1/2037              863.51              863.51        4/1/2007                94400
371038874                                          14.3       11/1/2006        10/1/2036              483.46              483.46        3/1/2007                40000
371039484                                         14.25       12/1/2006        11/1/2036               385.5               385.5        3/1/2007                32000
371039645                                          12.5       12/1/2006        11/1/2036             1210.27             1210.27        2/1/2007               113400
371039744                                         14.35        1/1/2007        12/1/2036              371.06              371.06        3/1/2007                30600
371039957                                         14.05       12/1/2006        11/1/2036              385.18              385.18        3/1/2007                32400
371040742                                         68.05        1/1/2007        12/1/2036              986.13              986.13        3/1/2007               147000
371040782                                          7.57        1/1/2007        12/1/2036             1914.92             1914.92        3/1/2007               272000
371040834                                         68.95        2/1/2007         1/1/2037             1161.49             1161.49        4/1/2007               145000
371040903                                         87.39        1/1/2007        12/1/2036             1386.51             1386.51        3/1/2007               200450
371041009                                         58.45        1/1/2007        12/1/2036             2296.12             2296.12        3/1/2007               300000
371041016                                         87.27       12/1/2006        11/1/2036             1266.19             1266.19        3/1/2007               209000
371041254                                           9.7        3/1/2007         2/1/2037             1421.43             1421.43        3/1/2007               166155
371041494                                         9.795        3/1/2007         2/1/2037             1975.57             1975.57        3/1/2007               237141
371041605                                         89.75        1/1/2007        12/1/2036             1095.42             1095.42        3/1/2007               127500
371041753                                           9.4        1/1/2007        12/1/2036             1491.42             1491.42        3/1/2007               185895
371041808                                          11.1        3/1/2007         2/1/2037              998.28              998.28        4/1/2007               104000
371041830                                          11.6        1/1/2007        12/1/2036              398.97              398.97        3/1/2007                39980
371041843                                           7.8        1/1/2007        12/1/2036             2695.92             2695.92        5/1/2007               374500
371041866                                          6.55        3/1/2007         2/1/2037              825.97              825.97        3/1/2007               130000
371041881                                          9.65        3/1/2007         2/1/2037             1073.29             1073.29        3/1/2007               126000
371042105                                           9.4        2/1/2007         1/1/2037             1076.97             1076.97        3/1/2007               129200
371042118                                          7.99        1/1/2007        12/1/2036             1096.67             1096.67        3/1/2007               149600
371042120                                           9.2        1/1/2007        12/1/2036             1264.62             1264.62        2/1/2007               154400
371042133                                         77.94        1/1/2007        12/1/2036             1459.17             1459.17        3/1/2007               200000
371042151                                          8.35        2/1/2007         1/1/2037              887.22              887.22        3/1/2007               117000
371042248                                         788.9        2/1/2007         1/1/2037              877.18              877.18        4/1/2007               110000
371042260                                          8.45        1/1/2007        12/1/2036             1012.59             1012.59        3/1/2007               132300
371042309                                         69.95        2/1/2007         1/1/2037               917.5               917.5        3/1/2007               104992
371042377                                          6.99        2/1/2007         1/1/2037              1936.6              1936.6        3/1/2007               312000
371042380                                          6.75        2/1/2007         1/1/2037             1809.59             1809.59        3/1/2007               279000
371042416                                         12.85        1/1/2007        12/1/2036              361.18              361.18        4/1/2007                33000
371042428                                          9.65        3/1/2007         2/1/2037             2427.69             2427.69        2/1/2007               285000
371042502                                         68.15        2/1/2007         1/1/2037              1436.4              1436.4        3/1/2007               193000
371042552                                         69.65        3/1/2007         2/1/2037             1027.19             1027.19        3/1/2007               125000
371042583                                         8.375        2/1/2007         1/1/2037              1152.7              1152.7        3/1/2007               159300
371042687                                         88.45        2/1/2007         1/1/2037             1425.94             1425.94        3/1/2007               202500
371042721                                          8.99        2/1/2007         1/1/2037             1359.32             1359.32        3/1/2007               176400
371042774                                            99        2/1/2007         1/1/2037             2606.98             2606.98        3/1/2007               324000
371042796                                         13.85        2/1/2007         1/1/2037              320.23              320.23        4/1/2007                27300
371042824                                         11.29        3/1/2007         2/1/2037             1159.42             1159.42        3/1/2007               119000
371042826                                         686.9        3/1/2007         2/1/2037             2299.99             2299.99        4/1/2007               399998
371042927                                           9.7        2/1/2007         1/1/2037             2377.88             2377.88        4/1/2007               288000
371042944                                         10.55        2/1/2007         1/1/2037             1740.98             1740.98        3/1/2007               189550
371042946                                         10.67        3/1/2007         2/1/2037             1892.04             1892.04        3/1/2007               204000
371042947                                          10.7        2/1/2007         1/1/2037             1430.38             1430.38        3/1/2007               153850
371043074                                         77.85        3/1/2007         2/1/2037             1113.94             1113.94        4/1/2007               154000
371043090                                         8.375        3/1/2007         2/1/2037              760.11              760.11        3/1/2007               100005
371043110                                          10.9        3/1/2007         2/1/2037              944.77              944.77        3/1/2007               100000
371043127                                          9.95        3/1/2007         2/1/2037             1101.09             1101.09        3/1/2007               126000
371043171                                          9.55        2/1/2007         1/1/2037             1152.75             1152.75        4/1/2007               136500
371043173                                         11.95        2/1/2007         1/1/2037             1619.13             1619.13        3/1/2007               158000
371043176                                         66.62        3/1/2007         2/1/2037             1426.85             1426.85        3/1/2007               240200
371043191                                          9.96        3/1/2007         2/1/2037             1259.45             1259.45        3/1/2007               144000
371043217                                          9.55        3/1/2007         2/1/2037              912.07              912.07        3/1/2007               108000
371043240                                           8.1        3/1/2007         2/1/2037              770.38              770.38        4/1/2007               104000
371043265                                         646.9        3/1/2007         2/1/2037              823.21              823.21        4/1/2007               124994
371043269                                          8.85        2/1/2007         1/1/2037              1524.2              1524.2        3/1/2007               192000
371043270                                          8.35        3/1/2007         2/1/2037             2033.78             2033.78        3/1/2007               268200
371043326                                          9.85        3/1/2007         2/1/2037              866.89              866.89        3/1/2007               100044
371043328                                         69.55        3/1/2007         2/1/2037               844.5               844.5        4/1/2007               100000
371043334                                           8.9        2/1/2007         1/1/2037             1403.49             1403.49        4/1/2007               176000
371043335                                          8.75        3/1/2007         2/1/2037              849.64              849.64        3/1/2007               108000
371043336                                            99        2/1/2007         1/1/2037              977.62              977.62        3/1/2007               121500
371043340                                          9.05        2/1/2007         1/1/2037              2545.9              2545.9        3/1/2007               315000
371043399                                        10.615        3/1/2007         2/1/2037             1454.27             1454.27        3/1/2007               157500
371043405                                            88        2/1/2007         1/1/2037              827.42              827.42        3/1/2007               119000
371043412                                           8.9        2/1/2007         1/1/2037             2073.34             2073.34        4/1/2007               260000
371043463                                         9.975        2/1/2007         1/1/2037             1300.45             1300.45        3/1/2007               148500
371043474                                         416.9        3/1/2007         2/1/2037              1975.8              1975.8        3/1/2007               300000
371043487                                          10.1        3/1/2007         2/1/2037              752.22              752.22        3/1/2007                85000
371043546                                            89        3/1/2007         2/1/2037              1018.2              1018.2        4/1/2007               132000
371043556                                          8.22        3/1/2007         2/1/2037             1652.97             1652.97        3/1/2007               232200
371043577                                           9.5        3/1/2007         2/1/2037              826.26              826.26        3/1/2007               102000
371043641                                           8.8        2/1/2007         1/1/2037             1544.99             1544.99        3/1/2007               195500
371043643                                         9.825        4/1/2007         3/1/2037             1175.95             1175.95        3/1/2007               136000
371043666                                          9.57        3/1/2007         2/1/2037             1981.69             1981.69        3/1/2007               243000
371043670                                           9.9        2/1/2007         1/1/2037              1135.6              1135.6        3/1/2007               130500
371043693                                         427.8        3/1/2007         2/1/2022              944.14              944.14        3/1/2007               100000
371043697                                          7.55        3/1/2007         2/1/2037             1673.58             1673.58        3/1/2007               266000
371043704                                         11.02        2/1/2007         1/1/2037             2217.67             2217.67        3/1/2007               232500
371043721                                          6.87        3/1/2007         2/1/2037              1453.7              1453.7        5/1/2007               221400
371043728                                          8.15        3/1/2007         2/1/2037             1009.01             1009.01        5/1/2007               142800
371043772                                         78.62        3/1/2007         2/1/2037             1670.71             1670.71        3/1/2007               214900
371043806                                          12.1        3/1/2007         2/1/2037              746.15              746.15        3/1/2007                72000
371043807                                         10.15        3/1/2007         2/1/2037              3625.8              3625.8        3/1/2007               408000
371043811                                          7.65        3/1/2007         2/1/2037             1886.24             1886.24        4/1/2007               265850
371043816                                          11.8        3/1/2007         2/1/2037              547.15              547.15        3/1/2007                54000
371043822                                           7.9        3/1/2007         2/1/2037             1324.05             1324.05        3/1/2007               192500
371043824                                          8.85        2/1/2007         1/1/2037             1473.39             1473.39        3/1/2007               185600
371043827                                          7.05        3/1/2007         2/1/2037             2046.11             2046.11        3/1/2007               306000
371043830                                         12.75        2/1/2007         1/1/2037              504.23              504.23        3/1/2007                46400
371043841                                          9.15        3/1/2007         2/1/2037                1048                1048        4/1/2007               128520
371043868                                         77.75        3/1/2007         2/1/2037              1091.1              1091.1        3/1/2007               152300
371043872                                         68.55        3/1/2007         2/1/2037              795.85              795.85        3/1/2007               108000
371043880                                          10.9        3/1/2007         2/1/2037              963.67              963.67        3/1/2007               102000
371043910                                         10.32        3/1/2007         2/1/2037             1802.62             1802.62        2/1/2007               200000
371043923                                         8.612        3/1/2007         2/1/2037             2066.88             2066.88        3/1/2007               288000
371043953                                          9.85        2/1/2007         1/1/2037              623.89              623.89        3/1/2007                72000
371043965                                         11.55        4/1/2007         3/1/2037             1292.84             1292.84        3/1/2007               130050
371044004                                          10.3        3/1/2007         2/1/2037             1036.14             1036.14        3/1/2007               115150
371044013                                         49.95        4/1/2007         3/1/2037             1022.44             1022.44        4/1/2007               117000
371044017                                           7.8        3/1/2007         2/1/2037             2016.63             2016.63        3/1/2007               310250
371044033                                         11.95        3/1/2007         2/1/2037             1054.48             1054.48        3/1/2007               102900
371044088                                          11.9        3/1/2007         2/1/2037              826.95              826.95        3/1/2007                81000
371044151                                          7.85        3/1/2007         2/1/2037              875.62              875.62        3/1/2007               128000
371044167                                          7.97        3/1/2007         2/1/2037             1662.36             1662.36        3/1/2007               227200
371044245                                          10.1        3/1/2007         2/1/2037             1471.26             1471.26        3/1/2007               166250
371044274                                         810.4        3/1/2007         2/1/2037             1428.95             1428.95        3/1/2007               157500
371044363                                         10.32        3/1/2007         2/1/2037             2249.67             2249.67        3/1/2007               249600
371044447                                          7.92        3/1/2007         2/1/2037             1423.29             1423.29        3/1/2007               215650
371044484                                           9.5        3/1/2007         2/1/2037             1681.71             1681.71        4/1/2007               200000
371044682                                         77.95        3/1/2007         2/1/2037             1098.34             1098.34        3/1/2007               150400
371044709                                         10.75        4/1/2007         3/1/2037             1344.21             1344.21        3/1/2007               144000
371044715                                         10.65        3/1/2007         2/1/2037             1020.88             1020.88        3/1/2007               110250
371044718                                          7.35        3/1/2007         2/1/2037             1216.37             1216.37        3/1/2007               193500
371044730                                          11.3        3/1/2007         2/1/2037             1294.39             1294.39        4/1/2007               132750
371044827                                         10.55        3/1/2007         2/1/2037             1824.62             1824.62        3/1/2007               198657
371044874                                         79.45        3/1/2007         2/1/2037             3198.14             3198.14        3/1/2007               382000
371044966                                           9.2        3/1/2007         2/1/2037             1085.45             1085.45        2/1/2007               132525
371044977                                         8.875        3/1/2007         2/1/2037              802.01              802.01        4/1/2007               100800
371045026                                          9.99        4/1/2007         3/1/2037              996.82              996.82        4/1/2007               117500
371045054                                          10.7        3/1/2007         2/1/2037             1051.52             1051.52        3/1/2007               113100
371045056                                          9.43        3/1/2007         2/1/2037             1069.76             1069.76        4/1/2007               128000
371045059                                         57.65        3/1/2007         2/1/2037              1170.7              1170.7        4/1/2007               165000
371045161                                         10.62        4/1/2007         3/1/2037             2244.65             2244.65        3/1/2007               243000
371045189                                          9.25        4/1/2007         3/1/2037             2008.56             2008.56        4/1/2007               244150
371045366                                          11.5        3/1/2007         2/1/2037             1110.12             1110.12        3/1/2007               112100
371045601                                          9.12        4/1/2007         3/1/2037             1761.55             1761.55        4/1/2007               216600
371045654                                          8.95        4/1/2007         3/1/2037             1433.69             1433.69        3/1/2007               190000
371046043                                         11.54        5/1/2007         4/1/2037             1020.16             1020.16        4/1/2007               102700
371046419                                           8.5        4/1/2007         3/1/2037              1119.8              1119.8        3/1/2007               155800
371046742                                          9.95        4/1/2007         3/1/2037              835.06              835.06        3/1/2007               100000
381029372                                        12.175       11/1/2006        10/1/2036              687.79              687.79        3/1/2007                66000
381030132                                         12.68       12/1/2006        11/1/2036              506.02              506.02        3/1/2007                46800
381030152                                         687.5        1/1/2007        12/1/2036             2251.47             2251.47        3/1/2007               322000
381030237                                           8.7        1/1/2007        12/1/2036             1917.11             1917.11        3/1/2007               244800
381030294                                         738.9        1/1/2007        12/1/2036             1997.58             1997.58        3/1/2007               250500
381030307                                         48.25        1/1/2007        12/1/2036             1051.77             1051.77        5/1/2007               140000
381030317                                           8.3        1/1/2007        12/1/2036             1922.23             1922.23        4/1/2007               267750
401009969                                          9.05       11/1/2006        10/1/2036             2182.89             2182.89        3/1/2007               270085
401010351                                         11.35       11/1/2006        10/1/2036              891.23              891.23        3/1/2007                93200
411000131                                           9.8       12/1/2006        11/1/2036             1594.01             1594.01        3/1/2007               191250
411000212                                         13.95       12/1/2006        11/1/2036              377.89              377.89        3/1/2007                32000
411000893                                           9.1       12/1/2006        11/1/2036             1979.25             1979.25        4/1/2007               261000
411000953                                         47.95        1/1/2007        12/1/2036             2420.47             2420.47        3/1/2007               350000
411000959                                         10.25        1/1/2007        12/1/2036             1200.78             1200.78        3/1/2007               134000
411000980                                          10.4        3/1/2007         2/1/2037             2476.86             2476.86        3/1/2007               281250
411001162                                         68.85        3/1/2007         2/1/2037             1633.64             1633.64        3/1/2007               215000
411001201                                         47.25        1/1/2007        12/1/2036             1371.46             1371.46        4/1/2007               227000
411001284                                           9.5        3/1/2007         2/1/2037              648.05              648.05        3/1/2007                80000
411001302                                         11.75        3/1/2007         2/1/2037               546.6               546.6        4/1/2007                54150
411001309                                           8.7        2/1/2007         1/1/2037              991.84              991.84        3/1/2007               126650
411001456                                         8.965        1/1/2007        12/1/2036              747.08              747.08        4/1/2007               100000
411001489                                         10.35        2/1/2007         1/1/2037               867.4               867.4        3/1/2007                96000
411001510                                         8.625        2/1/2007         1/1/2037             2028.48             2028.48        3/1/2007               260800
411001520                                         79.45        2/1/2007         1/1/2037             1942.88             1942.88        3/1/2007               241000
411001575                                          9.75        2/1/2007         1/1/2037             1391.83             1391.83        3/1/2007               162000
411001602                                          10.2        2/1/2007         1/1/2037             1073.09             1073.09        3/1/2007               120250
411001609                                          8.55        2/1/2007         1/1/2037             1150.69              1147.6        3/1/2007               161500
411001650                                          8.55        2/1/2007         1/1/2037             1564.23             1564.23        3/1/2007               202500
411001694                                          8.45        2/1/2007         1/1/2022             1649.44             1649.44        3/1/2007               168000
411001698                                         10.65        2/1/2007         1/1/2037              518.54              518.54        3/1/2007                56000
411001716                                           9.9        2/1/2007         1/1/2037              720.07              720.07        3/1/2007                85590
411001726                                         12.25        3/1/2007         2/1/2037             1736.89             1736.89        4/1/2007               165750
411001727                                          7.85        3/1/2007         2/1/2037             1805.97             1805.97        3/1/2007               264000
411001735                                         88.35        2/1/2007         1/1/2037             1414.54             1414.54        3/1/2007               196000
411001751                                         728.9        2/1/2007         1/1/2037             1036.67             1036.67        3/1/2007               130000
411001756                                          8.85        2/1/2007         1/1/2037             2600.66             2600.66        3/1/2007               327600
411001773                                           8.7        2/1/2007         1/1/2037             1380.27             1380.27        3/1/2007               176250
411001793                                          8.35        2/1/2007         1/1/2037               976.7               976.7        3/1/2007               128800
411001813                                         79.25        2/1/2007         1/1/2037             1332.73             1332.73        3/1/2007               162000
411001820                                         69.45        2/1/2007         1/1/2037              937.67              937.67        3/1/2007               112000
411001831                                         10.55        3/1/2007         2/1/2037             1116.87             1116.87        3/1/2007               121600
411001838                                         11.05        2/1/2007         1/1/2037             1434.16             1434.16        3/1/2007               150000
411001845                                           8.2        2/1/2007         1/1/2037             2422.05             2422.05        3/1/2007               340960
411001859                                          9.35        3/1/2007         2/1/2037               504.6               504.6        3/1/2007                60800
411001884                                         10.25        3/1/2007         2/1/2037              1975.9              1975.9        3/1/2007               220500
411001891                                          7.55        2/1/2007         1/1/2037              694.86              694.86        3/1/2007               105000
411001901                                         68.35        2/1/2007         1/1/2037             1989.02             1989.02        3/1/2007               275600
411001916                                          7.75        2/1/2007         1/1/2037             2594.84             2594.84        3/1/2007               383500
411001942                                         67.95        2/1/2007         1/1/2037              888.66              888.66        3/1/2007               128500
411001945                                         799.2        2/1/2007         1/1/2037             1620.79             1620.79        2/1/2007               206000
411001948                                          8.85        2/1/2007         1/1/2037             1709.63             1709.63        3/1/2007               225000
411001953                                          9.55        2/1/2007         1/1/2037             2249.76             2249.76        4/1/2007               266400
411001954                                         619.3        2/1/2007         1/1/2037             1582.37             1582.37        3/1/2007               191500
411001965                                          7.05        2/1/2007         1/1/2037             3119.62             3111.99        3/1/2007               531000
411001969                                           9.7        2/1/2007         1/1/2037              522.39              522.39        4/1/2007                63270
411001974                                          9.45        2/1/2007         1/1/2037             1211.68             1211.68        3/1/2007               150300
411001975                                         379.8        2/1/2007         1/1/2037              833.47              833.47        3/1/2007               100000
411001986                                         73.59        2/1/2007         1/1/2037             2298.66             2298.66        3/1/2007               298000
411002014                                         10.65        3/1/2007         2/1/2037              1736.2              1736.2        3/1/2007               187500
411002026                                         68.95        2/1/2007         1/1/2037             1197.32             1197.32        4/1/2007               156000
411002047                                           7.8        2/1/2007         1/1/2037              857.24              857.24        3/1/2007               126000
411002050                                           9.9        3/1/2007         2/1/2037             1072.66             1072.66        3/1/2007               127500
411002077                                         7.475        2/1/2007         1/1/2037             1883.36             1883.36        3/1/2007               287000
411002080                                         77.75        4/1/2007         3/1/2037             1332.53             1332.53        4/1/2007               186000
411002085                                           9.9        3/1/2007         2/1/2037             1322.69             1322.69        3/1/2007               152000
411002095                                           8.3        2/1/2007         1/1/2037             2652.71             2652.71        3/1/2007               369500
411002096                                          9.25        2/1/2007         1/1/2037              1770.4              1770.4        3/1/2007               215200
411002105                                           9.6        3/1/2007         2/1/2037              763.34              763.34        4/1/2007                90000
411002117                                         8.775        2/1/2007         1/1/2037             1352.25             1352.25        3/1/2007               171500
411002122                                          9.45        3/1/2007         2/1/2037              695.32              695.32        3/1/2007                86250
411002128                                         8.725        3/1/2007         2/1/2037             1425.49             1425.49        4/1/2007               190000
411002138                                         88.85        3/1/2007         2/1/2037             1087.58             1087.58        3/1/2007               137000
411002139                                         717.9        2/1/2007         1/1/2037             1889.42             1889.42        3/1/2007               287000
411002145                                         287.8        3/1/2007         2/1/2037              717.77              717.77        3/1/2007               105500
411002147                                         38.85        3/1/2007         2/1/2037             1190.78             1190.78        3/1/2007               150000
411002154                                         77.05        3/1/2007         2/1/2037               902.7               902.7        3/1/2007               135000
411002173                                         68.25        2/1/2007         1/1/2037             1239.59             1239.59        3/1/2007               165000
411002174                                         657.1        3/1/2007         2/1/2037              977.81              977.81        4/1/2007               145500
411002180                                          9.65        3/1/2007         2/1/2037              722.34              722.34        3/1/2007                84800
411002184                                            88        3/1/2007         2/1/2037             1740.12             1740.12        3/1/2007               237150
411002196                                          7.35        3/1/2007         2/1/2037             1201.73             1201.73        3/1/2007               196200
411002208                                           7.3        3/1/2007         2/1/2037             1859.25             1859.25        3/1/2007               289000
411002218                                         67.85        3/1/2007         2/1/2037             1273.07             1273.07        3/1/2007               176000
411002219                                           9.1        3/1/2007         2/1/2037               964.1               964.1        3/1/2007               123750
411002222                                         688.9        3/1/2007         2/1/2037              954.59              954.59        3/1/2007               125000
411002224                                          9.43        3/1/2007         2/1/2037             1577.05             1577.05        3/1/2007               196000
411002240                                         388.3        3/1/2007         2/1/2037              771.05              771.05        4/1/2007               107400
411002244                                            99        3/1/2007         2/1/2037             2505.59             2505.59        3/1/2007               311400
411002247                                         27.35        2/1/2007         1/1/2037              970.52              970.52        3/1/2007               150000
411002251                                            78        3/1/2007         2/1/2037             1304.63             1304.63        3/1/2007               177800
411002252                                           8.2        2/1/2007         1/1/2037             2161.78             2161.78        3/1/2007               304320
411002255                                           8.5        3/1/2007         2/1/2037             1290.25             1290.25        3/1/2007               176000
411002266                                          8.95        3/1/2007         2/1/2037                2492                2492        3/1/2007               311100
411002284                                          8.75        3/1/2007         2/1/2037             1444.17             1444.17        3/1/2007               192000
411002297                                         88.85        3/1/2007         2/1/2037             1059.97             1059.97        4/1/2007               139500
411002305                                            87        3/1/2007         2/1/2037                2100                2100        3/1/2007               360000
411002306                                           7.7        3/1/2007         2/1/2037             3368.75             3368.75        3/1/2007               525000
411002321                                           6.5        3/1/2007         2/1/2037               701.6               701.6        3/1/2007               111000
411002345                                         89.65        3/1/2007         2/1/2037             1178.92             1178.92        3/1/2007               138400
411002349                                         569.8        3/1/2007         2/1/2037              510.36              510.36        3/1/2007                59150
411002360                                         456.9        3/1/2007         2/1/2037             1053.76             1053.76        3/1/2007               160000
411002366                                         911.2        3/1/2007         2/1/2022              922.51              922.51        5/1/2007                80275
411002368                                         698.9        4/1/2007         3/1/2037               569.6               569.6        3/1/2007                76800
411002370                                           9.2        3/1/2007         2/1/2037              563.51              563.51        3/1/2007                68800
411002375                                         47.95        3/1/2007         2/1/2037              691.56              691.56        3/1/2007               100000
411002377                                         10.25        3/1/2007         2/1/2037              977.78              977.78        3/1/2007               109115
411002378                                         69.45        3/1/2007         2/1/2037             1984.18             1984.18        3/1/2007               237000
411002380                                          9.15        3/1/2007         2/1/2037             2005.98             2005.98        3/1/2007               246000
411002381                                           9.3        3/1/2007         2/1/2037              864.05              864.05        3/1/2007               108750
411002383                                         11.74        3/1/2007         2/1/2037             1194.23             1194.23        3/1/2007               118400
411002385                                         57.85        3/1/2007         2/1/2037             1026.12             1026.12        4/1/2007               150000
411002393                                         89.15        3/1/2007         2/1/2037             1269.23             1269.23        3/1/2007               155650
411002402                                          9.55        3/1/2007         2/1/2037             1115.17             1115.17        3/1/2007               132050
411002403                                         49.15        3/1/2007         2/1/2037               587.2               587.2        3/1/2007                75000
411002404                                        11.025        3/1/2007         2/1/2037              513.98              513.98        3/1/2007                55250
411002430                                         688.6        3/1/2007         2/1/2037              871.08              871.08        3/1/2007               117600
411002435                                          9.59        3/1/2007         2/1/2037             1078.08             1078.08        3/1/2007               134900
411002439                                           9.1        3/1/2007         2/1/2037              902.75              902.75        3/1/2007               111200
411002449                                         919.7        3/1/2007         2/1/2037             1083.04             1083.04        3/1/2007               126600
411002461                                         638.8        3/1/2007         2/1/2037                 945                 945        3/1/2007               125000
411002463                                          9.43        3/1/2007         2/1/2037             1669.59             1669.59        4/1/2007               207500
411002466                                           9.2        4/1/2007         3/1/2037              855.91              855.91        4/1/2007               104500
411002512                                            98        3/1/2007         2/1/2037             1849.45             1849.45        3/1/2007               252050
411002542                                         78.25        3/1/2007         2/1/2037             1081.82             1081.82        3/1/2007               144000
411002567                                           8.4        3/1/2007         2/1/2037              1254.4              1254.4        3/1/2007               179200
411002571                                         929.8        3/1/2007         2/1/2037             1065.17             1065.17        3/1/2007               127800
411002575                                         636.9        3/1/2007         2/1/2037              2305.1              2305.1        3/1/2007               350000
411002586                                          6.85        3/1/2007         2/1/2037             1216.16             1216.16        4/1/2007               185600
411002598                                         8.855        4/1/2007         3/1/2037             2733.98             2733.98        3/1/2007               370500
411002600                                         747.9        3/1/2007         2/1/2037             1133.65             1133.65        3/1/2007               172200
411002649                                         10.95        3/1/2007         2/1/2037             1536.66             1536.66        3/1/2007               166250
411002664                                         698.3        3/1/2007         2/1/2037              911.78              911.78        4/1/2007               120800
411002672                                         910.6        3/1/2007         2/1/2037             3137.72             3137.72        3/1/2007               350000
411002680                                         527.7        3/1/2007         2/1/2037             1251.25             1251.25        3/1/2007               195000
411002699                                         58.95        3/1/2007         2/1/2037             1598.05             1598.05        3/1/2007               199500
411002721                                           8.5        4/1/2007         3/1/2037              785.25              785.25        3/1/2007               102125
411002749                                          9.28        3/1/2007         2/1/2037             2029.13             2029.13        3/1/2007               246000
411002753                                         56.95        4/1/2007         3/1/2037             1654.87             1654.87        5/1/2007               250000
411002762                                         77.71        4/1/2007         3/1/2037              1345.6              1345.6        4/1/2007               199750
411002764                                         527.9        4/1/2007         3/1/2037              726.81              726.81        4/1/2007               100000
411002771                                         57.15        3/1/2007         2/1/2037             1139.75             1139.75        3/1/2007               168750
411003274                                           8.8        4/1/2007         3/1/2037             1389.77             1389.77        4/1/2007               187150
411004036                                         711.2        5/1/2007         4/1/2037              1088.4              1088.4        4/1/2007               112500
421000427                                         12.45       12/1/2006        11/1/2036              280.73              280.73        4/1/2007                26400
421000506                                         13.95       12/1/2006        11/1/2036              356.64              356.64        3/1/2007                30200
421001011                                          9.65        3/1/2007         2/1/2037              463.39              463.39        4/1/2007                54400
421001093                                          10.2        3/1/2007         2/1/2037              1401.1              1401.1        3/1/2007               162000
421001320                                         8.175        1/1/2007        12/1/2036                2152                2152        3/1/2007               303750
421001343                                          10.5        2/1/2007         1/1/2037             1097.69             1097.69        3/1/2007               120000
421001412                                           9.5        2/1/2007         1/1/2037              443.13              443.13        3/1/2007                52700
421001461                                         10.35        1/1/2007        12/1/2036              686.69              686.69        2/1/2007                76000
421001622                                         9.174        3/1/2007         2/1/2037              1640.2              1640.2        3/1/2007               209000
421001910                                           9.7        3/1/2007         2/1/2037              900.83              900.83        3/1/2007               105300
421001986                                         11.45        2/1/2007         1/1/2037             1282.42             1282.42        2/1/2007               130000
421002011                                           9.4        2/1/2007         1/1/2037              800.23              800.23        3/1/2007                96000
421002013                                          12.2        2/1/2007         1/1/2037              820.87              820.87        3/1/2007                78625
421002042                                         889.9        3/1/2007         2/1/2037              696.15              696.15        3/1/2007                80000
421002080                                         9.049        3/1/2007         2/1/2037             1421.21             1421.21        3/1/2007               183350
421002115                                          10.3        2/1/2007         1/1/2037              684.54              684.54        3/1/2007                76075
421002157                                            89        2/1/2007         1/1/2037              841.23              841.23        3/1/2007               104550
421002201                                           7.8        3/1/2007         2/1/2037             1399.07             1399.07        3/1/2007               194350
421002225                                         438.8        3/1/2007         2/1/2037             2010.96             2010.96        4/1/2007               266000
421002240                                         77.55        2/1/2007         1/1/2037             1935.78             1935.78        3/1/2007               275500
421002254                                         727.9        2/1/2007         1/1/2037             2553.53             2553.53        3/1/2007               371250
421002264                                           8.6        3/1/2007         2/1/2037              1303.7              1303.7        4/1/2007               168000
421002285                                          9.15        2/1/2007         1/1/2037             1024.19             1024.19        4/1/2007               125600
421002302                                          10.8        2/1/2007         1/1/2037             2226.89             2226.89        2/1/2007               237600
421002308                                          8.75        3/1/2007         2/1/2037              932.69              932.69        4/1/2007               124000
421002315                                         58.35        3/1/2007         2/1/2037              744.26              744.26        3/1/2007               103125
421002345                                         810.7        3/1/2007         2/1/2037             2394.97             2394.97        2/1/2007               257600
421002376                                         10.05        2/1/2007         1/1/2037             2687.18             2687.18        3/1/2007               315000
421002421                                          9.68        4/1/2007         3/1/2037             1238.33             1238.33        4/1/2007               145000
421002447                                         66.55        3/1/2007         2/1/2037             1810.78             1810.78        4/1/2007               285000
421002451                                          8.85        2/1/2007         1/1/2037              2548.8              2548.8        3/1/2007               345600
421002455                                           8.1        2/1/2007         1/1/2037              566.67              566.67        3/1/2007                76500
421002456                                         10.75        3/1/2007         2/1/2037             2125.54             2125.54        2/1/2007               227700
421002466                                          9.55        3/1/2007         2/1/2037             1002.85             1002.85        3/1/2007               118750
421002499                                         689.9        2/1/2007         1/1/2037              530.02              530.02        3/1/2007                63000
421002504                                           9.1        3/1/2007         2/1/2037             1104.09             1104.09        3/1/2007               136000
421002509                                         58.45        3/1/2007         2/1/2037             1530.75             1530.75        3/1/2007               200000
421002521                                           8.3        3/1/2007         2/1/2037             1738.08             1738.08        2/1/2007               242100
421002556                                         799.6        3/1/2007         2/1/2037               644.6               644.6        3/1/2007                76000
421002567                                          11.4        3/1/2007         2/1/2037             1025.91             1025.91        3/1/2007               104400
421002568                                         48.67        3/1/2007         2/1/2037              574.03              574.03        3/1/2007                73500
421002591                                         418.5        3/1/2007         2/1/2037              515.17              515.17        4/1/2007                67000
421002593                                          67.6        3/1/2007         2/1/2037             1272.72             1272.72        3/1/2007               191250
421002608                                         58.13        3/1/2007         2/1/2037              742.85              742.85        4/1/2007               100000
421002611                                            10        3/1/2007         2/1/2037              842.47              842.47        3/1/2007                96000
421002668                                        10.725        3/1/2007         2/1/2037             1257.66             1257.66        3/1/2007               135000
421002670                                         10.75        3/1/2007         2/1/2037             1190.19             1190.19        3/1/2007               127500
421002706                                         9.875        3/1/2007         2/1/2037             3126.06             3126.06        3/1/2007               360000
421002710                                         10.95        4/1/2007         3/1/2037               883.1               883.1        3/1/2007                93100
421002728                                         8.625        3/1/2007         2/1/2037              896.01              896.01        4/1/2007               115200
421002730                                         12.15        3/1/2007         2/1/2037              741.12              741.12        3/1/2007                71250
421002737                                         8.075        3/1/2007         2/1/2037             1542.08             1542.08        3/1/2007               220000
421002809                                          7.15        3/1/2007         2/1/2037             2314.81             2314.81        3/1/2007               388500
421002810                                           8.9        3/1/2007         2/1/2037              1401.5              1401.5        3/1/2007               175750
421002827                                         10.85        3/1/2007         2/1/2037              639.88              639.88        4/1/2007                68000
421002831                                         10.85        4/1/2007         3/1/2037              730.22              730.22        4/1/2007                77600
421002839                                          11.3        3/1/2007         2/1/2037              555.78              555.78        3/1/2007                57000
421002845                                         10.68        3/1/2007         2/1/2037              893.81              893.81        4/1/2007                99000
421002884                                        11.325        3/1/2007         2/1/2037              634.58              634.58        4/1/2007                66500
421002959                                          10.3        4/1/2007         3/1/2037             1094.44             1094.44        3/1/2007               125400
421002972                                         10.55        4/1/2007         3/1/2037             1835.12             1835.12        3/1/2007               199800
421002999                                         10.25        3/1/2007         2/1/2037             3431.83             3431.83        3/1/2007               395000
421003074                                         10.05        4/1/2007         3/1/2037               972.5               972.5        3/1/2007               114000
421003092                                          9.75        3/1/2007         2/1/2022             1631.42             1631.42        3/1/2007               154000
421003097                                         10.25        4/1/2007         3/1/2037             1445.06             1445.06        3/1/2007               168150
421003100                                          11.3        4/1/2007         3/1/2037              736.41              736.41        3/1/2007                75525
421003125                                         10.65        4/1/2007         3/1/2037             1337.18             1337.18        3/1/2007               148500
421003134                                          11.4        4/1/2007         3/1/2022              596.02              596.02        4/1/2007                51300
421003377                                          9.05        4/1/2007         3/1/2037             1593.77             1593.77        4/1/2007               209000
511050691                                         677.7        1/1/2007        12/1/2036              2602.3              2602.3        3/1/2007               365000
511050904                                         12.55       11/1/2006        10/1/2036              799.07              799.07        3/1/2007                74600
511051614                                          7.85        1/1/2007        12/1/2036             1889.77             1889.77        3/1/2007               276250
511051718                                           8.5        2/1/2007         1/1/2037             1540.63             1540.63        3/1/2007               217500
511051956                                            88       12/1/2006        11/1/2036                1780                1780        3/1/2007               256000
511052034                                         14.05       12/1/2006        11/1/2036              397.07              397.07        4/1/2007                33400
511052084                                          9.45        2/1/2007         1/1/2037             2573.31             2573.31        3/1/2007               319200
511052355                                         68.35        1/1/2007        12/1/2036             2388.85             2388.85        3/1/2007               331000
511052359                                          9.05        2/1/2007         1/1/2037              909.25              909.25        4/1/2007               112500
511052408                                         37.55        2/1/2007         1/1/2037             2139.17             2139.17        4/1/2007               340000
511052496                                          7.75        2/1/2007         1/1/2037             2734.22             2734.22        3/1/2007               404100
511052531                                          6.75        1/1/2007        12/1/2036              1689.4              1689.4        3/1/2007               280000
511052570                                         610.1        1/1/2007        12/1/2036             2876.15             2876.15        3/1/2007               325000
511052606                                           9.1        2/1/2007         1/1/2037              1468.6              1468.6        3/1/2007               180900
511052683                                          9.65        2/1/2007         1/1/2037               958.3               958.3        3/1/2007               112500
511052717                                          8.55        1/1/2007        12/1/2036              833.07              833.07        3/1/2007               113050
511053012                                         7.475        2/1/2007         1/1/2037             2092.65             2092.65        3/1/2007               300020
511053013                                         568.4        2/1/2007         1/1/2037             1532.61             1532.61        3/1/2007               211250
511053091                                           9.1        2/1/2007         1/1/2037             1185.92             1185.92        4/1/2007               146080
511053255                                         569.9        2/1/2007         1/1/2037             2218.99             2218.99        3/1/2007               255000
511053311                                           8.3        2/1/2007         1/1/2037             1458.24             1458.24        3/1/2007               193200
511053333                                         77.75        3/1/2007         2/1/2037             1048.76             1048.76        4/1/2007               155000
511053382                                          9.15        2/1/2007         1/1/2037             2401.88             2401.84        3/1/2007               315000
511053383                                          7.55        2/1/2007         1/1/2037             2806.53             2806.53        3/1/2007               399425
511053388                                          7.99        3/1/2007         2/1/2037              793.88              793.88        3/1/2007               114300
511053419                                        10.175        2/1/2007         1/1/2037             1482.73             1482.73        3/1/2007               166500
511053457                                          9.85        3/1/2007         2/1/2037             1421.07             1421.07        2/1/2007               164000
511053475                                          11.5        3/1/2007         2/1/2037             1544.85             1544.85        3/1/2007               156000
511053488                                           8.8        2/1/2007         1/1/2037             2976.75             2976.75        4/1/2007               393750
511053491                                         666.7        2/1/2007         1/1/2037             1091.57             1091.57        3/1/2007               182000
511053504                                         8.775        2/1/2007         1/1/2037              1122.8              1122.8        3/1/2007               142400
511053526                                          8.65        2/1/2007         1/1/2037             2306.67             2306.67        3/1/2007               320000
511053529                                           8.5        2/1/2007         1/1/2037             2679.66             2679.66        3/1/2007               348500
511053614                                         76.85        2/1/2007         1/1/2037             2485.03             2485.03        4/1/2007               407004
511053624                                         636.6        2/1/2007         1/1/2037               962.5               962.5        3/1/2007               175000
511053743                                         67.45        2/1/2007         1/1/2037             1786.45             1786.45        3/1/2007               273000
511053776                                           6.6        2/1/2007         1/1/2037             1066.67             1066.67        3/1/2007               180000
511053793                                         86.35        2/1/2007         1/1/2037             1947.33             1946.77        3/1/2007               368000
511054081                                         748.4        2/1/2007         1/1/2037             2856.64             2856.64        3/1/2007               393750
511054140                                          73.8        2/1/2007         1/1/2037             1277.64             1277.64        3/1/2007               183750
511054201                                         57.25        2/1/2007         1/1/2037             1823.06             1823.06        3/1/2007               285000
511054258                                          8.35        2/1/2007         1/1/2037              739.03              739.03        3/1/2007               102400
511054263                                           9.9        2/1/2007         1/1/2037             2904.26             2904.26        3/1/2007               333750
511054293                                         12.13        2/1/2007         1/1/2037              265.89              265.89        3/1/2007                25600
511054372                                         8.675        2/1/2007         1/1/2037             1939.97             1939.97        3/1/2007               248285
511054392                                           8.8        2/1/2007         1/1/2037             1173.31             1173.31        3/1/2007               155200
511054423                                           8.1        2/1/2007         1/1/2037             2136.59             2136.59        3/1/2007               304000
511054440                                         66.95        2/1/2007         1/1/2037             1853.33             1853.33        3/1/2007               320000
511054469                                            98        2/1/2007         1/1/2037             1946.18             1946.18        3/1/2007               279900
511054501                                           6.7        2/1/2007         1/1/2037             1831.33             1831.33        3/1/2007               328000
511054538                                          8.75        2/1/2007         1/1/2037             2720.89             2720.89        3/1/2007               373150
511054550                                          6.55        3/1/2007         2/1/2037             4376.04             4376.04        3/1/2007               688750
511054561                                         776.5        3/1/2007         2/1/2037             1374.75             1374.75        3/1/2007               217500
511054567                                         608.8        2/1/2007         1/1/2037             3881.88             3881.88        3/1/2007               513477
511054569                                         577.8        2/1/2007         1/1/2037             1439.74             1439.74        3/1/2007               200000
511054588                                         88.75        2/1/2007         1/1/2037             1270.52             1270.52        3/1/2007               161500
511054592                                          8.85        3/1/2007         2/1/2037             2493.01             2493.01        3/1/2007               328100
511054614                                          13.5        2/1/2007         1/1/2037              332.17              332.17        3/1/2007                29000
511054641                                          8210        2/1/2007         1/1/2037             1447.99             1447.99        3/1/2007               165000
511054675                                          9.45        3/1/2007         2/1/2037              853.95              853.95        3/1/2007               102000
511054677                                           8.2        2/1/2007         1/1/2037             1093.96             1093.96        3/1/2007               154000
511054726                                          10.5        2/1/2007         1/1/2037             3029.62             3029.62        3/1/2007               331200
511054740                                          8.05        2/1/2007         1/1/2037             1372.62             1372.62        3/1/2007               196350
511054758                                         79.85        3/1/2007         2/1/2037             1812.73             1812.73        2/1/2007               209200
511054764                                         10.85        2/1/2007         1/1/2037             1567.72             1567.72        3/1/2007               166600
511054804                                         11.55        3/1/2007         2/1/2037              849.96              849.96        3/1/2007                85500
511054812                                          7.25        3/1/2007         2/1/2037             1023.48             1023.48        3/1/2007               160000
511054817                                         7.325        3/1/2007         2/1/2037                1123                1123        3/1/2007               163400
511054828                                           7.7        2/1/2007         1/1/2037             2345.64             2345.64        3/1/2007               329000
511054841                                          8.45        3/1/2007         2/1/2037             1825.03             1825.03        4/1/2007               238450
511054858                                           5.6        3/1/2007         2/1/2037             1358.74             1358.74        3/1/2007               260000
511054896                                          7.75        3/1/2007         2/1/2037              949.96              949.96        3/1/2007               132600
511054903                                         738.8        3/1/2007         2/1/2037             2718.54             2718.54        2/1/2007               344000
511054934                                         49.07        3/1/2007         2/1/2037             1982.37             1982.37        3/1/2007               319000
511054938                                         10.05        3/1/2007         2/1/2037             1439.56             1439.56        3/1/2007               168750
511054956                                          6.95        3/1/2007         2/1/2037             2509.82             2509.82        4/1/2007               406250
511054961                                         298.1        3/1/2007         2/1/2037             1405.65             1405.65        4/1/2007               200000
511054971                                           6.9        3/1/2007         2/1/2037             1074.82             1074.82        3/1/2007               175000
511054998                                          8.65        3/1/2007         2/1/2037             3213.77             3213.77        3/1/2007               412250
511055038                                           9.6        3/1/2007         2/1/2037             1513.97             1513.97        4/1/2007               178500
511055070                                         767.8        3/1/2007         2/1/2037             1279.05             1279.05        3/1/2007               188000
511055085                                          9.25        3/1/2007         2/1/2037              1464.7              1464.7        3/1/2007               185250
511055108                                          12.3        3/1/2007         2/1/2037             1709.11             1709.11        2/1/2007               162500
511055121                                         7.375        3/1/2007         2/1/2037             2079.05             2079.05        3/1/2007               301017
511055184                                         577.4        3/1/2007         2/1/2037             1281.86             1281.86        3/1/2007               197000
511055185                                          7.95        3/1/2007         2/1/2037              908.84              908.84        3/1/2007               124450
511055201                                           8.6        3/1/2007         2/1/2037             1412.34             1412.34        3/1/2007               182000
511055267                                           6.5        3/1/2007         2/1/2037             2166.67             2165.47        4/1/2007               400000
511055278                                         357.3        3/1/2007         2/1/2037             1286.68             1286.68        4/1/2007               200000
511055283                                           7.2        3/1/2007         2/1/2037                1647                1647        4/1/2007               274500
511055293                                         59.35        3/1/2007         2/1/2037             1077.83             1077.83        4/1/2007               134997
511055295                                          8.99        3/1/2007         2/1/2037             2629.58             2629.58        3/1/2007               351000
511055304                                          49.3        3/1/2007         2/1/2037                3016                3016        3/1/2007               365000
511055354                                         797.5        3/1/2007         2/1/2037             2448.02             2448.02        3/1/2007               372000
511055378                                         6.375        3/1/2007         2/1/2037             1446.04             1446.04        3/1/2007               272196
511055382                                          7.25        3/1/2007         2/1/2037              1087.5              1087.5        4/1/2007               180000
511055384                                         567.9        3/1/2007         2/1/2037             2725.61             2725.61        3/1/2007               375012
511055416                                         57.65        4/1/2007         3/1/2037             1064.27             1064.27        4/1/2007               150000
511055536                                           8.2        3/1/2007         2/1/2037             1775.92             1775.92        3/1/2007               237500
511055537                                         66.15        3/1/2007         2/1/2037                1845                1845        3/1/2007               360000
511055549                                           9.6        3/1/2007         2/1/2037             1766.55             1766.55        4/1/2007               216000
511055557                                         46.45        3/1/2007         2/1/2037              779.74              779.74        3/1/2007               134000
511055619                                          6.25        3/1/2007         2/1/2037             1505.21             1505.21        3/1/2007               289000
511055621                                          7.99        3/1/2007         2/1/2037             2596.75             2596.75        3/1/2007               390000
511055641                                           7.5        3/1/2007         2/1/2037             1968.75             1968.75        3/1/2007               315000
511055667                                          5.99        3/1/2007         2/1/2037              998.33              998.33        3/1/2007               200000
511055747                                         546.5        3/1/2007         2/1/2037             1756.37             1756.37        4/1/2007               300000
511055773                                         10.99        3/1/2007         2/1/2037              964.89              964.89        3/1/2007               101400
511055780                                         10.85        3/1/2007         2/1/2037             3472.31             3472.31        2/1/2007               369000
511055791                                          9.95        3/1/2007         2/1/2037             2283.01             2283.01        3/1/2007               261250
511055854                                         8.425        4/1/2007         3/1/2037             1175.19             1175.19        4/1/2007               153900
511055935                                           8.5        4/1/2007         3/1/2037             2546.64             2546.64        3/1/2007               331200
511055958                                           9.5        3/1/2007         2/1/2037             2624.77             2624.77        4/1/2007               331550
511055982                                         558.8        3/1/2007         2/1/2037              1360.8              1360.8        4/1/2007               180000
511055991                                           7.5        3/1/2007         2/1/2037             1068.75             1068.75        4/1/2007               171000
511056013                                          11.5        3/1/2007         2/1/2037             1583.48             1583.48        3/1/2007               159900
511056037                                          7.65        3/1/2007         2/1/2037             2149.97             2149.97        3/1/2007               337250
511056043                                         47.25        3/1/2007         2/1/2037             1426.47             1426.47        3/1/2007               223000
511056068                                         6.659        3/1/2007         2/1/2037             2238.08             2238.08        3/1/2007               375000
511056074                                         49.99        3/1/2007         2/1/2037             1885.19             1885.19        3/1/2007               215000
511056092                                         10.15        4/1/2007         3/1/2037             2393.41             2393.41        3/1/2007               278000
511056106                                         659.2        3/1/2007         2/1/2037             2694.69             2694.69        3/1/2007               329000
511056107                                          6.99        3/1/2007         2/1/2037             3375.59             3373.69        4/1/2007               579500
511056120                                          7.44        3/1/2007         2/1/2037              1884.8              1884.8        3/1/2007               304000
511056147                                        10.275        3/1/2007         2/1/2037              666.15              666.15        3/1/2007                76500
511056215                                           8.8        3/1/2007         2/1/2037              1625.4              1625.4        4/1/2007               215000
511056235                                         948.1        3/1/2007         2/1/2037             1497.91             1497.91        4/1/2007               217994
511056314                                          8.99        4/1/2007         3/1/2037              1832.9              1832.9        3/1/2007               228000
511056338                                         76.95        3/1/2007         2/1/2037             2108.17             2108.17        3/1/2007               364000
511056350                                         10.29        4/1/2007         3/1/2037             2688.26             2688.26        3/1/2007               313500
511056368                                         10.75        3/1/2007         2/1/2037             1794.99             1794.99        3/1/2007               197600
511056440                                          6.75        3/1/2007         2/1/2037             1484.64             1484.64        3/1/2007               228900
511056489                                          8.15        3/1/2007         2/1/2037             1091.81             1091.81        3/1/2007               146700
511056560                                         7.275        4/1/2007         3/1/2037                2425                2425        4/1/2007               400000
511056565                                           6.6        3/1/2007         2/1/2037             2038.53             2038.53        3/1/2007               344000
511056583                                           8.7        3/1/2007         2/1/2037             2274.97             2274.97        3/1/2007               304000
511056625                                           8.2        4/1/2007         3/1/2037              1635.9              1635.9        4/1/2007               239400
511056670                                          7.25        3/1/2007         2/1/2037             1875.94             1875.94        4/1/2007               310500
511056904                                           6.9        4/1/2007         3/1/2037             1817.78             1817.78        4/1/2007               306000
511056965                                          6.96        4/1/2007         3/1/2037                1914                1914        4/1/2007               330000
511057235                                          6.75        4/1/2007         3/1/2037             1659.38             1659.38        3/1/2007               295000
511058085                                         12.35        5/1/2007         4/1/2037             2090.15             2090.15        4/1/2007               198000
511058207                                         11.85        5/1/2007         4/1/2037             2705.44             2705.44        4/1/2007               266000
511058463                                          10.9        5/1/2007         4/1/2037             1349.14             1349.14        4/1/2007               142800
511059154                                         8.445        5/1/2007         4/1/2037             1722.82             1722.82        4/1/2007               225200
511060483                                          9.75        5/1/2007         4/1/2037              951.08              951.08        4/1/2007               110700
521043444                                          14.3       10/1/2006         9/1/2036              403.69              403.69        3/1/2007                33400
521044509                                          9.55       10/1/2006         9/1/2036             2166.15             2166.15        3/1/2007               256500
521045811                                           7.9       12/1/2006        11/1/2036             1359.13             1359.13        3/1/2007               187000
521045973                                         12.98       12/1/2006        11/1/2036              629.64              629.64        3/1/2007                57000
521046049                                          12.9       12/1/2006        11/1/2036              450.34              450.34        3/1/2007                41000
521046057                                         13.13       12/1/2006        11/1/2036              279.09              279.09        3/1/2007                25000
521046338                                         13.13       12/1/2006        11/1/2036              346.07              346.07        2/1/2007                31000
521046496                                         13.13       12/1/2006        11/1/2036              334.91              334.91        3/1/2007                30000
521046761                                         78.45        1/1/2007        12/1/2036              792.16              792.16        4/1/2007               103500
521047044                                           8.7       12/1/2006        11/1/2036             1816.87             1816.87        3/1/2007               232000
521047360                                          9.82        1/1/2007        12/1/2036             1296.45             1296.45        4/1/2007               150000
521047424                                            98        1/1/2007        12/1/2036             1408.01             1408.01        2/1/2007               202500
521047494                                           9.3        2/1/2007         1/1/2037             3305.26             3305.26        3/1/2007               416000
521047523                                          8.12        1/1/2007        12/1/2036               945.5               945.5        3/1/2007               127400
521047740                                           9.6        1/1/2007        12/1/2036              877.85              877.85        4/1/2007               103500
521048029                                         45.95        2/1/2007         1/1/2037             1973.88             1973.88        3/1/2007               331000
521048100                                          8.75        2/1/2007         1/1/2037             1840.88             1840.88        3/1/2007               234000
521048140                                         10.35        2/1/2007         1/1/2037             2313.07             2313.07        3/1/2007               256000
521048238                                         10.15        1/1/2007        12/1/2036             1666.27             1666.27        3/1/2007               187500
521048419                                         8.925        2/1/2007         1/1/2037             2870.97             2870.97        4/1/2007               375000
521048436                                        10.325        3/1/2007         2/1/2037             1553.15             1553.15        3/1/2007               172250
521048441                                         557.1        2/1/2007         1/1/2037              974.45              974.45        4/1/2007               145000
521048468                                           8.6        2/1/2007         1/1/2037             1396.82             1396.82        3/1/2007               180000
521048472                                         8.675        3/1/2007         2/1/2037             1220.08             1220.08        3/1/2007               156150
521048484                                          9.65        2/1/2007         1/1/2037              851.82              851.82        3/1/2007               100000
521048509                                         10.05        2/1/2007         1/1/2037             3745.39             3745.39        3/1/2007               425000
521048583                                          9.95        2/1/2007         1/1/2037             2721.59             2721.59        3/1/2007               321997
521048674                                         8.175        3/1/2007         2/1/2037             1035.08             1035.08        3/1/2007               138750
521048701                                         11.95        3/1/2007         2/1/2037               645.6               645.6        3/1/2007                63000
521048708                                         58.25        3/1/2007         2/1/2037              1123.1              1123.1        5/1/2007               149494
521048710                                         11.85        3/1/2007         2/1/2037              915.37              915.37        3/1/2007                90000
521048715                                         11.65        3/1/2007         2/1/2037              865.51              865.51        3/1/2007                86400
521048719                                          8.15        2/1/2007         1/1/2037             1651.66             1651.66        4/1/2007               233750
521048725                                          9.25        3/1/2007         2/1/2037             2063.62             2063.62        3/1/2007               261000
521048734                                          9.99        3/1/2007         2/1/2037             1227.57             1227.57        2/1/2007               140000
521048777                                           8.8        2/1/2007         1/1/2037             1614.53             1614.53        3/1/2007               204300
521048814                                          8.25        3/1/2007         2/1/2037             1141.93             1141.93        3/1/2007               152000
521048855                                          8.07        2/1/2007         1/1/2037             1728.44             1728.44        4/1/2007               234000
521048880                                         846.9        3/1/2007         2/1/2037             2461.85             2461.85        3/1/2007               373800
521048926                                         9.625        2/1/2007         1/1/2037              963.89              963.89        3/1/2007               113400
521049005                                         8.649        2/1/2007         1/1/2037             1459.12             1459.12        4/1/2007               196000
521049020                                           7.8        3/1/2007         2/1/2037             1777.41             1777.41        3/1/2007               261250
521049063                                         712.1        3/1/2007         2/1/2037             1088.13             1088.13        2/1/2007               105000
521049106                                         9.525        2/1/2007         1/1/2037             1069.36             1069.36        4/1/2007               126900
521049129                                         959.5        2/1/2007         1/1/2037              1813.3              1813.3        3/1/2007               215650
521049145                                          8.87        2/1/2007         1/1/2037              479.56              479.56        3/1/2007                60300
521049200                                         8.225        3/1/2007         2/1/2037              989.35              989.35        3/1/2007               132000
521049217                                         9.975        3/1/2007         2/1/2037             1116.55             1116.55        3/1/2007               127500
521049306                                         5.675        3/1/2007         2/1/2037             2031.65             2031.65        4/1/2007               351000
521049314                                         9.025        3/1/2007         2/1/2037             1005.27             1005.27        3/1/2007               130000
521049329                                         9.425        2/1/2007         1/1/2037             1096.03             1096.03        3/1/2007               131200
521049334                                          9.99        2/1/2007         1/1/2037             1010.11             1010.11        3/1/2007               115200
521049351                                         10.65        3/1/2007         2/1/2037             1018.57             1018.57        3/1/2007               110000
521049365                                         9.875        2/1/2007         1/1/2037             1134.79             1134.79        3/1/2007               135200
521049433                                         9.375        3/1/2007         2/1/2037             1197.72             1197.72        3/1/2007               144000
521049450                                          10.9        3/1/2007         2/1/2037             1602.81             1602.81        3/1/2007               169650
521049479                                          10.1        3/1/2007         2/1/2037              2831.9              2831.9        3/1/2007               320000
521049489                                           7.2        2/1/2007         1/1/2037              678.79              678.79        3/1/2007               100000
521049500                                        10.075        2/1/2007         1/1/2037              989.09              989.09        3/1/2007               112000
521049506                                         88.15        3/1/2007         2/1/2037             1309.88             1309.88        4/1/2007               176000
521049524                                         9.425        3/1/2007         2/1/2037             1403.45             1403.45        4/1/2007               168000
521049530                                         10.75        3/1/2007         2/1/2037              487.28              487.28        3/1/2007                52200
521049550                                         7.175        3/1/2007         2/1/2037             1150.98             1150.98        4/1/2007               169988
521049565                                        11.075        4/1/2007         3/1/2037             1392.45             1392.45        4/1/2007               145350
521049568                                         86.79        3/1/2007         2/1/2037              893.13              893.13        3/1/2007               111000
521049581                                          7.25        3/1/2007         2/1/2037              841.12              841.12        3/1/2007               123300
521050154                                         9.975        3/1/2007         2/1/2037             1401.16             1401.16        4/1/2007               160000
521050163                                          9.05        3/1/2007         2/1/2037              961.79              961.79        3/1/2007               119000
521050203                                          9.45        2/1/2007         1/1/2037             2881.96             2881.96        3/1/2007               344235
521050227                                          8.15        3/1/2007         2/1/2037             1674.56             1674.56        3/1/2007               225000
521050231                                           9.2        2/1/2007         1/1/2037             2053.53             2053.53        3/1/2007               261000
521050273                                         7.425        3/1/2007         2/1/2037             1220.24             1220.24        4/1/2007               187000
521050287                                          6.75        3/1/2007         2/1/2037               799.4               799.4        5/1/2007               123250
521050300                                          9.05        3/1/2007         2/1/2037             1184.14             1184.14        3/1/2007               152750
521050315                                         7.425        3/1/2007         2/1/2037              1015.1              1015.1        3/1/2007               146250
521050320                                          9.99        4/1/2007         3/1/2037              946.98              946.98        3/1/2007               108000
521050324                                          10.7        3/1/2007         2/1/2037             1087.78             1087.78        3/1/2007               117000
521050344                                          8.55        3/1/2007         2/1/2037             1498.85             1498.85        3/1/2007               203400
521050369                                          9.65        3/1/2007         2/1/2037              907.21              907.21        3/1/2007               110400
521050432                                         10.25        3/1/2007         2/1/2037              559.17              559.17        4/1/2007                62400
521050435                                           8.7        3/1/2007         2/1/2037              689.16              689.16        4/1/2007                88000
521050436                                          11.3        3/1/2007         2/1/2037              569.44              569.44        3/1/2007                58400
521050437                                          8.43        3/1/2007         2/1/2037             1357.17             1357.17        3/1/2007               177650
521050454                                           8.8        3/1/2007         2/1/2037             1411.43             1411.43        3/1/2007               178600
521050518                                           9.5        3/1/2007         2/1/2037              840.85              840.85        3/1/2007               100000
521050539                                         10.05        3/1/2007         2/1/2037              881.27              881.27        3/1/2007               100000
521050541                                         10.25        3/1/2007         2/1/2037             1064.57             1064.57        3/1/2007               118800
521050576                                         10.85        3/1/2007         2/1/2037             1129.21             1129.21        3/1/2007               120000
521050583                                          9.68        3/1/2007         2/1/2037             1914.71             1914.71        3/1/2007               224200
521050609                                         8.375        3/1/2007         2/1/2037              940.68              940.68        3/1/2007               130000
521050614                                         9.075        3/1/2007         2/1/2037             1134.03             1134.03        4/1/2007               140000
521050660                                           8.8        3/1/2007         2/1/2037              599.82              599.82        4/1/2007                75900
521050676                                         710.2        3/1/2007         2/1/2037             1329.66             1329.66        3/1/2007               149000
521050735                                         8.775        4/1/2007         3/1/2037             1056.18             1056.18        4/1/2007               133950
521050741                                           8.8        3/1/2007         2/1/2037             2064.59             2064.59        4/1/2007               261250
521050964                                          10.7        3/1/2007         2/1/2037              948.32              948.32        3/1/2007               102000
521050971                                         9.475        4/1/2007         3/1/2037             1141.75             1141.75        4/1/2007               136080
521050973                                         8.125        3/1/2007         2/1/2037             1033.81             1033.81        3/1/2007               146700
521051016                                         8.325        3/1/2007         2/1/2037              966.87              966.87        3/1/2007               127800
521051024                                          8.95        3/1/2007         2/1/2037             2578.85             2578.85        3/1/2007               336000
521051056                                         9.975        3/1/2007         2/1/2037             1182.23             1182.23        3/1/2007               135000
521051155                                         8.675        3/1/2007         2/1/2037             1250.21             1250.21        3/1/2007             160006.5
521051169                                         648.7        3/1/2007         2/1/2037             1957.83             1957.83        3/1/2007               250000
521051176                                          7.05        3/1/2007         2/1/2037             1622.17             1622.17        4/1/2007               259520
521051179                                         9.275        3/1/2007         2/1/2037             1143.56             1143.56        3/1/2007               138700
521051194                                          10.9        3/1/2007         2/1/2037             1037.36             1037.36        3/1/2007               109800
521051205                                         9.275        4/1/2007         3/1/2037             1304.13             1304.13        3/1/2007               158175
521051208                                         11.85        4/1/2007         3/1/2037              704.84              704.84        3/1/2007                69300
521051209                                         8.475        3/1/2007         2/1/2037             1243.03             1243.03        3/1/2007               170000
521051213                                          10.9        3/1/2007         2/1/2037             1133.73             1133.73        3/1/2007               120000
521051219                                            12        3/1/2007         2/1/2037              601.74              601.74        3/1/2007                58500
521051226                                         9.025        3/1/2007         2/1/2037             1016.09             1016.09        3/1/2007               126000
521051268                                           8.7        3/1/2007         2/1/2037             1630.87             1630.87        3/1/2007               208250
521051292                                           9.2        3/1/2007         2/1/2037             2432.59             2432.59        3/1/2007               297000
521051293                                          9.55        3/1/2007         2/1/2037              879.07              879.07        3/1/2007               108000
521051297                                          7.65        3/1/2007         2/1/2037             1643.85             1643.85        3/1/2007               245650
521051323                                         488.2        3/1/2007         2/1/2037             1794.61             1794.61        3/1/2007               240000
521051337                                         9.475        3/1/2007         2/1/2037              777.95              777.95        3/1/2007                92720
521051351                                         12.15        3/1/2007         2/1/2037             1240.41             1240.41        3/1/2007               119250
521051368                                         10.26        3/1/2007         2/1/2037              1828.8              1828.8        3/1/2007               203915
521051373                                         9.175        3/1/2007         2/1/2037             1258.56             1258.56        3/1/2007               154000
521051380                                          9.38        3/1/2007         2/1/2037             2812.54             2812.54        4/1/2007               338000
521051400                                          88.7        3/1/2007         2/1/2037             1267.72             1267.72        3/1/2007               204000
521051404                                         11.65        3/1/2007         2/1/2037             1014.64             1014.64        3/1/2007               103500
521051407                                         497.8        3/1/2007         2/1/2037             1691.57             1691.57        3/1/2007               234983
521051417                                         11.85        3/1/2007         2/1/2037             1057.76             1057.76        3/1/2007               104000
521051430                                         11.35        3/1/2007         2/1/2037             1164.85             1164.85        3/1/2007               119000
521051481                                           9.4        3/1/2007         2/1/2037             1979.72             1979.72        3/1/2007               237500
521051488                                         8.875        3/1/2007         2/1/2037             1194.26             1194.26        3/1/2007               150100
521051491                                        10.475        3/1/2007         2/1/2037             1430.92             1430.92        3/1/2007               156750
521051511                                         10.15        3/1/2007         2/1/2037              717.61              717.61        3/1/2007                80750
521051524                                          9.35        3/1/2007         2/1/2037              622.45              622.45        4/1/2007                75000
521051540                                          9.99        3/1/2007         2/1/2037             1402.93             1402.93        4/1/2007               160000
521051543                                         9.525        3/1/2007         2/1/2037             1280.87             1280.87        3/1/2007               152000
521051552                                           8.7        3/1/2007         2/1/2037             1101.57             1101.57        3/1/2007               147200
521051573                                        10.925        3/1/2007         2/1/2037             1277.99             1277.99        3/1/2007               135000
521051579                                         11.65        4/1/2007         3/1/2037              536.94              536.94        3/1/2007                53600
521051599                                          8.25        4/1/2007         3/1/2037             1284.67             1284.67        4/1/2007               171000
521051602                                          8.15        3/1/2007         2/1/2037             2139.38             2139.38        4/1/2007               315000
521051606                                          10.6        3/1/2007         2/1/2037             1038.19             1038.19        3/1/2007               112575
521051636                                          47.3        3/1/2007         2/1/2037              753.44              753.44        4/1/2007               109900
521051662                                          9.55        3/1/2007         2/1/2037              886.73              886.73        3/1/2007               105000
521051664                                         8.275        3/1/2007         2/1/2037              864.47              864.47        3/1/2007               114800
521051684                                          9.35        4/1/2007         3/1/2037             1584.29             1584.29        3/1/2007               201400
521051689                                         78.99        4/1/2007         3/1/2037             1355.98             1355.98        3/1/2007               168675
521051721                                         8.875        4/1/2007         3/1/2037              997.74              997.74        4/1/2007               125400
521051747                                          9.99        3/1/2007         2/1/2037              920.67              920.67        4/1/2007               105000
521051762                                         10.35        3/1/2007         2/1/2037                1021                1021        4/1/2007               113000
521051773                                         9.275        3/1/2007         2/1/2037             1253.22             1253.22        3/1/2007               152000
521051798                                           9.5        3/1/2007         2/1/2037             1197.38             1197.38        3/1/2007               142400
521051834                                         8.775        3/1/2007         2/1/2037              1040.8              1040.8        3/1/2007               132000
521051861                                         10.45        3/1/2007         2/1/2037             2083.92             2083.92        4/1/2007               228750
521051881                                          9.99        4/1/2007         3/1/2037             1113.58             1113.58        3/1/2007               127000
521051886                                         989.4        3/1/2007         2/1/2037             2867.47             2867.47        3/1/2007               344000
521051891                                         7.925        3/1/2007         2/1/2037             1092.81             1092.81        5/1/2007               150000
521051898                                          10.6        3/1/2007         2/1/2037             1844.45             1844.45        4/1/2007               200000
521051936                                         9.377        3/1/2007         2/1/2037             1985.25             1985.25        3/1/2007               248000
521051992                                         9.675        4/1/2007         3/1/2037             1118.33             1118.33        3/1/2007               131005
521052001                                         9.625        4/1/2007         3/1/2037             1219.31             1219.31        4/1/2007               143450
521052012                                         10.55        4/1/2007         3/1/2037               785.3               785.3        4/1/2007                85500
521052045                                          8.55        3/1/2007         2/1/2037             2985.51             2985.51        4/1/2007               413100
521052051                                          11.9        4/1/2007         3/1/2037               570.7               570.7        3/1/2007                55900
521052062                                          8.99        3/1/2007         2/1/2037             1138.33             1138.33        3/1/2007               141600
521052127                                         9.325        4/1/2007         3/1/2037             1118.49             1118.49        3/1/2007               135065
521052135                                         89.55        4/1/2007         3/1/2037              877.61              877.61        4/1/2007               103920
521052195                                         8.775        3/1/2007         2/1/2037              813.72              813.72        4/1/2007               103200
521052223                                         9.025        3/1/2007         2/1/2037             1364.47             1364.47        3/1/2007               169200
521052249                                          9.65        3/1/2007         2/1/2037             1019.63             1019.63        3/1/2007               119700
521052293                                           8.1        4/1/2007         3/1/2037              666.67              666.67        3/1/2007                90000
521052294                                          9.18        4/1/2007         3/1/2037              916.54              916.54        3/1/2007               112100
521052321                                          8.92        4/1/2007         3/1/2037               850.8               850.8        4/1/2007               106500
521052382                                         57.45        3/1/2007         2/1/2037             1565.67             1565.67        3/1/2007               225019
521052433                                         9.475        4/1/2007         3/1/2037             1195.62             1195.62        4/1/2007               142500
521052436                                         13.05        3/1/2007         2/1/2037              289.74              289.74        4/1/2007                26100
521052463                                         8.275        3/1/2007         2/1/2037              1251.9              1251.9        3/1/2007               166250
521052482                                         9.475        3/1/2007         2/1/2037             1076.06             1076.06        3/1/2007               128250
521052492                                         9.325        4/1/2007         3/1/2037             1341.55             1341.55        4/1/2007               162000
521052515                                         410.3        4/1/2007         3/1/2037             2339.53             2339.53        4/1/2007               260000
521052520                                         11.89        4/1/2007         3/1/2037              510.56              510.56        3/1/2007                51075
521052529                                         9.775        3/1/2007         2/1/2037             1265.66             1265.66        3/1/2007               147000
521052537                                         8.875        4/1/2007         3/1/2037             1047.07             1047.07        4/1/2007               131600
521052563                                           7.8        3/1/2007         2/1/2037             2258.92             2258.92        3/1/2007               332025
521052603                                        11.475        4/1/2007         3/1/2037             1245.36             1245.36        3/1/2007               126000
521052649                                         10.45        3/1/2007         2/1/2037              743.38              743.38        4/1/2007                81600
521052655                                          9.55        3/1/2007         2/1/2037              858.44              858.44        4/1/2007               101650
521052748                                         11.35        4/1/2007         3/1/2037              472.95              472.73        4/1/2007                50004
521052752                                          9.75        4/1/2007         3/1/2037             1546.48             1546.48        3/1/2007               180000
521052807                                        10.875        4/1/2007         3/1/2037             1188.04             1188.04        3/1/2007               126000
521052809                                           8.9        4/1/2007         3/1/2037             3763.91             3763.91        3/1/2007               472000
521052833                                         9.225        4/1/2007         3/1/2037              1286.7              1286.7        4/1/2007               156750
521052922                                          11.1        4/1/2007         3/1/2037              738.63              738.63        3/1/2007                76950
521052950                                          9.99        4/1/2007         3/1/2037             1291.14             1291.14        3/1/2007               147250
521052997                                         10.04        4/1/2007         3/1/2037             2399.44             2399.44        3/1/2007               272500
521053017                                         10.15        4/1/2007         3/1/2037              857.23              857.23        3/1/2007               100700
521053032                                          11.6        4/1/2007         3/1/2037             1022.08             1022.08        4/1/2007               102420
521053168                                          11.4        5/1/2007         4/1/2037              751.74              751.74        4/1/2007                76500
521053185                                          9.05        4/1/2007         3/1/2037              646.58              646.58        4/1/2007                80000
521053374                                          8.33        4/1/2007         3/1/2037             1738.69             1738.69        4/1/2007               246525
521053409                                            68        4/1/2007         3/1/2037             1452.85             1452.85        4/1/2007               198000
521053459                                            98        4/1/2007         3/1/2037             1816.07             1816.07        3/1/2007               247500
521053555                                         8.075        4/1/2007         3/1/2037              877.04              877.04        4/1/2007               118680
521053651                                         10.35        4/1/2007         3/1/2037              902.82              902.82        4/1/2007                99920
521054048                                          9.99        4/1/2007         3/1/2037             1251.24             1251.24        3/1/2007               142700
521054320                                          9.95        5/1/2007         4/1/2037             2477.45             2477.45        4/1/2007               283500
521055007                                         610.5        5/1/2007         4/1/2037             1829.59             1829.59        4/1/2007               200012
521056720                                          9.95        5/1/2007         4/1/2037              488.51              488.51        4/1/2007                58500
551021585                                          9.99       12/1/2006        11/1/2036              327.94              327.94        4/1/2007                37400
551021775                                          9.99       11/1/2006        10/1/2036              292.86              292.86        2/1/2007                33400
551021793                                          9.99       11/1/2006        10/1/2036              313.36              313.36        3/1/2007              35737.8
551021947                                          9.99       12/1/2006        11/1/2036              242.01              242.01        4/1/2007                27600
551022062                                          9.99       11/1/2006        10/1/2036              273.94              273.94        2/1/2007                31242
551022470                                         14.05       12/1/2006        11/1/2036              376.86              376.86        3/1/2007                31700
551022709                                          9.94       12/1/2006        11/1/2036              230.51              230.51        3/1/2007                26400
551022893                                         7.925        2/1/2007         1/1/2037             1022.87             1022.87        4/1/2007               140400
551023371                                         9.625       12/1/2006        11/1/2036             1083.74             1083.74        2/1/2007               127500
551023696                                         10.55        2/1/2007         1/1/2037             1033.29             1033.29        3/1/2007               112500
551024418                                         87.85        2/1/2007         1/1/2037             2518.63             2518.63        4/1/2007               385014
551024662                                         12.75        2/1/2007         1/1/2037              334.48              334.48        3/1/2007                30780
551024710                                          8.95        2/1/2007         1/1/2037             1830.52             1830.52        4/1/2007               238500
551024728                                          8.35        3/1/2007         2/1/2037             1280.33             1280.33        3/1/2007               184000
551024729                                         11.85        1/1/2007        12/1/2036              907.74              907.74        3/1/2007                89250
551024860                                         879.9        2/1/2007         1/1/2037             1566.34             1566.34        3/1/2007               180000
551024901                                         10.25        2/1/2007         1/1/2037             1781.08             1781.08        4/1/2007               205000
551024980                                          66.9        2/1/2007         1/1/2037             2482.92             2482.92        3/1/2007               377000
551025027                                         78.99        2/1/2007         1/1/2037             1985.65             1985.64        3/1/2007               247000
551025082                                          10.7        2/1/2007         1/1/2037              565.27              565.27        2/1/2007                60800
551025085                                          10.7        2/1/2007         1/1/2037              587.59              587.59        2/1/2007                63200
551025118                                         9.325        2/1/2007         1/1/2037             1225.61             1225.61        4/1/2007               148000
551025246                                          8.99        2/1/2007         1/1/2037               824.8               824.8        4/1/2007               102600
551025457                                          8.65        3/1/2007         2/1/2037             2184.74             2184.74        4/1/2007               280250
551025479                                           8.7        2/1/2007         1/1/2037             2054.94             2054.94        3/1/2007               262400
551025498                                         9.475        4/1/2007         3/1/2037             1073.96             1073.96        4/1/2007               128000
551025532                                          10.9        2/1/2007         1/1/2037              773.77              773.77        3/1/2007                81900
551025719                                         7.525        3/1/2007         2/1/2037             1116.58             1116.58        3/1/2007               159300
551025746                                         9.525        2/1/2007         1/1/2037             1061.78             1061.78        3/1/2007               126000
551025808                                         88.65        2/1/2007         1/1/2037             1772.72             1772.72        3/1/2007               238100
551025811                                          10.9        3/1/2007         2/1/2037              944.77              944.77        3/1/2007               100000
551025859                                           9.1        3/1/2007         2/1/2037              962.15              962.15        3/1/2007               123500
551025996                                         11.75        4/1/2007         3/1/2037             1009.41             1009.41        3/1/2007               100000
551026008                                           8.9        3/1/2007         2/1/2037              868.41              868.41        3/1/2007               108900
551026020                                         10.95        3/1/2007         2/1/2037              720.14              720.14        4/1/2007                75920
551026070                                         8.875        3/1/2007         2/1/2037             1342.65             1342.65        3/1/2007               168750
551026072                                         8.875        3/1/2007         2/1/2037             1342.65             1342.65        3/1/2007               168750
551026074                                         8.875        3/1/2007         2/1/2037             1342.65             1342.65        3/1/2007               168750
551026167                                         10.15        3/1/2007         2/1/2037              746.49              746.49        3/1/2007                84000
551026219                                           9.3        4/1/2007         3/1/2037             2870.25             2870.25        4/1/2007               361250
551026245                                         7.175        3/1/2007         2/1/2037              703.26              703.26        3/1/2007               103864
551026253                                         10.15        3/1/2007         2/1/2037              533.21              533.21        3/1/2007                60000
551026284                                          12.4        3/1/2007         2/1/2037              762.84              762.84        4/1/2007                72000
551026285                                           7.7        3/1/2007         2/1/2037             1408.81             1408.81        4/1/2007               197600
551026302                                          10.7        4/1/2007         3/1/2037              878.82              878.82        3/1/2007                94525
551026316                                          8.45        3/1/2007         2/1/2037             1591.98             1591.98        3/1/2007               208000
551026326                                         10.85        3/1/2007         2/1/2037              831.38              831.38        3/1/2007                88350
551026341                                           9.6        3/1/2007         2/1/2037             3142.43             3142.43        2/1/2007               370500
551026484                                         8.425        3/1/2007         2/1/2037              859.41              859.41        3/1/2007             112546.4
551026536                                            12        4/1/2007         3/1/2037             1388.63             1388.63        3/1/2007               135000
551026725                                         710.6        3/1/2007         2/1/2037             1051.34             1051.34        4/1/2007               114000
551026810                                         8.725        3/1/2007         2/1/2037              847.71              847.71        3/1/2007               108000
551026846                                           9.6        4/1/2007         3/1/2037               931.1               931.1        3/1/2007               113848
551026881                                         9.475        4/1/2007         3/1/2037             1115.91             1115.91        3/1/2007               133000
551027001                                         11.35        4/1/2007         3/1/2037             1720.35             1720.35        3/1/2007               175750
551027041                                         10.15        3/1/2007         2/1/2037              960.84              960.84        3/1/2007               108120
551027061                                         939.9        4/1/2007         3/1/2037              734.88              734.88        3/1/2007                84450
551027114                                          10.7        3/1/2007         2/1/2037              591.77              591.77        3/1/2007                63650
551027172                                         7.875        4/1/2007         3/1/2037             1109.36             1109.36        4/1/2007               153000
551027211                                          8.75        3/1/2007         2/1/2037              730.06              730.06        3/1/2007                92800
551027242                                        10.275        3/1/2007         2/1/2037             1418.33             1418.33        3/1/2007               157950
551027248                                         9.525        4/1/2007         3/1/2037             1256.86             1256.86        4/1/2007               149150
551027275                                           9.6        4/1/2007         3/1/2037                1120                1120        4/1/2007               132050
551027277                                           9.6        4/1/2007         3/1/2037                1120                1120        4/1/2007               132050
551027298                                            11        4/1/2007         3/1/2037              492.83              492.83        3/1/2007                51750
551027302                                         11.53        4/1/2007         3/1/2037              707.21              707.21        4/1/2007                71250
551027369                                          10.2        3/1/2007         2/1/2037              762.99              762.99        3/1/2007                85500
551027436                                         9.375        4/1/2007         3/1/2037              698.67              698.67        4/1/2007                84000
551027452                                            10        4/1/2007         3/1/2037              984.16              984.16        3/1/2007               115900
551027573                                        10.525        4/1/2007         3/1/2037             1343.75             1343.75        3/1/2007               146600
551027648                                        12.375        4/1/2007         3/1/2037             1470.55             1470.55        4/1/2007               139050
551027757                                          9.99        4/1/2007         3/1/2037             1416.96             1416.96        3/1/2007               161600
551028059                                           9.4        4/1/2007         3/1/2037              938.39              938.39        4/1/2007               112575
551028611                                         9.875        5/1/2007         4/1/2037             1167.06             1167.06        4/1/2007               134400
551028854                                           8.7        5/1/2007         4/1/2037             2662.65             2662.65        4/1/2007               340000
551028940                                         10.05        5/1/2007         4/1/2037             1261.98             1261.98        4/1/2007               143200
551029312                                         9.175        5/1/2007         4/1/2037                1033                1033        4/1/2007               126400
551029695                                          11.4        5/1/2007         4/1/2037               663.3               663.3        4/1/2007                67500
551030128                                          10.4        5/1/2007         4/1/2037             1415.34             1415.34        4/1/2007               156000
571015993                                           6.5        3/1/2007         2/1/2037                1222              1221.6        3/1/2007               225600
571017001                                          12.5        3/1/2007         2/1/2037              627.55              627.55        3/1/2007                58800
571017340                                         6.999        2/1/2007         1/1/2037             1621.44             1620.85        3/1/2007               278000
571017695                                          10.5        2/1/2007         1/1/2037             1002.31             1002.21        3/1/2007               114550
571017696                                          12.5        3/1/2007         2/1/2037               482.4               482.4        3/1/2007                45200
571017886                                         6.625        3/1/2007         2/1/2037              1024.5              1024.5        3/1/2007               160000
571017965                                          11.5        3/1/2007         2/1/2037              252.52              252.52        4/1/2007                25500
571018050                                         6.625        3/1/2007         2/1/2037              2199.5              2199.5        3/1/2007               398400
571018226                                         8.875        3/1/2007         2/1/2037                1420             1418.52        4/1/2007               192000
571018233                                           8.5        3/1/2007         2/1/2037              982.67              982.67        3/1/2007               138730
571018263                                        10.039        3/1/2007         2/1/2037              422.62              422.62        4/1/2007                48000
571018295                                         8.625        2/1/2007         1/1/2037             1408.75             1408.75        3/1/2007               196000
571018308                                         7.375        3/1/2007         2/1/2037             2197.75             2197.75        3/1/2007               357600
571018334                                          10.5        3/1/2007         2/1/2037                1064                1064        3/1/2007               121600
571018371                                          12.5        4/1/2007         3/1/2037              229.35              229.35        3/1/2007                21490
571018423                                         8.375        3/1/2007         2/1/2037                2412                2412        3/1/2007               345600
571018441                                          12.5        3/1/2007         2/1/2037              208.12              208.12        3/1/2007                19500
571018515                                          11.5        3/1/2007         2/1/2037              693.01              693.01        3/1/2007                69980
571018533                                         9.875        3/1/2007         2/1/2037              382.07              382.07        4/1/2007                44000
571018679                                         7.625        3/1/2007         2/1/2037             1779.17             1779.17        3/1/2007               280000
571018682                                          8.75        3/1/2007         2/1/2037              1035.3              1035.3        3/1/2007               131600
571018745                                         9.875        3/1/2007         2/1/2037              243.14              243.14        3/1/2007                28000
571018835                                         7.625        3/1/2007         2/1/2037             1217.41             1217.41        3/1/2007               172000
571018848                                           6.5        3/1/2007         2/1/2037             1282.45             1282.45        3/1/2007               236760
571018849                                          11.5        3/1/2007         2/1/2037              586.15              586.15        4/1/2007                59190
571018984                                         812.5        3/1/2007         2/1/2037               352.2               352.2        3/1/2007                33000
571019083                                         8.875        3/1/2007         2/1/2037                 366                 366        4/1/2007                46000
571019099                                           6.5        3/1/2007         2/1/2037              1787.5              1787.5        4/1/2007               330000
571019203                                          6.75        4/1/2007         3/1/2037               895.5              895.25        4/1/2007               159200
571019235                                        12.125        4/1/2007         3/1/2037              413.22              413.22        4/1/2007                39800
571019251                                         8.375        3/1/2007         2/1/2037              655.52              655.52        3/1/2007                93925
571019254                                        10.039        3/1/2007         2/1/2037              445.29              445.29        3/1/2007                50575
571019290                                         56.25        4/1/2007         3/1/2037              895.83              895.83        4/1/2007               172000
571019362                                         6.999        3/1/2007         2/1/2037             1796.41             1796.41        3/1/2007               308000
571019367                                          12.5        3/1/2007         2/1/2037              410.89              410.89        3/1/2007                38500
571019378                                         7.375        4/1/2007         3/1/2037             1012.83             1012.83        3/1/2007               164800
571019404                                         912.5        3/1/2007         2/1/2037              608.34              608.34        3/1/2007                57000
571019479                                         7.875        4/1/2007         3/1/2037                 945                 945        3/1/2007               144000
571019567                                         9.125        3/1/2007         2/1/2037              577.92              577.92        3/1/2007                76000
571019604                                         8.375        3/1/2007         2/1/2037             1276.92             1276.92        3/1/2007               168000
571019630                                          7.75        4/1/2007         3/1/2037              960.68              960.68        3/1/2007               148750
571019666                                          7.25        4/1/2007         3/1/2037               565.5               565.5        4/1/2007                93600
571019669                                          12.5        4/1/2007         3/1/2037              249.74              249.74        4/1/2007                23400
571019717                                         9.125        3/1/2007         2/1/2037             1210.69             1210.69        3/1/2007               148800
571019727                                          12.5        3/1/2007         2/1/2037              397.02              397.02        3/1/2007                37200
571019761                                          6.75        4/1/2007         3/1/2037              1687.5              1687.5        4/1/2007               300000
571019777                                          12.5        4/1/2007         3/1/2037              505.88              505.88        3/1/2007                47400
571019787                                         6.999        3/1/2007         2/1/2037             1210.73             1210.73        3/1/2007               182000
571019944                                         7.875        4/1/2007         3/1/2037              556.85              556.85        4/1/2007                76800
571020034                                         7.875        4/1/2007         3/1/2037              2117.2              2117.2        4/1/2007               292000
571020081                                          7.75        4/1/2007         3/1/2037             1174.92             1174.92        4/1/2007               164000
571020100                                         7.625        4/1/2007         3/1/2037              1433.5              1433.5        3/1/2007               225600
571020292                                         7.875        4/1/2007         3/1/2037             1076.25             1076.25        4/1/2007               164000
571020423                                          12.5        4/1/2007         3/1/2037              208.12              208.12        4/1/2007                19500
571020478                                         6.875        4/1/2007         3/1/2037             1416.25             1416.25        4/1/2007               247200
571020482                                         10.25        4/1/2007         3/1/2037              553.79              553.79        4/1/2007                61800
571020728                                         8.999        4/1/2007         3/1/2037              675.82              675.82        3/1/2007                84000
581013058                                         14.25       12/1/2006        11/1/2036               590.3               590.3        3/1/2007                49000
581013233                                          10.5        1/1/2007        12/1/2036             3494.85             3494.85        4/1/2007               382060
581013626                                         87.05       12/1/2006        11/1/2036                2303             2302.19        3/1/2007               392000
581013710                                         749.8        1/1/2007        12/1/2036             2588.49             2588.49        3/1/2007               300000
581013959                                           9.4        1/1/2007        12/1/2036             2033.91             2033.91        3/1/2007               244000
581014075                                         86.45        1/1/2007        12/1/2036              1233.5              1233.5        3/1/2007               229488
581014355                                           7.8        1/1/2007        12/1/2036              1685.9              1685.9        3/1/2007               247800
581014483                                           7.8        3/1/2007         2/1/2037              1696.5              1696.5        4/1/2007               261000
581014525                                          9.85        1/1/2007        12/1/2036             3379.38             3379.38        3/1/2007               390000
581014607                                           7.8        1/1/2007        12/1/2036             2449.25             2449.25        3/1/2007               360000
581014640                                           7.2        2/1/2007         1/1/2037             1484.13             1484.13        3/1/2007               233350
581014660                                          7.89        2/1/2007         1/1/2037             2141.66             2141.66        3/1/2007               294950
581014682                                          10.4        2/1/2007         1/1/2037             1056.79             1056.79        3/1/2007               120000
581014689                                         78.95        2/1/2007         1/1/2037             3909.01             3909.01        3/1/2007               488000
581014690                                           6.9        1/1/2007        12/1/2036              1759.5             1759.49        3/1/2007               306000
581014736                                          6.85        2/1/2007         1/1/2037             1576.93             1576.93        3/1/2007               276250
581014816                                         7.925        2/1/2007         1/1/2037             2622.75             2622.75        3/1/2007               360000
581014834                                           7.3        2/1/2007         1/1/2037             2171.75             2171.75        3/1/2007               357000
581014981                                         77.45        3/1/2007         2/1/2037              883.41              883.41        3/1/2007               135000
581015024                                          6.99        2/1/2007         1/1/2037                2097                2097        3/1/2007               360000
581015027                                           8.1        2/1/2007         1/1/2037             1897.63             1897.63        3/1/2007               270000
581015035                                         7.375        2/1/2007         1/1/2037             1714.69             1714.69        3/1/2007               279000
581015102                                         66.95        2/1/2007         1/1/2037             1592.71             1592.71        5/1/2007               275000
581015151                                            79        2/1/2007         1/1/2037             3158.73             3158.73        3/1/2007               409500
581015152                                         76.95        2/1/2007         1/1/2037                1419                1419        3/1/2007               245007
581015223                                          8.45        2/1/2007         1/1/2037              991.92              991.92        4/1/2007               129600
581015239                                          9.15        2/1/2007         1/1/2037             2828.33             2828.33        3/1/2007               361250
581015244                                         76.25        2/1/2007         1/1/2037              1562.5              1562.3        3/1/2007               300000
581015286                                         49.47        3/1/2007         2/1/2037              997.95              997.95        3/1/2007               150000
581015306                                         46.55        3/1/2007         2/1/2037             1319.41             1319.41        3/1/2007               224000
581015314                                         76.55        3/1/2007         2/1/2037             1260.88             1260.88        4/1/2007               231000
581015351                                            86        2/1/2007         1/1/2037                1860                1860        3/1/2007               372000
581015354                                          7.35        3/1/2007         2/1/2037             1033.46             1033.46        4/1/2007               150000
581015410                                          58.3        3/1/2007         2/1/2037             1184.57             1184.57        3/1/2007               165000
581015421                                          9.75        3/1/2007         2/1/2037             2302.53             2302.53        3/1/2007               268000
581015422                                           9.3        3/1/2007         2/1/2037             2800.73             2800.73        4/1/2007               352500
581015429                                         6.925        3/1/2007         2/1/2037             1419.63             1419.62        3/1/2007               246000
581015435                                          6.05        3/1/2007         2/1/2037             2282.64             2282.64        3/1/2007               412250
581015457                                          8.85        2/1/2007         1/1/2037             2389.68             2389.68        3/1/2007               314500
581015465                                           5.9        3/1/2007         2/1/2037                2006                2006        3/1/2007               408000
581015476                                        11.375        3/1/2007         2/1/2037             1422.11             1422.11        4/1/2007               145000
581015510                                         6.875        3/1/2007         2/1/2037             2217.13             2217.13        3/1/2007               337500
581015523                                         66.45        3/1/2007         2/1/2037              750.65              750.65        3/1/2007               129000
581015551                                          7.99        3/1/2007         2/1/2037             1722.51             1722.51        3/1/2007               248000
581015554                                          6.35        3/1/2007         2/1/2037             1745.97             1745.97        3/1/2007               303750
581015578                                          6.85        3/1/2007         2/1/2037             1608.04             1608.04        3/1/2007               281700
581015599                                            96        3/1/2007         2/1/2037                1457                1457        3/1/2007               291400
581015601                                         57.32        3/1/2007         2/1/2037             1167.89             1167.89        3/1/2007               170016
581015611                                           8.2        3/1/2007         2/1/2037             1585.99             1585.99        3/1/2007               212100
581015669                                         796.4        3/1/2007         2/1/2037             1269.33             1269.33        3/1/2007               238000
581015686                                         726.1        3/1/2007         2/1/2037             1575.81             1575.81        3/1/2007               309995
581015700                                          8.95        3/1/2007         2/1/2037             2473.17             2473.17        3/1/2007               308750
581015728                                          6.05        3/1/2007         2/1/2037              1153.5              1153.5        3/1/2007               208325
581015739                                            98        3/1/2007         2/1/2037              2298.7              2298.7        3/1/2007               330600
581015744                                           8.4        3/1/2007         2/1/2037              2061.5             2061.49        3/1/2007               294500
581015796                                         9.125        3/1/2007         2/1/2037             2702.25             2702.25        3/1/2007               346000
581015824                                           8.8        3/1/2007         2/1/2037             2010.96             2010.96        3/1/2007               266000
581015826                                          7.71        3/1/2007         2/1/2037             1900.09             1900.09        3/1/2007               266250
581015837                                         49.99        3/1/2007         2/1/2037             1499.38             1499.38        4/1/2007               171000
581015856                                           8.4        3/1/2007         2/1/2037              1015.7              1015.7        3/1/2007               140000
581015903                                         65.65        3/1/2007         2/1/2037             1796.14             1796.13        3/1/2007               381480
581015914                                           7.8        3/1/2007         2/1/2037              2343.8              2343.8        3/1/2007               344500
581015946                                           8.2        4/1/2007         3/1/2037             2346.68             2346.68        3/1/2007               313830
581015977                                         386.3        3/1/2007         2/1/2037              902.68              902.68        3/1/2007               158014
581015983                                           8.7        4/1/2007         3/1/2037             2581.79             2581.79        3/1/2007               345000
581016009                                          7.75        3/1/2007         2/1/2037             1570.67             1570.67        3/1/2007               243200
581016018                                          8.05        3/1/2007         2/1/2037              2324.4              2324.4        3/1/2007               332500
581016030                                          8.35        4/1/2007         3/1/2037             1364.95             1364.95        4/1/2007               180000
581016040                                          5.95        3/1/2007         2/1/2037              1891.6              1891.6        3/1/2007               381500
581016068                                         67.25        3/1/2007         2/1/2037             1791.08             1791.08        3/1/2007               280000
581016157                                         7.125        3/1/2007         2/1/2037             2089.41             2089.41        3/1/2007               351900
581016228                                          7.15        3/1/2007         2/1/2037             2276.48             2276.48        3/1/2007               360000
581016385                                          8.85        4/1/2007         3/1/2037             2330.36             2330.36        4/1/2007               293550
581016435                                          7.85        4/1/2007         3/1/2037             2384.44             2384.44        3/1/2007               364500
581017126                                           8.6        4/1/2007         3/1/2037             2281.77             2281.77        6/1/2007               314000
581017271                                           6.9        4/1/2007         3/1/2037             1341.99             1341.99        4/1/2007               218500
581017273                                          10.6        4/1/2007         3/1/2037               954.5               954.5        3/1/2007               103500
581017276                                         99.25        4/1/2007         3/1/2037             1031.63             1031.63        3/1/2007               125400
581017390                                         948.2        4/1/2007         3/1/2037             2036.39             2036.39        3/1/2007               293000
581018266                                         586.4        5/1/2007         4/1/2037             2251.82             2251.82        4/1/2007               360000
581018756                                          8.15        5/1/2007         4/1/2037             2783.97             2783.97        4/1/2007               394000
581019060                                         887.2        5/1/2007         4/1/2037             2810.18             2810.18        4/1/2007               414000
611025680                                          7.65        1/1/2007        12/1/2036             3575.95             3575.95        3/1/2007               504000
611026123                                         677.8        1/1/2007        12/1/2036             2411.57             2411.57        3/1/2007               335000
611026297                                         87.75        1/1/2007        12/1/2036             2667.29             2667.29        3/1/2007               413000
611026298                                          6.85        1/1/2007        12/1/2036             3005.44             3002.01        3/1/2007               526500
611026300                                         6.775        1/1/2007        12/1/2036             2958.69             2958.69        3/1/2007               455000
611026383                                          8.45        2/1/2007         1/1/2037             2473.68             2473.68        3/1/2007               323200
611026443                                           7.8        1/1/2007        12/1/2036                3198                3198        3/1/2007               492000
611026531                                          9.85        2/1/2007         1/1/2037             1325.76             1325.76        3/1/2007               153000
611026560                                           7.9        2/1/2007         1/1/2037             2145.99             2145.99        3/1/2007               312000
621019515                                         61.99        1/1/2007        12/1/2036             2293.17             2293.17        4/1/2007               285000
621019539                                           8.1        1/1/2007        12/1/2036             2373.36             2373.36        2/1/2007               320400
621019720                                           7.2        1/1/2007        12/1/2036             1997.71             1997.71        3/1/2007               314100
621019836                                          9.99        1/1/2007        12/1/2036             1025.89             1025.89        3/1/2007               117000
621019903                                         11.49        4/1/2007         3/1/2037             1236.91             1236.91        3/1/2007               125000
621019979                                           9.3        3/1/2007         2/1/2037              972.51              972.51        3/1/2007               122400
621020045                                         6.475        3/1/2007         2/1/2037             1806.67             1806.67        4/1/2007               334826
621020379                                          12.1        3/1/2007         2/1/2037              634.23              634.23        3/1/2007                61200
621020380                                           7.7        2/1/2007         1/1/2037             1882.21             1882.21        3/1/2007               264000
621020440                                           8.3        2/1/2007         1/1/2037             1062.52             1062.52        3/1/2007               148000
621020449                                         12.65        2/1/2007         1/1/2037              459.62              459.62        3/1/2007                42600
621020480                                         78.55        3/1/2007         2/1/2037             2124.26             2124.26        2/1/2007               275000
621020486                                        10.825        2/1/2007         1/1/2037             2329.03             2329.03        4/1/2007               248000
621020496                                            99        3/1/2007         2/1/2037             3077.68             3077.68        3/1/2007               382500
621020513                                         59.05        2/1/2007         1/1/2037             3030.84             3030.84        3/1/2007               375000
621020533                                          8.47        2/1/2007         1/1/2037             1656.26             1656.26        3/1/2007               216000
621020550                                          13.6        2/1/2007         1/1/2037              341.37              341.37        2/1/2007                29600
621020559                                          8.25        2/1/2007         1/1/2037             2096.03             2096.03        3/1/2007               279000
621020604                                          7.77        3/1/2007         2/1/2037             1480.45             1480.45        3/1/2007               206250
621020658                                          7.75        2/1/2007         1/1/2037              1134.8              1134.8        3/1/2007               158400
621020669                                         10.57        3/1/2007         2/1/2037             2207.94             2207.94        2/1/2007               240000
621020763                                          9.47        2/1/2007         1/1/2037             1720.94             1720.94        4/1/2007               205200
621020802                                          8.52        3/1/2007         2/1/2037             1810.09             1810.09        3/1/2007               246400
621020822                                         636.4        3/1/2007         2/1/2037             1653.33             1653.33        4/1/2007               310000
621020844                                         711.8        4/1/2007         3/1/2022             1187.33             1187.33        3/1/2007               100000
621020878                                         7.525        3/1/2007         2/1/2037             1239.24             1239.24        4/1/2007               176800
621020918                                           9.4        3/1/2007         2/1/2037             1367.05             1367.05        3/1/2007               164000
621020922                                          9.05        3/1/2007         2/1/2037             1212.33             1212.33        3/1/2007               150000
621020951                                         57.99        3/1/2007         2/1/2037              923.67              923.67        3/1/2007               126000
621020963                                         10.89        2/1/2007         1/1/2037              1295.2              1295.2        3/1/2007               137200
621020964                                          8.45        2/1/2007         1/1/2037              887.83              887.83        4/1/2007               116000
621021028                                           9.5        2/1/2007         1/1/2037             1104.38             1104.38        3/1/2007               139500
621021079                                          8.77        3/1/2007         2/1/2037             1616.69             1616.69        3/1/2007               214500
621021096                                         8.758        3/1/2007         2/1/2037             1667.91             1667.91        3/1/2007               211860
621021156                                          9.95        2/1/2007         1/1/2037             2509.78             2509.78        3/1/2007               287200
621021161                                          8.95        2/1/2007         1/1/2037              798.22              798.22        3/1/2007               104000
621021163                                          8.95        3/1/2007         2/1/2037             1181.97             1181.97        3/1/2007               154000
621021196                                         10.17        4/1/2007         3/1/2037             1868.21             1868.21        3/1/2007               216600
621021234                                          9.75        3/1/2007         2/1/2037             1333.93             1333.93        3/1/2007               160800
621021262                                         89.15        3/1/2007         2/1/2037              1019.3              1019.3        3/1/2007               125000
621021307                                         8.175        3/1/2007         2/1/2037              753.81              753.81        3/1/2007             101047.5
621021374                                           8.4        3/1/2007         2/1/2037             1330.56             1330.56        4/1/2007               183400
621021402                                            89        3/1/2007         2/1/2037              965.55              965.55        2/1/2007               120000
621021477                                         596.9        3/1/2007         2/1/2037                1955                1955        3/1/2007               340000
621021523                                         10.85        4/1/2007         3/1/2037                1627                1627        3/1/2007               172900
621021528                                            12        3/1/2007         2/1/2037              879.46              879.46        3/1/2007                85500
621021534                                          7.95        4/1/2007         3/1/2037             1272.52             1272.52        3/1/2007               174250
621021541                                         747.3        3/1/2007         2/1/2037             2468.06             2468.06        3/1/2007               360000
621021542                                           8.2        3/1/2007         2/1/2037             2060.25             2060.25        3/1/2007               301500
621021547                                          7.05        3/1/2007         2/1/2037             2455.33             2455.33        3/1/2007               367200
621021551                                          7.99        3/1/2007         2/1/2037             1191.23             1191.23        4/1/2007               162500
621021577                                           8.2        4/1/2007         3/1/2037              841.22              841.22        4/1/2007               112500
621021623                                          8.55        3/1/2007         2/1/2037             1750.39             1750.39        3/1/2007               226600
621021634                                           6.5        3/1/2007         2/1/2037               900.7               900.7        3/1/2007               142500
621021698                                            99        3/1/2007         2/1/2037                1425                1425        3/1/2007               190000
621021750                                           9.9        3/1/2007         2/1/2037             1009.86             1009.86        3/1/2007               116050
621021838                                         10.25        3/1/2007         2/1/2037              883.11              883.11        4/1/2007                98550
621021851                                         10.55        3/1/2007         2/1/2037             1569.73             1569.73        3/1/2007               170905
621021873                                            37        4/1/2007         3/1/2037             1264.07             1264.07        3/1/2007               190000
621021874                                           6.7        3/1/2007         2/1/2037              1858.4              1858.4        3/1/2007               288000
621021904                                         11.95        4/1/2007         3/1/2037              973.53              973.53        3/1/2007                95000
621021924                                          8.57        3/1/2007         2/1/2037             1640.63             1640.63        4/1/2007               212000
621021965                                           9.7        4/1/2007         3/1/2037             2361.14             2361.14        4/1/2007               276000
621022039                                         8.245        4/1/2007         3/1/2037             2568.13             2568.13        4/1/2007               342000
621022048                                          8.47        3/1/2007         2/1/2037              1863.4              1863.4        2/1/2007               264000
621022080                                          8.65        3/1/2007         2/1/2037              982.68              982.68        4/1/2007               131988
621022233                                         97.96        4/1/2007         3/1/2037             2183.91             2183.91        4/1/2007               323000
621022300                                          10.3        4/1/2007         3/1/2037             2663.47             2663.47        3/1/2007               296000
621022364                                          8.85        4/1/2007         3/1/2037             1535.85             1535.85        4/1/2007             193467.5
621022417                                          7.95        4/1/2007         3/1/2037             1211.54             1211.54        4/1/2007               165900
621022526                                          8.55        4/1/2007         3/1/2037             2016.12             2016.12        4/1/2007               261000
621022670                                         10.85        4/1/2007         3/1/2037             2860.66             2860.66        3/1/2007               304000
621022686                                          8.87        4/1/2007         3/1/2037              1152.2              1152.2        4/1/2007               154000
621024180                                          6.55        5/1/2007         4/1/2037             1080.75             1080.75        4/1/2007               170100
631014820                                          12.5       10/1/2006         9/1/2036              554.97              554.97        3/1/2007                52000
631015697                                           6.1        1/1/2007        12/1/2036              1994.7             1994.41        3/1/2007               392400
631015705                                          7.35        1/1/2007        12/1/2036             2506.14             2506.14        3/1/2007               363750
631015760                                           8.7        1/1/2007        12/1/2036             2382.73             2382.73        2/1/2007               318400
631015781                                           8.1        1/1/2007        12/1/2036             1347.32             1347.32        3/1/2007               191700
631015782                                           7.9        1/1/2007        12/1/2036             1789.35             1789.35        3/1/2007               271800
631015869                                          87.1        1/1/2007        12/1/2036             1594.87             1594.87        3/1/2007               269555
631016018                                          6.85        1/1/2007        12/1/2036             1278.67             1278.67        3/1/2007               224000
631016060                                           7.5        3/1/2007         2/1/2037             1258.59             1258.59        3/1/2007               180000
651022011                                          14.3       11/1/2006        10/1/2036               362.6               362.6        4/1/2007                30000
651022045                                          14.3       11/1/2006        10/1/2036              435.12              435.12        3/1/2007                36000
651022322                                           9.2       11/1/2006        10/1/2036               309.6               309.6        3/1/2007                37800
651022385                                           9.2       11/1/2006        10/1/2036               262.1               262.1        3/1/2007                32000
651022597                                         14.05        1/1/2007        12/1/2036               309.1               309.1        2/1/2007                26000
651022607                                         14.05       12/1/2006        11/1/2036              534.97              534.97        3/1/2007                45000
651022784                                         14.05       12/1/2006        11/1/2036              394.69              394.69        2/1/2007                33200
651023141                                         867.4        1/1/2007        12/1/2036             2381.54             2381.54        3/1/2007               366000
651023340                                         67.99        1/1/2007        12/1/2036             1798.91             1798.91        3/1/2007               259000
661019295                                           7.8       12/1/2006        11/1/2036              1501.5             1500.04        4/1/2007               231000
661019515                                          7.15       12/1/2006        11/1/2036             1608.75             1608.75        3/1/2007               270000
661019538                                         68.35        1/1/2007        12/1/2036             2338.06             2338.06        3/1/2007               336008
661019607                                         667.7        2/1/2007         1/1/2037             1140.74             1140.74        2/1/2007               160000
661019618                                         9.175        3/1/2007         2/1/2037             1977.74             1977.74        4/1/2007               242000
661019677                                          8.05        2/1/2007         1/1/2037             2516.64             2516.64        4/1/2007               360000
661019693                                         789.6       12/1/2006        11/1/2036             2205.28             2205.28        3/1/2007               260007
661019695                                          7.95        2/1/2007         1/1/2037             1834.83             1834.83        3/1/2007               251250
661019872                                          7.05        1/1/2007        12/1/2036             1755.24             1755.24        3/1/2007               262500
661019944                                          7.55        1/1/2007        12/1/2036             1837.17             1837.17        3/1/2007               292000
661019999                                         69.88        1/1/2007        12/1/2036             1466.64             1466.64        3/1/2007               219996
661020173                                         847.8        2/1/2007         1/1/2037             1700.87             1700.87        3/1/2007               250000
661020251                                            88        2/1/2007         1/1/2037             1715.17             1715.17        4/1/2007               233750
661020257                                         59.15        3/1/2007         2/1/2037             1630.88             1630.88        3/1/2007               200000
661020264                                          11.1        2/1/2007         1/1/2037             1142.27             1142.27        4/1/2007               119000
661020312                                          6.85        2/1/2007         1/1/2037             1037.96             1037.96        3/1/2007               170000
661020388                                           8.6        2/1/2007         1/1/2037             1254.03             1254.03        3/1/2007               161600
661020423                                          8.75        1/1/2007        12/1/2036             2078.13             2078.13        3/1/2007               285000
661020430                                          6510        3/1/2007         2/1/2037              3036.4              3036.4        3/1/2007               346000
661020487                                         88.15        1/1/2007        12/1/2036             3951.96             3951.96        3/1/2007               531000
661020495                                           7.3        2/1/2007         1/1/2037             1673.33             1673.33        3/1/2007               260100
661020519                                         488.6        1/1/2007        12/1/2036             1552.01             1552.01        3/1/2007               199998
661020567                                         56.85        2/1/2007         1/1/2037             2064.07             2064.07        3/1/2007               315000
661020570                                           7.5        3/1/2007         2/1/2037                2250                2250        3/1/2007               360000
661020573                                           9.4        2/1/2007         1/1/2037             1392.48             1392.48        3/1/2007               167050
661020834                                           8.7        2/1/2007         1/1/2037             1283.41             1283.41        3/1/2007               171500
661020844                                         10.45        3/1/2007         2/1/2037             2596.36             2596.36        3/1/2007               285000
661020869                                         77.35        2/1/2007         1/1/2037             1185.03             1185.03        3/1/2007               172000
661020928                                          8.25        2/1/2007         1/1/2037             1451.13             1451.13        2/1/2007               203200
661020930                                         87.25        2/1/2007         1/1/2037             2084.38             2084.37        3/1/2007               345000
661020936                                           8.5        2/1/2007         1/1/2037             1660.85             1660.85        3/1/2007               216000
661021008                                         7.875        2/1/2007         1/1/2037             1131.81             1131.81        3/1/2007               165000
661021014                                         98.42        2/1/2007         1/1/2037             1717.31             1717.31        3/1/2007               225000
661021067                                           6.9        2/1/2007         1/1/2037             1796.48             1796.48        3/1/2007               292500
661021077                                         77.95        2/1/2007         1/1/2037             2205.45             2205.45        3/1/2007               302000
661021081                                         849.8        2/1/2007         1/1/2037              862.83              862.83        3/1/2007               100000
661021102                                         797.5        3/1/2007         2/1/2037                1783                1783        4/1/2007               255000
661021108                                            97        2/1/2007         1/1/2037             2189.25             2189.25        3/1/2007               375300
661021109                                           9.8        2/1/2007         1/1/2037             2100.34             2100.34        3/1/2007               252000
661021118                                          8.25        2/1/2007         1/1/2037             1517.54             1517.54        3/1/2007               212500
661021126                                         58.35        2/1/2007         1/1/2037             1895.77             1895.77        3/1/2007               250000
661021130                                          67.3        3/1/2007         2/1/2037             1129.48             1129.48        4/1/2007               164750
661021166                                         68.64        3/1/2007         2/1/2037              1635.6              1635.6        3/1/2007               210000
661021176                                          9.55        3/1/2007         2/1/2037             1418.77             1418.77        4/1/2007               168000
661021185                                         687.8        2/1/2007         1/1/2037             2381.21             2381.21        4/1/2007               350000
661021269                                         67.75        3/1/2007         2/1/2037             2693.71             2693.71        3/1/2007               376000
661021271                                          8.25        2/1/2007         1/1/2037             1725.36             1725.36        3/1/2007               241600
661021276                                         9.913        4/1/2007         3/1/2037             2565.54             2565.54        5/1/2007               294500
661021301                                          5.99        3/1/2007         2/1/2037              1137.5              1137.5        4/1/2007               207000
661021309                                           7.9        2/1/2007         1/1/2037              2725.5              2725.5        3/1/2007               414000
661021312                                          8.95        3/1/2007         2/1/2037             2348.59             2348.59        3/1/2007               306000
661021379                                          7.65        2/1/2007         1/1/2037              861.24              861.24        3/1/2007               128700
661021382                                          7.55        3/1/2007         2/1/2037             2329.43             2329.43        3/1/2007               352000
661021390                                         8.875        3/1/2007         2/1/2037             1411.13             1411.13        4/1/2007               190800
661021397                                         686.1        3/1/2007         2/1/2037             2089.45             2089.45        4/1/2007               374990
661021398                                         6.375        2/1/2007         1/1/2037             1170.45             1170.45        3/1/2007               203000
661021411                                          9.15        3/1/2007         2/1/2037              2646.3              2646.3        3/1/2007               338000
661021428                                          8.25        3/1/2007         2/1/2037                2750                2750        4/1/2007               400000
661021440                                         786.4        3/1/2007         2/1/2037              780.79              780.79        4/1/2007             135002.8
661021447                                           7.6        3/1/2007         2/1/2037             2066.29             2066.29        4/1/2007               310500
661021480                                          9.75        3/1/2007         2/1/2037             1588.36             1588.36        4/1/2007               184875
661021481                                         76.45        2/1/2007         1/1/2037             1268.54             1268.54        3/1/2007               218000
661021504                                          8.91        3/1/2007         2/1/2037             2301.75             2301.75        3/1/2007               310000
661021528                                          8.99        3/1/2007         2/1/2037              1564.3              1564.3        2/1/2007               203000
661021529                                          8.04        3/1/2007         2/1/2037                2345                2345        3/1/2007               350000
661021548                                            88        2/1/2007         1/1/2037             3430.35             3430.35        3/1/2007               467500
661021552                                         59.95        3/1/2007         2/1/2037              845.22              845.22        3/1/2007               100000
661021555                                            88        2/1/2007         1/1/2037             3430.35             3430.35        3/1/2007               467500
661021582                                           8.1        3/1/2007         2/1/2037             1607.72             1607.72        4/1/2007               228750
661021584                                          7.95        3/1/2007         2/1/2037             2687.44             2687.44        3/1/2007               368000
661021594                                         59.75        3/1/2007         2/1/2037             1563.72             1563.72        3/1/2007               188500
661021632                                         76.99        3/1/2007         2/1/2037             2234.54             2234.54        3/1/2007               360000
661021642                                            97        3/1/2007         2/1/2037             1939.58             1939.58        3/1/2007               332500
661021643                                         38.25        3/1/2007         2/1/2037             2892.26             2892.26        3/1/2007               405000
661021651                                            97        3/1/2007         2/1/2037             2892.76             2892.76        3/1/2007               465500
661021691                                          7.95        3/1/2007         2/1/2037             1369.28             1369.28        3/1/2007               187500
661021719                                         310.2        3/1/2007         2/1/2037              892.39              892.39        4/1/2007               100000
661021747                                         657.4        3/1/2007         2/1/2037              878.44              878.44        3/1/2007               135000
661021752                                          7.85        3/1/2007         2/1/2037             2052.24             2052.24        3/1/2007               300000
661021805                                         37.55        3/1/2007         2/1/2037              853.68              853.68        3/1/2007               129000
661021907                                         857.2        3/1/2007         2/1/2037              2126.7              2126.7        3/1/2007               354450
661021920                                         50.38        3/1/2007         2/1/2037              1311.6              1311.6        4/1/2007               178750
661021941                                           8.3        3/1/2007         2/1/2037              2347.6              2347.6        3/1/2007               327000
661021953                                           7.4        3/1/2007         2/1/2037             2409.48             2409.48        3/1/2007               348000
661021979                                          8.05        3/1/2007         2/1/2037             1512.89             1512.89        3/1/2007               216416
661022008                                           8.3        3/1/2007         2/1/2037             3321.05             3321.05        3/1/2007               440000
661022041                                          7.85        3/1/2007         2/1/2037              2380.6              2380.6        3/1/2007               348000
661022081                                           9.1        3/1/2007         2/1/2037             1351.69             1351.69        3/1/2007               166500
661022089                                           9.6        3/1/2007         2/1/2037             1047.48             1047.48        3/1/2007               123500
661022193                                         98.74        4/1/2007         3/1/2037             1781.02             1781.02        3/1/2007               237025
661022195                                           8.4        3/1/2007         2/1/2037             2089.43             2089.43        3/1/2007               288000
661022268                                         6.675        3/1/2007         2/1/2037             3116.33             3116.33        4/1/2007               484188
661022272                                         546.4        3/1/2007         2/1/2037             1666.93             1666.93        3/1/2007               299700
661022364                                          8.25        4/1/2007         3/1/2037              1567.5              1567.5        3/1/2007               228000
661022369                                          8.09        4/1/2007         3/1/2037             2331.15             2331.15        4/1/2007               315000
661022569                                          6.25        4/1/2007         3/1/2037             1618.06             1618.06        3/1/2007               285000
661023437                                         10.05        4/1/2007         3/1/2037             2511.62             2511.62        3/1/2007               285000
661023851                                           7.9        5/1/2007         4/1/2037             1026.32             1026.32        4/1/2007               141210
661024127                                          8.35        5/1/2007         4/1/2037              1256.9              1256.9        4/1/2007               165750
661024358                                          8.05        4/1/2007         3/1/2037              962.61              962.61        4/1/2007               137700
661024511                                           9.6        4/1/2007         3/1/2037               891.8               891.8        4/1/2007               105145
671015698                                         8.452       12/1/2006        11/1/2036             2915.94             2915.94        4/1/2007               414000
671015746                                          8.45        3/1/2007         2/1/2037             3154.87             3154.87        3/1/2007               412200
671015750                                          8.45        3/1/2007         2/1/2037             3099.76             3099.76        3/1/2007               405000
671016105                                          7.65        1/1/2007        12/1/2036              2332.1              2332.1        3/1/2007               348500
671016224                                          8.94        2/1/2007         1/1/2037             1905.36             1905.36        3/1/2007               248500
671016263                                           7.2        2/1/2007         1/1/2037              2486.8              2486.8        3/1/2007               391000
671016409                                          8.65        1/1/2007        12/1/2036             2052.57             2052.57        4/1/2007               284750
671016452                                           8.8        2/1/2007         1/1/2037             1770.21             1770.21        2/1/2007               224000
671016554                                         85.89        2/1/2007         1/1/2037             1152.95             1152.95        4/1/2007               212500
671016604                                          5.99        2/1/2007         1/1/2037             2031.84             2031.84        3/1/2007               369750
671016659                                           6.9        2/1/2007         1/1/2037             1208.55             1208.55        3/1/2007               196775
671016823                                          7.35        2/1/2007         1/1/2037             1880.87             1880.87        3/1/2007               290700
671016939                                          6.85        2/1/2007         1/1/2037              849.22              849.22        4/1/2007               129600
671016947                                           8.5        2/1/2007         1/1/2037             3142.93             3142.93        3/1/2007               408750
671017012                                          8.55        2/1/2007         1/1/2037              1591.7              1591.7        3/1/2007               216000
671017021                                         86.25        2/1/2007         1/1/2037             1261.72             1261.72        3/1/2007               242250
671017028                                          9.55        2/1/2007         1/1/2037             1249.87             1249.87        4/1/2007               148000
671017030                                          7.99        3/1/2007         2/1/2037             1818.01             1818.01        3/1/2007               248000
671017038                                          5.65        3/1/2007         2/1/2037              1525.5              1525.5        3/1/2007               324000
671017043                                         68.35        3/1/2007         2/1/2037             1175.38             1175.38        3/1/2007               155000
671017054                                          7.85        3/1/2007         2/1/2037             1533.47             1533.47        3/1/2007               212000
671017055                                           9.2        3/1/2007         2/1/2037             1320.73             1320.73        3/1/2007               161250
671017064                                         77.25        3/1/2007         2/1/2037             2389.81             2389.81        3/1/2007               373600
671017123                                          7.75        2/1/2007         1/1/2037             1069.74             1069.74        3/1/2007               158100
671017161                                           8.2        2/1/2007         1/1/2037                2214                2214        3/1/2007               324000
671017167                                         7.325        2/1/2007         1/1/2037             1759.39             1759.39        4/1/2007               272700
671017182                                         737.1        2/1/2007         1/1/2037              672.72              672.72        3/1/2007               107000
671017203                                         87.99        3/1/2007         2/1/2037             1466.14             1466.14        3/1/2007               200000
671017219                                           8.5        3/1/2007         2/1/2037             4901.82             4901.82        3/1/2007               637500
671017234                                           7.3        3/1/2007         2/1/2037             1371.14             1371.14        4/1/2007               200000
671017258                                         87.15        3/1/2007         2/1/2037             1517.65             1517.65        4/1/2007               240000
671017293                                          8.17        3/1/2007         2/1/2037             1664.03             1664.03        3/1/2007               235000
671017295                                          7.85        3/1/2007         2/1/2037             3164.59             3164.59        3/1/2007               437500
671017304                                           6.9        3/1/2007         2/1/2037             2450.58             2450.58        3/1/2007               399000
671017332                                         6.645        3/1/2007         2/1/2037              2264.1              2264.1        3/1/2007               380000
671017377                                           7.4        3/1/2007         2/1/2037             1795.91             1795.91        3/1/2007               276000
671017443                                           6.8        3/1/2007         2/1/2037             1881.57             1881.57        4/1/2007               310000
671017450                                         8.125        3/1/2007         2/1/2037             1444.65             1444.65        3/1/2007               205000
671017492                                          8.85        3/1/2007         2/1/2037             3750.96             3750.96        3/1/2007               472500
671017505                                           8.3        3/1/2007         2/1/2037             2086.99             2086.99        3/1/2007               290700
671017507                                          7.35        3/1/2007         2/1/2037              1450.6              1450.6        3/1/2007               224200
671017513                                            97        3/1/2007         2/1/2037             1163.75             1163.75        3/1/2007               199500
671017545                                         9.195        3/1/2007         2/1/2037             2001.83             2001.83        3/1/2007               261250
671017564                                          8.65        3/1/2007         2/1/2037              1754.1              1754.1        5/1/2007               235600
671017637                                          9.05        4/1/2007         3/1/2037             2380.22             2380.22        3/1/2007               294500
671017654                                          8.95        4/1/2007         3/1/2037             2551.96             2551.96        4/1/2007               338200
671017660                                         49.65        3/1/2007         2/1/2037             1277.73             1277.73        4/1/2007               150000
671017666                                           7.2        4/1/2007         3/1/2037             2114.74             2114.74        3/1/2007               332500
671017759                                           6.4        3/1/2007         2/1/2037             1347.39             1347.39        4/1/2007               242250
671017761                                           7.6        3/1/2007         2/1/2037             1824.13             1824.13        3/1/2007               281500
671017775                                         946.4        3/1/2007         2/1/2037             1635.22             1635.22        3/1/2007               294000
671017777                                          7.64        4/1/2007         3/1/2027             2401.82             2401.82        3/1/2007               295000
671017847                                         10.65        4/1/2007         3/1/2037             1370.44             1370.44        3/1/2007               148000
671017870                                           8.6        4/1/2007         3/1/2037             2884.92             2884.92        3/1/2007               397000
671017877                                          7.75        4/1/2007         3/1/2037             1190.75             1190.75        3/1/2007               180500
671018001                                           7.3        4/1/2007         3/1/2037             1830.13             1830.13        3/1/2007               266950
671018452                                           8.8        4/1/2007         3/1/2037             2283.81             2283.81        3/1/2007               288990
671018523                                         910.4        4/1/2007         3/1/2037             3048.43             3048.43        4/1/2007               336000
671018573                                         948.8        4/1/2007         3/1/2037             2297.33             2297.33        3/1/2007               290700
671018576                                         948.8        4/1/2007         3/1/2037             2285.31             2285.31        3/1/2007               289180
671018795                                         946.9        4/1/2007         3/1/2037             2298.96             2298.96        3/1/2007               387000
671018798                                          8.75        4/1/2007         3/1/2037             1578.79             1578.79        4/1/2007               213750
671018821                                          8.75        4/1/2007         3/1/2037             2031.19             2031.19        3/1/2007               275000
671018994                                         927.7        4/1/2007         3/1/2037              996.81              996.81        3/1/2007               152000
671019036                                           8.7        4/1/2007         3/1/2037             2147.75             2147.75        3/1/2007               287000
671019150                                         297.6        5/1/2007         4/1/2037             1231.21             1231.21        4/1/2007               190000
671019952                                         849.6        5/1/2007         4/1/2037             1161.75             1161.75        4/1/2007               144000
681014559                                         10.75        1/1/2007        12/1/2036             2987.14             2987.14        4/1/2007               320000
681014643                                         78.42        1/1/2007        12/1/2036             1889.05             1889.05        3/1/2007               247500
681014699                                            10        1/1/2007        12/1/2036             2702.92             2702.92        3/1/2007               308000
691009770                                          14.1       10/1/2006         9/1/2036              703.75              703.75        3/1/2007                59000
701004456                                           9.2       10/1/2006         9/1/2036              406.25              406.25        3/1/2007                49600
791007426                                         13.95       11/1/2006        10/1/2036              614.08              614.08        3/1/2007                52000
831070039                                         88.35       11/1/2006        10/1/2036             1857.86             1857.86        3/1/2007               245000
831071451                                          7.95        1/1/2007        12/1/2036             1999.09             1999.07        3/1/2007               301750
831071457                                           8.5        1/1/2007        12/1/2036             2275.99             2275.99        3/1/2007               296000
831071463                                         458.9        1/1/2007        12/1/2036             1036.67             1036.67        3/1/2007               130000
831071484                                          7.99        1/1/2007        12/1/2036             2083.68             2083.68        4/1/2007               300000
831072214                                          7.78        1/1/2007        12/1/2036                1188                1188        3/1/2007               175000
831072701                                         68.77        1/1/2007        12/1/2036              906.23              906.23        3/1/2007               124000
831072725                                         10.35        1/1/2007        12/1/2036             2981.69             2981.69        2/1/2007               330000
831072730                                         78.75        1/1/2007        12/1/2036              916.51              916.51        3/1/2007               116500
831072908                                         68.99        1/1/2007        12/1/2036             1447.03             1447.03        4/1/2007               180000
831072933                                         57.75        1/1/2007        12/1/2021             1882.55             1882.55        4/1/2007               200000
831073214                                         67.96        1/1/2007        12/1/2036             1461.96             1461.96        3/1/2007               200000
831073217                                         8.775        1/1/2007        12/1/2036             3100.72             3100.72        3/1/2007               393250
831073219                                         567.6        1/1/2007        12/1/2036             2026.67             2026.67        3/1/2007               320000
831073220                                         9.675        2/1/2007         1/1/2037              529.26              529.26        2/1/2007                62000
831073221                                         9.125        1/1/2007        12/1/2036             2030.59             2030.59        3/1/2007               260000
831073222                                         67.75        1/1/2007        12/1/2036              676.62              676.62        3/1/2007               100000
831073227                                         65.99        1/1/2007        12/1/2036             1923.31             1923.31        3/1/2007               350000
831073230                                          8.85        1/1/2007        12/1/2036             2872.17             2872.17        3/1/2007               378000
831073232                                          6.25        1/1/2007        12/1/2036                1250                1250        3/1/2007               240000
831073236                                         57.15        1/1/2007        12/1/2036             1191.99             1191.99        3/1/2007               188500
831073250                                         529.5        2/1/2007         1/1/2037             2018.05             2018.05        3/1/2007               240000
831073251                                          8.99        2/1/2007         1/1/2037             1924.54             1924.54        3/1/2007               239400
831073252                                          9.75        2/1/2007         1/1/2037             2038.34             2038.34        3/1/2007               237250
831073256                                         12.49        1/1/2007        12/1/2036              1349.1              1349.1        3/1/2007               126500
831073257                                         848.5        2/1/2007         1/1/2037             2645.06             2645.06        4/1/2007               344000
831073262                                          11.9        1/1/2007        12/1/2036             2388.96             2388.96        3/1/2007               234000
831073279                                           9.6        2/1/2007         1/1/2037             1546.15             1546.15        3/1/2007               189050
831073282                                          8.55        2/1/2007         1/1/2037             1714.87             1714.87        3/1/2007               222000
831073283                                          7.15        2/1/2007         1/1/2037             1688.52             1688.52        4/1/2007               250000
831073288                                          9.67        1/1/2007        12/1/2036              922.11              922.11        3/1/2007               112000
831073291                                         329.1        1/1/2007        12/1/2036              592.09              592.09        3/1/2007                76000
831073292                                           9.1        2/1/2007         1/1/2037             2610.56             2610.56        3/1/2007               344250
831073294                                            89        1/1/2007        12/1/2036             1326.74             1326.74        3/1/2007               172000
831073295                                         668.6        2/1/2007         1/1/2037             1111.64             1111.64        3/1/2007               143250
831073299                                         597.5        2/1/2007         1/1/2037             1293.55             1293.55        3/1/2007               185000
831073302                                          9.18        2/1/2007         1/1/2037             2514.14             2514.14        3/1/2007               307500
831073303                                            79        2/1/2007         1/1/2037              861.75              861.75        3/1/2007               107100
831073304                                          8.98        2/1/2007         1/1/2037             1509.99             1509.99        3/1/2007               188000
831073306                                         58.97        2/1/2007         1/1/2037             1699.61             1699.61        4/1/2007               221000
831073308                                         89.29        2/1/2007         1/1/2037             1421.62             1421.62        3/1/2007               179100
831073318                                          8.75        2/1/2007         1/1/2037              1835.3              1835.3        3/1/2007               244000
831073360                                          7.99        1/1/2007        12/1/2036             1937.83             1937.83        3/1/2007               279000
831073364                                          8.49        1/1/2007        12/1/2036              798.94              798.94        2/1/2007               104000
831073365                                         88.99        2/1/2007         1/1/2037             2829.74             2829.74        4/1/2007               352000
831073368                                          8.44        1/1/2007        12/1/2036             1766.38             1766.38        3/1/2007               231000
831073369                                         8.875        1/1/2007        12/1/2036             1693.14             1693.14        3/1/2007               212800
831073373                                         9.375        1/1/2007        12/1/2036             1513.79             1513.78        3/1/2007               182000
831073376                                         728.8        1/1/2007        12/1/2036              1130.1              1130.1        3/1/2007               143000
831073379                                          8.25        1/1/2007        12/1/2036              957.87              957.87        3/1/2007               127500
831073380                                         68.65        1/1/2007        12/1/2036             3172.85             3172.85        3/1/2007               407000
831073381                                        10.375        1/1/2007        12/1/2036             1403.39             1403.39        3/1/2007               155000
831073382                                         63.58        1/1/2007        12/1/2036             1687.66             1687.66        4/1/2007               230000
831073385                                           9.6        1/1/2007        12/1/2036             1282.42             1282.42        3/1/2007               151200
831073390                                         88.25        1/1/2007        12/1/2036             1753.13             1751.21        4/1/2007               255000
831073392                                          9.69        1/1/2007        12/1/2036              954.59              954.59        3/1/2007               111680
831073403                                           9.5        1/1/2007        12/1/2036             1450.26             1450.26        2/1/2007               172475
831073405                                         88.89        1/1/2007        12/1/2036              3913.7              3913.7        3/1/2007               513000
831073442                                         508.8        2/1/2007         1/1/2037              948.33              948.33        3/1/2007               120000
831073444                                          8.99        2/1/2007         1/1/2037             3588.62             3588.62        3/1/2007               446400
831073614                                         47.99        2/1/2007         1/1/2022             2120.27             2120.27        3/1/2007               222000
831073616                                         48.99        2/1/2007         1/1/2037             1286.25             1286.25        3/1/2007               160000
831073617                                         547.5        2/1/2007         1/1/2037             1678.11             1678.11        2/1/2007               240000
831073619                                          8.99        2/1/2007         1/1/2037             1175.71             1175.71        3/1/2007               146250
831073620                                         66.49        2/1/2007         1/1/2037             1452.24             1452.24        3/1/2007               230000
831073621                                         7.375        2/1/2007         1/1/2037             1083.58             1083.58        3/1/2007               167000
831073622                                         77.99        2/1/2007         1/1/2037             2266.01             2266.01        3/1/2007               326250
831073625                                         9.125        2/1/2007         1/1/2037             1739.14             1739.14        2/1/2007               213750
831073629                                         8.125        2/1/2007         1/1/2037             1862.93             1862.93        3/1/2007               250900
831073630                                         9.125        2/1/2007         1/1/2037              1366.9              1366.9        4/1/2007               168000
831073638                                          9.25        1/1/2007        12/1/2036              607.23              607.23        3/1/2007                76800
831073639                                          8.35        2/1/2007         1/1/2037             1315.13             1315.13        3/1/2007               189000
831073646                                          8.25        2/1/2007         1/1/2037              961.62              961.62        3/1/2007               128000
831073647                                         9.125        2/1/2007         1/1/2037             2408.35             2408.35        2/1/2007               296000
831073650                                         78.25        2/1/2007         1/1/2037             1277.15             1277.15        3/1/2007               170000
831073651                                          8.49        2/1/2007         1/1/2037              2696.4              2696.4        3/1/2007               351000
831073664                                         68.75        2/1/2007         1/1/2037             2753.45             2753.45        4/1/2007               350000
831073665                                         59.99        2/1/2007         1/1/2037             2718.18             2718.18        3/1/2007               310000
831073667                                         569.5        2/1/2007         1/1/2037               983.8               983.8        4/1/2007               117000
831073669                                         77.99        2/1/2007         1/1/2037             1686.06             1686.06        3/1/2007               230000
831073670                                         38.75        2/1/2007         1/1/2037             1101.38             1101.38        4/1/2007               140000
831073671                                         27.99        2/1/2007         1/1/2037             1392.83             1392.83        3/1/2007               190000
831073674                                         8.375        2/1/2007         1/1/2037             1518.24             1518.24        3/1/2007               199750
831073677                                          10.2        2/1/2007         1/1/2037             1293.96             1293.96        3/1/2007               145000
831073678                                            88        2/1/2007         1/1/2037             1858.67             1851.59        3/1/2007               278800
831073684                                         68.99        2/1/2007         1/1/2037             1519.38             1519.38        3/1/2007               189000
831073727                                        10.125        2/1/2007         1/1/2037             1986.48             1986.48        3/1/2007               224000
831073787                                           7.5        2/1/2007         1/1/2037             2153.58             2153.58        3/1/2007               308000
831074170                                          8.75        2/1/2007         1/1/2037             2039.52             2039.52        3/1/2007               259250
831074171                                         79.15        2/1/2007         1/1/2037             2650.18             2650.18        3/1/2007               325000
831074206                                         9.695        2/1/2007         1/1/2037             1026.14             1026.14        3/1/2007               120000
831074235                                         8.625        1/1/2007        12/1/2036              846.58              846.58        4/1/2007               114000
831074340                                          9.99        3/1/2007         2/1/2037             3572.22             3572.22        3/1/2007               407400
831074341                                          8.99        3/1/2007         2/1/2037             2140.39             2140.39        3/1/2007               266250
831074620                                         86.89        2/1/2007         1/1/2037             2153.24             2153.24        3/1/2007               351000
831074689                                         11.25        2/1/2007         1/1/2037             1136.38             1136.38        3/1/2007               117000
831074692                                         11.15        2/1/2007         1/1/2037             1908.08             1908.08        4/1/2007               198000
831074693                                         10.55        2/1/2007         1/1/2037             1010.33             1010.33        3/1/2007               110000
831074699                                          9.99        2/1/2007         1/1/2037             1823.82             1823.82        4/1/2007               208000
841017875                                           9.6       10/1/2006         9/1/2036              846.04              846.04        2/1/2007                99750
841019795                                         14.05       12/1/2006        11/1/2036              388.75              388.75        3/1/2007                32700
841019950                                         949.8       12/1/2006        11/1/2036             1016.41             1016.41        4/1/2007               117800
841022636                                          13.5        2/1/2007         1/1/2037              304.68              304.68        2/1/2007                26600
841023668                                         8.425        2/1/2007         1/1/2037             1076.68             1076.68        3/1/2007               141000
841023805                                         14.25        2/1/2007         1/1/2037              390.32              390.32        3/1/2007                32400
841024270                                          9.05        3/1/2007         2/1/2037              939.56              939.56        4/1/2007               116250
841024301                                         10.75        3/1/2007         2/1/2037             1112.71             1112.71        4/1/2007               119200
841024303                                         8.825        2/1/2007         1/1/2037             1045.52             1045.52        3/1/2007               132000
841024334                                          9.05        3/1/2007         2/1/2037                 907                 907        5/1/2007               117000
841024492                                           9.1        3/1/2007         2/1/2037              854.86              854.86        3/1/2007               105300
841024537                                         11.35        3/1/2007         2/1/2037             1840.26             1840.26        3/1/2007               188000
841024546                                          7.99        2/1/2007         1/1/2037             2696.63             2696.63        3/1/2007               405000
841024561                                         12.65        2/1/2007         1/1/2037              295.62              295.62        3/1/2007                27400
841024618                                         9.575        3/1/2007         2/1/2037             1402.79             1402.79        4/1/2007               165750
841024716                                          8.15        3/1/2007         2/1/2037             1456.29             1456.29        3/1/2007               206100
841024886                                         10.25        4/1/2007         3/1/2037              907.92              907.92        3/1/2007               104500
841024898                                         10.15        3/1/2007         2/1/2037             1054.46             1054.46        4/1/2007               118655
841024940                                          8.08        3/1/2007         2/1/2037             1465.76             1465.76        3/1/2007               209000
841024952                                         11.65        3/1/2007         2/1/2037             1098.94             1098.94        4/1/2007               112100
871006167                                          9.99       11/1/2006        10/1/2036             3805.45             3805.45        3/1/2007               434000
871006306                                         14.15       12/1/2006        11/1/2036              789.86              789.86        2/1/2007                66000
871006547                                         79.65       12/1/2006        11/1/2036             2470.28             2470.28        3/1/2007               290000
871006735                                           8.3        1/1/2007        12/1/2036                2905                2905        3/1/2007               420000
871006762                                           8.9        1/1/2007        12/1/2036             1288.66             1288.66        3/1/2007               161600
871006877                                          7.85        1/1/2007        12/1/2036             1851.74             1851.74        3/1/2007               256000
871006948                                          9.25        2/1/2007         1/1/2037             2447.46             2447.46        3/1/2007               297500
871006952                                         79.62        3/1/2007         2/1/2037             1996.62             1996.62        4/1/2007               235000
871007012                                           8.6        2/1/2007         1/1/2037             3693.82             3693.82        3/1/2007               476000
871007054                                         88.45        3/1/2007         2/1/2037                2888                2888        4/1/2007               396000
871007126                                          7.55        2/1/2007         1/1/2037             2287.07             2287.07        3/1/2007               345600
871007151                                           9.6        3/1/2007         2/1/2037              848.16              848.16        3/1/2007               100000
871007197                                          78.4        3/1/2007         2/1/2037             1117.27             1117.27        3/1/2007               154000
871007202                                         57.95        3/1/2007         2/1/2037             1438.66             1438.66        3/1/2007               197000
871007232                                         76.85        3/1/2007         2/1/2037             1679.06             1679.06        3/1/2007               275000
871007242                                           9.6        2/1/2007         1/1/2037             3434.97             3434.97        3/1/2007               420000
871007258                                          9.77        3/1/2007         2/1/2037             1781.28             1781.28        3/1/2007               206975
871007267                                         69.67        3/1/2007         2/1/2037              1766.3              1766.3        3/1/2007               207000
871007274                                         87.95        3/1/2007         2/1/2037             2427.38             2427.38        3/1/2007               351000
871007294                                          9.55        3/1/2007         2/1/2037             3696.82             3696.82        3/1/2007               437750
871007317                                          9.35        3/1/2007         2/1/2037             2522.99             2522.99        3/1/2007               304000
871007318                                          7.95        3/1/2007         2/1/2037             2957.64             2957.64        3/1/2007               405000
871007347                                         828.3        2/1/2007         1/1/2037             2800.25             2800.25        3/1/2007               371000
951000637                                          10.6        3/1/2007         2/1/2037             4565.01             4565.01        3/1/2007               495000
951000645                                          8.78        4/1/2007         3/1/2037             1656.57             1656.57        3/1/2007               210000
951000652                                         8.475        3/1/2007         2/1/2037              767.14              767.14        3/1/2007               100000
951000692                                          11.9        3/1/2007         2/1/2037             1010.71             1010.71        4/1/2007                99000
951001142                                          8.95        4/1/2007         3/1/2037             2363.94             2363.94        3/1/2007               308000
951001160                                           7.5        3/1/2007         2/1/2037             1353.68             1353.68        3/1/2007               193600
951001227                                          9.05        3/1/2007         2/1/2037             1792.84             1792.84        3/1/2007               221825
951001570                                         9.775        3/1/2007         2/1/2037             1121.71             1121.71        3/1/2007               134900
951001614                                         10.45        4/1/2007         3/1/2037             1228.94             1228.94        3/1/2007               134900
951001751                                         777.1        4/1/2007         3/1/2037              3306.4              3306.4        4/1/2007               492000
951001777                                          10.2        4/1/2007         3/1/2037              722.83              722.83        3/1/2007                81000
951001783                                         12.35        4/1/2007         3/1/2037              883.56              883.56        3/1/2007                83700
951001817                                         12.25        4/1/2007         3/1/2037              908.53              908.53        3/1/2007                86700
951001818                                         12.25        4/1/2007         3/1/2037              970.88              970.88        3/1/2007                92650
951001820                                         12.25        4/1/2007         3/1/2037             1024.32             1024.32        3/1/2007                97750
951001825                                         12.25        4/1/2007         3/1/2037              979.78              979.78        3/1/2007                93500
951001900                                           8.9        3/1/2007         2/1/2037             1845.03             1845.03        3/1/2007               241600
951001932                                         10.85        3/1/2007         2/1/2037             1068.04             1068.04        3/1/2007               113500
951001962                                         10.25        3/1/2007         2/1/2037              1010.8              1010.8        3/1/2007               112800
951001972                                         9.875        3/1/2007         2/1/2037             1406.51             1406.51        4/1/2007               161975
951001974                                          10.2        4/1/2007         3/1/2037              974.93              974.93        4/1/2007               109250
951002017                                         10.45        4/1/2007         3/1/2037             1090.47             1090.47        4/1/2007               119700
951002049                                         612.2        3/1/2007         2/1/2037             1425.11             1425.11        3/1/2007               136500
951002063                                          8.55        4/1/2007         3/1/2037             2054.74             2054.74        4/1/2007               266000
951002109                                          9.99        4/1/2007         3/1/2037             1490.99             1490.99        4/1/2007               175750
951002241                                          9.25        4/1/2007         3/1/2037              1088.4              1088.4        3/1/2007               132300
951002339                                        11.645        4/1/2007         3/1/2037              2483.4              2483.4        3/1/2007               248000
951002354                                          7.55        4/1/2007         3/1/2037             1405.28             1405.28        3/1/2007               200000
951002609                                          8.77        4/1/2007         3/1/2037             2185.73             2185.73        4/1/2007               290000
951002674                                           8.9        5/1/2007         4/1/2037             3117.98             3117.98        4/1/2007               391000
951002678                                         88.84        4/1/2007         3/1/2037             2030.33             2030.33        3/1/2007               255987
951002747                                         6.825        4/1/2007         3/1/2037             1579.32             1579.32        3/1/2007               268442
951002782                                         54.28        4/1/2007         3/1/2037             1141.74             1141.74        3/1/2007               155600
951002802                                         811.4        5/1/2007         4/1/2037              709.98              709.98        4/1/2007                72250
951002849                                          7.94        4/1/2007         3/1/2037             1619.68             1619.68        4/1/2007               222000
951002859                                          10.1        4/1/2007         3/1/2037             1045.59             1045.59        3/1/2007               118150
951002860                                         86.15        4/1/2007         3/1/2037             1236.73             1236.73        3/1/2007               203000
951002881                                         76.45        5/1/2007         4/1/2037             1697.72             1697.72        4/1/2007               270000
951002904                                         786.6        5/1/2007         4/1/2037             2742.05             2742.05        4/1/2007               480000
951003050                                         10.75        5/1/2007         4/1/2037              1260.2              1260.2        4/1/2007               135000
951003268                                          7.95        5/1/2007         4/1/2037             2888.27             2888.27        4/1/2007               395500
951003416                                          9.25        5/1/2007         4/1/2037              3225.9              3225.9        4/1/2007               408000
951003436                                         12.14        5/1/2007         4/1/2037             1247.28             1247.28        4/1/2007               120000
951003621                                         11.65        5/1/2007         4/1/2037               685.2               685.2        4/1/2007                68400
951003646                                         9.675        5/1/2007         4/1/2037             1475.11             1475.11        4/1/2007               172800
951003683                                           9.7        5/1/2007         4/1/2037             3250.84             3250.84        4/1/2007               380000
951003909                                         77.99        4/1/2007         3/1/2037             1040.96             1040.96        3/1/2007               142000
961073456                                          8.35        2/1/2007         1/1/2037             3695.13             3695.13        3/1/2007               512000
961073634                                           8.5        2/1/2007         1/1/2037             1038.06             1038.06        3/1/2007               141600
961073635                                         7.375        1/1/2007        12/1/2036                1544                1544        3/1/2007               223550
961073689                                            89        2/1/2007         1/1/2037             2735.72             2735.72        3/1/2007               340000
961073703                                         598.1        2/1/2007         1/1/2037              1881.5              1881.5        3/1/2007               254000
961073711                                           9.5        2/1/2007         1/1/2037              2314.2              2314.2        3/1/2007               275220
961073712                                         68.99        2/1/2007         1/1/2037              776.37              776.37        2/1/2007               100750
961074250                                         48.99        2/1/2007         1/1/2037              619.01              619.01        4/1/2007                77000
961074337                                          8.65        2/1/2007         1/1/2037             1898.54             1898.54        4/1/2007               255000
961074356                                         10.25        2/1/2007         1/1/2037              716.88              716.88        3/1/2007                80000
961074465                                         8.375        1/1/2007        12/1/2036             4282.25             4282.25        3/1/2007               563400
961074466                                          7.99        2/1/2007         1/1/2037             2161.82             2161.82        3/1/2007               311250
961074534                                         9.125        2/1/2007         1/1/2037             3254.53             3254.53        3/1/2007               400000
961074536                                         8.875        2/1/2007         1/1/2037             1386.41             1386.41        3/1/2007               174250
961074562                                         648.9        2/1/2007         1/1/2037             1682.59             1682.59        3/1/2007               211000
961074564                                         78.71        3/1/2007         2/1/2037             1097.38             1097.38        3/1/2007               140000
961074565                                           8.1        3/1/2007         2/1/2037             1000.75             1000.75        3/1/2007               135100
961074599                                           8.5        2/1/2007         1/1/2037              1699.3              1699.3        4/1/2007               221000
961074675                                         8.875        2/1/2007         1/1/2037             2291.46             2291.46        3/1/2007               288000
961074958                                         557.2        3/1/2007         2/1/2037             1297.46             1297.46        3/1/2007               204000
961074959                                         59.06        3/1/2007         2/1/2037             1820.12             1820.12        3/1/2007               225000
961074962                                           9.3        3/1/2007         2/1/2037             1375.79             1375.79        2/1/2007               166500
961074964                                         57.35        3/1/2007         2/1/2037             1216.38             1216.38        3/1/2007               188000
961075200                                          8.91        3/1/2007         2/1/2037             2516.18             2516.18        3/1/2007               315250
961075212                                          9.99        3/1/2007         2/1/2037              544.51              544.51        3/1/2007                62100
961075267                                         8.625        3/1/2007         2/1/2037             3111.16             3111.16        4/1/2007               400000
961075330                                          69.5        3/1/2007         2/1/2037             1236.06             1236.06        3/1/2007               147000
961076870                                          8.59        4/1/2007         3/1/2037             1655.27             1655.27        3/1/2007               213500
961076896                                         88.25        4/1/2007         3/1/2037             1697.86             1697.86        3/1/2007               226000
----------------------------------------------------------------------------------------------------------------------------------------------------------------------
       2,743                 79.89             8.62                                                                                                    538,995,435.80
----------------------------------------------------------------------------------------------------------------------------------------------------------------------

031045753                                         28.95        1/1/2007        12/1/2036              767.51              767.51        3/1/2007               100000
031046039                                         72.07        1/1/2007        12/1/2036             2933.16             2933.16        3/1/2007               472000
031046075                                          7.85        1/1/2007        12/1/2036             3032.06             3031.07        3/1/2007               463500
031046090                                            87        1/1/2007        12/1/2036                2660                2660        3/1/2007               456000
031046117                                         888.8        3/1/2007         2/1/2037                6048                6048        3/1/2007               800000
031046144                                           7.4        1/1/2007        12/1/2036                2664                2664        3/1/2007               432000
031046262                                        12.125        1/1/2007        12/1/2036              891.02              891.02        3/1/2007                85820
031046356                                          6.75        1/1/2007        12/1/2036             3503.25             3503.25        3/1/2007               622800
031046357                                         12.75        1/1/2007        12/1/2036              902.77              902.77        4/1/2007              83074.6
031046375                                          9.05        1/1/2007        12/1/2036             3301.36             3301.36        2/1/2007               437750
031046427                                        12.125        2/1/2007         1/1/2037             1335.18             1335.18        3/1/2007               128600
051069856                                          9.19       11/1/2006        10/1/2036              277.41              277.41        2/1/2007                33900
051070605                                           9.1       11/1/2006        10/1/2036              207.67              207.67        3/1/2007                25580
051071552                                        11.925       12/1/2006        11/1/2036             1135.36             1135.36        3/1/2007               111000
051071998                                         14.05       12/1/2006        11/1/2036              594.18              594.18        3/1/2007                49980
051072392                                          13.3       12/1/2006        11/1/2036              327.61              327.61        3/1/2007                29000
051072504                                          8.81        1/1/2007        12/1/2036              321.14              321.14        3/1/2007                40600
051072601                                          88.2       12/1/2006        11/1/2036             1815.05             1815.05        3/1/2007               255510
051073068                                          10.7        3/1/2007         2/1/2037              466.26              466.26        3/1/2007                50150
051073555                                        13.225        1/1/2007        12/1/2036              330.14              330.14        3/1/2007                29377
051073897                                         12.13        2/1/2007         1/1/2037              275.37              275.37        3/1/2007                26513
051073983                                          10.4        3/1/2007         2/1/2037             4327.68             4327.68        3/1/2007               477000
051074059                                           6.3        2/1/2007         1/1/2037             1083.82             1083.82        3/1/2007               175100
051074155                                         12.75        2/1/2007         1/1/2037              619.42              619.42        4/1/2007                57000
051074305                                          8.25        2/1/2007         1/1/2037             3346.89             3346.89        3/1/2007               445500
051074424                                          10.5        2/1/2007         1/1/2037              932.85              932.85        3/1/2007               101980
051074517                                         10.25        3/1/2007         2/1/2037             2715.19             2715.19        4/1/2007               303000
051074520                                         8.325        2/1/2007         1/1/2037             1112.12             1112.12        3/1/2007               147000
051074645                                         11.55        3/1/2007         2/1/2037             6039.21             6039.21        3/1/2007               607500
061073269                                         14.05       12/1/2006        11/1/2036               309.1               309.1        3/1/2007                26000
061074370                                         12.75        1/1/2007        12/1/2036              452.28              452.28        4/1/2007                41620
061074869                                         727.3        1/1/2007        12/1/2036              911.84              911.84        3/1/2007             133004.4
061075160                                         7.975        2/1/2007         1/1/2037             1084.53             1084.53        3/1/2007               156400
061075341                                        12.225        1/1/2007        12/1/2036              690.32              690.32        3/1/2007                65998
061075473                                          9.45        2/1/2007         1/1/2037              437.02              437.02        3/1/2007                52200
061075668                                          8.55        2/1/2007         1/1/2037             4235.01             4235.01        3/1/2007               548250
061075687                                         9.325        2/1/2007         1/1/2037              1407.8              1407.8        3/1/2007               170000
061075956                                           9.3        2/1/2007         1/1/2037              892.41              892.41        3/1/2007               108000
061075977                                          8.45        2/1/2007         1/1/2037             1121.86             1121.86        3/1/2007             146576.8
061075992                                          13.5        2/1/2007         1/1/2037              419.73              419.73        3/1/2007              36644.2
061076034                                         57.65        3/1/2007         2/1/2037             6917.34             6917.34        3/1/2007               974940
061076466                                         9.165        3/1/2007         2/1/2037             1306.44             1306.44        3/1/2007               160000
061076476                                         11.75        3/1/2007         2/1/2037              626.15              626.15        3/1/2007                62031
061076497                                         10.65        3/1/2007         2/1/2037              925.97              925.97        4/1/2007               100000
061076503                                          10.6        3/1/2007         2/1/2022              700.31              700.31        3/1/2007                63000
061076533                                          11.7        3/1/2007         2/1/2037              820.55              820.55        3/1/2007                81600
061076571                                         9.025        2/1/2007         1/1/2037              835.45              835.45        4/1/2007               103600
061076617                                         559.8        3/1/2007         2/1/2037              862.83              862.83        3/1/2007               100000
061076632                                         8.325        2/1/2007         1/1/2037              962.33              962.33        3/1/2007               127200
061076754                                          7.84        2/1/2007         1/1/2037              2243.8              2243.8        3/1/2007               310500
061076759                                         10.18        3/1/2007         2/1/2037              801.81              801.81        3/1/2007                90000
061076857                                          11.1        3/1/2007         2/1/2037              893.66              893.66        3/1/2007                93100
061076864                                           7.6        3/1/2007         2/1/2037             1474.69             1474.69        4/1/2007               221600
061076897                                          11.6        3/1/2007         2/1/2037              654.14              654.14        2/1/2007                65550
061077256                                          8.35        3/1/2007         2/1/2037             3412.23             3412.23        3/1/2007               472800
061077272                                         10.25        3/1/2007         2/1/2037              473.14              473.14        4/1/2007                52800
061077287                                         8.475        3/1/2007         2/1/2037             1043.31             1043.31        3/1/2007               136000
061077368                                         11.45        3/1/2007         2/1/2037             4429.58             4429.58        3/1/2007               449030
061077539                                          7.89        3/1/2007         2/1/2037             1169.04             1169.04        4/1/2007               161000
061077582                                         8.275        3/1/2007         2/1/2037              813.27              813.27        4/1/2007               108000
061077584                                          8.95        3/1/2007         2/1/2037               704.9               704.9        4/1/2007                88000
061077897                                         788.4        3/1/2007         2/1/2022             1018.04             1018.04        4/1/2007               104000
061077980                                         710.5        4/1/2007         3/1/2037              493.96              493.96        4/1/2007                54000
061077985                                          9.55        3/1/2007         2/1/2037              813.26              813.26        3/1/2007                96300
061078212                                           7.4        4/1/2007         3/1/2037             1517.96             1517.96        4/1/2007               240000
061078297                                         11.35        4/1/2007         3/1/2037              557.95              557.95        3/1/2007                57000
061078375                                          10.4        4/1/2007         3/1/2037              907.27              907.27        4/1/2007               100000
061080328                                           8.4        5/1/2007         4/1/2037             1999.06             1999.06        4/1/2007               262400
061081362                                          10.9        5/1/2007         4/1/2037              947.61              947.61        4/1/2007               100300
101061421                                          9.99       11/1/2006        10/1/2036              263.87              263.87        3/1/2007                30094
101062702                                          9.99       11/1/2006        10/1/2036              631.32              631.32        4/1/2007                72000
101062825                                          9.99       11/1/2006        10/1/2036              293.99              293.99        3/1/2007                33529
101062837                                          9.99       11/1/2006        10/1/2036              387.56              387.56        3/1/2007                44200
101063010                                          9.99       11/1/2006        10/1/2036              280.37              280.37        3/1/2007                31975
101063099                                          9.99       11/1/2006        10/1/2036              261.44              261.44        3/1/2007                29816
101063199                                          9.99       12/1/2006        11/1/2036              403.34              403.34        2/1/2007                46000
101063585                                          9.99       11/1/2006        10/1/2036               477.7               477.7        3/1/2007                54480
101063603                                          9.99       11/1/2006        10/1/2036              449.49              449.49        3/1/2007                51263
101063723                                          9.99       11/1/2006        10/1/2036              223.98              223.98        3/1/2007                25544
101064124                                          9.99       12/1/2006        11/1/2036              392.82              392.82        3/1/2007                44800
101064162                                          9.99       12/1/2006        11/1/2036              377.04              377.04        3/1/2007                43000
101064168                                          9.99       12/1/2006        11/1/2036              288.48              288.48        4/1/2007                32900
101064212                                          9.99       12/1/2006        11/1/2036              313.03              313.03        4/1/2007                35700
101064632                                          9.99       12/1/2006        11/1/2036               624.3               624.3        3/1/2007                71200
101064888                                          9.99       12/1/2006        11/1/2036              238.48              238.48        3/1/2007                27198
101065432                                          9.94       12/1/2006        11/1/2036              272.86              272.86        2/1/2007                31250
101065860                                          9.82        2/1/2007         1/1/2037              964.56              964.56        3/1/2007               111600
101066095                                          9.05        3/1/2007         2/1/2037             2018.58             2018.58        3/1/2007               249755
101066738                                          8.05        2/1/2007         1/1/2037             4010.66             4010.66        3/1/2007               544000
101067228                                          9.75        2/1/2007         1/1/2037              869.03              869.03        3/1/2007               101150
101067229                                         86.55        2/1/2007         1/1/2037             2738.95             2738.95        3/1/2007               465000
101067353                                         8.125        3/1/2007         2/1/2037             1210.27             1210.27        3/1/2007               163000
101067357                                            10        4/1/2007         3/1/2037             1104.56             1104.56        4/1/2007               125866
101067432                                         8.625        3/1/2007         2/1/2037              917.79              917.79        3/1/2007               118000
101067639                                           9.5        3/1/2007         2/1/2037             5164.14             5164.14        3/1/2007               637500
101067707                                          9.99        4/1/2007         3/1/2037             1512.82             1512.82        3/1/2007               172532
101067773                                          8.85        3/1/2007         2/1/2037             4318.56             4318.56        3/1/2007               544000
101067820                                           9.3        3/1/2007         2/1/2037              817.87              817.87        4/1/2007                98980
101067838                                          9.35        2/1/2007         1/1/2037              663.95              663.95        4/1/2007                80000
101067849                                         9.325        3/1/2007         2/1/2037             1439.68             1439.68        4/1/2007               173850
101067862                                         8.675        3/1/2007         2/1/2037             1128.27             1128.27        3/1/2007               144400
101067871                                          9.65        3/1/2007         2/1/2037             1019.63             1019.63        4/1/2007               119700
101067882                                           9.9        3/1/2007         2/1/2037               904.2               904.2        3/1/2007               109600
101067925                                         8.875        3/1/2007         2/1/2037             1324.75             1324.75        4/1/2007               166500
101068034                                           6.4        3/1/2007         2/1/2037             1512.56             1512.56        3/1/2007               261532
101068041                                         9.225        3/1/2007         2/1/2037              998.83              998.83        3/1/2007               121680
101068144                                         11.25        3/1/2007         2/1/2037              757.58              757.58        4/1/2007                78000
101068160                                         8.125        3/1/2007         2/1/2037              896.39              896.39        3/1/2007               127200
101068256                                          9.85        3/1/2007         2/1/2037             1069.31             1069.31        3/1/2007               123405
101068394                                          7.75        3/1/2007         2/1/2037             3792.45             3792.45        3/1/2007               560500
101068481                                         9.275        4/1/2007         3/1/2037                1327                1327        3/1/2007               160949
101068570                                          9.75        3/1/2007         2/1/2037             3574.08             3574.08        3/1/2007               416000
101068615                                          9.45        4/1/2007         3/1/2037             1338.86             1338.86        4/1/2007               159920
101068616                                          9.43        3/1/2007         2/1/2037             1626.68             1626.68        4/1/2007               207000
101068753                                          8.75        4/1/2007         3/1/2037             1572.04             1572.04        3/1/2007               209000
101068801                                         10.25        4/1/2007         3/1/2037             4346.09             4346.09        3/1/2007               485000
101068832                                          9.25        3/1/2007         2/1/2037             1201.54             1201.54        4/1/2007               154320
101068863                                          9.95        4/1/2007         3/1/2037              875.85              875.85        3/1/2007               100225
101068887                                         10.05        4/1/2007         3/1/2037             3609.68             3609.68        3/1/2007               409600
101068889                                           8.7        4/1/2007         3/1/2037             1538.74             1538.74        3/1/2007               212240
101068966                                         9.375        4/1/2007         3/1/2037             1993.97             1993.97        3/1/2007               239732
101068972                                           8.9        4/1/2007         3/1/2037              677.41              677.41        4/1/2007                84948
101069005                                         10.65        3/1/2007         2/1/2037             1064.41             1064.41        3/1/2007               114950
101069026                                          8.05        4/1/2007         3/1/2037             3332.38             3332.38        3/1/2007               452000
101069068                                         8.275        4/1/2007         3/1/2037              903.63              903.63        4/1/2007               120000
101069093                                        10.275        4/1/2007         3/1/2037             1521.84             1521.84        3/1/2007               169477
101069097                                         9.375        4/1/2007         3/1/2037             1280.06             1280.06        4/1/2007               153900
101069114                                         9.575        4/1/2007         3/1/2037             1366.83             1366.83        3/1/2007               161500
101069294                                         10.35        4/1/2007         3/1/2037             5651.67             5651.67        3/1/2007               625500
101069331                                           8.6        4/1/2007         3/1/2037             1438.82             1438.82        3/1/2007               198000
101069610                                        10.275        4/1/2007         3/1/2037             1209.21             1209.21        4/1/2007               134662
101069801                                        10.015        5/1/2007         4/1/2037             1351.31             1351.31        4/1/2007               153789
111002674                                           7.6        1/1/2007        12/1/2036             4731.51             4731.51        4/1/2007               711000
111002726                                         6.925        3/1/2007         2/1/2037                3408                3408        3/1/2007               516150
111002735                                         6.925        2/1/2007         1/1/2037                3408                3408        3/1/2007               516150
111002757                                         6.925        2/1/2007         1/1/2037             3514.96             3514.96        3/1/2007               532350
111002768                                         7.575        4/1/2007         3/1/2037             3616.52             3616.52        3/1/2007               513450
111002769                                          6.55        2/1/2007         1/1/2037                3930              3927.2        4/1/2007               720000
111002948                                         7.725        5/1/2007         4/1/2037             5169.32             5169.32        4/1/2007               766100
111002985                                         706.6        4/1/2007         3/1/2037              2425.5              2425.5        3/1/2007               441000
111003023                                           6.4        4/1/2007         3/1/2037             1951.58             1951.58        4/1/2007               312000
121049366                                         10.25       11/1/2006        10/1/2036             1209.74             1209.74        3/1/2007               135000
121051666                                           8.5        3/1/2007         2/1/2037              1215.5              1215.5        2/1/2007               171600
121052074                                           6.3        4/1/2007         3/1/2037             2178.78             2178.78        3/1/2007               352000
121052241                                         9.475        3/1/2007         2/1/2037             1055.33             1055.33        3/1/2007               125780
121052390                                         10.65        4/1/2007         3/1/2037              808.37              808.37        4/1/2007                87300
121052468                                          10.4        4/1/2007         3/1/2037              626.84              626.84        3/1/2007                71920
141056661                                          12.8       12/1/2006        11/1/2036              436.24              436.24        4/1/2007                40000
141057199                                          13.7       12/1/2006        11/1/2036              981.19              981.19        4/1/2007                84500
141057826                                         87.75        1/1/2007        12/1/2036             4319.97             4319.97        3/1/2007               603000
151037895                                          14.3       12/1/2006        11/1/2036               418.8               418.8        2/1/2007                34650
151038300                                         14.05       12/1/2006        11/1/2036              351.89              351.89        3/1/2007                29600
151038350                                         14.05       12/1/2006        11/1/2036              594.42              594.42        4/1/2007                50000
151038841                                          13.3       12/1/2006        11/1/2036             1234.76             1234.76        4/1/2007               109300
151039157                                         11.55        1/1/2007        12/1/2036              969.26              969.26        4/1/2007                97500
151039348                                          9.97        2/1/2007         1/1/2037             1944.15             1944.15        4/1/2007               234000
151039969                                         799.5        2/1/2007         1/1/2037              437.24              437.24        3/1/2007                52000
151039977                                          13.6        2/1/2007         1/1/2037              472.85              472.85        4/1/2007                41000
151040037                                          8.65        4/1/2007         3/1/2037             3235.71             3235.71        3/1/2007               434600
151040052                                          13.6        2/1/2007         1/1/2037              477.46              477.46        3/1/2007                41400
151040117                                         798.9        2/1/2007         1/1/2037             5050.17             5050.17        3/1/2007               633300
151040151                                         14.31        2/1/2007         1/1/2037              423.07              423.07        4/1/2007                34980
151040152                                         67.25        2/1/2007         1/1/2037             3240.34             3240.34        3/1/2007               475000
151040281                                        10.375        2/1/2007         1/1/2037              371.22              371.22        4/1/2007                41000
151040315                                          9.75        3/1/2007         2/1/2037               456.3               456.3        3/1/2007                53110
151040515                                         10.15        2/1/2007         1/1/2037              623.85              623.85        4/1/2007                70200
151040596                                          9.25        3/1/2007         2/1/2037              822.68              822.68        4/1/2007               100000
151040630                                         67.82        2/1/2007         1/1/2037             1534.12             1534.12        3/1/2007             224997.5
151040656                                          8.05        3/1/2007         2/1/2037             3833.81             3833.81        3/1/2007               571500
151040734                                          8.85        3/1/2007         2/1/2037             3457.62             3457.62        3/1/2007               455050
151040751                                         69.79        3/1/2007         2/1/2037             1316.85             1316.85        3/1/2007               152750
151040788                                         578.3        3/1/2007         2/1/2037              754.78              754.78        3/1/2007               100000
151040790                                           7.3        3/1/2007         2/1/2037             2193.04             2193.04        3/1/2007               360500
151040792                                          7.99        3/1/2007         2/1/2037             3938.16             3938.16        3/1/2007               567000
151040908                                         9.675        3/1/2007         2/1/2037              956.09              956.09        3/1/2007               112000
151040913                                          9.55        3/1/2007         2/1/2037              918.82              918.82        4/1/2007               108800
151041028                                           8.5        3/1/2007         2/1/2037             3970.21             3970.21        2/1/2007               560500
151041185                                         10.94        3/1/2007         2/1/2037               644.5               644.5        3/1/2007                68000
151041190                                          9.25        4/1/2007         3/1/2037             4606.98             4606.98        3/1/2007               560000
151041193                                            89        4/1/2007         3/1/2037             2072.71             2072.71        3/1/2007               257600
151041217                                           7.9        3/1/2007         2/1/2037             2296.71             2296.71        4/1/2007               316000
151041302                                         898.8        3/1/2007         2/1/2037             3886.67             3886.67        2/1/2007               530000
151041303                                          9.25        3/1/2007         2/1/2037             2056.69             2056.69        3/1/2007               250000
151041304                                         10.65        3/1/2007         2/1/2037             1055.61             1055.61        3/1/2007               114000
151041499                                           9.7        3/1/2007         2/1/2037             1245.07             1245.07        4/1/2007               152800
151041700                                           8.2        4/1/2007         3/1/2037             2153.53             2153.53        4/1/2007               288000
151041702                                           8.6        4/1/2007         3/1/2037              1393.2              1393.2        4/1/2007               194400
151041758                                         59.38        4/1/2007         3/1/2037             1601.47             1601.47        4/1/2007               200000
151041801                                          8.85        4/1/2007         3/1/2037             1092.34             1092.34        3/1/2007               137600
151041931                                          9.35        4/1/2007         3/1/2037             2562.42             2562.42        3/1/2007               308750
151041950                                         98.99        4/1/2007         3/1/2037             5972.09             5972.09        3/1/2007               775000
151041991                                          9.12        4/1/2007         3/1/2037             3614.23             3614.23        3/1/2007               463000
151042129                                          10.2        5/1/2007         4/1/2037              1570.6              1570.6        4/1/2007               176000
151043138                                           8.3        5/1/2007         4/1/2037              2705.8              2705.8        4/1/2007               391200
151043320                                            10        5/1/2007         4/1/2037              4879.3              4879.3        4/1/2007               556000
151043339                                        12.975        5/1/2007         4/1/2037             1079.95             1079.95        4/1/2007                97800
151043752                                         897.5        5/1/2007         4/1/2037                2753                2753        4/1/2007               430000
161050552                                          8.65       10/1/2006         9/1/2036             1972.99             1972.99        3/1/2007               265000
161051312                                         13.92       12/1/2006        11/1/2036              776.66              776.66        3/1/2007                65900
161051581                                         12.85        1/1/2007        12/1/2036             1313.38             1313.38        3/1/2007               120000
161051641                                         8.125        1/1/2007        12/1/2036             3141.67             3141.67        4/1/2007               464000
161051809                                          13.6        2/1/2007         1/1/2037              941.08              941.08        4/1/2007                81600
161051823                                          9.45        1/1/2007        12/1/2036             1337.44             1337.44        3/1/2007               159750
161052250                                          7.82        3/1/2007         2/1/2037             1731.01             1731.01        3/1/2007               240000
161052362                                         6.725        2/1/2007         1/1/2037             2096.08             2096.08        4/1/2007               324000
161052378                                          7.85        2/1/2007         1/1/2037              1860.7              1860.7        4/1/2007               272000
161052380                                         12.85        2/1/2007         1/1/2037              744.25              744.25        3/1/2007                68000
161052392                                         698.1        2/1/2007         1/1/2037              3274.1              3274.1        3/1/2007               442000
161052407                                         10.35        3/1/2007         2/1/2037              1735.1              1735.1        2/1/2007               197910
161052515                                           8.7        3/1/2007         2/1/2037             4315.06             4315.06        3/1/2007               551000
161052534                                         709.9        3/1/2007         2/1/2037             3898.46             3898.46        3/1/2007               448000
161052595                                          8.05        3/1/2007         2/1/2037             2005.33             2005.33        3/1/2007               272000
161052658                                          9.62        3/1/2007         2/1/2037             1924.79             1924.79        2/1/2007               234900
161052661                                         77.05        3/1/2007         2/1/2037             3015.67             3015.67        3/1/2007               451000
161052774                                         767.3        3/1/2007         2/1/2037             2193.83             2193.83        3/1/2007               320000
161052940                                          9.05        3/1/2007         2/1/2037             4654.18             4654.18        3/1/2007               600375
161053002                                         11.25        3/1/2007         2/1/2037              728.45              728.45        4/1/2007                75000
161053616                                         10.95        5/1/2007         4/1/2037             8299.79             8299.79        4/1/2007               875000
171034348                                           9.6        9/1/2006         8/1/2036             2176.91              2176.9        3/1/2007               266174
171035284                                        14.125       12/1/2006        11/1/2036              662.07              662.07        2/1/2007                55414
171035417                                          11.8       11/1/2006        10/1/2036              952.45              952.45        3/1/2007                94000
171035502                                          9.94       11/1/2006        10/1/2036              323.57              323.57        3/1/2007                37058
171035558                                          9.94       11/1/2006        10/1/2036              297.62              297.62        4/1/2007                34086
171035584                                          9.94       11/1/2006        10/1/2036              277.65              277.64        3/1/2007                31798
171036658                                          13.5        2/1/2007         1/1/2037              596.58              596.58        3/1/2007                52084
171036938                                         12.75        2/1/2007         1/1/2037              983.06              983.06        3/1/2007                90463
171037860                                          7.05        2/1/2007         1/1/2037             1069.86             1069.86        3/1/2007               160000
171037963                                          7.95        2/1/2007         1/1/2037              940.52              940.52        3/1/2007               136000
171038238                                          8.75        2/1/2007         1/1/2037             1455.28             1455.27        3/1/2007               199580
171038301                                         8.825        3/1/2007         2/1/2037             1188.09             1188.09        4/1/2007               150000
171038425                                           9.1        2/1/2007         1/1/2037             1587.97             1587.97        3/1/2007               209402
171038446                                         12.75        3/1/2007         2/1/2037              380.79              380.79        4/1/2007                35041
171038449                                         12.13        2/1/2007         1/1/2037              571.25              571.25        4/1/2007                55000
171038451                                        11.125        2/1/2007         1/1/2037              295.18              295.18        3/1/2007                30691
171038452                                          13.5        2/1/2007         1/1/2037              599.63              599.62        3/1/2007                52350
171038547                                         12.85        2/1/2007         1/1/2037              987.54              987.54        3/1/2007                90228
171038991                                          9.15        2/1/2007         1/1/2037             2042.25             2042.25        3/1/2007               260848
171039127                                          13.5        3/1/2007         2/1/2037              455.87              455.87        4/1/2007                39800
171039268                                           6.9        3/1/2007         2/1/2037             1606.66             1606.66        4/1/2007               243950
171039271                                           8.5        3/1/2007         2/1/2037             3067.59             3067.59        3/1/2007               433072
171039387                                         9.975        3/1/2007         2/1/2037              925.12              925.12        3/1/2007               109200
171039486                                           6.4        3/1/2007         2/1/2037             2884.51             2884.51        3/1/2007               498750
171039531                                           6.4        3/1/2007         2/1/2037              955.73              955.73        3/1/2007               179200
171039684                                         76.99        4/1/2007         3/1/2037              2557.5              2557.5        3/1/2007               384800
171039725                                          13.5        3/1/2007         2/1/2037               542.7               542.7        3/1/2007                47380
171039782                                         97.25        3/1/2007         2/1/2037             1397.68             1397.68        3/1/2007               218500
171039816                                         12.85        3/1/2007         2/1/2037              459.68              459.68        4/1/2007                42000
171039845                                          7.05        3/1/2007         2/1/2037              1505.6              1505.6        3/1/2007               225165
171039930                                         97.55        3/1/2007         2/1/2037             1191.18             1191.18        3/1/2007               180000
171039944                                          7.99        3/1/2007         2/1/2037             1833.64             1833.64        3/1/2007               264000
171039954                                           9.1        3/1/2007         2/1/2037             4070.63             4070.63        3/1/2007               522500
171040097                                           9.2        3/1/2007         2/1/2037             2294.25             2294.25        3/1/2007               299250
171040120                                          8.95        3/1/2007         2/1/2037              2114.5              2114.5        3/1/2007               275500
171040202                                           8.6        3/1/2007         2/1/2037             1953.61             1953.61        3/1/2007               251750
171040247                                           9.4        3/1/2007         2/1/2037             4334.55             4334.55        4/1/2007               520000
171040258                                           8.5        3/1/2007         2/1/2037             1949.83             1949.82        4/1/2007               265972
171040275                                          9.55       10/1/2006         9/1/2036             1264.42             1264.42        3/1/2007               158880
171040309                                         8.175        3/1/2007         2/1/2037              755.38              755.37        3/1/2007               101256
171040492                                          7.55        4/1/2007         3/1/2037             1508.83             1508.83        3/1/2007               228000
171040592                                          6.05        3/1/2007         2/1/2037              687.31              687.31        3/1/2007               136325
171040597                                           8.4        4/1/2007         3/1/2037             1628.43             1628.43        3/1/2007               213750
171040887                                           9.8        4/1/2007         3/1/2037             1425.72             1425.72        3/1/2007               173252
171041434                                          7.85        4/1/2007         3/1/2037             1381.75             1381.75        4/1/2007               207000
171041582                                          8.05        4/1/2007         3/1/2037             2227.24             2227.24        4/1/2007               302100
191033551                                         14.25       11/1/2006        10/1/2036              807.14              807.14        3/1/2007                67000
191033605                                         14.25       12/1/2006        11/1/2036              531.27              531.27        3/1/2007                44100
191034478                                          6.55        1/1/2007        12/1/2036             5635.73             5635.73        3/1/2007              1032500
191034505                                         14.05       12/1/2006        11/1/2036              463.64              463.64        3/1/2007                39000
191035169                                         86.25        2/1/2007         1/1/2037             2709.16             2709.16        3/1/2007               440000
191035196                                         12.75        2/1/2007         1/1/2037              369.48              369.48        3/1/2007                34000
191035385                                         417.6        2/1/2007         1/1/2037             8318.41             8318.41        3/1/2007              1250000
191035401                                          7.25        3/1/2007         2/1/2037             2279.92             2279.92        3/1/2007             377366.4
191035410                                         12.85        3/1/2007         2/1/2037             1032.56             1032.56        3/1/2007              94341.6
191035425                                           9.9        3/1/2007         2/1/2037              870.19              870.19        3/1/2007               100000
191035489                                          7.85        2/1/2007         1/1/2037             6457.93             6457.93        3/1/2007               892800
191035547                                          7.99        3/1/2007         2/1/2037             1489.14             1489.14        3/1/2007               214400
191035555                                         12.75        3/1/2007         2/1/2037              582.47              582.47        4/1/2007                53600
191035567                                          9.25        2/1/2007         1/1/2037             1512.14             1512.14        4/1/2007               191250
191035618                                          9.05        3/1/2007         2/1/2037             1057.22             1057.22        4/1/2007               130808
191035707                                          7.45        2/1/2007         1/1/2037             3256.32             3256.32        3/1/2007               468000
191035763                                          7.75        3/1/2007         2/1/2037             1065.63             1065.63        3/1/2007               165000
191035781                                          8.91        3/1/2007         2/1/2037             1651.19             1651.19        3/1/2007               216000
191035896                                           6.3        2/1/2007         1/1/2037             1508.15             1508.15        4/1/2007               264000
191035909                                          6.85        2/1/2007         1/1/2037              732.68              732.68        4/1/2007               120000
191035928                                          7.65        3/1/2007         2/1/2037             4881.46             4881.46        2/1/2007               688000
191035930                                           8.5        3/1/2007         2/1/2037              3577.5              3577.5        3/1/2007               488000
191035937                                          7.95        3/1/2007         2/1/2037             1496.51             1496.51        3/1/2007               216396
191035941                                           7.4        2/1/2007         1/1/2037              897.31              897.31        3/1/2007               137900
191035950                                          8.65        2/1/2007         1/1/2037             3910.32             3910.32        3/1/2007               501600
191036012                                          11.5        3/1/2007         2/1/2037              703.11              703.11        4/1/2007                71000
191036017                                          13.5        3/1/2007         2/1/2037              619.66              619.66        3/1/2007                54099
191036048                                         798.8        3/1/2007         2/1/2037             1599.51             1599.51        3/1/2007               202400
191036049                                          8.05        3/1/2007         2/1/2037             3509.33             3509.33        3/1/2007               476000
191036096                                          8.05        3/1/2007         2/1/2037             4211.18             4211.18        3/1/2007               602400
191036108                                          6.45        3/1/2007         2/1/2037             1345.35             1345.35        4/1/2007               231200
191036129                                          10.5        3/1/2007         2/1/2037              528.72              528.72        4/1/2007                57800
191036143                                         11.45        3/1/2007         2/1/2037              686.59              686.59        3/1/2007                69600
191036172                                           8.6        3/1/2007         2/1/2037             3588.74             3588.74        3/1/2007               484500
191036201                                           7.4        3/1/2007         2/1/2037             1479.51             1479.51        3/1/2007               239920
191036204                                         12.75        3/1/2007         2/1/2037               651.8               651.8        3/1/2007                59980
191036222                                          7.95        3/1/2007         2/1/2037             4761.44             4761.44        3/1/2007               652000
191036228                                           9.6        4/1/2007         3/1/2037             1184.46             1184.46        4/1/2007               139650
191036308                                          7.65        3/1/2007         2/1/2037             1102.81             1102.81        3/1/2007               164800
191036311                                          13.5        3/1/2007         2/1/2037              471.91              471.91        3/1/2007                41200
191036368                                           6.4        3/1/2007         2/1/2037             1820.93             1820.93        3/1/2007               341425
191036516                                         949.3        3/1/2007         2/1/2037             5775.85             5775.85        3/1/2007               699000
191036589                                         6.965        3/1/2007         2/1/2037             1602.93             1602.93        3/1/2007               259000
191036594                                          8.35        4/1/2007         3/1/2037             2017.92             2017.92        4/1/2007               290000
191036714                                          6.45        3/1/2007         2/1/2037             1508.28             1508.28        3/1/2007               259200
191036831                                          7.75        3/1/2007         2/1/2037              937.12              937.12        3/1/2007               138500
191036877                                           8.2        4/1/2007         3/1/2037             2971.18             2971.18        3/1/2007               427500
191036896                                           9.1        4/1/2007         3/1/2037             1878.11             1878.11        3/1/2007               245000
191036920                                           7.7        3/1/2007         2/1/2037             1240.24             1240.24        3/1/2007               189120
191036931                                           9.5        4/1/2007         3/1/2037              934.61              934.61        4/1/2007               111150
191037023                                           8.8        4/1/2007         3/1/2037             3245.15             3245.15        3/1/2007               437000
191037177                                          11.1        4/1/2007         3/1/2037             1289.69             1289.69        3/1/2007               137747
191038351                                           8.2        5/1/2007         4/1/2037              1281.1              1281.1        4/1/2007               171326
211048925                                          14.3       12/1/2006        11/1/2036              492.53              492.53        3/1/2007                40750
211048949                                           7.9        3/1/2007         2/1/2037             1017.53             1017.53        4/1/2007               140000
211048973                                         14.25       12/1/2006        11/1/2036              385.48              385.48        3/1/2007                31998
211048976                                        13.125        3/1/2007         2/1/2037              390.59              390.59        4/1/2007                35000
211048977                                         14.05       11/1/2006        10/1/2036              974.84              974.84        3/1/2007                82000
211049268                                         14.05       12/1/2006        11/1/2036              389.43              389.43        3/1/2007                32757
211049388                                          13.5        1/1/2007        12/1/2036              328.71              328.71        4/1/2007                28698
211049684                                          14.1       12/1/2006        11/1/2036              691.64              691.64        4/1/2007                57985
211049978                                         13.72        1/1/2007        12/1/2036              813.69              813.69        3/1/2007                69980
211049984                                         12.55        1/1/2007        12/1/2036              345.27              345.27        3/1/2007              32234.2
211050144                                         13.35        1/1/2007        12/1/2036              748.19              748.19        3/1/2007                66000
211050466                                         14.15        1/1/2007        12/1/2036              430.59              430.59        3/1/2007                35980
211050469                                         14.15        1/1/2007        12/1/2036                 590                 590        3/1/2007                49300
211050478                                          13.4        1/1/2007        12/1/2036              434.52              434.52        3/1/2007                38198
211050654                                           113        2/1/2007         1/1/2037              321.59              321.59        3/1/2007                29072
211050712                                         14.75        2/1/2007         1/1/2037             1324.12             1324.12        3/1/2007               106400
211050858                                          14.8        2/1/2007         1/1/2037               649.2               649.2        3/1/2007                52000
211051055                                         12.85        2/1/2007         1/1/2037              345.64              345.64        3/1/2007                31580
211051074                                         76.75        2/1/2007         1/1/2037             3891.58             3891.58        3/1/2007               599999
211051083                                         14.25        1/1/2007        12/1/2036              349.72              349.72        4/1/2007                29030
211051098                                         12.55        1/1/2007        12/1/2036              317.91              317.91        3/1/2007                29680
211051155                                         717.8        2/1/2007         1/1/2037              734.27              734.27        3/1/2007               102000
211051245                                          8.25        3/1/2007         2/1/2037              751.27              751.27        3/1/2007               100000
211051278                                          37.1        3/1/2007         2/1/2037              680.42              680.42        3/1/2007               115000
211051333                                          8.85        3/1/2007         2/1/2037              950.24              950.24        4/1/2007               119700
211051335                                          13.6        2/1/2007         1/1/2037             1021.81             1021.81        4/1/2007                88600
211051511                                           8.5        3/1/2007         2/1/2037             4873.33             4873.33        3/1/2007               688000
211051632                                         8.075        2/1/2007         1/1/2037             3768.33             3768.33        3/1/2007               560000
211051637                                         12.85        2/1/2007         1/1/2037             1532.28             1532.28        3/1/2007               140000
211051856                                          7.95        2/1/2007         1/1/2037             2047.02             2047.02        3/1/2007               296000
211051861                                        12.225        2/1/2007         1/1/2037              774.01              774.01        3/1/2007                74000
211051931                                         59.35        3/1/2007         2/1/2037              798.81              798.81        3/1/2007                96250
211051942                                           8.1        2/1/2007         1/1/2037             2951.87             2951.87        3/1/2007               420000
211052095                                          9.15        3/1/2007         2/1/2037             2348.46             2348.46        3/1/2007               288000
211052102                                          7.75        3/1/2007         2/1/2037              752.23              752.23        4/1/2007               105000
211052124                                          10.1        2/1/2007         1/1/2037             5641.68             5641.68        2/1/2007               637500
211052138                                         8.925        2/1/2007         1/1/2037              1003.2              1003.2        3/1/2007               125520
211052150                                          12.1        2/1/2007         1/1/2037              269.24              269.24        3/1/2007                25980
211052156                                           7.6        2/1/2007         1/1/2037               934.7               934.7        3/1/2007               140456
211052160                                          13.5        2/1/2007         1/1/2037               402.2               402.2        3/1/2007                35114
211052173                                           8.2        2/1/2007         1/1/2037             1065.55             1065.55        3/1/2007               142500
211052195                                           9.4        3/1/2007         2/1/2037             3445.03             3445.03        3/1/2007               429400
211052229                                        13.625        2/1/2007         1/1/2037             1231.33             1231.33        3/1/2007               106585
211052283                                           8.6        3/1/2007         2/1/2037             2339.68             2339.68        3/1/2007               301500
211052317                                          8.05        2/1/2007         1/1/2037             2071.37             2071.37        3/1/2007             280957.6
211052318                                         8.525        3/1/2007         2/1/2037             1620.52             1620.52        3/1/2007               220480
211052339                                           7.5        2/1/2007         1/1/2037             1062.99             1062.99        3/1/2007             161531.2
211052359                                         14.54       2/15/2007        1/15/2037              453.04              453.04       3/15/2007                36900
211052361                                          13.4        2/1/2007         1/1/2037              468.21              468.21        3/1/2007              41159.6
211052398                                         12.75        2/1/2007         1/1/2037              713.38              713.38        3/1/2007              65646.8
211052469                                            87        3/1/2007         2/1/2037             2478.67             2478.67        3/1/2007               424915
211052527                                          10.1        3/1/2007         2/1/2037             4389.45             4389.45        3/1/2007               496000
211052534                                         58.15        3/1/2007         2/1/2037             5730.34             5730.34        3/1/2007               769950
211052584                                          8.45        3/1/2007         2/1/2037              956.72              956.72        4/1/2007               125000
211052650                                           9.6        3/1/2007         2/1/2037              977.08              977.08        3/1/2007               115200
211052669                                           8.5        3/1/2007         2/1/2037             1307.15             1307.15        3/1/2007               170000
211052697                                         876.9        3/1/2007         2/1/2037             2671.69             2671.69        3/1/2007               435000
211052726                                          7.85        3/1/2007         2/1/2037              896.94              896.94        4/1/2007               124000
211052750                                          6.82        4/1/2007         3/1/2022              1855.8              1855.8        4/1/2007               208800
211052791                                           8.8        3/1/2007         2/1/2037             3155.17             3155.17        3/1/2007               417350
211052901                                          10.8        3/1/2007         2/1/2037              974.73              974.73        3/1/2007               104000
211052915                                           9.2        3/1/2007         2/1/2037             1101.51             1101.51        4/1/2007               140000
211052921                                           9.7        3/1/2007         2/1/2037             3580.92             3580.92        3/1/2007               443000
211052925                                          13.7        3/1/2007         2/1/2037              406.41              406.41        4/1/2007                35000
211052951                                          10.5        3/1/2007         2/1/2037             4265.14             4265.14        3/1/2007               480000
211052976                                          7.75        4/1/2007         3/1/2037             3845.34             3845.34        4/1/2007               536750
211053041                                        10.725        4/1/2007         3/1/2037             1422.74             1422.74        3/1/2007               152720
211053082                                         6.288        3/1/2007         2/1/2037             2843.68             2843.68        3/1/2007               460000
211053103                                         8.595        3/1/2007         2/1/2037             3346.29             3346.29        3/1/2007               452000
211053125                                         9.275        3/1/2007         2/1/2037              919.46              919.46        3/1/2007               118960
211053133                                         798.7        3/1/2007         2/1/2037             2132.12             2132.12        4/1/2007               272256
211053211                                           9.7        3/1/2007         2/1/2037             4361.82             4361.82        2/1/2007               509865
211053219                                         96.99        4/1/2007         3/1/2037             3053.87             3053.87        4/1/2007               492000
211053222                                         958.9        4/1/2007         3/1/2037             2408.61             2408.61        4/1/2007               302043
211053239                                        13.725        3/1/2007         2/1/2037              615.07              615.07        3/1/2007                52880
211053252                                           6.7        3/1/2007         2/1/2037             2623.05             2623.05        4/1/2007               469800
211053298                                         506.3        4/1/2007         3/1/2037             1142.54             1142.54        3/1/2007               200000
211053302                                          11.5        4/1/2007         3/1/2037               846.7               846.7        3/1/2007                85500
211053337                                            10        3/1/2007         2/1/2037             1544.53             1544.53        3/1/2007               176000
211053501                                         8.025        4/1/2007         3/1/2037              941.45              941.45        3/1/2007               128000
211053545                                           8.6        4/1/2007         3/1/2037             2543.38             2543.38        3/1/2007               327750
211053559                                          9.35        3/1/2007         2/1/2037             1621.81             1621.81        4/1/2007               195415
211053661                                           7.7        3/1/2007         2/1/2037             2876.64             2876.64        3/1/2007               427500
211053834                                         9.325        4/1/2007         3/1/2037              865.38              865.38        3/1/2007               104500
211053861                                         10.48        4/1/2007         3/1/2037             1077.63             1077.63        3/1/2007               118000
211053875                                         846.7        4/1/2007         3/1/2037             2998.81             2998.81        3/1/2007               500000
211053890                                         58.95        4/1/2007         3/1/2037              961.23              961.23        3/1/2007               120000
211054527                                          9.15        4/1/2007         3/1/2037             1024.87             1024.87        3/1/2007               133000
211056319                                         7.875        4/1/2007         3/1/2037             3234.93             3234.93        4/1/2007               471600
231085678                                          13.9       11/1/2006        10/1/2036              393.11              393.11        3/1/2007                33400
231085721                                          14.3       11/1/2006        10/1/2036              815.84              815.84        3/1/2007                67500
231085777                                          13.6        1/1/2007        12/1/2036              426.48              426.48        4/1/2007                36980
231086391                                         14.05        1/1/2007        12/1/2036              403.96              403.96        3/1/2007                33980
231086437                                          13.5        1/1/2007        12/1/2036              538.11              538.11        3/1/2007                46980
231086589                                         12.55       12/1/2006        11/1/2036              272.07              272.07        4/1/2007                25400
231086804                                          8.75        3/1/2007         2/1/2037             2230.67             2230.67        3/1/2007               296565
231086872                                        11.925        1/1/2007        12/1/2036              715.99              715.99        3/1/2007                70000
231087126                                        12.225        2/1/2007         1/1/2037              382.82              382.82        3/1/2007                36600
231087144                                         12.85        1/1/2007        12/1/2036              323.97              323.97        3/1/2007                29600
231087377                                          7.45        2/1/2007         1/1/2037              4731.4              4731.4        3/1/2007               680000
231087502                                          7.15        3/1/2007         2/1/2037              1340.6              1340.6        3/1/2007               212000
231087510                                         57.95        2/1/2007         1/1/2037              912.85              912.85        4/1/2007               125000
231087669                                          14.1        2/1/2007         1/1/2037              339.95              339.95        5/1/2007                28500
231088585                                          6.75        3/1/2007         2/1/2037             7662.63             7662.63        3/1/2007              1270000
231088655                                          8.99        2/1/2007         1/1/2037             1587.42             1587.42        3/1/2007               206000
231088782                                          8.84        3/1/2007         2/1/2037             5996.62             5996.62        3/1/2007               790000
231088792                                           8.4        2/1/2007         1/1/2037             1005.63             1005.63        3/1/2007               132000
231088795                                          11.6        2/1/2007         1/1/2037              327.81              327.81        3/1/2007              32848.8
231088820                                         626.8        3/1/2007         2/1/2037             3207.47             3207.47        3/1/2007               492000
231088853                                         88.99        2/1/2007         1/1/2037             4623.55             4623.55        2/1/2007               600000
231088915                                          8.99        3/1/2007         2/1/2037             2548.37             2548.37        3/1/2007               317000
231088923                                          6.45        2/1/2007         1/1/2037             2467.13             2467.13        3/1/2007               459000
231088944                                          5.75        3/1/2007         2/1/2037                5175                5175        3/1/2007              1080000
231089056                                          8.35        2/1/2007         1/1/2037             1146.56             1146.56        3/1/2007               151200
231089122                                           8.2        2/1/2007         1/1/2037             1156.78             1156.78        3/1/2007               154700
231089253                                          9.74        3/1/2007         2/1/2037             1713.36             1713.36        4/1/2007               199595
231089289                                           8.5        3/1/2007         2/1/2037             1476.31             1476.31        4/1/2007               192000
231089312                                          7.08        3/1/2007         2/1/2037             1433.59             1433.59        4/1/2007               213750
231089316                                           7.5        3/1/2007         2/1/2037                7000                7000        3/1/2007              1120000
231089331                                           9.2        3/1/2007         2/1/2037              872.29              872.29        3/1/2007               106500
231089430                                           7.5        3/1/2007         2/1/2037             3088.78             3088.78        3/1/2007               441750
231089439                                          9.99        3/1/2007         2/1/2037             4143.03             4143.03        4/1/2007               472500
231089567                                         86.75        3/1/2007         2/1/2037             7783.18             7783.18        3/1/2007              1200000
231089637                                          7.35        3/1/2007         2/1/2037             1420.51             1420.51        3/1/2007               231920
231089694                                          7.75        3/1/2007         2/1/2037             2149.24             2149.24        4/1/2007               300000
231089699                                          7.75        3/1/2007         2/1/2037             2321.18             2321.18        3/1/2007               324000
231089706                                           8.7        3/1/2007         2/1/2037             3846.51             3846.51        3/1/2007             491170.5
231089744                                          9.87        3/1/2007         2/1/2037                1979                1979        4/1/2007               228000
231089768                                         8.675        3/1/2007         2/1/2037             1311.86             1311.86        4/1/2007               175750
231089801                                           7.7        3/1/2007         2/1/2037             2195.92             2195.92        4/1/2007               308000
231089921                                           7.6        3/1/2007         2/1/2037              783.74              783.74        5/1/2007               111000
231089960                                         11.35        3/1/2007         2/1/2037              616.68              616.68        3/1/2007                63000
231090087                                         57.66        4/1/2007         3/1/2037                4510                4510        3/1/2007               635030
231090228                                          7.75        3/1/2007         2/1/2037             3313.75             3313.75        3/1/2007               489750
231090244                                         6.875        4/1/2007         3/1/2037             3287.93             3287.93        3/1/2007               500500
231090296                                         10.25        3/1/2007         2/1/2017               667.7               667.7        3/1/2007                50000
231090369                                          7.85        4/1/2007         3/1/2037             1046.67             1046.67        4/1/2007               160000
231090428                                          7.95        4/1/2007         3/1/2037              980.89              980.89        4/1/2007               134316
231090443                                           8.7        3/1/2007         2/1/2037              7488.7              7488.7        3/1/2007               956250
231090479                                          8.99        3/1/2007         2/1/2037              1565.6              1565.6        3/1/2007               194750
231090635                                           6.6        3/1/2007         2/1/2037              718.49              718.49        3/1/2007               112500
231090769                                        11.512        4/1/2007         3/1/2037             3121.45             3121.45        3/1/2007               322050
231090843                                          9.25        4/1/2007         3/1/2037             2366.21             2366.21        4/1/2007               303905
231090902                                         98.05        4/1/2007         3/1/2037              2952.8              2952.8        3/1/2007               432200
231090991                                           9.2        4/1/2007         3/1/2037             2219.64             2219.64        3/1/2007               271000
231091187                                           7.8        4/1/2007         3/1/2037             4103.26             4103.26        4/1/2007               570000
231091271                                           9.5        4/1/2007         3/1/2037             5771.69             5771.69        3/1/2007               712500
231091315                                          9.65        4/1/2007         3/1/2037             4236.44             4236.44        4/1/2007               522500
231092424                                          8.35        5/1/2007         4/1/2037             1910.94             1910.94        4/1/2007               252000
231093321                                          9.75        5/1/2007         4/1/2037              660.47              660.47        4/1/2007                76875
231093386                                         8.425        5/1/2007         4/1/2037             6108.84             6108.84        4/1/2007               800000
271029980                                          7.85       10/1/2006         9/1/2036              4724.6              4724.6        3/1/2007               690650
321037468                                         14.25       12/1/2006        11/1/2036              409.59              409.59        3/1/2007                34000
321037859                                         14.05       12/1/2006        11/1/2036             1043.79             1043.79        3/1/2007                87800
321038394                                         67.99        1/1/2007        12/1/2036             4191.68             4191.68        3/1/2007               603500
321038758                                        13.125        1/1/2007        12/1/2036              613.56              613.56        4/1/2007                54980
321039062                                          7.55        2/1/2007         1/1/2037             1609.42             1609.42        3/1/2007               243200
321039068                                         12.75        1/1/2007        12/1/2036              478.15              478.15        3/1/2007                44000
321039070                                         12.75        1/1/2007        12/1/2036              554.21              554.21        4/1/2007                51000
321039109                                          13.5        1/1/2007        12/1/2036              359.66              359.66        3/1/2007                31400
321039257                                         12.75        2/1/2007         1/1/2037               661.8               661.8        3/1/2007                60900
321039270                                          6.95        3/1/2007         2/1/2037             1588.15             1588.15        4/1/2007               239920
321039408                                          11.5        2/1/2007         1/1/2037              584.39              584.39        3/1/2007                59012
321039457                                          11.5        3/1/2007         2/1/2037              593.98              593.98        4/1/2007                59980
321039470                                         12.75        2/1/2007         1/1/2037              658.51              658.51        4/1/2007                60598
321039517                                         12.75        2/1/2007         1/1/2037              467.71              467.71        3/1/2007                43040
321039553                                           6.8        2/1/2007         1/1/2037             2277.31             2277.31        4/1/2007               375200
321039560                                         12.69        2/1/2007         1/1/2037             1014.94             1014.94        4/1/2007                93800
321039658                                          11.5        2/1/2007         1/1/2037              439.71              439.71        4/1/2007                44402
321039668                                           7.8        2/1/2007         1/1/2037                1898                1898        3/1/2007               292000
321039798                                           8.2        3/1/2007         2/1/2037             2699.38             2699.38        3/1/2007               380000
321039811                                          7.65        3/1/2007         2/1/2037             1434.73             1434.73        4/1/2007               214400
321039829                                          13.5        3/1/2007         2/1/2037              613.94              613.94        4/1/2007                53600
321039878                                          8.25        2/1/2007         1/1/2037             1201.43             1201.43        3/1/2007               159920
321039943                                          13.9        2/1/2007         1/1/2037               812.1               812.1        3/1/2007                69000
321040146                                           6.7        3/1/2007         2/1/2037             1091.44             1091.44        3/1/2007               195481
321040167                                          9.35        3/1/2007         2/1/2037             2366.48             2366.48        3/1/2007               296400
321040323                                          6.65        3/1/2007         2/1/2037             3100.11             3100.11        3/1/2007               520000
321040324                                         7.375        3/1/2007         2/1/2037             4379.75             4379.75        3/1/2007               675000
321040332                                           7.6        3/1/2007         2/1/2037             1400.29             1400.29        3/1/2007               198320
321040360                                          8.55        3/1/2007         2/1/2037             1576.97             1576.97        3/1/2007               214000
321040410                                         48.45        3/1/2007         2/1/2037              956.72              956.72        3/1/2007               125000
321040567                                           7.9        3/1/2007         2/1/2037              3389.1              3389.1        3/1/2007               466301
321040732                                           7.2        3/1/2007         2/1/2037             1250.72             1250.72        3/1/2007               196650
331048904                                          8.25       10/1/2006         9/1/2036             4356.25             4356.25        3/1/2007               610000
331050575                                           8.8        2/1/2007         1/1/2037             1675.38             1675.38        3/1/2007               212000
331050731                                          7.49        1/1/2007        12/1/2036             3607.68             3607.68        3/1/2007               578000
331050745                                         10.35        2/1/2007         1/1/2037              2371.8              2371.8        3/1/2007               262500
331050959                                           6.9        2/1/2007         1/1/2037                2047                2047        3/1/2007               356000
331051004                                         11.45        2/1/2007         1/1/2037             3709.16             3709.16        2/1/2007               376000
331051174                                           6.3        2/1/2007         1/1/2037              888.23              888.23        3/1/2007               143500
331051185                                          9.35        2/1/2007         1/1/2037             2273.47             2273.47        3/1/2007               284750
331051295                                           8.5        3/1/2007         2/1/2037              769.75              769.75        4/1/2007               105000
331051319                                         7.475        2/1/2007         1/1/2037              2796.9              2796.9        3/1/2007               449000
331051321                                          11.2        2/1/2007         1/1/2037              518.08              518.08        4/1/2007                53550
331051450                                         10.35        2/1/2007         1/1/2037             3957.52             3957.52        3/1/2007               438000
331051588                                           8.5        3/1/2007         2/1/2037              861.18              861.18        3/1/2007               112000
331051763                                           8.9        2/1/2007         1/1/2037             3661.83             3661.83        4/1/2007               459200
331052051                                          6.25        3/1/2007         2/1/2037             1976.04             1976.04        3/1/2007               379400
331052059                                           8.3        4/1/2007         3/1/2037             2440.93             2440.93        4/1/2007               340000
331052064                                         908.6        3/1/2007         2/1/2037             4714.27             4714.27        3/1/2007               607500
331052081                                         837.4        3/1/2007         2/1/2037             3564.41             3564.41        3/1/2007               578013
331052111                                           8.6        2/1/2007         1/1/2037             2669.48             2669.48        3/1/2007               344000
331052137                                         59.25        3/1/2007         2/1/2037             8144.49             8144.49        3/1/2007               990000
331052185                                           6.2        2/1/2007         1/1/2037             2397.93             2397.93        3/1/2007               425000
331052289                                          9.15        3/1/2007         2/1/2037                3486                3486        3/1/2007               427500
331052328                                          7.25        3/1/2007         2/1/2037             3658.92             3658.92        4/1/2007               572000
331052339                                          7.25        3/1/2007         2/1/2037             2637.19             2637.19        4/1/2007               436500
331052448                                          7.75        4/1/2007         3/1/2037             4100.99             4100.99        3/1/2007               606100
331052450                                          7.45        3/1/2007         2/1/2037             3114.84             3114.84        4/1/2007               476000
331052526                                           8.1        3/1/2007         2/1/2037             3603.74             3603.74        3/1/2007               486500
331052568                                         87.25        3/1/2007         2/1/2037             3256.46             3256.46        4/1/2007               539000
331052692                                         56.55        3/1/2007         2/1/2037             2503.35             2503.35        4/1/2007               425000
331052701                                          7.75        3/1/2007         2/1/2037             4239.37             4239.37        3/1/2007               591750
331052702                                           7.3        3/1/2007         2/1/2037              3216.7              3216.7        3/1/2007               500000
331052712                                         11.65        3/1/2007         2/1/2037             1252.19             1252.19        3/1/2007               125000
331052783                                          7.45        4/1/2007         3/1/2037             3007.94             3006.07        4/1/2007               484500
331052806                                           6.5        3/1/2007         2/1/2037             2337.14             2337.14        2/1/2007               399200
331052813                                           7.5        3/1/2007         2/1/2037             2895.51             2895.51        3/1/2007               440000
331052818                                           7.7        3/1/2007         2/1/2037             3061.69             3061.69        4/1/2007               455000
331052819                                            76        3/1/2007         2/1/2037             2193.75             2193.18        4/1/2007               438750
331052841                                           7.5        4/1/2007         3/1/2037                2650                2650        3/1/2007               424000
331052869                                          8.35        3/1/2007         2/1/2037             5329.53             5329.53        4/1/2007               765920
331052897                                          9.45        3/1/2007         2/1/2037             5274.41             5274.41        3/1/2007               630000
331052961                                          9.54        3/1/2007         2/1/2037             4269.17             4269.17        3/1/2007               525000
331052976                                          5.99        3/1/2007         2/1/2037             2981.13             2981.13        3/1/2007               542500
331052978                                          8.25        3/1/2007         2/1/2037             1983.34             1983.34        3/1/2007               264000
331053027                                          8.99        4/1/2007         3/1/2037             4319.17             4319.17        3/1/2007               560500
331053119                                           7.5        3/1/2007         2/1/2037             2237.44             2237.44        3/1/2007               340000
331053121                                           7.7        3/1/2007         2/1/2037             3165.54             3165.54        3/1/2007               444000
331053128                                           9.7        3/1/2007         2/1/2037             5059.18             5059.18        3/1/2007               612750
331053157                                           7.3        3/1/2007         2/1/2037             2714.86             2714.86        3/1/2007               396000
331053219                                         10.35        3/1/2007         2/1/2037             3611.59             3611.59        3/1/2007             411948.5
331053250                                          8.39        4/1/2007         3/1/2037             4601.65             4601.65        3/1/2007               634940
331053335                                         77.15        4/1/2007         3/1/2037             4097.67             4097.67        3/1/2007               648000
331053400                                         76.45        3/1/2007         2/1/2037             2944.41             2944.41        3/1/2007               506000
331053416                                         45.69        3/1/2007         2/1/2037             1884.24             1884.24        4/1/2007               325000
331053482                                          9.95        3/1/2007         2/1/2037             5493.94             5493.94        3/1/2007               650000
331053500                                         96.99        4/1/2007         3/1/2037             3615.59             3615.59        3/1/2007               544000
331053598                                         849.7        4/1/2007         3/1/2037             4790.72             4790.72        3/1/2007               560000
331053601                                          5.99        3/1/2007         2/1/2037             3503.17             3503.17        3/1/2007               637500
331053667                                           6.5        3/1/2007         2/1/2037             2485.99             2485.99        3/1/2007               441000
331053718                                          7.43        4/1/2007         3/1/2037             3095.83             3095.83        3/1/2007               500000
331053748                                         8.675        3/1/2007         2/1/2037             3672.34             3672.34        3/1/2007               470000
331053774                                         666.4        3/1/2007         2/1/2037             4391.05             4391.05        3/1/2007               702000
331053802                                           6.7        4/1/2007         3/1/2037             2593.74             2591.47        4/1/2007               464550
331053959                                          8.85        3/1/2007         2/1/2037             1933.01             1933.01        3/1/2007             254399.2
331053968                                          8.48        3/1/2007         2/1/2037              3646.4              3646.4        3/1/2007               516000
331053981                                           7.8        4/1/2007         3/1/2037              3522.5              3522.5        3/1/2007               517750
331054003                                          8.75        5/1/2007         4/1/2037             2156.75             2156.75        4/1/2007               292000
331054038                                          9.15        4/1/2007         3/1/2037                3486                3486        3/1/2007               427500
331054040                                          8.52        4/1/2007         3/1/2037             3054.19             3054.19        3/1/2007               424000
331054053                                         98.78        3/1/2007         2/1/2037             4798.41             4798.41        3/1/2007               636000
331054107                                          7.99        4/1/2007         3/1/2017             9277.52             9277.52        3/1/2007               765000
331054167                                          8.95        4/1/2007         3/1/2037             3010.74             3010.74        3/1/2007               399000
331054240                                          9.65        4/1/2007         3/1/2037             3851.31             3851.31        3/1/2007               475000
331054410                                         68.95        4/1/2007         3/1/2037             2791.92             2791.92        3/1/2007               370000
331054464                                          8.54        4/1/2007         3/1/2037             2180.18             2180.18        3/1/2007               302000
331054637                                           8.6        5/1/2007         4/1/2037             4098.47             4098.47        4/1/2007               564000
331054838                                          9.63        4/1/2007         3/1/2037             1122.47             1122.47        4/1/2007               132000
331054967                                          8.59        4/1/2007         3/1/2037              4391.6              4391.6        3/1/2007               605000
331055896                                          8.45        5/1/2007         4/1/2037             2598.93             2598.93        4/1/2007               363600
341036195                                          14.3       11/1/2006        10/1/2036              305.79              305.79        4/1/2007                25300
341036271                                          14.3       11/1/2006        10/1/2036              336.01              336.01        3/1/2007                27800
341036629                                         14.25       12/1/2006        11/1/2036              379.48              379.48        2/1/2007                31500
341036681                                         14.05       12/1/2006        11/1/2036              392.31              392.31        4/1/2007                33000
341036991                                         14.05       12/1/2006        11/1/2036             1367.15             1367.15        3/1/2007               115000
341037131                                           8.3        2/1/2007         1/1/2037             7466.37             7466.37        3/1/2007              1040000
341038405                                         12.75        2/1/2007         1/1/2037              271.67              271.67        3/1/2007                25000
341038570                                         57.47        2/1/2007         1/1/2037             1638.33             1638.33        4/1/2007               235000
341038825                                         877.8        2/1/2007         1/1/2037              704.16              704.16        3/1/2007               103500
341038844                                           7.9        2/1/2007         1/1/2037             1356.97             1356.97        3/1/2007             186703.2
341038852                                        12.125        2/1/2007         1/1/2037              369.41              369.41        3/1/2007                35580
341038864                                         12.13        2/1/2007         1/1/2037              484.79              484.79        3/1/2007              46675.8
341038911                                          10.9        4/1/2007         3/1/2037              762.91              762.91        4/1/2007                80750
341038984                                         77.95        2/1/2007         1/1/2037             3115.49             3115.49        3/1/2007               450500
341039158                                           7.6        2/1/2007         1/1/2037              995.92              995.92        3/1/2007               157250
341039285                                         67.99        3/1/2007         2/1/2037             4160.42             4160.42        3/1/2007               599000
341039366                                          9.65        2/1/2007         1/1/2037             1309.67             1309.67        3/1/2007               153750
341039445                                           8.7        2/1/2007         1/1/2037              902.17              902.17        3/1/2007               115200
341039477                                         8.925        3/1/2007         2/1/2037             1184.46             1184.46        4/1/2007               148200
341039488                                          10.3        2/1/2007         1/1/2037             1660.17             1660.17        3/1/2007               184500
341039642                                          8.05        3/1/2007         2/1/2037             2477.17             2477.17        3/1/2007               336000
341039711                                           8.4        2/1/2007         1/1/2037              601.85              601.85        3/1/2007                79000
341040388                                          6.82        3/1/2007         2/1/2037             2048.62             2048.62        4/1/2007               313600
341040473                                         8.675        3/1/2007         2/1/2037             1321.26             1321.26        3/1/2007               169100
341040502                                         8.025        4/1/2007         3/1/2037              881.25              881.25        3/1/2007               126400
341040541                                          9.55        3/1/2007         2/1/2037              687.85              687.85        3/1/2007                81450
341040737                                          9.95        3/1/2007         2/1/2037             1529.29             1529.29        3/1/2007               175000
341040773                                         10.59        3/1/2007         2/1/2037             3226.08             3226.08        3/1/2007               350100
341040866                                          57.5        4/1/2007         3/1/2037             3146.44             3146.44        3/1/2007             449996.8
341040880                                         10.39        3/1/2007         2/1/2037              969.98              969.98        3/1/2007               107000
341040918                                         8.815        3/1/2007         2/1/2037             1226.59             1226.59        3/1/2007               155000
341041165                                         10.94        4/1/2007         3/1/2037             1130.47             1130.47        3/1/2007               124000
341041274                                            10        3/1/2007         2/1/2037              642.38              642.38        5/1/2007                73200
341041324                                         9.775        4/1/2007         3/1/2037             1251.45             1251.45        4/1/2007               145350
341041359                                         8.725        4/1/2007         3/1/2037             1005.91             1005.91        4/1/2007               128155
341041395                                          8.28        4/1/2007         3/1/2037              890.88              890.88        5/1/2007               118251
341041421                                          6.45        4/1/2007         3/1/2037             1188.53             1188.53        4/1/2007               204250
341041939                                         10.75        4/1/2007         3/1/2037             1161.72             1161.72        3/1/2007               124450
351038607                                          9.99       11/1/2006        10/1/2036              571.69              571.69        3/1/2007                65200
351038851                                           9.9       10/1/2006         9/1/2036              934.07              934.07        3/1/2007               107341
351039085                                          9.99       11/1/2006        10/1/2036              239.16              239.16        3/1/2007                27276
351039343                                          9.99       11/1/2006        10/1/2036              429.56              429.56        3/1/2007                48990
351039345                                          9.99       11/1/2006        10/1/2036              631.32              631.32        3/1/2007                72000
351039445                                          9.99       11/1/2006        10/1/2036              315.48              315.48        3/1/2007                35980
351039558                                          9.99       11/1/2006        10/1/2036              270.45              270.45        4/1/2007                30844
351039712                                          9.99       11/1/2006        10/1/2036              429.65              429.65        3/1/2007                49000
351039985                                          9.99       11/1/2006        10/1/2036              501.37              501.37        3/1/2007                57180
351039990                                          9.99       11/1/2006        10/1/2036              220.79              220.79        3/1/2007                25180
351040192                                          9.99       12/1/2006        11/1/2036              280.59              280.59        3/1/2007                32000
351040231                                          9.99       11/1/2006        10/1/2036              220.94              220.94        3/1/2007                25198
351040643                                          9.99       12/1/2006        11/1/2036              385.81              385.81        3/1/2007                44000
351040682                                          9.99       12/1/2006        11/1/2036              289.35              289.35        3/1/2007                33000
351040823                                          9.99       12/1/2006        11/1/2036              376.13              376.13        3/1/2007                42897
351040854                                          9.99       12/1/2006        11/1/2036               276.9               276.9        3/1/2007                31580
351041291                                          9.99       12/1/2006        11/1/2036              308.06              308.06        3/1/2007                35133
351041373                                          9.99        1/1/2007        12/1/2036              261.28              261.28        4/1/2007                29798
351041874                                          9.99        1/1/2007        12/1/2036              230.26              230.26        3/1/2007                26260
351042117                                         8.975        2/1/2007         1/1/2037                1079                1079        3/1/2007               134400
351042212                                         9.725        1/1/2007        12/1/2036             1089.82             1089.82        3/1/2007               127120
351042453                                         10.75        3/1/2007         2/1/2037              2322.5              2322.5        3/1/2007               248800
351042673                                         78.35        3/1/2007         2/1/2037              970.63              970.63        3/1/2007               128000
351042677                                          9.15        2/1/2007         1/1/2037              720.85              720.85        3/1/2007                88400
351042867                                          9.85        3/1/2007         2/1/2037             1537.53             1537.53        3/1/2007               177440
351042972                                            89        3/1/2007         2/1/2037              671.95              671.95        4/1/2007                83511
351042973                                         77.35        2/1/2007         1/1/2037              783.36              783.36        4/1/2007               113700
351043068                                          10.8        3/1/2007         2/1/2037             1010.58             1010.58        3/1/2007               107825
351043127                                         9.425        3/1/2007         2/1/2037              967.21              967.21        3/1/2007               115780
351043129                                        10.725        4/1/2007         3/1/2037             1169.16             1169.16        3/1/2007               125500
351043139                                          9.85        3/1/2007         2/1/2037             1775.25             1775.25        3/1/2007               212000
351043248                                            99        3/1/2007         2/1/2037              993.71              993.71        3/1/2007               123500
351043272                                         8.625        3/1/2007         2/1/2037              1162.3              1162.3        3/1/2007               149436
351043366                                        10.225        3/1/2007         2/1/2037             1401.73             1401.73        4/1/2007               156750
351043443                                         11.99        3/1/2007         2/1/2037              1268.1              1268.1        3/1/2007               123375
351043450                                         9.825        4/1/2007         3/1/2037             1348.42             1348.42        4/1/2007               161405
351043476                                          8.85        3/1/2007         2/1/2037              1149.5              1149.5        3/1/2007               144800
351043530                                         8.875        3/1/2007         2/1/2037              1038.5              1038.5        3/1/2007               130523
351043787                                          9.85        4/1/2007         3/1/2037              866.51              866.51        3/1/2007               100000
351043953                                           9.1        4/1/2007         3/1/2037             1169.03             1169.03        3/1/2007               144000
351043958                                           9.3        4/1/2007         3/1/2037             2080.21             2080.21        3/1/2007               251750
351044170                                          8.85        4/1/2007         3/1/2037             1568.65             1568.65        4/1/2007               197600
351044295                                         10.45        4/1/2007         3/1/2037             1341.87             1341.87        4/1/2007               151690
351045229                                        11.875        5/1/2007         4/1/2037             1609.05             1609.05        4/1/2007               157905
371039181                                         14.25       12/1/2006        11/1/2036              548.13              548.13        3/1/2007                45500
371039432                                         14.25       12/1/2006        11/1/2036              407.18              407.18        3/1/2007                33800
371039584                                         14.25       12/1/2006        11/1/2036              460.67              460.67        3/1/2007                38240
371039922                                         14.05        1/1/2007        12/1/2036              473.15              473.15        4/1/2007                39800
371040043                                         14.05        1/1/2007        12/1/2036              427.98              427.98        3/1/2007                36000
371040182                                         14.05       12/1/2006        11/1/2036              380.43              380.43        3/1/2007                32000
371041032                                          68.3        1/1/2007        12/1/2036             1959.42             1959.42        3/1/2007               259600
371041245                                          13.6       12/1/2006        11/1/2036              382.89              382.89        3/1/2007                33200
371041715                                         12.55        1/1/2007        12/1/2036              282.78              282.78        4/1/2007                26400
371042114                                          8.45        2/1/2007         1/1/2037              1381.5              1381.5        4/1/2007               180500
371042149                                          9.35        2/1/2007         1/1/2037             7469.39             7469.39        2/1/2007               900000
371042276                                         747.1        2/1/2007         1/1/2037             1071.89             1071.89        3/1/2007               159500
371042332                                         12.85        1/1/2007        12/1/2036              448.52              448.52        4/1/2007                40980
371042335                                          13.6        1/1/2007        12/1/2036              315.77              315.77        3/1/2007                27380
371042344                                        13.725        1/1/2007        12/1/2036              366.39              366.39        3/1/2007                31500
371042370                                          9.99        2/1/2007         1/1/2037             1104.81             1104.81        3/1/2007               126000
371042424                                         84.98        2/1/2007         1/1/2037                 712                 712        3/1/2007               102400
371042585                                         11.55        3/1/2007         2/1/2037             6076.84             6076.84        5/1/2007               625000
371042857                                         698.7        2/1/2007         1/1/2037              939.76              939.76        3/1/2007               120000
371043039                                         10.62        2/1/2007         1/1/2037             2042.09             2042.09        3/1/2007               221072
371043333                                         10.35        3/1/2007         2/1/2037              932.46              932.46        3/1/2007               103200
371043345                                          7.47        2/1/2007         1/1/2037             1141.19             1141.19        4/1/2007               174000
371043354                                          11.6        2/1/2007         1/1/2037               434.1               434.1        4/1/2007                43500
371043382                                         10.65        2/1/2007         1/1/2037              900.46              900.46        4/1/2007               100000
371043400                                          8.15        3/1/2007         2/1/2037              716.38              716.38        3/1/2007                96256
371043431                                         66.21        3/1/2007         2/1/2037              797.05              797.05        3/1/2007               130000
371043448                                          7.05        3/1/2007         2/1/2037              869.26              869.26        4/1/2007               130000
371043458                                          9.85        2/1/2007         1/1/2037             1216.58             1216.58        3/1/2007               140400
371043552                                         13.35        2/1/2007         1/1/2037              471.59              471.59        4/1/2007                41600
371043564                                          8.85        3/1/2007         2/1/2037             4763.12             4763.12        2/1/2007               600000
371043869                                          10.1        3/1/2007         2/1/2037             4619.54             4619.54        3/1/2007               522000
371043931                                         7.535        3/1/2007         2/1/2037             1080.48             1080.48        3/1/2007               154000
371043934                                           8.8        3/1/2007         2/1/2037             3265.81             3265.81        3/1/2007               413250
371043939                                          11.6        3/1/2007         2/1/2037               384.2               384.2        3/1/2007                38500
371043969                                         6.375        3/1/2007         2/1/2037                1105                1105        3/1/2007               208000
371043992                                          8.55        3/1/2007         2/1/2037             2433.25             2433.25        3/1/2007               315000
371044060                                          8.67        3/1/2007         2/1/2037             1718.91             1718.91        3/1/2007               230400
371044064                                          7.75        3/1/2007         2/1/2037              973.32              973.32        3/1/2007               143850
371044074                                         6.675        4/1/2007         3/1/2037              1066.8              1066.8        3/1/2007               165750
371044111                                          8.99        3/1/2007         2/1/2037              1977.8              1977.8        4/1/2007               264000
371044113                                           8.6        3/1/2007         2/1/2037             3153.33             3153.33        3/1/2007               440000
371044195                                          11.1        3/1/2007         2/1/2037              668.08              668.08        4/1/2007                69600
371044204                                         10.75        3/1/2007         2/1/2037             1366.62             1366.62        3/1/2007               146400
371044372                                         7.425        3/1/2007         2/1/2037             1066.98             1066.98        3/1/2007               153725
371044477                                           7.6        3/1/2007         2/1/2037             1171.23             1171.23        3/1/2007               176000
371044569                                          6.72        3/1/2007         2/1/2037              962.75              962.75        4/1/2007               171920
371044604                                         11.75        3/1/2007         2/1/2037              433.84              433.84        4/1/2007                42980
371044615                                         67.15        3/1/2007         2/1/2037             1296.78             1296.78        3/1/2007               192000
371044625                                          7.95        3/1/2007         2/1/2037             2981.25             2981.25        2/1/2007               450000
371044652                                          8.55        3/1/2007         2/1/2037              988.75              988.75        3/1/2007               128000
371044667                                         710.8        4/1/2007         3/1/2037             1237.16             1237.16        4/1/2007               132000
371044758                                         66.65        3/1/2007         2/1/2037             3466.61             3466.61        3/1/2007               540000
371044846                                         66.69        3/1/2007         2/1/2037              804.62              804.62        3/1/2007               100000
371044861                                         78.35        3/1/2007         2/1/2037             1591.42             1591.42        3/1/2007               209864
371044879                                         10.02        3/1/2007         2/1/2037             2180.04             2180.04        3/1/2007               248000
371044899                                          9.25        3/1/2007         2/1/2037                 849                 849        3/1/2007               103200
371044972                                          8.95        3/1/2007         2/1/2037             2078.05             2078.05        4/1/2007               270750
371045007                                          8.02        4/1/2007         3/1/2037             1358.05             1358.05        3/1/2007               203200
371045258                                          8.97        4/1/2007         3/1/2037             1526.77             1526.77        3/1/2007               204250
371045371                                           8.5        4/1/2007         3/1/2037             2300.97             2300.97        4/1/2007               299250
371045461                                        10.675        4/1/2007         3/1/2037              1076.3              1076.3        3/1/2007               116000
371045631                                          7.89        4/1/2007         3/1/2037              1116.4              1116.4        3/1/2007               153750
371045745                                          9.88        4/1/2007         3/1/2037             2519.28             2519.28        3/1/2007               290000
371045798                                          7.25        4/1/2007         3/1/2037             1391.64             1391.64        3/1/2007               204000
371045842                                         68.15        4/1/2007         3/1/2037              744.25              744.25        4/1/2007               100000
371046359                                          9.45        4/1/2007         3/1/2037             3976.74             3976.74        3/1/2007               475000
371046413                                          10.3        4/1/2007         3/1/2037              1256.6              1256.6        4/1/2007               139650
371047822                                         10.24        5/1/2007         4/1/2037             1631.79             1631.79        4/1/2007               182250
381030275                                         9.725        1/1/2007        12/1/2036             2171.92             2171.92        4/1/2007               268000
381030402                                          8.85        2/1/2007         1/1/2037              5656.2              5656.2        2/1/2007               712500
401009215                                         8.555       10/1/2006         9/1/2036             2174.98             2174.98        3/1/2007               295000
411000506                                          9.55        2/1/2007         1/1/2037             1583.45             1583.45        3/1/2007               187500
411000988                                         47.35        1/1/2007        12/1/2036              688.97              688.97        3/1/2007               100000
411001091                                           7.5        3/1/2007         2/1/2037             3398.18             3398.18        3/1/2007               486000
411001108                                           9.9        2/1/2007         1/1/2037             1547.99             1547.99        2/1/2007               184000
411001179                                          9.05        3/1/2007         2/1/2037              996.54              996.54        3/1/2007               123300
411001259                                          7.85        1/1/2007        12/1/2036             4617.54             4617.54        3/1/2007               675000
411001488                                         87.35        2/1/2007         1/1/2037                3528                3528        3/1/2007               576000
411001589                                         587.8        1/1/2007        12/1/2036             1061.34             1061.34        3/1/2007               156000
411001722                                         8.925        2/1/2007         1/1/2037               832.8               832.8        3/1/2007               104200
411001744                                          8.25        2/1/2007         1/1/2037              728.42              728.42        3/1/2007               102000
411001752                                         57.25        2/1/2007         1/1/2037             3124.37             3124.37        4/1/2007               458000
411001903                                           8.6        2/1/2007         1/1/2037              541.46              541.46        3/1/2007                73100
411001925                                         8.625        2/1/2007         1/1/2037              742.62              742.62        3/1/2007               100000
411001952                                          8.95        3/1/2007         2/1/2037             1079.13             1079.13        4/1/2007               140600
411001967                                          10.2        2/1/2007         1/1/2037              563.99              563.99        3/1/2007                63200
411001979                                         71.39        3/1/2007         2/1/2037              943.42              943.42        3/1/2007               117250
411002009                                           7.9        2/1/2007         1/1/2037              639.59              639.59        3/1/2007                88000
411002063                                         68.85        3/1/2007         2/1/2037              612.06              612.06        3/1/2007                77100
411002083                                         849.9        3/1/2007         2/1/2037              609.13              609.13        3/1/2007                70000
411002098                                           9.7        3/1/2007         2/1/2037             1326.41             1326.41        3/1/2007               160650
411002130                                         419.4        3/1/2007         2/1/2037              833.57              833.57        3/1/2007               100000
411002172                                         67.05        2/1/2007         1/1/2037             1611.48             1611.48        3/1/2007               241000
411002185                                           8.8        3/1/2007         2/1/2037             4204.26             4204.26        3/1/2007               532000
411002204                                           7.1        3/1/2007         2/1/2037             1058.45             1058.45        4/1/2007               157500
411002205                                           6.1        2/1/2007         1/1/2037             2765.33             2765.33        3/1/2007               544000
411002225                                           8.6        3/1/2007         2/1/2037             3442.82             3442.82        3/1/2007               464800
411002228                                          7.65        2/1/2007         1/1/2037             1455.92             1455.92        3/1/2007               205200
411002253                                          38.3        3/1/2007         2/1/2037              875.55              875.55        4/1/2007               116000
411002279                                           6.8        3/1/2007         2/1/2037             1603.04             1603.04        3/1/2007               264110
411002342                                           9.6        4/1/2007         3/1/2037              3752.7              3752.7        3/1/2007               458850
411002361                                         48.04        3/1/2007         2/1/2037              905.96              905.96        3/1/2007               123000
411002364                                           9.1        3/1/2007         2/1/2037              657.58              657.58        3/1/2007                81000
411002390                                          8.65        3/1/2007         2/1/2037              855.83              855.83        3/1/2007               114950
411002394                                         837.4        3/1/2007         2/1/2037              685.61              685.61        3/1/2007               108400
411002465                                          9.35        4/1/2007         3/1/2037             1853.24             1853.24        3/1/2007               223300
411002467                                         406.7        3/1/2007         2/1/2037              2512.5              2512.5        3/1/2007               450000
411002536                                         508.9        3/1/2007         2/1/2037              797.44              797.44        3/1/2007               100000
411002538                                         518.3        3/1/2007         2/1/2037              1056.7              1056.7        3/1/2007               140000
411002548                                          7.16        3/1/2007         2/1/2037             7622.36             7622.36        3/1/2007              1204000
411002641                                         97.85        4/1/2007         3/1/2037             4209.81             4209.81        4/1/2007               582000
411002758                                          9.35        3/1/2007         2/1/2037              4816.4              4816.4        3/1/2007               603250
411002792                                           6.6        3/1/2007         2/1/2037              850.85              850.85        3/1/2007               154700
411002851                                         537.9        4/1/2007         3/1/2037             1623.25             1623.25        3/1/2007               236000
411002929                                         557.8        3/1/2007         2/1/2037             1483.16             1483.16        3/1/2007               218000
421000852                                         427.6        1/1/2007        12/1/2036              882.59              882.59        4/1/2007               125000
421000964                                           9.1        1/1/2007        12/1/2036              914.93              914.93        2/1/2007               112700
421000983                                          9.75        1/1/2007        12/1/2036             1061.06             1061.06        4/1/2007               123500
421001365                                          9.78        3/1/2007         2/1/2037              663.25              663.25        4/1/2007                77000
421001446                                         11.25        2/1/2007         1/1/2037              657.71              657.71        3/1/2007                69360
421001545                                          9.45        2/1/2007         1/1/2037               870.7               870.7        3/1/2007               104000
421001819                                         511.2        3/1/2007         2/1/2037             1130.97             1130.97        3/1/2007               116900
421001834                                          9.85        2/1/2007         1/1/2037              876.91              876.91        3/1/2007               101200
421001840                                         627.8        1/1/2007        12/1/2036                2730                2730        3/1/2007               420000
421002023                                          9.85        2/1/2007         1/1/2037             2474.75             2474.75        3/1/2007               285600
421002048                                           9.8        3/1/2007         2/1/2037              641.94              641.94        3/1/2007                74400
421002059                                         396.9        2/1/2007         1/1/2037              614.18              614.18        4/1/2007               100000
421002089                                          7.55        3/1/2007         2/1/2037              924.68              924.68        3/1/2007               131600
421002092                                           8.5        2/1/2007         1/1/2037              807.36              807.36        3/1/2007               105000
421002294                                         48.85        3/1/2007         2/1/2037              531.88              531.88        3/1/2007                70000
421002309                                          8.35        3/1/2007         2/1/2037             4878.73             4878.73        3/1/2007               676000
421002329                                          8.09        2/1/2007         1/1/2037             3312.04             3312.04        3/1/2007               471750
421002332                                          10.2        4/1/2007         3/1/2037              793.96              793.96        3/1/2007                91800
421002383                                         10.15        3/1/2007         2/1/2037              733.16              733.16        3/1/2007                82500
421002452                                          7.75        3/1/2007         2/1/2037              446.57              446.57        3/1/2007                66000
421002483                                         599.8        3/1/2007         2/1/2037                 975                 975        4/1/2007               113000
421002484                                         518.8        3/1/2007         2/1/2022              1002.4              1002.4        4/1/2007               100000
421002647                                         827.9        3/1/2007         2/1/2037              722.21              722.21        4/1/2007               105000
421002723                                          9.75        3/1/2007         2/1/2037              773.24              773.24        5/1/2007                90000
421002746                                           9.8        4/1/2007         3/1/2037             4238.19             4238.19        3/1/2007               508500
421002919                                         47.15        3/1/2007         2/1/2037              918.55              918.55        4/1/2007               136000
421003058                                          11.4        4/1/2007         3/1/2037             1165.05             1165.05        3/1/2007               118560
421003076                                         999.6        4/1/2007         3/1/2037              705.11              705.11        4/1/2007                87400
421003109                                         279.4        4/1/2007         3/1/2037              833.57              833.57        3/1/2007               100000
421003112                                         10.25        3/1/2007         2/1/2037             1329.29             1329.29        4/1/2007               153000
421003251                                        10.775        4/1/2007         3/1/2037              941.91              941.91        3/1/2007               100700
421003319                                         10.15        4/1/2007         3/1/2037             1319.47             1319.47        3/1/2007               155000
511050311                                          8.15       10/1/2006         9/1/2036             4953.92             4953.92        3/1/2007               701100
511050907                                           113       11/1/2006        10/1/2036              628.32              628.32        3/1/2007                56800
511051110                                          8.85        1/1/2007        12/1/2036             3023.97             3023.97        2/1/2007               380923
511051152                                          10.2        2/1/2007         1/1/2037             4379.39             4379.39        3/1/2007               490750
511051564                                         12.92       12/1/2006        11/1/2036              549.97              549.97        3/1/2007                50000
511051626                                         8.225       12/1/2006        11/1/2036                3948                3948        3/1/2007               576000
511051757                                          7.85        2/1/2007         1/1/2037             6567.17             6567.17        3/1/2007               960000
511052413                                         76.75        1/1/2007        12/1/2036             3439.13             3439.13        4/1/2007               570000
511052835                                          8.25        1/1/2007        12/1/2036              4227.7              4227.7        3/1/2007               592000
511052836                                          8.99        3/1/2007         2/1/2037             6491.52             6491.52        3/1/2007               807500
511052963                                         85.95        1/1/2007        12/1/2036             2275.76             2275.76        3/1/2007               458976
511053323                                          6.55        2/1/2007         1/1/2037             6147.45             6147.45        3/1/2007              1126250
511053403                                          10.1        2/1/2007         1/1/2037              821.47              821.47        3/1/2007                97600
511053427                                          11.5        1/1/2007        12/1/2036             1117.05             1117.05        3/1/2007               112800
511053464                                         7.375        2/1/2007         1/1/2037             3318.75             3318.75        3/1/2007               540000
511053479                                           6.3        2/1/2007         1/1/2037             2573.56             2573.56        3/1/2007               450500
511053506                                          6.99        2/1/2007         1/1/2037             2633.03             2633.03        3/1/2007               424200
511053524                                          7.65        2/1/2007         1/1/2037             3711.84             3711.84        3/1/2007               582250
511053530                                          8.25        2/1/2007         1/1/2037                6325                6325        3/1/2007               920000
511053599                                           9.4        3/1/2007         2/1/2037             5632.07             5632.07        3/1/2007               702000
511053604                                          8.75        2/1/2007         1/1/2037             3433.95             3433.95        2/1/2007               436500
511053651                                          9.25        2/1/2007         1/1/2037             1572.96             1572.96        3/1/2007               191200
511053667                                          7.05        2/1/2007         1/1/2037             3043.45             3043.45        3/1/2007               486900
511053675                                         597.8        1/1/2007        12/1/2036             3401.74             3401.74        3/1/2007               500000
511053699                                           8.5        2/1/2007         1/1/2037              2841.9              2841.9        3/1/2007               369600
511053782                                          8.25        2/1/2007         1/1/2037                2508                2508        3/1/2007               364800
511053797                                          7.99        2/1/2007         1/1/2037              832.29              832.29        3/1/2007               125000
511053809                                         78.45        2/1/2007         1/1/2037             3938.18             3938.18        3/1/2007               540000
511053814                                          7.25        2/1/2007         1/1/2037             3642.93             3642.93        3/1/2007               569500
511054049                                         846.5        2/1/2007         1/1/2037             2970.72             2970.72        3/1/2007               470000
511054054                                         398.7        3/1/2007         2/1/2037             6735.11             6735.11        3/1/2007               900000
511054056                                           8.7        2/1/2007         1/1/2037             5515.44             5515.44        3/1/2007               760750
511054059                                         79.99        3/1/2007         2/1/2037             1139.88             1139.88        4/1/2007               130000
511054251                                          8.35        3/1/2007         2/1/2037             5338.49             5338.49        3/1/2007               704000
511054275                                        12.125        2/1/2007         1/1/2037              465.13              465.13        3/1/2007                44800
511054326                                          6.95        2/1/2007         1/1/2037             2486.07             2486.07        3/1/2007               429250
511054349                                          9.95        3/1/2007         2/1/2037             3752.78             3752.78        3/1/2007               444000
511054356                                         808.5        2/1/2007         1/1/2037             3793.76             3793.76        3/1/2007               517500
511054374                                          6.05        3/1/2007         2/1/2037             2746.37             2746.37        3/1/2007               496000
511054399                                           8.9        3/1/2007         2/1/2037             2596.48             2596.48        3/1/2007               340000
511054428                                           6.5        2/1/2007         1/1/2037                2925                2925        4/1/2007               540000
511054434                                         768.6        3/1/2007         2/1/2037              6777.5              6777.5        3/1/2007               915000
511054494                                           7.2        2/1/2007         1/1/2037             4131.53             4131.53        3/1/2007               649600
511054544                                         78.65        2/1/2007         1/1/2037             4262.41             4262.41        3/1/2007               572500
511054622                                            68        3/1/2007         2/1/2037            13468.19            13468.19        3/1/2007              1937000
511054696                                         85.95        2/1/2007         1/1/2037             2295.71             2295.71        3/1/2007               463000
511054729                                           8.2        2/1/2007         1/1/2037             3228.75             3228.75        3/1/2007               472500
511054739                                          6.25        3/1/2007         2/1/2037             2890.63             2890.63        3/1/2007               555000
511054836                                           8.5        3/1/2007         2/1/2037             6458.87             6458.87        3/1/2007               840000
511054863                                          6.95        3/1/2007         2/1/2037              714.24              714.24        3/1/2007               107900
511054887                                          8.99        3/1/2007         2/1/2037             4483.56             4483.56        3/1/2007               598473
511054931                                          6.15        3/1/2007         2/1/2037                2419                2419        3/1/2007               472000
511054940                                         76.65        2/1/2007         1/1/2037             4381.89             4381.89        3/1/2007               735000
511054947                                           8.8        3/1/2007         2/1/2037             3555.09             3555.09        3/1/2007               470250
511054957                                          7.15        2/1/2007         1/1/2037             3350.97             3350.97        3/1/2007               562400
511054968                                         8.925        3/1/2007         2/1/2037              3956.2              3956.2        3/1/2007               495000
511054984                                         366.9        2/1/2007         1/1/2037             2917.36             2917.36        3/1/2007               475000
511055060                                          7.95        3/1/2007         2/1/2037             3997.23             3997.23        3/1/2007               578000
511055103                                          6.75        3/1/2007         2/1/2037              7357.5              7357.5        4/1/2007              1308000
511055161                                           6.4        3/1/2007         2/1/2037                1216                1216        3/1/2007               228000
511055190                                           6.2        3/1/2007         2/1/2037             2572.37             2572.37        3/1/2007               420000
511055303                                          8.45        3/1/2007         2/1/2037             1574.75             1574.75        4/1/2007               205750
511055355                                           8.2        3/1/2007         2/1/2037             4369.69             4369.69        3/1/2007               584375
511055398                                         11.75        3/1/2007         2/1/2037             1209.27             1209.27        3/1/2007               119800
511055407                                          8.15        3/1/2007         2/1/2037             3111.26             3111.26        3/1/2007               458100
511055409                                          6.95        3/1/2007         2/1/2037             1895.42             1895.42        4/1/2007               306800
511055433                                          7.99        3/1/2007         2/1/2037             3611.72             3611.72        3/1/2007               520000
511055615                                         87.65        3/1/2007         2/1/2037             3474.38             3474.38        3/1/2007               545000
511055631                                           6.2        3/1/2007         2/1/2037             1394.95             1394.95        3/1/2007               269990
511055653                                          7.35        3/1/2007         2/1/2037                3381                3381        3/1/2007               552000
511055698                                          6.99        3/1/2007         2/1/2037             1884.51             1884.51        4/1/2007               323521
511055761                                         686.5        3/1/2007         2/1/2037              2781.1              2781.1        3/1/2007               440000
511055774                                          6.35        3/1/2007         2/1/2037             2708.91             2708.91        3/1/2007               511920
511055855                                         7.375        3/1/2007         2/1/2037             1856.94             1856.94        3/1/2007               302146
511055910                                          86.4        3/1/2007         2/1/2037                2640             2639.95        3/1/2007               495000
511055915                                          7.15        4/1/2007         3/1/2037             4077.75             4077.75        3/1/2007               665000
511055945                                           9.3        3/1/2007         2/1/2037             4098.45             4098.45        3/1/2007               496000
511055997                                          8.49        4/1/2007         3/1/2037             5218.03             5218.03        4/1/2007               679250
511056118                                         976.7        3/1/2007         2/1/2037             4238.03             4238.03        3/1/2007               759050
511056189                                          7.95        4/1/2007         3/1/2037             2127.35             2127.35        3/1/2007               315000
511056532                                          7.95        3/1/2007         2/1/2037              3153.5              3153.5        4/1/2007               476000
511056612                                           6.7        4/1/2007         3/1/2037              3242.9              3242.9        3/1/2007               560250
511056685                                           8.9        4/1/2007         3/1/2037             3665.62             3665.62        3/1/2007               480000
511056774                                          7.35        4/1/2007         3/1/2037             1980.14             1980.14        4/1/2007               315000
511056916                                          8.95        4/1/2007         3/1/2037             3825.68             3825.68        3/1/2007               507000
511056935                                           8.6        4/1/2007         3/1/2037             3696.15             3696.15        4/1/2007               499000
511056950                                          9.04        4/1/2007         3/1/2037              2101.8              2101.8        4/1/2007               279000
511057116                                         7.245        4/1/2007         3/1/2037             4339.81             4339.81        3/1/2007               699395
511057575                                          7.35        4/1/2007         3/1/2037             5028.92             5028.92        3/1/2007               800000
511059705                                           6.6        5/1/2007         4/1/2037              3272.5              3272.5        4/1/2007               595000
521045118                                          14.3       12/1/2006        11/1/2036              343.02              343.02        3/1/2007                28380
521046236                                         12.75       12/1/2006        11/1/2036              402.08              402.08        3/1/2007                37000
521046312                                          14.3       12/1/2006        11/1/2036              423.01              423.01        3/1/2007                34998
521046349                                         13.13       12/1/2006        11/1/2036              468.88              468.88        2/1/2007                42000
521046588                                         14.05       12/1/2006        11/1/2036              543.46              543.46        3/1/2007                45714
521046770                                         13.13       12/1/2006        11/1/2036              554.67              554.67        3/1/2007                49685
521047805                                          13.5        1/1/2007        12/1/2036              475.94              475.94        3/1/2007                41552
521048360                                          13.6        2/1/2007         1/1/2037              373.66              373.66        4/1/2007                32400
521048540                                         9.325        2/1/2007         1/1/2037             1151.08             1151.08        3/1/2007               139000
521048584                                         7.975        2/1/2007         1/1/2037              778.87              778.87        4/1/2007               106400
521048598                                         12.75        2/1/2007         1/1/2037              956.07              956.07        3/1/2007                87980
521048610                                           9.1        2/1/2007         1/1/2037             1188.16             1188.16        4/1/2007               146356
521048635                                        12.125        2/1/2007         1/1/2037              379.88              379.88        4/1/2007                36589
521048649                                         12.75        2/1/2007         1/1/2037              278.19              278.19        3/1/2007                25600
521049068                                           9.6        3/1/2007         2/1/2037             6183.09             6183.09        2/1/2007               729000
521049122                                         11.25        3/1/2007         2/1/2037             1012.54             1012.54        3/1/2007               104250
521049161                                           8.9        2/1/2007         1/1/2037             1384.79             1384.79        3/1/2007             181332.8
521049325                                          8.75        2/1/2007         1/1/2037              637.24              637.24        4/1/2007                84720
521049462                                          8.45        3/1/2007         2/1/2037             4682.71             4682.71        4/1/2007               665000
521049499                                         11.85        2/1/2007         1/1/2037              518.71              518.71        3/1/2007                51000
521049501                                         9.825        3/1/2007         2/1/2037             1245.12             1245.12        3/1/2007               144000
521049525                                         10.25        2/1/2007         1/1/2037              748.24              748.24        4/1/2007                83500
521050186                                          8.75        3/1/2007         2/1/2037             1537.44             1537.44        3/1/2007               204400
521050226                                         67.45        3/1/2007         2/1/2037             3103.03             3103.03        3/1/2007               445970
521050291                                          8.05        2/1/2007         1/1/2037              777.06              777.06        3/1/2007               105400
521050371                                           8.5        3/1/2007         2/1/2037             1723.69             1723.69        3/1/2007               235125
521050402                                          9.99        3/1/2007         2/1/2037             1064.56             1064.56        3/1/2007               121410
521050414                                         899.6        3/1/2007         2/1/2037             1545.56             1545.56        3/1/2007               188979
521050459                                          8.65        3/1/2007         2/1/2037             1777.42             1777.42        3/1/2007               228000
521050510                                           9.5        3/1/2007         2/1/2037             4538.51             4538.51        3/1/2007               539750
521050520                                          8.75        2/1/2007         1/1/2037             2121.68             2121.68        3/1/2007               282075
521050525                                          10.2        3/1/2007         2/1/2037             1084.25             1084.25        3/1/2007               121500
521050601                                          11.1        3/1/2007         2/1/2037              647.92              647.92        3/1/2007                67500
521050618                                          10.8        4/1/2007         3/1/2037             2003.35             2003.35        3/1/2007               213750
521050754                                          10.4        3/1/2007         2/1/2037              544.36              544.36        4/1/2007                60000
521050948                                          8.99        3/1/2007         2/1/2037             1287.85             1287.85        4/1/2007               160200
521051054                                           8.3        3/1/2007         2/1/2037             1932.25             1932.25        4/1/2007               256000
521051148                                         10.05        3/1/2007         2/1/2037              888.32              888.32        3/1/2007               100800
521051271                                          68.9        3/1/2007         2/1/2037              518.33              518.33        4/1/2007                65000
521051382                                         6.875        3/1/2007         2/1/2037              988.68              988.68        3/1/2007               150500
521051384                                         7.125        3/1/2007         2/1/2037             1646.68             1646.68        4/1/2007               244417
521051433                                          9.38        3/1/2007         2/1/2037              1417.3              1417.3        4/1/2007               177000
521051558                                           7.8        3/1/2007         2/1/2037             1932.19             1932.19        3/1/2007               284000
521051591                                         9.975        4/1/2007         3/1/2037             1497.49             1497.49        3/1/2007               171000
521051596                                          10.2        3/1/2007         2/1/2037              678.06              678.06        3/1/2007                78400
521051828                                          11.8        4/1/2007         3/1/2037              526.89              526.89        3/1/2007                52000
521051846                                          8.75        3/1/2007         2/1/2037             3718.75             3718.75        3/1/2007               510000
521051989                                         8.725        4/1/2007         3/1/2037             1104.95             1104.95        4/1/2007            140772.75
521052028                                         11.25        3/1/2007         2/1/2037              485.63              485.63        4/1/2007                50000
521052121                                         99.45        4/1/2007         3/1/2037              1829.3              1829.3        3/1/2007               218500
521052197                                        11.715        3/1/2007         2/1/2037             1404.39             1404.39        3/1/2007               139500
521052261                                         7.545        3/1/2007         2/1/2037              877.44              877.44        3/1/2007               132665
521052319                                           9.6        4/1/2007         3/1/2037             2940.99             2940.99        4/1/2007               346750
521052322                                          9.55        3/1/2007         2/1/2037              813.26              813.26        3/1/2007                96300
521052350                                         948.5        3/1/2007         2/1/2037             3498.56             3498.56        3/1/2007               455000
521052464                                          11.9        3/1/2007         2/1/2037               675.3               675.3        3/1/2007                67500
521052526                                        10.425        3/1/2007         2/1/2037              1208.7              1208.7        3/1/2007               132950
521052588                                          9.05        4/1/2007         3/1/2037             1806.38             1806.38        4/1/2007               236881
521052719                                         10.64        3/1/2007         2/1/2037             5670.69             5670.69        3/1/2007               612900
521052745                                          9.45        4/1/2007         3/1/2037             1272.56             1272.56        4/1/2007               152000
521052919                                         10.65        4/1/2007         3/1/2037             5294.69             5294.69        3/1/2007               588000
521052933                                           8.5        4/1/2007         3/1/2037             1384.04             1384.04        4/1/2007               180000
521052936                                          7.15        4/1/2007         3/1/2037             2445.71             2445.69        4/1/2007               410469
521053069                                         7.875        4/1/2007         3/1/2037             1042.64             1042.64        3/1/2007               152000
521053366                                          8.65        4/1/2007         3/1/2037             1481.18             1481.18        4/1/2007               190000
521053680                                         11.05        4/1/2007         3/1/2037              478.05              478.05        4/1/2007                50000
521053686                                         12.15        4/1/2007         3/1/2037             3173.57             3173.57        3/1/2007               305100
521053709                                         9.575        4/1/2007         3/1/2037             1390.95             1390.95        3/1/2007               164350
521053711                                           110        4/1/2007         3/1/2037             2150.63             2150.63        4/1/2007               256300
521053881                                           8.2        4/1/2007         3/1/2037              775.81              775.81        3/1/2007               111625
521055723                                          10.5        5/1/2007         4/1/2037              638.03              638.03        4/1/2007                69750
521055911                                         89.55        5/1/2007         4/1/2037             2440.32             2440.32        4/1/2007               304000
551019639                                         99.85       11/1/2006        10/1/2036              953.16              953.16        3/1/2007               110000
551019801                                          9.99       11/1/2006        10/1/2036              231.76              231.76        3/1/2007                26432
551020172                                          9.99       11/1/2006        10/1/2036              236.57              236.57        4/1/2007                26980
551020429                                          9.99       11/1/2006        10/1/2036              426.14              426.14        4/1/2007                48600
551020989                                          9.99       12/1/2006        11/1/2036              257.79              257.79        3/1/2007                29400
551021062                                          9.99       11/1/2006        10/1/2036              312.85              312.85        3/1/2007                35680
551021082                                          9.99       11/1/2006        10/1/2036              229.68              229.68        3/1/2007                26194
551021115                                          9.99       12/1/2006        11/1/2036              329.69              329.69        4/1/2007                37600
551021146                                          9.99       11/1/2006        10/1/2036              250.77              250.77        3/1/2007                28600
551021157                                          9.99       11/1/2006        10/1/2036              236.74              236.74        3/1/2007                27000
551021454                                          9.99       12/1/2006        11/1/2036              338.11              338.11        3/1/2007                38560
551021768                                          14.3       12/1/2006        11/1/2036              355.35              355.35        3/1/2007                29400
551022111                                         14.25       12/1/2006        11/1/2036              641.44              641.44        3/1/2007                53245
551022161                                         12.55       12/1/2006        11/1/2036              465.25              465.25        3/1/2007                43435
551022416                                          9.99       12/1/2006        11/1/2036              226.21              226.21        3/1/2007                25798
551022481                                          9.99       12/1/2006        11/1/2036              245.51              245.51        3/1/2007                28000
551022535                                          9.99       12/1/2006        11/1/2036              303.38              303.38        4/1/2007                34600
551022589                                          9.99       11/1/2006        10/1/2036              236.74              236.74        3/1/2007                27000
551022744                                          9.99       12/1/2006        11/1/2036              329.69              329.69        4/1/2007                37600
551022806                                          9.99       12/1/2006        11/1/2036              254.19              254.19        3/1/2007                28990
551023051                                          9.99       12/1/2006        11/1/2036              294.12              294.12        3/1/2007                33543
551023114                                          9.99       12/1/2006        11/1/2036              482.26              482.26        3/1/2007                55000
551023611                                          13.3        2/1/2007         1/1/2037              289.88              289.88        3/1/2007                25660
551024285                                          7.92        1/1/2007        12/1/2036                1002                1002        3/1/2007               137600
551024693                                         8.675        2/1/2007         1/1/2037             1012.63             1012.63        4/1/2007               129600
551024862                                         88.65        3/1/2007         2/1/2037             2026.88             2026.88        3/1/2007               260000
551025090                                           8.6        2/1/2007         1/1/2037              900.17              900.17        4/1/2007               116000
551025108                                         9.425        2/1/2007         1/1/2037             1101.38             1101.38        3/1/2007               131840
551025157                                           9.2        3/1/2007         2/1/2037                1239                1239        3/1/2007               151272
551025274                                          6.95        2/1/2007         1/1/2037             1361.63             1361.63        4/1/2007               205700
551025280                                          8.75        2/1/2007         1/1/2037              1472.7              1472.7        3/1/2007               187200
551025295                                          9.84        3/1/2007         2/1/2037             1991.27             1991.27        3/1/2007               230000
551025433                                          8.65        2/1/2007         1/1/2037             1590.32             1590.32        3/1/2007               204000
551025656                                         8.775        3/1/2007         2/1/2037              1009.1              1009.1        3/1/2007               127979
551025666                                          7.99        3/1/2007         2/1/2037              950.06              950.06        3/1/2007               129600
551025702                                         77.75        3/1/2007         2/1/2037              3365.7              3365.7        3/1/2007               469800
551025786                                         10.15        2/1/2007         1/1/2037             1720.48             1720.48        3/1/2007               193600
551025816                                         9.499        2/1/2007         1/1/2037              998.43              998.43        4/1/2007               118750
551025834                                           9.9        3/1/2007         2/1/2037             2245.09             2245.09        3/1/2007               258000
551025865                                          9.45        3/1/2007         2/1/2037             1506.98             1506.98        3/1/2007               180000
551025935                                         7.725        2/1/2007         1/1/2037              900.98              900.98        3/1/2007               133526
551026009                                          8.05        2/1/2007         1/1/2037             1268.08             1268.08        3/1/2007               172000
551026014                                         8.345        3/1/2007         2/1/2037             1017.35             1017.35        4/1/2007               134223
551026061                                          7.65        2/1/2007         1/1/2037             1245.78             1245.78        3/1/2007             175581.6
551026151                                           7.1        2/1/2007         1/1/2037             1152.15             1152.15        3/1/2007               183256
551026152                                          7.15        3/1/2007         2/1/2037              988.26              988.26        3/1/2007               146320
551026223                                        10.625        3/1/2007         2/1/2037             1367.66             1367.66        3/1/2007               148000
551026236                                         12.75        3/1/2007         2/1/2037              397.51              397.51        3/1/2007                36580
551026249                                           7.6        3/1/2007         2/1/2037             1163.61             1163.61        4/1/2007               164800
551026255                                         8.825        3/1/2007         2/1/2037             1233.32             1233.32        3/1/2007               155710
551026265                                           8.5        3/1/2007         2/1/2037             1347.14             1347.14        3/1/2007               175200
551026335                                         10.05        3/1/2007         2/1/2037              444.16              444.16        3/1/2007                50400
551026364                                          7.95        3/1/2007         2/1/2037             1519.35             1519.35        3/1/2007               208050
551026510                                          8.65        3/1/2007         2/1/2037             1643.69             1643.69        3/1/2007             210845.6
551026516                                           9.8        3/1/2007         2/1/2037             4931.07             4931.07        3/1/2007               571500
551026545                                        10.575        3/1/2007         2/1/2037             1241.73             1241.73        3/1/2007               134919
551026600                                          10.2        3/1/2007         2/1/2037             1834.75             1834.75        3/1/2007               205600
551026603                                          10.8        3/1/2007         2/1/2037              693.56              693.56        3/1/2007                74000
551026631                                        10.225        3/1/2007         2/1/2037             1496.52             1496.52        3/1/2007               167350
551026687                                           6.4        4/1/2007         3/1/2037              565.66              565.66        3/1/2007               106062
551026703                                          8.95        4/1/2007         3/1/2037             6795.12             6795.12        4/1/2007               848300
551026727                                         8.375        3/1/2007         2/1/2037             1209.43             1209.43        3/1/2007               159120
551026776                                          9.75        3/1/2007         2/1/2022             1424.63             1424.63        3/1/2007               134480
551026779                                           9.4        3/1/2007         2/1/2037                1316                1316        3/1/2007               168000
551026804                                         9.475        3/1/2007         2/1/2037               986.7               986.7        3/1/2007               117600
551026893                                           9.4        3/1/2007         2/1/2037              816.95              816.95        3/1/2007                98006
551026958                                          11.6        3/1/2007         2/1/2037             1525.93             1525.93        3/1/2007               152910
551026978                                         8.775        3/1/2007         2/1/2037              920.95              920.95        4/1/2007               116800
551026989                                          8.14        3/1/2007         2/1/2037              883.82              883.82        3/1/2007               125216
551027049                                         667.5        4/1/2007         3/1/2037             3985.52             3985.52        3/1/2007               570000
551027052                                          8.45        3/1/2007         2/1/2037              1223.4              1223.4        3/1/2007               159844
551027055                                        10.265        4/1/2007         3/1/2037             1371.93             1371.93        3/1/2007               152910
551027095                                          9.35        3/1/2007         2/1/2037              1866.6              1866.6        3/1/2007               224910
551027408                                          10.9        4/1/2007         3/1/2037              1247.1              1247.1        4/1/2007               132000
551027529                                         8.025        4/1/2007         3/1/2037              844.36              844.36        4/1/2007               114800
551027551                                         9.525        4/1/2007         3/1/2037             1200.82             1200.82        4/1/2007               142500
551027640                                          9.75        3/1/2007         2/1/2037             2061.97             2061.97        3/1/2007               240000
551027641                                         9.125        4/1/2007         3/1/2037             1101.46             1101.46        3/1/2007               135375
551027642                                         8.725        4/1/2007         3/1/2037              1118.5              1118.5        3/1/2007               142500
551028061                                        10.775        4/1/2007         3/1/2037              1355.1              1355.1        3/1/2007               144875
551028127                                        10.575        4/1/2007         3/1/2037             1310.63             1310.63        3/1/2007               142405
551028376                                         9.125        4/1/2007         3/1/2037             1197.27             1197.27        3/1/2007               153300
551029046                                         9.675        5/1/2007         4/1/2037             1259.99             1259.99        4/1/2007               147600
551029129                                          9.95        5/1/2007         4/1/2037             2097.66             2097.66        4/1/2007               251200
551029657                                         11.39        5/1/2007         4/1/2037             2549.68             2549.68        4/1/2007               259666
551030758                                          11.7        5/1/2007         4/1/2037              751.17              751.17        4/1/2007                74700
551030777                                         88.10        5/1/2007         4/1/2037             1006.93             1006.93        4/1/2007               120000
571015528                                         7.625        2/1/2007         1/1/2037              969.68              969.68        3/1/2007               137000
571016515                                          9.99        2/1/2007         1/1/2037              217.01              217.01        3/1/2007                24749
571016536                                         710.5        3/1/2007         2/1/2037              726.76              726.76        3/1/2007                79450
571016540                                         99.99        3/1/2007         2/1/2037              248.79              248.79        3/1/2007                28374
571016756                                         9.999        2/1/2007         1/1/2037             1687.95             1687.95        3/1/2007               192360
571016985                                        10.125        3/1/2007         2/1/2037              601.27              601.27        3/1/2007                67800
571017046                                          7.75        3/1/2007         2/1/2037             3874.28             3874.28        3/1/2007               599888
571017070                                         8.875        3/1/2007         2/1/2037             3500.84             3500.84        3/1/2007               440000
571017353                                          12.5        4/1/2007         3/1/2037              640.14              640.14        3/1/2007                59980
571017465                                         6.375        3/1/2007         2/1/2037             2944.67             2944.67        3/1/2007               472000
571017472                                         7.375        2/1/2007         1/1/2037             1911.46             1910.92        3/1/2007               311018
571017618                                          12.5        2/1/2007         1/1/2037              422.63              422.63        3/1/2007                39600
571017623                                         812.5        3/1/2007         2/1/2037              335.12              335.12        3/1/2007                31400
571017670                                         6.875        2/1/2007         1/1/2037             2832.68             2832.68        4/1/2007               431200
571017673                                         8.625        2/1/2007         1/1/2037              628.84              628.84        4/1/2007                80850
571017698                                          12.5        2/1/2007         1/1/2037              170.23              170.23        3/1/2007                15950
571017721                                          7.75        2/1/2007         1/1/2037             1146.24             1146.24        3/1/2007               177483
571017788                                         9.125        3/1/2007         2/1/2037             1659.81             1659.81        3/1/2007               204000
571017811                                         912.5        3/1/2007         2/1/2037              394.89              394.89        3/1/2007                37000
571017814                                          12.5        3/1/2007         2/1/2037               544.3               544.3        3/1/2007                51000
571017850                                          9.99        2/1/2007         1/1/2037              657.62              657.62        3/1/2007                75000
571017888                                         7.999        3/1/2007         2/1/2037             4052.83             4052.83        2/1/2007               608000
571017895                                          12.5        3/1/2007         2/1/2037             1622.23             1622.23        2/1/2007               152000
571017916                                         7.999        3/1/2007         2/1/2037              986.54              986.54        3/1/2007               148000
571017923                                         7.875        3/1/2007         2/1/2037             1914.18             1914.18        3/1/2007               264000
571017948                                          6.75        2/1/2007         1/1/2037                1665                1665        3/1/2007               296000
571017973                                          12.5        3/1/2007         2/1/2037              373.09              373.09        3/1/2007                34958
571017988                                          12.5        3/1/2007         2/1/2037               544.3               544.3        3/1/2007                51000
571018056                                         9.375        2/1/2007         1/1/2037             1509.79             1509.79        3/1/2007               181520
571018059                                          12.5        2/1/2007         1/1/2037              484.32              484.32        3/1/2007                45380
571018073                                          12.5        3/1/2007         2/1/2037               495.3               495.3        4/1/2007                46409
571018089                                        10.999        3/1/2007         2/1/2037              246.39              246.39        3/1/2007                25875
571018117                                         8.875        3/1/2007         2/1/2037              800.14              800.14        3/1/2007               100565
571018118                                          9.99        3/1/2007         2/1/2037              406.98              406.98        3/1/2007                46415
571018120                                         6.875        3/1/2007         2/1/2037             1550.35             1550.35        3/1/2007               236000
571018122                                           7.5        2/1/2007         1/1/2037              956.53              956.53        3/1/2007               136800
571018124                                         8.375        3/1/2007         2/1/2037             1152.96             1152.96        4/1/2007               165200
571018125                                          12.5        3/1/2007         2/1/2037              440.78              440.78        4/1/2007                41300
571018141                                         12.25        2/1/2007         1/1/2037               825.7               825.7        3/1/2007                78796
571018212                                          9.25        4/1/2007         3/1/2037              756.86              756.86        4/1/2007                92000
571018225                                          12.5        3/1/2007         2/1/2037              341.52              341.52        3/1/2007                32000
571018311                                        10.039        2/1/2007         1/1/2037              431.42              431.42        3/1/2007                49000
571018358                                          12.5        3/1/2007         2/1/2037              597.45              597.45        3/1/2007                55980
571018382                                         8.875        2/1/2007         1/1/2037             2609.19             2609.19        3/1/2007               352792
571018387                                          12.5        3/1/2007         2/1/2037              747.08              747.08        4/1/2007                70000
571018388                                          12.5        2/1/2007         1/1/2037               941.3               941.3        3/1/2007                88198
571018390                                          12.5        3/1/2007         2/1/2037              222.52              222.52        2/1/2007                20850
571018392                                          12.5        3/1/2007         2/1/2037              422.63              422.63        3/1/2007                39600
571018410                                         912.5        3/1/2007         2/1/2037               358.6               358.6        4/1/2007                33600
571018424                                        11.625        3/1/2007         2/1/2037             1205.81             1205.81        4/1/2007               120600
571018429                                          12.5        3/1/2007         2/1/2037              230.53              230.53        3/1/2007                21600
571018433                                          10.5        3/1/2007         2/1/2037             1316.49             1316.49        3/1/2007               143920
571018436                                          10.5        3/1/2007         2/1/2037             1316.49             1316.49        3/1/2007               143920
571018452                                          12.5        3/1/2007         2/1/2037              347.93              347.93        4/1/2007                32600
571018471                                          12.5        3/1/2007         2/1/2037              350.06              350.06        3/1/2007                32800
571018489                                          12.5        2/1/2007         1/1/2037              460.74              460.74        4/1/2007                43170
571018535                                         7.625        3/1/2007         2/1/2037                1464             1463.84        3/1/2007               230400
571018569                                          12.5        3/1/2007         2/1/2037              586.99              586.99        3/1/2007                55000
571018678                                          12.5        3/1/2007         2/1/2037              833.21              833.21        4/1/2007                78070
571018684                                          12.5        3/1/2007         2/1/2037              747.08              747.08        3/1/2007                70000
571018690                                          12.5        3/1/2007         2/1/2037             1611.56             1611.56        3/1/2007               151000
571018709                                         57.25        3/1/2007         2/1/2037              682.18              682.18        3/1/2007               100000
571018790                                         6.999        3/1/2007         2/1/2037              1410.3              1410.3        3/1/2007               212000
571018830                                         7.875        3/1/2007         2/1/2037                1260                1260        3/1/2007               192000
571018831                                          12.5        3/1/2007         2/1/2037              512.28              512.28        3/1/2007                48000
571018856                                           7.5        3/1/2007         2/1/2037              1033.8              1033.8        3/1/2007               147852
571018859                                          12.5        3/1/2007         2/1/2037              394.49              394.49        3/1/2007                36963
571018880                                          12.5        3/1/2007         2/1/2037              188.89              188.89        4/1/2007                17699
571018882                                         6.375        3/1/2007         2/1/2037             1106.31             1106.31        3/1/2007               208247
571018952                                          12.5        4/1/2007         3/1/2037              237.14              237.14        3/1/2007                22220
571018979                                          12.5        3/1/2007         2/1/2037              367.14              367.14        4/1/2007                34400
571019031                                         6.999        4/1/2007         3/1/2037             2363.33             2363.33        3/1/2007               405200
571019039                                         11.75        4/1/2007         3/1/2037             1022.53             1022.53        4/1/2007               101300
571019059                                          12.5        4/1/2007         3/1/2037              864.48              864.48        3/1/2007                81000
571019063                                         6.999        3/1/2007         2/1/2037             1025.15             1025.15        3/1/2007               175765
571019067                                          12.5        3/1/2007         2/1/2037               537.9               537.9        3/1/2007                50400
571019072                                          12.5        3/1/2007         2/1/2037              507.99              507.99        3/1/2007                47598
571019087                                          12.5        3/1/2007         2/1/2037               426.9               426.9        4/1/2007                40000
571019088                                        10.039        3/1/2007         2/1/2037              223.64              223.64        3/1/2007                25400
571019098                                          12.5        3/1/2007         2/1/2037              213.45              213.45        2/1/2007                20000
571019109                                          12.5        3/1/2007         2/1/2037             1067.26             1067.26        3/1/2007               100000
571019142                                          12.5        3/1/2007         2/1/2037             1707.47             1707.47        4/1/2007               159987
571019176                                         7.625        3/1/2007         2/1/2037             1160.78             1160.78        3/1/2007               164000
571019180                                         8.999        4/1/2007         3/1/2037             2489.72             2489.72        3/1/2007               332000
571019183                                          12.5        3/1/2007         2/1/2037              437.58              437.58        3/1/2007                41000
571019186                                          12.5        4/1/2007         3/1/2037               353.8               353.8        4/1/2007                33150
571019187                                           7.5        4/1/2007         3/1/2037                1700                1700        3/1/2007               272000
571019189                                        11.125        4/1/2007         3/1/2037              654.01              654.01        3/1/2007                68000
571019224                                         7.625        3/1/2007         2/1/2037             4003.13             4003.13        3/1/2007               630000
571019229                                         8.375        3/1/2007         2/1/2037             3175.52             3175.52        3/1/2007               455000
571019241                                         7.125        4/1/2007         3/1/2037             2588.75             2588.75        3/1/2007               436000
571019246                                          12.5        4/1/2007         3/1/2037              872.48              872.48        3/1/2007                81750
571019271                                        11.375        3/1/2007         2/1/2037             1245.57             1245.57        3/1/2007               127000
571019313                                          12.5        4/1/2007         3/1/2037               607.7               607.7        3/1/2007                56940
571019320                                         7.375        3/1/2007         2/1/2037              808.35              808.35        4/1/2007               131528
571019324                                          12.5        3/1/2007         2/1/2037              350.94              350.94        4/1/2007                32882
571019328                                         7.375        4/1/2007         3/1/2037             2753.33             2753.33        3/1/2007               448000
571019344                                          9.75        4/1/2007         3/1/2037             1113.46             1113.46        4/1/2007               129600
571019397                                         12.25        3/1/2007         2/1/2037               649.7               649.7        3/1/2007                62000
571019429                                         8.375        3/1/2007         2/1/2037             1300.36             1300.36        4/1/2007               186320
571019435                                          12.5        3/1/2007         2/1/2037              497.13              497.13        4/1/2007                46580
571019453                                          12.5        3/1/2007         2/1/2037              362.65              362.65        3/1/2007                33980
571019467                                         9.875        4/1/2007         3/1/2037              211.88              211.88        3/1/2007                24400
571019470                                          10.5        4/1/2007         3/1/2037             1097.69             1097.69        3/1/2007               120000
571019482                                          7.75        4/1/2007         3/1/2037             1203.57             1203.57        4/1/2007               168000
571019483                                          12.5        4/1/2007         3/1/2037              384.21              384.21        3/1/2007                36000
571019499                                          10.5        3/1/2007         2/1/2037              365.38              365.38        4/1/2007                39944
571019513                                          12.5        3/1/2007         2/1/2037              549.29              549.29        3/1/2007                51467
571019553                                          12.5        3/1/2007         2/1/2037              367.14              367.14        3/1/2007                34400
571019616                                         7.875        3/1/2007         2/1/2037             1276.12             1276.12        2/1/2007               176000
571019684                                          12.5        4/1/2007         3/1/2037              308.71              308.71        3/1/2007                28926
571019697                                          6.75        4/1/2007         3/1/2037                1062                1062        4/1/2007               188800
571019699                                          12.5        4/1/2007         3/1/2037              503.75              503.75        4/1/2007                47200
571019704                                          12.5        4/1/2007         3/1/2037              629.68              629.68        3/1/2007                59000
571019747                                         11.75        4/1/2007         3/1/2037             1382.89             1382.89        3/1/2007               137000
571019754                                         12.25        4/1/2007         3/1/2037               894.9               894.9        3/1/2007                85400
571019755                                          9.75        4/1/2007         3/1/2037              934.76              934.76        3/1/2007               108800
571019779                                         6.875        4/1/2007         3/1/2037             1443.75             1443.75        3/1/2007               252000
571019784                                         11.25        4/1/2007         3/1/2037              611.89              611.89        3/1/2007                63000
571019803                                         7.125        4/1/2007         3/1/2037             1828.75             1828.75        4/1/2007               308000
571019819                                         6.999        4/1/2007         3/1/2037             2542.97             2542.97        4/1/2007               436000
571019833                                          12.5        3/1/2007         2/1/2037              343.12              343.12        3/1/2007                32150
571019843                                        11.875        4/1/2007         3/1/2037              555.36              555.36        4/1/2007                54500
571019863                                          8.75        4/1/2007         3/1/2037             2304.17             2304.17        3/1/2007               316000
571019883                                          12.5        4/1/2007         3/1/2037              843.13              843.13        3/1/2007                79000
571019891                                        10.125        4/1/2007         3/1/2037              585.13              585.13        3/1/2007                65980
571019932                                        10.875        4/1/2007         3/1/2037              741.49              741.49        4/1/2007                78640
571019971                                         11.25        4/1/2007         3/1/2037              252.53              252.53        3/1/2007                26000
571019973                                         8.125        4/1/2007         3/1/2037             1214.46             1214.46        4/1/2007               163564
571019999                                          12.5        4/1/2007         3/1/2037              369.27              369.27        3/1/2007                34600
571020006                                         11.25        4/1/2007         3/1/2037             1301.49             1301.49        3/1/2007               134000
571020008                                          12.5        3/1/2007         2/1/2037              348.99              348.99        3/1/2007                32700
571020017                                          10.5        4/1/2007         3/1/2037             1668.41             1668.41        3/1/2007               182392
571020023                                         7.875        4/1/2007         3/1/2037             3018.75             3018.75        3/1/2007               460000
571020168                                          12.5        4/1/2007         3/1/2037              670.24              670.24        4/1/2007                62800
571020189                                         7.999        4/1/2007         3/1/2037             2259.78             2259.78        3/1/2007               308000
571020210                                          10.5        4/1/2007         3/1/2037              819.61              819.61        3/1/2007                89600
571020233                                          12.5        4/1/2007         3/1/2037              554.97              554.97        4/1/2007                52000
571020241                                          12.5        4/1/2007         3/1/2037              239.07              239.07        3/1/2007                22400
571020247                                          6.25        4/1/2007         3/1/2037             1477.72             1477.72        3/1/2007               240000
571020264                                          12.5        4/1/2007         3/1/2037             1472.82             1472.82        3/1/2007               138000
571020276                                          12.5        4/1/2007         3/1/2037              787.64              787.64        3/1/2007                73800
571020326                                         8.375        4/1/2007         3/1/2037             2066.79             2066.79        3/1/2007               271920
571020448                                          12.5        4/1/2007         3/1/2037              875.15              875.15        3/1/2007                82000
571020480                                         7.999        4/1/2007         3/1/2037              853.23              853.23        4/1/2007               128000
571020483                                          12.5        4/1/2007         3/1/2037              341.52              341.52        4/1/2007                32000
571020504                                         7.125        4/1/2007         3/1/2037             1277.37             1277.37        4/1/2007               189600
571020537                                         7.999        4/1/2007         3/1/2037             3081.52             3081.52        3/1/2007               420000
571020551                                         11.25        4/1/2007         3/1/2037              460.38              460.38        4/1/2007                47400
571020609                                          12.5        4/1/2007         3/1/2037              517.62              517.62        3/1/2007                48500
571020947                                          12.5        4/1/2007         3/1/2037               971.2               971.2        3/1/2007                91000
571020996                                        10.125        4/1/2007         3/1/2037              254.96              254.96        3/1/2007                28750
581011788                                          7.93       10/1/2006         9/1/2036             2967.28             2967.28        2/1/2007               430000
581012051                                         8.625       10/1/2006         9/1/2036             2551.56             2551.56        3/1/2007               355000
581012467                                           113       11/1/2006        10/1/2036              851.77              851.77        3/1/2007                77000
581012722                                         13.55       11/1/2006        10/1/2036             1494.15             1494.15        3/1/2007               130000
581013934                                         597.3        1/1/2007        12/1/2036             1137.58             1136.75        3/1/2007               187000
581013943                                         717.6        1/1/2007        12/1/2036             3992.84             3992.84        3/1/2007               600000
581013965                                           6.7        1/1/2007        12/1/2036             2931.25             2931.25        3/1/2007               525000
581014152                                          7.85        1/1/2007        12/1/2036             3847.81             3847.81        3/1/2007               588200
581014171                                         66.85        1/1/2007        12/1/2036             2996.88             2996.88        3/1/2007               525000
581014179                                          77.4        1/1/2007        12/1/2036                3034                3034        4/1/2007               492000
581014209                                         88.17        1/1/2007        12/1/2036             2829.17             2829.17        3/1/2007               485000
581014215                                         457.3        1/1/2007        12/1/2036              912.52              912.52        3/1/2007               150003
581014246                                           7.9        2/1/2007         1/1/2037              3199.5              3199.5        3/1/2007               486000
581014341                                         56.95        2/1/2007         1/1/2037             1729.85             1729.85        3/1/2007               280000
581014399                                           7.9        1/1/2007        12/1/2036             3081.43             3081.43        3/1/2007               448000
581014645                                           5.8        2/1/2007         1/1/2037                3214                3214        3/1/2007               599250
581014654                                          6.99        2/1/2007         1/1/2037             2621.25             2621.25        3/1/2007               450000
581014862                                         76.99        2/1/2007         1/1/2037              2998.1              2998.1        3/1/2007               483015
581014887                                           6.8        2/1/2007         1/1/2037              2473.5              2473.2        3/1/2007               436500
581014905                                          7.45        2/1/2007         1/1/2037             1521.43             1521.43        3/1/2007               232500
581014955                                          7.55        2/1/2007         1/1/2037             2365.67             2365.67        4/1/2007               376000
581015006                                          6.85        2/1/2007         1/1/2037             3260.42             3260.42        3/1/2007               534000
581015037                                         68.64        2/1/2007         1/1/2037              3886.5              3886.5        3/1/2007               499000
581015086                                          9.55        3/1/2007         2/1/2037             5776.41             5776.41        3/1/2007               684000
581015095                                         76.75        2/1/2007         1/1/2037             3089.19             3089.19        3/1/2007               512000
581015130                                         648.2        2/1/2007         1/1/2037             4439.77             4439.77        4/1/2007               625000
581015146                                          8.85        3/1/2007         2/1/2037             2378.38             2378.38        3/1/2007               299600
581015167                                           6.8        2/1/2007         1/1/2037             2974.09             2974.09        4/1/2007               490000
581015176                                           7.7        2/1/2007         1/1/2037                8008                8008        3/1/2007              1248000
581015247                                         86.95        2/1/2007         1/1/2037              2668.8              2668.8        3/1/2007               460800
581015296                                          7.95        3/1/2007         2/1/2037             1348.55             1348.55        3/1/2007               195000
581015384                                            79        2/1/2007         1/1/2037             5939.48             5939.48        3/1/2007               770000
581015389                                         77.35        2/1/2007         1/1/2037             2976.26             2976.26        3/1/2007               460000
581015401                                         26.45        2/1/2007         1/1/2037             3143.92             3143.92        3/1/2007               500000
581015440                                          7.85        3/1/2007         2/1/2037             3054.96             3054.96        3/1/2007               467000
581015505                                          5.99        3/1/2007         2/1/2037             1329.78             1329.78        3/1/2007               266400
581015522                                          7.25        3/1/2007         2/1/2037             1474.17             1474.17        3/1/2007               244000
581015557                                         946.4        3/1/2007         2/1/2037             3065.24             3065.24        2/1/2007               530000
581015581                                         6.775        3/1/2007         2/1/2037             2733.71              2730.7        4/1/2007               484200
581015595                                         76.45        3/1/2007         2/1/2037                2709                2709        3/1/2007               504000
581015605                                          7.55        3/1/2007         2/1/2037             1560.33             1560.33        3/1/2007               248000
581015632                                          8.35        4/1/2007         3/1/2037              5333.7              5333.7        3/1/2007               766520
581015636                                          7.05        3/1/2007         2/1/2037             1110.12             1110.12        4/1/2007               177600
581015637                                           6.5        3/1/2007         2/1/2037             2166.67             2166.49        3/1/2007               400000
581015689                                           108        3/1/2007         2/1/2037             3059.37             3059.37        3/1/2007               440000
581015708                                          6.45        3/1/2007         2/1/2037             7014.38             7014.38        3/1/2007              1305000
581015768                                          8.65        3/1/2007         2/1/2037             3656.07             3651.09        4/1/2007               507200
581015805                                         816.6        3/1/2007         2/1/2037             3800.02             3800.02        3/1/2007               595000
581015860                                          7.55        3/1/2007         2/1/2037             1530.89             1530.89        3/1/2007               243320
581015872                                         86.35        3/1/2007         2/1/2037             2878.67             2878.67        3/1/2007               544000
581015920                                          7.75        3/1/2007         2/1/2037             2654.38             2654.38        3/1/2007               411000
581016034                                          7.99        3/1/2007         2/1/2037             4618.83             4618.83        4/1/2007               665000
581016051                                         87.25        3/1/2007         2/1/2037             4531.24             4531.24        3/1/2007               749999
581016131                                          8.35        3/1/2007         2/1/2037             1774.38             1774.38        3/1/2007               255000
581016176                                           8.5        3/1/2007         2/1/2037              3217.9              3217.9        3/1/2007               418500
581016195                                           6.4        4/1/2007         3/1/2037             1435.54             1435.54        4/1/2007               229500
581016235                                          9.35        3/1/2007         2/1/2037             5995.69             5995.69        2/1/2007               769500
581017100                                           8.6        4/1/2007         3/1/2037              4116.5              4116.5        3/1/2007               555750
581017136                                           7.2        4/1/2007         3/1/2037              2900.1              2900.1        3/1/2007               470000
581017141                                          9.05        5/1/2007         4/1/2037             2968.87             2968.87        4/1/2007               393662
581017198                                           109        4/1/2007         3/1/2037             2275.52             2275.52        3/1/2007               295000
581017403                                          7.89        4/1/2007         3/1/2037             3057.38             3057.38        3/1/2007               465000
581017480                                          7.95        4/1/2007         3/1/2037             5065.12             5065.12        4/1/2007               750000
581017525                                          8.75        4/1/2007         3/1/2037             3840.79             3840.79        3/1/2007               520000
581017570                                           7.1        4/1/2007         3/1/2037             2778.66             2778.66        3/1/2007               456000
581018095                                         866.9        5/1/2007         4/1/2037             4387.25             4387.25        4/1/2007               763000
581018739                                          9.99        5/1/2007         4/1/2037             5244.75             5244.75        4/1/2007               630000
611026139                                         787.5        3/1/2007         2/1/2037             3678.12             3678.13        3/1/2007               588500
611026400                                           6.8        1/1/2007        12/1/2036              2573.5              2573.5        3/1/2007               424000
611026498                                          13.6        2/1/2007         1/1/2037              509.75              509.75        3/1/2007                44200
621017123                                         11.35        8/1/2006         7/1/2036              524.67              524.67        3/1/2007                53600
621019148                                          8.65        3/1/2007         2/1/2037             7259.13             7259.13        3/1/2007               975000
621019511                                         14.35        1/1/2007        12/1/2036              812.46              812.46        2/1/2007                67000
621019673                                         58.45        3/1/2007         2/1/2037              765.37              765.37        3/1/2007               100000
621019883                                         7.345        3/1/2007         2/1/2037             1735.35             1735.35        4/1/2007               252000
621019930                                          8.52        1/1/2007        12/1/2036             1659.63             1659.63        3/1/2007               233750
621020157                                          13.6        1/1/2007        12/1/2036              565.11              565.11        4/1/2007                49000
621020190                                          14.1        1/1/2007        12/1/2036              572.54              572.54        2/1/2007                48000
621020230                                         76.99        3/1/2007         2/1/2037              8737.5              8737.5        4/1/2007              1500000
621020287                                         13.23        1/1/2007        12/1/2036              359.75              359.75        3/1/2007                32000
621020495                                          13.6        3/1/2007         2/1/2037              568.57              568.57        2/1/2007                49300
621020520                                          14.1        2/1/2007         1/1/2037              880.28              880.28        3/1/2007                73800
621020525                                          13.6        1/1/2007        12/1/2036              484.38              484.38        3/1/2007                42000
621020570                                        12.725        2/1/2007         1/1/2037              564.07              564.07        3/1/2007                52000
621020783                                           7.8        2/1/2007         1/1/2037             1487.28             1487.28        3/1/2007               228812
621020804                                         12.85        2/1/2007         1/1/2037              580.08              580.08        4/1/2007                53000
621020816                                          13.6        2/1/2007         1/1/2037              733.49              733.49        3/1/2007                63600
621020850                                          8.17        2/1/2007         1/1/2037             1340.07             1340.07        3/1/2007               179718
621020879                                           7.9        3/1/2007         2/1/2037             1403.15             1403.15        3/1/2007               204000
621020972                                          10.6        2/1/2007         1/1/2037              414.36              414.36        3/1/2007                44930
621020974                                          6.95        3/1/2007         2/1/2037             2965.53             2965.53        4/1/2007               448000
621020993                                           7.6        3/1/2007         2/1/2037             3150.86             3150.86        3/1/2007               446250
621021009                                         10.25        3/1/2007         2/1/2037            12097.37            12097.37        3/1/2007              1350000
621021040                                          8.45        3/1/2007         2/1/2037             2541.04             2541.04        2/1/2007               332000
621021082                                          7.75        3/1/2007         2/1/2037              2712.5             2711.45        3/1/2007               420000
621021097                                           9.9        3/1/2007         2/1/2037             9137.01             9137.01        3/1/2007              1050000
621021165                                          8.65        3/1/2007         2/1/2037             1771.98             1771.98        3/1/2007               245824
621021221                                         899.4        3/1/2007         2/1/2037             4543.33             4543.33        3/1/2007               580000
621021228                                          10.6        3/1/2007         2/1/2037              475.87              475.87        4/1/2007                51600
621021259                                          8.85        3/1/2007         2/1/2037             1185.34             1185.34        3/1/2007               156000
621021261                                          13.6        3/1/2007         2/1/2037              449.78              449.78        3/1/2007                39000
621021267                                        10.775        4/1/2007         3/1/2037             2230.44             2230.44        3/1/2007               245000
621021316                                         33.11        3/1/2007         2/1/2037              952.32              952.32        3/1/2007               100000
621021346                                          8.85        4/1/2007         3/1/2037             2544.38             2544.38        4/1/2007               345000
621021365                                           8.4        2/1/2007         1/1/2037             2031.39             2031.39        3/1/2007               280000
621021368                                          13.6        2/1/2007         1/1/2037               807.3               807.3        3/1/2007                70000
621021379                                           8.2        3/1/2007         2/1/2037             1214.72             1214.72        3/1/2007               171000
621021389                                          7.57        3/1/2007         2/1/2037             1182.74             1182.74        4/1/2007               168000
621021453                                          8.57        3/1/2007         2/1/2037              1176.3              1176.3        3/1/2007               152000
621021474                                         10.85        3/1/2007         2/1/2037              775.19              775.19        3/1/2007                82379
621021537                                          8.75        3/1/2007         2/1/2037             1968.32             1968.32        3/1/2007               250200
621021550                                         7.975        3/1/2007         2/1/2037             1103.89             1103.89        3/1/2007               150800
621021595                                          9.55        3/1/2007         2/1/2037                1400                1400        3/1/2007               172000
621021614                                         727.8        3/1/2007         2/1/2037              863.84              863.84        4/1/2007               120000
621021630                                          6.25        4/1/2007         3/1/2037              1912.2              1912.2        3/1/2007               310565
621021644                                          7.75        3/1/2007         2/1/2037             1770.97             1770.97        3/1/2007               247200
621021646                                          8.95        4/1/2007         3/1/2037             1922.47             1922.47        3/1/2007               240000
621021700                                           9.1        3/1/2007         2/1/2037             1136.56             1136.56        3/1/2007               140000
621021701                                          8.55        3/1/2007         2/1/2037             1243.66             1243.66        3/1/2007               161000
621021775                                         10.06        3/1/2007         2/1/2037              882.12              882.12        2/1/2007               100013
621021850                                           8.2        3/1/2007         2/1/2037              966.09              966.09        4/1/2007               136000
621021860                                         12.65        3/1/2007         2/1/2037              366.83              366.83        4/1/2007                34000
621021871                                         10.75        3/1/2007         2/1/2037              672.11              672.11        3/1/2007                72000
621021921                                          66.6        3/1/2007         2/1/2037             1505.19             1505.19        3/1/2007               254000
621021943                                          8.95        3/1/2007         2/1/2037             1216.92             1216.92        3/1/2007               151920
621021969                                           6.4        3/1/2007         2/1/2037              958.61              958.61        3/1/2007               165750
621022041                                           9.8        4/1/2007         3/1/2037             1177.76             1177.76        3/1/2007               143120
621022051                                          11.9        4/1/2007         3/1/2037             1212.34             1212.34        3/1/2007               118750
621022176                                         11.15        4/1/2007         3/1/2037              925.13              925.13        3/1/2007                96000
621022188                                          7.35        3/1/2007         2/1/2037             1910.99             1910.99        3/1/2007               304000
621022218                                           9.3        3/1/2007         2/1/2037             2875.53             2875.53        3/1/2007               348000
621022223                                         858.4        4/1/2007         3/1/2037              1228.5              1228.5        3/1/2007               175500
621022244                                          8.65        4/1/2007         3/1/2037              2203.8              2203.8        3/1/2007               296000
621022255                                         10.05        5/1/2007         4/1/2037             1551.03             1551.03        4/1/2007               176000
621022282                                          9.55        3/1/2007         2/1/2037             1277.96             1277.96        3/1/2007               159200
621022286                                          8.05        4/1/2007         3/1/2037             4225.27             4225.27        3/1/2007               618450
621022367                                          7.19        3/1/2007         2/1/2037             1767.54             1767.54        3/1/2007               295000
621022490                                         10.35        3/1/2007         2/1/2037             1156.54             1156.54        3/1/2007               128000
621022730                                          8.65        4/1/2007         3/1/2037             2602.95             2602.95        3/1/2007               356250
621022861                                          7.75        4/1/2007         3/1/2037             3446.91             3446.91        3/1/2007               522500
621023926                                          9.55        5/1/2007         4/1/2037             1182.31             1182.31        4/1/2007               140000
621024282                                          10.7        5/1/2007         4/1/2037             1832.49             1832.49        4/1/2007               197100
631015311                                          7.98       12/1/2006        11/1/2036              3165.4              3165.4        3/1/2007               476000
631015945                                         7.475        1/1/2007        12/1/2036             2779.77             2779.77        3/1/2007               446250
631015997                                          7.75        1/1/2007        12/1/2036             6471.25             6471.25        3/1/2007              1002000
631016010                                         88.35        1/1/2007        12/1/2036             3622.96             3622.96        3/1/2007               502000
631016041                                           8.3        1/1/2007        12/1/2036             6868.34             6868.34        3/1/2007               956700
631016102                                          7.25        1/1/2007        12/1/2036             3281.52             3281.52        3/1/2007               513000
631016144                                         85.99        2/1/2007         1/1/2037             2445.92             2445.92        3/1/2007               490000
651021910                                         13.99       11/1/2006        10/1/2036             1030.15             1030.15        3/1/2007                87000
651022670                                         14.05       12/1/2006        11/1/2036              558.75              558.75        3/1/2007                47000
661019078                                         14.05       11/1/2006        10/1/2036             1081.84             1081.84        3/1/2007                91000
661019478                                         6.425        2/1/2007         1/1/2037             2614.94             2614.94        3/1/2007               416960
661019696                                           7.4        2/1/2007         1/1/2037             1523.24             1523.24        3/1/2007               220000
661019901                                          7.65        2/1/2007         1/1/2037             3101.66             3101.66        3/1/2007               463500
661020321                                         76.45        2/1/2007         1/1/2037             3571.49             3571.49        3/1/2007               568000
661020347                                         10.15        2/1/2007         1/1/2037             1556.96             1556.96        3/1/2007               175200
661020460                                           7.3        2/1/2007         1/1/2037             2303.52             2303.52        3/1/2007               336000
661020474                                         797.7        1/1/2007        12/1/2036             5591.79             5591.79        3/1/2007               831000
661020497                                          8.35        3/1/2007         2/1/2037             3791.54             3791.54        3/1/2007               500000
661020560                                          8.15        3/1/2007         2/1/2037             1695.82             1695.82        3/1/2007               240000
661020564                                          8.99        2/1/2007         1/1/2037             3251.38             3251.38        2/1/2007               434000
661020580                                           108        2/1/2007         1/1/2037             4166.67             4166.67        3/1/2007               625000
661020624                                         505.5        3/1/2007         2/1/2037             1727.83             1727.83        3/1/2007               335000
661020633                                           8.4        3/1/2007         2/1/2037                4095                4095        3/1/2007               585000
661020876                                         61.66        2/1/2007         1/1/2037              2557.5              2557.5        4/1/2007               511500
661020899                                         8.925        2/1/2007         1/1/2037             4624.18             4624.18        3/1/2007               604000
661020902                                          7.99        2/1/2007         1/1/2037             6047.81             6047.81        3/1/2007               825000
661020929                                         7.875        2/1/2007         1/1/2037             3621.81             3621.81        3/1/2007               528000
661021012                                          7.15        2/1/2007         1/1/2037             3265.17             3265.17        4/1/2007               548000
661021034                                         11.25        2/1/2007         1/1/2037              543.91              543.91        3/1/2007                56000
661021035                                        12.125        3/1/2007         2/1/2037             1474.31             1474.31        3/1/2007               142000
661021079                                           8.6        2/1/2007         1/1/2037             2544.17             2544.17        4/1/2007               355000
661021084                                          6.55        2/1/2007         1/1/2037             4059.64             4059.64        3/1/2007               743750
661021123                                           6.4        2/1/2007         1/1/2037             1621.33             1621.33        3/1/2007               304000
661021131                                          12.5        2/1/2007         1/1/2037              811.12              811.12        3/1/2007                76000
661021206                                          7.69        2/1/2007         1/1/2037             2218.11             2218.11        3/1/2007               330000
661021265                                         88.88        2/1/2007         1/1/2037             5562.49             5562.49        3/1/2007               800000
661021286                                           5.6        2/1/2007         1/1/2037                2436              2435.7        3/1/2007               522000
661021321                                           7.7        4/1/2007         3/1/2037             2865.04             2865.04        3/1/2007               446500
661021335                                         69.06        3/1/2007         2/1/2037                3350                3350        3/1/2007               670000
661021383                                          8.15        2/1/2007         1/1/2037             3052.48             3052.48        3/1/2007               432000
661021386                                          6.95        3/1/2007         2/1/2037                2780                2780        3/1/2007               480000
661021400                                          6.95        2/1/2007         1/1/2037             2742.06             2742.06        3/1/2007               473450
661021424                                           7.9        3/1/2007         2/1/2037             3270.62             3270.62        3/1/2007               450000
661021446                                         797.1        3/1/2007         2/1/2037             4001.73             4001.73        3/1/2007               636500
661021464                                         6.708        3/1/2007         2/1/2037             2286.25             2286.25        4/1/2007               408990
661021474                                           6.5        3/1/2007         2/1/2037             2737.58             2737.58        3/1/2007               505400
661021501                                          8.65        3/1/2007         2/1/2037             2873.87             2873.87        2/1/2007               386000
661021506                                          9.35        3/1/2007         2/1/2037             1996.02             1996.02        3/1/2007               250000
661021516                                          7.75        3/1/2007         2/1/2037             3019.27             3019.27        3/1/2007               467500
661021530                                           7.6        3/1/2007         2/1/2037                2964                2964        3/1/2007               468000
661021541                                           7.4        3/1/2007         2/1/2037             3915.53             3915.53        3/1/2007               634950
661021542                                          9.15        3/1/2007         2/1/2037             5626.53             5626.53        3/1/2007               690000
661021612                                          7.99        4/1/2007         3/1/2037             3545.11             3545.11        3/1/2007               522500
661021633                                          7.95        3/1/2007         2/1/2037             3974.75             3974.75        4/1/2007               574750
661021635                                           6.7        3/1/2007         2/1/2037             2077.28             2077.28        3/1/2007               346350
661021649                                          7.55        3/1/2007         2/1/2037             2516.67             2516.67        3/1/2007               400000
661021650                                         6.544        3/1/2007         2/1/2037             2728.13             2728.13        3/1/2007               463500
661021658                                            87        3/1/2007         2/1/2037                2114                2114        3/1/2007               362400
661021661                                        12.225        3/1/2007         2/1/2037              947.64              947.64        3/1/2007                90600
661021676                                           8.7        4/1/2007         3/1/2037              3165.5              3165.5        3/1/2007               423000
661021692                                           109        3/1/2007         2/1/2037             3663.97             3663.97        3/1/2007               475000
661021765                                          6.35        3/1/2007         2/1/2037             1799.17             1799.17        4/1/2007               340000
661021777                                          8.75        3/1/2007         2/1/2037             5258.86             5258.86        3/1/2007               668470
661021798                                          7.95        3/1/2007         2/1/2037             4040.45             4040.45        3/1/2007               584250
661021807                                           6.8        3/1/2007         2/1/2037             1643.34             1643.34        3/1/2007               270750
661021816                                          6.09        4/1/2007         3/1/2037             4085.37              4085.3        4/1/2007               805000
661021819                                           6.6        4/1/2007         3/1/2037                3080                3080        3/1/2007               560000
661021822                                          7.55        4/1/2007         3/1/2037             3010.95             3010.39        4/1/2007               478562
661021826                                          6.55        3/1/2007         2/1/2037             1839.46              1837.7        3/1/2007               337000
661021871                                          7.35        3/1/2007         2/1/2037             1563.18             1563.18        4/1/2007               241600
661021875                                           8.5        3/1/2007         2/1/2037              4383.9              4383.9        3/1/2007               598000
661021899                                         948.4        3/1/2007         2/1/2037             4452.22             4452.22        4/1/2007               636031
661021901                                          9.15        3/1/2007         2/1/2037             6792.61             6792.61        3/1/2007               833000
661021904                                          6.15        4/1/2007         3/1/2037              3505.5              3505.5        3/1/2007               684000
661021918                                          8.35        3/1/2007         2/1/2037             2449.33             2449.33        4/1/2007               352000
661021984                                         726.8        3/1/2007         2/1/2037              2640.8              2640.8        4/1/2007             466022.7
661022043                                          7.35        3/1/2007         2/1/2037             3644.37             3644.38        3/1/2007               595000
661022087                                          8.35        4/1/2007         3/1/2037              767.79              767.79        4/1/2007               101250
661022115                                           7.5        3/1/2007         2/1/2037             3653.13             3653.13        4/1/2007               584500
661022125                                          8.81        3/1/2007         2/1/2037             3518.96             3518.96        3/1/2007               465000
661022190                                         8.095        3/1/2007         2/1/2037             3798.24             3798.24        3/1/2007               513000
661022196                                           7.3        4/1/2007         3/1/2037             2967.57             2967.57        3/1/2007               475000
661022246                                           8.5        3/1/2007         2/1/2037             5058.35             5058.35        3/1/2007               690000
661022256                                          6.41        4/1/2007         3/1/2037             2007.61             2007.61        3/1/2007               375840
661022278                                          7.95        3/1/2007         2/1/2037             3437.06             3437.06        4/1/2007               497000
661022292                                          7.55        4/1/2007         3/1/2037             2138.85             2138.85        3/1/2007               332060
661022327                                          7.29        4/1/2007         3/1/2037             3931.07             3931.07        3/1/2007               630000
661022402                                          7.79        3/1/2007         2/1/2037             3181.54             3181.54        3/1/2007               480000
661022476                                           8.6        4/1/2007         3/1/2037             3189.17             3189.17        3/1/2007               445000
661022512                                           7.4        4/1/2007         3/1/2037             2213.83             2213.83        3/1/2007               359000
661022513                                           6.9        4/1/2007         3/1/2037              684.94              684.94        3/1/2007               104000
661022533                                          9.21        4/1/2007         3/1/2037             3937.83             3937.83        3/1/2007               500000
661022577                                          8.45        4/1/2007         3/1/2037             7452.82             7452.82        3/1/2007               973750
661022593                                          5.63        4/1/2007         3/1/2037             2782.16             2782.16        3/1/2007               593000
661022601                                          9.15        4/1/2007         3/1/2037             3968.49             3968.49        3/1/2007               515000
661022629                                          8.25        4/1/2007         3/1/2037             3884.46             3884.46        3/1/2007               555750
661022666                                          7.84        4/1/2007         3/1/2037             2188.67             2188.67        3/1/2007               335000
661022727                                         8.275        4/1/2007         3/1/2037             5256.29             5256.29        3/1/2007               749900
661022750                                         8.125        4/1/2007         3/1/2037             1378.21             1378.21        4/1/2007               200000
661022805                                          8.54        4/1/2007         3/1/2037             2611.46             2611.46        3/1/2007               366950
661022967                                           7.8        4/1/2007         3/1/2037             3425.55             3425.55        3/1/2007               503500
661023664                                          9.35        5/1/2007         4/1/2037              4821.3              4821.3        4/1/2007               612900
671014415                                          8.99       10/1/2006         9/1/2036             3446.17             3446.16        3/1/2007               460000
671015154                                         13.05       12/1/2006        11/1/2036              1263.3              1263.3        3/1/2007               113800
671015213                                           6.8       12/1/2006        11/1/2036             3277.57             3277.57        3/1/2007               540000
671015454                                           9.1       12/1/2006        11/1/2036             4830.38             4830.38        3/1/2007               595000
671015479                                          7.15       12/1/2006        11/1/2036              3982.9              3982.9        3/1/2007               629850
671015720                                          9.75        2/1/2007         1/1/2037             2488.68             2488.68        3/1/2007               300000
671016102                                          12.8        1/1/2007        12/1/2036             1308.71             1308.71        2/1/2007               120000
671016194                                          7.75        1/1/2007        12/1/2036              2943.3              2943.3        3/1/2007               435000
671016364                                            86        2/1/2007         1/1/2037             2316.25             2316.25        3/1/2007               463250
671016388                                         12.13        1/1/2007        12/1/2036             1765.67             1765.67        3/1/2007               170000
671016455                                           7.1        3/1/2007         2/1/2037                6035                6035        4/1/2007              1020000
671016456                                          6.85        3/1/2007         2/1/2037             6050.83             6050.55        4/1/2007              1060000
671016607                                           6.8        2/1/2007         1/1/2037             3301.85             3301.85        3/1/2007               544000
671016627                                        12.125        2/1/2007         1/1/2037             1744.25             1744.25        2/1/2007               168000
671016660                                         86.05        2/1/2007         1/1/2037             2535.96             2535.96        3/1/2007               503000
671016674                                          5.95        2/1/2007         1/1/2037             3149.18             3149.18        3/1/2007               576000
671016765                                           8.7        2/1/2007         1/1/2037             3592.06             3592.06        3/1/2007               480000
671016769                                          7.95        2/1/2007         1/1/2037             4702.62             4702.62        3/1/2007               680000
671016881                                           7.7        2/1/2007         1/1/2037             3997.02             3997.02        3/1/2007               594000
671016897                                         896.2        2/1/2007         1/1/2037             1974.77             1974.77        4/1/2007               350000
671016936                                           8.1        2/1/2007         1/1/2037                4077                4077        3/1/2007               604000
671016945                                         78.05        3/1/2007         2/1/2037             4141.97             4141.97        3/1/2007               592500
671016949                                            86        3/1/2007         2/1/2037              3103.2              3103.2        3/1/2007               564000
671016950                                         7.375        3/1/2007         2/1/2037             2770.27             2770.27        4/1/2007               450755
671016958                                           8.5        2/1/2007         1/1/2037             3604.28             3604.28        3/1/2007               468750
671016974                                           6.8        2/1/2007         1/1/2037              3276.9              3276.9        3/1/2007               502650
671016975                                           8.3        2/1/2007         1/1/2037             3194.11             3194.11        3/1/2007               444912
671017029                                         7.625        2/1/2007         1/1/2037             9769.67             9769.67        4/1/2007              1464000
671017041                                           8.3        3/1/2007         2/1/2037             5251.58             5251.58        3/1/2007               731500
671017048                                          10.5        2/1/2007         1/1/2037              1206.8              1206.8        3/1/2007               131928
671017050                                        10.125        3/1/2007         2/1/2037             2679.99             2679.99        3/1/2007               312000
671017076                                          6.55        2/1/2007         1/1/2037             2053.43              2052.9        3/1/2007               376200
671017103                                         12.75        2/1/2007         1/1/2037             1208.71             1208.71        3/1/2007               111228
671017121                                          7.75        3/1/2007         2/1/2037             3487.45             3487.45        4/1/2007               539992
671017122                                           7.3        3/1/2007         2/1/2037             3976.31             3976.31        3/1/2007               580000
671017128                                          8.14        3/1/2007         2/1/2037             2893.94             2893.94        3/1/2007               410000
671017143                                          6.45        3/1/2007         2/1/2037             2560.35             2560.35        3/1/2007               440000
671017170                                          7.91        3/1/2007         2/1/2037                2373                2373        3/1/2007               360000
671017179                                          12.5        3/1/2007         2/1/2037             1173.98             1173.98        3/1/2007               110000
671017193                                          7.85        3/1/2007         2/1/2037              1860.7              1860.7        3/1/2007               272000
671017226                                           8.8        3/1/2007         2/1/2037                5060                5060        3/1/2007               690000
671017237                                           6.7        3/1/2007         2/1/2037             2791.67             2791.67        3/1/2007               500000
671017240                                           107        3/1/2007         2/1/2037             1958.47             1958.47        3/1/2007               315154
671017247                                          7.15        3/1/2007         2/1/2037             3622.67             3622.67        4/1/2007               608000
671017250                                          6.05        3/1/2007         2/1/2037             2892.66             2892.66        3/1/2007               573750
671017253                                           8.2        3/1/2007         2/1/2037             4723.91             4723.91        3/1/2007               665000
671017298                                          87.9        3/1/2007         2/1/2037             3748.61             3748.61        3/1/2007               545000
671017340                                          8.65        3/1/2007         2/1/2037             5382.92             5382.92        3/1/2007               723000
671017346                                          7.15        3/1/2007         2/1/2037             2540.63             2540.63        3/1/2007               426400
671017390                                           108        3/1/2007         2/1/2037             2920.31             2920.31        3/1/2007               420000
671017393                                           6.9        3/1/2007         2/1/2037             3543.44             3543.43        3/1/2007               616250
671017397                                           8.7        3/1/2007         2/1/2037             3056.99             3056.99        3/1/2007               408500
671017409                                          7.29        3/1/2007         2/1/2037             3547.74             3547.74        3/1/2007               518000
671017423                                          6.55        3/1/2007         2/1/2037             2544.58             2544.58        3/1/2007               432000
671017516                                          7.95        3/1/2007         2/1/2037             4203.56             4203.56        4/1/2007               634500
671017517                                          8.45        3/1/2007         2/1/2037             4753.26             4753.26        3/1/2007               665000
671017539                                          6.99        4/1/2007         3/1/2037             2700.07             2700.07        3/1/2007               435000
671017558                                          7.85        3/1/2007         2/1/2037             4382.92             4382.92        3/1/2007               670000
671017568                                          76.3        3/1/2007         2/1/2037             4555.86             4555.86        3/1/2007               797500
671017594                                          5.89        3/1/2007         2/1/2037             3274.38             3274.38        3/1/2007               603500
671017635                                          9.65        4/1/2007         3/1/2037             4221.03             4221.03        3/1/2007               520600
671017663                                          6.39        4/1/2007         3/1/2037             3977.01             3977.01        3/1/2007               716000
671017768                                          7.55        3/1/2007         2/1/2037             3690.06             3690.06        3/1/2007               586500
671017779                                           7.8        3/1/2007         2/1/2037                4238              4236.7        3/1/2007               652000
671017780                                           8.5        4/1/2007         3/1/2037                2550                2550        3/1/2007               360000
671017811                                          6.55        4/1/2007         3/1/2037             2706.91             2706.91        3/1/2007               477000
671017827                                           7.7        3/1/2007         2/1/2037             2623.18             2623.18        3/1/2007               400000
671017842                                           5.8        4/1/2007         3/1/2037             2875.83             2875.83        3/1/2007               595000
671017878                                          8.66        4/1/2007         3/1/2037             1331.24             1331.24        4/1/2007               182000
671017897                                         9.525        4/1/2007         3/1/2037             6275.65             6275.65        3/1/2007               783750
671017920                                          9.39        4/1/2007         3/1/2037             4764.79             4764.79        3/1/2007               603250
671017922                                           7.6        4/1/2007         3/1/2037             3878.31             3878.31        3/1/2007               598500
671017930                                         97.85        4/1/2007         3/1/2037             2853.62             2853.62        4/1/2007               427500
671017937                                           7.8        4/1/2007         3/1/2037                4017                4017        4/1/2007               618000
671017971                                           9.2        4/1/2007         3/1/2037             2439.96             2439.96        3/1/2007               315000
671018009                                            10        5/1/2007         4/1/2037             1146.35             1146.35        4/1/2007               135000
671018900                                          8.69        4/1/2007         3/1/2037             5283.62             5283.62        3/1/2007               720000
671019028                                           7.2        4/1/2007         3/1/2037             3458.52             3458.52        4/1/2007               560500
671019146                                           8.1        5/1/2007         4/1/2037                1175                1175        4/1/2007               171000
831071287                                          6.99        1/1/2007        12/1/2036             2532.48             2532.48        3/1/2007               408000
831071296                                          11.5       12/1/2006        11/1/2036             1089.32             1089.32        3/1/2007               110000
831071297                                         12.25        1/1/2007        12/1/2036             1068.85             1068.85        3/1/2007               102000
831071453                                           8.5        1/1/2007        12/1/2036             3998.36             3998.36        3/1/2007               520000
831071493                                          12.8        1/1/2007        12/1/2036             1156.02             1156.02        3/1/2007               106000
831072384                                        11.875       12/1/2006        11/1/2036               723.5               723.5        3/1/2007                71000
831072523                                         11.99        1/1/2007        12/1/2036              750.33              750.33        3/1/2007                73000
831072707                                          9.13        1/1/2007        12/1/2036              810.74              810.74        4/1/2007                99600
831072867                                         13.99        1/1/2007        12/1/2036              558.89              558.89        3/1/2007                47200
831072894                                          6.99        1/1/2007        12/1/2036             2482.82             2482.82        3/1/2007               400000
831072895                                         7.125        1/1/2007        12/1/2036             2056.75             2056.75        2/1/2007               346400
831072899                                          7.75        1/1/2007        12/1/2036             2405.08             2405.08        3/1/2007               372400
831072901                                          8.35        1/1/2007        12/1/2036             3052.82             3052.82        3/1/2007               423000
831072906                                         8.345        1/1/2007        12/1/2036             1657.03             1657.03        4/1/2007               229720
831072911                                         9.125        1/1/2007        12/1/2036             6834.52             6834.52        3/1/2007               840000
831072913                                         12.99        1/1/2007        12/1/2036              634.84              634.84        4/1/2007                57430
831072914                                         12.79        1/1/2007        12/1/2036              943.78              943.78        2/1/2007                86600
831072915                                         12.75        1/1/2007        12/1/2036             1011.71             1011.71        3/1/2007                93100
831072916                                          12.5        1/1/2007        12/1/2036               661.7               661.7        3/1/2007                62000
831072919                                        12.875        1/1/2007        12/1/2036             1096.44             1096.44        3/1/2007               100000
831072920                                         78.67        2/1/2007         1/1/2037             8200.43             8200.43        4/1/2007              1050000
831073170                                          12.1        2/1/2007         1/1/2037              621.78              621.78        3/1/2007                59999
831073173                                          8.25        2/1/2007         1/1/2037                2453                2453        3/1/2007               356800
831073174                                            89        2/1/2007         1/1/2037             1319.59             1319.59        3/1/2007               164000
831073204                                           7.5        1/1/2007        12/1/2036             1052.91             1052.91        3/1/2007               160000
831073237                                          8.85        1/1/2007        12/1/2036             2856.97             2856.97        3/1/2007               376000
831073253                                          8.75        2/1/2007         1/1/2037             4904.15             4904.15        2/1/2007               652000
831073312                                         7.375        1/1/2007        12/1/2036              1622.5              1622.5        3/1/2007               264000
831073313                                           111        1/1/2007        12/1/2036              628.53              628.53        3/1/2007                66000
831073314                                         8.885        1/1/2007        12/1/2036             4459.22             4459.22        3/1/2007               584800
831073371                                         12.75        1/1/2007        12/1/2036              527.05              527.05        3/1/2007                48500
831073398                                         12.85        1/1/2007        12/1/2036             1105.43             1105.43        3/1/2007               101000
831073600                                          7.27        2/1/2007         1/1/2037             4693.13             4693.13        3/1/2007               732000
831073601                                         10.75        2/1/2007         1/1/2037             1708.27             1708.27        3/1/2007               183000
831073611                                          8.27        2/1/2007         1/1/2037              944.66              944.66        4/1/2007               132000
831073612                                         12.99        2/1/2007         1/1/2037              364.79              364.79        4/1/2007                33000
831073618                                           7.5        2/1/2007         1/1/2037             4055.44             4055.44        3/1/2007               580000
831073624                                           9.5        2/1/2007         1/1/2037              935.03              935.03        3/1/2007               111200
831073672                                         10.99        2/1/2007         1/1/2037             7555.45             7555.45        3/1/2007               794000
831073679                                          8.22        2/1/2007         1/1/2037             3805.73             3805.73        3/1/2007               508000
831073680                                         77.15        1/1/2007        12/1/2036                3575                3575        3/1/2007               600000
831073681                                          7.89        2/1/2007         1/1/2037              3287.5              3287.5        3/1/2007               500000
831073682                                         12.75        2/1/2007         1/1/2037             1358.37             1358.37        3/1/2007               125000
831073685                                           6.9        2/1/2007         1/1/2037             2653.26             2653.26        2/1/2007               432000
831074155                                         77.99        2/1/2007         1/1/2037             3408.77             3408.77        3/1/2007               465000
831074207                                           8.4        2/1/2007         1/1/2037                3339                3339        3/1/2007               477000
831074609                                          12.5        2/1/2007         1/1/2037              894.36              894.36        3/1/2007                83800
831074619                                          7.15        2/1/2007         1/1/2037             2084.25             2084.25        3/1/2007               329600
831074624                                           9.5        2/1/2007         1/1/2037             3467.06             3467.06        3/1/2007               428000
831074627                                         7.685        2/1/2007         1/1/2037             1406.77             1406.77        4/1/2007               197600
831074631                                         11.75        2/1/2007         1/1/2037              831.75              831.75        3/1/2007                82400
831074633                                         12.99        2/1/2007         1/1/2037              546.08              546.08        4/1/2007                49400
841020363                                          9.78       12/1/2006        11/1/2036             1431.19             1431.19        3/1/2007               166155
841020776                                         14.25       12/1/2006        11/1/2036              501.15              501.15        3/1/2007                41600
841021464                                         14.05       12/1/2006        11/1/2036              534.97              534.97        3/1/2007                45000
841023335                                         12.75        1/1/2007        12/1/2036              684.62              684.62        3/1/2007                63000
841023373                                            11        1/1/2007        12/1/2036              668.53              668.53        3/1/2007                70200
841023756                                        12.125        2/1/2007         1/1/2037              611.95              611.95        3/1/2007                58941
841023767                                          9.35        3/1/2007         2/1/2037             1024.97             1024.97        4/1/2007               123500
841023887                                           8.7        2/1/2007         1/1/2037                1106                1106        4/1/2007               147792
841023890                                          13.5        2/1/2007         1/1/2037              423.21              423.21        4/1/2007                36948
841024217                                         7.525        3/1/2007         2/1/2037               881.7               881.7        3/1/2007               133608
841024503                                         10.35        3/1/2007         2/1/2037              657.53              657.53        3/1/2007                75000
841024533                                          8.29        3/1/2007         2/1/2037             1734.39             1734.39        3/1/2007               230000
841024879                                           9.3        3/1/2007         2/1/2037              737.33              737.33        3/1/2007                92800
841024892                                           9.2        3/1/2007         2/1/2037              1212.2              1212.2        3/1/2007               148000
861003593                                         9.075       10/1/2006         9/1/2036             4230.29             4230.29        3/1/2007             544340.5
871006722                                          7.85        3/1/2007         2/1/2037             2696.48             2696.48        3/1/2007               412200
871006909                                           9.2        3/1/2007         2/1/2037             3594.83             3594.83        3/1/2007               438900
871006945                                           8.1        3/1/2007         2/1/2037                2295                2295        4/1/2007               340000
871007016                                          8.15        3/1/2007         2/1/2037             1975.98             1975.98        4/1/2007               265500
871007064                                           8.7        3/1/2007         2/1/2037             1496.09             1496.09        3/1/2007               199920
871007110                                         758.4        2/1/2007         1/1/2037              6589.9              6589.9        3/1/2007               865000
871007147                                         8.885        3/1/2007         2/1/2037              5166.4              5166.4        3/1/2007               648750
871007188                                           8.2        4/1/2007         3/1/2037             4422.97             4422.97        4/1/2007               591500
871007195                                           8.2        3/1/2007         2/1/2037             2308.69             2308.69        3/1/2007               308750
871007219                                          6.48        3/1/2007         2/1/2037              2556.6              2556.6        3/1/2007               437750
871007248                                          6.75        3/1/2007         2/1/2037             1684.57             1684.57        3/1/2007               279200
871007374                                           9.8        4/1/2007         3/1/2037             5625.92             5625.92        4/1/2007               675000
951001148                                          9.99        3/1/2007         2/1/2037             5514.34             5514.34        3/1/2007               650000
951001177                                          9.87        3/1/2007         2/1/2037             1705.19             1705.19        3/1/2007             203252.5
951001259                                          9.25        3/1/2007         2/1/2037             4506.77             4506.77        3/1/2007               570000
951001569                                         10.25        4/1/2007         3/1/2037              694.48              694.48        4/1/2007                77500
951001622                                           8.6        3/1/2007         2/1/2037                4515                4515        3/1/2007               630000
951001671                                         10.44        4/1/2007         3/1/2037             1119.62             1119.62        3/1/2007               123000
951001994                                          11.8        5/1/2007         4/1/2037              516.75              516.75        4/1/2007                51000
951002016                                         11.35        4/1/2007         3/1/2037              920.62              920.62        3/1/2007                94050
951002146                                           8.3        4/1/2007         3/1/2037             2050.38             2050.38        3/1/2007               285600
951002174                                          9.83        4/1/2007         3/1/2037             1721.42             1721.42        3/1/2007               199000
951002233                                          8.55        4/1/2007         3/1/2037             2162.89             2162.89        4/1/2007               280000
951002355                                         11.55        5/1/2007         4/1/2037              715.76              715.76        4/1/2007                72000
951002576                                         11.95        4/1/2007         3/1/2037              589.24              589.24        3/1/2007                57500
951002724                                          10.2        4/1/2007         3/1/2037              1113.7              1113.7        3/1/2007               124800
951002984                                          8.55        4/1/2007         3/1/2037             4263.98             4263.98        4/1/2007               552000
951003242                                            10        5/1/2007         4/1/2037              1193.5              1193.5        4/1/2007               136000
951003264                                        10.595        5/1/2007         4/1/2037             1862.14             1862.14        4/1/2007               202000
961074355                                         8.625        1/1/2007        12/1/2036             6611.21             6611.21        3/1/2007               850000
961074742                                         89.99        3/1/2007         2/1/2037             7672.29             7672.29        3/1/2007               875000
961074961                                          9.99        3/1/2007         2/1/2037             1266.58             1266.58        3/1/2007               144450
961075254                                          7.15        3/1/2007         2/1/2037             4716.03             4716.03        3/1/2007               698250
961076795                                          8.88        4/1/2007         3/1/2037             5094.42             5094.42        3/1/2007               640000
961076973                                         10.25        5/1/2007         4/1/2037             1814.61             1814.61        4/1/2007               202500
961076976                                          7.95        4/1/2007         3/1/2037             1533.59             1533.59        3/1/2007               210000
----------------------------------------------------------------------------------------------------------------------------------------------------------------------
       1,635                 84.55            8.316                                                                                                    461,977,339.15
----------------------------------------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------------------------------------
       4,378                 82.04            8.479                                                                                                  1,000,972,774.95
======================================================================================================================================================================


-------------------------------------------------------------------------------------------------------------------------------------------------------------------
          Loan Number                  Scheduled 04/01/07 Balance      Loan Purpose       Original Rate     Documentation Program      Risk Grade    Appraisal Value
-------------------------------------------------------------------------------------------------------------------------------------------------------------------
031045594                                           303213.59     Cash Out Refinance            6.5      Stated Income Documentation  AA+                   405000
031045852                                            38957.41     Cash Out Refinance           13.3      Full Documentation           AA+                   195000
031046231                                           152492.51     Cash Out Refinance            5.6      Stated Income Documentation  AA+                   235000
031046233                                           412068.35     Cash Out Refinance            8.9      Stated Income Documentation  B                     590000
031046235                                           202438.51     Cash Out Refinance            7.9      Stated Income Documentation  AA+                   350000
031046274                                              355500     Cash Out Refinance           6.65      Stated Income Documentation  AA+                   395000
031046325                                           363618.39     Rate/Term Refinance          6.35      Stated Income Documentation  AA+                   520000
051068817                                             30162.8     Cash Out Refinance           14.3      Full Documentation           AA+                   151000
051069064                                           361515.48     Cash Out Refinance           9.45      Full Documentation           AA+                   362000
051071274                                             35897.9     Cash Out Refinance           8.89      Full Documentation           AA                    180000
051071429                                            31171.23     Rate/Term Refinance         14.05      Full Documentation           AA+                   156000
051071659                                             26604.3     Purchase                     8.89      Full Documentation           AA+                   140000
051071991                                            27379.92     Purchase                    14.05      Full Documentation           AA+                   151000
051072026                                            32892.94     Purchase                     8.89      Full Documentation           AA+                   168000
051072848                                           165630.99     Cash Out Refinance          9.775      Stated Income Documentation  AA+                   195000
051072885                                           148396.17     Cash Out Refinance           8.73      Full Documentation           AA+                   165000
051072944                                           258774.48     Cash Out Refinance           10.5      Full Documentation           A                     305000
051073104                                            30973.67     Rate/Term Refinance          13.4      Full Documentation           AA+                   155000
051073176                                            76953.73     Cash Out Refinance          11.85      Full Documentation           C                     110000
051073223                                           196157.66     Cash Out Refinance           7.95      Stated Income Documentation  AA+                   218400
051073283                                           148407.47     Cash Out Refinance            8.8      Stated Income Documentation  AA                    220000
051073532                                           166202.66     Rate/Term Refinance          8.62      Full Documentation           A                     185000
051073852                                           262077.62     Cash Out Refinance          9.175      Stated Income Documentation  AA                    309000
051073914                                           142584.25     Cash Out Refinance          9.425      Lite Documentation           AA+                   168000
051073923                                           113688.81     Cash Out Refinance           12.3      Stated Income Documentation  CC                    175000
051074000                                           226493.24     Cash Out Refinance           9.95      Stated Income Documentation  AA+                   252000
051074003                                           154540.43     Cash Out Refinance          8.925      Full Documentation           AA+                   172000
051074033                                           143737.77     Cash Out Refinance          8.525      Stated Income Documentation  AA+                   165000
051074046                                            99888.04     Cash Out Refinance            8.9      Stated Income Documentation  AA+                   143000
051074081                                            92594.35     Cash Out Refinance          10.75      Full Documentation           AA+                   112000
051074123                                           373553.71     Cash Out Refinance          8.375      Full Documentation           AA+                   416000
051074208                                            99865.47     Cash Out Refinance           9.75      Stated Income Documentation  AA+                   130000
051074309                                           119906.25     Purchase                     10.6      Full Documentation           AA                    169000
051074322                                           294675.17     Cash Out Refinance           8.98      Full Documentation           AA+                   295000
051074326                                            29977.98     Purchase                    12.75      Full Documentation           AA+                   150000
051074470                                           100717.79     Cash Out Refinance           10.4      Full Documentation           AA+                   130000
051074483                                           114928.76     Purchase                     7.25      Stated Income Documentation  AA+                   147000
051074486                                           125006.97     Cash Out Refinance          7.325      Business Bank Statements     AA+                   156500
051074614                                           131881.47     Rate/Term Refinance          9.95      Full Documentation           B                     165000
051074638                                           229225.22     Cash Out Refinance          8.575      Stated Income Documentation  AA+                   255000
051074642                                           100723.76     Cash Out Refinance          10.75      Full Documentation           AA                    225000
051074654                                           120666.87     Purchase                    9.475      Full Documentation           B                     136000
061072479                                           220388.81     Cash Out Refinance           8.45      Full Documentation           AA                    245000
061073343                                            31776.69     Purchase                    14.05      Full Documentation           AA+                   159000
061074262                                           249342.53     Cash Out Refinance           8.15      Stated Income Documentation  AA+                   300000
061074334                                            32967.55     Purchase                    12.75      Full Documentation           AA+                   165000
061074376                                           133381.57     Cash Out Refinance          10.43      Full Documentation           B                     167000
061074588                                           204809.96     Cash Out Refinance            9.8      Full Documentation           B                     350000
061074683                                           152769.37     Cash Out Refinance           7.27      Full Documentation           AA+                   174000
061074684                                           144353.49     Cash Out Refinance          9.375      Full Documentation           AA+                   170000
061074734                                           116866.67     Cash Out Refinance          10.75      Full Documentation           AA+                   130000
061074735                                           208639.16     Cash Out Refinance            8.4      Full Documentation           AA+                   232000
061074817                                           314802.55     Cash Out Refinance            9.1      Business Bank Statements     AA+                   350000
061074884                                           121317.38     Cash Out Refinance           9.45      Stated Income Documentation  AA+                   135000
061075025                                           262219.71     Cash Out Refinance           7.55      Stated Income Documentation  AA                    335000
061075092                                           157138.26     Rate/Term Refinance         7.375      Full Documentation           AA+                   225000
061075161                                            25774.62     Purchase                    12.75      Full Documentation           AA+                   129000
061075190                                           322747.54     Rate/Term Refinance          8.35      Full Documentation           AA+                   380000
061075451                                           135726.63     Cash Out Refinance         10.225      Stated Income Documentation  AA+                   151000
061075559                                            186075.8     Rate/Term Refinance          8.55      Full Documentation           A                     210000
061075603                                            74928.99     Cash Out Refinance            9.7      Stated Income Documentation  AA+                   150000
061075636                                            181556.2     Cash Out Refinance           9.99      Stated Income Documentation  AA+                   202000
061075684                                           301607.84     Purchase                    10.05      Business Bank Statements     B                     388000
061075783                                           230999.57     Cash Out Refinance          10.14      Full Documentation           AA                    257000
061075895                                            80704.33     Cash Out Refinance         12.075      Stated Income Documentation  AA+                    95000
061075916                                            61963.54     Purchase                     11.9      Stated Income Documentation  AA+                    62000
061076302                                            78141.97     Purchase                     10.1      Stated Income Documentation  AA+                    90000
061076363                                           254850.23     Cash Out Refinance           8.65      Full Documentation           AA                    300000
061076449                                            90196.94     Purchase                     11.9      Full Documentation           AA+                    95000
061076463                                           218908.15     Cash Out Refinance          9.075      Full Documentation           AA                    239000
061076490                                           142391.05     Purchase                     10.7      Full Documentation           AA                    150000
061076509                                           103833.04     Cash Out Refinance           9.95      Full Documentation           C                     130000
061076524                                           153848.47     Cash Out Refinance          9.825      Full Documentation           AA+                   162000
061076551                                           271742.46     Rate/Term Refinance           9.7      Stated Income Documentation  A                     340000
061076563                                            65587.68     Cash Out Refinance           11.7      Stated Income Documentation  AA+                    82000
061076576                                            62963.76     Cash Out Refinance             12      Full Documentation           AA+                    70000
061076609                                           124145.94     Purchase                     8.95      Full Documentation           A                     170000
061076618                                            58440.99     Rate/Term Refinance           9.4      Full Documentation           AA+                    90000
061076621                                            76423.66     Cash Out Refinance           9.45      Full Documentation           AA+                   110000
061076653                                           111394.42     Purchase                      9.7      Full Documentation           AA+                   124000
061076702                                           146795.23     Cash Out Refinance          7.832      Stated Income Documentation  AA+                   175000
061076739                                           112376.64     Cash Out Refinance              9      Full Documentation           B                     152000
061076757                                            80599.68     Purchase                     11.2      Full Documentation           AA+                   115000
061076771                                            174978.6     Cash Out Refinance          11.15      Full Documentation           AA+                   206000
061076778                                           109819.26     Rate/Term Refinance          12.1      Full Documentation           CC                    169000
061076829                                            71207.16     Purchase                     11.8      Stated Income Documentation  AA+                    75000
061076915                                            67454.21     Purchase                    11.25      Stated Income Documentation  AA+                    75000
061076923                                            75698.04     Cash Out Refinance           11.2      Stated Income Documentation  AA+                   101000
061076935                                           203780.91     Cash Out Refinance            9.1      Full Documentation           A                     240000
061076949                                            87082.37     Cash Out Refinance           7.99      Full Documentation           AA+                   109000
061076967                                           191778.27     Cash Out Refinance           8.75      Full Documentation           C                     240000
061077035                                            99904.82     Cash Out Refinance          9.675      Full Documentation           B                     222000
061077058                                            82839.44     Rate/Term Refinance         10.65      Full Documentation           C                     135000
061077061                                            90322.37     Cash Out Refinance           11.7      Full Documentation           CC                    139000
061077068                                           113917.45     Cash Out Refinance          10.95      Stated Income Documentation  C                     152000
061077114                                            93369.92     Cash Out Refinance           10.2      Business Bank Statements     AA+                   110000
061077117                                           101531.08     Cash Out Refinance          11.25      Full Documentation           AA                    127000
061077124                                           179960.48     Purchase                     11.2      Full Documentation           AA+                   225000
061077134                                              154914     Cash Out Refinance          8.925      Full Documentation           AA                    225000
061077159                                            87870.29     Cash Out Refinance           7.55      Business Bank Statements     AA+                   113000
061077162                                           213268.31     Cash Out Refinance           9.05      Full Documentation           C                     305000
061077210                                           111903.62     Purchase                    10.15      Full Documentation           AA+                   118000
061077221                                           136358.66     Cash Out Refinance          9.275      Full Documentation           C                     182000
061077258                                           426950.68     Purchase                     8.23      Full Documentation           AA+                   500000
061077311                                           159500.29     Cash Out Refinance           8.35      Stated Income Documentation  AA                    168000
061077341                                            53497.11     Purchase                      9.5      Full Documentation           AA+                    63000
061077343                                           117768.69     Purchase                    8.925      Full Documentation           AA+                   137000
061077427                                            91942.34     Purchase                      7.7      Full Documentation           AA+                   115000
061077450                                            99914.95     Cash Out Refinance           9.99      Full Documentation           A                     115000
061077594                                           127889.27     Cash Out Refinance         10.125      Stated Income Documentation  AA+                   160000
061077632                                            134823.7     Cash Out Refinance           8.15      Full Documentation           AA+                   150000
061077644                                           114877.01     Purchase                     9.12      Full Documentation           AA+                   117500
061077676                                            89522.19     Purchase                     11.1      Full Documentation           AA+                    99000
061077699                                           170027.62     Cash Out Refinance           10.6      Full Documentation           B                     179000
061077705                                            88344.46     Cash Out Refinance           11.6      Stated Income Documentation  AA+                   104000
061077707                                              257000     Cash Out Refinance           8.32      Full Documentation           AA+                   257000
061077709                                            88924.24     Cash Out Refinance           10.2      Full Documentation           AA+                    96000
061077845                                           124983.93     Cash Out Refinance         10.675      Full Documentation           B                     133000
061077859                                           100778.02     Rate/Term Refinance          9.89      Full Documentation           AA                    112000
061077866                                           103422.55     Cash Out Refinance           10.8      Business Bank Statements     AA                    142000
061077879                                            99966.24     Cash Out Refinance          11.25      Full Documentation           B                     158500
061077886                                           110966.44     Rate/Term Refinance         11.75      Full Documentation           AA+                   140000
061077951                                           119892.36     Purchase                     9.75      Full Documentation           AA+                   120000
061077952                                           109221.08     Purchase                     8.65      Stated Income Documentation  AA+                   121500
061078000                                           120337.78     Cash Out Refinance          11.65      Stated Income Documentation  AA+                   133750
061078001                                           181870.43     Purchase                     7.55      Full Documentation           AA+                   192000
061078003                                            94443.02     Cash Out Refinance            9.5      Full Documentation           AA+                   105000
061078011                                            59977.65     Cash Out Refinance           10.8      Stated Income Documentation  A                     108000
061078040                                           231902.71     Cash Out Refinance          10.25      Stated Income Documentation  AA+                   290000
061078059                                            87084.95     Purchase                      8.1      Full Documentation           AA+                   110000
061078067                                           146257.26     Rate/Term Refinance        10.275      Full Documentation           AA+                   154000
061078147                                           162420.79     Rate/Term Refinance         9.575      Full Documentation           AA                    171000
061078190                                            99949.24     Cash Out Refinance           9.35      Stated Income Documentation  AA+                   130000
061078204                                           178988.54     Purchase                     9.74      Stated Income Documentation  AA+                   190000
061078288                                            60778.56     Purchase                    11.05      Full Documentation           AA+                    65000
061078411                                           157619.52     Purchase                    9.325      Full Documentation           AA+                   167000
061078484                                           118740.42     Purchase                      9.2      Full Documentation           AA+                   125000
061079829                                           104358.32     Purchase                     9.95      Full Documentation           AA+                   112000
061081871                                               60750     Purchase                   11.675      Stated Income Documentation  AA+                    74000
061081923                                               58500     Purchase                    12.05      Full Documentation           AA+                    65000
101062552                                            25897.35     Purchase                     9.99      Full Documentation           AA+                   130000
101063222                                            25438.74     Purchase                     9.99      Full Documentation           AA+                   128000
101063411                                            25131.37     Purchase                     9.99      Full Documentation           AA+                   127000
101063677                                            25197.06     Purchase                     9.99      Full Documentation           AA+                   129000
101063784                                            26130.99     Purchase                     9.99      Full Documentation           AA+                   135000
101063806                                            79853.14     Rate/Term Refinance         10.95      Stated Income Documentation  B                     100000
101063808                                            30895.88     Purchase                     9.99      Full Documentation           AA+                   164000
101064321                                            26909.23     Purchase                     9.99      Full Documentation           AA+                   135000
101064666                                            25940.76     Purchase                     9.94      Full Documentation           AA+                   137000
101065266                                           197535.47     Cash Out Refinance            9.8      Full Documentation           AA+                   220000
101065341                                           114927.38     Rate/Term Refinance           9.9      Stated Income Documentation  A                     144000
101065429                                            117039.9     Rate/Term Refinance           9.5      Full Documentation           AA+                   136000
101065498                                           111739.44     Cash Out Refinance           8.75      Stated Income Documentation  AA+                   175000
101065821                                           125640.83     Cash Out Refinance           7.75      Stated Income Documentation  AA+                   180000
101066049                                           386724.53     Cash Out Refinance           9.65      Stated Income Documentation  AA+                   430000
101066634                                           115856.04     Cash Out Refinance            8.4      Full Documentation           AA                    169000
101066721                                             71125.6     Cash Out Refinance          11.15      Stated Income Documentation  AA+                    89000
101066799                                           317791.61     Rate/Term Refinance          8.95      Stated Income Documentation  AA+                   405000
101066814                                           200433.95     Rate/Term Refinance          7.95      Full Documentation           AA+                   234000
101066839                                           194816.13     Rate/Term Refinance           7.7      Full Documentation           AA+                   235000
101066894                                           129400.04     Cash Out Refinance          9.325      Full Documentation           AA+                   162000
101066955                                           156026.26     Rate/Term Refinance         7.175      Full Documentation           AA+                   175000
101066985                                           153391.16     Rate/Term Refinance         9.925      Full Documentation           A                     192000
101067079                                           107883.85     Rate/Term Refinance         11.05      Full Documentation           A                     121000
101067095                                            85353.35     Purchase                        9      Full Documentation           AA+                   122000
101067104                                           127787.56     Purchase                    8.975      Full Documentation           AA+                   165000
101067111                                            31979.71     Purchase                     13.4      Full Documentation           AA+                   165000
101067235                                           119920.18     Cash Out Refinance            8.9      Full Documentation           AA                    200000
101067420                                            99866.17     Cash Out Refinance             10      Business Bank Statements     AA                    125000
101067426                                            82152.38     Purchase                    10.15      Full Documentation           AA+                    94000
101067481                                           102322.55     Cash Out Refinance          10.75      Full Documentation           B                     128000
101067641                                           147802.74     Purchase                     8.05      Full Documentation           AA+                   185000
101067683                                           165376.58     Rate/Term Refinance          7.99      Full Documentation           AA+                   207000
101067692                                            80529.86     Cash Out Refinance           7.99      Full Documentation           AA+                   118000
101067720                                           189895.13     Rate/Term Refinance          8.95      Full Documentation           AA+                   200000
101067730                                            179776.6     Rate/Term Refinance           8.4      Full Documentation           A                     225000
101067735                                            77515.79     Cash Out Refinance           9.05      Full Documentation           AA+                    97000
101067771                                           321804.09     Rate/Term Refinance           6.4      Full Documentation           AA                    385000
101067786                                           117482.62     Purchase                     9.45      Full Documentation           AA+                   149000
101067787                                           207662.08     Rate/Term Refinance           8.4      Full Documentation           C                     260000
101067827                                             81278.8     Purchase                     9.45      Full Documentation           AA+                   105000
101067835                                           129154.37     Cash Out Refinance          7.925      Full Documentation           AA+                   162000
101067848                                            84771.87     Cash Out Refinance           8.05      Full Documentation           AA                    123000
101067850                                           366646.97     Cash Out Refinance          9.625      Full Documentation           A                     459000
101067856                                           170856.75     Purchase                   10.275      Business Bank Statements     AA+                   180000
101067863                                           141400.48     Cash Out Refinance          7.775      Full Documentation           AA+                   177000
101067886                                             99929.9     Cash Out Refinance           11.1      Stated Income Documentation  B                     140000
101067893                                           140674.63     Cash Out Refinance           9.99      Full Documentation           B                     176000
101067913                                           143320.51     Purchase                    9.925      Full Documentation           AA+                   151000
101067923                                           149786.51     Purchase                    7.725      Full Documentation           AA+                   232000
101067972                                            61161.13     Cash Out Refinance          11.55      Stated Income Documentation  AA+                    72000
101068013                                           355203.77     Cash Out Refinance           10.3      Stated Income Documentation  AA+                   395000
101068015                                            211734.2     Cash Out Refinance           8.35      Full Documentation           AA                    265000
101068042                                           174943.93     Purchase                      8.9      Full Documentation           AA+                   200000
101068060                                            99874.61     Cash Out Refinance           8.35      Full Documentation           AA+                   125000
101068061                                           101549.76     Rate/Term Refinance           9.8      Full Documentation           C                     141000
101068071                                           115970.01     Purchase                      8.9      Full Documentation           AA+                   131000
101068153                                           231734.81     Cash Out Refinance            8.8      Full Documentation           AA+                   292000
101068240                                           138596.22     Purchase                     10.8      Full Documentation           AA+                   146000
101068242                                           133887.12     Cash Out Refinance          10.25      Full Documentation           B                     168000
101068277                                             95913.8     Purchase                     9.95      Full Documentation           AA+                   121000
101068312                                           112910.12     Purchase                     10.5      Full Documentation           AA+                   122000
101068384                                           322142.67     Cash Out Refinance           8.95      Stated Income Documentation  AA+                   430000
101068390                                            77937.33     Purchase                    10.47      Full Documentation           AA+                    78000
101068476                                           155556.13     Rate/Term Refinance         9.815      Full Documentation           AA                    166000
101068487                                           239087.69     Cash Out Refinance          11.25      Full Documentation           C                     319000
101068491                                           199798.27     Cash Out Refinance            9.4      Full Documentation           AA                    250000
101068532                                           139673.12     Rate/Term Refinance           9.9      Full Documentation           AA+                   160000
101068535                                            93071.22     Purchase                    11.65      Stated Income Documentation  AA+                    98000
101068541                                              180400     Purchase                      7.4      Stated Income Documentation  AA+                   230000
101068550                                           107907.07     Cash Out Refinance          10.15      Full Documentation           AA                    135000
101068559                                           183249.08     Rate/Term Refinance          8.15      Full Documentation           AA+                   193000
101068562                                           123412.27     Cash Out Refinance          11.05      Full Documentation           AA+                   130000
101068586                                           140776.04     Cash Out Refinance          8.975      Full Documentation           AA                    171000
101068607                                           135314.14     Purchase                    9.925      Full Documentation           AA+                   143000
101068718                                           119937.78     Rate/Term Refinance          9.25      Full Documentation           AA                    150000
101068768                                           102138.88     Rate/Term Refinance          6.65      Business Bank Statements     A                     134000
101068788                                            122514.4     Cash Out Refinance            8.1      Full Documentation           AA+                   181000
101068837                                           208957.31     Rate/Term Refinance          9.15      Full Documentation           AA+                   220000
101068840                                           142641.77     Purchase                     8.95      Full Documentation           AA+                   180000
101068843                                           160871.73     Rate/Term Refinance         9.675      Full Documentation           AA+                   169500
101068902                                            165387.6     Rate/Term Refinance          10.8      Full Documentation           AA                    185000
101068903                                            99976.76     Purchase                    11.75      Full Documentation           AA                    111000
101068904                                            106360.8     Rate/Term Refinance         10.85      Stated Income Documentation  AA                    133000
101068905                                           327658.59     Purchase                     9.25      Full Documentation           AA+                   328000
101068948                                           219918.06     Cash Out Refinance           10.8      Stated Income Documentation  AA                    300000
101068970                                           162114.57     Rate/Term Refinance         9.175      Full Documentation           AA+                   189000
101069051                                           134937.74     Cash Out Refinance          9.805      Full Documentation           AA+                   135000
101069087                                            72775.82     Cash Out Refinance         11.325      Stated Income Documentation  AA+                    91000
101069088                                              197000     Rate/Term Refinance           7.6      Full Documentation           AA+                   220000
101069106                                           170917.21     Purchase                    9.575      Full Documentation           AA+                   196000
101069250                                               68000     Cash Out Refinance          10.85      Full Documentation           A                     124000
101069261                                           359813.37     Purchase                     9.25      Full Documentation           AA+                   365000
101069438                                           161440.18     Cash Out Refinance         10.825      Full Documentation           AA+                   190000
101069480                                           132941.16     Cash Out Refinance             10      Full Documentation           AA                    147000
101069490                                           131006.06     Cash Out Refinance          7.675      Full Documentation           AA+                   138000
101069682                                            80723.04     Purchase                     11.3      Full Documentation           AA+                    86000
101070685                                              136000     Cash Out Refinance          8.725      Full Documentation           AA+                   170000
101071409                                              172800     Purchase                   10.925      Stated Income Documentation  AA+                   195000
111002526                                           391998.48     Cash Out Refinance          6.675      Full Documentation           AA+                   470000
111002540                                           324625.87     Cash Out Refinance            7.9      Stated Income Documentation  AA                    375000
111002599                                           239656.07     Cash Out Refinance           7.25      Full Documentation           AA+                   350000
111002608                                              510000     Cash Out Refinance              7      Stated Income Documentation  AA+                   610000
111002763                                              300000     Cash Out Refinance            7.1      Stated Income Documentation  AA+                   881000
111002773                                           315520.02     Cash Out Refinance            7.4      Full Documentation           A                     395000
111002776                                              504000     Cash Out Refinance           6.75      Stated Income Documentation  AA+                   560000
111002794                                            443774.8     Cash Out Refinance           6.45      Stated Income Documentation  AA+                   625000
111002817                                           271564.87     Cash Out Refinance           7.15      Full Documentation           AA+                   525000
111002827                                            399130.3     Cash Out Refinance           7.65      Full Documentation           A                     633000
111002869                                           354410.69     Cash Out Refinance           6.95      Stated Income Documentation  AA+                   650000
111002888                                           294810.51     Cash Out Refinance            8.1      Stated Income Documentation  AA+                   328000
111002890                                           187733.76     Cash Out Refinance           7.75      Full Documentation           AA+                   235000
111002914                                              379983     Cash Out Refinance           6.15      Stated Income Documentation  AA+                   690000
111002984                                           427152.12     Cash Out Refinance          6.775      Stated Income Documentation  AA+                   450000
111002997                                           469812.48     Cash Out Refinance            6.4      Full Documentation           AA+                   655000
111003025                                           304385.38     Cash Out Refinance           5.95      Full Documentation           AA+                  1235000
121049118                                             33458.7     Cash Out Refinance           14.3      Full Documentation           AA                    167500
121049337                                            35611.27     Purchase                   10.409      Full Documentation           AA+                   179000
121049960                                            32371.48     Cash Out Refinance          14.25      Full Documentation           AA                    162000
121050205                                            26151.43     Purchase                     13.3      Full Documentation           B                     132000
121050213                                            37918.07     Purchase                     10.2      Full Documentation           AA+                   212000
121050341                                            24969.53     Purchase                    14.05      Full Documentation           AA+                    76000
121051002                                           203952.06     Purchase                     8.85      Full Documentation           AA+                   230000
121051046                                           241638.27     Cash Out Refinance           8.35      Stated Income Documentation  AA                    287000
121051133                                           263981.21     Cash Out Refinance           7.85      Stated Income Documentation  A                     354000
121051191                                              199682     Cash Out Refinance            9.3      Full Documentation           A                     222000
121051274                                           114103.32     Cash Out Refinance            8.8      Full Documentation           A                     127000
121051281                                           225179.17     Cash Out Refinance            7.5      Full Documentation           AA+                   265000
121051325                                           228880.25     Cash Out Refinance           6.55      Full Documentation           AA+                   255000
121051346                                           106178.29     Rate/Term Refinance          8.85      Full Documentation           AA                    125000
121051358                                           222752.26     Cash Out Refinance           8.05      Business Bank Statements     AA+                   248000
121051424                                           204155.86     Rate/Term Refinance             9      Full Documentation           AA                    292000
121051458                                            76394.88     Rate/Term Refinance           7.9      Full Documentation           AA                     90000
121051505                                           257873.08     Rate/Term Refinance           7.1      Full Documentation           AA+                   298000
121051542                                           197842.98     Cash Out Refinance            8.3      Full Documentation           AA                    220000
121051592                                           153814.17     Cash Out Refinance            8.9      Full Documentation           A                     162000
121051602                                            165367.9     Cash Out Refinance         10.625      Lite Documentation           B                     207000
121051606                                           246340.84     Cash Out Refinance              9      Full Documentation           AA                    290000
121051644                                            99805.42     Cash Out Refinance            8.2      Full Documentation           AA+                   134000
121051699                                           154843.42     Cash Out Refinance          9.175      Stated Income Documentation  A                     223000
121051719                                           189911.92     Cash Out Refinance            8.2      Stated Income Documentation  AA                    330000
121051724                                           122269.91     Cash Out Refinance           9.15      Full Documentation           B                     153000
121051743                                           102711.17     Rate/Term Refinance          8.05      Full Documentation           AA+                   121000
121051757                                           152876.94     Cash Out Refinance         10.465      Stated Income Documentation  B                     230000
121051769                                           143832.83     Cash Out Refinance          8.725      Full Documentation           A                     160000
121051770                                           170710.65     Purchase                    10.88      Full Documentation           AA+                   180000
121051778                                           143819.45     Purchase                     8.35      Full Documentation           A                     205000
121051785                                            35985.22     Purchase                     13.5      Full Documentation           A                     205000
121051830                                              250750     Cash Out Refinance            7.4      Full Documentation           AA+                   295000
121051920                                           141814.88     Cash Out Refinance          9.675      Stated Income Documentation  AA+                   167000
121051936                                           147795.63     Cash Out Refinance          7.875      Full Documentation           AA+                   185000
121051956                                           271716.89     Cash Out Refinance           9.25      Full Documentation           C                     340000
121051992                                           192812.57     Cash Out Refinance           7.25      Full Documentation           AA+                   227000
121052034                                           147179.51     Cash Out Refinance          8.725      Full Documentation           AA+                   156000
121052048                                           339872.52     Cash Out Refinance           9.45      Business Bank Statements     AA+                   340000
121052056                                            59140.29     Cash Out Refinance            9.4      Stated Income Documentation  AA+                    74000
121052079                                            51190.83     Purchase                    12.15      Full Documentation           AA+                    54000
121052117                                           231070.96     Cash Out Refinance            9.5      Full Documentation           AA+                   257000
121052127                                           107062.13     Purchase                    8.225      Full Documentation           AA+                   135200
121052131                                            26787.26     Purchase                    12.85      Full Documentation           AA+                   135200
121052143                                           207792.41     Cash Out Refinance           9.45      Full Documentation           A                     260000
121052174                                           157353.22     Purchase                    9.775      Stated Income Documentation  AA+                   175000
121052179                                           146035.49     Rate/Term Refinance         7.575      Full Documentation           AA+                   195000
121052189                                           119928.82     Cash Out Refinance          9.275      Full Documentation           A                     150000
121052256                                            84750.39     Purchase                    10.05      Full Documentation           AA+                    89500
121052279                                           115492.26     Purchase                    9.775      Full Documentation           AA+                   148000
121052283                                           186139.97     Cash Out Refinance           9.95      Full Documentation           AA                    196000
121052323                                            79557.66     Purchase                    12.35      Stated Income Documentation  AA+                    84000
121052474                                           116521.39     Purchase                     9.14      Full Documentation           AA+                   117500
121052493                                            409342.4     Cash Out Refinance          10.59      Full Documentation           B                     587100
121052876                                              138600     Cash Out Refinance          9.275      Full Documentation           AA+                   146000
121052950                                           133884.98     Purchase                    6.125      Full Documentation           AA+                   141000
121054238                                               92700     Purchase                       12      Stated Income Documentation  AA+                   103000
141056775                                            36559.31     Purchase                    14.05      Full Documentation           AA+                   185000
141056893                                           146735.42     Rate/Term Refinance           7.4      Full Documentation           B                     221000
141057002                                            81914.39     Cash Out Refinance           13.5      Full Documentation           A                     410000
141057517                                           297183.97     Rate/Term Refinance          7.95      Full Documentation           AA+                   360000
141057589                                           164836.92     Cash Out Refinance            8.4      Full Documentation           AA+                   184000
141057774                                           348864.57     Cash Out Refinance           7.83      Stated Income Documentation  AA+                   415000
141057827                                            391710.7     Cash Out Refinance            8.7      Stated Income Documentation  AA+                   436000
141057837                                            31974.03     Purchase                     13.6      Full Documentation           AA+                   175000
151035947                                            85090.46     Purchase                     9.95      Full Documentation           AA+                    90000
151036192                                            28964.25     Cash Out Refinance           14.3      Full Documentation           AA                    145000
151039051                                           142111.45     Cash Out Refinance              8      Full Documentation           AA+                   183000
151039057                                           152651.27     Cash Out Refinance           8.85      Full Documentation           AA                    175000
151039332                                           149735.16     Cash Out Refinance            9.4      Full Documentation           A                     350000
151039377                                           135783.31     Cash Out Refinance          10.55      Stated Income Documentation  AA+                   160000
151039415                                           151731.29     Cash Out Refinance           8.55      Full Documentation           AA+                   169000
151039441                                           214768.84     Cash Out Refinance           9.47      Stated Income Documentation  A                     269000
151039484                                           269245.64     Cash Out Refinance           7.85      Stated Income Documentation  AA+                   300000
151039510                                           185197.94     Cash Out Refinance            9.9      Full Documentation           AA                    218000
151039685                                           128160.12     Cash Out Refinance            8.4      Full Documentation           AA+                   148000
151039755                                           116944.83     Cash Out Refinance            9.7      Full Documentation           B                     195000
151039768                                           275981.95     Cash Out Refinance            7.6      Full Documentation           AA+                   425000
151039777                                           352005.13     Cash Out Refinance           8.75      Stated Income Documentation  AA                    455000
151039779                                           377686.88     Cash Out Refinance           8.15      Stated Income Documentation  AA+                   420000
151039797                                            79915.86     Purchase                      9.2      Stated Income Documentation  AA+                   105000
151039804                                           382107.14     Cash Out Refinance            7.4      Full Documentation           AA                    450000
151039810                                           367392.43     Rate/Term Refinance             9      Full Documentation           AA+                   490000
151039836                                           191829.41     Purchase                       10      Stated Income Documentation  AA+                   240000
151039837                                            157730.9     Cash Out Refinance           8.85      Full Documentation           C                     270000
151039956                                           186753.27     Rate/Term Refinance           8.1      Full Documentation           AA+                   355000
151039984                                           236387.54     Cash Out Refinance           9.95      Stated Income Documentation  B                     338000
151039985                                           257260.25     Cash Out Refinance              8      Full Documentation           AA+                   370000
151040026                                           160696.13     Cash Out Refinance           8.35      Stated Income Documentation  AA+                   230000
151040058                                           179732.27     Cash Out Refinance            9.5      Stated Income Documentation  A                     305000
151040081                                           136966.46     Rate/Term Refinance            10      Full Documentation           CC                    211000
151040140                                           150939.89     Cash Out Refinance           9.25      Stated Income Documentation  AA+                   350000
151040158                                           174827.18     Cash Out Refinance            9.5      Full Documentation           B                     225000
151040196                                           319310.96     Cash Out Refinance            7.9      Full Documentation           A                     365000
151040200                                           144326.22     Purchase                     10.5      Stated Income Documentation  AA+                   175000
151040218                                           349580.42     Cash Out Refinance           6.85      Full Documentation           AA+                   500000
151040219                                           426625.25     Rate/Term Refinance          7.95      Stated Income Documentation  AA+                   610000
151040257                                           351930.11     Rate/Term Refinance          6.99      Full Documentation           A                     590000
151040272                                           154989.94     Cash Out Refinance           6.95      Stated Income Documentation  AA+                   210000
151040302                                           364815.29     Cash Out Refinance          8.438      Full Documentation           A                     435000
151040313                                           142728.73     Cash Out Refinance          8.325      Stated Income Documentation  B                     220000
151040316                                           392991.47     Cash Out Refinance          8.475      Stated Income Documentation  AA                    635000
151040350                                           377800.83     Cash Out Refinance            8.3      Stated Income Documentation  AA+                   985000
151040372                                            141948.7     Purchase                    10.94      Stated Income Documentation  AA+                   170000
151040402                                            112281.1     Cash Out Refinance            8.2      Full Documentation           AA+                   140000
151040408                                           189729.06     Cash Out Refinance            9.7      Stated Income Documentation  AA+                   215000
151040441                                           140454.69     Cash Out Refinance           9.95      Stated Income Documentation  B                     230000
151040474                                           127822.34     Purchase                     7.85      Full Documentation           AA+                   180000
151040488                                            179705.9     Rate/Term Refinance          9.05      Full Documentation           C                     270000
151040489                                           449460.53     Cash Out Refinance           6.85      Full Documentation           AA+                   500000
151040503                                           260866.43     Rate/Term Refinance           8.4      Full Documentation           AA+                   290000
151040511                                           399583.62     Cash Out Refinance           9.25      Full Documentation           AA                    510000
151040540                                           106271.95     Cash Out Refinance           8.55      Full Documentation           AA                    152000
151040549                                           132127.21     Cash Out Refinance           8.15      Full Documentation           A                     148000
151040554                                           303844.44     Cash Out Refinance            8.4      Full Documentation           A                     380000
151040561                                           213062.44     Cash Out Refinance          8.925      Stated Income Documentation  AA+                   237000
151040570                                           134987.68     Rate/Term Refinance         10.35      Full Documentation           A                     169000
151040626                                           128856.71     Cash Out Refinance          8.975      Full Documentation           C                     187000
151040631                                           375488.59     Cash Out Refinance           7.95      Full Documentation           B                     470000
151040663                                            65036.75     Purchase                     11.9      Full Documentation           AA+                    69000
151040674                                           236757.99     Cash Out Refinance           9.52      Full Documentation           AA+                   265000
151040716                                            344780.7     Cash Out Refinance           7.65      Stated Income Documentation  AA+                   760000
151040727                                           146973.37     Cash Out Refinance           9.55      Full Documentation           A                     210000
151040738                                            53983.99     Cash Out Refinance         11.837      Stated Income Documentation  AA+                    60000
151040770                                           111863.82     Cash Out Refinance            8.5      Full Documentation           A                     140000
151040793                                           160494.56     Cash Out Refinance           11.4      Full Documentation           CC                    292000
151040847                                           156648.38     Cash Out Refinance            9.6      Stated Income Documentation  AA                    224000
151040869                                           119854.09     Cash Out Refinance            8.5      Full Documentation           AA+                   160000
151040955                                           286671.96     Cash Out Refinance            8.8      Full Documentation           A                     346000
151040964                                           341765.57     Cash Out Refinance            8.2      Full Documentation           A                     437000
151040972                                            75534.95     Purchase                    10.15      Full Documentation           AA+                    84500
151040973                                           127373.81     Cash Out Refinance           9.49      Full Documentation           B                     185000
151040990                                           145417.57     Cash Out Refinance           8.05      Full Documentation           A                     195000
151041010                                           223619.72     Cash Out Refinance           8.02      Full Documentation           AA+                   255000
151041013                                           100492.37     Purchase                      8.9      Full Documentation           AA+                   106000
151041034                                           118347.69     Cash Out Refinance            8.9      Full Documentation           AA+                   148000
151041046                                              367500     Cash Out Refinance           8.69      Stated Income Documentation  AA+                   525000
151041058                                            74654.09     Cash Out Refinance           11.7      Stated Income Documentation  AA                     83000
151041064                                           152825.12     Purchase                      8.8      Stated Income Documentation  AA+                   200000
151041069                                            153359.2     Cash Out Refinance           9.85      Full Documentation           B                     205000
151041070                                           251604.87     Cash Out Refinance           7.99      Full Documentation           A                     265000
151041074                                           341584.17     Rate/Term Refinance           8.5      Full Documentation           AA+                   360000
151041175                                           223870.11     Cash Out Refinance           7.97      Full Documentation           AA+                   280000
151041223                                           181857.31     Cash Out Refinance          7.225      Full Documentation           B                     319000
151041248                                             65038.8     Purchase                    12.15      Full Documentation           AA+                    68500
151041251                                            99846.59     Purchase                     7.35      Stated Income Documentation  AA+                   352000
151041278                                           177897.63     Cash Out Refinance             12      Full Documentation           CC                    360000
151041417                                           103965.65     Purchase                    11.35      Full Documentation           AA+                   140000
151041418                                           305649.59     Cash Out Refinance            9.5      Full Documentation           A                     322000
151041436                                           127403.57     Purchase                    10.75      Full Documentation           AA+                   150000
151041765                                           252347.03     Cash Out Refinance            8.5      Full Documentation           A                     440000
151041987                                           355270.98     Cash Out Refinance            8.2      Full Documentation           AA+                   395000
151042136                                           179901.17     Purchase                    8.975      Business Bank Statements     AA+                   280000
151042322                                              168000     Cash Out Refinance          9.088      Full Documentation           A                     210000
151042333                                              146250     Cash Out Refinance           10.6      Full Documentation           C                     195000
151042618                                              210000     Cash Out Refinance          10.22      Stated Income Documentation  AA+                   305000
151042624                                              320012     Cash Out Refinance           8.95      Full Documentation           B                     550000
151043157                                              148000     Purchase                     9.35      Full Documentation           AA+                   185000
151043349                                              136000     Purchase                      9.9      Full Documentation           AA+                   170000
151043382                                               81250     Purchase                    11.15      Full Documentation           B                     134000
161051079                                           269475.85     Cash Out Refinance           9.75      Full Documentation           B                     347000
161051117                                           109886.86     Cash Out Refinance           9.75      Full Documentation           A                     227000
161051138                                            31952.45     Purchase                    14.05      Full Documentation           AA+                   190000
161051300                                           323657.67     Cash Out Refinance            7.3      Full Documentation           A                     360000
161051371                                            49952.76     Purchase                    12.93      Stated Income Documentation  AA+                   250000
161051599                                            99744.62     Cash Out Refinance            8.3      Full Documentation           AA+                   355000
161051682                                           198443.97     Cash Out Refinance           7.85      Full Documentation           AA+                   229000
161051789                                           104906.51     Cash Out Refinance            7.9      Stated Income Documentation  A                     499000
161051814                                           246299.82     Cash Out Refinance          10.42      Stated Income Documentation  AA+                   290000
161052021                                           164751.86     Cash Out Refinance           7.45      Stated Income Documentation  AA+                   406000
161052078                                           399171.06     Cash Out Refinance            7.8      Stated Income Documentation  AA                    550000
161052100                                           269447.33     Cash Out Refinance           7.95      Stated Income Documentation  AA+                   477000
161052128                                              200175     Cash Out Refinance           9.32      Stated Income Documentation  AA+                   235500
161052146                                           159634.33     Cash Out Refinance            7.4      Full Documentation           AA+                   257500
161052179                                           185880.06     Cash Out Refinance            7.6      Full Documentation           B                     300000
161052190                                           219674.16     Cash Out Refinance           9.52      Stated Income Documentation  AA                    251000
161052192                                            99940.95     Cash Out Refinance            9.3      Stated Income Documentation  AA+                   480000
161052193                                            45923.78     Purchase                   12.225      Full Documentation           AA+                   230000
161052200                                           255084.02     Cash Out Refinance           7.05      Full Documentation           AA+                   327000
161052238                                           416513.85     Cash Out Refinance           6.95      Full Documentation           AA+                   552000
161052264                                           369133.18     Cash Out Refinance           8.95      Stated Income Documentation  AA                    493000
161052281                                           274725.47     Cash Out Refinance            7.5      Full Documentation           AA                    313000
161052282                                           297095.36     Cash Out Refinance           7.95      Full Documentation           AA+                   430000
161052296                                           154794.76     Cash Out Refinance          10.05      Full Documentation           B                     310000
161052301                                             38156.9     Purchase                     13.6      Full Documentation           AA+                   195000
161052303                                           377202.51     Rate/Term Refinance           7.8      Stated Income Documentation  B                     523000
161052328                                           276017.83     Cash Out Refinance            8.1      Full Documentation           AA+                   325000
161052347                                           224802.41     Cash Out Refinance            6.5      Full Documentation           AA+                   250000
161052352                                           256945.98     Rate/Term Refinance           9.5      Stated Income Documentation  A                     321500
161052360                                            217731.6     Cash Out Refinance           9.57      Stated Income Documentation  AA+                   312000
161052363                                           229106.73     Cash Out Refinance           8.82      Full Documentation           AA                    270000
161052389                                           254820.92     Cash Out Refinance            7.3      Stated Income Documentation  AA                    357000
161052393                                           165575.49     Purchase                     8.55      Stated Income Documentation  AA+                   210000
161052414                                              258800     Purchase                     7.35      Stated Income Documentation  AA+                   330000
161052430                                           348235.43     Cash Out Refinance           8.45      Full Documentation           AA+                   410000
161052435                                           211762.16     Cash Out Refinance           8.89      Full Documentation           B                     265000
161052440                                           179737.85     Cash Out Refinance            9.6      Stated Income Documentation  AA+                   240000
161052442                                           170806.56     Cash Out Refinance           8.85      Stated Income Documentation  AA+                   190000
161052443                                           101871.12     Rate/Term Refinance           8.9      Full Documentation           C                     195000
161052446                                           293603.34     Cash Out Refinance           7.99      Stated Income Documentation  A                     420000
161052447                                           148752.74     Cash Out Refinance             10      Stated Income Documentation  AA+                   186000
161052450                                           149785.43     Cash Out Refinance            7.7      Full Documentation           A                     310000
161052461                                           341749.44     Cash Out Refinance           7.15      Full Documentation           AA+                   382000
161052465                                           349721.08     Rate/Term Refinance          6.85      Full Documentation           AA                    420000
161052471                                           391803.75     Cash Out Refinance          8.475      Stated Income Documentation  AA                    490000
161052474                                           224877.86     Cash Out Refinance           8.22      Full Documentation           B                     440000
161052478                                           211876.37     Purchase                     7.95      Full Documentation           AA+                   279000
161052483                                            52954.57     Purchase                    12.85      Full Documentation           AA+                   279000
161052487                                            174769.1     Cash Out Refinance            8.1      Stated Income Documentation  AA                    280000
161052494                                           200787.62     Cash Out Refinance           9.32      Stated Income Documentation  AA+                   286000
161052508                                           269713.03     Cash Out Refinance           9.15      Stated Income Documentation  AA+                   300000
161052514                                           508952.22     Cash Out Refinance          10.05      Stated Income Documentation  AA+                   566000
161052528                                           228508.38     Cash Out Refinance           8.27      Stated Income Documentation  AA+                   286000
161052529                                            99887.47     Cash Out Refinance          8.875      Full Documentation           AA                    199000
161052539                                           184873.56     Cash Out Refinance            8.8      Full Documentation           A                     375000
161052540                                           239601.51     Cash Out Refinance           6.95      Full Documentation           AA+                   300000
161052541                                              399000     Cash Out Refinance           7.79      Full Documentation           AA                    420000
161052579                                           122381.53     Cash Out Refinance            9.6      Full Documentation           C                     175000
161052599                                           287845.13     Cash Out Refinance           8.23      Full Documentation           AA+                   360000
161052613                                           142866.03     Cash Out Refinance           9.75      Stated Income Documentation  AA+                   220000
161052636                                           269556.07     Cash Out Refinance              7      Full Documentation           AA+                   420000
161052646                                           322850.86     Cash Out Refinance           8.75      Stated Income Documentation  AA+                   380000
161052680                                           182784.25     Cash Out Refinance           8.65      Full Documentation           AA+                   364000
161052683                                           114893.95     Cash Out Refinance          9.825      Full Documentation           B                     245000
161052696                                           190198.48     Purchase                     9.17      Full Documentation           AA+                   240000
161052723                                           274623.48     Cash Out Refinance           8.05      Stated Income Documentation  A                     497000
161052739                                            47577.36     Purchase                    12.85      Full Documentation           AA+                   240000
161052770                                            313296.1     Cash Out Refinance           7.57      Stated Income Documentation  AA+                   350000
161052806                                           111067.73     Purchase                    10.85      Stated Income Documentation  AA+                   117000
161052812                                           437692.66     Cash Out Refinance           8.64      Stated Income Documentation  AA+                   438000
161052852                                           199477.16     Purchase                    11.05      Stated Income Documentation  AA+                   210000
161052854                                           236537.68     Rate/Term Refinance          6.12      Full Documentation           AA+                   355000
161052858                                           299800.74     Cash Out Refinance           8.05      Stated Income Documentation  AA+                   375000
161052944                                           368556.54     Cash Out Refinance          8.175      Full Documentation           AA+                   388000
161052946                                           417994.29     Purchase                     8.53      Full Documentation           AA+                   468000
161052978                                              382500     Cash Out Refinance              7      Full Documentation           AA+                   450000
161052979                                           248838.37     Cash Out Refinance            8.5      Full Documentation           AA+                   262000
161053583                                              168750     Purchase                       11      Stated Income Documentation  A                     225000
171035268                                            25151.48     Purchase                     9.99      Full Documentation           AA+                   128000
171036029                                           270449.85     Cash Out Refinance           8.99      Stated Income Documentation  AA                    417000
171036262                                           291467.11     Cash Out Refinance           8.05      Full Documentation           AA+                   335000
171036553                                           280175.37     Cash Out Refinance              8      Stated Income Documentation  AA+                   330000
171036803                                            84821.46     Purchase                      9.9      Full Documentation           AA+                    96000
171037075                                           199701.01     Cash Out Refinance            7.1      Full Documentation           AA+                   325000
171037406                                            83911.14     Purchase                      9.9      Full Documentation           AA+                    96000
171037468                                           294709.65     Cash Out Refinance           7.55      Stated Income Documentation  AA+                   450000
171037504                                           202377.69     Cash Out Refinance           9.25      Stated Income Documentation  A                     225000
171037660                                           209558.46     Cash Out Refinance           8.85      Full Documentation           AA                    233000
171038064                                           138642.36     Cash Out Refinance           12.5      Full Documentation           CC                    205000
171038091                                            251808.7     Cash Out Refinance           8.45      Full Documentation           AA                    280000
171038107                                              190400     Purchase                      7.1      Full Documentation           AA+                   238000
171038188                                           146017.17     Rate/Term Refinance         9.175      Full Documentation           C                     195000
171038195                                           223012.41     Cash Out Refinance            8.1      Full Documentation           AA+                   248000
171038278                                           136804.97     Cash Out Refinance            8.4      Full Documentation           C                     182500
171038363                                           158978.79     Cash Out Refinance           8.85      Full Documentation           C                     245000
171038370                                           339876.29     Cash Out Refinance           9.55      Stated Income Documentation  AA+                   425000
171038457                                           175774.48     Purchase                     8.65      Full Documentation           AA+                   200000
171038521                                           112630.54     Cash Out Refinance            9.3      Full Documentation           A                     125500
171038529                                           199764.59     Cash Out Refinance           10.6      Stated Income Documentation  A                     250000
171038538                                           218834.37     Cash Out Refinance          10.75      Full Documentation           CC                    455000
171038561                                           114872.58     Cash Out Refinance           8.95      Full Documentation           AA+                   200000
171038603                                            202055.3     Cash Out Refinance            7.6      Full Documentation           AA+                   225000
171038656                                           129950.53     Cash Out Refinance           10.7      Stated Income Documentation  C                     370000
171038663                                           174806.92     Cash Out Refinance           10.9      Full Documentation           C                     260000
171038681                                            149865.3     Rate/Term Refinance          9.95      Full Documentation           C                     200000
171038699                                           249273.77     Cash Out Refinance            6.1      Full Documentation           AA+                   335000
171038813                                           169766.43     Cash Out Refinance            7.9      Full Documentation           AA+                   200000
171038826                                           212293.81     Cash Out Refinance            7.6      Stated Income Documentation  AA+                   250000
171038875                                           206095.69     Cash Out Refinance           10.8      Full Documentation           C                     275000
171038886                                           333008.75     Purchase                    8.425      Lite Documentation           AA+                   425000
171039028                                           124936.41     Cash Out Refinance          12.55      Full Documentation           CC                    235000
171039078                                           105249.35     Rate/Term Refinance          12.8      Full Documentation           CC                    162000
171039081                                           284557.13     Cash Out Refinance           8.55      Full Documentation           C                     407000
171039149                                           399570.42     Cash Out Refinance            9.1      Stated Income Documentation  C                     584000
171039178                                           154820.07     Rate/Term Refinance         8.725      Full Documentation           A                     211000
171039186                                           317786.44     Cash Out Refinance            7.5      Business Bank Statements     B                     490000
171039189                                            99880.89     Cash Out Refinance            8.6      Full Documentation           A                     129500
171039208                                           109883.56     Cash Out Refinance          11.09      Full Documentation           C                     215000
171039226                                           107914.71     Cash Out Refinance          10.55      Full Documentation           B                     140000
171039250                                           199733.43     Purchase                     8.05      Full Documentation           AA+                   225000
171039330                                              221000     Cash Out Refinance          6.875      Full Documentation           AA                    277000
171039332                                           220333.85     Purchase                     7.05      Full Documentation           AA+                   250000
171039362                                            275825.8     Cash Out Refinance          7.675      Stated Income Documentation  AA+                   325000
171039424                                           224839.75     Cash Out Refinance           7.25      Full Documentation           AA+                   250000
171039491                                              255000     Cash Out Refinance           6.15      Full Documentation           AA+                   290000
171039508                                              347400     Cash Out Refinance           8.45      Stated Income Documentation  AA+                   386000
171039519                                              256500     Cash Out Refinance           7.15      Stated Income Documentation  AA+                   285000
171039525                                              263000     Cash Out Refinance            6.3      Full Documentation           AA+                   425000
171039598                                              384000     Cash Out Refinance            7.6      Stated Income Documentation  AA+                   480000
171039649                                           175549.11     Purchase                      8.8      Full Documentation           AA                    199000
171039937                                              144000     Cash Out Refinance            7.1      Full Documentation           AA+                   180000
171039973                                           131887.62     Cash Out Refinance           10.2      Full Documentation           C                     225000
171039980                                           139822.65     Cash Out Refinance            8.3      Full Documentation           AA                    210000
171039991                                           224777.78     Cash Out Refinance            9.5      Full Documentation           B                     360000
171040041                                           292074.75     Cash Out Refinance          7.975      Full Documentation           AA+                   450000
171040130                                           191834.34     Cash Out Refinance           6.65      Full Documentation           AA+                   365000
171040133                                           152835.02     Cash Out Refinance           9.15      Stated Income Documentation  AA+                   170000
171040167                                              254600     Cash Out Refinance            7.5      Full Documentation           AA+                   268000
171040179                                           242849.88     Rate/Term Refinance          7.75      Stated Income Documentation  AA+                   260000
171040250                                           229212.24     Rate/Term Refinance          8.35      Full Documentation           AA+                   255000
171040338                                              223250     Cash Out Refinance            7.9      Stated Income Documentation  AA+                   238000
171040353                                              192000     Purchase                     6.45      Full Documentation           AA+                   255000
171040377                                              384300     Cash Out Refinance            7.7      Stated Income Documentation  AA+                   427000
171040390                                              310250     Cash Out Refinance           8.55      Stated Income Documentation  AA+                   365000
171040411                                           184869.16     Cash Out Refinance           8.89      Full Documentation           AA+                   205000
171040434                                           116846.03     Cash Out Refinance            9.8      Full Documentation           AA                    210000
171040484                                           112932.18     Cash Out Refinance           7.85      Full Documentation           AA                    200000
171040576                                           208937.32     Cash Out Refinance           7.55      Full Documentation           AA+                   220000
171040582                                           103882.35     Rate/Term Refinance          8.85      Full Documentation           B                     165000
171040612                                           121045.85     Cash Out Refinance           9.95      Full Documentation           AA+                   173000
171040624                                           101902.39     Cash Out Refinance           9.65      Full Documentation           B                     170000
171040645                                           307439.38     Cash Out Refinance           8.65      Full Documentation           B                     410000
171040652                                           249914.22     Purchase                     7.19      Full Documentation           AA+                   250000
171040825                                           270664.22     Rate/Term Refinance          7.65      Full Documentation           AA+                   285000
171040840                                           263815.54     Cash Out Refinance            7.8      Full Documentation           B                     335000
171040868                                              209000     Cash Out Refinance            7.6      Full Documentation           AA                    220000
171040879                                           207871.38     Cash Out Refinance            8.4      Full Documentation           A                     278000
171041468                                           339967.38     Rate/Term Refinance          8.71      Stated Income Documentation  AA+                   340000
171041967                                            254999.5     Cash Out Refinance            8.2      Full Documentation           AA+                   287000
171041991                                              145000     Cash Out Refinance         12.125      Full Documentation           AA                    183000
191033797                                            56949.85     Cash Out Refinance          14.25      Full Documentation           AA                    285000
191034230                                           124690.71     Cash Out Refinance           8.45      Full Documentation           AA+                   175000
191034510                                           284756.98     Cash Out Refinance           8.05      Full Documentation           AA+                   320000
191034606                                           170854.42     Cash Out Refinance           9.05      Full Documentation           AA                    221000
191034625                                              175000     Cash Out Refinance           7.75      Full Documentation           AA+                   195000
191034688                                           623493.04     Cash Out Refinance           9.45      Stated Income Documentation  AA                    735000
191034708                                           273880.78     Cash Out Refinance            8.9      Full Documentation           AA+                   305000
191034727                                           155289.38     Cash Out Refinance           9.65      Stated Income Documentation  A                     200000
191034743                                           186615.83     Cash Out Refinance           9.35      Full Documentation           A                     220000
191034896                                              373500     Cash Out Refinance           7.95      Full Documentation           AA+                   415000
191035114                                           279508.14     Cash Out Refinance            8.7      Stated Income Documentation  AA+                   350000
191035127                                           202068.47     Purchase                     7.75      Stated Income Documentation  AA+                   271000
191035164                                            185227.7     Cash Out Refinance           8.05      Full Documentation           AA+                   247500
191035181                                           209493.56     Rate/Term Refinance         7.549      Full Documentation           AA+                   233000
191035189                                           255713.85     Cash Out Refinance            7.1      Full Documentation           AA+                   525000
191035208                                           202187.81     Cash Out Refinance           6.99      Full Documentation           AA+                   230000
191035313                                           206704.83     Rate/Term Refinance           9.7      Stated Income Documentation  C                     276000
191035321                                           180901.11     Cash Out Refinance          8.175      Stated Income Documentation  AA+                   600000
191035331                                            229859.1     Cash Out Refinance           7.75      Full Documentation           AA                    271000
191035337                                           314719.52     Cash Out Refinance            7.9      Stated Income Documentation  AA                    590000
191035340                                           329662.02     Cash Out Refinance           8.35      Stated Income Documentation  AA+                   500000
191035347                                           279739.71     Cash Out Refinance           7.75      Stated Income Documentation  AA                    400000
191035407                                           254726.97     Cash Out Refinance           9.15      Stated Income Documentation  AA                    380000
191035418                                           194113.88     Rate/Term Refinance          9.55      Stated Income Documentation  AA+                   216000
191035437                                           102016.57     Rate/Term Refinance           8.6      Full Documentation           AA+                   140000
191035474                                           112637.21     Cash Out Refinance          11.35      Stated Income Documentation  C                     205000
191035479                                            359539.3     Cash Out Refinance           8.25      Stated Income Documentation  AA+                   450000
191035481                                           138927.26     Cash Out Refinance          9.525      Stated Income Documentation  A                     310000
191035531                                            42169.07     Purchase                    12.75      Full Documentation           AA+                   212000
191035614                                           295763.56     Cash Out Refinance          8.275      Full Documentation           AA+                   370000
191035624                                              284750     Cash Out Refinance            6.6      Stated Income Documentation  AA+                   335000
191035630                                           239851.74     Cash Out Refinance           7.75      Full Documentation           B                     300000
191035658                                            57557.73     Purchase                    12.75      Full Documentation           AA+                   288000
191035662                                           190866.35     Cash Out Refinance           8.05      Full Documentation           A                     225000
191035672                                           125902.38     Cash Out Refinance           9.25      Stated Income Documentation  AA                    194000
191035674                                           253369.22     Cash Out Refinance            9.1      Full Documentation           A                     375000
191035680                                              272000     Purchase                     6.25      Full Documentation           AA+                   348000
191035714                                            36577.34     Purchase                     13.5      Full Documentation           AA+                   183000
191035722                                              247010     Cash Out Refinance           6.55      Full Documentation           AA+                   340000
191035737                                           203666.69     Cash Out Refinance           9.05      Stated Income Documentation  AA                    240000
191035738                                           194909.51     Cash Out Refinance           10.1      Full Documentation           C                     260000
191035758                                           229431.81     Purchase                      8.1      Full Documentation           AA+                   290000
191035773                                           261368.74     Cash Out Refinance          7.925      Full Documentation           AA+                   327000
191035784                                           213912.73     Cash Out Refinance           9.99      Full Documentation           AA                    252000
191035798                                           143846.18     Cash Out Refinance           9.15      Full Documentation           AA+                   160000
191035801                                            28960.34     Purchase                   12.125      Full Documentation           AA+                   147000
191035806                                           239569.64     Cash Out Refinance            8.6      Full Documentation           B                     320000
191035819                                            271756.7     Cash Out Refinance          8.375      Stated Income Documentation  AA+                   340000
191035823                                            214788.4     Cash Out Refinance           7.55      Full Documentation           AA                    315000
191035827                                           305729.62     Cash Out Refinance           7.95      Full Documentation           AA                    360000
191035916                                           239620.69     Cash Out Refinance            7.2      Full Documentation           AA+                   292000
191035923                                              231300     Purchase                      8.2      Full Documentation           AA                    260000
191035935                                           228794.75     Cash Out Refinance           8.05      Full Documentation           AA+                   255000
191035938                                           189772.21     Cash Out Refinance           6.85      Full Documentation           AA+                   245000
191035939                                           132760.31     Cash Out Refinance           10.2      Stated Income Documentation  AA+                   166000
191035952                                           178334.53     Cash Out Refinance            9.8      Stated Income Documentation  C                     255000
191035956                                           110645.84     Cash Out Refinance           9.95      Full Documentation           A                     123000
191035967                                           127821.26     Cash Out Refinance           6.55      Full Documentation           AA+                   260000
191036007                                           400204.58     Cash Out Refinance          8.548      Full Documentation           A                     445000
191036009                                           236069.65     Cash Out Refinance            8.5      Stated Income Documentation  A                     315000
191036016                                           379666.28     Cash Out Refinance            6.5      Full Documentation           AA+                   425000
191036026                                           123938.37     Purchase                      8.5      Full Documentation           AA+                   156000
191036037                                              284000     Cash Out Refinance           6.45      Full Documentation           AA+                   355000
191036038                                           191864.57     Cash Out Refinance            8.7      Full Documentation           B                     240000
191036041                                           237647.76     Cash Out Refinance          10.35      Stated Income Documentation  B                     317000
191036082                                           215102.37     Cash Out Refinance           11.2      Stated Income Documentation  C                     287000
191036099                                           124875.25     Cash Out Refinance           9.45      Full Documentation           AA+                   286200
191036100                                            30984.94     Purchase                    12.75      Full Documentation           AA+                   156000
191036115                                           123883.83     Cash Out Refinance           9.75      Full Documentation           AA+                   146000
191036147                                              140250     Cash Out Refinance          8.356      Full Documentation           AA+                   165000
191036171                                           113931.46     Rate/Term Refinance          11.8      Full Documentation           AA                    120000
191036177                                           286718.42     Cash Out Refinance            6.9      Full Documentation           AA+                   359000
191036190                                           234744.98     Rate/Term Refinance          9.05      Full Documentation           AA                    310000
191036193                                           175783.02     Cash Out Refinance            7.8      Full Documentation           A                     243000
191036194                                              265600     Rate/Term Refinance           6.4      Full Documentation           AA+                   332000
191036225                                           149935.74     Cash Out Refinance          10.15      Full Documentation           C                     200000
191036231                                           317760.38     Cash Out Refinance           7.05      Full Documentation           AA                    400000
191036243                                              195500     Cash Out Refinance            9.6      Stated Income Documentation  AA+                   232000
191036270                                           149913.53     Cash Out Refinance           7.99      Full Documentation           AA+                   200000
191036289                                              223120     Cash Out Refinance            9.6      Full Documentation           AA                    279000
191036335                                           119157.27     Purchase                      9.6      Full Documentation           B                     149000
191036337                                           238413.58     Cash Out Refinance           10.6      Stated Income Documentation  A                     344000
191036343                                           220828.74     Cash Out Refinance           6.95      Full Documentation           AA+                   260000
191036366                                            90214.14     Purchase                     10.5      Full Documentation           AA+                    98000
191036372                                           242064.36     Cash Out Refinance           6.99      Full Documentation           AA+                   285000
191036415                                           273648.05     Cash Out Refinance           10.8      Full Documentation           C                     365000
191036440                                           210878.71     Purchase                        8      Full Documentation           AA+                   266000
191036461                                           162342.85     Cash Out Refinance            9.6      Stated Income Documentation  AA+                   250000
191036511                                           132936.75     Purchase                     8.65      Full Documentation           AA+                   136000
191036580                                            99893.72     Cash Out Refinance           9.15      Full Documentation           C                     150000
191036590                                           319775.28     Cash Out Refinance            7.3      Full Documentation           AA+                   400000
191036606                                           250639.23     Rate/Term Refinance           8.9      Full Documentation           AA                    295000
191036631                                           134840.01     Cash Out Refinance          8.625      Stated Income Documentation  AA                    375000
191036788                                           237470.05     Cash Out Refinance              8      Stated Income Documentation  AA+                   250000
191036821                                              355000     Cash Out Refinance          7.625      Full Documentation           AA+                   355000
191036850                                            209911.7     Purchase                     8.85      Full Documentation           AA+                   214000
191036856                                           203453.88     Purchase                     8.75      Full Documentation           AA+                   215000
191036862                                            178684.2     Rate/Term Refinance           9.8      Full Documentation           A                     239000
191036876                                           376617.41     Purchase                     8.25      Full Documentation           AA+                   450000
191036943                                           218415.45     Cash Out Refinance            7.4      Full Documentation           AA+                   257000
191036950                                           100659.83     Purchase                     9.96      Full Documentation           AA+                   101000
191036990                                           166105.41     Cash Out Refinance           10.1      Full Documentation           AA+                   175000
191036993                                           356215.68     Cash Out Refinance            8.7      Full Documentation           AA                    375000
191037039                                           299968.78     Cash Out Refinance            8.5      Full Documentation           AA                    338000
191037133                                           130433.75     Purchase                     9.35      Stated Income Documentation  AA+                   145000
191037331                                            361751.5     Cash Out Refinance           7.75      Stated Income Documentation  AA                    539000
191037739                                              123000     Cash Out Refinance           9.15      Full Documentation           A                     190000
191038798                                              120000     Purchase                     7.55      Full Documentation           AA+                   150000
211048886                                            33554.67     Purchase                     14.3      Full Documentation           AA+                   170500
211048969                                            70914.38     Rate/Term Refinance          13.8      Full Documentation           AA+                   355000
211049582                                            59548.22     Cash Out Refinance           13.3      Full Documentation           AA+                   298000
211049783                                            31945.06     Purchase                     13.3      Full Documentation           AA+                   160000
211049914                                              385020     Cash Out Refinance          8.475      Stated Income Documentation  AA+                   430000
211049918                                            31767.31     Purchase                    12.55      Full Documentation           AA+                   163000
211050082                                           161665.04     Cash Out Refinance            7.9      Full Documentation           A                     360000
211050137                                              225000     Purchase                     7.52      Full Documentation           AA+                   300000
211050167                                              227000     Cash Out Refinance           6.67      Stated Income Documentation  AA+                   260000
211050216                                           317662.56     Cash Out Refinance            8.3      Stated Income Documentation  AA+                   405000
211050227                                            61150.32     Purchase                     13.6      Full Documentation           AA+                   307000
211050304                                            318817.1     Cash Out Refinance              9      Stated Income Documentation  A                     355000
211050359                                           304098.07     Rate/Term Refinance           5.8      Full Documentation           AA+                   410000
211050498                                              369000     Cash Out Refinance            8.3      Stated Income Documentation  AA+                   410000
211050504                                            263486.3     Cash Out Refinance            8.2      Full Documentation           AA                    363000
211050589                                            102875.4     Purchase                    8.525      Full Documentation           AA+                   131000
211050592                                            25737.48     Purchase                    12.75      Full Documentation           AA+                   131000
211050659                                           178315.18     Cash Out Refinance          9.275      Full Documentation           AA                    210000
211050669                                            57926.41     Purchase                     11.6      Full Documentation           AA+                   290000
211050741                                           119806.74     Cash Out Refinance          11.25      Stated Income Documentation  B                     167000
211050872                                            60891.27     Purchase                     11.6      Business Bank Statements     AA+                   307000
211050914                                            99834.91     Cash Out Refinance              9      Full Documentation           AA+                   145000
211050968                                            72939.81     Purchase                   12.225      Full Documentation           AA+                   370000
211051125                                           157155.71     Cash Out Refinance          10.75      Full Documentation           A                     185100
211051136                                            25967.41     Purchase                     13.3      Full Documentation           AA+                   135000
211051151                                           177667.33     Cash Out Refinance            9.2      Full Documentation           AA                    285000
211051195                                            49969.74     Purchase                     13.6      Full Documentation           AA+                   250000
211051220                                            86399.73     Cash Out Refinance          11.95      Full Documentation           AA                     91000
211051237                                           148131.46     Cash Out Refinance          7.775      Full Documentation           AA+                   165000
211051265                                           261804.75     Cash Out Refinance           6.65      Full Documentation           AA                    350000
211051270                                           233915.36     Cash Out Refinance           9.57      Full Documentation           B                     390000
211051310                                           312332.98     Cash Out Refinance           7.75      Stated Income Documentation  AA+                   406000
211051312                                           301622.89     Cash Out Refinance           8.95      Full Documentation           C                     465000
211051315                                            74954.61     Purchase                     13.6      Full Documentation           AA+                   385000
211051326                                            38975.85     Cash Out Refinance           13.5      Full Documentation           AA                    195000
211051332                                           354056.11     Purchase                      7.6      Full Documentation           AA                    456000
211051539                                              263742     Cash Out Refinance           9.55      Full Documentation           AA                    347000
211051575                                           339392.78     Cash Out Refinance           9.65      Stated Income Documentation  A                     425000
211051699                                           207678.98     Cash Out Refinance           7.32      Full Documentation           AA                    300000
211051778                                           242824.46     Cash Out Refinance           8.62      Full Documentation           AA                    330000
211051833                                           191745.77     Cash Out Refinance          10.05      Stated Income Documentation  AA+                   244600
211051872                                           117217.78     Purchase                     11.1      Stated Income Documentation  AA+                   138000
211051889                                           279757.78     Cash Out Refinance              8      Full Documentation           A                     315000
211051890                                             85437.4     Purchase                     10.9      Full Documentation           AA+                    90000
211051918                                           255798.82     Cash Out Refinance            6.9      Full Documentation           AA+                   355000
211051933                                           307314.51     Cash Out Refinance           7.99      Stated Income Documentation  A                     385000
211051934                                           241707.41     Cash Out Refinance           8.87      Full Documentation           AA+                   327000
211051988                                           171770.74     Cash Out Refinance           8.05      Stated Income Documentation  AA+                   335000
211052026                                            99924.37     Rate/Term Refinance         10.75      Full Documentation           B                     126000
211052063                                           148719.29     Cash Out Refinance            8.2      Full Documentation           AA+                   186000
211052080                                           263184.51     Cash Out Refinance          8.575      Full Documentation           AA                    310000
211052094                                           241475.46     Rate/Term Refinance          7.77      Full Documentation           A                     310000
211052112                                           202308.25     Rate/Term Refinance           9.7      Full Documentation           B                     225000
211052116                                           292904.26     Cash Out Refinance           8.65      Stated Income Documentation  AA                    345000
211052147                                           171465.29     Cash Out Refinance            9.9      Full Documentation           A                     202000
211052152                                           267680.78     Cash Out Refinance            8.6      Full Documentation           AA                    335000
211052174                                              140160     Purchase                    6.975      Full Documentation           AA+                   175500
211052176                                            179997.6     Cash Out Refinance           9.35      Stated Income Documentation  AA+                   217500
211052178                                              151000     Cash Out Refinance          7.275      Full Documentation           AA                    225000
211052180                                           344199.63     Cash Out Refinance           9.35      Full Documentation           AA                    420000
211052192                                           101476.46     Cash Out Refinance            8.5      Full Documentation           AA+                   127000
211052198                                            139108.6     Cash Out Refinance             10      Full Documentation           B                     214300
211052203                                           150882.02     Cash Out Refinance           10.6      Stated Income Documentation  B                     237700
211052207                                           204622.55     Rate/Term Refinance          6.42      Full Documentation           B                     483000
211052212                                              108000     Cash Out Refinance           8.55      Full Documentation           AA+                   135000
211052218                                           132169.34     Rate/Term Refinance           9.5      Stated Income Documentation  AA+                   147000
211052226                                           188819.15     Cash Out Refinance           9.65      Stated Income Documentation  AA+                   210000
211052235                                              344300     Rate/Term Refinance           8.1      Stated Income Documentation  AA+                   445000
211052239                                           300724.43     Cash Out Refinance           7.95      Full Documentation           AA                    354000
211052241                                           199774.69     Cash Out Refinance           8.87      Full Documentation           C                     295000
211052243                                           390998.99     Purchase                     8.25      Full Documentation           AA+                   485000
211052250                                           399412.39     Cash Out Refinance            7.4      Stated Income Documentation  AA+                   600000
211052276                                            47871.02     Purchase                     13.6      Full Documentation           AA+                   250000
211052288                                           255861.83     Cash Out Refinance            9.6      Full Documentation           B                     288000
211052297                                            28965.22     Purchase                    14.35      Full Documentation           AA+                   145000
211052350                                           347593.93     Cash Out Refinance            8.7      Stated Income Documentation  AA+                   600000
211052354                                           146882.65     Cash Out Refinance           10.5      Stated Income Documentation  C                     245000
211052365                                           205785.59     Purchase                     9.25      Stated Income Documentation  AA+                   276000
211052375                                           344617.72     Rate/Term Refinance          8.95      Full Documentation           A                     550000
211052380                                            54355.15     Purchase                    10.35      Full Documentation           AA+                    68000
211052386                                            66460.46     Purchase                    11.85      Full Documentation           AA+                    70000
211052389                                           229335.93     Cash Out Refinance          11.01      Full Documentation           AA                    255000
211052408                                           202960.44     Cash Out Refinance           8.65      Stated Income Documentation  AA+                   254000
211052431                                            33971.96     Purchase                   12.225      Full Documentation           AA+                   174000
211052435                                            329645.6     Cash Out Refinance            9.1      Full Documentation           C                     440000
211052455                                           111262.06     Rate/Term Refinance         10.55      Stated Income Documentation  AA+                   131000
211052456                                           229344.22     Cash Out Refinance           7.42      Full Documentation           AA+                   255000
211052466                                            54115.98     Purchase                     11.6      Full Documentation           AA+                    65000
211052483                                           154820.99     Cash Out Refinance           8.75      Full Documentation           A                     194000
211052485                                           181418.36     Purchase                    11.35      Stated Income Documentation  B                     231000
211052499                                           168170.04     Rate/Term Refinance         9.675      Full Documentation           A                     187000
211052503                                           104862.44     Cash Out Refinance           10.1      Full Documentation           AA                    206000
211052506                                           131743.13     Purchase                      8.2      Full Documentation           AA+                   165000
211052537                                           179816.92     Cash Out Refinance            9.4      Full Documentation           AA+                   180000
211052557                                           244602.69     Cash Out Refinance           7.07      Stated Income Documentation  AA+                   350000
211052564                                           335552.16     Cash Out Refinance           8.05      Full Documentation           AA                    420000
211052568                                              208590     Cash Out Refinance          10.36      Full Documentation           C                     409000
211052573                                            67443.55     Purchase                     10.5      Full Documentation           AA+                    75000
211052590                                           132170.71     Cash Out Refinance           9.55      Stated Income Documentation  AA+                   147000
211052604                                           204182.23     Cash Out Refinance           7.99      Full Documentation           AA                    227000
211052605                                           317288.81     Cash Out Refinance            6.1      Full Documentation           AA+                   397000
211052606                                           118352.93     Cash Out Refinance            8.4      Full Documentation           AA+                   170000
211052633                                           167320.38     Cash Out Refinance           8.65      Full Documentation           AA+                   186000
211052653                                           191736.19     Purchase                      7.9      Stated Income Documentation  AA+                   245000
211052670                                           184692.83     Cash Out Refinance           6.95      No Documentation             AA+                   265000
211052686                                           119885.18     Cash Out Refinance           9.65      Full Documentation           A                     160000
211052690                                           159770.71     Cash Out Refinance          9.375      Stated Income Documentation  AA+                   214000
211052695                                           142833.32     Cash Out Refinance           11.4      Full Documentation           B                     178600
211052699                                           399786.15     Cash Out Refinance           8.25      Full Documentation           AA+                   423000
211052715                                           129584.77     Cash Out Refinance             10      Stated Income Documentation  AA                    162200
211052717                                           256168.39     Cash Out Refinance            8.2      Full Documentation           AA                    285000
211052733                                           175656.04     Cash Out Refinance           8.25      Full Documentation           AA+                   185000
211052770                                             85467.1     Cash Out Refinance          10.65      Full Documentation           AA                     90000
211052788                                           173386.51     Cash Out Refinance           7.55      Full Documentation           A                     253000
211052812                                           289871.89     Cash Out Refinance            8.9      Full Documentation           A                     290000
211052832                                              357000     Cash Out Refinance           7.75      Stated Income Documentation  AA+                   420000
211052864                                           158321.28     Purchase                      8.5      Full Documentation           AA+                   176000
211052866                                           157768.78     Cash Out Refinance          7.375      Full Documentation           A                     287000
211052875                                           134938.34     Cash Out Refinance           9.85      Full Documentation           C                     180000
211052888                                           374858.13     Cash Out Refinance          7.025      Full Documentation           AA+                   735000
211052922                                           135273.72     Cash Out Refinance           10.8      Stated Income Documentation  A                     180500
211052947                                           103902.57     Cash Out Refinance           9.75      Full Documentation           B                     147000
211052993                                           169767.61     Cash Out Refinance          7.925      Stated Income Documentation  AA                    300000
211052998                                            84424.12     Purchase                     9.95      Full Documentation           AA+                    86000
211053034                                           100605.66     Purchase                     9.75      Full Documentation           AA+                   127000
211053042                                            87519.65     Rate/Term Refinance          9.85      Stated Income Documentation  AA+                   109500
211053064                                           214063.23     Purchase                     8.27      Full Documentation           AA+                   269500
211053073                                           202166.25     Cash Out Refinance           8.75      Full Documentation           AA                    253000
211053105                                           222193.96     Purchase                    9.645      Business Bank Statements     AA                    240000
211053122                                              387000     Cash Out Refinance           6.69      Full Documentation           AA+                   430000
211053144                                           294364.02     Purchase                     8.75      Full Documentation           AA                    316000
211053176                                           118643.13     Cash Out Refinance           8.95      Full Documentation           AA+                   125000
211053196                                              171000     Cash Out Refinance           9.55      Full Documentation           AA+                   171000
211053203                                           314918.26     Cash Out Refinance           8.34      Full Documentation           AA+                   315000
211053204                                            99862.59     Purchase                      7.9      Full Documentation           AA+                   135000
211053207                                           139854.28     Rate/Term Refinance          9.25      Full Documentation           A                     175000
211053244                                           199307.07     Cash Out Refinance            9.6      Full Documentation           A                     210000
211053245                                              218500     Cash Out Refinance            8.5      Full Documentation           AA+                   230000
211053247                                            169824.9     Cash Out Refinance            9.3      Full Documentation           AA+                   200000
211053249                                           173543.44     Purchase                     7.82      Full Documentation           AA+                   217500
211053259                                           147899.81     Purchase                      8.4      Full Documentation           AA+                   186000
211053264                                           207837.16     Cash Out Refinance           9.39      Full Documentation           AA+                   219000
211053272                                           145431.61     Cash Out Refinance           7.55      Full Documentation           AA+                   182000
211053275                                            89272.39     Purchase                    11.65      Full Documentation           AA+                    95000
211053325                                           159811.37     Cash Out Refinance           8.65      Full Documentation           AA+                   200000
211053366                                           220715.97     Cash Out Refinance           10.7      Stated Income Documentation  AA                    276000
211053378                                           197754.26     Purchase                      8.4      Full Documentation           AA+                   280000
211053387                                           114202.93     Purchase                     9.45      Full Documentation           AA+                   143000
211053402                                            118719.9     Purchase                     9.95      Full Documentation           AA+                   128000
211053434                                           302957.31     Purchase                   10.425      Stated Income Documentation  AA+                   320000
211053445                                            127811.6     Cash Out Refinance           9.55      Full Documentation           AA                    135000
211053453                                              333000     Cash Out Refinance           8.05      Stated Income Documentation  AA+                   380000
211053468                                           294671.44     Cash Out Refinance          8.925      Stated Income Documentation  AA+                   341000
211053486                                            151102.6     Cash Out Refinance            8.2      Full Documentation           AA+                   350000
211053490                                           170910.42     Cash Out Refinance            9.2      No Documentation             AA+                   180000
211053495                                              100000     Cash Out Refinance          7.745      Full Documentation           AA+                   152000
211053504                                              205750     Cash Out Refinance           8.59      Full Documentation           AA+                   206000
211053506                                           140273.24     Cash Out Refinance          9.925      Full Documentation           AA+                   156000
211053514                                           269636.47     Purchase                        8      Full Documentation           AA+                   300000
211053553                                            303826.9     Cash Out Refinance            8.8      Lite Documentation           AA                    380000
211053713                                           104909.66     Purchase                     10.2      Full Documentation           AA+                   110000
211053717                                            269400.4     Cash Out Refinance          10.85      Stated Income Documentation  C                     385000
211053727                                           262074.34     Cash Out Refinance            8.4      Stated Income Documentation  AA+                   328000
211053795                                            383482.6     Cash Out Refinance           10.6      Stated Income Documentation  AA+                   383500
211053854                                           267852.08     Cash Out Refinance           8.95      No Documentation             AA+                   335000
211053948                                           354805.33     Cash Out Refinance            9.6      Full Documentation           AA+                   453000
211053960                                              252000     Purchase                        8      Full Documentation           AA+                   315000
211053996                                           187977.29     Cash Out Refinance          8.112      Stated Income Documentation  AA+                   260000
211054000                                             99982.6     Purchase                      9.2      Business Bank Statements     AA+                   111000
211054218                                           274374.93     Purchase                     8.25      Full Documentation           AA+                   290000
211054245                                           289677.19     Rate/Term Refinance          8.45      Stated Income Documentation  AA+                   305000
211054289                                           213634.81     Cash Out Refinance          9.065      Stated Income Documentation  AA+                   225000
211054465                                           125327.48     Rate/Term Refinance         8.725      Full Documentation           AA+                   132000
211054506                                           414949.64     Cash Out Refinance            8.1      Full Documentation           AA+                   500000
211054521                                           239778.99     Purchase                     8.65      Full Documentation           AA+                   308000
211055042                                              233300     Cash Out Refinance           9.77      Full Documentation           C                     320000
211055197                                           276420.67     Rate/Term Refinance          7.85      Full Documentation           AA                    329900
211055291                                              276000     Rate/Term Refinance          10.3      Full Documentation           B                     345000
211055367                                              127800     Purchase                    9.925      Full Documentation           AA+                   150000
211055463                                              129600     Cash Out Refinance          10.05      Full Documentation           B                     162000
231085692                                            25158.97     Cash Out Refinance           11.5      Full Documentation           AA+                   126000
231085797                                             43917.6     Cash Out Refinance          13.75      Full Documentation           AA+                   220000
231086410                                            49754.11     Purchase                    14.05      Business Bank Statements     AA+                   255000
231086667                                            42734.57     Purchase                    13.75      Full Documentation           AA+                   220000
231086742                                              300000     Cash Out Refinance           8.99      Stated Income Documentation  AA+                   335000
231086750                                            48946.49     Purchase                     13.3      Full Documentation           AA+                   250000
231086760                                            74910.85     Purchase                   12.925      Stated Income Documentation  AA+                   375000
231086766                                            29574.29     Purchase                     13.3      Full Documentation           AA+                   148000
231086768                                           219315.44     Cash Out Refinance           7.31      Full Documentation           AA+                   308000
231086780                                           222686.84     Cash Out Refinance           7.37      Stated Income Documentation  AA+                   248000
231086825                                           138611.51     Cash Out Refinance           9.45      Stated Income Documentation  AA+                   185000
231087171                                           162258.31     Cash Out Refinance            9.5      Stated Income Documentation  AA                    250000
231087275                                           134089.78     Cash Out Refinance           7.45      Full Documentation           AA+                   221000
231087281                                           347312.98     Cash Out Refinance           6.85      Business Bank Statements     AA                    410000
231087421                                           208043.75     Cash Out Refinance           6.17      Stated Income Documentation  AA+                   391000
231087437                                           207536.29     Cash Out Refinance           8.72      Stated Income Documentation  AA+                   231000
231087449                                           118539.69     Purchase                      9.4      Full Documentation           AA+                   155000
231087497                                           149926.54     Cash Out Refinance           8.55      Full Documentation           A                     318000
231087512                                           354481.89     Cash Out Refinance            7.6      Stated Income Documentation  AA+                   400000
231087566                                           111476.34     Purchase                     8.95      Full Documentation           AA+                   131000
231087571                                            263744.7     Cash Out Refinance            9.6      Stated Income Documentation  A                     480000
231087577                                            32309.37     Purchase                     11.6      Full Documentation           AA+                   170000
231087621                                             35970.3     Purchase                   12.225      Full Documentation           AA+                   196000
231087705                                            36839.58     Purchase                   12.225      Full Documentation           AA+                   185000
231087728                                              165750     Cash Out Refinance           8.35      Full Documentation           AA+                   255000
231087847                                           234658.74     Cash Out Refinance          7.625      Stated Income Documentation  A                     375000
231087866                                           289640.08     Cash Out Refinance            8.4      Full Documentation           AA                    450000
231087868                                           280370.47     Cash Out Refinance            7.5      Stated Income Documentation  AA+                   360000
231087895                                            249665.2     Cash Out Refinance           6.45      Stated Income Documentation  AA                    425000
231087907                                           228509.03     Cash Out Refinance           7.72      Stated Income Documentation  AA+                   279000
231087960                                            99855.11     Cash Out Refinance            9.8      Full Documentation           AA                    125000
231088148                                              202000     Purchase                      8.4      Full Documentation           AA+                   253000
231088584                                              152100     Purchase                    9.763      Stated Income Documentation  AA+                   175000
231088660                                           194508.12     Cash Out Refinance            6.9      Full Documentation           AA+                   325000
231088731                                           150173.09     Purchase                     9.55      Stated Income Documentation  AA+                   202000
231088748                                           314777.78     Cash Out Refinance            8.7      Stated Income Documentation  A                     350000
231088774                                           139894.51     Cash Out Refinance           7.05      Stated Income Documentation  A                     275000
231088783                                           384622.11     Cash Out Refinance            8.2      Full Documentation           A                     464000
231088804                                           140825.01     Cash Out Refinance            8.4      Full Documentation           C                     220000
231088817                                           408341.14     Purchase                     10.6      Stated Income Documentation  AA+                   436000
231088839                                           139888.23     Cash Out Refinance           10.5      Full Documentation           B                     179000
231088852                                           134828.99     Cash Out Refinance            8.3      Full Documentation           AA                    255000
231088860                                           130424.95     Purchase                       12      Stated Income Documentation  B                     227000
231088896                                           199609.09     Cash Out Refinance            8.7      Stated Income Documentation  AA                    250000
231088914                                            50542.06     Purchase                   12.225      Full Documentation           AA+                   270000
231088939                                           349235.83     Cash Out Refinance            7.5      Stated Income Documentation  AA+                   550000
231088948                                           344390.02     Cash Out Refinance          10.95      Stated Income Documentation  B                     460000
231088951                                           124887.75     Cash Out Refinance           9.95      Full Documentation           B                     177000
231088965                                           157359.78     Purchase                     9.99      Full Documentation           A                     176000
231088971                                            333993.8     Rate/Term Refinance           6.2      Full Documentation           AA+                   394000
231088972                                           339304.03     Cash Out Refinance           7.95      Stated Income Documentation  AA+                   450000
231088982                                           150981.66     Rate/Term Refinance          9.64      Full Documentation           AA                    168000
231089023                                           237720.57     Cash Out Refinance           8.67      Stated Income Documentation  AA                    280000
231089026                                              255000     Cash Out Refinance           7.25      Full Documentation           AA+                   325000
231089055                                           127571.14     Cash Out Refinance           7.75      Full Documentation           AA+                   185000
231089062                                           333580.61     Cash Out Refinance           7.65      Full Documentation           AA                    371000
231089163                                           167883.49     Cash Out Refinance           9.19      Stated Income Documentation  A                     262000
231089220                                            50736.31     Purchase                    13.35      Business Bank Statements     AA+                   255000
231089254                                           128818.24     Cash Out Refinance          7.775      Full Documentation           AA+                   304000
231089257                                           140680.94     Cash Out Refinance           7.45      Full Documentation           C                     194500
231089296                                           339074.31     Cash Out Refinance           8.35      Stated Income Documentation  B                     485000
231089298                                           264816.53     Purchase                     7.35      Stated Income Documentation  AA                    371000
231089311                                           305589.56     Cash Out Refinance            7.9      Full Documentation           B                     710000
231089313                                           142670.41     Cash Out Refinance            9.9      Full Documentation           CC                    238000
231089352                                           151761.77     Rate/Term Refinance          9.25      Full Documentation           AA                    198000
231089355                                           117686.41     Cash Out Refinance           8.55      Full Documentation           AA+                   131000
231089367                                             76387.4     Rate/Term Refinance          9.55      Full Documentation           AA+                    85000
231089381                                           161841.67     Cash Out Refinance           9.55      Stated Income Documentation  AA+                   180000
231089389                                            179787.8     Cash Out Refinance           8.65      Full Documentation           A                     230000
231089397                                           103461.19     Cash Out Refinance           9.45      Full Documentation           AA                    115000
231089399                                           111880.97     Purchase                     9.15      Stated Income Documentation  AA+                   160000
231089403                                            118979.6     Purchase                     8.45      Full Documentation           AA+                   185000
231089410                                           125939.96     Cash Out Refinance           9.65      Stated Income Documentation  AA+                   165000
231089415                                           119835.12     Cash Out Refinance            7.9      Full Documentation           AA+                   150000
231089423                                           377584.65     Purchase                     8.99      Stated Income Documentation  AA+                   475000
231089429                                           288716.83     Purchase                      6.1      Full Documentation           AA+                   370000
231089432                                           143801.15     Rate/Term Refinance         7.875      Full Documentation           AA+                   180000
231089444                                           128115.81     Purchase                    9.225      Stated Income Documentation  AA+                   140000
231089445                                           299556.71     Cash Out Refinance           7.55      Full Documentation           A                     395000
231089455                                           104902.66     Rate/Term Refinance           9.8      Full Documentation           CC                    183000
231089457                                           139800.74     Cash Out Refinance          7.725      Full Documentation           AA+                   236000
231089471                                           123787.55     Cash Out Refinance            9.9      Full Documentation           AA                    177000
231089479                                           293945.82     Cash Out Refinance           8.55      Full Documentation           AA                    327000
231089486                                           151867.81     Rate/Term Refinance          10.1      Full Documentation           C                     190000
231089506                                            183995.5     Cash Out Refinance           8.32      Stated Income Documentation  AA+                   230000
231089508                                           354082.45     Purchase                      7.6      Stated Income Documentation  AA+                   394000
231089529                                           399503.57     Cash Out Refinance            8.4      Stated Income Documentation  B                     600000
231089549                                           203729.19     Cash Out Refinance           8.07      Full Documentation           AA+                   272000
231089556                                           237606.36     Cash Out Refinance           6.97      Full Documentation           AA+                   312000
231089572                                            85519.39     Purchase                    10.05      Stated Income Documentation  AA+                   130000
231089576                                           229623.32     Cash Out Refinance           7.02      Full Documentation           AA+                   305000
231089611                                           321121.67     Cash Out Refinance            9.5      Stated Income Documentation  AA+                   402000
231089614                                           332678.98     Rate/Term Refinance         9.615      Full Documentation           AA                    370000
231089617                                           127850.64     Rate/Term Refinance           8.7      Full Documentation           B                     160000
231089681                                           184809.44     Cash Out Refinance            9.3      Full Documentation           A                     565000
231089686                                            167241.5     Cash Out Refinance            9.7      Stated Income Documentation  AA+                   186000
231089698                                           150159.19     Rate/Term Refinance          9.75      Full Documentation           AA+                   167000
231089703                                           159155.44     Purchase                      9.9      Full Documentation           AA+                   190000
231089712                                            169771.1     Cash Out Refinance              8      Full Documentation           AA+                   315000
231089723                                           152923.14     Purchase                      9.4      Stated Income Documentation  AA+                   183500
231089750                                           311166.46     Cash Out Refinance         8.5125      Full Documentation           AA+                   346000
231089760                                           223152.41     Purchase                    9.395      Stated Income Documentation  AA+                   235000
231089766                                           310163.05     Purchase                     9.05      Full Documentation           AA+                   345000
231089833                                              205000     Cash Out Refinance           9.27      Stated Income Documentation  AA+                   390000
231089893                                            99848.11     Cash Out Refinance            7.4      Full Documentation           AA+                   175000
231089910                                            174806.1     Cash Out Refinance           8.95      Stated Income Documentation  AA                    260000
231089913                                           395229.78     Cash Out Refinance            7.4      Stated Income Documentation  AA+                   565000
231089918                                           120887.36     Purchase                     9.78      Full Documentation           AA+                   122000
231089927                                           314639.96     Purchase                      8.8      Full Documentation           AA+                   374000
231089929                                           199721.03     Cash Out Refinance          7.825      Stated Income Documentation  AA+                   335000
231089954                                           155292.97     Cash Out Refinance            7.9      Full Documentation           B                     251000
231089959                                           270746.28     Rate/Term Refinance           7.5      Full Documentation           AA+                   319000
231089963                                           353611.01     Cash Out Refinance           8.99      Stated Income Documentation  AA+                   354000
231089965                                           149846.08     Cash Out Refinance           9.64      Full Documentation           AA                    205000
231089979                                           137637.15     Purchase                     10.4      Full Documentation           AA+                   145000
231089980                                           174756.95     Cash Out Refinance           7.85      Full Documentation           AA+                   376000
231090063                                           305663.77     Cash Out Refinance           8.99      Full Documentation           B                     360000
231090074                                           274728.39     Cash Out Refinance            9.5      Stated Income Documentation  AA                    480000
231090079                                            116182.4     Cash Out Refinance          11.95      Full Documentation           C                     155000
231090084                                           267693.68     Cash Out Refinance            8.8      Full Documentation           AA                    335000
231090112                                           175729.86     Cash Out Refinance           9.35      Stated Income Documentation  AA                    220000
231090122                                           211158.37     Cash Out Refinance           8.67      Stated Income Documentation  AA+                   236000
231090124                                            99923.58     Cash Out Refinance              7      Full Documentation           AA+                   177000
231090132                                           146321.73     Cash Out Refinance           8.25      Full Documentation           AA                    237000
231090134                                           169742.96     Cash Out Refinance           8.15      Stated Income Documentation  AA+                   255000
231090146                                           381370.69     Cash Out Refinance           6.99      Stated Income Documentation  AA+                   565000
231090147                                            203204.2     Cash Out Refinance           7.62      No Documentation             AA+                   370000
231090198                                           296684.36     Cash Out Refinance           9.15      Lite Documentation           AA+                   330000
231090214                                           187313.25     Cash Out Refinance           9.46      Full Documentation           B                     285000
231090221                                              120000     Purchase                      8.5      Full Documentation           AA+                   150500
231090262                                           188817.76     Purchase                     8.45      Stated Income Documentation  AA+                   218000
231090277                                              227920     Cash Out Refinance           6.82      Full Documentation           AA+                   285000
231090279                                           361088.04     Rate/Term Refinance          8.85      Stated Income Documentation  AA+                   425000
231090297                                           276173.13     Rate/Term Refinance           8.1      Stated Income Documentation  AA+                   325000
231090333                                           355977.63     Cash Out Refinance           10.7      Stated Income Documentation  AA+                   450000
231090345                                           609082.64     Cash Out Refinance           7.45      No Documentation             AA                    830000
231090360                                            43782.82     Purchase                     13.7      Full Documentation           AA+                   220000
231090362                                            49974.89     Cash Out Refinance            9.4      Stated Income Documentation  AA+                   200000
231090370                                            29987.55     Purchase                    13.45      Full Documentation           AA+                   150500
231090400                                           176630.54     Cash Out Refinance          10.55      Full Documentation           AA                    186000
231090404                                           147420.27     Cash Out Refinance           9.05      Full Documentation           AA                    161000
231090436                                           113367.58     Purchase                      8.7      Full Documentation           AA+                   158000
231090467                                           353016.49     Cash Out Refinance           9.05      Stated Income Documentation  AA+                   372000
231090627                                           280073.12     Purchase                      8.3      Full Documentation           AA+                   295000
231090630                                           218392.97     Purchase                     9.52      Full Documentation           AA+                   230000
231090650                                           140539.76     Purchase                    10.15      Stated Income Documentation  AA+                   340000
231090669                                           211798.16     Cash Out Refinance           8.54      Full Documentation           AA+                   252000
231090681                                           131509.59     Purchase                     9.45      Full Documentation           AA+                   140000
231090723                                           167805.63     Cash Out Refinance           8.75      Stated Income Documentation  AA+                   280000
231090742                                            62975.77     Purchase                    10.65      Full Documentation           AA+                    83000
231090825                                              300000     Cash Out Refinance            9.1      Full Documentation           AA+                   300000
231090864                                           169506.39     Cash Out Refinance           8.95      Full Documentation           AA+                   212000
231090866                                            131904.3     Purchase                     8.15      Full Documentation           AA+                   165000
231090869                                           197953.78     Cash Out Refinance            8.7      Full Documentation           A                     220000
231090896                                           303767.52     Cash Out Refinance           7.35      Full Documentation           AA+                   320000
231090898                                            99742.81     Cash Out Refinance            9.3      Business Bank Statements     A                     495000
231090905                                           332478.37     Cash Out Refinance            9.7      Stated Income Documentation  AA+                   350000
231090985                                           214657.17     Purchase                     9.23      Full Documentation           AA+                   230000
231090997                                           247629.29     Cash Out Refinance           7.87      Business Bank Statements     AA+                   354000
231091145                                            375087.5     Cash Out Refinance           10.1      Stated Income Documentation  AA                    395000
231091290                                           193704.67     Purchase                      9.5      Full Documentation           AA+                   240000
231091326                                           239530.21     Purchase                     7.91      Full Documentation           AA+                   262000
231091483                                           313299.07     Purchase                    8.225      Full Documentation           AA+                   334000
231092464                                               65600     Purchase                   11.925      Stated Income Documentation  AA+                    84000
231092537                                               84000     Cash Out Refinance           11.5      Stated Income Documentation  AA+                   114000
231092713                                               66300     Cash Out Refinance           9.65      Full Documentation           AA+                    78000
231092990                                              298350     Purchase                      8.7      Full Documentation           AA+                   332000
321037209                                            38359.68     Purchase                     14.3      Full Documentation           AA+                   192000
321037446                                             66941.7     Rate/Term Refinance          14.3      Full Documentation           AA+                   335000
321037694                                            24977.95     Purchase                    14.25      Full Documentation           AA+                   126000
321037756                                            31976.54     Purchase                    14.05      Full Documentation           AA+                   165000
321037770                                            31950.54     Purchase                    14.05      Full Documentation           AA+                   160000
321038352                                               38959     Cash Out Refinance           13.5      Full Documentation           A                     195000
321039025                                            95744.44     Purchase                      8.5      Full Documentation           AA+                   122000
321039053                                           230485.05     Cash Out Refinance          7.525      Full Documentation           AA                    335000
321039074                                            38967.62     Purchase                     13.5      Full Documentation           AA+                   196000
321039129                                           303557.25     Cash Out Refinance            9.6      Stated Income Documentation  A                     448000
321039130                                           183856.18     Cash Out Refinance           8.35      Stated Income Documentation  AA+                   230000
321039134                                            25335.04     Purchase                    12.75      Full Documentation           AA+                   132000
321039142                                           164515.34     Cash Out Refinance            7.6      Full Documentation           AA                    220000
321039219                                           284653.48     Cash Out Refinance            8.5      Full Documentation           B                     340000
321039231                                           170701.09     Cash Out Refinance           8.75      Stated Income Documentation  AA+                   190000
321039242                                            96756.08     Rate/Term Refinance          8.81      Full Documentation           AA+                   121000
321039265                                           108692.54     Cash Out Refinance            9.5      Stated Income Documentation  AA                    128000
321039301                                           159574.93     Cash Out Refinance            8.1      Stated Income Documentation  AA+                   210000
321039331                                           158025.21     Cash Out Refinance          7.225      Full Documentation           AA                    198000
321039361                                            150857.6     Cash Out Refinance            7.7      Full Documentation           AA+                   248000
321039373                                           165458.85     Rate/Term Refinance           8.7      Full Documentation           AA                    195000
321039430                                           271803.51     Rate/Term Refinance           7.2      Full Documentation           A                     355000
321039442                                            339655.7     Purchase                     7.45      Full Documentation           AA+                   612000
321039446                                             31539.3     Purchase                    12.75      Full Documentation           AA+                   160000
321039480                                            204845.4     Rate/Term Refinance          6.75      Full Documentation           AA+                   228000
321039489                                           122186.92     Purchase                      7.8      Full Documentation           AA+                   139000
321039509                                           112448.79     Cash Out Refinance            9.2      Full Documentation           AA+                   125000
321039556                                            84941.69     Cash Out Refinance           11.2      Full Documentation           AA+                    85000
321039614                                           141855.08     Cash Out Refinance            8.9      Full Documentation           AA+                   167000
321039676                                            31880.24     Purchase                     13.5      Full Documentation           AA+                   160000
321039718                                           225736.29     Cash Out Refinance            8.7      Full Documentation           B                     315000
321039734                                           174153.25     Purchase                     7.65      Full Documentation           AA+                   217900
321039743                                            43537.81     Purchase                     11.5      Full Documentation           AA+                   217900
321039783                                            42383.55     Purchase                    13.75      Full Documentation           AA+                   232000
321039820                                           176020.29     Rate/Term Refinance           7.7      Stated Income Documentation  AA+                   196000
321039847                                           143047.15     Cash Out Refinance            9.5      Full Documentation           AA+                   160000
321039854                                           144237.83     Cash Out Refinance           8.75      Business Bank Statements     AA+                   170000
321039871                                            140150.6     Cash Out Refinance          11.05      Full Documentation           C                     187000
321039875                                            206257.1     Cash Out Refinance           7.35      Full Documentation           AA                    258000
321039877                                           184218.72     Rate/Term Refinance          8.35      Stated Income Documentation  AA+                   217000
321039901                                           186625.65     Cash Out Refinance            8.2      Full Documentation           AA                    248000
321039949                                           283352.79     Rate/Term Refinance          8.35      Stated Income Documentation  A                     358000
321039958                                           135809.34     Purchase                      7.8      Full Documentation           AA+                   179000
321039962                                           116950.57     Cash Out Refinance           9.05      Full Documentation           AA+                   150000
321039965                                            359539.3     Cash Out Refinance           8.25      Business Bank Statements     AA                    672000
321039984                                           296834.14     Cash Out Refinance            8.1      Stated Income Documentation  AA+                   330000
321040028                                           200463.06     Cash Out Refinance            7.4      Full Documentation           AA+                   236000
321040046                                           181406.99     Rate/Term Refinance          9.15      Full Documentation           A                     227000
321040083                                           152809.73     Cash Out Refinance           8.39      Stated Income Documentation  AA                    180000
321040148                                           212177.22     Rate/Term Refinance           7.4      Full Documentation           AA+                   250000
321040157                                           149776.59     Cash Out Refinance            7.5      Full Documentation           AA+                   182000
321040170                                            379779.1     Purchase                      8.7      Full Documentation           AA+                   439000
321040172                                           132546.42     Cash Out Refinance            9.2      Full Documentation           A                     156000
321040232                                           147911.03     Cash Out Refinance          7.844      Full Documentation           AA+                   175000
321040246                                            246245.6     Cash Out Refinance            7.7      Full Documentation           AA+                   308000
321040250                                           103847.02     Purchase                      7.3      Full Documentation           AA+                   130000
321040262                                           167693.02     Rate/Term Refinance          7.85      Full Documentation           AA+                   177000
321040281                                           171451.38     Cash Out Refinance            7.7      Stated Income Documentation  AA+                   245000
321040304                                              173725     Cash Out Refinance            7.2      Full Documentation           AA                    205000
321040305                                           185133.93     Rate/Term Refinance           7.7      Full Documentation           AA+                   195000
321040337                                           396508.54     Cash Out Refinance           8.25      Full Documentation           AA                    443000
321040417                                           124402.82     Purchase                     10.2      Full Documentation           AA+                   133000
321040429                                           203881.98     Cash Out Refinance           7.99      Full Documentation           A                     240000
321040471                                           138418.98     Cash Out Refinance           8.15      Full Documentation           AA+                   154000
321040475                                           270809.69     Rate/Term Refinance           7.3      Full Documentation           A                     271000
321040507                                            147387.1     Rate/Term Refinance          10.7      Stated Income Documentation  AA+                   162000
321040550                                           183959.28     Cash Out Refinance           8.35      Full Documentation           AA+                   194000
321040589                                           134255.19     Purchase                      8.6      Full Documentation           AA+                   169000
321040594                                           129378.96     Purchase                     9.96      Full Documentation           AA+                   132000
321040692                                           128657.23     Purchase                     9.85      Stated Income Documentation  AA+                   143000
321040714                                           206130.53     Cash Out Refinance           8.75      Full Documentation           AA                    217000
321040731                                           191952.46     Rate/Term Refinance           8.5      Full Documentation           AA+                   192000
321040801                                           132404.78     Cash Out Refinance          10.75      Full Documentation           CC                    211500
321040803                                           119841.67     Purchase                      8.1      Full Documentation           AA+                   160000
331049464                                            43950.54     Cash Out Refinance             14      Full Documentation           AA+                   220000
331049778                                           199588.12     Cash Out Refinance           7.92      Stated Income Documentation  AA                    340000
331050358                                           289568.58     Cash Out Refinance           7.45      Full Documentation           A                     522500
331050438                                              324000     Cash Out Refinance           7.15      Full Documentation           AA+                   411000
331050449                                            267392.5     Cash Out Refinance            7.5      Full Documentation           A                     315000
331050537                                           224811.98     Cash Out Refinance           8.12      Full Documentation           AA                    250000
331050749                                           267339.05     Cash Out Refinance           9.35      Stated Income Documentation  AA+                   315000
331050756                                           295443.15     Cash Out Refinance           6.99      Stated Income Documentation  AA+                   480000
331050804                                            99770.51     Cash Out Refinance          10.15      Stated Income Documentation  AA+                   111000
331050876                                            347258.4     Cash Out Refinance           7.75      Stated Income Documentation  AA+                   580000
331050918                                           324942.76     Cash Out Refinance          8.825      Stated Income Documentation  A                     465000
331051022                                           379558.88     Cash Out Refinance          8.725      Stated Income Documentation  AA+                   700000
331051030                                           242115.92     Cash Out Refinance          10.62      Stated Income Documentation  B                     303000
331051055                                           278323.11     Cash Out Refinance            7.1      Stated Income Documentation  AA+                   310000
331051103                                           359749.76     Cash Out Refinance           8.75      Full Documentation           AA                    400000
331051169                                           206157.47     Cash Out Refinance           8.99      Stated Income Documentation  AA+                   590000
331051204                                           414304.13     Cash Out Refinance            6.9      Stated Income Documentation  AA+                   525000
331051350                                            261709.7     Cash Out Refinance           8.95      Stated Income Documentation  A                     580000
331051396                                           309793.36     Cash Out Refinance           9.55      Full Documentation           B                     365000
331051455                                           355810.88     Cash Out Refinance           6.75      Full Documentation           AA+                   475000
331051457                                              355000     Cash Out Refinance           6.05      Full Documentation           AA+                   375000
331051486                                              335000     Cash Out Refinance            7.5      Stated Income Documentation  AA+                   610000
331051490                                            573601.7     Cash Out Refinance           7.45      Full Documentation           AA                    680000
331051598                                           235896.37     Cash Out Refinance           8.92      Full Documentation           B                     285000
331051757                                           189841.67     Cash Out Refinance           10.3      Full Documentation           B                     295000
331051760                                           318178.43     Cash Out Refinance            8.6      Stated Income Documentation  AA                    375000
331051767                                           305622.83     Cash Out Refinance           6.75      Full Documentation           A                     360000
331051792                                           143715.47     Rate/Term Refinance          10.2      Stated Income Documentation  A                     180000
331052034                                           140084.64     Cash Out Refinance           8.65      Full Documentation           AA+                   165000
331052041                                           347652.66     Cash Out Refinance           9.45      Stated Income Documentation  AA+                   435000
331052065                                            74911.57     Cash Out Refinance           8.65      Full Documentation           AA+                   105000
331052069                                           224751.65     Cash Out Refinance          7.145      Stated Income Documentation  AA+                   630000
331052095                                           336976.53     Cash Out Refinance            9.3      Stated Income Documentation  AA+                   375000
331052104                                           372737.65     Cash Out Refinance           8.35      Stated Income Documentation  A                     415000
331052108                                            189614.2     Cash Out Refinance            8.4      Stated Income Documentation  AA                    425000
331052112                                            389455.8     Cash Out Refinance            6.3      Full Documentation           AA+                   600000
331052118                                           372791.72     Cash Out Refinance            8.1      Full Documentation           AA+                   425000
331052149                                           238309.19     Cash Out Refinance           8.27      Stated Income Documentation  AA+                   265000
331052182                                           142343.74     Rate/Term Refinance             9      Full Documentation           AA+                   203000
331052211                                           255712.68     Purchase                     7.25      Full Documentation           AA+                   290000
331052248                                           299529.61     Cash Out Refinance           8.99      Full Documentation           C                     670000
331052280                                           226561.09     Cash Out Refinance           8.82      Full Documentation           AA+                   267000
331052321                                           324738.49     Cash Out Refinance           8.25      Full Documentation           B                     420000
331052336                                           317929.14     Cash Out Refinance            6.9      Full Documentation           AA+                   455000
331052356                                              299997     Cash Out Refinance            7.1      Full Documentation           AA+                   410000
331052379                                           128982.22     Cash Out Refinance            8.9      Full Documentation           AA+                   161500
331052388                                           129545.23     Cash Out Refinance           9.05      Stated Income Documentation  AA                    162000
331052425                                            69644.37     Cash Out Refinance           10.5      Stated Income Documentation  AA+                    82000
331052437                                           299445.26     Cash Out Refinance           8.45      Stated Income Documentation  AA+                   568000
331052457                                           515283.85     Cash Out Refinance           7.85      Stated Income Documentation  AA+                   645000
331052467                                           329480.46     Cash Out Refinance            8.3      Stated Income Documentation  C                     420000
331052522                                           110921.75     Cash Out Refinance           11.1      Full Documentation           C                     148000
331052531                                           419059.04     Cash Out Refinance            7.5      Stated Income Documentation  AA+                   600000
331052535                                           243438.75     Cash Out Refinance          10.22      Full Documentation           C                     325000
331052547                                           186875.89     Cash Out Refinance           8.99      Full Documentation           AA+                   220000
331052551                                           179794.27     Rate/Term Refinance           8.8      Full Documentation           AA+                   200000
331052554                                              403000     Cash Out Refinance            7.7      Stated Income Documentation  AA                    475000
331052584                                           138829.24     Cash Out Refinance           8.45      Stated Income Documentation  A                     500000
331052588                                           149768.73     Cash Out Refinance          7.325      Full Documentation           AA+                   250000
331052592                                           383570.09     Cash Out Refinance            8.9      Full Documentation           AA                    480000
331052602                                           213326.64     Cash Out Refinance           8.25      Stated Income Documentation  AA+                   267000
331052606                                              396000     Cash Out Refinance            7.2      Full Documentation           AA+                   440000
331052625                                           289600.75     Cash Out Refinance           7.89      Stated Income Documentation  AA                    648500
331052638                                           389453.25     Cash Out Refinance            7.8      Full Documentation           AA                    560000
331052728                                           419440.21     Cash Out Refinance           8.05      Stated Income Documentation  AA+                   565000
331052749                                           129810.26     Cash Out Refinance            7.6      Stated Income Documentation  AA+                   290000
331052829                                            99944.86     Cash Out Refinance          12.19      Stated Income Documentation  C                     325000
331052859                                           277256.07     Cash Out Refinance          10.05      Full Documentation           C                     370000
331052909                                           142951.75     Cash Out Refinance            9.8      Stated Income Documentation  C                     222000
331052934                                              360000     Cash Out Refinance           7.25      Stated Income Documentation  AA+                   525000
331052970                                            389693.5     Cash Out Refinance            6.9      Full Documentation           AA+                   466000
331053006                                           359840.97     Cash Out Refinance            8.9      Full Documentation           B                     455000
331053084                                           148093.26     Cash Out Refinance         10.975      Full Documentation           CC                    228000
331053122                                           277672.26     Cash Out Refinance           8.65      Stated Income Documentation  AA+                   410000
331053135                                           300325.67     Cash Out Refinance           6.45      Full Documentation           AA+                   455000
331053183                                              367500     Cash Out Refinance            6.5      Full Documentation           AA+                   490000
331053204                                           142797.49     Cash Out Refinance           7.75      Full Documentation           A                     225000
331053228                                           183047.95     Cash Out Refinance           6.99      Full Documentation           AA+                   193000
331053241                                            378752.1     Cash Out Refinance           7.55      Stated Income Documentation  AA+                   475000
331053401                                           150751.25     Cash Out Refinance           6.99      Stated Income Documentation  AA+                   245000
331053403                                             65130.7     Purchase                     9.15      Full Documentation           AA                     82000
331053469                                           224871.88     Cash Out Refinance            8.8      Full Documentation           B                     350000
331053474                                           224844.38     Cash Out Refinance           7.17      Stated Income Documentation  AA+                   445000
331053501                                            474946.4     Cash Out Refinance           8.29      Stated Income Documentation  AA+                   475000
331053547                                              484000     Cash Out Refinance            6.5      Full Documentation           AA+                   605000
331053550                                           211756.19     Cash Out Refinance           8.77      Full Documentation           B                     620000
331053555                                           146205.28     Rate/Term Refinance          11.7      Full Documentation           CC                    225000
331053564                                           364672.25     Cash Out Refinance           9.95      Stated Income Documentation  AA                    498000
331053571                                           403704.61     Cash Out Refinance            8.3      Full Documentation           AA+                   425000
331053618                                           262324.19     Cash Out Refinance          7.475      Full Documentation           AA+                   375000
331053681                                           641034.89     Cash Out Refinance           7.45      Stated Income Documentation  AA+                   675000
331053698                                           158274.21     Cash Out Refinance           10.2      Full Documentation           AA+                   167000
331053713                                           206890.88     Cash Out Refinance           9.17      Stated Income Documentation  AA+                   230000
331053752                                            59982.83     Purchase                       12      Stated Income Documentation  AA+                    75000
331053798                                           283463.57     Cash Out Refinance           7.95      Stated Income Documentation  AA+                   315000
331053843                                            379821.4     Cash Out Refinance           8.69      Full Documentation           AA+                   380000
331053871                                            311972.7     Cash Out Refinance           10.7      Stated Income Documentation  B                     390000
331053970                                              372000     Cash Out Refinance              8      Stated Income Documentation  AA+                   470000
331053972                                           569528.15     Purchase                     6.95      Full Documentation           AA+                   760000
331053982                                           287965.05     Cash Out Refinance            8.1      Stated Income Documentation  AA+                   420000
331054089                                           300248.36     Purchase                      9.7      Full Documentation           AA+                   370000
331054124                                           442299.44     Cash Out Refinance          6.375      Full Documentation           AA                    590000
331054143                                           404738.33     Cash Out Refinance            7.5      Stated Income Documentation  AA+                   440000
331054203                                           334856.47     Cash Out Refinance          10.15      Full Documentation           CC                    750000
331054228                                           356147.66     Cash Out Refinance           7.99      Stated Income Documentation  AA+                   375000
331054455                                           224145.38     Rate/Term Refinance          9.75      Stated Income Documentation  B                     345000
331054786                                              244000     Cash Out Refinance           8.99      Stated Income Documentation  AA+                   305000
331056375                                              416000     Cash Out Refinance           12.3      Stated Income Documentation  B                     520000
331056426                                              142100     Cash Out Refinance           7.59      Full Documentation           AA+                   203000
341036778                                            54549.71     Cash Out Refinance          14.05      Full Documentation           AA+                   273000
341037005                                            28766.71     Rate/Term Refinance         14.05      Full Documentation           AA+                   144000
341037706                                           101042.75     Cash Out Refinance           7.95      Full Documentation           AA+                   112500
341037821                                           103988.13     Cash Out Refinance            9.4      Full Documentation           B                     165000
341038110                                            99818.83     Cash Out Refinance           8.55      Full Documentation           AA                    157500
341038121                                            179812.5     Cash Out Refinance           7.35      Full Documentation           AA+                   200000
341038744                                           227565.27     Cash Out Refinance            8.3      Stated Income Documentation  AA+                   285000
341038896                                            31563.99     Purchase                    10.75      Full Documentation           AA+                   165000
341039025                                           186020.58     Cash Out Refinance           8.75      Full Documentation           A                     219000
341039109                                           210787.18     Cash Out Refinance            9.1      Full Documentation           AA+                   222000
341039132                                           261927.47     Cash Out Refinance          10.45      Lite Documentation           A                     352000
341039142                                           131318.25     Rate/Term Refinance         9.125      Full Documentation           A                     146000
341039155                                           129131.25     Purchase                    9.125      Full Documentation           AA+                   162000
341039225                                           149822.26     Cash Out Refinance          8.625      Stated Income Documentation  AA+                   230000
341039227                                           194227.28     Purchase                       10      Stated Income Documentation  AA+                   240000
341039240                                           166245.78     Purchase                    9.375      Stated Income Documentation  AA+                   185000
341039257                                            84889.84     Purchase                    10.15      Stated Income Documentation  AA+                   102500
341039258                                           251406.69     Cash Out Refinance           7.25      Full Documentation           AA+                   280000
341039287                                           249724.44     Cash Out Refinance           7.15      Full Documentation           AA+                   288000
341039328                                            82303.85     Purchase                      8.7      Full Documentation           AA+                   115000
341039329                                            57135.19     Cash Out Refinance           10.8      Stated Income Documentation  AA+                   104000
341039358                                           294825.79     Purchase                      9.3      Business Bank Statements     AA+                   383000
341039362                                            73755.33     Purchase                     13.6      Business Bank Statements     AA+                   383000
341039371                                            99905.78     Cash Out Refinance          9.925      Stated Income Documentation  AA                    190000
341039379                                           234393.86     Cash Out Refinance            7.7      Full Documentation           AA+                   261000
341039421                                            53520.87     Purchase                    12.25      Stated Income Documentation  AA+                    75000
341039454                                           149805.59     Cash Out Refinance          10.15      Full Documentation           A                     276000
341039458                                           110190.18     Purchase                      8.2      Full Documentation           AA+                   135000
341039468                                           103148.34     Purchase                    8.475      Full Documentation           AA+                   129000
341039473                                           145613.63     Cash Out Refinance         10.215      Full Documentation           AA                    162000
341039475                                            25783.06     Purchase                     11.4      Full Documentation           AA+                   129000
341039479                                           163237.76     Cash Out Refinance          9.475      Business Bank Statements     AA+                   172000
341039484                                           152818.69     Purchase                    8.625      Full Documentation           AA+                   180000
341039511                                             95913.8     Cash Out Refinance           9.95      Stated Income Documentation  AA+                   120000
341039541                                           241402.95     Rate/Term Refinance          10.4      Full Documentation           B                     302000
341039543                                              381300     Rate/Term Refinance           7.7      Full Documentation           AA+                   410000
341039592                                           166894.59     Rate/Term Refinance         7.675      Full Documentation           AA+                   170000
341039612                                             87904.7     Purchase                        9      Full Documentation           AA+                   111000
341039629                                           167342.28     Purchase                    9.725      Full Documentation           A                     200000
341039633                                            159172.2     Cash Out Refinance         10.515      Full Documentation           AA                    177000
341039634                                           107217.78     Purchase                    9.455      Full Documentation           AA+                   115500
341039635                                           153731.25     Rate/Term Refinance             9      Full Documentation           AA+                   171000
341039636                                           121462.42     Cash Out Refinance           8.85      Stated Income Documentation  AA                    128000
341039640                                           121477.83     Purchase                    9.425      Full Documentation           AA+                   128000
341039708                                           197791.74     Purchase                      9.2      Stated Income Documentation  AA+                   243000
341040020                                            71141.31     Purchase                    10.35      Full Documentation           AA+                    89000
341040088                                            68359.34     Purchase                    11.85      Full Documentation           AA+                    74000
341040120                                           107063.11     Cash Out Refinance           6.45      Full Documentation           AA+                   185000
341040204                                           148332.89     Cash Out Refinance          8.875      Full Documentation           AA+                   165000
341040217                                           107908.05     Cash Out Refinance           10.2      Full Documentation           B                     144000
341040224                                           168234.49     Purchase                    9.325      Business Bank Statements     AA+                   201100
341040297                                           113851.29     Purchase                      9.7      Full Documentation           AA+                   121000
341040304                                           375875.03     Cash Out Refinance           9.85      Stated Income Documentation  A                     470000
341040391                                           175858.55     Cash Out Refinance            7.1      Full Documentation           AA+                   220000
341040435                                           205929.19     Cash Out Refinance            8.9      Stated Income Documentation  AA+                   257700
341040452                                           179906.68     Rate/Term Refinance          9.25      Full Documentation           C                     240000
341040462                                           293603.34     Rate/Term Refinance          7.99      Full Documentation           AA+                   309500
341040464                                            97667.67     Cash Out Refinance          10.25      Stated Income Documentation  AA+                   115000
341040477                                           128196.51     Rate/Term Refinance        10.275      Full Documentation           AA+                   159000
341040532                                           243688.47     Cash Out Refinance           8.97      Full Documentation           B                     305000
341040540                                           379205.64     Cash Out Refinance           7.25      Stated Income Documentation  AA+                   422000
341040573                                           207759.78     Cash Out Refinance           8.75      Full Documentation           AA+                   260000
341040577                                           151828.95     Cash Out Refinance          8.875      Full Documentation           AA                    192000
341040599                                           307633.11     Cash Out Refinance            8.6      Stated Income Documentation  AA+                   475000
341040619                                            75553.03     Cash Out Refinance          11.65      Full Documentation           AA+                    84000
341040626                                           213508.21     Purchase                     8.85      Full Documentation           AA+                   235000
341040636                                            72065.44     Purchase                      9.6      Full Documentation           AA+                    92000
341040641                                           224824.41     Cash Out Refinance          6.925      Stated Income Documentation  AA+                   407000
341040647                                            85895.43     Rate/Term Refinance           8.5      Full Documentation           AA+                   110000
341040670                                           168354.31     Purchase                    9.625      Full Documentation           AA+                   185000
341040740                                           137693.09     Rate/Term Refinance         9.125      Full Documentation           AA+                   145000
341040784                                           112040.03     Cash Out Refinance            9.1      Business Bank Statements     AA+                   118000
341040870                                           149965.75     Cash Out Refinance          8.875      Full Documentation           A                     174000
341040896                                            74963.88     Cash Out Refinance            9.6      Stated Income Documentation  AA+                   208000
341040920                                           104408.28     Purchase                     10.6      Full Documentation           AA+                   120000
341040924                                           119607.09     Cash Out Refinance          10.63      Business Bank Statements     AA+                   126000
341040949                                            97565.98     Purchase                    10.15      Stated Income Documentation  AA+                   169000
341040964                                           179093.82     Purchase                     9.88      Full Documentation           AA+                   195000
341041113                                              338000     Rate/Term Refinance          9.08      Full Documentation           AA+                   338000
341041126                                           103797.15     Purchase                    9.075      Full Documentation           AA+                   130000
341041172                                            80976.98     Purchase                    12.03      Full Documentation           AA+                    82000
341041243                                           118627.69     Purchase                      9.3      Full Documentation           AA+                   126000
341041268                                            82619.08     Purchase                    10.78      Full Documentation           AA+                   113000
341041542                                           175651.98     Cash Out Refinance            8.9      Full Documentation           AA+                   185000
341041543                                           128205.39     Cash Out Refinance          9.875      Full Documentation           AA+                   135000
341041625                                           263369.02     Cash Out Refinance           9.45      Stated Income Documentation  A                     310000
341041785                                           145925.49     Cash Out Refinance          9.325      Full Documentation           AA                    154000
341041973                                               69500     Cash Out Refinance           9.38      Full Documentation           AA+                    97000
341042723                                           135869.86     Cash Out Refinance           9.65      Stated Income Documentation  AA                    170000
341042747                                              108750     Cash Out Refinance          10.65      Full Documentation           AA+                   145000
341043326                                               52000     Cash Out Refinance           12.1      Stated Income Documentation  AA+                    65000
341043494                                               70200     Cash Out Refinance          11.85      Full Documentation           AA+                    78000
341043618                                              116000     Purchase                      9.2      Stated Income Documentation  AA+                   145000
341043680                                              127800     Purchase                   10.525      Full Documentation           AA+                   147000
351039735                                            33752.39     Purchase                     9.99      Full Documentation           AA                    170000
351040101                                            50362.86     Purchase                     9.99      Full Documentation           AA+                   255000
351040661                                             27136.7     Purchase                     9.99      Full Documentation           AA+                   138000
351040732                                             26739.6     Purchase                     9.99      Full Documentation           AA                    138000
351040734                                            25921.45     Purchase                     9.99      Full Documentation           AA+                   130000
351040891                                            31229.44     Purchase                     9.99      Full Documentation           AA                    157400
351040940                                            42029.36     Purchase                     9.99      Full Documentation           AA+                   225000
351041172                                            25154.72     Purchase                     9.99      Full Documentation           AA+                   126000
351041354                                            31728.35     Purchase                     9.99      Full Documentation           AA+                   164000
351041577                                            34339.43     Purchase                     9.99      Full Documentation           AA+                   174000
351041848                                             27754.1     Purchase                     9.99      Full Documentation           AA+                   140000
351041987                                            95883.31     Cash Out Refinance          10.45      Stated Income Documentation  AA+                   120000
351042684                                           126267.75     Cash Out Refinance          9.225      Full Documentation           AA+                   158000
351042919                                           217500.76     Purchase                      7.9      Full Documentation           AA+                   264000
351042940                                           260700.13     Cash Out Refinance          8.775      Stated Income Documentation  A                     346000
351042967                                           133832.81     Rate/Term Refinance        10.075      Full Documentation           AA+                   141000
351042987                                           131708.47     Purchase                   10.025      Full Documentation           AA+                   155000
351042993                                           115734.48     Purchase                     9.15      Stated Income Documentation  AA+                   152000
351043026                                            73456.75     Purchase                    10.15      Full Documentation           AA+                   100000
351043113                                           129075.71     Purchase                    9.625      Full Documentation           AA+                   136000
351043153                                           102277.39     Purchase                    8.575      Full Documentation           AA+                   128000
351043165                                            65959.88     Cash Out Refinance          11.75      Stated Income Documentation  B                     110200
351043288                                           122891.88     Cash Out Refinance          10.05      Stated Income Documentation  AA                    164000
351043704                                           104402.09     Purchase                     9.75      Full Documentation           AA+                   110000
351043742                                            91963.83     Purchase                    10.55      Stated Income Documentation  AA+                   115000
351044331                                            90216.02     Purchase                    10.75      Full Documentation           AA+                   100000
351044470                                            75023.53     Purchase                    11.05      Full Documentation           AA+                    79000
351045525                                               94400     Cash Out Refinance           10.5      Stated Income Documentation  AA+                   118000
371038874                                            39958.01     Rate/Term Refinance          14.3      Full Documentation           AA                    200000
371039484                                            31971.83     Cash Out Refinance          14.25      Full Documentation           AA+                   160000
371039645                                           113251.84     Cash Out Refinance           12.5      Stated Income Documentation  C                     162000
371039744                                            30579.08     Purchase                    14.35      Full Documentation           AA+                   153000
371039957                                            32370.15     Cash Out Refinance          14.05      Full Documentation           AA+                   162000
371040742                                              147000     Cash Out Refinance           8.05      Stated Income Documentation  AA+                   215000
371040782                                           271196.23     Cash Out Refinance           7.57      Full Documentation           AA                    320000
371040834                                           144758.11     Cash Out Refinance           8.95      Full Documentation           AA                    215000
371040903                                           199836.07     Cash Out Refinance           7.39      Full Documentation           AA+                   223000
371041009                                           299257.73     Cash Out Refinance           8.45      Stated Income Documentation  AA                    550000
371041016                                              209000     Cash Out Refinance           7.27      Stated Income Documentation  AA+                   235000
371041254                                           165997.68     Purchase                      9.7      Full Documentation           AA+                   195000
371041494                                           237060.86     Purchase                    9.795      Stated Income Documentation  AA+                   290000
371041605                                           127259.16     Cash Out Refinance           9.75      Stated Income Documentation  AA+                   150500
371041753                                           185743.66     Cash Out Refinance            9.4      Stated Income Documentation  AA+                   218700
371041808                                            103927.1     Cash Out Refinance           11.1      Stated Income Documentation  AA+                   160000
371041830                                            39929.28     Purchase                     11.6      Business Bank Statements     AA+                   211000
371041843                                           373443.07     Cash Out Refinance            7.8      Stated Income Documentation  A                     535000
371041866                                           129766.59     Cash Out Refinance           6.55      Full Documentation           AA+                   405000
371041881                                           125879.44     Cash Out Refinance           9.65      Full Documentation           AA                    210000
371042105                                           129003.77     Rate/Term Refinance           9.4      Full Documentation           A                     152000
371042118                                           149193.63     Cash Out Refinance           7.99      Stated Income Documentation  AA+                   176000
371042120                                           154072.71     Cash Out Refinance            9.2      Stated Income Documentation  AA                    193000
371042133                                           199451.23     Cash Out Refinance           7.94      Full Documentation           B                     280000
371042151                                           116779.18     Cash Out Refinance           8.35      Full Documentation           AA+                   130000
371042248                                           109814.59     Cash Out Refinance            8.9      Full Documentation           AA                    140000
371042260                                           131972.24     Cash Out Refinance           8.45      Full Documentation           AA+                   147000
371042309                                           104850.01     Cash Out Refinance           9.95      Stated Income Documentation  B                     173000
371042377                                           311640.32     Cash Out Refinance           6.99      Stated Income Documentation  A                     400000
371042380                                           278275.29     Cash Out Refinance           6.75      Stated Income Documentation  AA+                   310000
371042416                                            32968.27     Purchase                    12.85      Full Documentation           AA+                   185000
371042428                                           284727.28     Rate/Term Refinance          9.65      Stated Income Documentation  C                     380000
371042502                                           192620.61     Cash Out Refinance           8.15      Full Documentation           B                     310000
371042552                                           124955.86     Cash Out Refinance           9.65      Full Documentation           B                     185500
371042583                                           159176.39     Cash Out Refinance          8.375      Stated Income Documentation  AA+                   177000
371042687                                              202500     Cash Out Refinance           8.45      Full Documentation           AA+                   227000
371042721                                           176285.78     Cash Out Refinance           8.99      Full Documentation           B                     252000
371042774                                           323465.07     Cash Out Refinance              9      Stated Income Documentation  AA                    360000
371042796                                             27284.4     Purchase                    13.85      Full Documentation           B                     141000
371042824                                           118919.97     Cash Out Refinance          11.29      Stated Income Documentation  B                     170000
371042826                                              399998     Cash Out Refinance            6.9      Stated Income Documentation  AA+                   757000
371042927                                           287750.19     Cash Out Refinance            9.7      Stated Income Documentation  AA                    320000
371042944                                           189324.47     Cash Out Refinance          10.55      Stated Income Documentation  AA+                   223000
371042946                                           203843.03     Cash Out Refinance          10.67      Stated Income Documentation  AA+                   240000
371042947                                           153672.78     Cash Out Refinance           10.7      Stated Income Documentation  AA+                   181000
371043074                                           153786.26     Cash Out Refinance           7.85      Full Documentation           AA+                   194000
371043090                                            99880.25     Cash Out Refinance          8.375      Full Documentation           AA+                   150000
371043110                                            99926.79     Purchase                     10.9      Full Documentation           AA+                   135000
371043127                                           125886.85     Rate/Term Refinance          9.95      Full Documentation           B                     140000
371043171                                           136299.09     Rate/Term Refinance          9.55      Full Documentation           C                     195000
371043173                                           157861.49     Cash Out Refinance          11.95      Full Documentation           CC                    254000
371043176                                           239995.94     Cash Out Refinance           6.62      Full Documentation           AA+                   385000
371043191                                           143870.97     Cash Out Refinance           9.96      Stated Income Documentation  AA                    180000
371043217                                           107894.44     Cash Out Refinance           9.55      Stated Income Documentation  AA+                   135000
371043240                                           103477.68     Cash Out Refinance            8.1      Full Documentation           AA+                   130000
371043265                                           124784.41     Cash Out Refinance            6.9      Full Documentation           A                     194000
371043269                                              191673     Cash Out Refinance           8.85      Stated Income Documentation  AA+                   240000
371043270                                           267863.72     Cash Out Refinance           8.35      Stated Income Documentation  AA                    360000
371043326                                            99952.23     Cash Out Refinance           9.85      Full Documentation           AA+                   169000
371043328                                            99902.28     Cash Out Refinance           9.55      Full Documentation           C                     145000
371043334                                           175703.34     Cash Out Refinance            8.9      Stated Income Documentation  AA+                   220000
371043335                                           107875.27     Purchase                     8.75      Stated Income Documentation  AA+                   129000
371043336                                           121299.39     Purchase                        9      Stated Income Documentation  AA+                   135500
371043340                                           314485.32     Cash Out Refinance           9.05      Stated Income Documentation  C                     450000
371043399                                           157377.36     Cash Out Refinance         10.615      Full Documentation           C                     375000
371043405                                           118897.06     Cash Out Refinance              8      Full Documentation           A                     140000
371043412                                           259561.74     Purchase                      8.9      Stated Income Documentation  AA+                   328000
371043463                                           148234.12     Cash Out Refinance          9.975      Business Bank Statements     AA+                   165000
371043474                                           299496.96     Cash Out Refinance            6.9      Business Bank Statements     AA+                   723000
371043487                                            84926.09     Cash Out Refinance           10.1      Full Documentation           AA+                    85000
371043546                                           131943.39     Cash Out Refinance              9      Full Documentation           AA+                   165000
371043556                                           232074.77     Cash Out Refinance           8.22      Full Documentation           AA+                   258000
371043577                                           101961.59     Cash Out Refinance            9.5      Stated Income Documentation  AA+                   120000
371043641                                           195163.58     Purchase                      8.8      Stated Income Documentation  AA+                   230000
371043643                                           135937.55     Cash Out Refinance          9.825      Full Documentation           B                     162000
371043666                                           242912.13     Cash Out Refinance           9.57      Full Documentation           B                     270000
371043670                                           130136.05     Cash Out Refinance            9.9      Stated Income Documentation  A                     145000
371043693                                            98906.56     Cash Out Refinance            7.8      Full Documentation           AA+                   235000
371043697                                              266000     Rate/Term Refinance          7.55      Full Documentation           AA+                   280000
371043704                                           232250.08     Cash Out Refinance          11.02      Stated Income Documentation  A                     310000
371043721                                           221026.57     Cash Out Refinance           6.87      Full Documentation           AA+                   246000
371043728                                           142721.41     Cash Out Refinance           8.15      Full Documentation           AA                    168000
371043772                                           214645.07     Cash Out Refinance           8.62      Full Documentation           AA                    280000
371043806                                             71959.5     Cash Out Refinance           12.1      Stated Income Documentation  AA+                   110000
371043807                                           407648.92     Cash Out Refinance          10.15      Stated Income Documentation  B                     510000
371043811                                           265237.64     Cash Out Refinance           7.65      Full Documentation           C                     409000
371043816                                            53967.54     Cash Out Refinance           11.8      Stated Income Documentation  AA+                    60000
371043822                                           192386.11     Cash Out Refinance            7.9      Stated Income Documentation  AA                    275000
371043824                                           185283.91     Purchase                     8.85      Full Documentation           AA+                   235000
371043827                                           305501.82     Rate/Term Refinance          7.05      Full Documentation           AA+                   340000
371043830                                            46365.95     Purchase                    12.75      Full Documentation           AA+                   235000
371043841                                           128383.42     Purchase                     9.15      Full Documentation           AA+                   171000
371043868                                           152084.31     Cash Out Refinance           7.75      Full Documentation           AA+                   190400
371043872                                           107947.11     Cash Out Refinance           8.55      Full Documentation           AA+                   175000
371043880                                           101925.32     Cash Out Refinance           10.9      Stated Income Documentation  A                     180000
371043910                                           199834.05     Cash Out Refinance          10.32      Stated Income Documentation  A                     295000
371043923                                           287999.88     Cash Out Refinance          8.612      Stated Income Documentation  A                     320000
371043953                                            71900.52     Cash Out Refinance           9.85      Stated Income Documentation  AA+                    90000
371043965                                           130008.89     Cash Out Refinance          11.55      Full Documentation           B                     153000
371044004                                           115054.05     Rate/Term Refinance          10.3      Full Documentation           B                     131000
371044013                                           116947.69     Cash Out Refinance           9.95      Stated Income Documentation  A                     273000
371044017                                              310250     Cash Out Refinance            7.8      Full Documentation           AA+                   365000
371044033                                           102840.17     Cash Out Refinance          11.95      Stated Income Documentation  B                     147000
371044088                                            80952.36     Purchase                     11.9      Stated Income Documentation  AA+                    90000
371044151                                           127923.17     Purchase                     7.85      Full Documentation           AA+                   175000
371044167                                           226892.24     Cash Out Refinance           7.97      Stated Income Documentation  B                     284000
371044245                                           166105.41     Cash Out Refinance           10.1      Stated Income Documentation  AA+                   175000
371044274                                           157371.55     Cash Out Refinance           10.4      Stated Income Documentation  AA+                   190000
371044363                                           249392.89     Cash Out Refinance          10.32      Business Bank Statements     A                     362000
371044447                                              215650     Cash Out Refinance           7.92      Full Documentation           AA+                   227000
371044484                                           199802.46     Cash Out Refinance            9.5      Stated Income Documentation  B                     250000
371044682                                           150195.44     Rate/Term Refinance          7.95      Full Documentation           AA+                   189000
371044709                                           143945.79     Purchase                    10.75      Full Documentation           AA+                   185000
371044715                                            110164.8     Cash Out Refinance          10.65      Full Documentation           C                     147000
371044718                                           193437.45     Rate/Term Refinance          7.35      Full Documentation           AA+                   215000
371044730                                           132660.93     Cash Out Refinance           11.3      Full Documentation           B                     177000
371044827                                           198500.13     Purchase                    10.55      Stated Income Documentation  AA+                   228000
371044874                                           381618.72     Cash Out Refinance           9.45      Full Documentation           AA                    484000
371044966                                           132385.62     Purchase                      9.2      Full Documentation           AA+                   198000
371044977                                           100686.56     Purchase                    8.875      Full Documentation           AA+                   126000
371045026                                           117481.37     Rate/Term Refinance          9.99      Full Documentation           AA+                   117500
371045054                                           113013.53     Cash Out Refinance           10.7      Stated Income Documentation  A                     174000
371045056                                           127871.71     Purchase                     9.43      Full Documentation           AA+                   135000
371045059                                            164761.6     Cash Out Refinance           7.65      Stated Income Documentation  AA+                   320000
371045161                                            242905.9     Cash Out Refinance          10.62      Stated Income Documentation  C                     375000
371045189                                           244023.43     Cash Out Refinance           9.25      Business Bank Statements     AA+                   257000
371045366                                              112028     Purchase                     11.5      Business Bank Statements     AA+                   142000
371045601                                           216484.61     Purchase                     9.12      Stated Income Documentation  AA+                   228000
371045654                                           189983.39     Cash Out Refinance           8.95      Full Documentation           AA+                   200000
371046043                                              102700     Cash Out Refinance          11.54      Stated Income Documentation  C                     158000
371046419                                           155783.78     Cash Out Refinance            8.5      Full Documentation           AA+                   164000
371046742                                            99994.11     Cash Out Refinance           9.95      Full Documentation           AA                    100000
381029372                                            65871.11     Cash Out Refinance         12.175      Full Documentation           AA+                   330000
381030132                                            46616.59     Rate/Term Refinance         12.68      Stated Income Documentation  AA+                   312000
381030152                                           321035.12     Cash Out Refinance            7.5      Full Documentation           A                     470000
381030237                                           244224.54     Cash Out Refinance            8.7      Stated Income Documentation  AA                    288000
381030294                                           249934.94     Cash Out Refinance            8.9      Stated Income Documentation  B                     340000
381030307                                           139639.23     Cash Out Refinance           8.25      Stated Income Documentation  AA+                   332000
381030317                                           267407.02     Cash Out Refinance            8.3      Stated Income Documentation  B                     315000
401009969                                           269192.32     Cash Out Refinance           9.05      Full Documentation           AA+                   284300
401010351                                            93140.32     Rate/Term Refinance         11.35      Full Documentation           AA+                   101300
411000131                                           191086.68     Cash Out Refinance            9.8      Full Documentation           AA+                   225000
411000212                                            31969.85     Cash Out Refinance          13.95      Full Documentation           AA                    160000
411000893                                              261000     Cash Out Refinance            9.1      Stated Income Documentation  AA+                   290000
411000953                                           329389.88     Cash Out Refinance           7.95      Stated Income Documentation  AA+                   760000
411000959                                           133772.31     Cash Out Refinance          10.25      Stated Income Documentation  AA                    295000
411000980                                           281170.94     Cash Out Refinance           10.4      Full Documentation           A                     375000
411001162                                           214903.62     Cash Out Refinance           8.85      Stated Income Documentation  AA+                   340000
411001201                                              227000     Rate/Term Refinance          7.25      Full Documentation           AA+                   532000
411001284                                            79970.45     Cash Out Refinance            9.5      Full Documentation           AA+                   100000
411001302                                            54116.67     Rate/Term Refinance         11.75      Full Documentation           B                      57000
411001309                                           126427.51     Rate/Term Refinance           8.7      Full Documentation           AA+                   149000
411001456                                              100000     Cash Out Refinance          8.965      Stated Income Documentation  AA+                   134000
411001489                                            95880.78     Cash Out Refinance          10.35      Full Documentation           AA+                   128000
411001510                                           260334.73     Rate/Term Refinance         8.625      Full Documentation           A                     326000
411001520                                           240863.92     Cash Out Refinance           9.45      Stated Income Documentation  AA                    311000
411001575                                           161771.42     Cash Out Refinance           9.75      Stated Income Documentation  AA+                   180000
411001602                                            120095.8     Cash Out Refinance           10.2      Full Documentation           A                     185000
411001609                                           161063.82     Cash Out Refinance           8.55      Full Documentation           AA+                   190000
411001650                                           202124.54     Cash Out Refinance           8.55      Full Documentation           A                     270000
411001694                                           166590.81     Cash Out Refinance           8.45      Stated Income Documentation  AA+                   210000
411001698                                            55934.81     Cash Out Refinance          10.65      Full Documentation           C                      75000
411001716                                             85547.8     Rate/Term Refinance           9.9      Full Documentation           AA                     95100
411001726                                           165659.82     Cash Out Refinance          12.25      Full Documentation           CC                    255000
411001727                                           263841.54     Cash Out Refinance           7.85      Full Documentation           AA+                   320000
411001735                                           195846.82     Cash Out Refinance           8.35      Full Documentation           AA                    225000
411001751                                           129780.88     Cash Out Refinance            8.9      Stated Income Documentation  AA+                   180000
411001756                                           327042.08     Cash Out Refinance           8.85      Full Documentation           AA+                   385400
411001773                                           175940.39     Cash Out Refinance            8.7      Full Documentation           AA                    235000
411001793                                           128556.91     Cash Out Refinance           8.35      Full Documentation           AA+                   161000
411001813                                           161746.11     Cash Out Refinance           9.25      Full Documentation           AA+                   202900
411001820                                           111831.67     Cash Out Refinance           9.45      Full Documentation           AA+                   168000
411001831                                           121503.98     Cash Out Refinance          10.55      Full Documentation           AA                    152000
411001838                                            149839.8     Cash Out Refinance          11.05      Full Documentation           AA                    178000
411001845                                           340681.63     Cash Out Refinance            8.2      Stated Income Documentation  AA                    426200
411001859                                            60738.02     Cash Out Refinance           9.35      Full Documentation           AA+                    76000
411001884                                           220314.29     Cash Out Refinance          10.25      Full Documentation           A                     315000
411001891                                           104896.65     Cash Out Refinance           7.55      Full Documentation           AA+                   175000
411001901                                            275384.6     Cash Out Refinance           8.35      Full Documentation           AA+                   428000
411001916                                            383143.5     Cash Out Refinance           7.75      Stated Income Documentation  A                     590000
411001942                                           128387.22     Cash Out Refinance           7.95      Full Documentation           AA+                   197800
411001945                                           205874.68     Cash Out Refinance            9.2      Stated Income Documentation  AA+                   260000
411001948                                           224848.12     Cash Out Refinance           8.85      Stated Income Documentation  AA+                   250000
411001953                                           266007.92     Cash Out Refinance           9.55      Stated Income Documentation  AA                    333000
411001954                                           191202.98     Rate/Term Refinance           9.3      Full Documentation           CC                    310000
411001965                                            529692.4     Cash Out Refinance           7.05      Full Documentation           AA+                   590000
411001969                                            63236.24     Rate/Term Refinance           9.7      Full Documentation           AA+                    70300
411001974                                           150215.13     Cash Out Refinance           9.45      Full Documentation           AA                    167000
411001975                                            99949.18     Cash Out Refinance            9.8      Stated Income Documentation  B                     265000
411001986                                           297807.58     Cash Out Refinance              9      Stated Income Documentation  AA+                   405000
411002014                                           187355.08     Cash Out Refinance          10.65      Full Documentation           AA                    250000
411002026                                           155897.78     Cash Out Refinance           8.95      Business Bank Statements     AA                    255000
411002047                                           125884.53     Cash Out Refinance            7.8      Full Documentation           AA+                   168000
411002050                                           127458.26     Cash Out Refinance            9.9      Full Documentation           AA                    150000
411002077                                           286711.45     Rate/Term Refinance         7.475      Stated Income Documentation  AA+                   443000
411002080                                           185288.77     Cash Out Refinance           7.75      Full Documentation           AA+                   252000
411002085                                           151862.05     Cash Out Refinance            9.9      Full Documentation           A                     190000
411002095                                           369206.98     Cash Out Refinance            8.3      Stated Income Documentation  AA+                   461900
411002096                                           214862.71     Cash Out Refinance           9.25      Stated Income Documentation  AA                    269000
411002105                                            89912.91     Cash Out Refinance            9.6      Business Bank Statements     AA+                   100000
411002117                                           171203.37     Cash Out Refinance          8.775      Full Documentation           AA+                   247200
411002122                                            86212.96     Cash Out Refinance           9.45      Full Documentation           B                     115000
411002128                                           189911.62     Cash Out Refinance          8.725      Stated Income Documentation  AA                    265000
411002138                                           136845.03     Cash Out Refinance           8.85      Stated Income Documentation  AA+                   168000
411002139                                              287000     Cash Out Refinance            7.9      Stated Income Documentation  AA+                   401000
411002145                                           105435.75     Cash Out Refinance            7.8      Stated Income Documentation  AA+                   376075
411002147                                           149830.32     Cash Out Refinance           8.85      Stated Income Documentation  AA+                   395000
411002154                                           134387.65     Cash Out Refinance           7.05      Stated Income Documentation  AA+                   184000
411002173                                           164682.18     Cash Out Refinance           8.25      Stated Income Documentation  AA                    254500
411002174                                           145265.44     Rate/Term Refinance           7.1      Stated Income Documentation  AA+                   221000
411002180                                            84718.86     Cash Out Refinance           9.65      Stated Income Documentation  AA+                   106000
411002184                                            236830.7     Purchase                        8      Full Documentation           AA+                   279000
411002196                                              196200     Rate/Term Refinance          7.35      Full Documentation           AA+                   218000
411002208                                           288797.05     Cash Out Refinance            7.3      Full Documentation           A                     425000
411002218                                           175755.73     Rate/Term Refinance          7.85      Full Documentation           AA+                   254000
411002219                                           123698.48     Cash Out Refinance            9.1      Full Documentation           AA+                   165000
411002222                                           124944.78     Cash Out Refinance            8.9      Full Documentation           AA+                   182000
411002224                                           195926.07     Cash Out Refinance           9.43      Full Documentation           AA+                   196000
411002240                                            107343.4     Rate/Term Refinance           8.3      Full Documentation           AA+                   280000
411002244                                           311058.54     Cash Out Refinance              9      Full Documentation           AA+                   346000
411002247                                           149843.73     Cash Out Refinance           7.35      Stated Income Documentation  AA+                   734000
411002251                                           177560.61     Cash Out Refinance              8      Full Documentation           AA+                   254000
411002252                                           304071.53     Cash Out Refinance            8.2      Stated Income Documentation  AA                    380400
411002255                                           175912.53     Cash Out Refinance            8.5      Stated Income Documentation  AA                    220000
411002266                                            310755.3     Cash Out Refinance           8.95      Full Documentation           AA+                   366000
411002284                                           191911.34     Cash Out Refinance           8.75      Full Documentation           AA+                   240000
411002297                                           139437.45     Rate/Term Refinance          8.85      Full Documentation           AA+                   170000
411002305                                              360000     Cash Out Refinance              7      Full Documentation           AA+                   450000
411002306                                              525000     Rate/Term Refinance           7.7      Stated Income Documentation  AA+                   750000
411002321                                           110798.76     Cash Out Refinance            6.5      Full Documentation           AA+                   184996
411002345                                           138267.57     Cash Out Refinance           9.65      Full Documentation           AA+                   172000
411002349                                            59095.18     Cash Out Refinance            9.8      Stated Income Documentation  AA+                   104000
411002360                                           159731.71     Cash Out Refinance            6.9      Full Documentation           AA+                   351000
411002366                                            79926.83     Cash Out Refinance           11.2      Full Documentation           AA+                    87000
411002368                                               76800     Cash Out Refinance            8.9      Full Documentation           AA+                   110000
411002370                                            68727.64     Cash Out Refinance            9.2      Full Documentation           AA+                    86000
411002375                                            99941.69     Cash Out Refinance           7.95      Stated Income Documentation  AA+                   208000
411002377                                           109023.09     Cash Out Refinance          10.25      Stated Income Documentation  AA                    139000
411002378                                           236763.47     Cash Out Refinance           9.45      Stated Income Documentation  AA+                   384000
411002380                                           245738.55     Cash Out Refinance           9.15      Full Documentation           AA                    328000
411002381                                           108707.36     Cash Out Refinance            9.3      Stated Income Documentation  AA+                   145000
411002383                                           118327.89     Cash Out Refinance          11.74      Stated Income Documentation  AA                    148000
411002385                                           149909.97     Cash Out Refinance           7.85      Full Documentation           AA+                   285000
411002393                                           155484.57     Rate/Term Refinance          9.15      Full Documentation           AA+                   175300
411002402                                           131920.95     Cash Out Refinance           9.55      Full Documentation           AA                    139000
411002403                                            74969.24     Cash Out Refinance           9.15      Full Documentation           AA+                   170000
411002404                                             55237.2     Purchase                   11.025      Stated Income Documentation  AA+                    65000
411002430                                           117543.24     Cash Out Refinance            8.6      Full Documentation           AA+                   171000
411002435                                              134900     Cash Out Refinance           9.59      Full Documentation           AA+                   142000
411002439                                           111080.59     Cash Out Refinance            9.1      Full Documentation           AA+                   139000
411002449                                           126480.14     Rate/Term Refinance           9.7      Full Documentation           AA+                   138000
411002461                                           124943.13     Cash Out Refinance            8.8      Full Documentation           AA+                   197000
411002463                                           207421.72     Purchase                     9.43      Full Documentation           AA+                   210000
411002466                                           104445.26     Cash Out Refinance            9.2      Full Documentation           AA+                   110000
411002512                                           251710.64     Cash Out Refinance              8      Stated Income Documentation  AA+                   280056
411002542                                           143815.73     Rate/Term Refinance          8.25      Full Documentation           AA+                   183069
411002567                                              179200     Cash Out Refinance            8.4      Full Documentation           AA                    224000
411002571                                           127756.29     Rate/Term Refinance           9.8      Full Documentation           AA+                   137500
411002575                                           349413.12     Cash Out Refinance            6.9      Full Documentation           AA+                   550000
411002586                                           185285.72     Cash Out Refinance           6.85      Full Documentation           AA+                   232000
411002598                                              370500     Cash Out Refinance          8.855      Full Documentation           AA+                   390000
411002600                                              172200     Rate/Term Refinance           7.9      Full Documentation           AA+                   230000
411002649                                           166210.56     Cash Out Refinance          10.95      Full Documentation           AA+                   175000
411002664                                           120646.96     Cash Out Refinance            8.3      Full Documentation           AA+                   173650
411002672                                           349907.49     Cash Out Refinance           10.6      Full Documentation           AA+                   370000
411002680                                              195000     Cash Out Refinance            7.7      Full Documentation           AA+                   369750
411002699                                           199229.62     Cash Out Refinance           8.95      Full Documentation           AA+                   374400
411002721                                           102063.14     Cash Out Refinance            8.5      Full Documentation           AA+                   107500
411002749                                           245745.56     Cash Out Refinance           9.28      Full Documentation           AA+                   246000
411002753                                           249793.05     Cash Out Refinance           6.95      Full Documentation           AA+                   440000
411002762                                           199660.88     Cash Out Refinance           7.71      Full Documentation           AA+                   262350
411002764                                            99931.52     Cash Out Refinance            7.9      Full Documentation           AA+                   192200
411002771                                           168480.64     Cash Out Refinance           7.15      Full Documentation           AA+                   300000
411003274                                           187132.66     Cash Out Refinance            8.8      Full Documentation           AA+                   197000
411004036                                              112500     Cash Out Refinance           11.2      Full Documentation           AA+                   143000
421000427                                            26365.14     Rate/Term Refinance         12.45      Full Documentation           AA+                   132000
421000506                                            30171.52     Rate/Term Refinance         13.95      Full Documentation           AA                    151000
421001011                                            54324.59     Cash Out Refinance           9.65      Full Documentation           AA+                    68000
421001093                                            161951.6     Rate/Term Refinance          10.2      Full Documentation           AA+                   180000
421001320                                            303415.8     Cash Out Refinance          8.175      Full Documentation           AA+                   347000
421001343                                           119855.67     Cash Out Refinance           10.5      Full Documentation           A                     150000
421001412                                            52621.62     Cash Out Refinance            9.5      Full Documentation           AA+                    62000
421001461                                            75873.62     Cash Out Refinance          10.35      Full Documentation           AA                    124500
421001622                                           208914.89     Cash Out Refinance          9.174      Full Documentation           AA+                   220000
421001910                                           105200.28     Cash Out Refinance            9.7      Full Documentation           A                     117000
421001986                                           129872.79     Cash Out Refinance          11.45      Stated Income Documentation  A                     166000
421002011                                            95854.17     Cash Out Refinance            9.4      Full Documentation           AA+                   120000
421002013                                            78559.79     Purchase                     12.2      Stated Income Documentation  AA+                    94000
421002042                                             79927.4     Cash Out Refinance            9.9      Stated Income Documentation  AA+                   130000
421002080                                           183272.51     Cash Out Refinance          9.049      Full Documentation           A                     193000
421002115                                             75979.5     Cash Out Refinance           10.3      Full Documentation           B                      89500
421002157                                           104377.41     Cash Out Refinance              9      Full Documentation           AA+                   123000
421002201                                           194077.53     Cash Out Refinance            7.8      Stated Income Documentation  AA+                   299000
421002225                                           265878.97     Cash Out Refinance            8.8      Full Documentation           AA                    605000
421002240                                           274888.89     Cash Out Refinance           7.55      Full Documentation           AA+                   358875
421002254                                           370919.43     Cash Out Refinance            7.9      Full Documentation           AA+                   510000
421002264                                           167734.23     Cash Out Refinance            8.6      Full Documentation           AA+                   210000
421002285                                              125399     Cash Out Refinance           9.15      Full Documentation           AA+                   157000
421002302                                           237332.13     Cash Out Refinance           10.8      Stated Income Documentation  AA                    297000
421002308                                           123942.75     Cash Out Refinance           8.75      Full Documentation           AA                    155000
421002315                                           103055.77     Cash Out Refinance           8.35      Stated Income Documentation  AA+                   185000
421002345                                           257403.05     Cash Out Refinance           10.7      Full Documentation           B                     305500
421002376                                              314546     Cash Out Refinance          10.05      Full Documentation           A                     350000
421002421                                           144931.34     Rate/Term Refinance          9.68      Full Documentation           AA+                   145000
421002447                                           284488.29     Cash Out Refinance           6.55      Full Documentation           AA+                   470000
421002451                                            345599.8     Cash Out Refinance           8.85      Full Documentation           AA+                   432000
421002455                                             76348.1     Cash Out Refinance            8.1      Full Documentation           AA+                    90000
421002456                                           227527.77     Cash Out Refinance          10.75      Full Documentation           A                     253000
421002466                                           118633.94     Cash Out Refinance           9.55      Full Documentation           AA+                   125000
421002499                                            62968.94     Cash Out Refinance            9.9      Stated Income Documentation  AA+                    92000
421002504                                           135853.93     Cash Out Refinance            9.1      Full Documentation           AA+                   170000
421002509                                            199753.8     Cash Out Refinance           8.45      Full Documentation           A                     347000
421002521                                           241972.46     Cash Out Refinance            8.3      Full Documentation           AA+                   269000
421002556                                            75926.51     Cash Out Refinance            9.6      Full Documentation           A                      95800
421002567                                           104331.46     Cash Out Refinance           11.4      Stated Income Documentation  AA                    130500
421002568                                            73413.71     Cash Out Refinance           8.67      Full Documentation           AA+                   180000
421002591                                            66918.54     Cash Out Refinance            8.5      Stated Income Documentation  AA+                   162000
421002593                                           191126.67     Cash Out Refinance            7.6      Full Documentation           AA+                   280000
421002608                                            99804.74     Cash Out Refinance           8.13      Full Documentation           AA+                   171000
421002611                                            95914.71     Cash Out Refinance             10      Full Documentation           AA                    120000
421002668                                           134897.35     Cash Out Refinance         10.725      Full Documentation           A                     152000
421002670                                           127403.57     Cash Out Refinance          10.75      Full Documentation           A                     150000
421002706                                           359671.53     Cash Out Refinance          9.875      Lite Documentation           C                     450000
421002710                                            93066.44     Cash Out Refinance          10.95      Full Documentation           AA+                    98000
421002728                                           115063.49     Cash Out Refinance          8.625      Full Documentation           AA+                   128000
421002730                                            71210.38     Purchase                    12.15      Business Bank Statements     AA+                   142000
421002737                                           219876.26     Cash Out Refinance          8.075      Full Documentation           AA+                   370000
421002809                                              388500     Cash Out Refinance           7.15      Full Documentation           AA+                   555000
421002810                                           175553.23     Cash Out Refinance            8.9      Full Documentation           AA+                   185000
421002827                                            67949.68     Cash Out Refinance          10.85      Stated Income Documentation  AA+                    85000
421002831                                            77571.41     Cash Out Refinance          10.85      Stated Income Documentation  AA+                    97000
421002839                                            56961.76     Cash Out Refinance           11.3      Full Documentation           AA+                    60000
421002845                                            98974.47     Cash Out Refinance          10.68      Full Documentation           AA+                    99000
421002884                                            66485.96     Cash Out Refinance         11.325      Full Documentation           AA+                    70000
421002959                                           125381.91     Cash Out Refinance           10.3      Full Documentation           AA+                   132000
421002972                                           199721.46     Rate/Term Refinance         10.55      Full Documentation           AA+                   222000
421002999                                           394883.76     Cash Out Refinance          10.25      Full Documentation           AA+                   395000
421003074                                           113982.25     Cash Out Refinance          10.05      Full Documentation           AA+                   120000
421003092                                           153218.29     Cash Out Refinance           9.75      Full Documentation           AA+                   220000
421003097                                           168141.22     Cash Out Refinance          10.25      Full Documentation           A                     177000
421003100                                            75499.78     Purchase                     11.3      Full Documentation           AA+                    80000
421003125                                           148480.76     Cash Out Refinance          10.65      Full Documentation           AA+                   165000
421003134                                            51191.33     Cash Out Refinance           11.4      Full Documentation           AA+                    54000
421003377                                           208982.44     Cash Out Refinance           9.05      Full Documentation           AA+                   220000
511050691                                           363949.06     Cash Out Refinance            7.7      Full Documentation           A                     540000
511050904                                            74483.71     Cash Out Refinance          12.55      Stated Income Documentation  AA+                   373000
511051614                                            275916.2     Cash Out Refinance           7.85      Stated Income Documentation  AA                    425000
511051718                                              217500     Cash Out Refinance            8.5      Stated Income Documentation  AA+                   290000
511051956                                           255628.42     Cash Out Refinance              8      Stated Income Documentation  AA+                   320000
511052034                                            33369.23     Rate/Term Refinance         14.05      Full Documentation           AA+                   167000
511052084                                           319019.76     Cash Out Refinance           9.45      Full Documentation           B                     399000
511052355                                           330653.84     Cash Out Refinance           8.35      Stated Income Documentation  AA+                   505000
511052359                                           112316.19     Cash Out Refinance           9.05      Full Documentation           AA+                   125000
511052408                                              340000     Cash Out Refinance           7.55      Stated Income Documentation  AA+                   880000
511052496                                           403724.36     Cash Out Refinance           7.75      Full Documentation           AA                    450000
511052531                                           279538.53     Cash Out Refinance           6.75      Stated Income Documentation  AA                    350000
511052570                                           324429.92     Cash Out Refinance           10.1      Stated Income Documentation  B                     505000
511052606                                           180607.46     Rate/Term Refinance           9.1      Full Documentation           A                     201000
511052683                                           112337.87     Cash Out Refinance           9.65      Stated Income Documentation  AA+                   165000
511052717                                           112938.46     Cash Out Refinance           8.55      Full Documentation           AA+                   133000
511053012                                           299344.48     Cash Out Refinance          7.475      Business Bank Statements     AA                    505000
511053013                                           211087.28     Cash Out Refinance            8.4      Stated Income Documentation  AA+                   375700
511053091                                           145843.77     Cash Out Refinance            9.1      Stated Income Documentation  AA+                   166000
511053255                                           254651.42     Cash Out Refinance            9.9      Stated Income Documentation  B                     450000
511053311                                           192831.65     Cash Out Refinance            8.3      Stated Income Documentation  AA                    280000
511053333                                           154904.25     Cash Out Refinance           7.75      Full Documentation           AA                    215000
511053382                                           314995.82     Cash Out Refinance           9.15      Stated Income Documentation  AA+                   350000
511053383                                           398538.06     Cash Out Refinance           7.55      Stated Income Documentation  AA+                   614500
511053388                                           114234.12     Cash Out Refinance           7.99      Full Documentation           AA                    127000
511053419                                           166285.34     Purchase                   10.175      Stated Income Documentation  AA+                   185000
511053457                                           163849.58     Cash Out Refinance           9.85      Full Documentation           A                     205000
511053475                                           155899.82     Cash Out Refinance           11.5      Full Documentation           C                     208000
511053488                                           393480.29     Rate/Term Refinance           8.8      Stated Income Documentation  A                     525000
511053491                                           181772.53     Cash Out Refinance            6.7      Full Documentation           AA+                   275000
511053504                                            142153.7     Cash Out Refinance          8.775      Full Documentation           AA+                   164000
511053526                                              320000     Cash Out Refinance           8.65      Stated Income Documentation  AA                    400000
511053529                                           347862.15     Cash Out Refinance            8.5      Stated Income Documentation  AA+                   410000
511053614                                           406516.07     Cash Out Refinance           6.85      Full Documentation           A                     520000
511053624                                              175000     Cash Out Refinance            6.6      Full Documentation           AA+                   275000
511053743                                           272723.56     Cash Out Refinance           7.45      Full Documentation           AA                    405000
511053776                                           179768.72     Cash Out Refinance            6.6      Full Documentation           AA+                   225000
511053793                                           367947.05     Cash Out Refinance           6.35      Full Documentation           AA+                   410000
511054081                                           393443.31     Rate/Term Refinance           8.4      Full Documentation           AA+                   530000
511054140                                           183591.03     Cash Out Refinance              8      Stated Income Documentation  AA+                   250000
511054201                                           284694.61     Cash Out Refinance           7.25      Full Documentation           B                     520000
511054258                                           102319.95     Purchase                     8.35      Full Documentation           AA+                   144000
511054263                                           333293.79     Cash Out Refinance            9.9      Full Documentation           C                     445000
511054293                                            25578.43     Purchase                    12.13      Full Documentation           AA+                   144000
511054372                                           247846.61     Cash Out Refinance          8.675      Stated Income Documentation  AA                    355000
511054392                                            155093.7     Cash Out Refinance            8.8      Full Documentation           B                     194000
511054423                                           303744.51     Rate/Term Refinance           8.1      Full Documentation           AA                    380000
511054440                                              320000     Purchase                     6.95      Stated Income Documentation  AA+                   460000
511054469                                           279657.86     Cash Out Refinance              8      Stated Income Documentation  AA+                   311000
511054501                                              328000     Cash Out Refinance            6.7      Full Documentation           AA+                   410000
511054538                                              373150     Rate/Term Refinance          8.75      Full Documentation           B                     439000
511054550                                           687513.41     Cash Out Refinance           6.55      Stated Income Documentation  AA+                   725000
511054561                                           217105.69     Cash Out Refinance            6.5      Full Documentation           B                     280000
511054567                                            513124.5     Cash Out Refinance            8.8      Stated Income Documentation  AA+                   845000
511054569                                           199578.05     Cash Out Refinance            7.8      Full Documentation           CC                    350000
511054588                                           161219.01     Cash Out Refinance           8.75      Full Documentation           AA                    192000
511054592                                           327952.92     Cash Out Refinance           8.85      Stated Income Documentation  A                     386000
511054614                                            28982.04     Purchase                     13.5      Full Documentation           AA+                   180000
511054641                                            164779.2     Cash Out Refinance             10      Full Documentation           AA+                   200000
511054675                                            101898.2     Cash Out Refinance           9.45      Full Documentation           AA+                   141500
511054677                                           153874.26     Cash Out Refinance            8.2      Full Documentation           A                     220000
511054726                                           330801.68     Cash Out Refinance           10.5      Stated Income Documentation  B                     414000
511054740                                           196182.56     Cash Out Refinance           8.05      Full Documentation           AA+                   231000
511054758                                           209008.12     Cash Out Refinance           9.85      Stated Income Documentation  B                     262000
511054764                                           165537.87     Cash Out Refinance          10.85      Stated Income Documentation  AA                    238000
511054804                                             85445.7     Purchase                    11.55      Full Documentation           AA+                   120000
511054812                                           159886.03     Purchase                     7.25      Full Documentation           AA+                   275000
511054817                                           163148.07     Cash Out Refinance          7.325      Full Documentation           AA                    172000
511054828                                            328291.8     Cash Out Refinance            7.7      Full Documentation           AA                    470000
511054841                                           238157.09     Rate/Term Refinance          8.45      Stated Income Documentation  AA                    251000
511054858                                            259708.5     Purchase                      5.6      Full Documentation           AA+                   360000
511054896                                           132412.22     Cash Out Refinance           7.75      Stated Income Documentation  AA+                   221000
511054903                                           343606.82     Rate/Term Refinance           8.8      Stated Income Documentation  C                     470000
511054934                                           318756.21     Rate/Term Refinance             7      Stated Income Documentation  AA+                   650000
511054938                                           168697.22     Cash Out Refinance          10.05      Lite Documentation           B                     225000
511054956                                           405935.18     Cash Out Refinance           6.95      Full Documentation           AA+                   625000
511054961                                           199888.32     Cash Out Refinance            8.1      Stated Income Documentation  AA+                   681000
511054971                                           174862.47     Cash Out Refinance            6.9      Full Documentation           AA+                   250000
511054998                                           411763.99     Cash Out Refinance           8.65      Stated Income Documentation  AA+                   485000
511055038                                           178327.37     Rate/Term Refinance           9.6      Full Documentation           AA                    210000
511055070                                           187885.53     Cash Out Refinance            7.8      Full Documentation           AA                    245000
511055085                                           185176.26     Cash Out Refinance           9.25      Full Documentation           AA                    195000
511055108                                           162412.59     Cash Out Refinance           12.3      Full Documentation           CC                    250000
511055121                                           300557.49     Cash Out Refinance          7.375      Stated Income Documentation  AA+                   570000
511055184                                           196865.53     Cash Out Refinance            7.4      Full Documentation           AA+                   340000
511055185                                           124280.72     Cash Out Refinance           7.95      Full Documentation           AA+                   131000
511055201                                           181783.21     Cash Out Refinance            8.6      Stated Income Documentation  AA+                   260000
511055267                                           399779.41     Cash Out Refinance            6.5      Full Documentation           AA+                   400000
511055278                                           199859.55     Cash Out Refinance            7.3      Full Documentation           A                     560000
511055283                                              274500     Cash Out Refinance            7.2      Full Documentation           AA+                   305000
511055293                                           134944.84     Cash Out Refinance           9.35      Stated Income Documentation  AA+                   255000
511055295                                              351000     Cash Out Refinance           8.99      Stated Income Documentation  AA                    351000
511055304                                           364624.05     Cash Out Refinance            9.3      Stated Income Documentation  AA+                   790000
511055354                                           371753.19     Cash Out Refinance            7.5      Stated Income Documentation  B                     469000
511055378                                              272196     Purchase                    6.375      Full Documentation           AA+                   273000
511055382                                              180000     Cash Out Refinance           7.25      Full Documentation           A                     200000
511055384                                           374496.75     Rate/Term Refinance           7.9      Full Documentation           AA+                   660000
511055416                                           149891.98     Cash Out Refinance           7.65      Full Documentation           AA+                   270000
511055536                                           237192.95     Rate/Term Refinance           8.2      Full Documentation           AA+                   250000
511055537                                              360000     Cash Out Refinance           6.15      Stated Income Documentation  AA                    580000
511055549                                           215856.59     Cash Out Refinance            9.6      Stated Income Documentation  AA                    270000
511055557                                           133863.46     Cash Out Refinance           6.45      Stated Income Documentation  AA+                   282000
511055619                                              289000     Cash Out Refinance           6.25      Full Documentation           AA+                   340000
511055621                                              390000     Cash Out Refinance           7.99      Full Documentation           AA+                   390000
511055641                                              315000     Cash Out Refinance            7.5      Stated Income Documentation  AA+                   420000
511055667                                              200000     Cash Out Refinance           5.99      Stated Income Documentation  AA                    660000
511055747                                           299736.55     Cash Out Refinance            6.5      Full Documentation           AA+                   550000
511055773                                           101327.19     Cash Out Refinance          10.99      Full Documentation           C                     156000
511055780                                           368726.91     Cash Out Refinance          10.85      Full Documentation           C                     410000
511055791                                           260923.33     Cash Out Refinance           9.95      Business Bank Statements     AA+                   302000
511055854                                           153680.51     Cash Out Refinance          8.425      Business Bank Statements     AA+                   162000
511055935                                           330999.36     Cash Out Refinance            8.5      Full Documentation           AA+                   360000
511055958                                              331550     Purchase                      9.5      Full Documentation           AA+                   354000
511055982                                            179918.1     Cash Out Refinance            8.8      Stated Income Documentation  AA+                   325000
511055991                                              171000     Cash Out Refinance            7.5      Full Documentation           AA+                   180000
511056013                                            159797.3     Rate/Term Refinance          11.5      Full Documentation           CC                    246000
511056037                                           337249.87     Rate/Term Refinance          7.65      Full Documentation           AA+                   355000
511056043                                           222841.16     Cash Out Refinance           7.25      Full Documentation           AA+                   479000
511056068                                           374684.85     Cash Out Refinance          6.659      Full Documentation           AA+                   375000
511056074                                           214808.58     Cash Out Refinance           9.99      Full Documentation           C                     434000
511056092                                           277958.01     Cash Out Refinance          10.15      Stated Income Documentation  AA+                   293000
511056106                                           328653.96     Cash Out Refinance            9.2      Full Documentation           AA                    499000
511056107                                              579175     Cash Out Refinance           6.99      Full Documentation           AA+                   610000
511056120                                              304000     Cash Out Refinance           7.44      Full Documentation           AA+                   308000
511056147                                            76476.81     Cash Out Refinance         10.275      Full Documentation           AA+                    88000
511056215                                           214902.18     Cash Out Refinance            8.8      Stated Income Documentation  AA+                   215000
511056235                                           217940.92     Cash Out Refinance            8.1      Full Documentation           AA+                   230000
511056314                                            227875.2     Purchase                     8.99      Full Documentation           AA+                   266000
511056338                                              364000     Cash Out Refinance           6.95      Stated Income Documentation  AA+                   460000
511056350                                              313500     Purchase                    10.29      Full Documentation           AA+                   330000
511056368                                           197550.13     Cash Out Refinance          10.75      Full Documentation           AA                    208000
511056440                                           228504.73     Cash Out Refinance           6.75      Stated Income Documentation  AA+                   327000
511056489                                           146508.41     Rate/Term Refinance          8.15      Full Documentation           AA                    163000
511056560                                              400000     Cash Out Refinance          7.275      Full Documentation           AA+                   600000
511056565                                           343706.13     Cash Out Refinance            6.6      Full Documentation           AA+                   430000
511056583                                           303857.55     Purchase                      8.7      Stated Income Documentation  AA+                   308000
511056625                                              239400     Rate/Term Refinance           8.2      Full Documentation           AA+                   252000
511056670                                           310499.94     Cash Out Refinance           7.25      Stated Income Documentation  AA+                   345000
511056904                                           305941.72     Cash Out Refinance            6.9      Stated Income Documentation  AA+                   340000
511056965                                              330000     Rate/Term Refinance          6.96      Stated Income Documentation  AA+                   330000
511057235                                              295000     Cash Out Refinance           6.75      Full Documentation           AA+                   295000
511058085                                              198000     Cash Out Refinance          12.35      Full Documentation           CC                    315000
511058207                                              266000     Cash Out Refinance          11.85      Full Documentation           C                     360000
511058463                                              142800     Cash Out Refinance           10.9      Full Documentation           AA                    168000
511059154                                              225200     Cash Out Refinance          8.445      Stated Income Documentation  AA+                   281500
511060483                                              110700     Purchase                     9.75      Stated Income Documentation  AA+                   123000
521043444                                            33358.84     Cash Out Refinance           14.3      Full Documentation           AA+                   167000
521044509                                              255605     Purchase                     9.55      Full Documentation           AA+                   275000
521045811                                           186351.28     Cash Out Refinance            7.9      Full Documentation           AA+                   220000
521045973                                            56933.12     Rate/Term Refinance         12.98      Full Documentation           AA+                   285000
521046049                                            40951.01     Cash Out Refinance           12.9      Full Documentation           AA                    220000
521046057                                            24971.64     Purchase                    13.13      Full Documentation           AA+                   130000
521046338                                            30964.85     Purchase                    13.13      Full Documentation           AA+                   155000
521046496                                            29965.96     Purchase                    13.13      Full Documentation           AA+                   155000
521046761                                           103243.92     Cash Out Refinance           8.45      Full Documentation           AA+                   130000
521047044                                           231315.81     Cash Out Refinance            8.7      Stated Income Documentation  AA                    290000
521047360                                            149720.8     Cash Out Refinance           9.82      Stated Income Documentation  A                     200000
521047424                                           202264.63     Cash Out Refinance              8      Full Documentation           AA                    225000
521047494                                           415754.33     Cash Out Refinance            9.3      Stated Income Documentation  AA+                   520000
521047523                                           127062.28     Cash Out Refinance           8.12      Full Documentation           C                     182000
521047740                                           103298.19     Cash Out Refinance            9.6      Stated Income Documentation  AA+                   115000
521048029                                           329997.03     Cash Out Refinance           5.95      Full Documentation           C                     720000
521048100                                           233593.16     Cash Out Refinance           8.75      Stated Income Documentation  AA+                   260000
521048140                                           255682.06     Cash Out Refinance          10.35      Stated Income Documentation  B                     320000
521048238                                           187174.57     Cash Out Refinance          10.15      Stated Income Documentation  C                     260000
521048419                                           374752.44     Cash Out Refinance          8.925      Stated Income Documentation  AA                    625000
521048436                                           172107.23     Cash Out Refinance         10.325      Full Documentation           CC                    265000
521048441                                           144648.33     Cash Out Refinance            7.1      Full Documentation           AA+                   260000
521048468                                           179677.23     Cash Out Refinance            8.6      Business Bank Statements     A                     225000
521048472                                           155934.68     Cash Out Refinance          8.675      Business Bank Statements     A                     173500
521048484                                            99855.89     Purchase                     9.65      Full Documentation           AA+                   125000
521048509                                           424437.28     Cash Out Refinance          10.05      Stated Income Documentation  AA+                   500000
521048583                                            321833.7     Cash Out Refinance           9.95      Stated Income Documentation  AA+                   403000
521048674                                           138569.69     Cash Out Refinance          8.175      Full Documentation           AA                    185000
521048701                                            62963.36     Cash Out Refinance          11.95      Stated Income Documentation  AA+                    87000
521048708                                           149301.09     Cash Out Refinance           8.25      Full Documentation           A                     273000
521048710                                             89946.5     Rate/Term Refinance         11.85      Business Bank Statements     AA                    100000
521048715                                            86346.32     Cash Out Refinance          11.65      Business Bank Statements     AA+                    96000
521048719                                           233555.66     Cash Out Refinance           8.15      Stated Income Documentation  AA                    425000
521048725                                           260896.11     Cash Out Refinance           9.25      Full Documentation           AA+                   290000
521048734                                           139875.34     Purchase                     9.99      Stated Income Documentation  AA+                   215000
521048777                                           203948.45     Rate/Term Refinance           8.8      Full Documentation           AA+                   227000
521048814                                           151805.47     Purchase                     8.25      Stated Income Documentation  AA+                   200000
521048855                                            233532.5     Cash Out Refinance           8.07      Stated Income Documentation  AA+                   260000
521048880                                            373173.2     Rate/Term Refinance           6.9      Full Documentation           AA+                   440000
521048926                                            113235.7     Cash Out Refinance          9.625      Full Documentation           AA                    126000
521049005                                           195859.65     Cash Out Refinance          8.649      Full Documentation           AA+                   245000
521049020                                           260990.27     Rate/Term Refinance           7.8      Business Bank Statements     AA+                   275000
521049063                                           104940.94     Cash Out Refinance           12.1      Stated Income Documentation  B                     145000
521049106                                           126712.25     Cash Out Refinance          9.525      Full Documentation           AA+                   157000
521049129                                           214435.92     Rate/Term Refinance           9.5      Full Documentation           AA+                   225000
521049145                                            60197.38     Purchase                     8.87      Full Documentation           AA                     68000
521049200                                           131780.41     Cash Out Refinance          8.225      Stated Income Documentation  AA                    250000
521049217                                           127386.11     Rate/Term Refinance         9.975      Full Documentation           AA+                   150000
521049306                                           350216.39     Cash Out Refinance          5.675      Full Documentation           AA+                   690000
521049314                                           129944.67     Cash Out Refinance          9.025      Stated Income Documentation  AA+                   215000
521049329                                           131001.54     Cash Out Refinance          9.425      Full Documentation           AA                    164000
521049334                                           115045.51     Cash Out Refinance           9.99      Full Documentation           AA+                   128000
521049351                                           109904.42     Cash Out Refinance          10.65      Full Documentation           A                     132000
521049365                                           135132.83     Cash Out Refinance          9.875      Full Documentation           B                     169000
521049433                                           143853.99     Cash Out Refinance          9.375      Full Documentation           C                     160000
521049450                                           169523.59     Rate/Term Refinance          10.9      Full Documentation           CC                    261000
521049479                                            319721.7     Cash Out Refinance           10.1      Stated Income Documentation  AA                    400000
521049489                                            99762.21     Cash Out Refinance            7.2      Stated Income Documentation  AA+                   125000
521049500                                           111852.49     Purchase                   10.075      Stated Income Documentation  AA+                   140000
521049506                                           175770.13     Rate/Term Refinance          8.15      Full Documentation           AA+                   202500
521049524                                           167831.44     Cash Out Refinance          9.425      Stated Income Documentation  AA+                   500000
521049530                                            52160.51     Cash Out Refinance          10.75      Full Documentation           AA+                    58000
521049550                                           169718.01     Rate/Term Refinance         7.175      Full Documentation           AA                    266000
521049565                                           145291.46     Cash Out Refinance         11.075      Stated Income Documentation  AA+                   285000
521049568                                           110878.29     Rate/Term Refinance             9      Full Documentation           AA                    128000
521049581                                           123107.06     Rate/Term Refinance          7.25      Full Documentation           AA+                   137000
521050154                                           159857.09     Purchase                    9.975      Stated Income Documentation  AA+                   208000
521050163                                           118870.85     Cash Out Refinance           9.05      Full Documentation           AA+                   140000
521050203                                           343717.62     Cash Out Refinance           9.45      Business Bank Statements     AA+                   405000
521050227                                           224706.14     Cash Out Refinance           8.15      Full Documentation           AA+                   250000
521050231                                            260841.2     Cash Out Refinance            9.2      Full Documentation           AA+                   290000
521050273                                           186750.85     Rate/Term Refinance         7.425      Full Documentation           AA+                   236000
521050287                                           123037.16     Cash Out Refinance           6.75      Full Documentation           AA+                   145000
521050300                                           152685.46     Cash Out Refinance           9.05      Stated Income Documentation  AA+                   235000
521050315                                           146028.96     Rate/Term Refinance         7.425      Full Documentation           A                     225000
521050320                                           107952.12     Purchase                     9.99      Stated Income Documentation  AA+                   130000
521050324                                           116910.54     Purchase                     10.7      Stated Income Documentation  AA+                   130000
521050344                                           203299.24     Cash Out Refinance           8.55      Full Documentation           AA+                   226000
521050369                                           110361.02     Purchase                     9.65      Full Documentation           AA+                   140000
521050432                                            62347.44     Cash Out Refinance          10.25      Stated Income Documentation  AA+                    78000
521050435                                            87897.31     Purchase                      8.7      Full Documentation           AA+                   120000
521050436                                             58360.8     Cash Out Refinance           11.3      Stated Income Documentation  AA+                    73000
521050437                                           177430.87     Cash Out Refinance           8.43      Full Documentation           AA+                   195000
521050454                                           178395.86     Cash Out Refinance            8.8      Full Documentation           AA                    188000
521050518                                            99901.25     Cash Out Refinance            9.5      Stated Income Documentation  AA+                   125000
521050539                                            99912.09     Cash Out Refinance          10.05      Stated Income Documentation  A                     395000
521050541                                           118699.93     Cash Out Refinance          10.25      Full Documentation           AA                    132000
521050576                                           119911.18     Cash Out Refinance          10.85      Full Documentation           A                     160000
521050583                                           223986.82     Rate/Term Refinance          9.68      Full Documentation           A                     236000
521050609                                           129932.99     Cash Out Refinance          8.375      Full Documentation           C                     194000
521050614                                           139848.87     Cash Out Refinance          9.075      Stated Income Documentation  AA+                   175000
521050660                                            75804.83     Cash Out Refinance            8.8      Stated Income Documentation  AA+                   110000
521050676                                           148873.14     Cash Out Refinance           10.2      Stated Income Documentation  A                     205000
521050735                                           133873.33     Cash Out Refinance          8.775      Full Documentation           AA+                   141000
521050741                                           260950.98     Purchase                      8.8      Full Documentation           AA+                   285000
521050964                                           101922.01     Cash Out Refinance           10.7      Stated Income Documentation  AA+                   120000
521050971                                           136012.71     Purchase                    9.475      Full Documentation           AA                    170100
521050973                                           146618.48     Rate/Term Refinance         8.125      Full Documentation           A                     163000
521051016                                           127638.93     Cash Out Refinance          8.325      Full Documentation           AA+                   142000
521051024                                           335853.76     Cash Out Refinance           8.95      Stated Income Documentation  AA+                   420000
521051056                                           134879.42     Rate/Term Refinance         9.975      Full Documentation           B                     180000
521051155                                           159818.83     Rate/Term Refinance         8.675      Full Documentation           AA+                   185000
521051169                                           249708.29     Purchase                      8.7      Stated Income Documentation  AA+                   415000
521051176                                           259324.45     Rate/Term Refinance          7.05      Full Documentation           AA                    324400
521051179                                            138556.4     Purchase                    9.275      Full Documentation           AA+                   170000
521051194                                           109719.62     Cash Out Refinance           10.9      Stated Income Documentation  AA+                   122000
521051205                                           158093.43     Purchase                    9.275      Full Documentation           AA+                   167000
521051208                                             69279.5     Cash Out Refinance          11.85      Stated Income Documentation  AA+                    93000
521051209                                            169914.9     Cash Out Refinance          8.475      Full Documentation           AA                    200000
521051213                                           119912.14     Cash Out Refinance           10.9      Stated Income Documentation  AA+                   150000
521051219                                            58466.35     Purchase                       12      Stated Income Documentation  AA+                    65000
521051226                                           125862.55     Cash Out Refinance          9.025      Full Documentation           AA+                   135000
521051268                                              208007     Rate/Term Refinance           8.7      Full Documentation           A                     245000
521051292                                           296687.63     Cash Out Refinance            9.2      Full Documentation           AA+                   330000
521051293                                            107960.7     Purchase                     9.55      Stated Income Documentation  AA+                   130000
521051297                                           245493.84     Rate/Term Refinance          7.65      Full Documentation           AA+                   289000
521051323                                           239689.72     Cash Out Refinance            8.2      Stated Income Documentation  AA+                   610000
521051337                                            92590.28     Purchase                    9.475      Full Documentation           AA+                   122000
521051351                                           119183.66     Cash Out Refinance          12.15      Full Documentation           C                     159000
521051368                                           203743.61     Purchase                    10.26      Stated Income Documentation  AA+                   240000
521051373                                           153837.18     Cash Out Refinance          9.175      Full Documentation           AA                    220000
521051380                                           337657.61     Cash Out Refinance           9.38      Stated Income Documentation  AA                    338000
521051400                                           203789.18     Cash Out Refinance              7      Full Documentation           AA+                   230000
521051404                                           103480.25     Purchase                    11.65      Full Documentation           AA+                   121500
521051407                                           234653.57     Cash Out Refinance            7.8      Stated Income Documentation  AA+                   475000
521051417                                           103938.18     Cash Out Refinance          11.85      Stated Income Documentation  A                     130000
521051430                                           118921.01     Cash Out Refinance          11.35      Full Documentation           A                     140000
521051481                                           237260.46     Cash Out Refinance            9.4      Full Documentation           AA+                   250000
521051488                                           149931.08     Purchase                    8.875      Full Documentation           AA+                   165000
521051491                                           156624.21     Purchase                   10.475      Full Documentation           AA+                   170000
521051511                                            80680.51     Purchase                    10.15      Full Documentation           AA+                    85000
521051524                                            74895.79     Cash Out Refinance           9.35      Full Documentation           AA+                   120000
521051540                                           159807.34     Rate/Term Refinance          9.99      Full Documentation           B                     200000
521051543                                           151850.67     Purchase                    9.525      Full Documentation           AA+                   178000
521051552                                           147131.01     Cash Out Refinance            8.7      Full Documentation           AA+                   184000
521051573                                            134901.7     Cash Out Refinance         10.925      Stated Income Documentation  AA                    135000
521051579                                            53583.43     Purchase                    11.65      Stated Income Documentation  AA                     67000
521051599                                           170890.96     Rate/Term Refinance          8.25      Full Documentation           AA+                   180000
521051602                                              315000     Cash Out Refinance           8.15      Full Documentation           AA+                   420000
521051606                                           112487.06     Purchase                     10.6      Full Documentation           AA+                   119500
521051636                                           109729.72     Purchase                      7.3      Full Documentation           AA+                   230000
521051662                                           104897.38     Cash Out Refinance           9.55      Full Documentation           AA                    200000
521051664                                           114653.84     Purchase                    8.275      Full Documentation           AA+                   160000
521051684                                           201384.95     Cash Out Refinance           9.35      Full Documentation           AA+                   212000
521051689                                           168582.68     Cash Out Refinance           8.99      Stated Income Documentation  AA+                   240000
521051721                                            125329.7     Cash Out Refinance          8.875      Full Documentation           AA+                   132000
521051747                                           104906.53     Purchase                     9.99      Stated Income Documentation  AA+                   140000
521051762                                           112906.86     Purchase                    10.35      Full Documentation           AA+                   119000
521051773                                           151842.62     Purchase                    9.275      Full Documentation           AA+                   165000
521051798                                           142259.35     Cash Out Refinance            9.5      Full Documentation           A                     178000
521051834                                           131848.35     Cash Out Refinance          8.775      Full Documentation           B                     165000
521051861                                           228440.38     Cash Out Refinance          10.45      Full Documentation           B                     305000
521051881                                            126943.7     Purchase                     9.99      Full Documentation           AA+                   127000
521051886                                           343653.04     Cash Out Refinance            9.4      Stated Income Documentation  B                     430000
521051891                                           149773.39     Cash Out Refinance          7.925      Full Documentation           A                     322000
521051898                                           199843.75     Rate/Term Refinance          10.6      Full Documentation           A                     250000
521051936                                           247904.95     Cash Out Refinance          9.377      Business Bank Statements     AA+                   248000
521051992                                            130942.9     Purchase                    9.675      Full Documentation           AA+                   144000
521052001                                           143381.28     Rate/Term Refinance         9.625      Full Documentation           AA                    151000
521052012                                            85466.39     Cash Out Refinance          10.55      Stated Income Documentation  AA+                    95000
521052045                                           413015.36     Cash Out Refinance           8.55      Full Documentation           AA+                   459000
521052051                                            55883.64     Purchase                     11.9      Stated Income Documentation  AA+                    62000
521052062                                            141444.4     Cash Out Refinance           8.99      Full Documentation           AA                    177000
521052127                                           134996.08     Rate/Term Refinance         9.325      Full Documentation           AA+                   158900
521052135                                           103869.42     Cash Out Refinance           9.55      Stated Income Documentation  AA+                   133000
521052195                                           103081.43     Purchase                    8.775      Full Documentation           AA+                   129000
521052223                                           168997.58     Cash Out Refinance          9.025      Full Documentation           AA+                   188000
521052249                                           119585.46     Rate/Term Refinance          9.65      Full Documentation           AA                    133000
521052293                                            89940.83     Cash Out Refinance            8.1      Full Documentation           AA+                   100000
521052294                                           112041.03     Purchase                     9.18      Full Documentation           AA+                   120000
521052321                                           106440.85     Purchase                     8.92      Full Documentation           AA+                   107000
521052382                                            224680.6     Cash Out Refinance           7.45      Full Documentation           AA+                   430000
521052433                                           142429.54     Cash Out Refinance          9.475      Full Documentation           AA+                   150000
521052436                                            26088.13     Rate/Term Refinance         13.05      Full Documentation           AA+                   130500
521052463                                           166038.33     Purchase                    8.275      Full Documentation           AA+                   175000
521052482                                           128122.66     Cash Out Refinance          9.475      Full Documentation           AA+                   138500
521052492                                           161917.32     Cash Out Refinance          9.325      Full Documentation           AA                    250000
521052515                                           259892.14     Cash Out Refinance           10.3      Stated Income Documentation  AA                    540000
521052520                                            51070.51     Purchase                    11.89      Stated Income Documentation  AA+                    52000
521052529                                              146863     Purchase                    9.775      Full Documentation           AA+                   147000
521052537                                           131526.22     Purchase                    8.875      Full Documentation           AA+                   165000
521052563                                           331822.83     Cash Out Refinance            7.8      Full Documentation           AA+                   349500
521052603                                           125959.52     Rate/Term Refinance        11.475      Stated Income Documentation  C                     180000
521052649                                            81534.15     Purchase                    10.45      Full Documentation           AA+                    82000
521052655                                           101549.43     Cash Out Refinance           9.55      Full Documentation           AA+                   107000
521052748                                            49980.35     Cash Out Refinance          11.35      Stated Income Documentation  AA+                    90000
521052752                                           179916.02     Cash Out Refinance           9.75      Stated Income Documentation  A                     225000
521052807                                           125953.84     Purchase                   10.875      Stated Income Documentation  AA+                   128000
521052809                                           471736.76     Cash Out Refinance            8.9      Stated Income Documentation  AA+                   590000
521052833                                           156668.32     Cash Out Refinance          9.225      Full Documentation           AA+                   165000
521052922                                            76923.16     Purchase                     11.1      Full Documentation           AA+                    84000
521052950                                           147184.72     Cash Out Refinance           9.99      Full Documentation           AA+                   155000
521052997                                           272380.48     Cash Out Refinance          10.04      Full Documentation           C                     545000
521053017                                           100694.52     Rate/Term Refinance         10.15      Full Documentation           AA                    106000
521053032                                           102385.66     Purchase                     11.6      Full Documentation           AA+                   115000
521053168                                               76500     Purchase                     11.4      Stated Income Documentation  AA+                    85000
521053185                                            79917.96     Purchase                     9.05      Full Documentation           AA+                   103000
521053374                                            246497.6     Cash Out Refinance           8.33      Full Documentation           AA+                   259500
521053409                                           197867.15     Cash Out Refinance              8      Stated Income Documentation  AA+                   330000
521053459                                           247333.93     Cash Out Refinance              8      Full Documentation           AA+                   275000
521053555                                           118601.58     Purchase                    8.075      Full Documentation           AA+                   148500
521053651                                            99878.99     Purchase                    10.35      Full Documentation           AA+                   125000
521054048                                           142636.74     Purchase                     9.99      Full Documentation           AA+                   143000
521054320                                              283500     Cash Out Refinance           9.95      Stated Income Documentation  AA+                   315000
521055007                                              200012     Cash Out Refinance           10.5      Full Documentation           C                     310000
521056720                                               58500     Purchase                     9.95      Full Documentation           AA+                    65000
551021585                                             37315.7     Purchase                     9.99      Full Documentation           AA+                   190000
551021775                                            33309.16     Purchase                     9.99      Full Documentation           AA+                   167000
551021793                                            35624.68     Purchase                     9.99      Full Documentation           AA+                   181000
551021947                                             27521.6     Purchase                     9.99      Full Documentation           AA+                   138000
551022062                                             31094.1     Purchase                     9.99      Full Documentation           AA+                   161000
551022470                                            31670.79     Purchase                    14.05      Full Documentation           AA+                   158500
551022709                                            26339.85     Purchase                     9.94      Full Documentation           AA+                   135000
551022893                                           140111.17     Cash Out Refinance          7.925      Full Documentation           AA+                   156000
551023371                                           127189.38     Cash Out Refinance          9.625      Full Documentation           AA                    150000
551023696                                           112366.14     Cash Out Refinance          10.55      Stated Income Documentation  AA+                   150000
551024418                                              385014     Cash Out Refinance           7.85      Full Documentation           AA+                   445000
551024662                                            30604.77     Purchase                    12.75      Full Documentation           AA+                   155000
551024710                                           238343.72     Cash Out Refinance           8.95      Full Documentation           AA+                   265000
551024728                                              184000     Purchase                     8.35      Full Documentation           AA+                   230000
551024729                                            89142.83     Cash Out Refinance          11.85      Stated Income Documentation  AA+                   150000
551024860                                           179753.96     Cash Out Refinance            9.9      Stated Income Documentation  AA+                   205500
551024901                                           204909.12     Cash Out Refinance          10.25      Stated Income Documentation  B                     295000
551024980                                           376049.05     Cash Out Refinance            6.9      Full Documentation           AA+                   615000
551025027                                           246591.35     Cash Out Refinance           8.99      Stated Income Documentation  B                     309000
551025082                                            60729.97     Cash Out Refinance           10.7      Stated Income Documentation  AA+                    76000
551025085                                            63127.18     Cash Out Refinance           10.7      Stated Income Documentation  AA+                    79000
551025118                                           147771.65     Cash Out Refinance          9.325      Stated Income Documentation  AA                    185000
551025246                                           102392.01     Cash Out Refinance           8.99      Stated Income Documentation  AA+                   114000
551025457                                           279919.61     Rate/Term Refinance          8.65      Full Documentation           AA+                   295000
551025479                                           261939.02     Cash Out Refinance            8.7      Stated Income Documentation  AA                    328000
551025498                                           127936.71     Purchase                    9.475      Full Documentation           AA+                   160000
551025532                                            81809.64     Cash Out Refinance           10.9      Stated Income Documentation  AA+                    91000
551025719                                           158996.68     Rate/Term Refinance         7.525      Full Documentation           AA+                   177000
551025746                                           125813.57     Cash Out Refinance          9.525      Stated Income Documentation  AA+                   155000
551025808                                           237929.53     Rate/Term Refinance          8.65      Stated Income Documentation  AA+                   285000
551025811                                            99926.79     Cash Out Refinance           10.9      Stated Income Documentation  AA+                   125000
551025859                                           123448.59     Rate/Term Refinance           9.1      Full Documentation           AA+                   130000
551025996                                            99969.76     Cash Out Refinance          11.75      Stated Income Documentation  AA                    397000
551026008                                           108778.08     Cash Out Refinance            8.9      Stated Income Documentation  AA+                   121000
551026020                                            75865.01     Purchase                    10.95      Full Documentation           AA+                    95000
551026070                                            168560.1     Purchase                    8.875      Stated Income Documentation  AA+                   187500
551026072                                            168560.1     Purchase                    8.875      Stated Income Documentation  AA+                   188000
551026074                                            168560.1     Purchase                    8.875      Stated Income Documentation  AA+                   187500
551026167                                            83927.72     Cash Out Refinance          10.15      Full Documentation           AA+                   105000
551026219                                           361179.44     Rate/Term Refinance           9.3      No Documentation             AA+                   425000
551026245                                           103699.03     Purchase                    7.175      Full Documentation           AA+                   132000
551026253                                            59948.36     Purchase                    10.15      Full Documentation           AA+                    77000
551026284                                            71962.13     Purchase                     12.4      Stated Income Documentation  AA+                    80000
551026285                                           197317.34     Cash Out Refinance            7.7      Business Bank Statements     AA+                   247000
551026302                                            94489.03     Purchase                     10.7      Full Documentation           AA+                   102000
551026316                                            207736.4     Rate/Term Refinance          8.45      Full Documentation           AA                    260000
551026326                                            88284.61     Purchase                    10.85      Full Documentation           AA+                   102000
551026341                                           370141.71     Cash Out Refinance            9.6      Business Bank Statements     AA                    390000
551026484                                           112407.43     Purchase                    8.425      Full Documentation           AA+                   141000
551026536                                           134961.37     Rate/Term Refinance            12      Full Documentation           C                     180000
551026725                                           113910.93     Cash Out Refinance           10.6      Stated Income Documentation  A                     151500
551026810                                           107874.63     Purchase                    8.725      Full Documentation           AA+                   135000
551026846                                           113827.68     Purchase                      9.6      Full Documentation           AA+                   120500
551026881                                           132934.24     Cash Out Refinance          9.475      Full Documentation           AA+                   141000
551027001                                           175691.95     Rate/Term Refinance         11.35      Business Bank Statements     A                     185000
551027041                                           108026.95     Purchase                    10.15      Stated Income Documentation  AA+                   128000
551027061                                            84411.83     Cash Out Refinance            9.9      Business Bank Statements     AA+                    90000
551027114                                            63601.34     Purchase                     10.7      Full Documentation           AA+                    77000
551027172                                            152894.7     Rate/Term Refinance         7.875      Full Documentation           AA+                   170000
551027211                                            92692.83     Purchase                     8.75      Full Documentation           AA+                   116500
551027242                                           157715.13     Purchase                   10.275      Full Documentation           AA+                   177000
551027248                                           149077.02     Rate/Term Refinance         9.525      Full Documentation           AA+                   157000
551027275                                            131986.4     Purchase                      9.6      Stated Income Documentation  AA+                   140000
551027277                                            131986.4     Purchase                      9.6      Stated Income Documentation  AA+                   140000
551027298                                            51731.55     Cash Out Refinance             11      Stated Income Documentation  B                      69000
551027302                                            71227.38     Purchase                    11.53      Business Bank Statements     AA+                    75000
551027369                                            85427.21     Cash Out Refinance           10.2      Full Documentation           AA+                    90000
551027436                                            83957.58     Purchase                    9.375      Full Documentation           AA+                   125000
551027452                                           115881.67     Purchase                       10      Full Documentation           AA+                   122000
551027573                                           146542.05     Rate/Term Refinance        10.525      Full Documentation           AA                    155000
551027648                                            139013.4     Purchase                   12.375      Full Documentation           A                     164500
551027757                                           161528.36     Rate/Term Refinance          9.99      Full Documentation           AA                    171000
551028059                                           112518.45     Purchase                      9.4      Full Documentation           AA+                   120000
551028611                                              134400     Cash Out Refinance          9.875      Full Documentation           AA+                   168000
551028854                                              340000     Cash Out Refinance            8.7      Stated Income Documentation  AA+                   425000
551028940                                              143200     Purchase                    10.05      Stated Income Documentation  AA+                   161000
551029312                                              126400     Cash Out Refinance          9.175      Full Documentation           AA+                   158000
551029695                                               67500     Purchase                     11.4      Full Documentation           AA+                    75000
551030128                                              156000     Cash Out Refinance           10.4      Full Documentation           AA+                   195000
571015993                                           225526.28     Purchase                      6.5      Full Documentation           AAA                   285000
571017001                                            58769.74     Rate/Term Refinance          12.5      Lite Documentation           AAA                   392000
571017340                                           277899.41     Cash Out Refinance          6.999      No Documentation             AAA                   350000
571017695                                            114542.1     Cash Out Refinance           10.5      No Documentation             AAA                   145000
571017696                                            45176.74     Cash Out Refinance           12.5      Full Documentation           AAA                   226000
571017886                                           159716.88     Cash Out Refinance          6.625      Lite Documentation           AAA                   200000
571017965                                            25483.63     Purchase                     11.5      Full Documentation           AAA                   127500
571018050                                              398400     Cash Out Refinance          6.625      Lite Documentation           AAA                   525000
571018226                                              191800     Cash Out Refinance          8.875      Stated Income Documentation  AAA                   240000
571018233                                              138730     Purchase                      8.5      Lite Documentation           AAA                   230000
571018263                                            47756.87     Rate/Term Refinance        10.039      Stated Income Documentation  AAA                   240000
571018295                                              196000     Purchase                    8.625      Lite Documentation           AAA                   251000
571018308                                              357600     Cash Out Refinance          7.375      Lite Documentation           AAA                   447000
571018334                                              121600     Purchase                     10.5      Lite Documentation           AAA                   155000
571018371                                             21484.5     Purchase                     12.5      Lite Documentation           AAA                   214900
571018423                                              345600     Cash Out Refinance          8.375      Stated Income Documentation  AAA                   432000
571018441                                            19489.96     Cash Out Refinance           12.5      No Documentation             AAA                   195000
571018515                                            69935.05     Purchase                     11.5      Lite Documentation           AAA                   349900
571018533                                            43959.86     Rate/Term Refinance         9.875      Full Documentation           AAA                   220000
571018679                                              280000     Purchase                    7.625      Full Documentation           AAA                   358000
571018682                                           131448.01     Purchase                     8.75      Lite Documentation           AAA                   165000
571018745                                            27974.45     Rate/Term Refinance         9.875      Full Documentation           AAA                   140000
571018835                                           171750.23     Rate/Term Refinance         7.625      Lite Documentation           AAA                   250000
571018848                                              236760     Purchase                      6.5      Full Documentation           AAA                   296000
571018849                                               59152     Purchase                     11.5      Full Documentation           AAA                   296000
571018984                                            32983.01     Cash Out Refinance           12.5      No Documentation             AAA                   340000
571019083                                            45948.23     Cash Out Refinance          8.875      Full Documentation           AAA                   260000
571019099                                              330000     Cash Out Refinance            6.5      No Documentation             AAA                   412500
571019203                                           159155.22     Rate/Term Refinance          6.75      No Documentation             AAA                   199000
571019235                                            39788.93     Rate/Term Refinance        12.125      No Documentation             AAA                   199000
571019251                                               93925     Purchase                    8.375      Stated Income Documentation  AAA                   146000
571019254                                            50530.44     Purchase                   10.039      Stated Income Documentation  AAA                   146000
571019290                                              172000     Rate/Term Refinance          6.25      No Documentation             AAA                   320000
571019362                                              308000     Cash Out Refinance          6.999      No Documentation             AAA                   385000
571019367                                             38480.2     Cash Out Refinance           12.5      No Documentation             AAA                   385000
571019378                                              164800     Purchase                    7.375      Stated Income Documentation  AAA                   207000
571019404                                            56970.67     Cash Out Refinance           12.5      Lite Documentation           AAA                   297000
571019479                                              144000     Purchase                    7.875      Full Documentation           AAA                   180000
571019567                                               76000     Cash Out Refinance          9.125      Lite Documentation           AAA                    95000
571019604                                           167790.43     Purchase                    8.375      No Documentation             AAA                   245000
571019630                                              148750     Cash Out Refinance           7.75      No Documentation             AAA                   212500
571019666                                               93600     Purchase                     7.25      Lite Documentation           AAA                   135000
571019669                                            23394.01     Purchase                     12.5      Lite Documentation           AAA                   135000
571019717                                           148641.02     Purchase                    9.125      Stated Income Documentation  AAA                   200000
571019727                                            37180.86     Purchase                     12.5      Stated Income Documentation  AAA                   200000
571019761                                              300000     Purchase                     6.75      Lite Documentation           AAA                   430000
571019777                                            47387.87     Cash Out Refinance           12.5      Stated Income Documentation  AAA                   316000
571019787                                            181700.7     Cash Out Refinance          6.999      No Documentation             AAA                   230000
571019944                                            76747.15     Purchase                    7.875      Lite Documentation           AAA                    96000
571020034                                           291799.05     Cash Out Refinance          7.875      No Documentation             AAA                   430000
571020081                                           163884.25     Purchase                     7.75      Stated Income Documentation  AAA                   220000
571020100                                              225600     Cash Out Refinance          7.625      No Documentation             AAA                   300000
571020292                                              164000     Purchase                    7.875      Lite Documentation           AAA                   205000
571020423                                            19495.01     Cash Out Refinance           12.5      Stated Income Documentation  AAA                   165000
571020478                                              247200     Rate/Term Refinance         6.875      Full Documentation           AAA                   331000
571020482                                            61774.09     Cash Out Refinance          10.25      Full Documentation           AAA                   331000
571020728                                            83954.11     Cash Out Refinance          8.999      Full Documentation           AAA                   105000
581013058                                            48956.87     Purchase                    14.25      Full Documentation           AA+                   245000
581013233                                            381439.4     Cash Out Refinance           10.5      Stated Income Documentation  AA+                   545800
581013626                                           391861.01     Cash Out Refinance           7.05      Full Documentation           AA+                   450000
581013710                                           299439.22     Cash Out Refinance            9.8      Stated Income Documentation  B                     405000
581013959                                            243503.9     Cash Out Refinance            9.4      Stated Income Documentation  AA                    305000
581014075                                              229488     Cash Out Refinance           6.45      Stated Income Documentation  AA+                   280000
581014355                                           247496.25     Purchase                      7.8      Full Documentation           A                     360000
581014483                                              261000     Rate/Term Refinance           7.8      Stated Income Documentation  AA+                   290000
581014525                                           389278.66     Cash Out Refinance           9.85      Stated Income Documentation  AA                    600000
581014607                                           359558.73     Cash Out Refinance            7.8      Stated Income Documentation  AA                    400000
581014640                                            233096.4     Cash Out Refinance            7.2      Stated Income Documentation  AA+                   359000
581014660                                           294338.92     Cash Out Refinance           7.89      Stated Income Documentation  AA+                   347000
581014682                                           119949.19     Cash Out Refinance           10.4      Stated Income Documentation  AA+                   150000
581014689                                           487185.93     Cash Out Refinance           8.95      Stated Income Documentation  AA+                   620000
581014690                                           305998.99     Cash Out Refinance            6.9      Stated Income Documentation  AA+                   360000
581014736                                              276250     Cash Out Refinance           6.85      Full Documentation           AA+                   325000
581014816                                           359259.38     Cash Out Refinance          7.925      Full Documentation           AA+                   510000
581014834                                              357000     Cash Out Refinance            7.3      Stated Income Documentation  AA+                   420000
581014981                                           134909.14     Purchase                     7.45      Full Documentation           AA+                   327000
581015024                                              360000     Cash Out Refinance           6.99      Full Documentation           AA+                   400000
581015027                                           269773.08     Cash Out Refinance            8.1      Full Documentation           AA                    300000
581015035                                              279000     Cash Out Refinance          7.375      Full Documentation           AA                    310000
581015102                                              275000     Cash Out Refinance           6.95      Stated Income Documentation  AA+                   425000
581015151                                           409235.58     Cash Out Refinance              9      Stated Income Documentation  AA+                   585000
581015152                                              245007     Cash Out Refinance           6.95      Stated Income Documentation  AA+                   309000
581015223                                           129360.36     Cash Out Refinance           8.45      Stated Income Documentation  AA+                   162000
581015239                                           361026.91     Cash Out Refinance           9.15      Stated Income Documentation  B                     425000
581015244                                           299961.16     Cash Out Refinance           6.25      Full Documentation           AA+                   391000
581015286                                           149753.38     Cash Out Refinance              7      Stated Income Documentation  AA                    303500
581015306                                           223805.99     Cash Out Refinance           6.55      Full Documentation           AA+                   450000
581015314                                              231000     Cash Out Refinance           6.55      Full Documentation           AA+                   320000
581015351                                              372000     Cash Out Refinance              6      Full Documentation           AA+                   465000
581015354                                           149769.88     Cash Out Refinance           7.35      Full Documentation           B                     375000
581015410                                           164913.06     Cash Out Refinance            8.3      Stated Income Documentation  AA+                   305000
581015421                                           267650.66     Cash Out Refinance           9.75      Stated Income Documentation  AA+                   335000
581015422                                           352361.76     Cash Out Refinance            9.3      Stated Income Documentation  C                     470000
581015429                                              246000     Rate/Term Refinance         6.925      Full Documentation           AA                    300000
581015435                                           411840.55     Cash Out Refinance           6.05      Full Documentation           AA+                   485000
581015457                                           314287.72     Cash Out Refinance           8.85      Full Documentation           AA                    370000
581015465                                              408000     Rate/Term Refinance           5.9      Full Documentation           AA+                   510000
581015476                                           144904.29     Cash Out Refinance         11.375      Full Documentation           CC                    255000
581015510                                            336931.3     Cash Out Refinance          6.875      Full Documentation           AA+                   375000
581015523                                           128885.15     Cash Out Refinance           6.45      Full Documentation           AA+                   205000
581015551                                           247857.04     Cash Out Refinance           7.99      Full Documentation           AA+                   310000
581015554                                           303472.01     Cash Out Refinance           6.35      Full Documentation           AA+                   405000
581015578                                              281700     Cash Out Refinance           6.85      Full Documentation           AA+                   313000
581015599                                              291400     Cash Out Refinance              6      Full Documentation           AA+                   310000
581015601                                           169753.62     Cash Out Refinance           7.32      Full Documentation           AA+                   330000
581015611                                           211825.79     Cash Out Refinance            8.2      Full Documentation           AA+                   303000
581015669                                              238000     Cash Out Refinance            6.4      Stated Income Documentation  AA+                   300000
581015686                                              309995     Cash Out Refinance            6.1      Full Documentation           AA+                   425000
581015700                                           308407.91     Purchase                     8.95      Full Documentation           AA+                   400000
581015728                                           208118.09     Cash Out Refinance           6.05      Business Bank Statements     AA+                   320500
581015739                                           330409.97     Cash Out Refinance              8      Full Documentation           B                     348000
581015744                                            294499.5     Cash Out Refinance            8.4      Stated Income Documentation  AA+                   310000
581015796                                           345857.04     Cash Out Refinance          9.125      Full Documentation           AA+                   353000
581015824                                           265878.97     Cash Out Refinance            8.8      Full Documentation           AA+                   280000
581015826                                           265869.92     Rate/Term Refinance          7.71      Stated Income Documentation  AA+                   355000
581015837                                           170847.14     Cash Out Refinance           9.99      Full Documentation           C                     365000
581015856                                           139928.35     Purchase                      8.4      Full Documentation           AA+                   180000
581015903                                              381480     Rate/Term Refinance          5.65      Full Documentation           AA+                   600000
581015914                                           344290.22     Cash Out Refinance            7.8      Stated Income Documentation  AA+                   530000
581015946                                           313627.83     Purchase                      8.2      Business Bank Statements     AA+                   350000
581015977                                            157867.4     Cash Out Refinance            6.3      Full Documentation           AA+                   410000
581015983                                           344919.46     Cash Out Refinance            8.7      Stated Income Documentation  AA+                   345000
581016009                                              243200     Cash Out Refinance           7.75      Full Documentation           AA+                   304000
581016018                                           332311.61     Cash Out Refinance           8.05      Stated Income Documentation  AA+                   350000
581016030                                           179887.55     Cash Out Refinance           8.35      Full Documentation           AA+                   180000
581016040                                              381500     Rate/Term Refinance          5.95      Full Documentation           AA+                   545000
581016068                                           279800.58     Cash Out Refinance           7.25      Full Documentation           AA+                   415000
581016157                                              351900     Cash Out Refinance          7.125      Full Documentation           AA+                   391000
581016228                                           359736.26     Cash Out Refinance           7.15      Full Documentation           AA+                   360000
581016385                                           293384.57     Cash Out Refinance           8.85      Stated Income Documentation  AA+                   309000
581016435                                              364500     Cash Out Refinance           7.85      Full Documentation           AA                    405000
581017126                                           313968.56     Purchase                      8.6      Stated Income Documentation  AA+                   329500
581017271                                           218414.39     Cash Out Refinance            6.9      Full Documentation           AA+                   230000
581017273                                           103459.75     Purchase                     10.6      Full Documentation           AA+                   115000
581017276                                              125335     Cash Out Refinance           9.25      Full Documentation           AA+                   133300
581017390                                           292965.78     Cash Out Refinance            8.2      Full Documentation           AA+                   310000
581018266                                              360000     Cash Out Refinance            6.4      Full Documentation           AA+                   615000
581018756                                              394000     Cash Out Refinance           8.15      Stated Income Documentation  A                     495000
581019060                                              414000     Cash Out Refinance            7.2      Full Documentation           AA+                   470000
611025680                                           502534.26     Cash Out Refinance           7.65      Stated Income Documentation  AA+                   630000
611026123                                           334054.56     Cash Out Refinance            7.8      Stated Income Documentation  A                     495000
611026297                                              413000     Cash Out Refinance           7.75      Stated Income Documentation  AA+                   460000
611026298                                           525896.57     Cash Out Refinance           6.85      Stated Income Documentation  AA+                   585000
611026300                                           453427.39     Cash Out Refinance          6.775      Lite Documentation           AA+                   650000
611026383                                           322602.37     Cash Out Refinance           8.45      Full Documentation           AA                    404000
611026443                                              492000     Cash Out Refinance            7.8      Stated Income Documentation  AA                    600000
611026531                                           152788.61     Cash Out Refinance           9.85      Stated Income Documentation  AA+                   170000
611026560                                            311722.2     Cash Out Refinance            7.9      Stated Income Documentation  AA                    390000
621019515                                           284370.28     Cash Out Refinance              9      Stated Income Documentation  AA                    460000
621019539                                            319548.8     Cash Out Refinance            8.1      Stated Income Documentation  AA+                   356000
621019720                                           313643.47     Cash Out Refinance            7.2      Full Documentation           AA+                   349000
621019836                                           116789.94     Cash Out Refinance           9.99      Stated Income Documentation  AA+                   130000
621019903                                           124959.97     Cash Out Refinance          11.49      Full Documentation           C                     238000
621019979                                           122343.93     Cash Out Refinance            9.3      Full Documentation           C                     153000
621020045                                              334826     Cash Out Refinance          6.475      Full Documentation           AA+                   395000
621020379                                            61165.57     Cash Out Refinance           12.1      Stated Income Documentation  AA+                    72000
621020380                                           263431.74     Cash Out Refinance            7.7      Stated Income Documentation  AA                    330000
621020440                                           147882.64     Cash Out Refinance            8.3      Stated Income Documentation  AA+                   185000
621020449                                            42568.03     Purchase                    12.65      Full Documentation           AA+                   220000
621020480                                           274669.06     Cash Out Refinance           8.55      Stated Income Documentation  B                     355000
621020486                                           247721.92     Cash Out Refinance         10.825      Stated Income Documentation  AA+                   310000
621020496                                           382080.57     Cash Out Refinance              9      Stated Income Documentation  AA+                   500000
621020513                                           374387.27     Cash Out Refinance           9.05      Stated Income Documentation  C                     657000
621020533                                           215602.22     Cash Out Refinance           8.47      Stated Income Documentation  AA+                   240000
621020550                                            29582.09     Purchase                     13.6      Full Documentation           AA+                   154000
621020559                                           278462.61     Cash Out Refinance           8.25      Stated Income Documentation  A                     310000
621020604                                            205959.1     Rate/Term Refinance          7.77      Stated Income Documentation  AA                    275000
621020658                                           158062.43     Cash Out Refinance           7.75      Stated Income Documentation  AA+                   198000
621020669                                           239811.29     Rate/Term Refinance         10.57      Stated Income Documentation  AA+                   300000
621020763                                           204892.88     Cash Out Refinance           9.47      Stated Income Documentation  AA+                   228000
621020802                                           246278.27     Cash Out Refinance           8.52      Full Documentation           B                     308000
621020822                                              310000     Cash Out Refinance            6.4      Full Documentation           AA                    565000
621020844                                               99796     Cash Out Refinance           11.8      Full Documentation           A                     133000
621020878                                           176538.06     Cash Out Refinance          7.525      Stated Income Documentation  AA+                   271000
621020918                                           163834.59     Cash Out Refinance            9.4      Stated Income Documentation  AA+                   205000
621020922                                           149837.23     Cash Out Refinance           9.05      Stated Income Documentation  AA+                   200000
621020951                                              125830     Purchase                     7.99      Full Documentation           A                     211000
621020963                                           137048.31     Cash Out Refinance          10.89      Stated Income Documentation  B                     196000
621020964                                            115785.5     Purchase                     8.45      Full Documentation           AA+                   155000
621021028                                              139500     Cash Out Refinance            9.5      Stated Income Documentation  AA+                   155000
621021079                                           214401.54     Cash Out Refinance           8.77      Stated Income Documentation  AA                    330000
621021096                                           211615.74     Cash Out Refinance          8.758      Full Documentation           AA+                   225000
621021156                                           286811.56     Cash Out Refinance           9.95      Stated Income Documentation  AA+                   359000
621021161                                            103930.9     Purchase                     8.95      Stated Income Documentation  AA+                   145000
621021163                                           153861.53     Cash Out Refinance           8.95      Stated Income Documentation  AA+                   220000
621021196                                           216567.48     Rate/Term Refinance         10.17      Full Documentation           AA                    228000
621021234                                            160644.1     Cash Out Refinance           9.75      Stated Income Documentation  AA+                   201000
621021262                                           124867.15     Cash Out Refinance           9.15      Full Documentation           AA+                   150000
621021307                                           100869.77     Cash Out Refinance          8.175      Full Documentation           AA+                   160000
621021374                                           183306.15     Cash Out Refinance            8.4      Full Documentation           A                     262000
621021402                                           119868.41     Cash Out Refinance              9      Full Documentation           AA                    150000
621021477                                              340000     Cash Out Refinance            6.9      Full Documentation           AA+                   569000
621021523                                            172836.3     Purchase                    10.85      Stated Income Documentation  AA+                   182000
621021528                                            85450.84     Purchase                       12      Full Documentation           AA+                    95000
621021534                                           174131.89     Purchase                     7.95      Full Documentation           AA+                   205000
621021541                                           359442.19     Cash Out Refinance            7.3      Stated Income Documentation  AA+                   485000
621021542                                              301500     Cash Out Refinance            8.2      Stated Income Documentation  AA+                   335000
621021547                                           366602.19     Cash Out Refinance           7.05      Full Documentation           AA+                   408000
621021551                                           162263.23     Cash Out Refinance           7.99      Stated Income Documentation  A                     260000
621021577                                           112427.53     Cash Out Refinance            8.2      Full Documentation           AA                    188000
621021623                                           226327.31     Purchase                     8.55      Stated Income Documentation  AA+                   300000
621021634                                           142241.66     Cash Out Refinance            6.5      Full Documentation           AA+                   285000
621021698                                              190000     Cash Out Refinance              9      Full Documentation           AA                    200000
621021750                                           115944.67     Cash Out Refinance            9.9      Stated Income Documentation  AA                    211000
621021838                                            98431.73     Purchase                    10.25      Stated Income Documentation  AA+                   112000
621021851                                           170770.03     Purchase                    10.55      Stated Income Documentation  AA+                   185000
621021873                                           189844.26     Cash Out Refinance              7      Stated Income Documentation  AA+                   500000
621021874                                            287497.8     Cash Out Refinance            6.7      Full Documentation           AA+                   360000
621021904                                            94972.51     Purchase                    11.95      Full Documentation           AA+                   105000
621021924                                            211745.9     Cash Out Refinance           8.57      Stated Income Documentation  AA+                   265000
621021965                                           275869.86     Cash Out Refinance            9.7      Stated Income Documentation  AA+                   345000
621022039                                           341781.69     Rate/Term Refinance         8.245      Stated Income Documentation  AA+                   360000
621022048                                              264000     Cash Out Refinance           8.47      Stated Income Documentation  AA+                   330000
621022080                                           131925.24     Purchase                     8.65      Full Documentation           AA+                   165000
621022233                                           322958.57     Rate/Term Refinance          7.96      Stated Income Documentation  AA+                   350000
621022300                                            295877.2     Cash Out Refinance           10.3      Stated Income Documentation  AA+                   370000
621022364                                           193358.47     Purchase                     8.85      Full Documentation           AA+                   290000
621022417                                           165787.55     Cash Out Refinance           7.95      Full Documentation           AA+                   237000
621022526                                           260843.51     Purchase                     8.55      Full Documentation           AA+                   300000
621022670                                           303888.01     Cash Out Refinance          10.85      Business Bank Statements     AA+                   320000
621022686                                           153986.12     Purchase                     8.87      Full Documentation           AA+                   155000
621024180                                              170100     Cash Out Refinance           6.55      Full Documentation           AA+                   243000
631014820                                            51903.92     Cash Out Refinance           12.5      Full Documentation           AA                    260000
631015697                                           392343.62     Cash Out Refinance            6.1      Stated Income Documentation  AA+                   436000
631015705                                           362627.05     Cash Out Refinance           7.35      Stated Income Documentation  AA                    461000
631015760                                           318099.43     Cash Out Refinance            8.7      Stated Income Documentation  AA                    398000
631015781                                           191484.45     Cash Out Refinance            8.1      Full Documentation           AA+                   213000
631015782                                              271800     Cash Out Refinance            7.9      Stated Income Documentation  AA+                   302000
631015869                                              269555     Cash Out Refinance            7.1      Stated Income Documentation  AA+                   319000
631016018                                              224000     Cash Out Refinance           6.85      Full Documentation           AA+                   280000
631016060                                           179731.99     Cash Out Refinance            7.5      Stated Income Documentation  AA+                   300000
651022011                                            29968.48     Purchase                     14.3      Full Documentation           AA+                   156000
651022045                                            35916.09     Rate/Term Refinance          14.3      Full Documentation           AA+                   180000
651022322                                            37678.91     Purchase                      9.2      Full Documentation           AA+                   205000
651022385                                            31897.44     Rate/Term Refinance           9.2      Full Documentation           AA                    160000
651022597                                            25980.94     Purchase                    14.05      Full Documentation           AA+                   130000
651022607                                            44958.56     Cash Out Refinance          14.05      Full Documentation           AA+                   225000
651022784                                            33169.12     Purchase                    14.05      Full Documentation           AA+                   171000
651023141                                           365497.21     Cash Out Refinance            7.4      Full Documentation           A                     422000
651023340                                            258699.4     Cash Out Refinance           7.99      Full Documentation           AA+                   390000
661019295                                           230774.84     Cash Out Refinance            7.8      Stated Income Documentation  AA                    330000
661019515                                              270000     Cash Out Refinance           7.15      Stated Income Documentation  AA+                   300000
661019538                                              336008     Cash Out Refinance           8.35      Stated Income Documentation  AA                    485000
661019607                                           159655.58     Cash Out Refinance            7.7      Full Documentation           C                     241000
661019618                                           241744.13     Cash Out Refinance          9.175      Full Documentation           C                     335000
661019677                                           359553.71     Purchase                     8.05      Stated Income Documentation  AA+                   500000
661019693                                           259370.78     Cash Out Refinance            9.6      Stated Income Documentation  A                     330000
661019695                                           250735.71     Cash Out Refinance           7.95      Full Documentation           C                     335000
661019872                                           261640.26     Cash Out Refinance           7.05      Stated Income Documentation  AA+                   375000
661019944                                              292000     Cash Out Refinance           7.55      Stated Income Documentation  AA+                   365000
661019999                                              219996     Cash Out Refinance              8      Stated Income Documentation  AA                    315000
661020173                                           249670.15     Cash Out Refinance            7.8      Full Documentation           AA+                   295000
661020251                                           233276.35     Cash Out Refinance              8      Stated Income Documentation  AA                    275000
661020257                                           199717.79     Cash Out Refinance           9.15      Stated Income Documentation  A                     340000
661020264                                           118874.29     Cash Out Refinance           11.1      Full Documentation           B                     140000
661020312                                           169796.21     Cash Out Refinance           6.85      Full Documentation           AA+                   200000
661020388                                           161310.24     Cash Out Refinance            8.6      Full Documentation           AA+                   202000
661020423                                              285000     Cash Out Refinance           8.75      Stated Income Documentation  AA+                   300000
661020430                                           345692.59     Cash Out Refinance             10      Stated Income Documentation  CC                    525000
661020487                                           529603.53     Cash Out Refinance           8.15      Business Bank Statements     AA+                   625000
661020495                                           259825.16     Cash Out Refinance            7.3      Stated Income Documentation  AA+                   289000
661020519                                           199518.11     Cash Out Refinance            8.6      Stated Income Documentation  AA+                   410000
661020567                                            314197.6     Cash Out Refinance           6.85      Full Documentation           AA+                   535000
661020570                                              360000     Cash Out Refinance            7.5      Stated Income Documentation  AA+                   450000
661020573                                           166796.26     Cash Out Refinance            9.4      Full Documentation           CC                    257000
661020834                                           171379.02     Cash Out Refinance            8.7      Stated Income Documentation  A                     245000
661020844                                           284770.03     Cash Out Refinance          10.45      Full Documentation           CC                    565000
661020869                                           171602.98     Cash Out Refinance           7.35      Full Documentation           AA+                   220000
661020928                                           203036.49     Cash Out Refinance           8.25      Full Documentation           A                     254000
661020930                                           344999.64     Cash Out Refinance           7.25      Full Documentation           AA+                   410000
661020936                                           215604.66     Cash Out Refinance            8.5      Full Documentation           AA+                   270000
661021008                                           164852.04     Cash Out Refinance          7.875      Full Documentation           AA+                   189000
661021014                                            224581.4     Cash Out Refinance           8.42      Full Documentation           AA+                   245000
661021067                                           292154.21     Cash Out Refinance            6.9      Stated Income Documentation  AA+                   450000
661021077                                           301248.94     Cash Out Refinance           7.95      Full Documentation           A                     411000
661021081                                            99860.38     Cash Out Refinance            9.8      Full Documentation           AA                    118000
661021102                                           254620.32     Cash Out Refinance            7.5      Full Documentation           AA+                   320000
661021108                                              375300     Cash Out Refinance              7      Full Documentation           AA+                   417000
661021109                                           251871.94     Rate/Term Refinance           9.8      Full Documentation           B                     280000
661021118                                           212329.03     Cash Out Refinance           8.25      Full Documentation           AA+                   250000
661021126                                           249528.17     Cash Out Refinance           8.35      Stated Income Documentation  B                     470000
661021130                                           164494.73     Cash Out Refinance            7.3      Full Documentation           AA+                   247000
661021166                                           209747.48     Rate/Term Refinance          8.64      Full Documentation           B                     312000
661021176                                           167835.81     Cash Out Refinance           9.55      Full Documentation           C                     224000
661021185                                           349679.29     Cash Out Refinance            7.8      Stated Income Documentation  AA+                   510000
661021269                                           375467.53     Cash Out Refinance           7.75      Stated Income Documentation  AA+                   575000
661021271                                           241405.59     Cash Out Refinance           8.25      Full Documentation           AA+                   302000
661021276                                           294367.28     Cash Out Refinance          9.913      Full Documentation           AA                    338000
661021301                                           206791.03     Rate/Term Refinance          5.99      Full Documentation           A                     300000
661021309                                              414000     Cash Out Refinance            7.9      Full Documentation           AA+                   460000
661021312                                           305866.83     Cash Out Refinance           8.95      Full Documentation           AA+                   360000
661021379                                           128576.88     Cash Out Refinance           7.65      Full Documentation           AA+                   198000
661021382                                           351769.75     Cash Out Refinance           7.55      Stated Income Documentation  AA+                   565000
661021390                                              190800     Cash Out Refinance          8.875      Stated Income Documentation  AA+                   212000
661021397                                           374622.57     Cash Out Refinance            6.1      Stated Income Documentation  AA+                   550500
661021398                                            202722.5     Cash Out Refinance          6.375      Full Documentation           AA+                   260000
661021411                                           337861.37     Cash Out Refinance           9.15      Stated Income Documentation  B                     463000
661021428                                              400000     Cash Out Refinance           8.25      Stated Income Documentation  AA+                   400000
661021440                                           134880.92     Cash Out Refinance            6.4      Full Documentation           B                     172000
661021447                                           310175.03     Cash Out Refinance            7.6      Full Documentation           AA+                   345000
661021480                                            184701.8     Cash Out Refinance           9.75      Full Documentation           C                     217500
661021481                                           217708.07     Cash Out Refinance           6.45      Full Documentation           AA+                   305000
661021504                                              310000     Cash Out Refinance           8.91      Stated Income Documentation  AA+                   350000
661021528                                           202912.69     Cash Out Refinance           8.99      Full Documentation           B                     290000
661021529                                              350000     Cash Out Refinance           8.04      Stated Income Documentation  AA+                   350000
661021548                                           466552.67     Cash Out Refinance              8      Stated Income Documentation  A                     550000
661021552                                            99967.76     Cash Out Refinance           9.95      Full Documentation           C                     183000
661021555                                           466552.67     Cash Out Refinance              8      Stated Income Documentation  A                     550000
661021582                                           228622.25     Cash Out Refinance            8.1      Stated Income Documentation  A                     305000
661021584                                           367499.47     Cash Out Refinance           7.95      Stated Income Documentation  A                     460000
661021594                                           188435.42     Cash Out Refinance           9.75      Full Documentation           B                     315000
661021632                                           359724.12     Cash Out Refinance           6.99      Stated Income Documentation  AA+                   460000
661021642                                              332500     Cash Out Refinance              7      Full Documentation           AA+                   350000
661021643                                           404783.49     Cash Out Refinance           8.25      Stated Income Documentation  AA+                  1127000
661021651                                           465144.28     Cash Out Refinance              7      Stated Income Documentation  AA+                   490000
661021691                                           187244.98     Cash Out Refinance           7.95      Full Documentation           C                     250000
661021719                                            99914.86     Cash Out Refinance           10.2      Stated Income Documentation  AA+                   256000
661021747                                           134907.84     Cash Out Refinance            7.4      Stated Income Documentation  AA+                   205000
661021752                                           299819.19     Cash Out Refinance           7.85      Stated Income Documentation  A                     400000
661021805                                           128915.63     Cash Out Refinance           7.55      Full Documentation           AA+                   395000
661021907                                              354450     Rate/Term Refinance           7.2      Stated Income Documentation  AA+                   415000
661021920                                           178509.34     Cash Out Refinance              8      Full Documentation           A                     355000
661021941                                           326700.98     Cash Out Refinance            8.3      Full Documentation           B                     436000
661021953                                           347471.42     Cash Out Refinance            7.4      Business Bank Statements     AA+                   435000
661021979                                           216293.39     Cash Out Refinance           8.05      Stated Income Documentation  AA+                   315000
661022008                                           439442.64     Cash Out Refinance            8.3      Stated Income Documentation  AA+                   550000
661022041                                           347791.12     Cash Out Refinance           7.85      Full Documentation           AA+                   435000
661022081                                           166321.19     Cash Out Refinance            9.1      Stated Income Documentation  AA+                   185000
661022089                                           123380.56     Purchase                      9.6      Full Documentation           AA                    130000
661022193                                           236970.31     Cash Out Refinance           8.74      Full Documentation           A                     264000
661022195                                           287852.63     Cash Out Refinance            8.4      Stated Income Documentation  AA+                   360000
661022268                                           483305.91     Cash Out Refinance          6.675      Stated Income Documentation  AA+                   771000
661022272                                           299562.57     Cash Out Refinance            6.4      Full Documentation           AA+                   550000
661022364                                              228000     Cash Out Refinance           8.25      Stated Income Documentation  AA+                   240000
661022369                                           314792.48     Cash Out Refinance           8.09      Full Documentation           AA+                   315000
661022569                                           284866.32     Cash Out Refinance           6.25      Stated Income Documentation  AA+                   300000
661023437                                           284749.39     Cash Out Refinance          10.05      Stated Income Documentation  B                     410000
661023851                                              141210     Purchase                      7.9      Full Documentation           AA+                   157000
661024127                                              165750     Cash Out Refinance           8.35      Lite Documentation           AA+                   195000
661024358                                           137661.12     Cash Out Refinance           8.05      Full Documentation           AA+                   162000
661024511                                           105094.36     Cash Out Refinance            9.6      Full Documentation           A                     123700
671015698                                              414000     Cash Out Refinance          8.452      Stated Income Documentation  AA+                   460000
671015746                                           411693.64     Cash Out Refinance           8.45      Stated Income Documentation  AA                    458000
671015750                                           404502.49     Rate/Term Refinance          8.45      Stated Income Documentation  AA                    450000
671016105                                           348025.96     Rate/Term Refinance          7.65      Full Documentation           AA+                   410000
671016224                                            248328.7     Cash Out Refinance           8.94      Full Documentation           B                     355000
671016263                                           390575.07     Cash Out Refinance            7.2      Full Documentation           AA+                   460000
671016409                                              284750     Cash Out Refinance           8.65      Stated Income Documentation  AA+                   335000
671016452                                           223614.56     Cash Out Refinance            8.8      Stated Income Documentation  AA                    280000
671016554                                           212168.59     Cash Out Refinance           5.89      Stated Income Documentation  AA+                   242000
671016604                                            369188.7     Cash Out Refinance           5.99      Full Documentation           AA+                   435000
671016659                                           196542.39     Cash Out Refinance            6.9      Full Documentation           AA                    231500
671016823                                           290397.15     Cash Out Refinance           7.35      Stated Income Documentation  AA                    342000
671016939                                           129218.58     Cash Out Refinance           6.85      Stated Income Documentation  AA+                   162000
671016947                                           408001.87     Cash Out Refinance            8.5      Stated Income Documentation  AA+                   545000
671017012                                           215840.77     Cash Out Refinance           8.55      Full Documentation           A                     270000
671017021                                              242250     Rate/Term Refinance          6.25      Full Documentation           AA+                   287000
671017028                                           147782.16     Cash Out Refinance           9.55      Full Documentation           AA                    185000
671017030                                           247665.41     Cash Out Refinance           7.99      Full Documentation           A                     310000
671017038                                              324000     Cash Out Refinance           5.65      Stated Income Documentation  AA+                   360000
671017043                                           154805.65     Purchase                     8.35      Stated Income Documentation  B                     250000
671017054                                           211705.76     Cash Out Refinance           7.85      Full Documentation           C                     265000
671017055                                           161080.39     Rate/Term Refinance           9.2      Full Documentation           B                     215000
671017064                                           373333.92     Cash Out Refinance           7.25      Stated Income Documentation  AA+                   481000
671017123                                           157953.02     Rate/Term Refinance          7.75      Full Documentation           AA                    186000
671017161                                              324000     Rate/Term Refinance           8.2      Stated Income Documentation  AA                    360000
671017167                                           272360.77     Rate/Term Refinance         7.325      Full Documentation           AA+                   303000
671017182                                           106880.38     Cash Out Refinance            7.1      Full Documentation           AA+                   146500
671017203                                           199730.16     Cash Out Refinance           7.99      Full Documentation           AA+                   237000
671017219                                           636724.87     Rate/Term Refinance           8.5      Stated Income Documentation  AA+                   750000
671017234                                           199690.12     Cash Out Refinance            7.3      Full Documentation           AA                    250000
671017258                                           239824.18     Cash Out Refinance           7.15      Full Documentation           AA+                   275000
671017293                                           234871.42     Cash Out Refinance           8.17      Full Documentation           AA+                   235000
671017295                                           436701.68     Cash Out Refinance           7.85      Stated Income Documentation  B                     625000
671017304                                           398686.44     Cash Out Refinance            6.9      Full Documentation           AA+                   420000
671017332                                           379679.41     Cash Out Refinance          6.645      Stated Income Documentation  AA+                   400000
671017377                                            275810.9     Cash Out Refinance            7.4      Full Documentation           AA+                   345000
671017443                                           309749.49     Cash Out Refinance            6.8      Full Documentation           AA+                   620000
671017450                                           204886.36     Rate/Term Refinance         8.125      Stated Income Documentation  AA+                   205000
671017492                                           471965.49     Cash Out Refinance           8.85      Full Documentation           AA+                   525000
671017505                                           290546.85     Cash Out Refinance            8.3      Full Documentation           AA+                   306000
671017507                                           224044.78     Cash Out Refinance           7.35      Stated Income Documentation  AA+                   236000
671017513                                              199500     Rate/Term Refinance             7      Full Documentation           AA                    210000
671017545                                              261250     Cash Out Refinance          9.195      Stated Income Documentation  AA+                   275000
671017564                                           235487.21     Cash Out Refinance           8.65      Full Documentation           AA+                   248000
671017637                                            294340.8     Purchase                     9.05      Business Bank Statements     AA+                   310000
671017654                                           338170.45     Rate/Term Refinance          8.95      Full Documentation           AA+                   356000
671017660                                           149856.47     Cash Out Refinance           9.65      Stated Income Documentation  AA                    320000
671017666                                           332380.26     Cash Out Refinance            7.2      Stated Income Documentation  AA+                   350000
671017759                                           242138.92     Cash Out Refinance            6.4      Full Documentation           AA+                   255000
671017761                                           281165.58     Cash Out Refinance            7.6      Full Documentation           AA+                   281500
671017775                                            293865.2     Cash Out Refinance            6.4      Full Documentation           AA+                   312000
671017777                                           294476.35     Cash Out Refinance           7.64      Full Documentation           AA+                   295000
671017847                                           147943.06     Cash Out Refinance          10.65      Full Documentation           B                     185000
671017870                                           396960.25     Cash Out Refinance            8.6      Stated Income Documentation  AA+                   397000
671017877                                           180474.98     Cash Out Refinance           7.75      Stated Income Documentation  AA+                   190000
671018001                                           266743.82     Rate/Term Refinance           7.3      Full Documentation           AA+                   281000
671018452                                           288825.45     Purchase                      8.8      Full Documentation           AA+                   342000
671018523                                           335863.57     Cash Out Refinance           10.4      Full Documentation           C                     354000
671018573                                           290534.47     Purchase                      8.8      Full Documentation           AA+                   335000
671018576                                           289015.34     Purchase                      8.8      Full Documentation           AA+                   314000
671018795                                           386926.29     Rate/Term Refinance           6.9      Full Documentation           AA+                   409000
671018798                                            213729.8     Cash Out Refinance           8.75      Stated Income Documentation  AA+                   225000
671018821                                           274974.02     Purchase                     8.75      Stated Income Documentation  AA+                   275000
671018994                                           151978.52     Cash Out Refinance            7.7      Full Documentation           AA+                   165000
671019036                                              286933     Cash Out Refinance            8.7      Full Documentation           AA+                   287000
671019150                                              190000     Cash Out Refinance            7.6      Full Documentation           AA+                   635000
671019952                                              144000     Purchase                      9.6      Full Documentation           AA+                   175000
681014559                                            319511.6     Cash Out Refinance          10.75      Stated Income Documentation  AA+                   405000
681014643                                           246883.86     Cash Out Refinance           8.42      Stated Income Documentation  AA+                   340000
681014699                                           307445.58     Cash Out Refinance             10      Stated Income Documentation  AA+                   385000
691009770                                            58923.87     Cash Out Refinance           14.1      Full Documentation           AA+                   295000
701004456                                            49413.89     Cash Out Refinance            9.2      Full Documentation           AA+                   248000
791007426                                            51940.83     Rate/Term Refinance         13.95      Full Documentation           AA+                   260000
831070039                                           244058.82     Cash Out Refinance           8.35      Stated Income Documentation  AA+                   295000
831071451                                           301747.25     Cash Out Refinance           7.95      Stated Income Documentation  AA                    355000
831071457                                           295275.06     Cash Out Refinance            8.5      Stated Income Documentation  AA+                   370000
831071463                                           129706.75     Cash Out Refinance            8.9      Stated Income Documentation  AA+                   285000
831071484                                           299651.83     Cash Out Refinance           7.99      Stated Income Documentation  AA+                   600000
831072214                                           174784.25     Cash Out Refinance           7.78      Stated Income Documentation  AA                    250000
831072701                                              124000     Cash Out Refinance           8.77      Stated Income Documentation  AA+                   193000
831072725                                           329451.19     Cash Out Refinance          10.35      Stated Income Documentation  AA+                   440000
831072730                                           116228.93     Purchase                     8.75      Stated Income Documentation  AA+                   152000
831072908                                           179601.43     Cash Out Refinance           8.99      Stated Income Documentation  AA+                   265000
831072933                                           197376.71     Cash Out Refinance           7.75      Stated Income Documentation  AA+                   350000
831073214                                           199270.59     Cash Out Refinance           7.96      Business Bank Statements     AA                    288000
831073217                                           392339.76     Cash Out Refinance          8.775      Business Bank Statements     CC                    605000
831073219                                              320000     Cash Out Refinance            7.6      Stated Income Documentation  AA                    569000
831073220                                            61583.81     Cash Out Refinance          9.675      Full Documentation           CC                    110000
831073221                                           259783.52     Cash Out Refinance          9.125      Full Documentation           A                     400000
831073222                                            99871.93     Cash Out Refinance           7.75      Stated Income Documentation  A                     155000
831073227                                           349289.79     Cash Out Refinance           5.99      Stated Income Documentation  AA                    540000
831073230                                           377658.57     Cash Out Refinance           8.85      Stated Income Documentation  AA+                   472500
831073232                                              240000     Cash Out Refinance           6.25      Stated Income Documentation  AA+                   300000
831073236                                           188222.16     Cash Out Refinance           7.15      Full Documentation           AA+                   333000
831073250                                           239643.04     Cash Out Refinance            9.5      Stated Income Documentation  B                     456000
831073251                                           239003.94     Cash Out Refinance           8.99      Full Documentation           AA                    266000
831073252                                           236915.25     Cash Out Refinance           9.75      Full Documentation           A                     365000
831073256                                           126368.18     Rate/Term Refinance         12.49      Stated Income Documentation  AA+                   470000
831073257                                           343370.38     Cash Out Refinance            8.5      Full Documentation           AA+                   405000
831073262                                           233722.06     Cash Out Refinance           11.9      Full Documentation           CC                    360000
831073279                                           188944.06     Cash Out Refinance            9.6      Stated Income Documentation  AA+                   199000
831073282                                           221597.79     Cash Out Refinance           8.55      Stated Income Documentation  AA                    296000
831073283                                           249370.11     Cash Out Refinance           7.15      Full Documentation           AA+                   372000
831073288                                           111920.75     Cash Out Refinance           9.67      Stated Income Documentation  AA+                   140000
831073291                                            75936.24     Cash Out Refinance            9.1      Full Documentation           AA+                   235000
831073292                                              344250     Cash Out Refinance            9.1      Stated Income Documentation  AA                    405000
831073294                                           171851.38     Cash Out Refinance              9      Stated Income Documentation  AA                    215000
831073295                                           142993.13     Cash Out Refinance            8.6      Full Documentation           A                     215000
831073299                                           184585.52     Cash Out Refinance            7.5      Full Documentation           AA+                   310000
831073302                                           307010.99     Cash Out Refinance           9.18      Stated Income Documentation  B                     410000
831073303                                           106923.18     Cash Out Refinance              9      Stated Income Documentation  AA+                   153000
831073304                                           187688.31     Cash Out Refinance           8.98      Stated Income Documentation  AA+                   235000
831073306                                           220856.03     Cash Out Refinance           8.97      Stated Income Documentation  AA+                   370000
831073308                                           178993.92     Cash Out Refinance           9.29      Full Documentation           AA+                   217000
831073318                                           243830.38     Cash Out Refinance           8.75      Stated Income Documentation  AA+                   305000
831073360                                           278676.15     Rate/Term Refinance          7.99      Full Documentation           AA                    310000
831073364                                           103744.75     Cash Out Refinance           8.49      Full Documentation           AA+                   133000
831073365                                           351417.64     Rate/Term Refinance          8.99      Full Documentation           AA+                   399000
831073368                                           230427.27     Cash Out Refinance           8.44      Full Documentation           B                     308000
831073369                                           212215.97     Purchase                    8.875      Full Documentation           AA+                   230000
831073373                                           181628.04     Cash Out Refinance          9.375      Stated Income Documentation  AA+                   260000
831073376                                           142670.68     Cash Out Refinance            8.8      Business Bank Statements     AA+                   197000
831073379                                            127171.4     Cash Out Refinance           8.25      Full Documentation           AA+                   150000
831073380                                           406033.37     Cash Out Refinance           8.65      Stated Income Documentation  AA+                   600000
831073381                                           154743.57     Cash Out Refinance         10.375      Stated Income Documentation  B                     295000
831073382                                           229374.74     Rate/Term Refinance             8      Full Documentation           AA+                   362000
831073385                                           150905.21     Cash Out Refinance            9.6      Full Documentation           B                     216000
831073390                                           254721.26     Cash Out Refinance           8.25      Full Documentation           AA+                   305000
831073392                                           111466.34     Purchase                     9.69      Stated Income Documentation  AA+                   200000
831073403                                           172131.63     Cash Out Refinance            9.5      Stated Income Documentation  AA                    215600
831073405                                           512542.05     Cash Out Refinance           8.89      Stated Income Documentation  AA+                   575000
831073442                                            119793.5     Cash Out Refinance            8.8      Stated Income Documentation  AA+                   238000
831073444                                           445661.48     Cash Out Refinance           8.99      Stated Income Documentation  AA+                   558000
831073614                                           220060.78     Cash Out Refinance           7.99      Stated Income Documentation  AA+                   520000
831073616                                           159735.28     Cash Out Refinance           8.99      Full Documentation           CC                    365000
831073617                                           239462.33     Cash Out Refinance            7.5      Full Documentation           AA                    440000
831073619                                           146008.04     Cash Out Refinance           8.99      Stated Income Documentation  AA+                   225000
831073620                                           229371.65     Cash Out Refinance           6.49      Full Documentation           AA+                   380000
831073621                                           166827.26     Cash Out Refinance          7.375      Stated Income Documentation  AA+                   560000
831073622                                           325966.94     Cash Out Refinance           7.99      Stated Income Documentation  AA                    438000
831073625                                           213406.15     Cash Out Refinance          9.125      Full Documentation           C                     285000
831073629                                           250404.27     Cash Out Refinance          8.125      Full Documentation           AA                    386000
831073630                                           167729.76     Cash Out Refinance          9.125      Stated Income Documentation  AA                    240000
831073638                                            76524.34     Purchase                     9.25      Full Documentation           AA+                   100000
831073639                                              189000     Cash Out Refinance           8.35      Stated Income Documentation  AA+                   252000
831073646                                           127753.45     Cash Out Refinance           8.25      Full Documentation           B                     160000
831073647                                           295523.85     Cash Out Refinance          9.125      Full Documentation           AA                    370000
831073650                                           169571.87     Cash Out Refinance           8.25      Full Documentation           AA+                   242000
831073651                                           350356.25     Cash Out Refinance           8.49      Stated Income Documentation  AA+                   390000
831073664                                           349391.49     Cash Out Refinance           8.75      Full Documentation           AA                    520000
831073665                                           309584.27     Cash Out Refinance           9.99      Stated Income Documentation  A                     520000
831073667                                           116825.98     Cash Out Refinance            9.5      Full Documentation           B                     207000
831073669                                           229532.98     Cash Out Refinance           7.99      Stated Income Documentation  AA+                   315000
831073670                                           139756.59     Cash Out Refinance           8.75      Stated Income Documentation  AA+                   410000
831073671                                            189614.2     Cash Out Refinance           7.99      Full Documentation           AA+                   865000
831073674                                           199374.94     Cash Out Refinance          8.375      Full Documentation           AA+                   235000
831073677                                           144814.05     Cash Out Refinance           10.2      Stated Income Documentation  AA                    200000
831073678                                           277731.82     Cash Out Refinance              8      Full Documentation           AA                    328000
831073684                                           188605.48     Cash Out Refinance           8.99      Stated Income Documentation  AA                    275000
831073727                                           223707.81     Cash Out Refinance         10.125      Stated Income Documentation  B                     320000
831073787                                           307309.96     Cash Out Refinance            7.5      Full Documentation           A                     385000
831074170                                           258799.26     Rate/Term Refinance          8.75      Stated Income Documentation  AA+                   305000
831074171                                           324479.89     Cash Out Refinance           9.15      Stated Income Documentation  AA                    417000
831074206                                            119828.7     Cash Out Refinance          9.695      Stated Income Documentation  AA+                   150000
831074235                                           113785.69     Purchase                    8.625      Full Documentation           A                     115000
831074340                                           407037.27     Rate/Term Refinance          9.99      Stated Income Documentation  B                     582000
831074341                                           265957.44     Cash Out Refinance           8.99      Stated Income Documentation  A                     355000
831074620                                           350583.88     Cash Out Refinance           6.89      Stated Income Documentation  AA+                   410000
831074689                                           116880.37     Cash Out Refinance          11.25      Stated Income Documentation  AA+                   160000
831074692                                            197793.1     Cash Out Refinance          11.15      Full Documentation           CC                    325000
831074693                                           109869.11     Cash Out Refinance          10.55      Full Documentation           CC                    175000
831074699                                           207679.43     Cash Out Refinance           9.99      Full Documentation           B                     320000
841017875                                            99405.55     Purchase                      9.6      Stated Income Documentation  AA+                   105000
841019795                                            32648.91     Purchase                    14.05      Full Documentation           AA+                   164000
841019950                                           117523.64     Cash Out Refinance            9.8      Full Documentation           AA+                   125000
841022636                                            26583.53     Purchase                     13.5      Full Documentation           AA+                   133000
841023668                                           140737.95     Rate/Term Refinance         8.425      Full Documentation           AA                    178900
841023805                                            32383.09     Purchase                    14.25      Full Documentation           AA+                   175000
841024270                                           116123.84     Rate/Term Refinance          9.05      Full Documentation           C                     155000
841024301                                           119109.84     Cash Out Refinance          10.75      Stated Income Documentation  A                     149000
841024303                                           131774.04     Rate/Term Refinance         8.825      Full Documentation           AA+                   165000
841024334                                           116950.57     Purchase                     9.05      Stated Income Documentation  AA+                   180000
841024492                                            105186.9     Purchase                      9.1      Stated Income Documentation  AA+                   120000
841024537                                           187875.23     Cash Out Refinance          11.35      Stated Income Documentation  B                     235000
841024546                                              405000     Cash Out Refinance           7.99      Full Documentation           AA+                   450000
841024561                                            27379.45     Purchase                    12.65      Full Documentation           AA+                   148000
841024618                                           165588.88     Cash Out Refinance          9.575      Full Documentation           AA+                   195000
841024716                                           205986.56     Cash Out Refinance           8.15      Full Documentation           AA+                   229000
841024886                                           104484.68     Purchase                    10.25      Full Documentation           AA+                   110000
841024898                                           118552.89     Purchase                    10.15      Full Documentation           AA+                   125000
841024940                                           208882.62     Cash Out Refinance           8.08      Full Documentation           AA+                   220000
841024952                                           112078.62     Purchase                    11.65      Full Documentation           AA                    119000
871006167                                            432821.3     Cash Out Refinance           9.99      Full Documentation           B                     620000
871006306                                            65940.55     Purchase                    14.15      Full Documentation           AA+                   331000
871006547                                            289297.8     Cash Out Refinance           9.65      Stated Income Documentation  AA+                   447000
871006735                                              420000     Cash Out Refinance            8.3      Stated Income Documentation  AA+                   560000
871006762                                           161235.45     Cash Out Refinance            8.9      Stated Income Documentation  A                     202000
871006877                                           255284.73     Cash Out Refinance           7.85      Full Documentation           AA+                   320000
871006948                                           297030.11     Cash Out Refinance           9.25      Stated Income Documentation  A                     350000
871006952                                           234773.69     Cash Out Refinance           9.62      Stated Income Documentation  B                     325000
871007012                                           475146.45     Rate/Term Refinance           8.6      Stated Income Documentation  AA+                   560000
871007054                                            395800.3     Cash Out Refinance           8.45      Full Documentation           AA                    445000
871007126                                           345259.86     Cash Out Refinance           7.55      Full Documentation           AA+                   384000
871007151                                            99903.29     Cash Out Refinance            9.6      Full Documentation           C                     400000
871007197                                           153919.69     Cash Out Refinance            8.4      Full Documentation           AA+                   213000
871007202                                           196732.05     Cash Out Refinance           7.95      Stated Income Documentation  AA+                   385000
871007232                                           274780.84     Cash Out Refinance           6.85      Full Documentation           AA                    385000
871007242                                           419773.29     Cash Out Refinance            9.6      Stated Income Documentation  B                     525000
871007258                                            206781.9     Cash Out Refinance           9.77      Stated Income Documentation  AA+                   243500
871007267                                           206802.75     Cash Out Refinance           9.67      Stated Income Documentation  AA                    335000
871007274                                           350795.32     Rate/Term Refinance          7.95      Full Documentation           AA+                   433000
871007294                                           437322.18     Cash Out Refinance           9.55      Stated Income Documentation  AA+                   515000
871007317                                           303690.15     Purchase                     9.35      Stated Income Documentation  AA+                   320000
871007318                                           404449.16     Cash Out Refinance           7.95      Full Documentation           AA+                   450000
871007347                                           370292.62     Cash Out Refinance            8.3      Stated Income Documentation  AA+                   530000
951000637                                           494613.28     Purchase                     10.6      Stated Income Documentation  AA+                   550000
951000645                                           209879.93     Cash Out Refinance           8.78      Full Documentation           AA+                   210000
951000652                                            99877.79     Cash Out Refinance          8.475      Stated Income Documentation  AA+                   146600
951000692                                            98891.25     Cash Out Refinance           11.9      Full Documentation           C                     120000
951001142                                           307933.23     Rate/Term Refinance          8.95      Stated Income Documentation  B                     385000
951001160                                           193243.64     Cash Out Refinance            7.5      Full Documentation           AA+                   242000
951001227                                           221584.28     Rate/Term Refinance          9.05      Full Documentation           AA                    233500
951001570                                           134853.36     Cash Out Refinance          9.775      Stated Income Documentation  AA+                   142000
951001614                                           134845.81     Cash Out Refinance          10.45      Stated Income Documentation  AA+                   155000
951001751                                           491538.47     Cash Out Refinance            7.1      Stated Income Documentation  AA+                   633000
951001777                                            80965.67     Purchase                     10.2      Full Documentation           AA+                   106000
951001783                                            83677.85     Rate/Term Refinance         12.35      Stated Income Documentation  AA+                    93000
951001817                                            86676.53     Cash Out Refinance          12.25      Stated Income Documentation  AA+                   102000
951001818                                            92624.92     Cash Out Refinance          12.25      Stated Income Documentation  AA+                   109000
951001820                                            97723.54     Cash Out Refinance          12.25      Stated Income Documentation  AA+                   115000
951001825                                             93474.7     Cash Out Refinance          12.25      Stated Income Documentation  AA+                   110000
951001900                                           241493.28     Cash Out Refinance            8.9      Full Documentation           B                     302000
951001932                                            113415.8     Rate/Term Refinance         10.85      Full Documentation           CC                    200000
951001962                                           112654.02     Rate/Term Refinance         10.25      Full Documentation           C                     141000
951001972                                           161827.21     Purchase                    9.875      Full Documentation           AA+                   172000
951001974                                            109203.7     Purchase                     10.2      Full Documentation           AA                    125000
951002017                                           119651.92     Cash Out Refinance          10.45      Full Documentation           AA+                   133000
951002049                                            136424.9     Rate/Term Refinance          12.2      Full Documentation           CC                    211000
951002063                                           265840.51     Cash Out Refinance           8.55      Stated Income Documentation  AA+                   280000
951002109                                           175722.13     Cash Out Refinance           9.99      Full Documentation           AA+                   185000
951002241                                           132231.41     Cash Out Refinance           9.25      Full Documentation           AA+                   147000
951002339                                           247923.23     Cash Out Refinance         11.645      Stated Income Documentation  B                     310000
951002354                                           199853.05     Cash Out Refinance           7.55      Full Documentation           AA+                   250000
951002609                                           289811.17     Cash Out Refinance           8.77      Full Documentation           AA+                   290000
951002674                                              391000     Cash Out Refinance            8.9      Full Documentation           A                     460000
951002678                                           255842.44     Cash Out Refinance           8.84      Full Documentation           A                     285000
951002747                                           268389.44     Cash Out Refinance          6.825      Lite Documentation           AA+                   316000
951002782                                           155495.59     Cash Out Refinance              8      Full Documentation           AA                    287000
951002802                                               72250     Cash Out Refinance           11.4      Full Documentation           AA+                    87000
951002849                                           221849.21     Cash Out Refinance           7.94      Full Documentation           A                     300000
951002859                                           118098.84     Cash Out Refinance           10.1      Full Documentation           AA                    139000
951002860                                           202803.65     Cash Out Refinance           6.15      Full Documentation           AA+                   226000
951002881                                              270000     Cash Out Refinance           6.45      Full Documentation           AA+                   365000
951002904                                              480000     Cash Out Refinance            6.6      Full Documentation           AA+                   615000
951003050                                              135000     Cash Out Refinance          10.75      Full Documentation           AA+                   150000
951003268                                              395500     Cash Out Refinance           7.95      Full Documentation           AA+                   565000
951003416                                              408000     Cash Out Refinance           9.25      Stated Income Documentation  AA                    510000
951003436                                              120000     Cash Out Refinance          12.14      Full Documentation           AA                    137000
951003621                                               68400     Purchase                    11.65      Stated Income Documentation  AA+                    76000
951003646                                              172800     Cash Out Refinance          9.675      Full Documentation           AA+                   192000
951003683                                              380000     Cash Out Refinance            9.7      Stated Income Documentation  AA                    475000
951003909                                           141904.52     Cash Out Refinance           7.99      Full Documentation           AA                    195300
961073456                                           511599.84     Cash Out Refinance           8.35      Stated Income Documentation  AA+                   640000
961073634                                           141494.07     Cash Out Refinance            8.5      Stated Income Documentation  AA+                   177000
961073635                                           222863.31     Cash Out Refinance          7.375      Full Documentation           AA+                   263000
961073689                                           339438.65     Cash Out Refinance              9      Full Documentation           AA                    400000
961073703                                           253495.61     Cash Out Refinance            8.1      Full Documentation           C                     427000
961073711                                           274810.65     Cash Out Refinance            9.5      Stated Income Documentation  AA                    305800
961073712                                           100681.08     Cash Out Refinance           8.99      Full Documentation           CC                    157500
961074250                                            76872.59     Cash Out Refinance           8.99      No Documentation             AA+                   158000
961074337                                           254510.86     Cash Out Refinance           8.65      Stated Income Documentation  AA                    340000
961074356                                             79898.5     Purchase                    10.25      Full Documentation           AA+                   100000
961074465                                           561984.52     Rate/Term Refinance         8.375      Full Documentation           AA+                   626000
961074466                                           310979.97     Cash Out Refinance           7.99      Full Documentation           C                     415000
961074534                                           399356.55     Rate/Term Refinance         9.125      Stated Income Documentation  AA+                   500000
961074536                                           173954.52     Cash Out Refinance          8.875      Stated Income Documentation  C                     250000
961074562                                           210004.83     Cash Out Refinance            8.9      Full Documentation           B                     325000
961074564                                           139836.99     Cash Out Refinance           8.71      Full Documentation           AA                    187000
961074565                                           134921.76     Cash Out Refinance            8.1      Full Documentation           A                     193000
961074599                                            220595.5     Cash Out Refinance            8.5      Stated Income Documentation  AA                    260000
961074675                                           287512.03     Cash Out Refinance          8.875      Stated Income Documentation  AA+                   360000
961074958                                            203852.1     Cash Out Refinance            7.2      Full Documentation           AA+                   365000
961074959                                           224756.34     Cash Out Refinance           9.06      Full Documentation           B                     439000
961074962                                           166328.51     Purchase                      9.3      Stated Income Documentation  AA+                   190000
961074964                                           187869.84     Cash Out Refinance           7.35      Full Documentation           AA+                   360000
961075200                                            314897.8     Cash Out Refinance           8.91      Stated Income Documentation  AA+                   485000
961075212                                            61036.39     Cash Out Refinance           9.99      Stated Income Documentation  AA+                   138000
961075267                                           399525.98     Cash Out Refinance          8.625      Full Documentation           B                     601000
961075330                                           146854.81     Cash Out Refinance            9.5      Full Documentation           C                     210600
961076870                                           213373.03     Cash Out Refinance           8.59      Stated Income Documentation  B                     305000
961076896                                           225855.89     Cash Out Refinance           8.25      Full Documentation           AA                    255000
-------------------------------------------------------------------------------------------------------------------------------------------------------------------
                           2,743               538,442,263.89
-------------------------------------------------------------------------------------------------------------------------------------------------------------------

031045753                                            99912.31     Cash Out Refinance           8.95      Stated Income Documentation  AA+                   375000
031046039                                           470365.01     Cash Out Refinance              7      Stated Income Documentation  AA                    655000
031046075                                           463347.41     Cash Out Refinance           7.85      Stated Income Documentation  AA+                   515000
031046090                                              456000     Cash Out Refinance              7      Stated Income Documentation  AA+                   570000
031046117                                           799635.89     Cash Out Refinance            8.8      Business Bank Statements     AA+                   900000
031046144                                              432000     Cash Out Refinance            7.4      Full Documentation           AA+                   540000
031046262                                            85723.02     Purchase                   12.125      Full Documentation           AA+                   429100
031046356                                              622800     Cash Out Refinance           6.75      Stated Income Documentation  AA+                   692000
031046357                                             82992.9     Purchase                    12.75      Full Documentation           AA+                   415373
031046375                                              437750     Cash Out Refinance           9.05      Stated Income Documentation  AA+                   515000
031046427                                           128491.56     Purchase                   12.125      Full Documentation           AA+                   643000
051069856                                            33791.19     Purchase                     9.19      Full Documentation           AA+                   170000
051070605                                            25494.58     Purchase                      9.1      Full Documentation           AA+                   131000
051071552                                           110834.61     Purchase                   11.925      Stated Income Documentation  AA+                   555000
051071998                                            49933.94     Purchase                    14.05      Full Documentation           AA+                   250000
051072392                                            28968.35     Purchase                     13.3      Full Documentation           AA+                   158000
051072504                                             40506.7     Purchase                     8.81      Full Documentation           AA+                   205000
051072601                                           255158.94     Purchase                      8.2      Stated Income Documentation  AA+                   290000
051073068                                            50111.65     Purchase                     10.7      Full Documentation           AA+                    75000
051073555                                            29351.06     Purchase                   13.225      Stated Income Documentation  AA+                   152000
051073897                                            26490.67     Purchase                    12.13      Full Documentation           AA+                   138000
051073983                                           476610.96     Cash Out Refinance           10.4      Full Documentation           AA+                   530000
051074059                                           174603.77     Purchase                      6.3      Full Documentation           AA+                   207000
051074155                                            56958.18     Purchase                    12.75      Full Documentation           A                     291000
051074305                                           444641.89     Cash Out Refinance           8.25      Full Documentation           AA+                   495000
051074424                                           101857.36     Purchase                     10.5      Full Documentation           AA+                   515000
051074517                                           302744.79     Purchase                    10.25      Lite Documentation           AA+                   310000
051074520                                           146721.15     Purchase                    8.325      No Documentation             AA+                   196000
051074645                                           607114.11     Cash Out Refinance          11.55      Stated Income Documentation  B                     810000
061073269                                            25976.03     Purchase                    14.05      Full Documentation           AA+                   154000
061074370                                            41579.09     Purchase                    12.75      Full Documentation           AA+                   210000
061074869                                           132589.72     Cash Out Refinance            7.3      Stated Income Documentation  AA+                   183000
061075160                                           156263.74     Cash Out Refinance          7.975      Stated Income Documentation  AA+                   184000
061075341                                            65925.03     Purchase                   12.225      Full Documentation           AA+                   330000
061075473                                            52121.55     Cash Out Refinance           9.45      Full Documentation           AA+                    58000
061075668                                           547256.77     Cash Out Refinance           8.55      Stated Income Documentation  AA+                   645000
061075687                                            169737.7     Purchase                    9.325      Stated Income Documentation  AA                    258000
061075956                                           107832.48     Purchase                      9.3      Full Documentation           AA                    165000
061075977                                           146305.76     Purchase                     8.45      Full Documentation           AA+                   184000
061075992                                             36621.5     Purchase                     13.5      Full Documentation           AA+                   184000
061076034                                           973531.33     Cash Out Refinance           7.65      Full Documentation           AA+                  1750000
061076466                                           159830.48     Purchase                    9.165      Stated Income Documentation  AA+                   195000
061076476                                            61993.29     Purchase                    11.75      Full Documentation           AA+                    69000
061076497                                            99921.85     Rate/Term Refinance         10.65      Full Documentation           B                     125000
061076503                                            62711.11     Purchase                     10.6      Full Documentation           AA+                    72000
061076533                                            81549.86     Purchase                     11.7      Full Documentation           A                     130000
061076571                                           103429.85     Purchase                    9.025      Full Documentation           AA+                   130000
061076617                                             99907.3     Cash Out Refinance            9.8      Full Documentation           B                     179000
061076632                                            126958.7     Purchase                    8.325      Full Documentation           AA+                   159000
061076754                                           309850.17     Cash Out Refinance           7.84      Full Documentation           AA                    345000
061076759                                            89923.06     Purchase                    10.18      Full Documentation           AA+                    93000
061076857                                            93034.73     Purchase                     11.1      Full Documentation           AA+                    98000
061076864                                           221457.11     Purchase                      7.6      Full Documentation           AA+                   277000
061076897                                            65508.82     Purchase                     11.6      Full Documentation           AA+                    80000
061077256                                           472554.49     Purchase                     8.35      Full Documentation           AA+                   625000
061077272                                            52755.53     Rate/Term Refinance         10.25      Stated Income Documentation  AA+                    66000
061077287                                            135833.8     Purchase                    8.475      Full Documentation           AA+                   172000
061077368                                           448738.44     Cash Out Refinance          11.45      Full Documentation           B                     541000
061077539                                           160778.35     Cash Out Refinance           7.89      Full Documentation           A                     230000
061077582                                           107813.69     Purchase                    8.275      Full Documentation           AA+                   135000
061077584                                             87902.5     Purchase                     8.95      Full Documentation           AA+                   135000
061077897                                           103417.89     Rate/Term Refinance           8.4      Stated Income Documentation  AA+                   132500
061077980                                            53978.54     Purchase                     10.5      Full Documentation           AA+                    78000
061077985                                            96204.13     Rate/Term Refinance          9.55      Full Documentation           AA+                   107000
061078212                                           239962.04     Purchase                      7.4      Full Documentation           AA+                   300000
061078297                                            56981.18     Purchase                    11.35      Full Documentation           AA+                    60000
061078375                                             99959.4     Purchase                     10.4      Full Documentation           AA+                   127000
061080328                                              262400     Purchase                      8.4      Stated Income Documentation  AA+                   340000
061081362                                              100300     Cash Out Refinance           10.9      Full Documentation           AA+                   118000
101061421                                            30012.29     Purchase                     9.99      Full Documentation           AA+                   155000
101062702                                            71804.45     Purchase                     9.99      Full Documentation           AA+                   360000
101062825                                            33425.76     Purchase                     9.99      Full Documentation           AA+                   173500
101062837                                            44079.96     Purchase                     9.99      Full Documentation           AA+                   221000
101063010                                            31888.12     Purchase                     9.99      Full Documentation           AA+                   159875
101063099                                            29735.01     Purchase                     9.99      Full Documentation           AA+                   151000
101063199                                            45896.34     Purchase                     9.99      Full Documentation           AA                    230000
101063585                                            54332.02     Purchase                     9.99      Full Documentation           AA+                   274000
101063603                                            51123.77     Purchase                     9.99      Full Documentation           AA+                   257000
101063723                                             25474.6     Purchase                     9.99      Full Documentation           AA+                   131000
101064124                                            44699.03     Purchase                     9.99      Full Documentation           AA+                   225000
101064162                                            42903.08     Purchase                     9.99      Full Documentation           AA+                   216000
101064168                                            32825.84     Purchase                     9.99      Full Documentation           AA+                   167000
101064212                                            35619.53     Purchase                     9.99      Full Documentation           AA+                   179000
101064632                                            71039.56     Purchase                     9.99      Full Documentation           AA+                   370000
101064888                                             27136.7     Purchase                     9.99      Full Documentation           AA+                   145000
101065432                                            31178.79     Purchase                     9.94      Full Documentation           AA+                   157000
101065860                                           111444.84     Purchase                     9.82      Full Documentation           AA+                   147000
101066095                                           249483.96     Purchase                     9.05      Full Documentation           AA+                   275000
101066738                                           542908.73     Cash Out Refinance           8.05      Stated Income Documentation  AA+                   640000
101067228                                           101007.28     Purchase                     9.75      Full Documentation           AA+                   119000
101067229                                           464394.23     Cash Out Refinance           6.55      Business Bank Statements     AA+                   550000
101067353                                           162786.03     Purchase                    8.125      Full Documentation           AA                    210000
101067357                                           125810.32     Purchase                       10      Full Documentation           AA+                   135000
101067432                                           117860.17     Purchase                    8.625      Full Documentation           AA+                   150000
101067639                                           637264.55     Rate/Term Refinance           9.5      Stated Income Documentation  AA                    750000
101067707                                           172455.51     Purchase                     9.99      Full Documentation           AA+                   185000
101067773                                           543384.62     Cash Out Refinance           8.85      Stated Income Documentation  AA                    680000
101067820                                            98878.06     Purchase                      9.3      Full Documentation           AA+                   124000
101067838                                             79877.2     Purchase                     9.35      Full Documentation           AA+                   111000
101067849                                           173671.87     Purchase                    9.325      Full Documentation           AA+                   183000
101067862                                           144230.63     Purchase                    8.675      Full Documentation           AA+                   154000
101067871                                           119584.72     Purchase                     9.65      Full Documentation           AA+                   133000
101067882                                              109600     Purchase                      9.9      Business Bank Statements     AA+                   145000
101067925                                           166312.63     Purchase                    8.875      Full Documentation           AA+                   185000
101068034                                           261295.93     Purchase                      6.4      Full Documentation           AA+                   330000
101068041                                           121551.51     Purchase                    9.225      Full Documentation           AA+                   152500
101068144                                            77947.09     Purchase                    11.25      Full Documentation           AA+                    97500
101068160                                           127129.48     Purchase                    8.125      Business Bank Statements     A                     160000
101068256                                           123291.12     Purchase                     9.85      Full Documentation           AA+                   130000
101068394                                           560153.78     Rate/Term Refinance          7.75      Full Documentation           AA+                   590000
101068481                                              160866     Purchase                    9.275      No Documentation             AA+                   175000
101068570                                           415609.34     Purchase                     9.75      Business Bank Statements     AA                    520000
101068615                                           159840.51     Purchase                     9.45      Full Documentation           AA+                   205000
101068616                                              207000     Purchase                     9.43      Full Documentation           AA+                   207000
101068753                                           208951.92     Purchase                     8.75      Full Documentation           AA+                   225000
101068801                                           484796.62     Purchase                    10.25      Stated Income Documentation  AA+                   550000
101068832                                           154295.93     Purchase                     9.25      Full Documentation           AA                    193000
101068863                                           100180.18     Purchase                     9.95      Full Documentation           AA                    109000
101068887                                           409420.72     Purchase                    10.05      Stated Income Documentation  AA+                   558000
101068889                                              212240     Purchase                      8.7      Stated Income Documentation  AA+                   268000
101068966                                           239610.94     Purchase                    9.375      Full Documentation           AA+                   255000
101068972                                            84900.62     Purchase                      8.9      Full Documentation           AA+                   110000
101069005                                           114861.15     Purchase                    10.65      Full Documentation           AA+                   122000
101069026                                           451699.79     Cash Out Refinance           8.05      Full Documentation           A                     565000
101069068                                           119923.87     Purchase                    8.275      Full Documentation           AA+                   154000
101069093                                           169406.31     Purchase                   10.275      Full Documentation           AA+                   182000
101069097                                           153822.28     Purchase                    9.375      Full Documentation           AA+                   162000
101069114                                           161421.81     Purchase                    9.575      Full Documentation           AA+                   198000
101069294                                           625243.27     Purchase                    10.35      Full Documentation           AA+                   702000
101069331                                           197980.18     Purchase                      8.6      Full Documentation           AA+                   250000
101069610                                           134605.83     Purchase                   10.275      Full Documentation           AA+                   145000
101069801                                              153789     Purchase                   10.015      Full Documentation           AA                    172000
111002674                                           710077.24     Cash Out Refinance            7.6      Stated Income Documentation  AA+                   790000
111002726                                           515288.76     Purchase                    6.925      Stated Income Documentation  AA+                   590000
111002735                                           514854.41     Purchase                    6.925      Stated Income Documentation  AA+                   590000
111002757                                           531013.75     Purchase                    6.925      Stated Income Documentation  AA+                   595000
111002768                                           513074.63     Purchase                    7.575      Stated Income Documentation  AA+                   610000
111002769                                           719486.67     Cash Out Refinance           6.55      Stated Income Documentation  AA+                   800000
111002948                                              766100     Purchase                    7.725      Full Documentation           AA+                   875000
111002985                                              441000     Purchase                      6.6      Full Documentation           AA+                   625000
111003023                                           311712.42     Cash Out Refinance            6.4      Stated Income Documentation  AA+                   390000
121049366                                           134652.98     Rate/Term Refinance         10.25      Business Bank Statements     AA+                   740000
121051666                                              171600     Purchase                      8.5      Full Documentation           AA+                   215000
121052074                                           351669.22     Purchase                      6.3      Full Documentation           AA+                   450000
121052241                                           125655.13     Purchase                    9.475      No Documentation             AA+                   133000
121052390                                            87266.42     Cash Out Refinance          10.65      Full Documentation           AA                     97000
121052468                                            71916.47     Purchase                     10.4      Full Documentation           AA+                    93000
141056661                                             39951.1     Purchase                     12.8      Full Documentation           AA+                   219000
141057199                                            84415.69     Purchase                     13.7      Business Bank Statements     AA+                   450000
141057826                                           601280.17     Cash Out Refinance           7.75      Stated Income Documentation  AA                    720000
151037895                                            34619.85     Purchase                     14.3      Full Documentation           AA+                   177000
151038300                                            29572.75     Purchase                    14.05      Full Documentation           AA+                   162700
151038350                                            49953.92     Purchase                    14.05      Full Documentation           AA+                   250000
151038841                                           109180.63     Purchase                     13.3      Full Documentation           AA+                   546500
151039157                                            97322.01     Cash Out Refinance          11.55      Full Documentation           B                     130000
151039348                                              234000     Purchase                     9.97      Stated Income Documentation  AA+                   260000
151039969                                            51922.67     Cash Out Refinance            9.5      Full Documentation           AA+                    65500
151039977                                            40927.09     Purchase                     13.6      Full Documentation           AA+                   206000
151040037                                           434497.03     Purchase                     8.65      Full Documentation           AA+                   450000
151040052                                            41374.94     Purchase                     13.6      Full Documentation           AA+                   207000
151040117                                           632232.55     Cash Out Refinance            8.9      Stated Income Documentation  AA                    800000
151040151                                            34961.99     Purchase                    14.31      Full Documentation           AA                    177000
151040152                                            473871.4     Cash Out Refinance           7.25      Full Documentation           B                     750000
151040281                                            40949.34     Purchase                   10.375      Full Documentation           AA+                   205000
151040315                                             53052.8     Cash Out Refinance           9.75      Full Documentation           AA+                   113000
151040515                                               70109     Purchase                    10.15      Full Documentation           AA+                    78000
151040596                                            98961.91     Purchase                     9.25      Full Documentation           AA+                   128500
151040630                                           224792.51     Purchase                     7.82      Stated Income Documentation  AA+                   340000
151040656                                              571500     Purchase                     8.05      Full Documentation           AA+                   635000
151040734                                           454845.99     Cash Out Refinance           8.85      Full Documentation           AA                    479000
151040751                                            152608.1     Purchase                     9.79      Full Documentation           B                     220000
151040788                                            99873.34     Cash Out Refinance            8.3      Full Documentation           B                     175000
151040790                                              360500     Purchase                      7.3      Full Documentation           AA+                   515000
151040792                                           566673.14     Purchase                     7.99      Business Bank Statements     AA                    640000
151040908                                           111893.39     Cash Out Refinance          9.675      Full Documentation           C                     153000
151040913                                           108693.68     Cash Out Refinance           9.55      Full Documentation           AA+                   136000
151041028                                              560500     Cash Out Refinance            8.5      Stated Income Documentation  AA+                   590000
151041185                                            67950.64     Purchase                    10.94      Full Documentation           AA+                    68000
151041190                                           559709.69     Purchase                     9.25      Full Documentation           AA+                   630000
151041193                                           257459.29     Purchase                        9      Full Documentation           AA+                   323000
151041217                                           315565.82     Purchase                      7.9      Stated Income Documentation  AA+                   465000
151041302                                              530000     Cash Out Refinance            8.8      Stated Income Documentation  AA                    590000
151041303                                           249739.78     Purchase                     9.25      Stated Income Documentation  AA+                   320000
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151041700                                           287814.47     Purchase                      8.2      Full Documentation           AA+                   360000
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151041758                                           199961.86     Purchase                     9.38      Full Documentation           B                     357000
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151041931                                           308593.26     Purchase                     9.35      Full Documentation           AA+                   380000
151041950                                           774833.95     Purchase                     8.99      Business Bank Statements     AA+                   835000
151041991                                           462904.57     Purchase                     9.12      Stated Income Documentation  AA+                   468000
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151043138                                              391200     Purchase                      8.3      Stated Income Documentation  AA+                   489000
151043320                                              556000     Cash Out Refinance             10      Stated Income Documentation  A                     695000
151043339                                               97800     Purchase                   12.975      Stated Income Documentation  AA+                   489000
151043752                                              430000     Rate/Term Refinance           7.5      Full Documentation           AA+                   480000
161050552                                           264550.91     Purchase                     8.65      Stated Income Documentation  AA+                   269000
161051312                                            65837.46     Purchase                    13.92      Full Documentation           AA+                   340000
161051581                                           119884.65     Rate/Term Refinance         12.85      Full Documentation           AA+                   600000
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161051809                                            81550.61     Purchase                     13.6      Full Documentation           AA+                   408000
161051823                                            159428.6     Purchase                     9.45      Full Documentation           AA+                   212000
161052250                                           239664.89     Purchase                     7.82      No Documentation             AA+                   325000
161052362                                           323091.41     Purchase                    6.725      Full Documentation           AA+                   360000
161052378                                            271754.3     Purchase                     7.85      Full Documentation           AA                    364000
161052380                                            67951.23     Purchase                    12.85      Full Documentation           AA                    364000
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161052407                                            197853.5     Purchase                    10.35      Full Documentation           AA+                   240000
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161052534                                           447593.41     Rate/Term Refinance           9.9      Stated Income Documentation  C                     635000
161052595                                           271637.46     Purchase                     8.05      Business Bank Statements     AA+                   340000
161052658                                           234816.32     Purchase                     9.62      Full Documentation           AA+                   274000
161052661                                           450265.76     Cash Out Refinance           7.05      Full Documentation           AA                    565000
161052774                                           319504.17     Purchase                      7.3      No Documentation             AA+                   460000
161052940                                           600121.35     Rate/Term Refinance          9.05      Stated Income Documentation  AA+                   800500
161053002                                            74949.12     Purchase                    11.25      Full Documentation           AA+                    85000
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171034348                                           265253.87     Purchase                      9.6      Full Documentation           AA+                   295000
171035284                                            55363.83     Purchase                   14.125      Full Documentation           AA+                   285000
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171035502                                            36956.28     Purchase                     9.94      Full Documentation           AA+                   200000
171035558                                            33992.43     Purchase                     9.94      Full Documentation           AA+                   172000
171035584                                            31710.73     Purchase                     9.94      Full Documentation           AA                    166000
171036658                                            52048.25     Purchase                     13.5      Full Documentation           AA+                   261000
171036938                                            90396.63     Purchase                    12.75      Full Documentation           AA+                   460000
171037860                                           159608.13     Cash Out Refinance           7.05      Full Documentation           AA+                   200000
171037963                                           135880.65     Cash Out Refinance           7.95      Full Documentation           AA                    170000
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171038301                                           149829.45     Cash Out Refinance          8.825      Full Documentation           CC                    245000
171038425                                              209402     Purchase                      9.1      Full Documentation           AA+                   262000
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171038449                                            54953.66     Purchase                    12.13      Full Documentation           AA+                   275000
171038451                                            30658.75     Purchase                   11.125      Full Documentation           AA+                   160000
171038452                                            52317.59     Purchase                     13.5      Full Documentation           AA+                   262000
171038547                                            90160.76     Purchase                    12.85      Full Documentation           AA+                   459000
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171039127                                            39783.67     Purchase                     13.5      Full Documentation           AA+                   199000
171039268                                           243540.93     Cash Out Refinance            6.9      Full Documentation           AA                    287000
171039271                                              433072     Purchase                      8.5      Full Documentation           AA                    550000
171039387                                           109165.07     Cash Out Refinance          9.975      Full Documentation           A                     168000
171039486                                           498299.78     Purchase                      6.4      Full Documentation           AA+                   525000
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171039684                                           384483.96     Cash Out Refinance           6.99      Stated Income Documentation  AA+                   545000
171039725                                            47360.55     Purchase                     13.5      Full Documentation           AA+                   242000
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171039816                                            41980.03     Purchase                    12.85      Full Documentation           AA+                   236000
171039845                                           224798.41     Purchase                     7.05      Full Documentation           AA+                   273000
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171039944                                           263847.82     Purchase                     7.99      Full Documentation           AA+                   330000
171039954                                            522282.5     Cash Out Refinance            9.1      Full Documentation           AA+                   550000
171040097                                              299250     Purchase                      9.2      Stated Income Documentation  AA+                   315000
171040120                                            275380.1     Purchase                     8.95      Full Documentation           AA+                   295000
171040202                                           251450.13     Purchase                      8.6      Full Documentation           AA                    269000
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171040258                                           265839.83     Purchase                      8.5      Full Documentation           AA+                   271000
171040275                                              158880     Purchase                     9.55      Full Documentation           AA+                   238000
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171040492                                           227925.67     Purchase                     7.55      Full Documentation           AA+                   295000
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171040597                                           213617.82     Purchase                      8.4      Full Documentation           AA+                   232000
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171041582                                           301899.35     Purchase                     8.05      Full Documentation           AA+                   319000
191033551                                            66869.39     Purchase                    14.25      Full Documentation           AA+                   335000
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191034505                                            38964.09     Purchase                    14.05      Full Documentation           AA+                   195000
191035169                                           438740.99     Rate/Term Refinance          6.25      Stated Income Documentation  AA+                   519000
191035196                                            33975.04     Purchase                    12.75      Full Documentation           AA+                   173000
191035385                                          1248787.12     Cash Out Refinance            7.6      Full Documentation           AA+                  3000000
191035401                                            377366.4     Purchase                     7.25      Full Documentation           AA+                   472000
191035410                                            94296.72     Purchase                    12.85      Full Documentation           AA+                   472000
191035425                                            99909.25     Purchase                      9.9      Stated Income Documentation  AA+                   150000
191035489                                           890935.26     Cash Out Refinance           7.85      Full Documentation           AA+                  1116000
191035547                                           214276.41     Purchase                     7.99      Full Documentation           AA+                   268000
191035555                                            53573.92     Purchase                    12.75      Full Documentation           AA+                   268000
191035567                                           191135.36     Purchase                     9.25      Full Documentation           A                     213000
191035618                                           130666.05     Purchase                     9.05      Full Documentation           AA+                   164000
191035707                                           466940.99     Cash Out Refinance           7.45      Full Documentation           AA+                   585000
191035763                                              165000     Purchase                     7.75      Full Documentation           AA+                   217000
191035781                                           215904.87     Purchase                     8.91      Stated Income Documentation  AA                    240000
191035896                                           263624.72     Purchase                      6.3      Stated Income Documentation  AA+                   330000
191035909                                           119856.14     Cash Out Refinance           6.85      Full Documentation           AA                    150000
191035928                                           687005.92     Cash Out Refinance           7.65      Stated Income Documentation  AA+                   860000
191035930                                           487757.48     Cash Out Refinance            8.5      Stated Income Documentation  AA+                   610000
191035937                                           216269.81     Purchase                     7.95      Full Documentation           B                     271000
191035941                                           137758.34     Cash Out Refinance            7.4      Full Documentation           AA+                   197000
191035950                                           500709.76     Cash Out Refinance           8.65      Stated Income Documentation  AA                    800000
191036012                                             70954.4     Purchase                     11.5      Full Documentation           AA+                   360000
191036017                                            54076.78     Purchase                     13.5      Full Documentation           B                     271000
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191036049                                           475365.56     Rate/Term Refinance          8.05      Full Documentation           AA+                   595000
191036096                                            602058.7     Rate/Term Refinance          8.05      Business Bank Statements     C                     753000
191036108                                           230994.15     Purchase                     6.45      Full Documentation           AA+                   290000
191036129                                            57753.86     Purchase                     10.5      Full Documentation           AA+                   290000
191036143                                            69554.81     Cash Out Refinance          11.45      Stated Income Documentation  AA+                    87000
191036172                                           484266.19     Purchase                      8.6      Business Bank Statements     AA+                   510000
191036201                                              239920     Purchase                      7.4      Full Documentation           AA+                   300000
191036204                                            59950.82     Purchase                    12.75      Full Documentation           AA+                   300000
191036222                                           651113.19     Cash Out Refinance           7.95      Stated Income Documentation  AA+                   815000
191036228                                           139582.74     Rate/Term Refinance           9.6      Full Documentation           B                     147000
191036308                                           164695.25     Purchase                     7.65      Full Documentation           AA+                   210000
191036311                                            41183.09     Purchase                     13.5      Full Documentation           AA+                   210000
191036368                                              341425     Purchase                      6.4      Full Documentation           AA+                   342000
191036516                                           698265.59     Cash Out Refinance            9.3      Stated Income Documentation  AA+                   740000
191036589                                           258800.12     Rate/Term Refinance         6.965      Full Documentation           AA+                   259000
191036594                                              290000     Purchase                     8.35      Stated Income Documentation  AA+                   310000
191036714                                           258969.22     Purchase                     6.45      Full Documentation           AA+                   330000
191036831                                           138414.44     Purchase                     7.75      Full Documentation           AA+                   145000
191036877                                           427450.07     Cash Out Refinance            8.2      Full Documentation           AA+                   450000
191036896                                           244979.81     Purchase                      9.1      Full Documentation           AA+                   247500
191036920                                           189066.39     Purchase                      7.7      Full Documentation           AA+                   240000
191036931                                           111029.94     Cash Out Refinance            9.5      Stated Income Documentation  AA+                   117000
191037023                                           436959.52     Cash Out Refinance            8.8      Full Documentation           AA+                   460000
191037177                                           137731.47     Purchase                     11.1      Stated Income Documentation  AA+                   140000
191038351                                              171326     Purchase                      8.2      Full Documentation           AA+                   214157
211048925                                            40714.53     Purchase                     14.3      Full Documentation           AA+                   237000
211048949                                           139807.65     Purchase                      7.9      Full Documentation           AA+                   187000
211048973                                            31969.28     Purchase                    14.25      Full Documentation           AA+                   162000
211048976                                            34984.36     Purchase                   13.125      Full Documentation           AA+                   187000
211048977                                             81908.5     Purchase                    14.05      Full Documentation           AA+                   411500
211049268                                             32726.8     Purchase                    14.05      Full Documentation           AA+                   164000
211049388                                            28674.17     Purchase                     13.5      Full Documentation           AA+                   146000
211049684                                            57932.19     Purchase                     14.1      Business Bank Statements     AA+                   298000
211049978                                            69920.69     Purchase                    13.72      Lite Documentation           AA+                   365000
211049984                                            32201.07     Purchase                    12.55      Full Documentation           AA+                   165000
211050144                                             65943.3     Purchase                    13.35      Business Bank Statements     A                     331000
211050466                                            35954.24     Purchase                    14.15      Full Documentation           AA+                   180000
211050469                                             49264.7     Purchase                    14.15      Business Bank Statements     AA+                   250000
211050478                                            38165.56     Purchase                     13.4      Full Documentation           AA+                   191000
211050654                                            29051.85     Purchase                       13      Business Bank Statements     AA+                   148000
211050712                                           106350.53     Purchase                    14.75      Full Documentation           AA+                   532000
211050858                                            51976.11     Purchase                     14.8      Business Bank Statements     AA+                   270000
211051055                                            31557.35     Purchase                    12.85      Full Documentation           AA+                   158000
211051074                                           598440.51     Cash Out Refinance           6.75      Full Documentation           AA                    805000
211051083                                            28704.92     Purchase                    14.25      Full Documentation           AA+                   148000
211051098                                             29649.5     Purchase                    12.55      Full Documentation           AA+                   160000
211051155                                           101779.31     Rate/Term Refinance           7.8      Stated Income Documentation  AA                    143000
211051245                                            99872.02     Cash Out Refinance           8.25      Full Documentation           AA+                   125000
211051278                                              115000     Cash Out Refinance            7.1      Full Documentation           A                     310000
211051333                                            119564.6     Rate/Term Refinance          8.85      Full Documentation           AA+                   133000
211051335                                            88546.36     Purchase                     13.6      Full Documentation           AA                    456000
211051511                                              688000     Cash Out Refinance            8.5      Business Bank Statements     AA+                   860000
211051632                                           559999.58     Purchase                    8.075      Full Documentation           AA+                   744000
211051637                                           139898.86     Purchase                    12.85      Full Documentation           AA+                   744000
211051856                                           295740.23     Purchase                     7.95      Full Documentation           AA+                   373500
211051861                                            73938.98     Purchase                   12.225      Full Documentation           AA+                   373500
211051931                                             96151.9     Cash Out Refinance           9.35      Full Documentation           AA+                   192000
211051942                                           419647.02     Cash Out Refinance            8.1      Full Documentation           AA                    525000
211052095                                           287693.92     Purchase                     9.15      Stated Income Documentation  AA+                   370000
211052102                                           104851.31     Cash Out Refinance           7.75      Stated Income Documentation  AA+                   175000
211052124                                           636664.85     Cash Out Refinance           10.1      Stated Income Documentation  B                     850000
211052138                                           125309.52     Purchase                    8.925      Full Documentation           AA+                   157000
211052150                                            25957.95     Purchase                     12.1      Full Documentation           AA+                   130000
211052156                                            140319.7     Purchase                      7.6      Full Documentation           AA+                   178000
211052160                                            35092.25     Purchase                     13.5      Full Documentation           AA+                   178000
211052173                                           142199.98     Cash Out Refinance            8.2      Full Documentation           B                     190000
211052195                                           429181.13     Rate/Term Refinance           9.4      Full Documentation           AA                    452000
211052229                                           106520.83     Purchase                   13.625      Full Documentation           AA+                   552000
211052283                                           301140.86     Purchase                      8.6      Stated Income Documentation  AA+                   365000
211052317                                           280394.01     Purchase                     8.05      Stated Income Documentation  AA+                   351500
211052318                                           220371.23     Purchase                    8.525      Full Documentation           AA+                   285000
211052339                                           161369.94     Purchase                      7.5      Full Documentation           AA+                   202000
211052359                                            36888.06     Purchase                    14.54      Full Documentation           AA+                   185000
211052361                                            41133.53     Purchase                     13.4      Full Documentation           AA+                   206000
211052398                                            65598.65     Purchase                    12.75      Full Documentation           AA+                   335000
211052469                                              424915     Purchase                        7      Full Documentation           AA+                   500000
211052527                                           495568.63     Cash Out Refinance           10.1      Stated Income Documentation  AA+                   620000
211052534                                            768944.4     Rate/Term Refinance          8.15      Full Documentation           A                    1608000
211052584                                           124844.46     Cash Out Refinance           8.45      Full Documentation           AA+                   195000
211052650                                           115065.49     Purchase                      9.6      Full Documentation           AA+                   149500
211052669                                           169793.31     Rate/Term Refinance           8.5      Full Documentation           C                     250000
211052697                                           434658.14     Cash Out Refinance            6.9      Full Documentation           AA+                   495000
211052726                                           123827.78     Purchase                     7.85      Full Documentation           AA+                   156000
211052750                                           208130.88     Cash Out Refinance           6.82      Stated Income Documentation  AA+                   232000
211052791                                            417160.1     Rate/Term Refinance           8.8      Full Documentation           A                     491000
211052901                                           103922.19     Cash Out Refinance           10.8      Full Documentation           AA+                   130000
211052915                                           139943.43     Purchase                      9.2      Full Documentation           AA+                   190500
211052921                                              443000     Cash Out Refinance            9.7      Stated Income Documentation  AA+                   443000
211052925                                            34986.27     Purchase                     13.7      Full Documentation           AA+                   190500
211052951                                           479869.15     Cash Out Refinance           10.5      Full Documentation           AA+                   600000
211052976                                           536371.17     Rate/Term Refinance          7.75      Stated Income Documentation  AA                    565000
211053041                                            152662.2     Purchase                   10.725      Stated Income Documentation  AA+                   200000
211053082                                           459131.17     Cash Out Refinance          6.288      Full Documentation           AA+                   575000
211053103                                            451777.8     Rate/Term Refinance         8.595      Full Documentation           AA+                   452000
211053125                                              118960     Purchase                    9.275      Full Documentation           AA+                   149000
211053133                                           271938.33     Purchase                      8.7      No Documentation             AA+                   348000
211053211                                           509382.24     Cash Out Refinance            9.7      Full Documentation           AA                    536700
211053219                                           491812.03     Cash Out Refinance           6.99      Stated Income Documentation  AA+                   505000
211053222                                           301874.54     Purchase                      8.9      Full Documentation           AA                    340000
211053239                                            52859.38     Purchase                   13.725      Full Documentation           AA+                   265000
211053252                                              469800     Cash Out Refinance            6.7      Full Documentation           AA+                   522000
211053298                                           199907.46     Cash Out Refinance            6.3      Full Documentation           AA+                   398000
211053302                                            85472.68     Cash Out Refinance           11.5      Full Documentation           AA+                   113200
211053337                                           175843.63     Purchase                       10      Full Documentation           C                     220000
211053501                                           127914.55     Cash Out Refinance          8.025      Stated Income Documentation  AA+                   160000
211053545                                            327555.5     Purchase                      8.6      Full Documentation           AA                    375000
211053559                                           195215.83     Purchase                     9.35      Stated Income Documentation  AA+                   230000
211053661                                           427232.12     Cash Out Refinance            7.7      Full Documentation           AA+                   475000
211053834                                           104446.67     Cash Out Refinance          9.325      Full Documentation           AA+                   110000
211053861                                            117952.9     Purchase                    10.48      Full Documentation           AA+                   118000
211053875                                           499792.86     Cash Out Refinance            6.7      Full Documentation           AA+                   594000
211053890                                           119933.77     Cash Out Refinance           8.95      Stated Income Documentation  AA+                   214000
211054527                                           132989.26     Cash Out Refinance           9.15      Full Documentation           AA+                   140000
211056319                                           471459.95     Purchase                    7.875      Full Documentation           AA+                   550000
231085678                                            33361.53     Purchase                     13.9      Full Documentation           AA+                   169000
231085721                                            67429.14     Purchase                     14.3      Business Bank Statements     AA+                   338500
231085777                                               36950     Purchase                     13.6      Full Documentation           AA+                   185000
231086391                                            33955.13     Purchase                    14.05      Full Documentation           AA+                   170000
231086437                                            46941.02     Purchase                     13.5      Full Documentation           AA+                   240000
231086589                                            25367.18     Purchase                    12.55      Business Bank Statements     AA+                   127000
231086804                                           296408.59     Purchase                     8.75      Full Documentation           AA+                   375000
231086872                                            69917.32     Purchase                   11.925      Full Documentation           AA+                   360000
231087126                                            36569.82     Purchase                   12.225      Full Documentation           AA+                   183500
231087144                                            29571.54     Purchase                    12.85      Full Documentation           AA+                   150000
231087377                                           678461.29     Cash Out Refinance           7.45      Stated Income Documentation  AA+                   800000
231087502                                           211844.68     Purchase                     7.15      Full Documentation           AA+                   265000
231087510                                           124744.14     Purchase                     7.95      No Documentation             AA+                   221000
231087669                                            28463.72     Purchase                     14.1      Stated Income Documentation  AA+                   190000
231088585                                          1268959.32     Cash Out Refinance           6.75      Full Documentation           AA+                  2540000
231088655                                           205768.88     Purchase                     8.99      Stated Income Documentation  AA+                   270100
231088782                                           789066.33     Purchase                     8.84      Business Bank Statements     AA+                   790000
231088792                                           131753.39     Purchase                      8.4      Full Documentation           AA+                   167000
231088795                                            32817.69     Purchase                     11.6      Full Documentation           AA+                   165000
231088820                                           491158.68     Cash Out Refinance            6.8      Business Bank Statements     AA+                   787000
231088853                                           599611.46     Cash Out Refinance           8.99      Stated Income Documentation  AA+                   680000
231088915                                           316651.68     Purchase                     8.99      Full Documentation           B                     396500
231088923                                              459000     Cash Out Refinance           6.45      Stated Income Documentation  AA+                   540000
231088944                                             1080000     Cash Out Refinance           5.75      Stated Income Documentation  AA+                  1350000
231089056                                           150914.64     Purchase                     8.35      Full Documentation           AA+                   205000
231089122                                           154398.97     Cash Out Refinance            8.2      Full Documentation           B                     182000
231089253                                           199407.62     Purchase                     9.74      Stated Income Documentation  AA+                   208500
231089289                                           191766.56     Purchase                      8.5      Full Documentation           B                     333000
231089312                                           213404.06     Cash Out Refinance           7.08      Full Documentation           B                     285000
231089316                                             1120000     Purchase                      7.5      Stated Income Documentation  AA+                  1400000
231089331                                           106387.99     Cash Out Refinance            9.2      Full Documentation           A                     142000
231089430                                           441092.27     Purchase                      7.5      Stated Income Documentation  AA+                   465000
231089439                                           472079.32     Purchase                     9.99      Stated Income Documentation  AA                    535000
231089567                                          1197927.83     Cash Out Refinance           6.75      Full Documentation           AA+                  1450000
231089637                                              231920     Purchase                     7.35      Business Bank Statements     AA+                   298000
231089694                                           299575.15     Purchase                     7.75      No Documentation             AA+                   410000
231089699                                           323541.16     Purchase                     7.75      Stated Income Documentation  AA+                   405000
231089706                                           490597.39     Purchase                      8.7      Full Documentation           AA+                   575000
231089744                                           227791.75     Purchase                     9.87      Full Documentation           AA+                   240000
231089768                                           175667.04     Cash Out Refinance          8.675      Full Documentation           AA+                   185000
231089801                                           307559.41     Purchase                      7.7      Stated Income Documentation  AA+                   385000
231089921                                           110838.01     Cash Out Refinance            7.6      Stated Income Documentation  AA+                   150000
231089960                                            62958.19     Cash Out Refinance          11.35      Stated Income Documentation  AA+                   103000
231090087                                           634573.61     Cash Out Refinance           7.66      Stated Income Documentation  AA+                  1100000
231090228                                           489447.46     Cash Out Refinance           7.75      Stated Income Documentation  AA                    653000
231090244                                           500079.52     Cash Out Refinance          6.875      Full Documentation           AA+                   715000
231090296                                            49516.71     Cash Out Refinance          10.25      Full Documentation           B                      86000
231090369                                              160000     Purchase                     7.85      Stated Income Documentation  AA+                   231000
231090428                                           134224.95     Purchase                     7.95      Full Documentation           AA+                   168000
231090443                                           954619.19     Purchase                      8.7      Stated Income Documentation  AA+                  1300000
231090479                                           194384.88     Purchase                     8.99      Business Bank Statements     AA+                   263000
231090635                                           112299.97     Cash Out Refinance            6.6      Full Documentation           AA+                   150000
231090769                                           322018.08     Purchase                   11.512      Stated Income Documentation  AA                    375000
231090843                                           303881.39     Purchase                     9.25      Full Documentation           AA+                   319900
231090902                                           432146.54     Cash Out Refinance           8.05      Stated Income Documentation  AA+                   455000
231090991                                           270858.03     Purchase                      9.2      Full Documentation           AA+                   290000
231091187                                           569601.74     Cash Out Refinance            7.8      Full Documentation           AA+                   600000
231091271                                           712368.94     Cash Out Refinance            9.5      Business Bank Statements     AA                    750000
231091315                                           522301.77     Cash Out Refinance           9.65      Business Bank Statements     AA+                   550000
231092424                                              252000     Purchase                     8.35      Stated Income Documentation  AA+                   315000
231093321                                               76875     Purchase                     9.75      Stated Income Documentation  AA+                   104000
231093386                                              800000     Purchase                    8.425      Stated Income Documentation  AA+                  1275000
271029980                                           689175.12     Cash Out Refinance           7.85      Stated Income Documentation  AA+                   727000
321037468                                            33887.41     Purchase                    14.25      Full Documentation           AA+                   170000
321037859                                            87719.14     Purchase                    14.05      Full Documentation           AA+                   440000
321038394                                           602799.54     Cash Out Refinance           7.99      Stated Income Documentation  AA+                   885000
321038758                                            54841.01     Purchase                   13.125      Stated Income Documentation  AA+                   280000
321039062                                           242960.63     Purchase                     7.55      Full Documentation           AA+                   306000
321039068                                            43956.72     Purchase                    12.75      Full Documentation           AA                    220000
321039070                                            50949.87     Purchase                    12.75      Full Documentation           AA+                   256000
321039109                                            31373.58     Purchase                     13.5      Full Documentation           AA+                   168000
321039257                                            60855.32     Purchase                    12.75      Full Documentation           AA+                   305000
321039270                                           239521.63     Purchase                     6.95      Full Documentation           AA+                   315000
321039408                                            58939.12     Purchase                     11.5      Full Documentation           AA+                   320000
321039457                                            59941.47     Purchase                     11.5      Full Documentation           AA+                   315000
321039470                                            60553.56     Purchase                    12.75      Full Documentation           AA+                   303000
321039517                                            43008.44     Purchase                    12.75      Full Documentation           AA+                   223000
321039553                                            374743.9     Purchase                      6.8      Full Documentation           AA+                   469000
321039560                                            93730.26     Purchase                    12.69      Full Documentation           AA+                   469000
321039658                                            44257.09     Purchase                     11.5      Full Documentation           AA+                   222500
321039668                                              292000     Purchase                      7.8      Business Bank Statements     AA+                   382000
321039798                                           379793.87     Purchase                      8.2      Stated Income Documentation  A                     480000
321039811                                           214191.51     Purchase                     7.65      Full Documentation           AA+                   268000
321039829                                            53546.95     Purchase                     13.5      Full Documentation           AA+                   268000
321039878                                           159611.95     Purchase                     8.25      Full Documentation           AA+                   200000
321039943                                               68961     Purchase                     13.9      Full Documentation           AA+                   360000
321040146                                              195481     Purchase                      6.7      Full Documentation           AA+                   218500
321040167                                            296285.5     Purchase                     9.35      Stated Income Documentation  AA+                   312000
321040323                                           519561.91     Cash Out Refinance           6.65      Full Documentation           AA+                   650000
321040324                                           674535.96     Rate/Term Refinance         7.375      Full Documentation           AA+                   675000
321040332                                           198030.56     Purchase                      7.6      Full Documentation           AA+                   248000
321040360                                           213895.19     Purchase                     8.55      Full Documentation           AA+                   214000
321040410                                           124846.44     Purchase                     8.45      Full Documentation           A                     350000
321040567                                           465660.32     Purchase                      7.9      Full Documentation           AA+                   650000
321040732                                           196507.94     Purchase                      7.2      Full Documentation           AA+                   225000
331048904                                           608838.77     Purchase                     8.25      Stated Income Documentation  AA+                   650000
331050575                                            211635.2     Purchase                      8.8      Stated Income Documentation  AA+                   265000
331050731                                              578000     Cash Out Refinance           7.49      Stated Income Documentation  AA+                   680000
331050745                                           262173.99     Purchase                    10.35      Stated Income Documentation  B                     360000
331050959                                              356000     Purchase                      6.9      Full Documentation           AA+                   450000
331051004                                           375632.04     Purchase                    11.45      Stated Income Documentation  B                     470000
331051174                                           143093.32     Rate/Term Refinance           6.3      Stated Income Documentation  AA+                   205000
331051185                                           284584.34     Purchase                     9.35      Stated Income Documentation  AA+                   335000
331051295                                           104947.82     Purchase                      8.5      Stated Income Documentation  A                     340000
331051319                                              449000     Rate/Term Refinance         7.475      Stated Income Documentation  AA+                   545000
331051321                                            53494.65     Cash Out Refinance           11.2      Stated Income Documentation  AA+                    84000
331051450                                           437456.03     Cash Out Refinance          10.35      Full Documentation           CC                    655000
331051588                                           111863.82     Cash Out Refinance            8.5      Full Documentation           AA+                   140000
331051763                                           458425.99     Cash Out Refinance            8.9      Stated Income Documentation  AA+                   574000
331052051                                              379400     Purchase                     6.25      Stated Income Documentation  AA+                   390000
331052059                                           339910.74     Purchase                      8.3      Full Documentation           AA+                   340000
331052064                                           606776.38     Purchase                      8.6      Stated Income Documentation  AA+                   670000
331052081                                              578013     Cash Out Refinance            7.4      Stated Income Documentation  AA+                   695000
331052111                                           343383.16     Purchase                      8.6      Full Documentation           AA+                   430000
331052137                                           988969.56     Cash Out Refinance           9.25      Business Bank Statements     A                    1750000
331052185                                           424342.11     Cash Out Refinance            6.2      Full Documentation           A                     500000
331052289                                           427045.65     Cash Out Refinance           9.15      Stated Income Documentation  AA+                   475000
331052328                                           571592.52     Purchase                     7.25      Full Documentation           AA+                   735000
331052339                                              436500     Cash Out Refinance           7.25      Stated Income Documentation  AA+                   485000
331052448                                           605913.41     Purchase                     7.75      Stated Income Documentation  AA+                   640000
331052450                                           475679.67     Cash Out Refinance           7.45      Full Documentation           AA+                   560000
331052526                                           485811.54     Purchase                      8.1      Stated Income Documentation  AA+                   713000
331052568                                              539000     Cash Out Refinance           7.25      Stated Income Documentation  AA+                   635000
331052692                                           424531.33     Cash Out Refinance           6.55      Full Documentation           AA+                   762000
331052701                                              590912     Purchase                     7.75      Stated Income Documentation  AA+                   660000
331052702                                           499648.87     Purchase                      7.3      Full Documentation           AA+                   625000
331052712                                           124922.33     Purchase                    11.65      Full Documentation           AA+                   625000
331052783                                              484200     Cash Out Refinance           7.45      Stated Income Documentation  AA+                   510000
331052806                                           398849.44     Purchase                      6.5      Full Documentation           AA+                   500000
331052813                                           439708.07     Cash Out Refinance            7.5      Full Documentation           AA                    550000
331052818                                           454714.87     Purchase                      7.7      Stated Income Documentation  AA+                   660000
331052819                                           438636.75     Rate/Term Refinance             6      Full Documentation           AA+                   585000
331052841                                              424000     Cash Out Refinance            7.5      Full Documentation           AA+                   530000
331052869                                              765920     Purchase                     8.35      Full Documentation           AA+                  1050000
331052897                                           629371.21     Cash Out Refinance           9.45      Full Documentation           AA+                   700000
331052961                                            524808.4     Purchase                     9.54      Stated Income Documentation  AA+                   525000
331052976                                           541952.34     Cash Out Refinance           5.99      Full Documentation           AA+                   775000
331052978                                           263622.22     Purchase                     8.25      Stated Income Documentation  AA+                   330000
331053027                                           560379.91     Cash Out Refinance           8.99      Full Documentation           AA                    590000
331053119                                           339774.42     Purchase                      7.5      Full Documentation           AA+                   432000
331053121                                           443364.89     Purchase                      7.7      Stated Income Documentation  AA+                   560000
331053128                                            612536.9     Purchase                      9.7      Stated Income Documentation  AA+                   645000
331053157                                           395386.42     Purchase                      7.3      Stated Income Documentation  AA+                   495000
331053219                                           411830.93     Purchase                    10.35      Stated Income Documentation  AA+                   435000
331053250                                           634777.64     Purchase                     8.39      Stated Income Documentation  AA+                   639000
331053335                                           647763.33     Cash Out Refinance           7.15      Stated Income Documentation  AA                    850000
331053400                                           505549.47     Cash Out Refinance           6.45      Full Documentation           AA+                   695000
331053416                                           324311.97     Cash Out Refinance           5.69      No Documentation             AA+                   720000
331053482                                           649790.42     Purchase                     9.95      Stated Income Documentation  AA+                   650000
331053500                                           543553.21     Cash Out Refinance           6.99      Stated Income Documentation  AA+                   680000
331053598                                           559735.95     Cash Out Refinance            9.7      Full Documentation           A                     660000
331053601                                           636856.44     Cash Out Refinance           5.99      Stated Income Documentation  AA+                   850000
331053667                                           440804.99     Cash Out Refinance            6.5      Stated Income Documentation  AA+                   630000
331053718                                              500000     Cash Out Refinance           7.43      Business Bank Statements     AA+                   500000
331053748                                           469448.75     Rate/Term Refinance         8.675      Stated Income Documentation  AA                    495000
331053774                                           700702.45     Cash Out Refinance            6.4      Stated Income Documentation  AA+                  1050000
331053802                                           464143.74     Purchase                      6.7      Full Documentation           AA+                   490000
331053959                                           254285.15     Purchase                     8.85      Stated Income Documentation  AA+                   320000
331053968                                              516000     Purchase                     8.48      Stated Income Documentation  AA+                   645000
331053981                                           517592.88     Purchase                      7.8      Full Documentation           AA+                   545000
331054003                                              292000     Purchase                     8.75      Full Documentation           AA+                   365000
331054038                                           427273.69     Purchase                     9.15      Business Bank Statements     AA+                   450000
331054040                                           423956.21     Purchase                     8.52      Full Documentation           AA+                   535000
331054053                                           635708.92     Cash Out Refinance           8.78      Full Documentation           AA+                   670000
331054107                                           760816.11     Cash Out Refinance           7.99      Full Documentation           AA+                   850000
331054167                                           398965.14     Purchase                     8.95      Full Documentation           AA+                   420000
331054240                                           474968.48     Purchase                     9.65      Stated Income Documentation  AA+                   595000
331054410                                           369967.66     Purchase                     8.95      Stated Income Documentation  AA+                   585000
331054464                                           301969.05     Purchase                     8.54      Stated Income Documentation  AA+                   303000
331054637                                              564000     Purchase                      8.6      Stated Income Documentation  AA+                   705000
331054838                                           131936.83     Purchase                     9.63      Stated Income Documentation  AA+                   132000
331054967                                           604939.19     Purchase                     8.59      Stated Income Documentation  AA+                   660000
331055896                                              363600     Purchase                     8.45      Stated Income Documentation  AA+                   405000
341036195                                            24782.74     Purchase                     14.3      Full Documentation           AA+                   126500
341036271                                            27770.77     Purchase                     14.3      Full Documentation           AA+                   140000
341036629                                            31472.26     Purchase                    14.25      Full Documentation           AA+                   159000
341036681                                            32969.62     Purchase                    14.05      Full Documentation           AA+                   170000
341036991                                           114894.09     Rate/Term Refinance         14.05      Full Documentation           AA+                   580000
341037131                                          1039175.21     Cash Out Refinance            8.3      Stated Income Documentation  A                    1600000
341038405                                            24981.68     Purchase                    12.75      Full Documentation           AA+                   135000
341038570                                           234470.35     Cash Out Refinance           7.47      Full Documentation           B                     421000
341038825                                           103405.16     Rate/Term Refinance           7.8      Full Documentation           AA+                   118500
341038844                                           186317.15     Purchase                      7.9      Full Documentation           AA+                   234000
341038852                                               35550     Purchase                   12.125      Full Documentation           AA+                   179000
341038864                                            46636.47     Purchase                    12.13      Full Documentation           AA+                   234000
341038911                                            80720.57     Purchase                     10.9      Stated Income Documentation  AA+                   104000
341038984                                           450104.61     Rate/Term Refinance          7.95      Stated Income Documentation  AA                    570000
341039158                                              157250     Cash Out Refinance            7.6      Stated Income Documentation  AA+                   185000
341039285                                            598403.4     Cash Out Refinance           7.99      Stated Income Documentation  A                     925000
341039366                                           153528.44     Cash Out Refinance           9.65      Full Documentation           AA                    205000
341039445                                           114997.63     Purchase                      8.7      Full Documentation           AA+                   145000
341039477                                           148018.86     Purchase                    8.925      Full Documentation           AA+                   165000
341039488                                           184268.39     Purchase                     10.3      Full Documentation           AA+                   206500
341039642                                           335552.16     Purchase                     8.05      Stated Income Documentation  A                     455000
341039711                                            78852.12     Purchase                      8.4      Full Documentation           AA+                   122000
341040388                                           312965.55     Purchase                     6.82      Lite Documentation           AA+                   392000
341040473                                           168901.67     Cash Out Refinance          8.675      Full Documentation           AA+                   178000
341040502                                           126364.05     Purchase                    8.025      Full Documentation           AA                    158000
341040541                                             81370.4     Rate/Term Refinance          9.55      Full Documentation           AA+                    90500
341040737                                           174842.85     Purchase                     9.95      Stated Income Documentation  AA+                   175000
341040773                                            349825.9     Purchase                    10.59      Full Documentation           AA                    394000
341040866                                           449662.84     Cash Out Refinance            7.5      Stated Income Documentation  AA                    878900
341040880                                           106912.54     Purchase                    10.39      Stated Income Documentation  AA+                   107000
341040918                                           154823.38     Purchase                    8.815      Stated Income Documentation  AA+                   155000
341041165                                              124000     Purchase                    10.94      Stated Income Documentation  AA+                   124000
341041274                                            73134.97     Purchase                       10      Stated Income Documentation  AA+                    91500
341041324                                           145282.55     Purchase                    9.775      Full Documentation           AA+                   153000
341041359                                           128036.79     Purchase                    8.725      Full Documentation           AA+                   141000
341041395                                           118176.05     Purchase                     8.28      Full Documentation           AA+                   131900
341041421                                           204159.31     Cash Out Refinance           6.45      Full Documentation           AA+                   215000
341041939                                           124403.14     Purchase                    10.75      Stated Income Documentation  AA+                   133000
351038607                                               65022     Purchase                     9.99      Full Documentation           AA+                   326000
351038851                                           106992.92     Purchase                      9.9      Full Documentation           AA+                   115000
351039085                                            27201.95     Purchase                     9.99      Full Documentation           AA+                   136500
351039343                                            48814.68     Purchase                     9.99      Full Documentation           AA+                   254000
351039345                                            71804.45     Purchase                     9.99      Full Documentation           AA+                   365000
351039445                                            35882.31     Purchase                     9.99      Full Documentation           AA+                   183000
351039558                                            30732.17     Purchase                     9.99      Full Documentation           B                     165000
351039712                                            48866.91     Purchase                     9.99      Full Documentation           AA+                   246000
351039985                                            57024.72     Purchase                     9.99      Full Documentation           AA+                   290000
351039990                                            25111.59     Purchase                     9.99      Full Documentation           AA+                   126500
351040192                                            31915.99     Purchase                     9.99      Full Documentation           AA+                   161000
351040231                                            25129.59     Purchase                     9.99      Full Documentation           AA+                   126900
351040643                                            43900.81     Purchase                     9.99      Full Documentation           AA+                   223000
351040682                                            32925.65     Purchase                     9.99      Full Documentation           AA+                   169000
351040823                                             42780.9     Purchase                     9.99      Full Documentation           AA+                   218000
351040854                                            31508.84     Purchase                     9.99      Full Documentation           AA+                   158000
351041291                                             35053.8     Purchase                     9.99      Full Documentation           AA+                   176500
351041373                                             29744.5     Purchase                     9.99      Full Documentation           B                     149000
351041874                                            26212.83     Purchase                     9.99      Full Documentation           AA+                   133000
351042117                                           134176.94     Purchase                    8.975      Full Documentation           AA+                   168000
351042212                                           126878.43     Purchase                    9.725      Stated Income Documentation  AA                    160000
351042453                                           248611.82     Purchase                    10.75      Stated Income Documentation  A                     315500
351042673                                           127839.52     Cash Out Refinance           8.35      Full Documentation           AA+                   160500
351042677                                            88258.52     Purchase                     9.15      Full Documentation           AA+                   118000
351042867                                           177277.25     Purchase                     9.85      Full Documentation           AA+                   222000
351042972                                            83419.42     Purchase                        9      Full Documentation           AA+                   105800
351042973                                           113437.55     Purchase                     7.35      Full Documentation           AA+                   148520
351043068                                           107744.33     Purchase                     10.8      Full Documentation           AA+                   113500
351043127                                           115663.04     Purchase                    9.425      Full Documentation           AA+                   145000
351043129                                            125452.5     Purchase                   10.725      Stated Income Documentation  AA+                   129000
351043139                                           211929.55     Purchase                     9.85      Full Documentation           AA+                   265000
351043248                                           123364.57     Purchase                        9      Full Documentation           AA+                   130000
351043272                                           149258.91     Purchase                    8.625      Full Documentation           AA                    171000
351043366                                           156617.26     Purchase                   10.225      Full Documentation           AA+                   165000
351043443                                           123303.89     Purchase                    11.99      Stated Income Documentation  B                     169000
351043450                                            161326.5     Purchase                    9.825      Full Documentation           AA+                   174000
351043476                                            144636.2     Purchase                     8.85      Full Documentation           AA+                   186000
351043530                                           130376.12     Purchase                    8.875      Stated Income Documentation  AA+                   163500
351043787                                            99954.32     Cash Out Refinance           9.85      Full Documentation           AA                    125000
351043953                                           143922.97     Purchase                      9.1      Full Documentation           AA+                   180000
351043958                                           251620.85     Purchase                      9.3      Full Documentation           AA                    265000
351044170                                           197488.65     Purchase                     8.85      Full Documentation           A                     209000
351044295                                            151669.1     Purchase                    10.45      Stated Income Documentation  AA+                   153000
351045229                                              157905     Purchase                   11.875      Full Documentation           A                     177000
371039181                                            45459.97     Purchase                    14.25      Business Bank Statements     AA+                   227500
371039432                                            33770.29     Purchase                    14.25      Full Documentation           AA+                   178000
371039584                                             38196.8     Purchase                    14.25      Full Documentation           AA+                   205000
371039922                                            39770.86     Purchase                    14.05      Full Documentation           AA+                   205000
371040043                                            35973.62     Purchase                    14.05      Full Documentation           AA+                   180000
371040182                                             31970.5     Purchase                    14.05      Full Documentation           AA+                   164000
371041032                                           258937.17     Cash Out Refinance            8.3      Stated Income Documentation  B                     400000
371041245                                            33166.13     Purchase                     13.6      Full Documentation           AA+                   167000
371041715                                            26372.86     Purchase                    12.55      Full Documentation           AA+                   134000
371042114                                           180166.22     Purchase                     8.45      No Documentation             AA+                   190000
371042149                                           898618.62     Cash Out Refinance           9.35      Business Bank Statements     AA                   1200000
371042276                                           159113.18     Cash Out Refinance            7.1      Full Documentation           AA                    215000
371042332                                             40930.5     Purchase                    12.85      Full Documentation           AA+                   210000
371042335                                            27357.77     Purchase                     13.6      Full Documentation           AA+                   140000
371042344                                            31475.14     Purchase                   13.725      Stated Income Documentation  AA+                   162000
371042370                                           125831.02     Cash Out Refinance           9.99      Stated Income Documentation  AA+                   140000
371042424                                           102311.41     Cash Out Refinance              8      Full Documentation           AA                    120500
371042585                                           624876.99     Cash Out Refinance          11.55      Stated Income Documentation  AA+                   980000
371042857                                           119789.19     Cash Out Refinance            8.7      Full Documentation           B                     172400
371043039                                           220812.92     Purchase                    10.62      Stated Income Documentation  AA                    277000
371043333                                           103114.91     Purchase                    10.35      Full Documentation           B                     140000
371043345                                            173824.8     Purchase                     7.47      Full Documentation           AA+                   217500
371043354                                            43458.81     Purchase                     11.6      Full Documentation           AA+                   217500
371043382                                            99960.77     Cash Out Refinance          10.65      Stated Income Documentation  C                     145000
371043400                                            96130.29     Purchase                     8.15      Stated Income Documentation  AA+                   150400
371043431                                           129750.76     Cash Out Refinance           6.21      Full Documentation           AA                    190000
371043448                                           129788.36     Cash Out Refinance           7.05      Full Documentation           AA                    200000
371043458                                           140206.02     Purchase                     9.85      Full Documentation           AA+                   157000
371043552                                            41564.92     Purchase                    13.35      Full Documentation           AA+                   208000
371043564                                           599321.27     Cash Out Refinance           8.85      Stated Income Documentation  A                     800000
371043869                                           521546.02     Cash Out Refinance           10.1      Stated Income Documentation  AA+                   580000
371043931                                           153772.31     Purchase                    7.535      Full Documentation           AA+                   205000
371043934                                           412580.27     Purchase                      8.8      Full Documentation           AA+                   435000
371043939                                            38475.82     Purchase                     11.6      Full Documentation           AA+                   205000
371043969                                              208000     Purchase                    6.375      Full Documentation           AA+                   269000
371043992                                           314620.91     Purchase                     8.55      Full Documentation           AA+                   370000
371044060                                           230291.07     Purchase                     8.67      Stated Income Documentation  AA+                   260000
371044064                                           143761.14     Rate/Term Refinance          7.75      Full Documentation           AA+                   205500
371044074                                           165605.18     Cash Out Refinance          6.675      Full Documentation           AA                    195000
371044111                                              264000     Purchase                     8.99      Stated Income Documentation  AA+                   330000
371044113                                              440000     Cash Out Refinance            8.6      Stated Income Documentation  AA+                   550000
371044195                                            69551.22     Cash Out Refinance           11.1      Stated Income Documentation  AA+                    87000
371044204                                           146289.27     Purchase                    10.75      Stated Income Documentation  AA                    183000
371044372                                           153492.67     Purchase                    7.425      Stated Income Documentation  AA+                   310000
371044477                                           175886.52     Cash Out Refinance            7.6      Full Documentation           AA+                   220000
371044569                                              171920     Purchase                     6.72      Full Documentation           AA+                   215000
371044604                                            42953.89     Purchase                    11.75      Full Documentation           AA+                   215000
371044615                                           191693.53     Rate/Term Refinance          7.15      Full Documentation           C                     275000
371044625                                              450000     Purchase                     7.95      Stated Income Documentation  AA+                   506000
371044652                                           127845.95     Purchase                     8.55      Full Documentation           AA+                   162000
371044667                                           131950.84     Cash Out Refinance           10.8      Full Documentation           B                     166000
371044758                                           539049.15     Purchase                     6.65      Full Documentation           AA+                   790000
371044846                                            99890.35     Cash Out Refinance              9      Full Documentation           C                     150000
371044861                                           209600.85     Purchase                     8.35      Full Documentation           AA+                   280000
371044879                                           247780.61     Cash Out Refinance          10.02      Stated Income Documentation  A                     310000
371044899                                           103041.19     Cash Out Refinance           9.25      Stated Income Documentation  AA+                   129000
371044972                                           270632.15     Purchase                     8.95      Full Documentation           AA+                   285000
371045007                                           132732.17     Purchase                     8.02      Full Documentation           AA+                   260000
371045258                                              204250     Purchase                     8.97      Stated Income Documentation  AA+                   300000
371045371                                           299068.72     Purchase                      8.5      Business Bank Statements     AA+                   315000
371045461                                           115955.62     Cash Out Refinance         10.675      Stated Income Documentation  AA                    145000
371045631                                           153644.51     Purchase                     7.89      Business Bank Statements     AA+                   166000
371045745                                           289868.39     Purchase                     9.88      Business Bank Statements     AA+                   305000
371045798                                           203840.86     Purchase                     7.25      Full Documentation           AA+                   257000
371045842                                            99934.92     Cash Out Refinance           8.15      Full Documentation           C                     145000
371046359                                           474763.89     Cash Out Refinance           9.45      Full Documentation           AA+                   500000
371046413                                           139592.06     Purchase                     10.3      Full Documentation           AA+                   147000
371047822                                              182250     Purchase                    10.24      Full Documentation           AA                    203000
381030275                                              268000     Purchase                    9.725      Stated Income Documentation  AA+                   338000
381030402                                           711286.56     Cash Out Refinance           8.85      Stated Income Documentation  AA+                   950000
401009215                                           291181.17     Purchase                    8.555      Full Documentation           AA+                   295000
411000506                                           187224.03     Cash Out Refinance           9.55      Stated Income Documentation  AA+                   250000
411000988                                             99691.3     Cash Out Refinance           7.35      Stated Income Documentation  AA+                   215000
411001091                                           485173.93     Rate/Term Refinance           7.5      Stated Income Documentation  AA+                   540000
411001108                                           183909.28     Cash Out Refinance            9.9      Stated Income Documentation  B                     230000
411001179                                           123166.19     Rate/Term Refinance          9.05      Full Documentation           AA+                   150000
411001259                                           674184.38     Cash Out Refinance           7.85      Stated Income Documentation  AA                    750000
411001488                                              576000     Cash Out Refinance           7.35      Full Documentation           AA                    707800
411001589                                           155808.78     Cash Out Refinance            7.8      Stated Income Documentation  AA+                   265000
411001722                                           104024.62     Cash Out Refinance          8.925      Full Documentation           AA                    139000
411001744                                           101917.93     Cash Out Refinance           8.25      Stated Income Documentation  AA+                   150000
411001752                                           456844.29     Cash Out Refinance           7.25      Full Documentation           AA                    790000
411001903                                            73046.89     Cash Out Refinance            8.6      Full Documentation           AA+                    86000
411001925                                            99927.88     Cash Out Refinance          8.625      Stated Income Documentation  AA+                   213000
411001952                                           140538.79     Cash Out Refinance           8.95      Full Documentation           AA                    148000
411001967                                            63118.94     Cash Out Refinance           10.2      Full Documentation           C                      79000
411001979                                           117121.43     Rate/Term Refinance             9      Full Documentation           AA+                   164300
411002009                                            87818.04     Cash Out Refinance            7.9      Full Documentation           AA+                   110000
411002063                                            77012.78     Cash Out Refinance           8.85      Full Documentation           AA+                   115000
411002083                                            69936.48     Rate/Term Refinance           9.9      Full Documentation           AA                     83000
411002098                                           160594.13     Rate/Term Refinance           9.7      Stated Income Documentation  AA                    189000
411002130                                            99899.13     Cash Out Refinance            9.4      Full Documentation           AA+                   243000
411002172                                            240406.7     Cash Out Refinance           7.05      Full Documentation           AA                    380000
411002185                                           531391.92     Rate/Term Refinance           8.8      Stated Income Documentation  AA+                   665000
411002204                                           157246.11     Cash Out Refinance            7.1      Full Documentation           AA                    210000
411002205                                              544000     Cash Out Refinance            6.1      Full Documentation           AA+                   640000
411002225                                           464417.39     Cash Out Refinance            8.6      Stated Income Documentation  AA+                   581000
411002228                                           204753.86     Cash Out Refinance           7.65      Full Documentation           AA+                   228000
411002253                                           115853.06     Cash Out Refinance            8.3      Full Documentation           AA+                   311000
411002279                                           263896.56     Cash Out Refinance            6.8      Stated Income Documentation  AA+                   377300
411002342                                            458768.1     Cash Out Refinance            9.6      Full Documentation           AA+                   483000
411002361                                           122835.73     Cash Out Refinance           8.04      Full Documentation           AA+                   266000
411002364                                            80913.01     Cash Out Refinance            9.1      Full Documentation           B                     108000
411002390                                           114895.34     Cash Out Refinance           8.65      Full Documentation           AA+                   121000
411002394                                           108365.61     Rate/Term Refinance           7.4      Full Documentation           AA+                   129930
411002465                                           223186.64     Cash Out Refinance           9.35      Full Documentation           AA+                   406000
411002467                                              450000     Cash Out Refinance            6.7      Full Documentation           AA+                  1123700
411002536                                            99888.04     Cash Out Refinance            8.9      Stated Income Documentation  AA+                   199000
411002538                                           139822.65     Rate/Term Refinance           8.3      Stated Income Documentation  AA+                   271000
411002548                                           1203120.4     Cash Out Refinance           7.16      Full Documentation           AA+                  1720000
411002641                                           581597.44     Cash Out Refinance           7.85      Stated Income Documentation  AA+                   625000
411002758                                           603016.94     Cash Out Refinance           9.35      Full Documentation           AA+                   635000
411002792                                              154700     Rate/Term Refinance           6.6      Full Documentation           AA+                   182000
411002851                                           235930.42     Cash Out Refinance            7.9      Full Documentation           AA+                   438000
411002929                                           217867.25     Cash Out Refinance            7.8      Full Documentation           A                     395000
421000852                                           124632.84     Cash Out Refinance            7.6      Full Documentation           A                     295000
421000964                                           112456.08     Cash Out Refinance            9.1      Full Documentation           AA                    161000
421000983                                           123266.69     Cash Out Refinance           9.75      Stated Income Documentation  AA                    190000
421001365                                            76928.31     Cash Out Refinance           9.78      Full Documentation           AA+                    77000
421001446                                            69337.41     Rate/Term Refinance         11.25      Full Documentation           B                      86700
421001545                                           103839.31     Cash Out Refinance           9.45      Full Documentation           A                     130000
421001819                                           116819.82     Rate/Term Refinance          11.2      Full Documentation           CC                    196000
421001834                                           101060.16     Cash Out Refinance           9.85      Full Documentation           B                     126500
421001840                                              420000     Cash Out Refinance            7.8      Stated Income Documentation  AA+                   675000
421002023                                           285205.43     Cash Out Refinance           9.85      Full Documentation           B                     357000
421002048                                            74322.91     Rate/Term Refinance           9.8      Full Documentation           AA+                    93000
421002059                                            99881.78     Cash Out Refinance            6.9      Full Documentation           AA+                   254000
421002089                                           131405.99     Cash Out Refinance           7.55      Full Documentation           AA+                   188000
421002092                                           104807.82     Cash Out Refinance            8.5      Full Documentation           AA                    175000
421002294                                            69968.62     Cash Out Refinance           8.85      Full Documentation           AA+                   153000
421002309                                           675648.99     Cash Out Refinance           8.35      Stated Income Documentation  AA+                   845000
421002329                                           471352.35     Cash Out Refinance           8.09      Stated Income Documentation  AA+                   555000
421002332                                            91786.34     Rate/Term Refinance          10.2      Full Documentation           AA+                   102000
421002383                                               82429     Cash Out Refinance          10.15      Full Documentation           AA                    110000
421002452                                            65959.23     Cash Out Refinance           7.75      Full Documentation           AA+                    88000
421002483                                           112895.24     Rate/Term Refinance           9.8      Full Documentation           C                     190000
421002484                                            99268.76     Cash Out Refinance            8.8      Full Documentation           AA+                   192500
421002647                                           104937.88     Cash Out Refinance            7.9      Full Documentation           AA+                   127000
421002723                                            89041.85     Cash Out Refinance           9.75      Stated Income Documentation  AA+                   120000
421002746                                           508414.56     Cash Out Refinance            9.8      Stated Income Documentation  AA+                   565000
421002919                                           135782.92     Cash Out Refinance           7.15      Full Documentation           AA+                   278000
421003058                                           118521.27     Cash Out Refinance           11.4      Full Documentation           A                     152000
421003076                                            87394.09     Cash Out Refinance            9.6      Full Documentation           AA+                    91500
421003109                                            99949.76     Cash Out Refinance            9.4      Full Documentation           AA+                   370000
421003112                                           152954.27     Rate/Term Refinance         10.25      Full Documentation           B                     233000
421003251                                           100662.29     Cash Out Refinance         10.775      Stated Income Documentation  AA+                   106000
421003319                                           154991.57     Purchase                    10.15      Full Documentation           AA+                   156000
511050311                                            698543.7     Cash Out Refinance           8.15      Full Documentation           AA+                   738000
511050907                                            56719.93     Purchase                       13      Full Documentation           AA+                   315000
511051110                                            380054.8     Purchase                     8.85      Stated Income Documentation  AA+                   490000
511051152                                           489849.99     Rate/Term Refinance          10.2      Full Documentation           CC                    755000
511051564                                            49940.54     Purchase                    12.92      Full Documentation           AA+                   255000
511051626                                              576000     Cash Out Refinance          8.225      Stated Income Documentation  AA+                   640000
511051757                                           958896.96     Cash Out Refinance           7.85      Full Documentation           AA+                  1600000
511052413                                           569060.59     Cash Out Refinance           6.75      Stated Income Documentation  AA+                   715000
511052835                                           591523.64     Rate/Term Refinance          8.25      Stated Income Documentation  B                     740000
511052836                                           806612.69     Purchase                     8.99      Stated Income Documentation  AA+                   879000
511052963                                              458976     Rate/Term Refinance          5.95      Stated Income Documentation  AA+                   560000
511053323                                             1126250     Cash Out Refinance           6.55      Stated Income Documentation  AA+                  1325000
511053403                                               97600     Purchase                     10.1      Full Documentation           AA+                   128000
511053427                                           112653.71     Purchase                     11.5      Full Documentation           AA+                   564000
511053464                                              540000     Cash Out Refinance          7.375      Stated Income Documentation  AA+                   600000
511053479                                           449871.41     Cash Out Refinance            6.3      Stated Income Documentation  AA+                   530000
511053506                                           423710.97     Cash Out Refinance           6.99      Full Documentation           A                     606000
511053524                                              582250     Cash Out Refinance           7.65      Stated Income Documentation  AA+                   685000
511053530                                              920000     Purchase                     8.25      Full Documentation           AA+                  1150000
511053599                                           701732.82     Rate/Term Refinance           9.4      Full Documentation           A                     780000
511053604                                           435741.08     Cash Out Refinance           8.75      Stated Income Documentation  AA+                   485000
511053651                                           190900.32     Cash Out Refinance           9.25      Lite Documentation           AA                    239000
511053667                                           486346.93     Cash Out Refinance           7.05      Full Documentation           AA+                   541000
511053675                                           499387.09     Cash Out Refinance            7.8      Stated Income Documentation  AA+                   835000
511053699                                           368923.53     Cash Out Refinance            8.5      Full Documentation           A                     462000
511053782                                              364800     Purchase                     8.25      Stated Income Documentation  AA+                   456000
511053797                                              125000     Purchase                     7.99      Stated Income Documentation  AA+                   250000
511053809                                           539590.08     Cash Out Refinance           8.45      Stated Income Documentation  AA                    725000
511053814                                           568889.73     Cash Out Refinance           7.25      Stated Income Documentation  AA+                   670000
511054049                                           468718.42     Cash Out Refinance            6.5      Full Documentation           AA+                   553000
511054054                                           899578.26     Cash Out Refinance            8.7      Stated Income Documentation  A                    2300000
511054056                                              760750     Cash Out Refinance            8.7      Stated Income Documentation  AA+                   895000
511054059                                           129870.79     Cash Out Refinance           9.99      Full Documentation           C                     175000
511054251                                            703117.3     Cash Out Refinance           8.35      Full Documentation           B                     880000
511054275                                            44762.23     Purchase                   12.125      Full Documentation           AA+                   224000
511054326                                              429250     Cash Out Refinance           6.95      Stated Income Documentation  AA+                   505000
511054349                                           443856.85     Purchase                     9.95      Stated Income Documentation  A                     555000
511054356                                           517112.86     Cash Out Refinance            8.5      Full Documentation           AA+                   640000
511054374                                           495507.36     Rate/Term Refinance          6.05      Full Documentation           AA+                   620000
511054399                                           339849.82     Purchase                      8.9      Stated Income Documentation  A                     430000
511054428                                              540000     Cash Out Refinance            6.5      Full Documentation           AA+                   720000
511054434                                           914558.42     Cash Out Refinance            8.6      Stated Income Documentation  A                    1200000
511054494                                           648893.99     Cash Out Refinance            7.2      Stated Income Documentation  AA                    812000
511054544                                           572090.14     Cash Out Refinance           8.65      Stated Income Documentation  AA                    750000
511054622                                          1935886.58     Purchase                        8      Full Documentation           AA+                  2980000
511054696                                              463000     Cash Out Refinance           5.95      Full Documentation           AA+                   519000
511054729                                              472500     Cash Out Refinance            8.2      Stated Income Documentation  AA+                   525000
511054739                                              555000     Rate/Term Refinance          6.25      Full Documentation           AA+                   555000
511054836                                           838978.66     Cash Out Refinance            8.5      Stated Income Documentation  AA                   1200000
511054863                                           107720.71     Cash Out Refinance           6.95      Full Documentation           AA+                   166000
511054887                                              598473     Purchase                     8.99      Stated Income Documentation  AA+                   599500
511054931                                              472000     Cash Out Refinance           6.15      Full Documentation           AA+                   525000
511054940                                           734068.56     Cash Out Refinance           6.65      Full Documentation           A                     930000
511054947                                           470036.04     Cash Out Refinance            8.8      Full Documentation           AA                    495000
511054957                                              562400     Cash Out Refinance           7.15      Stated Income Documentation  AA+                   703000
511054968                                           494448.68     Cash Out Refinance          8.925      Stated Income Documentation  AA+                   550000
511054984                                           474438.45     Cash Out Refinance            6.9      Full Documentation           AA+                  1300000
511055060                                           577662.93     Purchase                     7.95      Stated Income Documentation  AA+                   578000
511055103                                             1308000     Cash Out Refinance           6.75      Full Documentation           AA                   1635000
511055161                                              228000     Purchase                      6.4      Full Documentation           AA+                   260000
511055190                                           419193.18     Cash Out Refinance            6.2      Full Documentation           AA+                   560000
511055303                                           205497.26     Purchase                     8.45      Full Documentation           AA+                   258000
511055355                                           583619.51     Purchase                      8.2      Stated Income Documentation  AA+                   687500
511055398                                           119727.19     Purchase                    11.75      Full Documentation           AA+                   599000
511055407                                              458100     Cash Out Refinance           8.15      Stated Income Documentation  AA+                   509000
511055409                                           306562.24     Rate/Term Refinance          6.95      Stated Income Documentation  AA+                   400000
511055433                                           519700.23     Purchase                     7.99      Stated Income Documentation  AA+                   650000
511055615                                              545000     Cash Out Refinance           7.65      Stated Income Documentation  AA+                   650000
511055631                                              269990     Purchase                      6.2      Full Documentation           AA+                   270000
511055653                                              552000     Cash Out Refinance           7.35      Stated Income Documentation  AA+                   690000
511055698                                              323521     Purchase                     6.99      Stated Income Documentation  AA+                   324000
511055761                                           439202.31     Cash Out Refinance            6.5      Stated Income Documentation  AA+                   645000
511055774                                              511920     Purchase                     6.35      Full Documentation           AA+                   665000
511055855                                              302146     Purchase                    7.375      Stated Income Documentation  AA+                   303000
511055910                                           494989.95     Cash Out Refinance            6.4      Full Documentation           AA+                   600000
511055915                                           664884.54     Cash Out Refinance           7.15      Full Documentation           AA+                   665000
511055945                                           495489.13     Purchase                      9.3      Stated Income Documentation  AA+                   650000
511055997                                           678837.66     Purchase                     8.49      Full Documentation           AA+                   715000
511056118                                              759050     Cash Out Refinance            6.7      Full Documentation           AA+                   775000
511056189                                           314959.53     Purchase                     7.95      Stated Income Documentation  AA+                   315000
511056532                                              476000     Cash Out Refinance           7.95      Full Documentation           AA                    595000
511056612                                           560135.16     Cash Out Refinance            6.7      Full Documentation           AA+                   747000
511056685                                           479894.38     Purchase                      8.9      Stated Income Documentation  AA+                   480000
511056774                                           314949.24     Purchase                     7.35      Stated Income Documentation  AA+                   315000
511056916                                            506955.7     Purchase                     8.95      Stated Income Documentation  AA+                   507000
511056935                                           498880.02     Purchase                      8.6      Stated Income Documentation  AA+                   499000
511056950                                              279000     Purchase                     9.04      Stated Income Documentation  AA+                   279000
511057116                                           699277.79     Purchase                    7.245      Stated Income Documentation  AA+                   736500
511057575                                           799871.08     Cash Out Refinance           7.35      Full Documentation           AA+                   800000
511059705                                              595000     Cash Out Refinance            6.6      Full Documentation           AA                    700000
521045118                                             28355.3     Purchase                     14.3      Full Documentation           AA+                   144000
521046236                                            36954.27     Purchase                    12.75      Full Documentation           AA+                   185000
521046312                                            34967.53     Purchase                     14.3      Full Documentation           AA                    220000
521046349                                            41952.31     Purchase                    13.13      Full Documentation           AA+                   210000
521046588                                            45671.89     Purchase                    14.05      Full Documentation           AA+                   233000
521046770                                            49628.62     Purchase                    13.13      Full Documentation           AA+                   249000
521047805                                             41517.5     Purchase                     13.5      Full Documentation           AA+                   208000
521048360                                             32380.4     Purchase                     13.6      Full Documentation           AA+                   162000
521048540                                            138785.4     Purchase                    9.325      No Documentation             AA+                   225000
521048584                                           106183.31     Purchase                    7.975      Full Documentation           AA+                   149000
521048598                                            87915.47     Purchase                    12.75      Full Documentation           AA+                   440000
521048610                                           146119.33     Purchase                      9.1      Full Documentation           AA+                   183000
521048635                                            36558.15     Purchase                   12.125      Full Documentation           AA+                   183000
521048649                                            25581.23     Purchase                    12.75      Full Documentation           AA+                   129000
521049068                                           728295.01     Cash Out Refinance            9.6      Business Bank Statements     AA+                   810000
521049122                                           104141.46     Cash Out Refinance          11.25      Full Documentation           C                     139000
521049161                                           181212.19     Purchase                      8.9      Full Documentation           AA+                   228000
521049325                                             84661.1     Purchase                     8.75      Full Documentation           AA+                   116000
521049462                                              665000     Cash Out Refinance           8.45      Full Documentation           AA+                   700000
521049499                                            50954.31     Cash Out Refinance          11.85      Stated Income Documentation  AA+                    69000
521049501                                           143866.33     Cash Out Refinance          9.825      Stated Income Documentation  B                     180000
521049525                                            83394.07     Cash Out Refinance          10.25      Stated Income Documentation  AA+                   117000
521050186                                           204302.86     Purchase                     8.75      Stated Income Documentation  AA+                   280000
521050226                                           445299.32     Rate/Term Refinance          7.45      Full Documentation           AA                    700000
521050291                                           105188.59     Rate/Term Refinance          8.05      Full Documentation           AA+                   124000
521050371                                           235008.15     Purchase                      8.5      Full Documentation           AA+                   260000
521050402                                           121301.91     Purchase                     9.99      Full Documentation           AA+                   135000
521050414                                           188911.27     Purchase                      9.6      Full Documentation           AA+                   210000
521050459                                            226901.2     Purchase                     8.65      Full Documentation           AA+                   240000
521050510                                           539205.34     Cash Out Refinance            9.5      Stated Income Documentation  AA+                   635000
521050520                                           281878.92     Purchase                     8.75      Full Documentation           B                     291000
521050525                                           121396.56     Purchase                     10.2      Full Documentation           AA+                   135000
521050601                                             67452.7     Purchase                     11.1      Full Documentation           AA+                    75000
521050618                                            213670.4     Purchase                     10.8      Stated Income Documentation  AA+                   225000
521050754                                            59946.39     Purchase                     10.4      Stated Income Documentation  AA+                    95800
521050948                                           160023.98     Purchase                     8.99      Full Documentation           AA+                   180000
521051054                                           255675.72     Purchase                      8.3      Stated Income Documentation  AA+                   323000
521051148                                           100711.39     Cash Out Refinance          10.05      Full Documentation           AA+                   144000
521051271                                            64927.23     Cash Out Refinance            8.9      Full Documentation           AA+                   105000
521051382                                            150246.4     Cash Out Refinance          6.875      Full Documentation           AA+                   215000
521051384                                           244024.94     Purchase                    7.125      Full Documentation           AA+                   320000
521051433                                           176932.24     Purchase                     9.38      Stated Income Documentation  AA+                   177000
521051558                                           283827.06     Purchase                      7.8      Full Documentation           AA+                   355000
521051591                                           170923.95     Purchase                    9.975      Full Documentation           AA+                   180000
521051596                                            78376.58     Purchase                     10.2      Full Documentation           AA+                   110000
521051828                                            51984.44     Cash Out Refinance           11.8      Stated Income Documentation  AA                     65000
521051846                                              510000     Cash Out Refinance           8.75      Stated Income Documentation  AA                    600000
521051989                                           140691.34     Purchase                    8.725      No Documentation             AA+                   168000
521052028                                            49966.08     Cash Out Refinance          11.25      Stated Income Documentation  AA                     63000
521052121                                           218391.39     Purchase                     9.45      Full Documentation           AA+                   252000
521052197                                           139414.54     Purchase                   11.715      Full Documentation           AA                    155000
521052261                                           132578.11     Purchase                    7.545      Full Documentation           AA+                   133000
521052319                                           346583.01     Purchase                      9.6      Full Documentation           AA+                   366000
521052322                                            96205.88     Cash Out Refinance           9.55      Full Documentation           AA+                   107000
521052350                                           454446.76     Cash Out Refinance            8.5      Full Documentation           AA+                   479000
521052464                                             67488.1     Purchase                     11.9      Stated Income Documentation  AA+                    78000
521052526                                            132664.1     Purchase                   10.425      Full Documentation           AA+                   135000
521052588                                            236861.1     Purchase                     9.05      Full Documentation           AA+                   250000
521052719                                           612425.28     Cash Out Refinance          10.64      Full Documentation           AA                    681000
521052745                                           151924.44     Purchase                     9.45      Stated Income Documentation  AA+                   190000
521052919                                           587923.81     Cash Out Refinance          10.65      Stated Income Documentation  AA+                   588000
521052933                                           179890.96     Purchase                      8.5      Full Documentation           AA+                   238000
521052936                                           410464.71     Purchase                     7.15      Full Documentation           AA+                   525000
521053069                                           151954.86     Cash Out Refinance          7.875      Full Documentation           AA+                   160000
521053366                                            189888.4     Purchase                     8.65      Full Documentation           AA+                   205000
521053680                                            49982.37     Cash Out Refinance          11.05      Stated Income Documentation  AA+                    74200
521053686                                           305015.57     Purchase                    12.15      Full Documentation           A                     340000
521053709                                           164270.43     Purchase                    9.575      Full Documentation           AA+                   173000
521053711                                            256285.2     Purchase                       10      Stated Income Documentation  AA+                   275000
521053881                                           111611.96     Purchase                      8.2      Full Documentation           AA+                   121000
521055723                                               69750     Purchase                     10.5      Full Documentation           AA+                    86000
521055911                                              304000     Purchase                     9.55      Stated Income Documentation  AA+                   340000
551019639                                           109692.29     Rate/Term Refinance          9.85      Full Documentation           AA                    117000
551019801                                            26341.77     Purchase                     9.99      Full Documentation           AA+                   132200
551020172                                            26906.73     Purchase                     9.99      Full Documentation           AA+                   135000
551020429                                            48468.01     Purchase                     9.99      Full Documentation           AA+                   243000
551020989                                            29333.31     Purchase                     9.99      Full Documentation           AA+                   147000
551021062                                            35583.12     Purchase                     9.99      Full Documentation           AA+                   179000
551021082                                            26105.03     Purchase                     9.99      Full Documentation           AA+                   134000
551021115                                            37515.25     Purchase                     9.99      Full Documentation           AA+                   188000
551021146                                            28522.36     Purchase                     9.99      Full Documentation           AA+                   146000
551021157                                            26847.06     Purchase                     9.99      Full Documentation           AA+                   136000
551021454                                            38455.59     Purchase                     9.99      Full Documentation           AA+                   195000
551021768                                             29374.4     Purchase                     14.3      Full Documentation           AA+                   157500
551022111                                            53198.12     Purchase                    14.25      Full Documentation           AA+                   270000
551022161                                            43378.88     Purchase                    12.55      Business Bank Statements     AA+                   225000
551022416                                            25730.27     Purchase                     9.99      Full Documentation           AA+                   138000
551022481                                             27935.4     Purchase                     9.99      Full Documentation           AA+                   140000
551022535                                            34522.05     Purchase                     9.99      Full Documentation           AA+                   175000
551022589                                            26926.71     Purchase                     9.99      Full Documentation           AA+                   135000
551022744                                            36350.14     Purchase                     9.99      Full Documentation           AA+                   200000
551022806                                            28924.68     Purchase                     9.99      Full Documentation           AA+                   151000
551023051                                            33467.38     Purchase                     9.99      Full Documentation           AA+                   169000
551023114                                            54876.03     Purchase                     9.99      Full Documentation           AA+                   290000
551023611                                            25643.38     Purchase                     13.3      Full Documentation           AA+                   135000
551024285                                           137220.91     Purchase                     7.92      Full Documentation           AA+                   176000
551024693                                           129371.16     Purchase                    8.675      Full Documentation           AA+                   165000
551024862                                           259693.48     Purchase                     8.65      Full Documentation           AA+                   290000
551025090                                              115792     Purchase                      8.6      Stated Income Documentation  AA+                   145500
551025108                                           131640.78     Purchase                    9.425      Full Documentation           AA+                   165000
551025157                                           151112.89     Purchase                      9.2      Full Documentation           AA+                   189500
551025274                                           205186.18     Purchase                     6.95      Stated Income Documentation  AA+                   244000
551025280                                           186874.53     Purchase                     8.75      Full Documentation           AA+                   263000
551025295                                            229788.6     Purchase                     9.84      Stated Income Documentation  AA+                   231500
551025433                                           203637.95     Purchase                     8.65      Stated Income Documentation  AA                    260000
551025656                                           127831.96     Purchase                    8.775      Full Documentation           AA+                   160000
551025666                                           129382.54     Purchase                     7.99      Full Documentation           AA+                   165000
551025702                                            469134.7     Rate/Term Refinance          7.75      Full Documentation           AA+                   595000
551025786                                           193349.04     Purchase                    10.15      Stated Income Documentation  AA+                   245000
551025816                                           118573.34     Purchase                    9.499      Full Documentation           AA+                   125000
551025834                                           257765.86     Purchase                      9.9      Stated Income Documentation  C                     344000
551025865                                           179820.34     Purchase                     9.45      Stated Income Documentation  AA+                   200000
551025935                                           133400.98     Purchase                    7.725      Full Documentation           AA+                   169000
551026009                                           171654.96     Purchase                     8.05      Full Documentation           AA+                   215000
551026014                                           133899.11     Purchase                    8.345      Full Documentation           AA+                   140000
551026061                                           175199.84     Purchase                     7.65      Full Documentation           AA+                   220000
551026151                                           183051.13     Purchase                      7.1      Full Documentation           AA+                   234000
551026152                                           146086.43     Purchase                     7.15      Full Documentation           AA+                   184000
551026223                                           147885.01     Purchase                   10.625      Full Documentation           A                     190000
551026236                                            36562.21     Purchase                    12.75      Full Documentation           AA+                   184000
551026249                                           164559.48     Purchase                      7.6      Full Documentation           AA+                   212500
551026255                                           155532.95     Purchase                    8.825      Full Documentation           AA+                   180000
551026265                                           174986.97     Purchase                      8.5      Full Documentation           AA+                   222000
551026335                                             50333.3     Cash Out Refinance          10.05      Stated Income Documentation  AA+                    72000
551026364                                           207767.03     Purchase                     7.95      Full Documentation           AA+                   219000
551026510                                           210597.02     Purchase                     8.65      Full Documentation           AA+                   265000
551026516                                           570970.21     Purchase                      9.8      Stated Income Documentation  AA+                   635000
551026545                                           134813.02     Purchase                   10.575      Full Documentation           AA                    145000
551026600                                           205424.96     Purchase                     10.2      Stated Income Documentation  A                     263000
551026603                                            73944.63     Rate/Term Refinance          10.8      Stated Income Documentation  AA+                    92500
551026631                                           167208.28     Purchase                   10.225      Full Documentation           AA                    177000
551026687                                              106062     Purchase                      6.4      Full Documentation           AA+                   135000
551026703                                           847831.78     Cash Out Refinance           8.95      Full Documentation           AA+                   998000
551026727                                            158921.5     Purchase                    8.375      Full Documentation           AA+                   177000
551026776                                           133813.34     Cash Out Refinance           9.75      Full Documentation           C                     168100
551026779                                              168000     Purchase                      9.4      Stated Income Documentation  AA+                   214000
551026804                                           117483.24     Purchase                    9.475      Full Documentation           AA+                   149000
551026893                                            97907.14     Purchase                      9.4      Full Documentation           AA+                   132000
551026958                                           152813.94     Purchase                     11.6      Full Documentation           A                     170000
551026978                                           116665.81     Purchase                    8.775      Full Documentation           AA+                   146000
551026989                                           125146.89     Purchase                     8.14      Full Documentation           AA+                   162000
551027049                                           569576.98     Cash Out Refinance            7.5      Business Bank Statements     AA                    851000
551027052                                           159647.65     Purchase                     8.45      Full Documentation           AA+                   200000
551027055                                           152846.09     Purchase                   10.265      Full Documentation           AA                    170000
551027095                                           224680.75     Purchase                     9.35      Full Documentation           AA                    250000
551027408                                              131949     Purchase                     10.9      Full Documentation           A                     139000
551027529                                           114723.37     Purchase                    8.025      Full Documentation           AA+                   145000
551027551                                           142430.27     Purchase                    9.525      Full Documentation           AA+                   154000
551027640                                           239775.15     Purchase                     9.75      Full Documentation           AA+                   300000
551027641                                           135302.95     Purchase                    9.125      Full Documentation           AA+                   143000
551027642                                           142417.59     Purchase                    8.725      Full Documentation           AA+                   156000
551028061                                           144820.76     Purchase                   10.775      Full Documentation           AA+                   156000
551028127                                           142349.31     Purchase                   10.575      Full Documentation           AA                    151000
551028376                                           153268.45     Purchase                    9.125      Full Documentation           AA+                   158000
551029046                                              147600     Purchase                    9.675      Full Documentation           AA+                   164000
551029129                                              251200     Purchase                     9.95      Stated Income Documentation  AA+                   314500
551029657                                              259666     Purchase                    11.39      Full Documentation           AA                    289000
551030758                                               74700     Purchase                     11.7      Stated Income Documentation  AA+                   132000
551030777                                              120000     Purchase                       10      Full Documentation           AA+                   139000
571015528                                           136700.63     Purchase                    7.625      No Documentation             AAA                   174000
571016515                                             24715.8     Purchase                     9.99      Lite Documentation           AAA                   131000
571016536                                            79386.58     Purchase                     10.5      Lite Documentation           AAA                   112000
571016540                                            28348.74     Purchase                     9.99      Lite Documentation           AAA                   112000
571016756                                           192102.54     Purchase                    9.999      No Documentation             AAA                   276000
571016985                                            67741.34     Purchase                   10.125      Full Documentation           AAA                   350000
571017046                                              599888     Purchase                     7.75      No Documentation             AAA                   750000
571017070                                           439504.83     Cash Out Refinance          8.875      Lite Documentation           AAA                   607000
571017353                                            59964.65     Purchase                     12.5      Lite Documentation           AAA                   300000
571017465                                           471123.34     Cash Out Refinance          6.375      Lite Documentation           AAA                   632000
571017472                                           310928.92     Purchase                    7.375      No Documentation             AAA                   393000
571017618                                            39569.29     Purchase                     12.5      No Documentation             AAA                   205000
571017623                                            31383.84     Rate/Term Refinance          12.5      Stated Income Documentation  AAA                   160000
571017670                                            430473.4     Purchase                    6.875      Full Documentation           AAA                   539000
571017673                                             80754.2     Purchase                    8.625      Full Documentation           AAA                   539000
571017698                                            15897.36     Cash Out Refinance           12.5      No Documentation             AAA                   145000
571017721                                              177483     Purchase                     7.75      No Documentation             AAA                   222000
571017788                                           203782.05     Purchase                    9.125      No Documentation             AAA                   255000
571017811                                            36980.96     Purchase                     12.5      Stated Income Documentation  AAA                   190000
571017814                                            50973.76     Purchase                     12.5      No Documentation             AAA                   255000
571017850                                            74899.43     Purchase                     9.99      No Documentation             AAA                   250000
571017888                                              608000     Purchase                    7.999      Lite Documentation           AAA                   760000
571017895                                            151921.8     Purchase                     12.5      Lite Documentation           AAA                   760000
571017916                                              148000     Purchase                    7.999      Lite Documentation           AAA                   187000
571017923                                           263635.45     Purchase                    7.875      No Documentation             AAA                   330000
571017948                                              296000     Purchase                     6.75      No Documentation             AAA                   385000
571017973                                            34940.02     Purchase                     12.5      No Documentation             AAA                   241000
571017988                                            50973.76     Purchase                     12.5      Lite Documentation           AAA                   262000
571018056                                           181242.86     Purchase                    9.375      No Documentation             AAA                   232000
571018059                                            45344.81     Purchase                     12.5      No Documentation             AAA                   232000
571018073                                            46385.13     Purchase                     12.5      No Documentation             AAA                   235000
571018089                                            25856.47     Purchase                   10.999      No Documentation             AAA                   518000
571018117                                           100451.83     Purchase                    8.875      No Documentation             AAA                   155000
571018118                                            46373.67     Purchase                     9.99      No Documentation             AAA                   155000
571018120                                           235602.33     Purchase                    6.875      No Documentation             AAA                   295000
571018122                                           136493.51     Purchase                      7.5      No Documentation             AAA                   174000
571018124                                              165200     Purchase                    8.375      No Documentation             AAA                   270000
571018125                                            41278.75     Purchase                     12.5      No Documentation             AAA                   270000
571018141                                            78731.38     Purchase                    12.25      No Documentation             AAA                   527000
571018212                                            91952.31     Purchase                     9.25      No Documentation             AAA                   117000
571018225                                            31983.54     Purchase                     12.5      Lite Documentation           AAA                   170000
571018311                                            48934.98     Purchase                   10.039      Lite Documentation           AAA                   251000
571018358                                            55951.21     Purchase                     12.5      No Documentation             AAA                   280000
571018382                                              352792     Purchase                    8.875      Lite Documentation           AAA                   460000
571018387                                            69933.99     Purchase                     12.5      No Documentation             AAA                   350000
571018388                                            88129.58     Purchase                     12.5      Lite Documentation           AAA                   460000
571018390                                            20839.28     Purchase                     12.5      No Documentation             AAA                   139000
571018392                                            39579.63     Purchase                     12.5      Lite Documentation           AAA                   198000
571018410                                            33582.71     Purchase                     12.5      Lite Documentation           AAA                   195000
571018424                                           120524.64     Purchase                   11.625      Lite Documentation           AAA                   675000
571018429                                            21588.88     Rate/Term Refinance          12.5      Stated Income Documentation  AAA                   432000
571018433                                           143805.12     Purchase                     10.5      No Documentation             AAA                   183000
571018436                                           143805.12     Purchase                     10.5      No Documentation             AAA                   183000
571018452                                            32583.22     Purchase                     12.5      No Documentation             AAA                   175000
571018471                                            32783.13     Cash Out Refinance           12.5      No Documentation             AAA                   328000
571018489                                             43136.5     Purchase                     12.5      Stated Income Documentation  AAA                   225000
571018535                                           230387.36     Purchase                    7.625      No Documentation             AAA                   290000
571018569                                            54971.71     Purchase                     12.5      No Documentation             AAA                   277000
571018678                                            78029.83     Purchase                     12.5      No Documentation             AAA                   495000
571018684                                            69963.99     Purchase                     12.5      Full Documentation           AAA                   358000
571018690                                           150922.31     Purchase                     12.5      No Documentation             AAA                   755000
571018709                                            99843.51     Cash Out Refinance           7.25      Stated Income Documentation  AAA                   175000
571018790                                           211651.37     Purchase                    6.999      No Documentation             AAA                   270000
571018830                                              192000     Purchase                    7.875      No Documentation             AAA                   245000
571018831                                            47975.31     Purchase                     12.5      No Documentation             AAA                   245000
571018856                                           147631.87     Purchase                      7.5      No Documentation             AAA                   185000
571018859                                            36943.98     Purchase                     12.5      No Documentation             AAA                   185000
571018880                                             17689.9     Purchase                     12.5      No Documentation             AAA                   185000
571018882                                              208247     Purchase                    6.375      Lite Documentation           AAA                   265000
571018952                                            22214.32     Purchase                     12.5      Full Documentation           AAA                   115000
571018979                                            34363.93     Purchase                     12.5      Stated Income Documentation  AAA                   225000
571019031                                              405200     Purchase                    6.999      No Documentation             AAA                   506600
571019039                                           101269.37     Purchase                    11.75      No Documentation             AAA                   506600
571019059                                            80979.27     Purchase                     12.5      No Documentation             AAA                   405000
571019063                                              175765     Purchase                    6.999      No Documentation             AAA                   270500
571019067                                            50374.07     Purchase                     12.5      Lite Documentation           AAA                   336000
571019072                                            47573.52     Purchase                     12.5      No Documentation             AAA                   330000
571019087                                            39979.43     Purchase                     12.5      Stated Income Documentation  AAA                   422000
571019088                                            25377.61     Purchase                   10.039      No Documentation             AAA                   129000
571019098                                            19989.71     Cash Out Refinance           12.5      Lite Documentation           AAA                   250000
571019109                                            99948.55     Purchase                     12.5      No Documentation             AAA                   549000
571019142                                           159904.69     Purchase                     12.5      No Documentation             AAA                   510000
571019176                                           163761.85     Purchase                    7.625      No Documentation             AAA                   205000
571019180                                              332000     Purchase                    8.999      Lite Documentation           AAA                   450000
571019183                                            40978.89     Purchase                     12.5      No Documentation             AAA                   205000
571019186                                            33141.51     Purchase                     12.5      No Documentation             AAA                   246000
571019187                                              272000     Purchase                      7.5      No Documentation             AAA                   345000
571019189                                            67976.41     Purchase                   11.125      No Documentation             AAA                   345000
571019224                                              630000     Cash Out Refinance          7.625      No Documentation             AAA                   910000
571019229                                              455000     Purchase                    8.375      Stated Income Documentation  AAA                   650000
571019241                                              436000     Cash Out Refinance          7.125      No Documentation             AAA                   545000
571019246                                            81729.08     Cash Out Refinance           12.5      No Documentation             AAA                   545000
571019271                                           126916.17     Purchase                   11.375      Lite Documentation           AAA                   670000
571019313                                            56925.43     Purchase                     12.5      Lite Documentation           AAA                   307000
571019320                                              131528     Purchase                    7.375      No Documentation             AAA                   171000
571019324                                            32865.07     Purchase                     12.5      No Documentation             AAA                   171000
571019328                                              448000     Purchase                    7.375      No Documentation             AAA                   560000
571019344                                           129539.54     Purchase                     9.75      No Documentation             AAA                   162000
571019397                                            61966.27     Purchase                    12.25      Stated Income Documentation  AAA                   313000
571019429                                              186320     Purchase                    8.375      No Documentation             AAA                   237000
571019435                                            46556.03     Purchase                     12.5      No Documentation             AAA                   237000
571019453                                            33962.53     Purchase                     12.5      No Documentation             AAA                   174000
571019467                                            24388.91     Purchase                    9.875      Full Documentation           AAA                   122000
571019470                                           119952.31     Purchase                     10.5      No Documentation             AAA                   152000
571019482                                           167881.43     Purchase                     7.75      Stated Income Documentation  AAA                   210000
571019483                                            35990.79     Purchase                     12.5      Full Documentation           AAA                   180000
571019499                                            39912.12     Purchase                     10.5      No Documentation             AAA                   270000
571019513                                            51440.51     Purchase                     12.5      No Documentation             AAA                   260000
571019553                                            34382.29     Purchase                     12.5      Full Documentation           AAA                   179100
571019616                                           175756.97     Purchase                    7.875      No Documentation             AAA                   224000
571019684                                             28918.6     Purchase                     12.5      Lite Documentation           AAA                   201000
571019697                                              188800     Purchase                     6.75      Stated Income Documentation  AAA                   236000
571019699                                            47187.92     Purchase                     12.5      Stated Income Documentation  AAA                   236000
571019704                                             58984.9     Purchase                     12.5      No Documentation             AAA                   300000
571019747                                           136958.57     Purchase                    11.75      No Documentation             AAA                   685000
571019754                                            85376.89     Purchase                    12.25      No Documentation             AAA                   427000
571019755                                           108749.24     Purchase                     9.75      No Documentation             AAA                   139500
571019779                                              252000     Purchase                    6.875      Lite Documentation           AAA                   315000
571019784                                            62978.74     Purchase                    11.25      Lite Documentation           AAA                   315000
571019803                                              308000     Purchase                    7.125      Lite Documentation           AAA                   388000
571019819                                              436000     Cash Out Refinance          6.999      No Documentation             AAA                   545000
571019833                                            32133.47     Purchase                     12.5      Full Documentation           AAA                   165500
571019843                                            54483.96     Cash Out Refinance         11.875      No Documentation             AAA                   545000
571019863                                              316000     Purchase                     8.75      Lite Documentation           AAA                   420000
571019883                                            78979.79     Purchase                     12.5      Lite Documentation           AAA                   420000
571019891                                            65951.58     Purchase                   10.125      Lite Documentation           AAA                   330000
571019932                                            78611.19     Purchase                   10.875      Full Documentation           AAA                   394000
571019971                                            25991.22     Purchase                    11.25      Lite Documentation           AAA                   137500
571019973                                              163457     Purchase                    8.125      No Documentation             AAA                   205000
571019999                                            34591.15     Purchase                     12.5      Stated Income Documentation  AAA                   190000
571020006                                           133954.76     Purchase                    11.25      No Documentation             AAA                   670000
571020008                                            32683.19     Purchase                     12.5      No Documentation             AAA                   163900
571020017                                           182319.52     Purchase                     10.5      Full Documentation           AAA                   300000
571020023                                              460000     Purchase                    7.875      No Documentation             AAA                   750000
571020168                                            62783.93     Purchase                     12.5      No Documentation             AAA                   315000
571020189                                            307793.3     Purchase                    7.999      Stated Income Documentation  AAA                   400000
571020210                                            89564.39     Purchase                     10.5      Lite Documentation           AAA                   120000
571020233                                             51986.7     Purchase                     12.5      No Documentation             AAA                   275000
571020241                                            22394.26     Purchase                     12.5      Lite Documentation           AAA                   120000
571020247                                           239772.28     Purchase                     6.25      No Documentation             AAA                   320000
571020264                                           137964.68     Purchase                     12.5      No Documentation             AAA                   690000
571020276                                            73781.11     Purchase                     12.5      Stated Income Documentation  AAA                   378000
571020326                                           271750.99     Purchase                    8.375      No Documentation             AAA                   350000
571020448                                            81979.02     Purchase                     12.5      No Documentation             AAA                   410000
571020480                                              128000     Purchase                    7.999      No Documentation             AAA                   160000
571020483                                            31991.81     Purchase                     12.5      No Documentation             AAA                   160000
571020504                                           189448.38     Purchase                    7.125      No Documentation             AAA                   238000
571020537                                           419718.13     Purchase                    7.999      Stated Income Documentation  AAA                   526000
571020551                                               47384     Purchase                    11.25      No Documentation             AAA                   238000
571020609                                            48487.59     Purchase                     12.5      No Documentation             AAA                   265000
571020947                                            90976.72     Purchase                     12.5      Lite Documentation           AAA                   473000
571020996                                            28737.62     Purchase                   10.125      No Documentation             AAA                   290000
581011788                                           428561.28     Purchase                     7.93      Full Documentation           AA+                   430000
581012051                                              355000     Purchase                    8.625      Stated Income Documentation  AA+                   360900
581012467                                            76853.78     Purchase                       13      Full Documentation           AA+                   390000
581012722                                           129838.09     Cash Out Refinance          13.55      Full Documentation           B                     650000
581013934                                           186862.69     Cash Out Refinance            7.3      Stated Income Documentation  AA+                   315000
581013943                                           599221.28     Cash Out Refinance            7.6      Stated Income Documentation  AA+                   840000
581013965                                              525000     Cash Out Refinance            6.7      Stated Income Documentation  AA+                   750000
581014152                                              588200     Cash Out Refinance           7.85      Stated Income Documentation  AA+                   692000
581014171                                              525000     Cash Out Refinance           6.85      Stated Income Documentation  AA                    755000
581014179                                              492000     Cash Out Refinance            7.4      Stated Income Documentation  AA                    630000
581014209                                              485000     Cash Out Refinance              7      Stated Income Documentation  AA+                   550000
581014215                                           150002.76     Cash Out Refinance            7.3      Stated Income Documentation  AA+                   332000
581014246                                              486000     Cash Out Refinance            7.9      Stated Income Documentation  AA+                   540000
581014341                                           279673.57     Cash Out Refinance           6.95      Stated Income Documentation  A                     550000
581014399                                           447466.37     Cash Out Refinance            7.9      Stated Income Documentation  A                     560000
581014645                                           598292.51     Cash Out Refinance            5.8      Stated Income Documentation  AA+                   705000
581014654                                              450000     Cash Out Refinance           6.99      Stated Income Documentation  AA+                   500000
581014862                                           482458.16     Cash Out Refinance           6.99      Stated Income Documentation  AA+                   665000
581014887                                           436446.55     Cash Out Refinance            6.8      Stated Income Documentation  AA+                   485000
581014905                                           232264.57     Purchase                     7.45      Stated Income Documentation  AA+                   330000
581014955                                              376000     Purchase                     7.55      Stated Income Documentation  AA+                   475000
581015006                                           533359.85     Cash Out Refinance           6.85      Stated Income Documentation  AA                    712000
581015037                                           498112.55     Cash Out Refinance           8.64      Full Documentation           B                     720000
581015086                                           683331.53     Purchase                     9.55      Business Bank Statements     AA                    760000
581015095                                           511347.09     Rate/Term Refinance          6.75      Full Documentation           AA+                   641000
581015130                                           624489.72     Cash Out Refinance            8.2      Stated Income Documentation  AA+                   965000
581015146                                           299036.87     Purchase                     8.85      Stated Income Documentation  AA+                   379000
581015167                                           489351.48     Cash Out Refinance            6.8      Full Documentation           AA+                   700000
581015176                                             1248000     Cash Out Refinance            7.7      Business Bank Statements     AA+                  1560000
581015247                                              460800     Cash Out Refinance           6.95      Stated Income Documentation  AA+                   512500
581015296                                           194886.28     Cash Out Refinance           7.95      Full Documentation           AA+                   260000
581015384                                           769380.44     Cash Out Refinance              9      Stated Income Documentation  A                    1100000
581015389                                            459520.8     Rate/Term Refinance          7.35      Stated Income Documentation  AA+                   576000
581015401                                           498623.37     Cash Out Refinance           6.45      Stated Income Documentation  AA+                  1989000
581015440                                              467000     Cash Out Refinance           7.85      Full Documentation           AA                    500000
581015505                                              266400     Purchase                     5.99      Stated Income Documentation  AA+                   340000
581015522                                              244000     Purchase                     7.25      Stated Income Documentation  AA+                   331000
581015557                                           529521.58     Cash Out Refinance            6.4      Full Documentation           AA+                   560000
581015581                                           483665.92     Cash Out Refinance          6.775      Full Documentation           AA+                   538000
581015595                                              504000     Rate/Term Refinance          6.45      Full Documentation           AA+                   660000
581015605                                              248000     Purchase                     7.55      Full Documentation           AA+                   310000
581015632                                              766520     Purchase                     8.35      Business Bank Statements     AA+                   766520
581015636                                           177466.17     Purchase                     7.05      Full Documentation           AA+                   230000
581015637                                           399966.49     Purchase                      6.5      Stated Income Documentation  AA+                   400000
581015689                                           439747.08     Cash Out Refinance              8      Stated Income Documentation  AA+                   440000
581015708                                             1305000     Cash Out Refinance           6.45      Full Documentation           AA+                  1450000
581015768                                           506509.66     Cash Out Refinance           8.65      Full Documentation           AA+                   634000
581015805                                           593942.06     Cash Out Refinance            6.6      Full Documentation           AA+                   730000
581015860                                              243320     Cash Out Refinance           7.55      Stated Income Documentation  B                     316000
581015872                                              544000     Cash Out Refinance           6.35      Full Documentation           AA+                   605000
581015920                                              411000     Purchase                     7.75      Stated Income Documentation  AA+                   420000
581016034                                           664616.65     Cash Out Refinance           7.99      Full Documentation           AA+                   700000
581016051                                            749998.7     Cash Out Refinance           7.25      Full Documentation           AA+                   835000
581016131                                              255000     Purchase                     8.35      Full Documentation           AA+                   270000
581016176                                           417975.75     Cash Out Refinance            8.5      Stated Income Documentation  AA                    465000
581016195                                           229288.46     Cash Out Refinance            6.4      Full Documentation           AA+                   270000
581016235                                              769500     Cash Out Refinance           9.35      Full Documentation           AA+                   810000
581017100                                           555616.38     Cash Out Refinance            8.6      Stated Income Documentation  AA+                   585000
581017136                                            469919.9     Cash Out Refinance            7.2      Full Documentation           AA+                   500000
581017141                                              393662     Purchase                     9.05      Stated Income Documentation  AA+                   439000
581017198                                           294936.98     Purchase                        9      Stated Income Documentation  AA+                   295000
581017403                                              465000     Cash Out Refinance           7.89      Full Documentation           AA+                   465000
581017480                                           749903.63     Rate/Term Refinance          7.95      Stated Income Documentation  AA+                   750000
581017525                                           519950.88     Cash Out Refinance           8.75      Stated Income Documentation  AA+                   520000
581017570                                           455919.34     Cash Out Refinance            7.1      Full Documentation           AA+                   480000
581018095                                              763000     Cash Out Refinance            6.9      Stated Income Documentation  AA+                   882000
581018739                                              630000     Purchase                     9.99      Stated Income Documentation  AA+                   700000
611026139                                              588500     Purchase                      7.5      Stated Income Documentation  AA+                   750000
611026400                                           423310.85     Cash Out Refinance            6.8      Full Documentation           AA+                   530000
611026498                                            44173.24     Purchase                     13.6      Full Documentation           AA+                   221500
621017123                                            53434.51     Purchase                    11.35      Stated Income Documentation  AA+                   280000
621019148                                           974536.32     Cash Out Refinance           8.65      Full Documentation           AA+                  1500000
621019511                                            66954.18     Purchase                    14.35      Full Documentation           AA+                   335000
621019673                                            99877.17     Cash Out Refinance           8.45      Stated Income Documentation  AA+                   184000
621019883                                           251613.02     Cash Out Refinance          7.345      Full Documentation           AA                    315000
621019930                                              233750     Cash Out Refinance           8.52      Full Documentation           AA                    275000
621020157                                            48960.22     Purchase                     13.6      Full Documentation           AA+                   245000
621020190                                            47965.24     Purchase                     14.1      Full Documentation           AA+                   241000
621020230                                             1500000     Cash Out Refinance           6.99      Lite Documentation           AA+                  1950000
621020287                                            31949.43     Purchase                    13.23      Stated Income Documentation  AA+                   165000
621020495                                            49280.21     Purchase                     13.6      Full Documentation           AA+                   246500
621020520                                            73760.15     Purchase                     14.1      Full Documentation           AA+                   384000
621020525                                            41965.91     Purchase                     13.6      Full Documentation           AA+                   210000
621020570                                            51961.64     Purchase                   12.725      Full Documentation           AA+                   260000
621020783                                              228812     Purchase                      7.8      Full Documentation           AA+                   288000
621020804                                            52961.98     Purchase                    12.85      Full Documentation           AA+                   278000
621020816                                             63561.5     Purchase                     13.6      Full Documentation           AA+                   341000
621020850                                           179366.15     Purchase                     8.17      Full Documentation           AA+                   225000
621020879                                            203879.3     Purchase                      7.9      Full Documentation           AA+                   262000
621020972                                             44877.1     Purchase                     10.6      Full Documentation           AA+                   225000
621020974                                           447256.13     Purchase                     6.95      Stated Income Documentation  AA+                   560000
621020993                                           445598.72     Cash Out Refinance            7.6      Full Documentation           AA+                   630000
621021009                                          1348862.92     Cash Out Refinance          10.25      Stated Income Documentation  AA                   2100000
621021040                                           331592.15     Purchase                     8.45      Full Documentation           AA+                   420000
621021082                                              420000     Purchase                     7.75      Stated Income Documentation  AA+                   525000
621021097                                          1049047.07     Cash Out Refinance            9.9      Stated Income Documentation  AA+                  1500000
621021165                                              245824     Purchase                     8.65      Full Documentation           AA+                   350000
621021221                                              580000     Cash Out Refinance            9.4      Stated Income Documentation  AA+                   645000
621021228                                            51559.68     Purchase                     10.6      Full Documentation           AA+                   258000
621021259                                           155930.06     Purchase                     8.85      Full Documentation           AA+                   215000
621021261                                            38984.35     Purchase                     13.6      Full Documentation           AA+                   215000
621021267                                           244969.46     Purchase                   10.775      Stated Income Documentation  AA+                   245000
621021316                                            99928.37     Cash Out Refinance             11      Stated Income Documentation  AA                    296000
621021346                                              345000     Purchase                     8.85      Full Documentation           AA+                   345000
621021365                                           279784.33     Purchase                      8.4      Full Documentation           AA+                   370000
621021368                                            69957.61     Purchase                     13.6      Full Documentation           AA+                   370000
621021379                                           170907.24     Cash Out Refinance            8.2      Stated Income Documentation  AA+                   190000
621021389                                           167753.34     Purchase                     7.57      Full Documentation           AA+                   210000
621021453                                           151817.82     Purchase                     8.57      Full Documentation           AA+                   190000
621021474                                            82318.03     Purchase                    10.85      Full Documentation           AA+                   430000
621021537                                           249911.07     Purchase                     8.75      Stated Income Documentation  AA+                   285000
621021550                                           150595.93     Cash Out Refinance          7.975      Stated Income Documentation  B                     260000
621021595                                           171937.42     Cash Out Refinance           9.55      Stated Income Documentation  AA+                   215000
621021614                                           119831.78     Cash Out Refinance            7.8      Full Documentation           AA                    165000
621021630                                           310270.33     Purchase                     6.25      Full Documentation           AA+                   318000
621021644                                           246742.99     Purchase                     7.75      Stated Income Documentation  AA+                   315000
621021646                                           239867.53     Purchase                     8.95      Full Documentation           AA+                   330000
621021700                                           139849.65     Cash Out Refinance            9.1      Stated Income Documentation  AA+                   200000
621021701                                           160806.25     Cash Out Refinance           8.55      Stated Income Documentation  AA+                   230000
621021775                                            99925.28     Cash Out Refinance          10.06      Stated Income Documentation  AA                    175000
621021850                                           135926.23     Purchase                      8.2      Full Documentation           AA+                   215000
621021860                                            33983.09     Purchase                    12.65      Full Documentation           AA+                   215000
621021871                                            71945.54     Cash Out Refinance          10.75      Full Documentation           AA+                    80000
621021921                                           253783.01     Cash Out Refinance            6.6      Full Documentation           B                     415000
621021943                                           151751.67     Purchase                     8.95      Full Documentation           AA+                   200000
621021969                                           165600.38     Rate/Term Refinance           6.4      Full Documentation           AA+                   195000
621022041                                           143111.05     Purchase                      9.8      Full Documentation           AA+                   179000
621022051                                           118715.26     Purchase                     11.9      Full Documentation           AA                    148000
621022176                                            95966.87     Cash Out Refinance          11.15      Stated Income Documentation  AA+                   120000
621022188                                           303901.72     Purchase                     7.35      Full Documentation           AA+                   380000
621022218                                           347641.56     Purchase                      9.3      Full Documentation           AA+                   435000
621022223                                              175500     Cash Out Refinance            8.4      Full Documentation           AA+                   205000
621022244                                           295929.87     Purchase                     8.65      Full Documentation           AA+                   370000
621022255                                              176000     Cash Out Refinance          10.05      Full Documentation           B                     220000
621022282                                           159177.93     Purchase                     9.55      Full Documentation           AA+                   200000
621022286                                            618373.5     Rate/Term Refinance          8.05      Full Documentation           AA+                   651000
621022367                                              295000     Purchase                     7.19      Full Documentation           AA+                   295000
621022490                                           127894.47     Purchase                    10.35      Full Documentation           B                     162500
621022730                                           356215.02     Cash Out Refinance           8.65      Stated Income Documentation  AA                    375000
621022861                                           522427.57     Cash Out Refinance           7.75      Full Documentation           AA+                   550000
621023926                                              140000     Purchase                     9.55      Stated Income Documentation  AA+                   205000
621024282                                              197100     Purchase                     10.7      Full Documentation           AA+                   219000
631015311                                              476000     Cash Out Refinance           7.98      Stated Income Documentation  AA+                   560000
631015945                                              446250     Cash Out Refinance          7.475      Full Documentation           AA                    525000
631015997                                             1002000     Cash Out Refinance           7.75      Full Documentation           AA+                  1200000
631016010                                           501475.04     Cash Out Refinance           8.35      Stated Income Documentation  A                     605000
631016041                                           955684.88     Cash Out Refinance            8.3      Full Documentation           AA+                  1063000
631016102                                           512264.79     Cash Out Refinance           7.25      Full Documentation           AA                    570000
631016144                                              490000     Rate/Term Refinance          5.99      Full Documentation           AA                    600000
651021910                                            86865.34     Cash Out Refinance          13.99      Full Documentation           AA+                   435000
651022670                                            46955.94     Purchase                    14.05      Full Documentation           AA+                   256000
661019078                                             90898.8     Cash Out Refinance          14.05      Full Documentation           AA                    455000
661019478                                           415806.45     Purchase                    6.425      Full Documentation           AA+                   463500
661019696                                            219497.2     Purchase                      7.4      Stated Income Documentation  AA+                   306000
661019901                                           463056.64     Cash Out Refinance           7.65      Full Documentation           A                     515000
661020321                                           566436.15     Cash Out Refinance           6.45      Full Documentation           AA                    780000
661020347                                           174972.91     Cash Out Refinance          10.15      Full Documentation           CC                    365000
661020460                                           335216.69     Cash Out Refinance            7.3      Full Documentation           AA                    420000
661020474                                            829951.8     Cash Out Refinance            7.7      Stated Income Documentation  AA                   1043000
661020497                                           499373.08     Purchase                     8.35      Full Documentation           AA+                   625000
661020560                                           239867.91     Purchase                     8.15      Stated Income Documentation  AA                    300000
661020564                                              434000     Rate/Term Refinance          8.99      Stated Income Documentation  AA+                   500000
661020580                                              625000     Purchase                        8      Stated Income Documentation  AA+                   660000
661020624                                           334614.29     Cash Out Refinance            5.5      Full Documentation           AA+                   661000
661020633                                              585000     Cash Out Refinance            8.4      Stated Income Documentation  AA+                   650000
661020876                                              511500     Cash Out Refinance              6      Stated Income Documentation  AA+                   830000
661020899                                           603601.26     Cash Out Refinance          8.925      Full Documentation           A                     755000
661020902                                           823324.83     Cash Out Refinance           7.99      Stated Income Documentation  AA+                  1100000
661020929                                           527526.48     Cash Out Refinance          7.875      Full Documentation           AA                    660000
661021012                                              548000     Cash Out Refinance           7.15      Stated Income Documentation  AA+                   685000
661021034                                            55942.73     Purchase                    11.25      Full Documentation           AA+                   285000
661021035                                           141920.56     Purchase                   12.125      Full Documentation           AA+                   760000
661021079                                              355000     Purchase                      8.6      Stated Income Documentation  AA+                   355000
661021084                                              743750     Cash Out Refinance           6.55      Business Bank Statements     AA                    875000
661021123                                              304000     Purchase                      6.4      Full Documentation           AA+                   380000
661021131                                            75941.03     Purchase                     12.5      Full Documentation           AA+                   380000
661021206                                           329687.93     Purchase                     7.69      Stated Income Documentation  AA+                   575000
661021265                                           799307.94     Cash Out Refinance              8      Stated Income Documentation  AA+                   900000
661021286                                           521935.85     Cash Out Refinance            5.6      Full Documentation           AA+                   580000
661021321                                              446500     Cash Out Refinance            7.7      Full Documentation           AA                    470000
661021335                                              670000     Cash Out Refinance              6      Stated Income Documentation  AA+                   970000
661021383                                           431642.15     Cash Out Refinance           8.15      Full Documentation           AA+                   480000
661021386                                              480000     Cash Out Refinance           6.95      Stated Income Documentation  AA+                   600000
661021400                                              473450     Cash Out Refinance           6.95      Full Documentation           AA+                   557000
661021424                                           449381.73     Cash Out Refinance            7.9      Stated Income Documentation  AA+                   500000
661021446                                           636027.06     Rate/Term Refinance           7.1      Business Bank Statements     AA+                   800000
661021464                                              408990     Purchase                    6.708      Full Documentation           AA+                   409000
661021474                                              505400     Cash Out Refinance            6.5      Stated Income Documentation  AA+                   532000
661021501                                           385816.44     Purchase                     8.65      Stated Income Documentation  AA+                   386000
661021506                                           249903.42     Purchase                     9.35      Stated Income Documentation  AA+                   250000
661021516                                              467500     Cash Out Refinance           7.75      Full Documentation           AA+                   550000
661021530                                              468000     Cash Out Refinance            7.6      Stated Income Documentation  AA+                   520000
661021541                                              634950     Rate/Term Refinance           7.4      Stated Income Documentation  AA+                   765000
661021542                                           689266.65     Purchase                     9.15      Stated Income Documentation  AA+                   690000
661021612                                           522433.87     Purchase                     7.99      Stated Income Documentation  AA+                   550000
661021633                                           574414.83     Cash Out Refinance           7.95      Full Documentation           AA+                   605000
661021635                                           346062.22     Purchase                      6.7      Full Documentation           C                     365000
661021649                                              400000     Purchase                     7.55      Stated Income Documentation  AA+                   500000
661021650                                           463097.01     Cash Out Refinance          6.544      Stated Income Documentation  AA+                   618000
661021658                                              362400     Purchase                        7      Full Documentation           AA+                   455000
661021661                                            90550.45     Purchase                   12.225      Full Documentation           AA+                   455000
661021676                                           422901.25     Cash Out Refinance            8.7      Stated Income Documentation  AA                    470000
661021692                                            474796.3     Purchase                        9      Stated Income Documentation  AA                    478000
661021765                                              340000     Purchase                     6.35      Stated Income Documentation  AA+                   350000
661021777                                              667698     Purchase                     8.75      Full Documentation           AA+                   740000
661021798                                           583909.29     Purchase                     7.95      Full Documentation           AA+                   700000
661021807                                            270531.2     Purchase                      6.8      Full Documentation           AA+                   285000
661021816                                           804985.38     Purchase                     6.09      Stated Income Documentation  AA+                   805000
661021819                                              560000     Cash Out Refinance            6.6      Stated Income Documentation  AA+                   560000
661021822                                           478472.95     Purchase                     7.55      Full Documentation           AA+                   532000
661021826                                           336838.58     Purchase                     6.55      Full Documentation           AA+                   337000
661021871                                           241432.73     Purchase                     7.35      Full Documentation           AA+                   304000
661021875                                           597702.81     Purchase                      8.5      Stated Income Documentation  AA+                   600000
661021899                                              636031     Cash Out Refinance            8.4      Stated Income Documentation  AA+                   670000
661021901                                           832114.67     Cash Out Refinance           9.15      Lite Documentation           AA+                   980000
661021904                                              684000     Rate/Term Refinance          6.15      Full Documentation           AA+                   720000
661021918                                              352000     Purchase                     8.35      Stated Income Documentation  AA+                   385000
661021984                                            466022.7     Cash Out Refinance            6.8      Full Documentation           AA                    639000
661022043                                              595000     Cash Out Refinance           7.35      Stated Income Documentation  AA+                   595000
661022087                                           101186.74     Cash Out Refinance           8.35      Full Documentation           AA                    270000
661022115                                              584500     Purchase                      7.5      Full Documentation           AA+                   594000
661022125                                           464789.06     Purchase                     8.81      Stated Income Documentation  AA+                   465000
661022190                                           512322.46     Cash Out Refinance          8.095      Stated Income Documentation  AA+                   540000
661022196                                           474922.01     Cash Out Refinance            7.3      Full Documentation           AA+                   500000
661022246                                           689657.09     Cash Out Refinance            8.5      Stated Income Documentation  AA+                   690000
661022256                                              375840     Purchase                     6.41      Full Documentation           AA+                   376000
661022278                                           496710.18     Cash Out Refinance           7.95      Full Documentation           AA+                   497000
661022292                                           332010.36     Purchase                     7.55      Full Documentation           AA+                   335000
661022327                                           629896.18     Purchase                     7.29      Full Documentation           AA+                   650000
661022402                                           479868.49     Purchase                     7.79      Stated Income Documentation  AA+                   500000
661022476                                              445000     Purchase                      8.6      Stated Income Documentation  AA+                   445000
661022512                                              359000     Purchase                      7.4      Full Documentation           AA+                   359000
661022513                                           103913.06     Cash Out Refinance            6.9      Full Documentation           AA+                   160000
661022533                                           499899.67     Purchase                     9.21      Full Documentation           AA+                   515000
661022577                                              973154     Purchase                     8.45      Full Documentation           AA+                  1050000
661022593                                              593000     Purchase                     5.63      Stated Income Documentation  AA+                   594000
661022601                                           514958.39     Purchase                     9.15      Stated Income Documentation  AA+                   515000
661022629                                           555686.32     Cash Out Refinance           8.25      Full Documentation           AA+                   585000
661022666                                              335000     Purchase                     7.84      Full Documentation           AA+                   335000
661022727                                            749814.9     Cash Out Refinance          8.275      Full Documentation           AA+                   800000
661022750                                           199975.96     Purchase                    8.125      Stated Income Documentation  AA+                   233000
661022805                                              366950     Purchase                     8.54      Full Documentation           AA+                   370000
661022967                                            503347.2     Cash Out Refinance            7.8      Full Documentation           AA+                   530000
661023664                                              612900     Purchase                     9.35      Full Documentation           AA+                   681000
671014415                                            459999.7     Purchase                     8.99      Full Documentation           AA+                   460000
671015154                                           113668.56     Purchase                    13.05      Full Documentation           AA+                   610000
671015213                                           538734.95     Cash Out Refinance            6.8      Stated Income Documentation  A                     600000
671015454                                            593384.2     Cash Out Refinance            9.1      Stated Income Documentation  A                     850000
671015479                                              628686     Cash Out Refinance           7.15      Stated Income Documentation  AA+                   741000
671015720                                            299845.2     Purchase                     9.75      Stated Income Documentation  AA                    377000
671016102                                            119883.3     Purchase                     12.8      Full Documentation           AA+                   602000
671016194                                           434459.08     Cash Out Refinance           7.75      Stated Income Documentation  AA+                   580000
671016364                                              463250     Cash Out Refinance              6      Full Documentation           AA+                   545000
671016388                                           169772.75     Purchase                    12.13      Full Documentation           AA+                   850000
671016455                                             1020000     Cash Out Refinance            7.1      Stated Income Documentation  AA+                  1275000
671016456                                             1059950     Cash Out Refinance           6.85      Stated Income Documentation  AA+                  1325000
671016607                                           543335.54     Cash Out Refinance            6.8      Stated Income Documentation  AA+                   640000
671016627                                           167858.33     Purchase                   12.125      Full Documentation           AA+                   840000
671016660                                              503000     Cash Out Refinance           6.05      Full Documentation           AA+                   585000
671016674                                            575116.1     Cash Out Refinance           5.95      Full Documentation           AA+                   640000
671016765                                           479661.38     Cash Out Refinance            8.7      Stated Income Documentation  AA                    600000
671016769                                            679403.2     Purchase                     7.95      Stated Income Documentation  AA+                   850000
671016881                                           593439.86     Cash Out Refinance            7.7      Full Documentation           AA                    660000
671016897                                           349472.74     Purchase                      6.2      Full Documentation           AA+                   395000
671016936                                              604000     Rate/Term Refinance           8.1      Stated Income Documentation  AA+                   755000
671016945                                           592164.32     Cash Out Refinance           8.05      Stated Income Documentation  AA                    800000
671016949                                           563432.18     Cash Out Refinance              6      Full Documentation           AA+                   705000
671016950                                              450755     Cash Out Refinance          7.375      Stated Income Documentation  AA+                   657000
671016958                                           467892.05     Cash Out Refinance            8.5      Stated Income Documentation  AA+                   625000
671016974                                           501357.05     Purchase                      6.8      Full Documentation           AA+                   628313
671016975                                           444559.17     Purchase                      8.3      Full Documentation           AA+                   556140
671017029                                          1462589.56     Cash Out Refinance          7.625      Full Documentation           AA+                  1830000
671017041                                           731114.59     Cash Out Refinance            8.3      Full Documentation           AA+                   770000
671017048                                           131769.33     Purchase                     10.5      Full Documentation           AA+                   659637
671017050                                           311904.62     Cash Out Refinance         10.125      Full Documentation           CC                    480000
671017076                                            376102.9     Purchase                     6.55      Full Documentation           AA+                   418000
671017103                                            111146.4     Purchase                    12.75      Full Documentation           AA+                   556140
671017121                                              539992     Purchase                     7.75      Stated Income Documentation  AA+                   676000
671017122                                           579101.32     Cash Out Refinance            7.3      Stated Income Documentation  AA+                   725000
671017128                                           409773.69     Purchase                     8.14      Full Documentation           AA+                   410000
671017143                                           439608.25     Purchase                     6.45      Full Documentation           AA+                   550000
671017170                                              360000     Purchase                     7.91      Stated Income Documentation  AA+                   440500
671017179                                           109943.41     Purchase                     12.5      Full Documentation           AA+                   550000
671017193                                           271836.73     Purchase                     7.85      Stated Income Documentation  AA+                   340000
671017226                                              690000     Purchase                      8.8      Stated Income Documentation  AA                    690000
671017237                                              500000     Cash Out Refinance            6.7      Full Documentation           AA+                   625000
671017240                                           314913.16     Purchase                        7      Full Documentation           AA+                   316000
671017247                                              608000     Purchase                     7.15      Stated Income Documentation  AA+                   760000
671017250                                              573750     Cash Out Refinance           6.05      Full Documentation           AA+                   675000
671017253                                           664639.29     Purchase                      8.2      Full Documentation           AA+                   670000
671017298                                           544677.56     Cash Out Refinance            7.9      Full Documentation           AA+                   620000
671017340                                           722656.17     Purchase                     8.65      Stated Income Documentation  AA+                   750000
671017346                                              426400     Purchase                     7.15      Stated Income Documentation  AA+                   533000
671017390                                           419758.58     Purchase                        8      Stated Income Documentation  AA+                   435000
671017393                                              616250     Cash Out Refinance            6.9      Stated Income Documentation  AA+                   725000
671017397                                           408308.58     Purchase                      8.7      Stated Income Documentation  AA+                   435000
671017409                                           517195.78     Cash Out Refinance           7.29      Full Documentation           AA+                   647500
671017423                                           431625.82     Cash Out Refinance           6.55      Full Documentation           B                     480000
671017516                                              634500     Cash Out Refinance           7.95      Stated Income Documentation  AA+                   705000
671017517                                            664858.4     Purchase                     8.45      Stated Income Documentation  AA+                   665000
671017539                                           434833.81     Cash Out Refinance           6.99      Full Documentation           AA+                   435000
671017558                                              670000     Cash Out Refinance           7.85      Full Documentation           AA+                   670000
671017568                                            796760.1     Rate/Term Refinance           6.3      Full Documentation           AA+                  1025000
671017594                                           602874.07     Rate/Term Refinance          5.89      Full Documentation           AA+                   710000
671017635                                           520565.46     Cash Out Refinance           9.65      Stated Income Documentation  AA+                   548000
671017663                                           715835.69     Cash Out Refinance           6.39      Full Documentation           AA+                   716000
671017768                                              586500     Cash Out Refinance           7.55      Stated Income Documentation  AA+                   690000
671017779                                           651899.35     Cash Out Refinance            7.8      Stated Income Documentation  AA+                   815000
671017780                                              360000     Purchase                      8.5      Stated Income Documentation  AA+                   460000
671017811                                           476896.72     Cash Out Refinance           6.55      Full Documentation           AA+                   530000
671017827                                           399886.61     Purchase                      7.7      Stated Income Documentation  AA+                   410000
671017842                                              595000     Cash Out Refinance            5.8      Full Documentation           AA+                   850000
671017878                                           181982.19     Purchase                     8.66      Full Documentation           AA+                   182000
671017897                                           783695.37     Cash Out Refinance          9.525      Full Documentation           AA                    825000
671017920                                           603205.64     Cash Out Refinance           9.39      Full Documentation           AA+                   635000
671017922                                           598412.19     Cash Out Refinance            7.6      Stated Income Documentation  AA+                   630000
671017930                                           427442.94     Cash Out Refinance           7.85      Stated Income Documentation  AA+                   451000
671017937                                              618000     Purchase                      7.8      Full Documentation           AA+                   618000
671017971                                           314975.04     Purchase                      9.2      Stated Income Documentation  AA+                   315000
671018009                                              135000     Purchase                       10      Stated Income Documentation  AA+                   400000
671018900                                           719930.38     Purchase                     8.69      Stated Income Documentation  AA+                   735000
671019028                                              560363     Rate/Term Refinance           7.2      Full Documentation           AA+                   590000
671019146                                              171000     Cash Out Refinance            8.1      Full Documentation           AA+                   190000
831071287                                           407371.01     Purchase                     6.99      Full Documentation           AA+                   510000
831071296                                           109820.84     Purchase                     11.5      Full Documentation           AA+                   550000
831071297                                            101887.9     Purchase                    12.25      Full Documentation           AA+                   510000
831071453                                           518726.43     Cash Out Refinance            8.5      Stated Income Documentation  AA+                   650000
831071493                                           105896.96     Purchase                     12.8      Full Documentation           AA+                   530000
831072384                                            70892.42     Purchase                   11.875      Stated Income Documentation  AA+                   380000
831072523                                            72914.98     Purchase                    11.99      Stated Income Documentation  AA+                   385000
831072707                                            99385.77     Purchase                     9.13      Full Documentation           AA+                   128000
831072867                                            47164.92     Purchase                    13.99      Full Documentation           AA+                   238000
831072894                                           399383.35     Purchase                     6.99      Full Documentation           AA+                   500000
831072895                                              346400     Purchase                    7.125      Full Documentation           AA+                   433000
831072899                                              372400     Purchase                     7.75      Full Documentation           AA+                   466000
831072901                                           422557.62     Cash Out Refinance           8.35      Stated Income Documentation  AA                    470000
831072906                                           229479.43     Purchase                    8.345      Full Documentation           AA+                   290000
831072911                                           838191.42     Cash Out Refinance          9.125      Stated Income Documentation  AA+                  1050000
831072913                                             57376.5     Purchase                    12.99      Full Documentation           AA+                   290000
831072914                                            86515.59     Purchase                    12.79      Full Documentation           AA+                   433000
831072915                                            93008.47     Purchase                    12.75      Full Documentation           AA+                   466000
831072916                                            61935.53     Purchase                     12.5      Full Documentation           AA+                   310000
831072919                                            99904.38     Purchase                   12.875      Full Documentation           AA+                   500000
831072920                                          1048144.11     Cash Out Refinance           8.67      Business Bank Statements     AA+                  1450000
831073170                                            59948.12     Purchase                     12.1      Business Bank Statements     AA+                   300000
831073173                                              356800     Purchase                     8.25      Full Documentation           AA+                   450000
831073174                                           163729.21     Purchase                        9      Full Documentation           AA+                   205000
831073204                                           159786.37     Purchase                      7.5      Full Documentation           AA+                   240000
831073237                                           375660.39     Purchase                     8.85      Stated Income Documentation  AA+                   470000
831073253                                           651546.76     Cash Out Refinance           8.75      Stated Income Documentation  AA                    815000
831073312                                              264000     Purchase                    7.375      Full Documentation           AA+                   330000
831073313                                            65904.57     Purchase                       11      Full Documentation           AA+                   330000
831073314                                           584277.18     Cash Out Refinance          8.885      Stated Income Documentation  AA+                   731000
831073371                                            48452.29     Purchase                    12.75      Full Documentation           AA+                   245000
831073398                                           100902.91     Purchase                    12.85      Full Documentation           AA+                   515000
831073600                                              731220     Purchase                     7.27      Stated Income Documentation  AA+                   915000
831073601                                           182791.46     Purchase                    10.75      Stated Income Documentation  AA+                   915000
831073611                                            131894.4     Purchase                     8.27      Full Documentation           AA+                   166000
831073612                                            32977.06     Purchase                    12.99      Full Documentation           AA+                   166000
831073618                                           578700.59     Cash Out Refinance            7.5      Full Documentation           A                     725000
831073624                                            111034.6     Purchase                      9.5      Full Documentation           B                     143000
831073672                                           793140.99     Cash Out Refinance          10.99      Stated Income Documentation  B                    1135000
831073679                                           507014.96     Cash Out Refinance           8.22      Full Documentation           AA+                   635000
831073680                                              600000     Cash Out Refinance           7.15      Stated Income Documentation  AA+                   820000
831073681                                              500000     Purchase                     7.89      Full Documentation           AA+                   625000
831073682                                            124908.3     Purchase                    12.75      Full Documentation           AA+                   625000
831073685                                            431489.3     Purchase                      6.9      Full Documentation           AA+                   550000
831074155                                            464055.8     Cash Out Refinance           7.99      Stated Income Documentation  AA                    650000
831074207                                              477000     Cash Out Refinance            8.4      Stated Income Documentation  AA                    530000
831074609                                               83735     Purchase                     12.5      Full Documentation           AA+                   419000
831074619                                            329236.7     Purchase                     7.15      Stated Income Documentation  AA+                   412000
831074624                                           427761.94     Cash Out Refinance            9.5      Stated Income Documentation  AA+                   535000
831074627                                           197173.36     Purchase                    7.685      Stated Income Documentation  AA+                   247000
831074631                                            82324.51     Purchase                    11.75      Stated Income Documentation  AA+                   412000
831074633                                            49365.66     Purchase                    12.99      Stated Income Documentation  AA+                   247000
841020363                                           165641.12     Purchase                     9.78      Business Bank Statements     AA+                   175000
841020776                                            41563.39     Purchase                    14.25      Full Documentation           AA+                   208000
841021464                                            44958.56     Purchase                    14.05      Full Documentation           AA+                   225000
841023335                                            62703.59     Purchase                    12.75      Full Documentation           AA+                   315000
841023373                                             70098.5     Cash Out Refinance             11      Full Documentation           AA+                    78000
841023756                                             58891.3     Purchase                   12.125      Full Documentation           AA+                   295000
841023767                                           123278.61     Cash Out Refinance           9.35      Full Documentation           AA+                   130000
841023887                                           147687.72     Purchase                      8.7      Full Documentation           AA+                   186000
841023890                                            36925.11     Purchase                     13.5      Full Documentation           AA+                   186000
841024217                                           133519.99     Purchase                    7.525      Full Documentation           AA+                   169000
841024503                                             74978.6     Cash Out Refinance          10.35      Stated Income Documentation  AA+                   100000
841024533                                           229708.05     Purchase                     8.29      Full Documentation           AA+                   235000
841024879                                             92763.6     Purchase                      9.3      Full Documentation           AA+                   120000
841024892                                           147844.34     Purchase                      9.2      Stated Income Documentation  AA+                   190000
861003593                                           543270.49     Purchase                    9.075      Full Documentation           AA+                   617000
871006722                                              412200     Purchase                     7.85      Full Documentation           AA+                   480000
871006909                                           438438.38     Purchase                      9.2      Stated Income Documentation  AA+                   580000
871006945                                              340000     Purchase                      8.1      Stated Income Documentation  AA+                   430000
871007016                                           265153.24     Purchase                     8.15      Full Documentation           AA+                   305000
871007064                                           199826.32     Purchase                      8.7      Full Documentation           AA+                   264000
871007110                                           863384.05     Rate/Term Refinance           8.4      Stated Income Documentation  AA                   1150000
871007147                                           648021.42     Cash Out Refinance          8.885      Stated Income Documentation  A                     865000
871007188                                           591118.95     Cash Out Refinance            8.2      Stated Income Documentation  AA                    845000
871007195                                           308350.84     Purchase                      8.2      Stated Income Documentation  AA+                   475000
871007219                                           437363.46     Cash Out Refinance           6.48      Full Documentation           AA+                   515000
871007248                                           278971.22     Purchase                     6.75      Full Documentation           AA+                   349000
871007374                                           674886.58     Cash Out Refinance            9.8      Stated Income Documentation  AA+                   750000
951001148                                           649792.96     Purchase                     9.99      Stated Income Documentation  AA+                   650000
951001177                                           203185.35     Purchase                     9.87      Full Documentation           AA+                   214000
951001259                                           569773.09     Purchase                     9.25      Full Documentation           AA+                   600000
951001569                                            77466.71     Purchase                    10.25      Full Documentation           AA+                    81000
951001622                                              630000     Cash Out Refinance            8.6      Stated Income Documentation  AA+                   700000
951001671                                           122950.48     Purchase                    10.44      Full Documentation           C                     206000
951001994                                               51000     Purchase                     11.8      Stated Income Documentation  AA+                    85000
951002016                                            94018.94     Purchase                    11.35      Stated Income Documentation  AA+                    98000
951002146                                           285525.02     Purchase                      8.3      Full Documentation           AA+                   357000
951002174                                           198908.72     Purchase                     9.83      Full Documentation           AA+                   199000
951002233                                           279832.11     Purchase                     8.55      Full Documentation           AA+                   280000
951002355                                               72000     Purchase                    11.55      Stated Income Documentation  AA+                    80000
951002576                                            57483.36     Purchase                    11.95      Stated Income Documentation  AA+                    59000
951002724                                            124747.1     Cash Out Refinance           10.2      Stated Income Documentation  AA                    192000
951002984                                           551669.02     Cash Out Refinance           8.55      Full Documentation           AA                    690000
951003242                                              136000     Cash Out Refinance             10      Stated Income Documentation  A                     170000
951003264                                              202000     Cash Out Refinance         10.595      Stated Income Documentation  AA                    290000
961074355                                           847970.93     Cash Out Refinance          8.625      Full Documentation           AA+                  1245000
961074742                                           874220.95     Cash Out Refinance           9.99      Stated Income Documentation  AA+                   985000
961074961                                            144321.4     Purchase                     9.99      Stated Income Documentation  AA+                   160500
961075254                                           697105.27     Cash Out Refinance           7.15      Full Documentation           AA                    735000
961076795                                           639641.58     Cash Out Refinance           8.88      Stated Income Documentation  AA+                   800000
961076973                                              202500     Purchase                    10.25      Full Documentation           AA+                   226000
961076976                                           209857.66     Cash Out Refinance           7.95      Stated Income Documentation  AA+                   280000
-------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                               461,557,449.66
-------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                               999,999,713.55
===================================================================================================================================================================


-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
          Loan Number                  Review Appraisal     Sale Price    Actual Unpaid Balance            Prepayment Penalty              Prepayment Term     Remaining Prepayment Term   Rounding Code
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
031045594                                      405000             0                303348.78      3% / 2% / 1%                                        24                           20      U
031045852                                      195000             0                 38966.12      3% / 2% / 1%                                        36                           31                0
031046231                                      235000             0                152578.74      6 mo int on 80%                                     24                           21      U
031046233                                      590000             0                412303.85      3% / 2% / 1%                                        24                           20      U
031046235                                      350000             0                202580.27      3% / 2% / 1%                                        36                           32      U
031046274                                      395000             0                   355500      6 mo int on 80%                                     24                           21      U
031046325                                      520000             0                363963.51      6 mo int on 80%                                     36                           32      U
051068817                                      151000             0                  30168.3      None                                                 0                            0                0
051069064                                      362000             0                361586.34      1% of UPB                                           24                           17      U
051071274                                      180000             0                 35918.62      None                                                 0                            0                0
051071429                                      156000             0                 31177.12      None                                                 0                            0                0
051071659                                      140000        133400                 26619.66      None                                                 0                            0                0
051071991                                      137000        137000                 27385.03      None                                                 0                            0                0
051072026                                      168000        165000                 32912.04      None                                                 0                            0                0
051072848                                      195000             0                165659.78      1% of UPB                                           24                           20      U
051072885                                      157000             0                148431.03      1% of UPB                                           24                           21      U
051072944                                      305000             0                258774.48      3% / 2% / 1%                                        12                            8      U
051073104                                      155000             0                 30973.67      None                                                 0                            0                0
051073176                                      110000             0                 76976.73      6 mo int on 80%                                     24                           22      U
051073223                                      218400             0                196292.66      3% / 2% / 1%                                        24                           21      U
051073283                                      175000             0                148494.04      1% of UPB                                           24                           20      U
051073532                                      185000             0                166302.48      1% of UPB                                           24                           21      U
051073852                                      279000             0                262217.98      None                                                 0                            0      U
051073914                                      168000             0                142656.73      1% of UPB                                           12                            9      U
051073923                                      175000             0                113719.56      3% / 2% / 1%                                        24                           22      U
051074000                                      252000             0                226596.34      None                                                 0                            0      U
051074003                                      172000             0                 154627.6      3% / 2% / 1%                                        24                           21      U
051074033                                      165000             0                 143825.8      3% / 2% / 1%                                        24                           21      U
051074046                                      143000             0                 99944.23      1% of UPB                                           24                           22      U
051074081                                      112000             0                 92629.88      3% / 2% / 1%                                        24                           21      U
051074123                                      396000             0                373790.67      1% of UPB                                           24                           21      U
051074208                                      130000             0                 99865.47      3% / 2% / 1%                                        24                           22      U
051074309                                      150000        150000                119953.33      3% / 2% / 1%                                        24                           22      U
051074322                                      295000             0                294675.17      1% of UPB                                           36                           34                0
051074326                                      150000        150000                  29985.4      None                                                 0                            0                0
051074470                                      112000             0                100759.07      1% of UPB                                           24                           22      U
051074483                                      147000        144000                114928.76      1% of UPB                                           24                           21      U
051074486                                      156500             0                125006.97      3% / 2% / 1%                                        24                           22      U
051074614                                      155000             0                131940.98      None                                                 0                            0      N
051074638                                      242500             0                229225.22      1% of UPB                                           36                           34      U
051074642                                      225000             0                100762.05      3% / 2% / 1%                                        24                           22      U
051074654                                      129500        127144                120727.07      1% of UPB                                           36                           34                0
061072479                                      245000             0                220388.81      6 mo int on 80%                                     24                           22      U
061073343                                      159000        159000                 31776.69      None                                                 0                            0                0
061074262                                      300000             0                249508.57      PIF - 1% of OPB ; Partial - 1% of amt ppd           24                           20      U
061074334                                      165000        165000                 32975.79      None                                                 0                            0                0
061074376                                      167000             0                133436.89      PIF - 1% of OPB ; Partial - 1% of amt ppd           24                           20      U
061074588                                      315000             0                204905.37      PIF - 1% of OPB ; Partial - 1% of amt ppd           24                           22      U
061074683                                      165500             0                152890.62      6 mo int on 80%                                     24                           20      U
061074684                                      170000             0                144427.03      None                                                 0                            0      U
061074734                                      130000             0                116911.51      PIF - 1% of OPB ; Partial - 1% of amt ppd           24                           21      N
061074735                                      232000             0                208693.15      2% / 1%                                             24                           21      U
061074817                                      350000             0                314868.86      PIF - 1% of OPB ; Partial - 1% of amt ppd           24                           21      U
061074884                                      135000             0                121378.73      PIF - 1% of OPB ; Partial - 1% of amt ppd           24                           21      U
061075025                                      335000             0                262219.71      6 mo int on 80%                                     24                           20      N
061075092                                      225000             0                157138.26      6 mo int on 80%                                     12                            9      U
061075161                                      129000        129000                 25781.07      None                                                 0                            0                0
061075190                                      380000             0                322832.28      6 mo int on 80%                                     24                           21      U
061075451                                      151000             0                135784.91      PIF - 1% of OPB ; Partial - 1% of amt ppd           24                           21      U
061075559                                      210000             0                 186075.8      PIF - 1% of OPB ; Partial - 1% of amt ppd           24                           22      U
061075603                                      150000             0                 74964.64      PIF - 1% of OPB ; Partial - 1% of amt ppd           24                           22      U
061075636                                      192000             0                181638.14      PIF - 1% of OPB ; Partial - 1% of amt ppd           24                           21      U
061075684                                      355000        355000                301655.62      6 mo int on 80%                                     24                           21      U
061075783                                      257000             0                231100.56      PIF - 1% of OPB ; Partial - 1% of amt ppd           24                           21      U
061075895                                       85500             0                 80727.28      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           34                0
061075916                                       60500         62000                    62000      6 mo int on 80%                                     24                           22      U
061076302                                       90000         86900                 78176.13      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           34                0
061076363                                      300000             0                   255000      PIF - 1% of OPB ; Partial - 1% of amt ppd           24                           23      U
061076449                                       95000         95000                  90223.6      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           34                0
061076463                                      239000             0                218954.25      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           34      U
061076490                                      150000        150000                142445.77      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           34                0
061076509                                      130000             0                103880.53      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           34                0
061076524                                      162000             0                153874.34      3% / 2% / 1%                                        36                           34      U
061076551                                      340000             0                271871.75      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           34                0
061076563                                       82000             0                 65593.87      6 mo int on 80%                                     24                           22      U
061076576                                       70000             0                 62981.97      2% / 1%                                             24                           22      N
061076609                                      170000        138000                124173.07      2% / 1%                                             24                           22      U
061076618                                       86000             0                 58470.61      PIF - 1% of OPB ; Partial - 1% of amt ppd           24                           22      U
061076621                                       90000             0                 76461.98      PIF - 1% of OPB ; Partial - 1% of amt ppd           24                           22      U
061076653                                      124000        124000                111447.42      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           34      U
061076702                                      175000             0                146691.84      6 mo int on 80%                                     24                           22      U
061076739                                      152000             0                112438.55      PIF - 1% of OPB ; Partial - 1% of amt ppd           24                           22      U
061076757                                      115000         84900                 80627.47      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           34                0
061076771                                      206000             0                175039.58      6 mo int on 80%                                     24                           22      U
061076778                                      169000             0                   109850      6 mo int on 80%                                     24                           23      U
061076829                                       75000         75000                 71228.68      6 mo int on 80%                                     24                           22      U
061076915                                       75000         75000                 67477.21      None                                                 0                            0                0
061076923                                      101000             0                 75724.14      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           34                0
061076935                                      240000             0                203890.87      6 mo int on 80%                                     36                           34                0
061076949                                      109000             0                 87141.38      6 mo int on 80%                                     24                           22      U
061076967                                      240000             0                191889.54      6 mo int on 80%                                     24                           22      U
061077035                                      222000             0                 99904.82      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           34                0
061077058                                      135000             0                 82871.61      6 mo int on 80%                                     36                           34                0
061077061                                      139000             0                    90350      PIF - 1% of OPB ; Partial - 1% of amt ppd           24                           23      U
061077068                                      145000             0                113958.91      6 mo int on 80%                                     24                           22      U
061077114                                      110000             0                 93369.92      PIF - 1% of OPB ; Partial - 1% of amt ppd           24                           22      U
061077117                                      127000             0                101531.08      PIF - 1% of OPB ; Partial - 1% of amt ppd           24                           22      U
061077124                                      225000        225000                   180000      6 mo int on 80%                                     24                           22      U
061077134                                      225000             0                   155000      2% of UPB                                           36                           35                0
061077159                                      113000             0                 87935.35      6 mo int on 80%                                     24                           22      U
061077162                                      305000             0                213384.59      PIF - 1% of OPB ; Partial - 1% of amt ppd           24                           22      U
061077210                                      118000        112000                111952.01      6 mo int on 80%                                     24                           22      U
061077221                                      182000             0                 136429.6      PIF - 1% of OPB ; Partial - 1% of amt ppd           24                           22      U
061077258                                      450000        450000                427226.28      6 mo int on 80%                                     36                           34                0
061077311                                      168000             0                   159600      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           35                0
061077341                                       63000         63000                 53523.66      6 mo int on 80%                                     24                           22      U
061077343                                      137000        131000                117834.59      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           34                0
061077427                                      112000        115000                 91971.26      6 mo int on 80%                                     24                           22      U
061077450                                      115000             0                 99959.66      PIF - 1% of OPB ; Partial - 1% of amt ppd           24                           22      U
061077594                                      160000             0                127944.87      6 mo int on 80%                                     24                           22      U
061077632                                      150000             0                134912.15      6 mo int on 80%                                     24                           22      U
061077644                                      117500        115000                114877.01      6 mo int on 80%                                     24                           22      U
061077676                                       99000         94300                 89553.74      6 mo int on 80%                                     12                           10      U
061077699                                      179000             0                   170050      6 mo int on 80%                                     36                           35                0
061077705                                       95000             0                 88372.36      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           34                0
061077707                                      257000             0                   257000      None                                                 0                            0      N
061077709                                       96000             0                 88962.28      PIF - 1% of OPB ; Partial - 1% of amt ppd           24                           22      U
061077845                                      133000             0                   125000      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           35      U
061077859                                      112000             0                100761.36      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           35      U
061077866                                      142000             0                   103500      PIF - 1% of OPB ; Partial - 1% of amt ppd           24                           22      N
061077879                                      158500             0                 99966.24      6 mo int on 80%                                     24                           23      U
061077886                                      140000             0                   111000      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           35                0
061077951                                      120000        119900                119892.36      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           35                0
061077952                                      121500        121500                109285.77      6 mo int on 80%                                     24                           22      U
061078000                                      133750             0                   120375      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           35                0
061078001                                      192000        191500                 181897.8      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           34                0
061078003                                      105000             0                  94489.5      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           35      U
061078011                                      108000             0                 59977.65      6 mo int on 80%                                     24                           23      U
061078040                                      290000             0                   232000      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           35                0
061078059                                      110000        109000                 87142.67      6 mo int on 80%                                     24                           22      U
061078067                                      154000             0                146257.26      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           34      U
061078147                                      171000             0                   162450      1% of amt prepaid                                   24                           23      U
061078190                                      130000             0                   100000      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           35                0
061078204                                      190000        179000                   179000      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           35                0
061078288                                       65000         64000                    60800      6 mo int on 80%                                     24                           23      U
061078411                                      167000        166000                157619.52      6 mo int on 80%                                     24                           23      N
061078484                                      125000        125000                118740.42      6 mo int on 80%                                     24                           23      U
061079829                                      112000        109900                104358.32      6 mo int on 80%                                     24                           23      U
061081871                                       67500         67500                    60750      None                                                 0                            0      U
061081923                                       65000         65000                    58500      None                                                 0                            0      U
101062552                                      130000        129900                 25909.45      None                                                 0                            0                0
101063222                                      128000        127540                 25450.52      None                                                 0                            0                0
101063411                                      127000        126000                 25143.01      None                                                 0                            0                0
101063677                                      129000        126268                 25208.64      None                                                 0                            0                0
101063784                                      135000        130950                 26142.99      None                                                 0                            0                0
101063806                                      100000             0                 79883.05      None                                                 0                            0      N
101063808                                      154900        154900                 30910.19      None                                                 0                            0                0
101064321                                      135000        134850                 26921.59      None                                                 0                            0                0
101064666                                      137000        130000                 25940.76      None                                                 0                            0                0
101065266                                      220000             0                197629.89      3% / 2% / 1%                                        24                           19      U
101065341                                      144000             0                114981.24      None                                                 0                            0      N
101065429                                      136000             0                 117039.9      1% of amt prepaid                                   24                           22      U
101065498                                      175000             0                111805.29      None                                                 0                            0      N
101065821                                      180000             0                125731.49      None                                                 0                            0      N
101066049                                      430000             0                386794.23      6 mo int on 80%                                     24                           20      U
101066634                                      169000             0                115928.27      None                                                 0                            0      N
101066721                                       89000             0                 71150.63      None                                                 0                            0      N
101066799                                      405000             0                317861.59      6 mo int on 80%                                     24                           21      U
101066814                                      234000             0                200433.95      6 mo int on 80%                                     36                           33      U
101066839                                      235000             0                194877.81      None                                                 0                            0      U
101066894                                      162000             0                129467.21      None                                                 0                            0                0
101066955                                      175000             0                156151.58      6 mo int on 80%                                     36                           33      N
101066985                                      192000             0                153461.35      None                                                 0                            0      U
101067079                                      121000             0                107883.85      1% of UPB                                           24                           21      N
101067095                                      122000        122000                    85400      3% / 2% / 1%                                        24                           23      N
101067104                                      165000        160000                 127858.9      None                                                 0                            0      N
101067111                                      165000        160000                 31986.55      None                                                 0                            0                0
101067235                                      200000             0                119920.18      6 mo int on 80%                                     24                           21      U
101067420                                      125000             0                 99911.15      None                                                 0                            0                0
101067426                                       94000         91400                 82188.23      6 mo int on 80%                                     24                           21      U
101067481                                      128000             0                102361.45      None                                                 0                            0      N
101067641                                      185000        185000                 147901.7      6 mo int on 80%                                     24                           22      U
101067683                                      207000             0                165488.66      None                                                 0                            0      N
101067692                                      118000             0                 80765.71      None                                                 0                            0                0
101067720                                      200000             0                   190000      6 mo int on 80%                                     24                           23      U
101067730                                      225000             0                179888.69      None                                                 0                            0      N
101067735                                       97000             0                 77558.05      None                                                 0                            0      N
101067771                                      385000             0                322102.84      6 mo int on 80%                                     36                           34                0
101067786                                      149000        147000                117541.54      6 mo int on 80%                                     24                           22      U
101067787                                      260000             0                207792.15      None                                                 0                            0      N
101067827                                      105000        101700                 81319.56      6 mo int on 80%                                     24                           22      U
101067835                                      162000             0                129154.37      None                                                 0                            0                0
101067848                                      123000             0                 84829.48      None                                                 0                            0      N
101067850                                      459000             0                366824.19      None                                                 0                            0      U
101067856                                      180000        180000                170928.68      6 mo int on 80%                                     24                           22      U
101067863                                      177000             0                141500.56      None                                                 0                            0                0
101067886                                      140000             0                  99929.9      None                                                 0                            0                0
101067893                                      176000             0                140737.58      None                                                 0                            0      N
101067913                                      151000        151000                143385.52      6 mo int on 80%                                     24                           22      N
101067923                                      232000        230000                149786.51      6 mo int on 80%                                     24                           22      U
101067972                                       66000             0                 61180.66      6 mo int on 80%                                     24                           22      N
101068013                                      395000             0                   355500      6 mo int on 80%                                     36                           34                0
101068015                                      265000             0                211867.56      None                                                 0                            0      N
101068042                                      200000        194600                175042.33      2% of UPB                                           24                           22      N
101068060                                      125000             0                 99937.52      None                                                 0                            0                0
101068061                                      141000             0                101597.55      None                                                 0                            0                0
101068071                                      131000        129000                116035.25      6 mo int on 80%                                     24                           22      N
101068153                                      292000             0                231867.89      None                                                 0                            0                0
101068240                                      146000        146000                   138700      6 mo int on 80%                                     36                           34                0
101068242                                      168000             0                133887.12      None                                                 0                            0      U
101068277                                      121000        120000                 95957.08      6 mo int on 80%                                     24                           22      U
101068312                                      122000        118900                   112955      6 mo int on 80%                                     24                           23      U
101068384                                      430000             0                   322322      None                                                 0                            0      N
101068390                                       78000         78000                  77968.8      6 mo int on 80%                                     24                           22      U
101068476                                      166000             0                155628.36      6 mo int on 80%                                     36                           34                0
101068487                                      319000             0                239169.23      None                                                 0                            0      N
101068491                                      250000             0                199899.53      None                                                 0                            0                0
101068532                                      160000             0                139736.82      6 mo int on 80%                                     36                           34                0
101068535                                       98000         98000                    93100      6 mo int on 80%                                     24                           23      U
101068541                                      230000        225500                   180400      6 mo int on 80%                                     24                           22      N
101068550                                      135000             0                107953.73      None                                                 0                            0                0
101068559                                      193000             0                183249.08      6 mo int on 80%                                     24                           22      U
101068562                                      130000             0                123456.23      6 mo int on 80%                                     24                           22      U
101068586                                      171000             0                140854.56      None                                                 0                            0                0
101068607                                      143000        142500                135314.14      6 mo int on 80%                                     36                           35                0
101068718                                      150000             0                   120000      None                                                 0                            0      N
101068768                                      134000             0                102138.88      6 mo int on 80%                                     36                           34      U
101068788                                      181000             0                 122514.4      None                                                 0                            0                0
101068837                                      220000             0                208957.31      None                                                 0                            0      U
101068840                                      180000        178500                142641.77      6 mo int on 80%                                     24                           22      U
101068843                                      169500             0                160871.73      6 mo int on 80%                                     24                           22      N
101068902                                      185000             0                165449.87      6 mo int on 80%                                     36                           34                0
101068903                                      111000        105270                   100007      6 mo int on 80%                                     24                           23      U
101068904                                      133000             0                   106400      None                                                 0                            0                0
101068905                                      328000        328000                327829.95      6 mo int on 80%                                     24                           22      N
101068948                                      300000             0                   220000      6 mo int on 80%                                     36                           35                0
101068970                                      189000             0                   162200      6 mo int on 80%                                     36                           35                0
101069051                                      135000             0                   135000      6 mo int on 80%                                     24                           23      U
101069087                                       91000             0                    72800      6 mo int on 80%                                     36                           35                0
101069088                                      220000             0                   197000      None                                                 0                            0      N
101069106                                      196000        180000                   171000      6 mo int on 80%                                     24                           23      U
101069250                                      124000             0                    68000      6 mo int on 80%                                     36                           36      U
101069261                                      365000        360000                   360000      6 mo int on 80%                                     24                           23      N
101069438                                      190000             0                   161500      6 mo int on 80%                                     12                           11      U
101069480                                      147000             0                   133000      6 mo int on 80%                                     24                           23      N
101069490                                      138000             0                   131100      6 mo int on 80%                                     24                           23      U
101069682                                       85000         85000                    80750      6 mo int on 80%                                     24                           23      U
101070685                                      170000             0                   136000      None                                                 0                            0                0
101071409                                      195000        192000                   172800      None                                                 0                            0      U
111002526                                      470000             0                391998.49      3% / 2% / 1%                                        36                           32      U
111002540                                      375000             0                324723.61      3% / 2% / 1%                                        24                           20      U
111002599                                      350000             0                239656.07      3% / 2% / 1%                                        24                           20      U
111002608                                      610000             0                   510000      3% / 2% / 1%                                        24                           20      U
111002763                                      881000             0                   300000      None                                                 0                            0      U
111002773                                      395000             0                315760.75      6 mo int on 80%                                     24                           22      U
111002776                                      540000             0                   504000      6 mo int on 80%                                     24                           21      U
111002794                                      625000             0                444185.39      6 mo int on 80%                                     24                           21      U
111002817                                      525000             0                271564.87      6 mo int on 80%                                     24                           22      U
111002827                                      633000             0                399422.04      6 mo int on 80%                                     12                            9      U
111002869                                      650000             0                354410.69      6 mo int on 80%                                     36                           34                0
111002888                                      328000             0                295005.91      6 mo int on 80%                                     24                           22      U
111002890                                      235000             0                187867.31      None                                                 0                            0      U
111002914                                      690000             0                   379983      6 mo int on 80%                                     24                           22      U
111002984                                      450000             0                427326.55      6 mo int on 80%                                     24                           22      U
111002997                                      655000             0                469920.53      6 mo int on 80%                                     36                           34                0
111003025                                     1235000             0                304693.45      6 mo int on 80%                                     24                           22      U
121049118                                      167500             0                 33464.81      2 mo int on 80%                                     24                           17                0
121049337                                      179000        178500                 35641.36      2 mo int or 60 days int on UPB                      24                           18                0
121049960                                      162000             0                 32371.48      2 mo int on 80%                                     24                           19                0
121050205                                      132000        130900                 26157.27      3% / 2% / 1%                                        24                           19                0
121050213                                      190000        190000                 37934.73      2 mo int or 60 days int on UPB                      24                           19                0
121050341                                       76000         75200                 24969.53      None                                                 0                            0                0
121051002                                      230000        227000                203952.06      None                                                 0                            0      U
121051046                                      287000             0                 241792.8      2 mo int or 60 days int on UPB                      24                           20      U
121051133                                      354000             0                264169.94      2 mo int or 60 days int on UPB                      24                           20      U
121051191                                      222000             0                199721.64      2 mo int or 60 days int on UPB                      24                           21      U
121051274                                      127000             0                114169.36      None                                                 0                            0      U
121051281                                      265000             0                225179.61      2 mo int or 60 days int on UPB                      24                           21      U
121051325                                      255000             0                229087.96      None                                                 0                            0      U
121051346                                      125000             0                106202.37      None                                                 0                            0      U
121051358                                      240000             0                222902.51      None                                                 0                            0      U
121051424                                      265000             0                204155.86      2 mo int or 60 days int on UPB                      24                           22      U
121051458                                       90000             0                 76447.61      None                                                 0                            0      U
121051505                                      298000             0                258083.29      6 mo int on 80%                                     24                           21      U
121051542                                      220000             0                197895.68      2 mo int or 60 days int on UPB                      24                           21      U
121051592                                      162000             0                   153900      6 mo int on 80%                                     24                           23      U
121051602                                      207000             0                165432.48      None                                                 0                            0      U
121051606                                      290000             0                246394.29      2 mo int or 60 days int on UPB                      24                           21      U
121051644                                      134000             0                 99870.72      2 mo int or 60 days int on UPB                      24                           21      U
121051699                                      223000             0                154925.67      None                                                 0                            0      U
121051719                                      330000             0                189911.92      2 mo int or 60 days int on UPB                      24                           22      U
121051724                                      153000             0                 122335.2      None                                                 0                            0      U
121051743                                      121000             0                102779.95      None                                                 0                            0      U
121051757                                      230000             0                152938.74      2 mo int or 60 days int on UPB                      24                           22      U
121051769                                      160000             0                143916.72      None                                                 0                            0      U
121051770                                      180000        170900                170774.34      None                                                 0                            0                0
121051778                                      205000        180000                143910.04      None                                                 0                            0      U
121051785                                      205000        180000                 35992.65      2 mo int on 80%                                     24                           22                0
121051830                                      295000             0                   250750      2 mo int or 60 days int on UPB                      24                           22      U
121051920                                      167000             0                141882.71      None                                                 0                            0      U
121051936                                      185000             0                147898.15      2 mo int or 60 days int on UPB                      24                           22      U
121051956                                      340000             0                271858.99      2 mo int or 60 days int on UPB                      36                           34      U
121051992                                      227000             0                192881.49      2 mo int or 60 days int on UPB                      36                           34      U
121052034                                      156000             0                147179.51      2 mo int or 60 days int on UPB                      24                           22      U
121052048                                      340000             0                339936.51      2 mo int or 60 days int on UPB                      36                           34      U
121052056                                       74000             0                 59170.26      None                                                 0                            0      U
121052079                                       54000         53900                 51190.83      None                                                 0                            0      U
121052117                                      257000             0                231185.64      None                                                 0                            0      U
121052127                                      135200        134000                 107131.3      6 mo int on 80%                                     24                           22      U
121052131                                      135200        134000                 26793.66      6 mo int on 80%                                     24                           22                0
121052143                                      235000             0                207896.61      None                                                 0                            0      U
121052174                                      175000        175000                157426.91      2 mo int or 60 days int on UPB                      24                           22      U
121052179                                      195000             0                146035.49      None                                                 0                            0      U
121052189                                      143000             0                119928.82      None                                                 0                            0      U
121052256                                       89500         89250                 84750.39      2 mo int or 60 days int on UPB                      24                           23      U
121052279                                      148000        144500                115546.35      None                                                 0                            0      U
121052283                                      196000             0                186170.11      2% of UPB                                           24                           22      U
121052323                                       84000         79600                 79578.94      None                                                 0                            0      U
121052474                                      117500        116600                116521.39      None                                                 0                            0      U
121052493                                      550000             0                   409502      2 mo int on 80%                                     36                           35                0
121052876                                      146000             0                   138600      2 mo int or 60 days int on UPB                      36                           35      U
121052950                                      141000        141000                   133950      1% of amt prepaid                                   24                           23      U
121054238                                      106000        103000                    92700      2 mo int or 60 days int on UPB                      24                           24      U
141056775                                      185000        183000                 36573.19      None                                                 0                            0                0
141056893                                      221000             0                146849.73      None                                                 0                            0      U
141057002                                      410000             0                  81931.9      5% of ppd amt                                       24                           19                0
141057517                                      360000             0                   297390      3% / 2% / 1%                                        24                           20      U
141057589                                      184000             0                164941.27      None                                                 0                            0      U
141057774                                      415000             0                349113.42      6 mo int on 80%                                     24                           20      U
141057827                                      436000             0                391942.13      6 mo int on 80%                                     12                            9      U
141057837                                      175000        160000                 31980.63      5% of ppd amt                                       24                           20                0
151035947                                       90000         89900                 85171.05      6 mo int on 80%                                     24                           16      U
151036192                                      145000             0                 28969.54      None                                                 0                            0                0
151039051                                      183000             0                142208.27      6 mo int on 80%                                     24                           21      U
151039057                                      175000             0                152739.42      3% / 2% / 1%                                        24                           20      U
151039332                                      350000             0                149811.98      None                                                 0                            0      U
151039377                                      160000             0                 135838.2      None                                                 0                            0      U
151039415                                      169000             0                151916.95      None                                                 0                            0      U
151039441                                      269000             0                214877.91      3% / 2% / 1%                                        24                           20      U
151039484                                      300000             0                269436.08      6 mo int on 80%                                     24                           20      U
151039510                                      218000             0                185228.73      6 mo int on 80%                                     24                           22      U
151039685                                      148000             0                128240.64      6 mo int on 80%                                     24                           21      U
151039755                                      195000             0                   117000      None                                                 0                            0      U
151039768                                      425000             0                276071.86      None                                                 0                            0      U
151039777                                      455000             0                352087.35      None                                                 0                            0      U
151039779                                      420000             0                377686.88      None                                                 0                            0      U
151039797                                      105000        100000                 79915.86      6 mo int on 80%                                     24                           22      U
151039804                                      450000             0                 382238.9      None                                                 0                            0      U
151039810                                      490000             0                367596.47      None                                                 0                            0      U
151039836                                      240000        240000                191915.06      None                                                 0                            0      N
151039837                                      270000             0                157821.26      None                                                 0                            0      N
151039956                                      355000             0                186877.05      None                                                 0                            0      U
151039984                                      338000             0                236494.21      6 mo int on 80%                                     24                           22      U
151039985                                      370000             0                257334.99      None                                                 0                            0      U
151040026                                      230000             0                160798.12      6 mo int on 80%                                     36                           33                0
151040058                                      305000             0                179822.22      None                                                 0                            0      U
151040081                                      211000             0                136966.46      6 mo int on 80%                                     24                           21      U
151040140                                      350000             0                150970.06      None                                                 0                            0      U
151040158                                      225000             0                174827.18      6 mo int on 80%                                     24                           22      U
151040196                                      365000             0                319405.79      None                                                 0                            0      U
151040200                                      175000        170000                144384.65      None                                                 0                            0      U
151040218                                      395000             0                349721.08      None                                                 0                            0      U
151040219                                      610000             0                426750.99      None                                                 0                            0      U
151040257                                      590000             0                352065.45      None                                                 0                            0      U
151040272                                      210000             0                   154990      None                                                 0                            0      U
151040302                                      435000             0                364907.97      None                                                 0                            0      U
151040313                                      220000             0                142819.78      6 mo int on 80%                                     24                           21      U
151040316                                      635000             0                393478.84      6 mo int on 80%                                     12                            9      N
151040350                                      985000             0                377800.83      None                                                 0                            0      U
151040372                                      170000        142000                   142000      None                                                 0                            0      N
151040402                                      125000             0                112354.56      None                                                 0                            0      U
151040408                                      215000             0                 189820.1      None                                                 0                            0      U
151040441                                      230000             0                140477.44      None                                                 0                            0      U
151040474                                      180000        160000                127911.46      6 mo int on 80%                                     24                           22      U
151040488                                      270000             0                 179902.7      6 mo int on 80%                                     24                           21      U
151040489                                      500000             0                449460.53      None                                                 0                            0      U
151040503                                      290000             0                260933.45      None                                                 0                            0      U
151040511                                      510000             0                399792.59      None                                                 0                            0      U
151040540                                      152000             0                106271.95      6 mo int on 80%                                     24                           22      U
151040549                                      141000             0                 132213.9      6 mo int on 80%                                     24                           22      U
151040554                                      350000             0                303844.44      None                                                 0                            0      U
151040561                                      237000             0                213181.66      6 mo int on 80%                                     36                           34      U
151040570                                      169000             0                135044.51      6 mo int on 80%                                     24                           22      U
151040626                                      187000             0                128856.71      None                                                 0                            0      U
151040631                                      470000             0                375488.59      None                                                 0                            0      U
151040663                                       69000         68500                 65055.97      6 mo int on 80%                                     12                           10      U
151040674                                      265000             0                236883.42      None                                                 0                            0      N
151040716                                      760000             0                 344780.7      None                                                 0                            0      U
151040727                                      210000             0                   147000      None                                                 0                            0      U
151040738                                       60000             0                 53983.99      None                                                 0                            0                0
151040770                                      140000             0                111932.15      None                                                 0                            0      U
151040793                                      292000             0                160494.56      6 mo int on 80%                                     24                           22      U
151040847                                      224000             0                156648.38      None                                                 0                            0      U
151040869                                      160000             0                119854.09      6 mo int on 80%                                     24                           22      U
151040955                                      346000             0                286836.58      6 mo int on 80%                                     12                           10      U
151040964                                      437000             0                341858.97      None                                                 0                            0      U
151040972                                       84500         84000                 75567.61      6 mo int on 80%                                     24                           22      U
151040973                                      185000             0                127437.15      None                                                 0                            0      U
151040990                                      195000             0                145458.92      None                                                 0                            0      U
151041010                                      255000             0                223770.36      None                                                 0                            0      U
151041013                                      106000        105900                100492.37      6 mo int on 80%                                     24                           22      U
151041034                                      148000             0                118347.69      None                                                 0                            0      U
151041046                                      525000             0                   367500      None                                                 0                            0      U
151041058                                       83000             0                 74677.16      6 mo int on 80%                                     24                           22      U
151041064                                      170000        170000                152912.88      None                                                 0                            0      U
151041069                                      205000             0                153429.89      6 mo int on 80%                                     24                           22      U
151041070                                      265000             0                251604.87      None                                                 0                            0      U
151041074                                      360000             0                341792.82      None                                                 0                            0      U
151041175                                      280000             0                223870.11      2 mo int on 66% if Less than 8%                     24                           22      U
151041223                                      319000             0                   182000      None                                                 0                            0      U
151041248                                       68500         68500                  65038.8      6 mo int on 80%                                     24                           22      U
151041251                                      352000        350000                 99769.18      None                                                 0                            0      U
151041278                                      360000             0                177897.63      6 mo int on 80%                                     36                           34                0
151041417                                      140000        130000                103930.97      6 mo int on 80%                                     24                           23      U
151041418                                      322000             0                   305800      6 mo int on 80%                                     24                           23      U
151041436                                      150000        150000                   127452      6 mo int on 80%                                     24                           22      U
151041765                                      440000             0                252347.03      6 mo int on 80%                                     24                           23      U
151041987                                      395000             0                   355500      None                                                 0                            0      U
151042136                                      280000        190000                   180000      None                                                 0                            0      U
151042322                                      210000             0                   168000      6 mo int on 80%                                     36                           36      U
151042333                                      195000             0                   146250      None                                                 0                            0      U
151042618                                      305000             0                   210000      None                                                 0                            0      U
151042624                                      550000             0                   320012      None                                                 0                            0      U
151043157                                      185000        185000                   148000      6 mo int on 80%                                     36                           36      U
151043349                                      170000        170000                   136000      6 mo int on 80%                                     24                           24      U
151043382                                      134000        125000                    81250      6 mo int on 80%                                     24                           24      U
161051079                                      347000             0                269605.03      None                                                 0                            0      U
161051117                                      227000             0                109938.68      2 mo int or 60 days int on UPB                      24                           22      U
161051138                                      190000        160000                  31958.7      None                                                 0                            0                0
161051300                                      360000             0                323772.47      None                                                 0                            0      U
161051371                                      250000        250000                 49964.76      None                                                 0                            0                0
161051599                                      355000             0                 99744.62      None                                                 0                            0      U
161051682                                      229000             0                198584.34      6 mo int on 80%                                     24                           20      U
161051789                                      499000             0                104906.51      None                                                 0                            0      U
161051814                                      290000             0                246400.34      None                                                 0                            0      U
161052021                                      406000             0                164876.31      6 mo int on 80%                                     24                           22      U
161052078                                      525000             0                 399454.2      6 mo int on 80%                                     24                           21      U
161052100                                      477000             0                269632.77      None                                                 0                            0      U
161052128                                      220000             0                   200175      6 mo int on 80%                                     12                            9      U
161052146                                      257500             0                159756.97      2% of ppd amt                                       24                           21      U
161052179                                      300000             0                185940.22      None                                                 0                            0      U
161052190                                      251000             0                219783.63      None                                                 0                            0      U
161052192                                      480000             0                 99960.79      None                                                 0                            0      N
161052193                                      230000        230000                 45936.94      None                                                 0                            0                0
161052200                                      299000             0                255084.02      6 mo int on 80%                                     24                           22      U
161052238                                      552000             0                416676.84      None                                                 0                            0      U
161052264                                      493000             0                369545.92      None                                                 0                            0      U
161052281                                      313000             0                274817.55      2% of UPB                                           12                            9      U
161052282                                      350000             0                297095.36      3 mo int                                            36                           34                0
161052296                                      310000             0                154863.75      6 mo int on 80%                                     24                           21      U
161052301                                      195000        190900                 38164.69      6 mo int on 80%                                     24                           21                0
161052303                                      523000             0                377470.06      None                                                 0                            0      U
161052328                                      325000             0                276095.74      None                                                 0                            0      U
161052347                                      250000             0                224901.47      None                                                 0                            0      U
161052352                                      321500             0                257073.49      6 mo int on 80%                                     24                           22      U
161052360                                      312000             0                217838.55      6 mo int on 80%                                     24                           22      U
161052363                                      270000             0                229238.78      None                                                 0                            0      U
161052389                                      357000             0                254910.73      6 mo int on 80%                                     36                           34      U
161052393                                      180000        174500                 165675.6      3 mo int                                            24                           22      U
161052414                                      330000        323500                   258800      None                                                 0                            0      U
161052430                                      400000             0                348412.43      None                                                 0                            0      U
161052435                                      265000             0                211881.52      None                                                 0                            0      U
161052440                                      240000             0                179825.93      6 mo int on 80%                                     24                           21      U
161052442                                      190000             0                170903.64      3 mo int                                            24                           22      U
161052443                                      195000             0                101928.54      2% of UPB                                           12                           10      U
161052446                                      420000             0                293603.34      None                                                 0                            0      U
161052447                                      186000             0                148752.74      None                                                 0                            0      U
161052450                                      310000             0                149785.43      6 mo int on 80%                                     24                           22      U
161052461                                      382000             0                341875.09      None                                                 0                            0      U
161052465                                      420000             0                349860.94      None                                                 0                            0      U
161052471                                      490000             0                391902.22      None                                                 0                            0      U
161052474                                      440000             0                224938.74      None                                                 0                            0      U
161052478                                      265000        265000                211938.39      None                                                 0                            0      U
161052483                                      265000        265000                 52967.46      None                                                 0                            0                0
161052487                                      280000             0                174884.94      6 mo int on 80%                                     24                           22      U
161052494                                      286000             0                200787.62      6 mo int on 80%                                     24                           22      U
161052508                                      300000             0                269857.06      None                                                 0                            0      U
161052514                                      566000             0                509177.05      3 mo int                                            24                           22      N
161052528                                      286000             0                228654.69      None                                                 0                            0      U
161052529                                      199000             0                 99887.47      None                                                 0                            0                0
161052539                                      375000             0                184916.11      None                                                 0                            0      U
161052540                                      300000             0                239801.33      None                                                 0                            0      U
161052541                                      399000             0                   399000      None                                                 0                            0      U
161052579                                      175000             0                   122441      None                                                 0                            0      U
161052599                                      350000             0                287922.83      None                                                 0                            0      U
161052613                                      220000             0                142866.03      None                                                 0                            0                0
161052636                                      420000             0                269778.68      None                                                 0                            0      U
161052646                                      380000             0                 322925.7      None                                                 0                            0      U
161052680                                      364000             0                182892.51      None                                                 0                            0      U
161052683                                      245000             0                114947.19      6 mo int on 80%                                     36                           34      U
161052696                                      235000        238000                190299.62      6 mo int on 80%                                     24                           22      U
161052723                                      475000             0                274807.35      None                                                 0                            0      U
161052739                                      235000        238000                 47588.74      6 mo int on 80%                                     24                           22                0
161052770                                      330000             0                313398.37      None                                                 0                            0      U
161052806                                      117000        117000                111109.05      None                                                 0                            0      U
161052812                                      438000             0                437798.19      None                                                 0                            0      U
161052852                                      210000        210000                   199500      None                                                 0                            0      U
161052854                                      355000             0                236769.43      None                                                 0                            0      U
161052858                                      350000             0                   300000      2% of UPB                                           12                           11      U
161052944                                      388000             0                   368600      None                                                 0                            0      U
161052946                                      445000        465000                418248.04      3 mo int                                            12                           10      U
161052978                                      450000             0                   382500      None                                                 0                            0      U
161052979                                      262000             0                248838.37      None                                                 0                            0      U
161053583                                      225000        225000                   168750      None                                                 0                            0      U
171035268                                      128000        126100                 25163.14      None                                                 0                            0                0
171036029                                      417000             0                270601.57      3% / 2% / 1%                                        24                           20      U
171036262                                      335000             0                291551.17      3% / 2% / 1%                                        24                           20      U
171036553                                      330000             0                280257.34      3% / 2% / 1%                                        24                           20      U
171036803                                       96000         89450                 84860.83      None                                                 0                            0      N
171037075                                      325000             0                199776.42      3% / 2% / 1%                                        24                           20      U
171037406                                       96000         88490                 83950.08      None                                                 0                            0      N
171037468                                      450000             0                294807.04      6 mo int on 80%                                     24                           21      U
171037504                                      225000             0                202418.47      6 mo int on 80%                                     24                           21      U
171037660                                      233000             0                209605.99      6 mo int on 80%                                     24                           21      U
171038064                                      185000             0                138642.36      6 mo int on 80%                                     24                           21      N
171038091                                      280000             0                251872.91      6 mo int on 80%                                     24                           21      U
171038107                                      238000        238000                   190400      6 mo int on 80%                                     24                           21      N
171038188                                      195000             0                146095.37      None                                                 0                            0      N
171038195                                      248000             0                223075.36      6 mo int on 80%                                     24                           21      U
171038278                                      182500             0                136840.11      6 mo int on 80%                                     24                           22      U
171038363                                      245000             0                159069.86      6 mo int on 80%                                     24                           21      U
171038370                                      425000             0                339938.39      6 mo int on 80%                                     12                           10      U
171038457                                      200000        195653                 175879.4      6 mo int on 80%                                     24                           21      N
171038521                                      125500             0                112690.08      1% of amt prepaid                                   24                           21      N
171038529                                      250000             0                199843.75      None                                                 0                            0      N
171038538                                      455000             0                218917.55      6 mo int on 80%                                     24                           22      N
171038561                                      200000             0                114936.53      6 mo int on 80%                                     24                           22      U
171038603                                      225000             0                202204.47      6 mo int on 80%                                     24                           21      U
171038656                                      370000             0                   130000      6 mo int on 80%                                     24                           23      N
171038663                                      260000             0                174871.86      6 mo int on 80%                                     24                           21      U
171038681                                      200000             0                149932.93      6 mo int on 80%                                     24                           22      U
171038699                                      335000             0                249520.42      6 mo int on 80%                                     36                           33      U
171038813                                      200000             0                 169883.6      6 mo int on 80%                                     24                           22      U
171038826                                      250000             0                212362.97      6 mo int on 80%                                     24                           21      U
171038875                                      275000             0                206173.19      6 mo int on 80%                                     36                           34                0
171038886                                      425000        370198                333008.75      6 mo int on 80%                                     24                           22      U
171039028                                      235000             0                124968.37      6 mo int on 80%                                     36                           34                0
171039078                                      162000             0                105274.81      6 mo int on 80%                                     36                           34                0
171039081                                      407000             0                284729.17      6 mo int on 80%                                     12                           10                0
171039149                                      550000             0                399786.02      6 mo int on 80%                                     24                           22      N
171039178                                      211000             0                154820.07      2% / 1%                                             24                           22      N
171039186                                      490000             0                318025.78      None                                                 0                            0      N
171039189                                      129500             0                 99940.66      2% of ppd amt                                       24                           22      N
171039208                                      215000             0                109883.56      6 mo int on 80%                                     36                           33      N
171039226                                      140000             0                107957.54      None                                                 0                            0                0
171039250                                      225000        224000                199867.16      6 mo int on 80%                                     24                           22      N
171039330                                      277000             0                   221000      6 mo int on 80%                                     36                           34      U
171039332                                      250000        245000                220417.17      6 mo int on 80%                                     24                           22      U
171039362                                      325000             0                275913.18      None                                                 0                            0      U
171039424                                      250000             0                224839.75      6 mo int on 80%                                     36                           34      U
171039491                                      290000             0                   255000      6 mo int on 80%                                     12                           10      N
171039508                                      386000             0                   347400      None                                                 0                            0      U
171039519                                      285000             0                   256500      6 mo int on 80%                                     24                           22      U
171039525                                      425000             0                   263000      6 mo int on 80%                                     12                           10      U
171039598                                      480000             0                   384000      6 mo int on 80%                                     24                           22      U
171039649                                      199000        185000                175649.92      6 mo int on 80%                                     12                           10      U
171039937                                      180000             0                   144000      6 mo int on 80%                                     24                           22      N
171039973                                      210000             0                131944.05      6 mo int on 80%                                     24                           22      N
171039980                                      210000             0                139911.63      6 mo int on 80%                                     36                           34                0
171039991                                      360000             0                224889.33      6 mo int on 80%                                     24                           22      U
171040041                                      450000             0                292273.52      6 mo int on 80%                                     24                           22      U
171040130                                      340000             0                191834.34      6 mo int on 80%                                     24                           22      U
171040133                                      170000             0                152835.02      6 mo int on 80%                                     36                           34      N
171040167                                      268000             0                   254600      6 mo int on 80%                                     24                           22      U
171040179                                      260000             0                242925.18      6 mo int on 80%                                     24                           22      U
171040250                                      255000             0                229356.62      6 mo int on 80%                                     24                           22      U
171040338                                      238000             0                   223250      6 mo int on 80%                                     24                           22      U
171040353                                      255000        240000                   192000      6 mo int on 80%                                     24                           23      U
171040377                                      427000             0                   384300      6 mo int on 80%                                     24                           22      U
171040390                                      365000             0                   310250      6 mo int on 80%                                     24                           22      U
171040411                                      205000             0                184869.16      6 mo int on 80%                                     36                           34      U
171040434                                      210000             0                   116900      6 mo int on 80%                                     24                           23      N
171040484                                      200000             0                 112966.2      6 mo int on 80%                                     24                           22      U
171040576                                      220000             0                208968.76      6 mo int on 80%                                     24                           22      U
171040582                                      165000             0                103941.39      6 mo int on 80%                                     24                           22      N
171040612                                      173000             0                   121100      6 mo int on 80%                                     24                           23      U
171040624                                      170000             0                101951.39      6 mo int on 80%                                     24                           22      U
171040645                                      410000             0                307439.38      6 mo int on 80%                                     24                           22                0
171040652                                      250000        250000                249957.24      6 mo int on 80%                                     24                           22                0
171040825                                      285000             0                270664.22      6 mo int on 80%                                     24                           23      U
171040840                                      335000             0                263815.54      6 mo int on 80%                                     24                           23      U
171040868                                      220000             0                   209000      6 mo int on 80%                                     24                           22      N
171040879                                      278000             0                207871.38      6 mo int on 80%                                     24                           23      U
171041468                                      340000             0                   340000      6 mo int on 80%                                     24                           23      U
171041967                                      287000             0                 254999.5      6 mo int on 80%                                     24                           24      U
171041991                                      183000             0                   145000      None                                                 0                            0      U
191033797                                      285000             0                 56960.12      None                                                 0                            0                0
191034230                                      175000             0                124768.85      3% / 2% / 1%                                        24                           20      U
191034510                                      320000             0                284838.53      6 mo int on 80%                                     24                           21      U
191034606                                      190000             0                170891.23      3% / 2% / 1%                                        24                           20      U
191034625                                      195000             0                   175000      3% / 2% / 1%                                        36                           32      U
191034688                                      735000             0                623810.99      None                                                 0                            0      U
191034708                                      305000             0                274037.31      2% of UPB                                           24                           20      N
191034727                                      200000             0                155317.37      6 mo int on 80%                                     24                           20      U
191034743                                      220000             0                186712.99      3% / 2% / 1%                                        24                           20      U
191034896                                      415000             0                   373500      None                                                 0                            0      U
191035114                                      350000             0                279673.28      1% of UPB                                           24                           21      U
191035127                                      271000        225000                202213.24      None                                                 0                            0      U
191035164                                      247500             0                185352.63      6 mo int on 80%                                     24                           21      U
191035181                                      233000             0                209562.81      6 mo int on 80%                                     24                           21      U
191035189                                      525000             0                255713.85      6 mo int on 80%                                     36                           33      U
191035208                                      230000             0                202266.54      6 mo int on 80%                                     24                           20      U
191035313                                      255000             0                206804.01      6 mo int on 80%                                     24                           21      U
191035321                                      600000             0                180950.72      6 mo int on 80%                                     24                           22      U
191035331                                      271000             0                230023.79      6 mo int on 80%                                     36                           33      U
191035337                                      590000             0                314813.63      6 mo int on 80%                                     24                           21      U
191035340                                      500000             0                329835.67      None                                                 0                            0      U
191035347                                      400000             0                279827.03      6 mo int on 80%                                     24                           21      U
191035407                                      380000             0                254863.01      None                                                 0                            0      U
191035418                                      216000             0                194210.01      6 mo int on 80%                                     24                           21      U
191035437                                      140000             0                102139.17      6 mo int on 80%                                     24                           21      N
191035474                                      205000             0                112637.21      6 mo int on 80%                                     24                           21      U
191035479                                      410000             0                359770.44      6 mo int on 80%                                     24                           22      U
191035481                                      310000             0                138953.04      6 mo int on 80%                                     24                           21      U
191035531                                      212000        211000                 42169.07      None                                                 0                            0                0
191035614                                      370000             0                295763.56      6 mo int on 80%                                     36                           33      U
191035624                                      335000             0                   284750      6 mo int on 80%                                     24                           21      U
191035630                                      300000             0                239926.11      6 mo int on 80%                                     24                           22      U
191035658                                      288000        288450                 57557.73      None                                                 0                            0                0
191035662                                      225000             0                190995.09      6 mo int on 80%                                     24                           21      U
191035672                                      194000             0                125968.76      None                                                 0                            0      U
191035674                                      375000             0                253422.37      6 mo int on 80%                                     24                           22      U
191035680                                      348000        340000                   272000      6 mo int on 80%                                     36                           33      U
191035714                                      183000        183000                 36577.34      6 mo int on 80%                                     36                           33                0
191035722                                      340000             0                   247010      6 mo int on 80%                                     24                           21      N
191035737                                      240000             0                203778.63      6 mo int on 80%                                     24                           21      U
191035738                                      260000             0                194939.93      6 mo int on 80%                                     24                           21      U
191035758                                      290000        286960                229496.12      6 mo int on 80%                                     24                           22      U
191035773                                      327000             0                261446.33      None                                                 0                            0      U
191035784                                      252000             0                214009.28      6 mo int on 80%                                     24                           21      U
191035798                                      160000             0                   143923      None                                                 0                            0      U
191035801                                      147000        145000                 28968.73      None                                                 0                            0                0
191035806                                      320000             0                239714.12      6 mo int on 80%                                     24                           21      U
191035819                                      340000             0                 271756.7      6 mo int on 80%                                     24                           21      U
191035823                                      315000             0                214859.38      6 mo int on 80%                                     24                           21      U
191035827                                      360000             0                305729.62      6 mo int on 80%                                     24                           21      U
191035916                                      292000             0                239620.69      6 mo int on 80%                                     24                           22      U
191035923                                      260000        257000                   231300      6 mo int on 80%                                     12                           10      U
191035935                                      255000             0                228860.27      6 mo int on 80%                                     24                           21      U
191035938                                      345000             0                189848.57      6 mo int on 80%                                     24                           21      U
191035939                                      166000             0                132760.31      6 mo int on 80%                                     24                           22      U
191035952                                      255000             0                 178417.6      6 mo int on 80%                                     36                           34      U
191035956                                      123000             0                110663.91      6 mo int on 80%                                     24                           21      U
191035967                                      260000             0                127877.14      6 mo int on 80%                                     24                           21      U
191036007                                      445000             0                400402.22      6 mo int on 80%                                     24                           21      U
191036009                                      315000             0                   236129      6 mo int on 80%                                     12                            9      U
191036016                                      425000             0                379833.59      6 mo int on 80%                                     24                           22      U
191036026                                      156000        155000                123969.29      6 mo int on 80%                                     24                           22      U
191036037                                      355000             0                   284000      6 mo int on 80%                                     24                           22      U
191036038                                      240000             0                191910.04      6 mo int on 80%                                     24                           21      U
191036041                                      317000             0                237682.13      6 mo int on 80%                                     24                           21      U
191036082                                      287000             0                215176.53      6 mo int on 80%                                     24                           22      U
191036099                                      286200             0                124937.87      6 mo int on 80%                                     36                           34                0
191036100                                      156000        155000                 30992.51      6 mo int on UPB                                     24                           22                0
191036115                                      135000             0                123942.15      6 mo int on 80%                                     24                           22      U
191036147                                      165000             0                   140250      6 mo int on 80%                                     36                           34      U
191036171                                      120000             0                113931.46      6 mo int on 80%                                     24                           22      N
191036177                                      359000             0                 286959.9      6 mo int on 80%                                     36                           34      U
191036190                                      310000             0                234872.97      6 mo int on 80%                                     24                           22      U
191036193                                      243000             0                175784.42      6 mo int on 80%                                     24                           22      U
191036194                                      332000             0                   265600      6 mo int on 80%                                     24                           22      U
191036225                                      200000             0                   150000      6 mo int on 80%                                     24                           23      U
191036231                                      400000             0                317880.54      6 mo int on 80%                                     24                           22      U
191036243                                      232000             0                   195500      2% of ppd amt                                       24                           22      U
191036270                                      200000             0                149956.91      6 mo int on 80%                                     24                           22      U
191036289                                      279000             0                223160.16      6 mo int on 80%                                     24                           22      U
191036335                                      149000        149000                119178.72      6 mo int on 80%                                     24                           22      U
191036337                                      344000             0                 238507.2      6 mo int on 80%                                     36                           34                0
191036343                                      260000             0                220828.74      6 mo int on 80%                                     24                           22      U
191036366                                       98000         95000                    90250      None                                                 0                            0      U
191036372                                      285000             0                242157.45      6 mo int on 80%                                     36                           34      U
191036415                                      365000             0                   273750      6 mo int on 80%                                     12                           11      U
191036440                                      266000        266000                210939.56      6 mo int on 80%                                     24                           22      U
191036461                                      250000             0                162421.74      6 mo int on 80%                                     12                           10      U
191036511                                      136000        133000                132968.49      6 mo int on 80%                                     24                           22      U
191036580                                      150000             0                 99893.72      6 mo int on 80%                                     24                           22      U
191036590                                      400000             0                319887.98      None                                                 0                            0      U
191036606                                      295000             0                   250750      6 mo int on 80%                                     36                           34      U
191036631                                      375000             0                134840.01      6 mo int on 80%                                     24                           22      U
191036788                                      250000             0                   237500      6 mo int on 80%                                     24                           23      U
191036821                                      355000             0                   355000      6 mo int on 80%                                     36                           34      U
191036850                                      214000        209950                209930.92      6 mo int on 80%                                     24                           22      U
191036856                                      215000        214286                   203571      6 mo int on 80%                                     24                           23      U
191036862                                      239000             0                178767.44      6 mo int on 80%                                     24                           22      U
191036876                                      450000        419000                376859.53      6 mo int on 80%                                     24                           22      U
191036943                                      257000             0                218415.45      6 mo int on 80%                                     36                           35                0
191036950                                      101000        100700                100659.83      6 mo int on 80%                                     24                           23      U
191036990                                      175000             0                166178.01      None                                                 0                            0      U
191036993                                      375000             0                356215.68      6 mo int on 80%                                     24                           23      U
191037039                                      338000             0                   300000      6 mo int on 80%                                     36                           35                0
191037133                                      145000        145000                   130500      6 mo int on 80%                                     24                           23      U
191037331                                      539000             0                 361751.5      6 mo int on 80%                                     24                           23      U
191037739                                      190000             0                   123000      None                                                 0                            0      U
191038798                                      150000        150000                   120000      6 mo int on 80%                                     24                           24      U
211048886                                      170500        167950                 33554.67      None                                                 0                            0                0
211048969                                      355000             0                 70928.73      None                                                 0                            0                0
211049582                                      293000             0                 59561.38      2% of ppd amt                                       24                           20                0
211049783                                      160000        159900                  31952.2      2% of ppd amt                                       24                           19                0
211049914                                      430000             0                   385020      None                                                 0                            0      U
211049918                                      163000        159000                 31775.61      3% / 2% / 1%                                        24                           20                0
211050082                                      360000             0                161777.43      None                                                 0                            0      U
211050137                                      300000        300000                   225000      2 mo int on 66% if Less than 8%                     24                           21      U
211050167                                      260000             0                   227000      2% of ppd amt                                       24                           20      U
211050216                                      385000             0                317747.79      None                                                 0                            0      U
211050227                                      307000        306000                 61162.95      None                                                 0                            0                0
211050304                                      340000             0                 318995.4      6 mo int on 80%                                     24                           21      U
211050359                                      410000             0                   304100      2 mo int on 66% if Less than 8%                     36                           33      U
211050498                                      410000             0                   369000      None                                                 0                            0      U
211050504                                      363000             0                 263658.7      2% of ppd amt                                       24                           21      U
211050589                                      131000        128750                 102875.4      1% of UPB                                           24                           22      U
211050592                                      131000        128750                 25737.48      None                                                 0                            0                0
211050659                                      210000             0                178315.18      2% of ppd amt                                       24                           22      U
211050669                                      290000        290000                 57926.41      None                                                 0                            0                0
211050741                                      167000             0                119848.67      6 mo int on 80%                                     24                           21      U
211050872                                      307000        305000                  60911.2      None                                                 0                            0                0
211050914                                      145000             0                 99890.35      None                                                 0                            0      U
211050968                                      370000        365000                 72960.08      None                                                 0                            0                0
211051125                                      185100             0                157216.01      2% of ppd amt                                       24                           21      U
211051136                                      135000        129950                 25967.41      2% of ppd amt                                       24                           20                0
211051151                                      265000             0                177667.33      None                                                 0                            0      U
211051195                                      250000        250000                 49979.94      None                                                 0                            0                0
211051220                                       91000             0                 86424.99      6 mo int on 80%                                     36                           34      U
211051237                                      165000             0                148237.44      2 mo int on 66% if Less than 8%                     24                           21      N
211051265                                      350000             0                262037.78      2 mo int on 66% if Less than 8%                     24                           21      U
211051270                                      390000             0                233957.85      None                                                 0                            0      U
211051310                                      406000             0                312556.75      2 mo int on 66% if Less than 8%                     36                           33      N
211051312                                      465000             0                301793.13      None                                                 0                            0      U
211051315                                      385000        375000                 74969.91      None                                                 0                            0                0
211051326                                      195000             0                 38983.99      None                                                 0                            0                0
211051332                                      456000        443000                354056.11      2% of ppd amt                                       24                           21      U
211051539                                      347000             0                263871.51      None                                                 0                            0      U
211051575                                      425000             0                339392.78      6 mo int on 80%                                     12                            9      U
211051699                                      260000             0                207839.98      2 mo int on 66% if Less than 8%                     24                           22      N
211051778                                      330000             0                242883.38      None                                                 0                            0      U
211051833                                      244600             0                191831.22      2% of ppd amt                                       24                           21      U
211051872                                      138000        138000                117259.08      None                                                 0                            0      U
211051889                                      315000             0                279839.06      None                                                 0                            0      U
211051890                                       90000         90000                  85437.4      None                                                 0                            0      U
211051918                                      355000             0                 255899.7      2 mo int on 66% if Less than 8%                     24                           22      U
211051933                                      385000             0                307524.76      2 mo int on 66% if Less than 8%                     24                           21      U
211051934                                      327000             0                241844.21      None                                                 0                            0      U
211051988                                      335000             0                171885.75      None                                                 0                            0      U
211052026                                      126000             0                 99962.35      2% of ppd amt                                       24                           22      U
211052063                                      186000             0                148759.78      2% of ppd amt                                       24                           22      U
211052080                                      310000             0                263342.82      2% of ppd amt                                       24                           22      U
211052094                                      310000             0                241647.78      6 mo int on 80%                                     24                           21      U
211052112                                      225000             0                202308.25      6 mo int on 80%                                     24                           22      U
211052116                                      330000             0                293077.75      6 mo int on 80%                                     24                           22      U
211052147                                      202000             0                171544.17      2% of ppd amt                                       24                           21      U
211052152                                      335000             0                267840.96      None                                                 0                            0      U
211052174                                      175500        175200                   140160      2% of ppd amt                                       24                           21      U
211052176                                      217500             0                179997.62      2% of ppd amt                                       24                           21      U
211052178                                      206000             0                   151000      None                                                 0                            0      U
211052180                                      420000             0                344266.94      2% of ppd amt                                       24                           21      U
211052192                                      127000             0                101538.45      6 mo int on 80%                                     36                           34      N
211052198                                      214300             0                139171.25      2% of ppd amt                                       24                           21      U
211052203                                      237700             0                150941.27      None                                                 0                            0      U
211052207                                      483000             0                204622.55      2 mo int on 66% if Less than 8%                     24                           22      U
211052212                                      135000             0                   108000      2% of ppd amt                                       24                           22      U
211052218                                      141000             0                132234.93      2% of ppd amt                                       24                           22      U
211052226                                      210000             0                188909.94      2% of ppd amt                                       24                           22      U
211052235                                      445000             0                   344300      None                                                 0                            0      U
211052239                                      354000             0                300812.46      None                                                 0                            0      U
211052241                                      295000             0                199887.76      None                                                 0                            0      U
211052243                                      485000        435000                391250.35      None                                                 0                            0      U
211052250                                      540000             0                399717.13      1% of UPB                                           24                           22      U
211052276                                      250000        239500                 47880.79      2% of ppd amt                                       24                           21                0
211052288                                      288000             0                255908.25      None                                                 0                            0      U
211052297                                      145000        144900                 28965.22      6 mo int on 80%                                     24                           21                0
211052350                                      435000             0                 347797.7      1% of amt ppd if loan Greater than $150K            30                           28                0
211052354                                      245000             0                146941.58      6 mo int on 80%                                     36                           34                0
211052365                                      276000        257500                205893.21      1% of UPB                                           24                           22      U
211052375                                      550000             0                344617.72      None                                                 0                            0      U
211052380                                       68000         68000                 54377.67      None                                                 0                            0      U
211052386                                       70000         70000                 66480.33      None                                                 0                            0      U
211052389                                      255000             0                229418.34      2% of ppd amt                                       36                           34                0
211052408                                      254000             0                202960.44      1% of UPB                                           24                           22      U
211052431                                      174000        170000                 33971.96      2% of ppd amt                                       24                           21                0
211052435                                      440000             0                329823.47      None                                                 0                            0      U
211052455                                      131000             0                111306.22      2% of ppd amt                                       24                           22      U
211052456                                      255000             0                229422.35      6 mo int on 80%                                     24                           22      U
211052466                                       65000         57000                 54133.07      6 mo int on 80%                                     24                           22      U
211052483                                      194000             0                154910.82      2% of ppd amt                                       36                           34      U
211052485                                      231000        227000                181479.48      2% of ppd amt                                       24                           21      U
211052499                                      187000             0                168170.04      1% of UPB                                           24                           22      U
211052503                                      206000             0                104908.68      2% of ppd amt                                       24                           21      N
211052506                                      165000        165000                131829.34      2% of ppd amt                                       24                           21      U
211052537                                      180000             0                179816.92      2% of ppd amt                                       24                           22      N
211052557                                      350000             0                244801.93      2 mo int on 66% if Less than 8%                     24                           22      U
211052564                                      420000             0                335776.83      None                                                 0                            0      U
211052568                                      409000             0                   208590      2% of ppd amt                                       24                           24      U
211052573                                       75000         75000                 67470.63      2% of ppd amt                                       24                           22      U
211052590                                      147000             0                132235.61      6 mo int on 80%                                     24                           22      U
211052604                                      227000             0                   204300      2% of ppd amt                                       24                           22      U
211052605                                      397000             0                 317444.8      2% of ppd amt                                       24                           22      U
211052606                                      170000             0                118352.93      None                                                 0                            0      U
211052633                                      186000             0                167360.33      None                                                 0                            0      U
211052653                                      245000        245000                191868.53      2% of ppd amt                                       24                           22      U
211052670                                      265000             0                184846.86      6 mo int on 80%                                     36                           34                0
211052686                                      160000             0                119885.18      2% of ppd amt                                       24                           22      U
211052690                                      214000             0                159852.66      2% of ppd amt                                       36                           34                0
211052695                                      178600             0                   142880      2% of ppd amt                                       24                           23      U
211052699                                      423000             0                399893.44      None                                                 0                            0      U
211052715                                      162200             0                   129700      2% of ppd amt                                       24                           22      U
211052717                                      285000             0                256334.76      2% of ppd amt                                       36                           34      U
211052733                                      185000             0                175703.18      1% of UPB                                           36                           34      U
211052770                                       90000             0                    85500      None                                                 0                            0      U
211052788                                      253000             0                   173500      2 mo int on 66% if Less than 8%                     24                           22      U
211052812                                      290000             0                289936.18      None                                                 0                            0      U
211052832                                      420000             0                   357000      2 mo int on 66% if Less than 8%                     24                           22      N
211052864                                      176000        176000                158360.78      2% of ppd amt                                       24                           22      U
211052866                                      287000             0                157889.76      2 mo int on 66% if Less than 8%                     24                           22      U
211052875                                      180000             0                   135000      2% of ppd amt                                       36                           35                0
211052888                                      735000             0                   375000      2 mo int on 66% if Less than 8%                     36                           35      U
211052922                                      180500             0                135324.59      2% of ppd amt                                       24                           22      U
211052947                                      147000             0                103951.48      2% of ppd amt                                       24                           22      U
211052993                                      300000             0                169884.19      2% of ppd amt                                       24                           22      U
211052998                                       86000         84500                 84462.22      2% of ppd amt                                       24                           22      U
211053034                                      106000        106000                100605.66      6 mo int on 80%                                     24                           22      N
211053042                                      109500             0                 87559.99      2% of ppd amt                                       24                           22      U
211053064                                      269500        268000                214063.23      None                                                 0                            0      U
211053073                                      253000             0                202283.55      2% of ppd amt                                       24                           22      U
211053105                                      234000        234000                   222300      6 mo int on 80%                                     24                           23      U
211053122                                      430000             0                   387000      2 mo int on 66% if Less than 8%                     24                           22      U
211053144                                      316000        310000                294364.02      None                                                 0                            0      U
211053176                                      125000             0                118643.13      None                                                 0                            0      U
211053196                                      171000             0                   171000      2% of ppd amt                                       24                           22      U
211053203                                      315000             0                   315000      2% of ppd amt                                       24                           23      U
211053204                                      125000        125000                 99862.59      6 mo int on 80%                                     24                           22      U
211053207                                      175000             0                139927.42      2% of ppd amt                                       24                           22      N
211053244                                      210000             0                199403.92      1% of UPB                                           24                           22      U
211053245                                      230000             0                   218500      1% of UPB                                           24                           22      N
211053247                                      200000             0                169912.79      None                                                 0                            0      U
211053249                                      217500        217000                173543.44      2% of ppd amt                                       24                           23      U
211053259                                      186000        185000                147899.81      2% of ppd amt                                       24                           22      U
211053264                                      219000             0                207837.16      1% of UPB                                           36                           34                0
211053272                                      182000             0                145431.61      6 mo int on 80%                                     24                           22      U
211053275                                       92000         94000                 89272.39      6 mo int on 80%                                     24                           23      U
211053325                                      200000             0                   160000      None                                                 0                            0      N
211053366                                      276000             0                   220800      1% of UPB                                           36                           35                0
211053378                                      280000        220000                197877.56      2% of ppd amt                                       24                           22      U
211053387                                      143000        142900                114260.23      6 mo int on 80%                                     24                           22      U
211053402                                      128000        125025                   118773      1% of UPB                                           36                           35      U
211053434                                      320000        319675                302957.31      None                                                 0                            0      U
211053445                                      135000             0                 127811.6      6 mo int on 80%                                     36                           33                0
211053453                                      380000             0                   333000      None                                                 0                            0      U
211053468                                      341000             0                294836.33      2% of ppd amt                                       24                           22      N
211053486                                      350000             0                 151102.6      2% of ppd amt                                       24                           23      U
211053490                                      180000             0                   171000      2% of ppd amt                                       24                           23      U
211053495                                      152000             0                   100000      2 mo int on 66% if Less than 8%                     24                           23      N
211053504                                      206000             0                   205750      1% of UPB                                           24                           23      N
211053506                                      156000             0                140336.88      None                                                 0                            0      N
211053514                                      300000        300000                269818.84      2% of ppd amt                                       24                           22      U
211053553                                      380000             0                   304000      1% of amt ppd if loan Greater than $150K            24                           23      U
211053713                                      110000        105000                104909.66      2% of ppd amt                                       24                           22      U
211053717                                      385000             0                 269400.4      None                                                 0                            0      U
211053727                                      328000             0                262237.74      None                                                 0                            0      U
211053795                                      383500             0                   383500      None                                                 0                            0      U
211053854                                      335000             0                   268000      None                                                 0                            0      U
211053948                                      453000             0                354869.74      2% of ppd amt                                       12                            9      N
211053960                                      315000        315000                   252000      2% of ppd amt                                       36                           35      U
211053996                                      260000             0                187977.29      None                                                 0                            0                0
211054000                                      111000        105300                   100035      2% of ppd amt                                       24                           23      U
211054218                                      290000        289000                274374.93      6 mo int on 80%                                     24                           23      U
211054245                                      305000             0                289677.19      6 mo int on 80%                                     24                           23      U
211054289                                      225000             0                213634.81      2% of ppd amt                                       24                           23                0
211054465                                      132000             0                   125400      None                                                 0                            0      U
211054506                                      500000             0                   415000      2% of ppd amt                                       36                           35      U
211054521                                      308000        299900                239778.99      2% of ppd amt                                       24                           23      U
211055042                                      320000             0                   233300      None                                                 0                            0      U
211055197                                      329900             0                276420.67      2 mo int on 66% if Less than 8%                     24                           21      N
211055291                                      345000             0                   276000      None                                                 0                            0      U
211055367                                      150000        142000                   127800      2% of ppd amt                                       24                           24                0
211055463                                      162000             0                   129600      None                                                 0                            0      U
231085692                                      122500             0                 25167.33      5% of ppd amt                                       36                           31                0
231085797                                      220000             0                  43917.6      6 mo int on 80%                                     36                           30                0
231086410                                      255000        249000                  49763.5      3% / 2% / 1%                                        36                           31                0
231086667                                      220000        213900                 42751.82      None                                                 0                            0                0
231086742                                      325000             0                   300000      None                                                 0                            0      U
231086750                                      250000        245000                 48957.43      3% / 2% / 1%                                        24                           19                0
231086760                                      375000        375000                 74947.08      None                                                 0                            0                0
231086766                                      148000        148000                 29580.83      None                                                 0                            0                0
231086768                                      308000             0                219488.14      None                                                 0                            0      U
231086780                                      248000             0                222686.84      6 mo int on 80%                                     24                           21      U
231086825                                      185000             0                138681.03      6 mo int on 80%                                     24                           22      U
231087171                                      250000             0                162339.51      None                                                 0                            0      U
231087275                                      221000             0                134089.78      None                                                 0                            0      U
231087281                                      410000             0                347909.86      3 mo int                                            24                           20      U
231087421                                      363000             0                208043.75      6 mo int on 80%                                     36                           33      U
231087437                                      231000             0                207658.41      None                                                 0                            0      U
231087449                                      155000        148400                118600.26      6 mo int on 80%                                     24                           21      U
231087497                                      318000             0                 149963.4      6 mo int on 80%                                     24                           22      U
231087512                                      400000             0                354741.76      None                                                 0                            0      U
231087566                                      131000        124000                 111538.4      None                                                 0                            0      U
231087571                                      480000             0                263872.86      6 mo int on 80%                                     24                           22      U
231087577                                      170000        161700                 32309.37      None                                                 0                            0                0
231087621                                      196000        180000                  35980.3      5% of ppd amt                                       24                           21                0
231087705                                      185000        184350                 36839.58      6 mo int on 80%                                     24                           21                0
231087728                                      255000             0                   165750      6 mo int on 80%                                     36                           34      U
231087847                                      375000             0                234829.91      None                                                 0                            0      U
231087866                                      450000             0                289640.08      6 mo int on 80%                                     12                           10      U
231087868                                      360000             0                280581.62      None                                                 0                            0      U
231087895                                      425000             0                 249777.4      None                                                 0                            0      U
231087907                                      255000             0                228673.74      None                                                 0                            0      U
231087960                                      125000             0                 99902.07      1% of amt prepaid                                   24                           22      U
231088148                                      253000        252500                   202000      6 mo int on 80%                                     24                           21      U
231088584                                      175000        169000                   152100      None                                                 0                            0      U
231088660                                      295000             0                194673.02      None                                                 0                            0      U
231088731                                      202000        187900                150246.84      None                                                 0                            0      U
231088748                                      350000             0                314777.78      6 mo int on 80%                                     36                           33      U
231088774                                      275000             0                139894.51      None                                                 0                            0      U
231088783                                      464000             0                 384871.9      6 mo int on 80%                                     24                           22      U
231088804                                      220000             0                140912.81      6 mo int on 80%                                     24                           22      U
231088817                                      436000        430000                408341.14      6 mo int on 80%                                     24                           23      U
231088839                                      179000             0                139944.36      6 mo int on 80%                                     24                           22      U
231088852                                      255000             0                134914.79      None                                                 0                            0      U
231088860                                      227000        174000                130462.66      None                                                 0                            0      U
231088896                                      250000             0                 199656.4      6 mo int on 80%                                     24                           21      U
231088914                                      270000        253000                 50542.06      None                                                 0                            0                0
231088939                                      495000             0                349498.85      2% of UPB                                           12                            9      U
231088948                                      460000             0                344390.02      None                                                 0                            0      U
231088951                                      177000             0                124944.11      None                                                 0                            0      U
231088965                                      176000        175000                157359.78      None                                                 0                            0      U
231088971                                      375000             0                 333993.8      None                                                 0                            0      U
231088972                                      450000             0                339537.55      None                                                 0                            0      U
231088982                                      168000             0                151055.02      None                                                 0                            0      U
231089023                                      280000             0                237860.79      None                                                 0                            0      U
231089026                                      325000             0                   255000      None                                                 0                            0      U
231089055                                      185000             0                 127610.7      None                                                 0                            0      U
231089062                                      371000             0                333687.75      6 mo int on 80%                                     24                           21      U
231089163                                      262000             0                167883.49      None                                                 0                            0      U
231089220                                      255000        254100                 50736.31      6 mo int on 80%                                     24                           21                0
231089254                                      304000             0                128909.41      2% of UPB                                           12                           10      U
231089257                                      194500             0                140787.95      6 mo int on 80%                                     24                           21      U
231089296                                      485000             0                   339500      None                                                 0                            0      U
231089298                                      371000        365000                264816.53      None                                                 0                            0      U
231089311                                      710000             0                305800.47      6 mo int on 80%                                     24                           22      U
231089313                                      238000             0                142670.41      None                                                 0                            0      U
231089352                                      198000             0                151841.79      6 mo int on 80%                                     24                           21      U
231089355                                      131000             0                117758.11      6 mo int on 80%                                     24                           21      U
231089367                                       85000             0                 76425.23      6 mo int on 80%                                     24                           21      U
231089381                                      180000             0                161921.15      6 mo int on 80%                                     24                           22      U
231089389                                      230000             0                179894.28      6 mo int on 80%                                     24                           22      U
231089397                                      115000             0                103480.67      None                                                 0                            0      U
231089399                                      160000        140000                111940.71      6 mo int on 80%                                     12                           10      U
231089403                                      149000        149000                119053.58      6 mo int on 80%                                     24                           21      U
231089410                                      140000             0                125939.96      None                                                 0                            0      U
231089415                                      150000             0                119835.12      None                                                 0                            0      U
231089423                                      475000        420000                 377793.1      None                                                 0                            0      U
231089429                                      370000        370000                288858.77      None                                                 0                            0      U
231089432                                      180000             0                143801.15      None                                                 0                            0      U
231089444                                      140000        135000                128183.16      6 mo int on 80%                                     36                           34                0
231089445                                      395000             0                299778.52      None                                                 0                            0      U
231089455                                      183000             0                104902.66      None                                                 0                            0      U
231089457                                      236000             0                139900.69      2% of UPB                                           12                           10      U
231089471                                      177000             0                123844.01      6 mo int on 80%                                     24                           22      U
231089479                                      327000             0                294123.54      None                                                 0                            0      U
231089486                                      190000             0                151934.18      6 mo int on 80%                                     24                           22      U
231089506                                      230000             0                 183995.5      None                                                 0                            0      U
231089508                                      394000        394000                354342.02      None                                                 0                            0      U
231089529                                      600000             0                399503.57      None                                                 0                            0      U
231089549                                      272000             0                203865.05      None                                                 0                            0      U
231089556                                      312000             0                237803.75      None                                                 0                            0      U
231089572                                      130000        107000                 85557.22      3 mo int                                            24                           22      U
231089576                                      305000             0                229812.21      2% of UPB                                           12                           10      U
231089611                                      402000             0                321282.37      None                                                 0                            0      U
231089614                                      370000             0                332840.13      None                                                 0                            0                0
231089617                                      160000             0                127925.59      6 mo int on 80%                                     36                           34      U
231089681                                      565000             0                184905.09      6 mo int on 80%                                     12                           10                0
231089686                                      186000             0                167321.07      None                                                 0                            0      U
231089698                                      167000             0                150229.88      None                                                 0                            0      U
231089703                                      190000        177000                159228.02      6 mo int on 80%                                     24                           22      N
231089712                                      315000             0                169885.93      6 mo int on 80%                                     24                           22      U
231089723                                      183500        170000                   153000      None                                                 0                            0      U
231089750                                      346000             0                311244.26      6 mo int on 80%                                     24                           21      N
231089760                                      235000        235000                223169.42      None                                                 0                            0      U
231089766                                      345000        345000                310332.16      2% of UPB                                           12                           10      U
231089833                                      390000             0                   205000      None                                                 0                            0      U
231089893                                      175000             0                 99848.11      6 mo int on 80%                                     24                           22      U
231089910                                      260000             0                174903.41      6 mo int on 80%                                     24                           22      U
231089913                                      565000             0                395365.18      None                                                 0                            0      U
231089918                                      122000        121000                120887.36      None                                                 0                            0      U
231089927                                      360000        350000                314820.64      6 mo int on 80%                                     24                           22      U
231089929                                      335000             0                199860.97      None                                                 0                            0      U
231089954                                      251000             0                155400.96      None                                                 0                            0      U
231089959                                      319000             0                270746.28      None                                                 0                            0      U
231089963                                      354000             0                353611.01      6 mo int on 80%                                     24                           22      U
231089965                                      205000             0                149918.37      3 mo int                                            36                           34                0
231089979                                      145000        145000                137693.58      None                                                 0                            0      U
231089980                                      345000             0                174878.79      None                                                 0                            0      U
231090063                                      360000             0                305832.51      6 mo int on 80%                                     12                           10      U
231090074                                      480000             0                274864.73      None                                                 0                            0      U
231090079                                      155000             0                116216.37      6 mo int on 80%                                     12                           10                0
231090084                                      335000             0                 267847.4      6 mo int on 80%                                     24                           22      U
231090112                                      220000             0                175729.86      None                                                 0                            0      N
231090122                                      236000             0                211158.37      6 mo int on 80%                                     24                           22      U
231090124                                      177000             0                  99961.9      None                                                 0                            0      U
231090132                                      237000             0                   146361      None                                                 0                            0      U
231090134                                      255000             0                169854.58      6 mo int on 80%                                     24                           22      U
231090146                                      565000             0                381686.26      None                                                 0                            0                0
231090147                                      370000             0                203352.57      None                                                 0                            0                0
231090198                                      325000             0                296842.78      6 mo int on 80%                                     12                           10      U
231090214                                      285000             0                187406.99      None                                                 0                            0      U
231090221                                      150500        150000                   120000      6 mo int on 80%                                     24                           22      U
231090262                                      199000        218000                188817.76      None                                                 0                            0      U
231090277                                      285000             0                   227920      None                                                 0                            0      U
231090279                                      425000             0                361169.32      None                                                 0                            0      U
231090297                                      325000             0                   276250      None                                                 0                            0      U
231090333                                      375000             0                   356250      6 mo int on 80%                                     24                           22      U
231090345                                      785000             0                609542.74      6 mo int on 80%                                     24                           22      U
231090360                                      220000        219000                 43782.82      None                                                 0                            0                0
231090362                                      200000             0                    50000      6 mo int on 80%                                     24                           23      U
231090370                                      150500        150000                 29993.81      5% of ppd amt                                       24                           22                0
231090400                                      186000             0                   176700      6 mo int on 80%                                     12                           11      U
231090404                                      161000             0                   147500      None                                                 0                            0      U
231090436                                      158000        150000                113367.58      None                                                 0                            0      U
231090467                                      372000             0                353208.97      None                                                 0                            0      U
231090627                                      295000        295000                   280250      None                                                 0                            0      U
231090630                                      230000        230000                   218500      6 mo int on 80%                                     24                           23      U
231090650                                      340000        148000                140539.76      None                                                 0                            0      U
231090669                                      223000             0                   211850      None                                                 0                            0      U
231090681                                      140000        138500                   131575      None                                                 0                            0      U
231090723                                      252000             0                   167903      6 mo int on 80%                                     12                           10      U
231090742                                       83000         70000                    63000      6 mo int on 80%                                     24                           23      U
231090825                                      300000             0                   300000      6 mo int on 80%                                     12                           11      N
231090864                                      212000             0                169506.39      3 mo int                                            24                           23      U
231090866                                      165000        164900                 131904.3      6 mo int on 80%                                     24                           23      U
231090869                                      220000             0                   198000      6 mo int on 80%                                     36                           35      U
231090896                                      320000             0                   304000      None                                                 0                            0      U
231090898                                      495000             0                   100000      6 mo int on 80%                                     12                           11                0
231090905                                      350000             0                   332500      6 mo int on 80%                                     24                           23      U
231090985                                      230000        226000                214657.17      None                                                 0                            0      U
231090997                                      354000             0                247629.29      6 mo int on 80%                                     36                           35                0
231091145                                      395000             0                   375250      None                                                 0                            0      U
231091290                                      240000        204000                   193800      6 mo int on 80%                                     24                           23      U
231091326                                      244000        239694                239530.21      6 mo int on 80%                                     24                           23      U
231091483                                      314000        330000                   313500      None                                                 0                            0      U
231092464                                       84000         82000                    65600      None                                                 0                            0                0
231092537                                      105000             0                    84000      None                                                 0                            0      U
231092713                                       78000             0                    66300      None                                                 0                            0      U
231092990                                      332000        331500                   298350      2% of UPB                                           12                           12      U
321037209                                      192000        192000                  38366.6      None                                                 0                            0                0
321037446                                      335000             0                  66941.7      None                                                 0                            0                0
321037694                                      126000        125000                 24982.45      None                                                 0                            0                0
321037756                                      165000        160000                 31976.54      None                                                 0                            0                0
321037770                                      160000        159900                 31962.53      None                                                 0                            0                0
321038352                                      195000             0                 38967.33      None                                                 0                            0                0
321039025                                      122000        119900                 95803.37      6 mo int on 80%                                     24                           21      U
321039053                                      335000             0                230657.77      6 mo int on 80%                                     36                           33      U
321039074                                      196000        195000                 38975.85      None                                                 0                            0                0
321039129                                      448000             0                303706.01      6 mo int on 80%                                     24                           21      U
321039130                                      230000             0                183904.45      6 mo int on 80%                                     24                           21      U
321039134                                      132000        126800                 25341.38      None                                                 0                            0                0
321039142                                      220000             0                164637.65      6 mo int on 80%                                     24                           20      U
321039219                                      340000             0                284827.35      1% of UPB                                           24                           22      U
321039231                                      190000             0                170800.93      6 mo int on 80%                                     24                           21      U
321039242                                      121000             0                    96800      6 mo int on 80%                                     24                           22      U
321039265                                      128000             0                   108800      6 mo int on 80%                                     24                           22      U
321039301                                      195000             0                159574.93      6 mo int on 80%                                     24                           20      U
321039331                                      198000             0                158025.21      6 mo int on 80%                                     36                           33      U
321039361                                      248000             0                150905.37      6 mo int on 80%                                     24                           21      U
321039373                                      195000             0                165458.85      6 mo int on 80%                                     24                           21      U
321039430                                      355000             0                271803.51      6 mo int on 80%                                     24                           22      U
321039442                                      612000        590000                339771.18      6 mo int on 80%                                     12                            9      U
321039446                                      160000        157900                 31547.29      None                                                 0                            0                0
321039480                                      228000             0                205023.07      6 mo int on 80%                                     36                           34      U
321039489                                      139000        135888                122261.88      6 mo int on 80%                                     24                           21      U
321039509                                      125000             0                112448.79      6 mo int on 80%                                     24                           22      U
321039556                                       85000             0                 84970.98      6 mo int on 80%                                     24                           22      U
321039614                                      167000             0                141886.78      6 mo int on 80%                                     36                           33      U
321039676                                      160000        159500                  31886.9      None                                                 0                            0                0
321039718                                      290000             0                225868.62      6 mo int on 80%                                     24                           22      U
321039734                                      217900        217900                174209.19      6 mo int on 80%                                     24                           21      U
321039743                                      217900        217900                 43552.01      None                                                 0                            0                0
321039783                                      212000        212000                 42391.82      None                                                 0                            0                0
321039820                                      196000             0                176147.67      6 mo int on 80%                                     24                           21      U
321039847                                      160000             0                143073.68      6 mo int on 80%                                     24                           22      U
321039854                                      170000             0                144322.26      6 mo int on 80%                                     24                           21      U
321039871                                      180000             0                140200.53      6 mo int on 80%                                     24                           22      U
321039875                                      258000             0                 206257.1      6 mo int on 80%                                     24                           22      U
321039877                                      217000             0                184334.76      6 mo int on 80%                                     24                           22      U
321039901                                      248000             0                186747.76      6 mo int on 80%                                     24                           21      U
321039949                                      358000             0                283426.65      6 mo int on 80%                                     24                           22      U
321039958                                      179000        170000                135904.98      6 mo int on 80%                                     24                           22      U
321039962                                      150000             0                116975.38      6 mo int on 80%                                     24                           22      U
321039965                                      672000             0                359770.44      6 mo int on 80%                                     24                           22      U
321039984                                      330000             0                   297000      6 mo int on 80%                                     24                           22      U
321040028                                      236000             0                200531.74      6 mo int on 80%                                     24                           22      U
321040046                                      227000             0                181503.86      6 mo int on 80%                                     24                           22      U
321040083                                      180000             0                 152905.2      6 mo int on 80%                                     24                           22      U
321040148                                      250000             0                212339.11      6 mo int on 80%                                     24                           22      U
321040157                                      182000             0                149888.61      6 mo int on 80%                                     24                           22      U
321040170                                      439000        400000                   380000      None                                                 0                            0      U
321040172                                      156000             0                132573.31      6 mo int on 80%                                     24                           22      U
321040232                                      175000             0                147955.66      6 mo int on 80%                                     36                           34      U
321040246                                      308000             0                246323.05      6 mo int on 80%                                     24                           22      U
321040250                                      130000        129900                103847.02      6 mo int on 80%                                     36                           34      U
321040262                                      177000             0                167693.02      6 mo int on 80%                                     24                           22      U
321040281                                      245000             0                171475.77      6 mo int on 80%                                     36                           34                0
321040304                                      205000             0                173862.91      6 mo int on 80%                                     24                           22      U
321040305                                      195000             0                185192.15      6 mo int on 80%                                     24                           22      U
321040337                                      443000             0                396763.44      6 mo int on 80%                                     24                           22      U
321040417                                      133000        130990                124421.49      6 mo int on 80%                                     24                           22      U
321040429                                      240000             0                203881.98      6 mo int on 80%                                     24                           22      U
321040471                                      154000             0                 138509.8      6 mo int on 80%                                     24                           22      U
321040475                                      271000             0                270905.13      6 mo int on 80%                                     24                           22      U
321040507                                      162000             0                147393.58      6 mo int on 80%                                     24                           22      U
321040550                                      194000             0                183979.71      6 mo int on 80%                                     24                           22      U
321040589                                      169000        167900                134255.19      6 mo int on 80%                                     24                           22      U
321040594                                      132000        129995                129437.22      6 mo int on 80%                                     24                           22      U
321040692                                      143000        143000                 128678.7      6 mo int on 80%                                     12                           10      U
321040714                                      217000             0                   206150      6 mo int on 80%                                     24                           23      U
321040731                                      192000             0                   192000      6 mo int on 80%                                     24                           23      U
321040801                                      211500             0                132455.11      6 mo int on 80%                                     24                           22      U
321040803                                      160000        150000                119841.67      6 mo int on 80%                                     24                           22      U
331049464                                      220000             0                 43959.02      None                                                 0                            0                0
331049778                                      340000             0                199726.32      None                                                 0                            0      U
331050358                                      522500             0                289667.92      None                                                 0                            0      U
331050438                                      411000             0                   324000      None                                                 0                            0      U
331050449                                      315000             0                267482.71      None                                                 0                            0      U
331050537                                      250000             0                224937.75      6 mo int on 80%                                     24                           21      U
331050749                                      315000             0                 267477.1      6 mo int on 80%                                     12                            9      U
331050756                                      480000             0                295443.15      None                                                 0                            0      U
331050804                                      111000             0                 99814.04      6 mo int on 80%                                     12                            9      U
331050876                                      580000             0                347507.19      6 mo int on 80%                                     12                            9      N
331050918                                      465000             0                325129.87      6 mo int on 80%                                     12                            9                0
331051022                                      700000             0                379780.24      6 mo int on 80%                                     12                           10                0
331051030                                      303000             0                242211.45      6 mo int on 80%                                     24                           21      U
331051055                                      310000             0                278549.99      6 mo int on 80%                                     24                           21      U
331051103                                      400000             0                359833.78      None                                                 0                            0      U
331051169                                      590000             0                206157.47      None                                                 0                            0      U
331051204                                      525000             0                414653.06      6 mo int on 80%                                     12                           10      U
331051350                                      580000             0                261855.39      6 mo int on 80%                                     12                           10      U
331051396                                      365000             0                309946.78      None                                                 0                            0      U
331051455                                      475000             0                355810.88      None                                                 0                            0      U
331051457                                      375000             0                   355000      6 mo int on 80%                                     12                           11      U
331051486                                      610000             0                   335000      6 mo int on 80%                                     12                            9      N
331051490                                      680000             0                573795.45      None                                                 0                            0      U
331051598                                      285000             0                235948.38      None                                                 0                            0      U
331051757                                      295000             0                189921.17      None                                                 0                            0      U
331051760                                      375000             0                318370.32      6 mo int on 80%                                     12                            9      U
331051767                                      360000             0                305749.26      6 mo int on 80%                                     24                           21      U
331051792                                      180000             0                 143777.5      None                                                 0                            0      U
331052034                                      165000             0                140167.62      None                                                 0                            0      N
331052041                                      400000             0                347827.01      None                                                 0                            0      U
331052065                                       95000             0                 74955.94      None                                                 0                            0      U
331052069                                      630000             0                224834.93      None                                                 0                            0      U
331052095                                      375000             0                337152.37      6 mo int on 80%                                     12                            9      U
331052104                                      415000             0                372974.65      6 mo int on 80%                                     12                            9      U
331052108                                      425000             0                 189614.2      None                                                 0                            0      U
331052112                                      600000             0                 389455.8      6 mo int on 80%                                     12                            9      U
331052118                                      425000             0                372896.21      None                                                 0                            0      U
331052149                                      265000             0                238309.19      None                                                 0                            0      U
331052182                                      203000             0                142422.16      None                                                 0                            0      U
331052211                                      290000        285000                255804.67      6 mo int on 80%                                     36                           33      U
331052248                                      670000             0                299696.31      6 mo int on 80%                                     12                            9      U
331052280                                      267000             0                226561.09      None                                                 0                            0      U
331052321                                      420000             0                324826.26      None                                                 0                            0      U
331052336                                      455000             0                318197.15      6 mo int on 80%                                     12                           10      U
331052356                                      410000             0                   299997      6 mo int on 80%                                     12                           10      U
331052379                                      161500             0                128982.22      6 mo int on 80%                                     36                           33      U
331052388                                      162000             0                129545.23      6 mo int on 80%                                     24                           22      U
331052425                                       82000             0                 69644.37      None                                                 0                            0      U
331052437                                      525000             0                299445.26      6 mo int on 80%                                     12                            9      U
331052457                                      645000             0                515643.09      6 mo int on 80%                                     12                           10      U
331052467                                      420000             0                329480.46      None                                                 0                            0      N
331052522                                      148000             0                110960.83      6 mo int on 80%                                     24                           22      U
331052531                                      600000             0                419374.65      None                                                 0                            0      U
331052535                                      325000             0                243543.38      None                                                 0                            0      U
331052547                                      220000             0                186875.89      None                                                 0                            0      U
331052551                                      195000             0                179897.51      6 mo int on 80%                                     12                           10      U
331052554                                      475000             0                   403000      6 mo int on 80%                                     12                            9      U
331052584                                      500000             0                138829.24      None                                                 0                            0      U
331052588                                      250000             0                149884.72      None                                                 0                            0      U
331052592                                      480000             0                383570.09      None                                                 0                            0      U
331052602                                      267000             0                213463.79      6 mo int on 80%                                     36                           34                0
331052606                                      440000             0                   396000      6 mo int on 80%                                     12                           10      U
331052625                                      648500             0                289801.03      None                                                 0                            0      U
331052638                                      560000             0                389727.51      6 mo int on 80%                                     12                           10      U
331052728                                      565000             0                419721.04      6 mo int on 80%                                     12                           10      U
331052749                                      290000             0                129905.43      None                                                 0                            0                0
331052829                                      325000             0                 99972.57      None                                                 0                            0      U
331052859                                      370000             0                277378.54      6 mo int on 80%                                     12                           10      U
331052909                                      222000             0                142975.97      6 mo int on 80%                                     24                           22      U
331052934                                      525000             0                   360000      6 mo int on 80%                                     12                           10      U
331052970                                      466000             0                389847.19      None                                                 0                            0      U
331053006                                      455000             0                359840.97      None                                                 0                            0      U
331053084                                      228000             0                148146.87      6 mo int on 80%                                     24                           22      U
331053122                                      410000             0                277836.72      6 mo int on 80%                                     12                           10                0
331053135                                      455000             0                300325.67      6 mo int on 80%                                     12                           10      U
331053183                                      490000             0                   367500      6 mo int on 80%                                     12                           10                0
331053204                                      225000             0                142797.49      6 mo int on 80%                                     24                           22      U
331053228                                      193000             0                183047.95      None                                                 0                            0      U
331053241                                      475000             0                378876.44      None                                                 0                            0      U
331053401                                      245000             0                150875.99      6 mo int on 80%                                     12                           10      U
331053403                                       82000         81500                  65130.7      None                                                 0                            0      U
331053469                                      350000             0                224871.88      None                                                 0                            0      U
331053474                                      445000             0                224844.38      6 mo int on 80%                                     12                           11                0
331053501                                      475000             0                   475000      6 mo int on 80%                                     12                           11      U
331053547                                      605000             0                   484000      6 mo int on 80%                                     12                           10                0
331053550                                      620000             0                211878.54      None                                                 0                            0      U
331053555                                      225000             0                   146250      None                                                 0                            0      U
331053564                                      498000             0                 364836.8      6 mo int on 80%                                     12                           10      U
331053571                                      425000             0                   403750      None                                                 0                            0                0
331053618                                      375000             0                262412.17      None                                                 0                            0      U
331053681                                      645000             0                   641250      6 mo int on 80%                                     12                           11                0
331053698                                      167000             0                   158650      1% of amt ppd if loan Greater than $150K            30                           29                0
331053713                                      230000             0                   207000      None                                                 0                            0      U
331053752                                       69000         75000                    60000      None                                                 0                            0      U
331053798                                      315000             0                283463.57      6 mo int on 80%                                     12                           11                0
331053843                                      380000             0                 379821.4      None                                                 0                            0      U
331053871                                      390000             0                311958.87      None                                                 0                            0      U
331053970                                      470000             0                   372000      6 mo int on 80%                                     12                           11      U
331053972                                      780000        760000                   570000      6 mo int on 80%                                     12                           11                0
331053982                                      420000             0                287965.05      6 mo int on 80%                                     12                           11                0
331054089                                      370000        316200                   300390      6 mo int on 80%                                     12                           11      U
331054124                                      590000             0                   442500      6 mo int on 80%                                     12                           11      U
331054143                                      440000             0                404738.33      None                                                 0                            0      U
331054203                                      750000             0                   335000      6 mo int on 80%                                     12                           11      U
331054228                                      375000             0                   356250      None                                                 0                            0      U
331054455                                      345000             0                   224250      6 mo int on 80%                                     24                           23      U
331054786                                      305000             0                   244000      None                                                 0                            0      U
331056375                                      520000             0                   416000      6 mo int on 80%                                     12                           12      U
331056426                                      203000             0                   142100      None                                                 0                            0      U
341036778                                      273000             0                    54560      3% / 2% / 1%                                        36                           31                0
341037005                                      144000             0                 28772.22      None                                                 0                            0                0
341037706                                      112500             0                101112.29      None                                                 0                            0      U
341037821                                      165000             0                104041.72      None                                                 0                            0      U
341038110                                      157500             0                 99818.83      6 mo int on 80%                                     24                           21      U
341038121                                      200000             0                 179812.5      1% of amt ppd if loan Greater than $150K            24                           21      U
341038744                                      285000             0                227711.18      1% of amt ppd if loan Greater than $150K            24                           21      U
341038896                                      161000        158000                 31563.99      None                                                 0                            0                0
341039025                                      219000             0                186064.03      1% of amt ppd if loan Greater than $150K            24                           21      U
341039109                                      215000             0                   210900      1% of UPB                                           24                           23      U
341039132                                      352000             0                261963.89      1% of amt ppd if loan Greater than $150K            24                           22      U
341039142                                      146000             0                131345.71      None                                                 0                            0      U
341039155                                      162000        136000                   129200      None                                                 0                            0      U
341039225                                      230000             0                149911.45      1% of UPB                                           24                           22      U
341039227                                      240000        216000                   194314      1% of amt ppd if loan Greater than $150K            24                           22      U
341039240                                      185000        185000                166245.78      1% of UPB                                           24                           21      U
341039257                                      102500        100000                 84926.87      None                                                 0                            0      U
341039258                                      266000             0                251605.65      1% of amt ppd if loan Greater than $150K            24                           21      U
341039287                                      288000             0                249816.84      2 mo int on 66% if Less than 8%                     24                           21      U
341039328                                      115000        103000                  82352.1      1% of UPB                                           24                           22      U
341039329                                      104000             0                 57156.88      None                                                 0                            0      N
341039358                                      383000        368800                294942.38      2% of ppd amt                                       24                           21      U
341039362                                      383000        368800                 73785.28      2% of ppd amt                                       30                           27                0
341039371                                      190000             0                 99905.78      None                                                 0                            0                0
341039379                                      248000             0                234393.86      1% of UPB                                           24                           21      U
341039421                                       75000         63000                 53535.51      None                                                 0                            0      U
341039454                                      276000             0                149870.94      None                                                 0                            0      U
341039458                                      135000        122500                110129.55      None                                                 0                            0      U
341039468                                      129000        129000                103174.26      None                                                 0                            0      U
341039473                                      162000             0                 145738.4      6 mo int on 80%                                     24                           21      U
341039475                                      129000        129000                 25791.57      None                                                 0                            0                0
341039479                                      172000             0                 163319.2      None                                                 0                            0      N
341039484                                      170000        180000                152909.67      1% of UPB                                           24                           22      U
341039511                                      120000             0                 95957.08      None                                                 0                            0      U
341039541                                      302000             0                 241501.9      1% of amt ppd if loan Greater than $150K            24                           22      U
341039543                                      410000             0                   381300      None                                                 0                            0      U
341039592                                      170000             0                166947.46      1% of amt ppd if loan Greater than $150K            30                           28      U
341039612                                      111000        110000                  87904.7      None                                                 0                            0      U
341039629                                      186200        186200                167422.16      1% of amt ppd if loan Greater than $150K            24                           21      U
341039633                                      177000             0                159235.87      2% / 1%                                             24                           22      U
341039634                                      115500        113000                107217.78      None                                                 0                            0      U
341039635                                      171000             0                153731.25      1% of amt ppd if loan Greater than $150K            24                           22      U
341039636                                      128000             0                121531.46      1% of amt prepaid                                   24                           22      U
341039640                                      128000        128000                121539.07      None                                                 0                            0                0
341039708                                      243000        220000                197896.27      1% of UPB                                           24                           22      U
341040020                                       89000         89000                 71170.78      None                                                 0                            0      U
341040088                                       74000         73000                 68379.77      None                                                 0                            0                0
341040120                                      185000             0                107063.11      6 mo int on 80%                                     24                           22      U
341040204                                      165000             0                148416.75      None                                                 0                            0      U
341040217                                      130000             0                107954.22      1% of UPB                                           24                           22      U
341040224                                      201100        187000                168267.37      1% of UPB                                           24                           22      U
341040297                                      121000        119900                   113905      1% of UPB                                           24                           23      U
341040304                                      470000             0                   376000      1% of amt ppd if loan Greater than $150K            24                           22      U
341040391                                      198000             0                   176000      3% / 2% / 1%                                        36                           35                0
341040435                                      257700             0                205929.19      1% of amt ppd if loan Greater than $150K            24                           22      U
341040452                                      216000             0                   180000      1% of UPB                                           24                           23      U
341040462                                      309500             0                293802.33      1% of amt ppd if loan Greater than $150K            24                           22      U
341040464                                      115000             0                 97709.01      None                                                 0                            0      U
341040477                                      135000             0                   128250      None                                                 0                            0      U
341040532                                      305000             0                 243823.9      2% of ppd amt                                       24                           22      U
341040540                                      422000             0                379503.72      1% of UPB                                           24                           22      U
341040573                                      260000             0                207759.78      1% of amt ppd if loan Greater than $150K            24                           22      U
341040577                                      192000             0                151914.79      6 mo int on 80%                                     24                           22      U
341040599                                      475000             0                307817.21      1% of amt ppd if loan Greater than $150K            24                           22      U
341040619                                       84000             0                 75576.63      6 mo int on 80%                                     36                           34                0
341040626                                      225000        225000                213629.55      1% of UPB                                           24                           22      U
341040636                                       92000         90169                 72065.44      None                                                 0                            0      U
341040641                                      407000             0                224912.46      None                                                 0                            0      U
341040647                                      110000             0                  85947.9      None                                                 0                            0      U
341040670                                      185000        177300                   168435      1% of amt ppd if loan Greater than $150K            24                           23      U
341040740                                      145000             0                137721.65      1% of UPB                                           24                           22      U
341040784                                      118000             0                   112100      None                                                 0                            0      U
341040870                                      174000             0                149965.75      None                                                 0                            0      U
341040896                                      208000             0                    75000      1% of UPB                                           24                           23      U
341040920                                      110000        110000                104449.36      None                                                 0                            0      U
341040924                                      126000             0                119653.75      None                                                 0                            0      U
341040949                                      169000        108500                 97608.17      None                                                 0                            0      U
341040964                                      195000        188800                179093.82      1% of amt ppd if loan Greater than $150K            24                           22      U
341041113                                      338000             0                   338000      1% of amt ppd if loan Greater than $150K            24                           22      U
341041126                                      130000        130000                   103853      1% of UPB                                           24                           23      U
341041172                                       81000         81000                    81000      None                                                 0                            0      U
341041243                                      126000        125000                118689.08      6 mo int on 80%                                     24                           22      U
341041268                                       87000         87000                    82650      1% of UPB                                           24                           23      U
341041542                                      185000             0                175651.98      None                                                 0                            0      U
341041543                                      135000             0                128205.39      None                                                 0                            0      U
341041625                                      280000             0                   263500      6 mo int on 80%                                     24                           23      U
341041785                                      154000             0                   146000      None                                                 0                            0      U
341041973                                       97000             0                    69500      None                                                 0                            0      U
341042723                                      170000             0                135935.19      2% / 1%                                             24                           23      U
341042747                                      145000             0                   108750      None                                                 0                            0      U
341043326                                       65000             0                    52000      None                                                 0                            0      U
341043494                                       78000             0                    70200      None                                                 0                            0      U
341043618                                      140000        145000                   116000      1% of UPB                                           24                           24      U
341043680                                      147000        142000                   127800      None                                                 0                            0      U
351039735                                      170000        169145                 33767.89      None                                                 0                            0                0
351040101                                      255000        252500                 50386.19      None                                                 0                            0                0
351040661                                      138000        135990                 27161.52      None                                                 0                            0                0
351040732                                      138000        134000                 26751.88      None                                                 0                            0                0
351040734                                      129900        129900                 25933.35      None                                                 0                            0                0
351040891                                      157400        156500                 31229.44      None                                                 0                            0                0
351040940                                      225000        211000                 42049.32      None                                                 0                            0                0
351041172                                      126000        126000                 25166.17      None                                                 0                            0                0
351041354                                      164000        159000                 31742.92      None                                                 0                            0                0
351041577                                      174000        172086                  34355.2      None                                                 0                            0                0
351041848                                      140000        139020                 27766.73      None                                                 0                            0                0
351041987                                      120000             0                 95922.54      None                                                 0                            0      U
351042684                                      158000             0                126267.75      None                                                 0                            0      U
351042919                                      264000        242000                217500.76      6 mo int on 80%                                     36                           34      U
351042940                                      346000             0                260850.61      None                                                 0                            0                0
351042967                                      141000             0                133891.62      None                                                 0                            0                0
351042987                                      155000        155000                131729.32      6 mo int on 80%                                     24                           22      U
351042993                                      152000        144900                115734.48      6 mo int on 80%                                     24                           21      U
351043026                                      100000         91900                 73488.51      6 mo int on 80%                                     24                           22      U
351043113                                      136000        136000                 129138.1      6 mo int on 80%                                     24                           22      U
351043153                                      128000        128000                102277.39      6 mo int on 80%                                     24                           22      U
351043165                                       82500             0                 65959.88      6 mo int on 80%                                     24                           22      U
351043288                                      164000             0                122946.17      6 mo int on 80%                                     24                           22      U
351043704                                      110000        110000                104451.24      6 mo int on 80%                                     24                           22      U
351043742                                      115000        115000                    92000      6 mo int on 80%                                     24                           23      U
351044331                                      100000         95000                 90216.02      6 mo int on 80%                                     24                           23      U
351044470                                       79000         79000                    75050      6 mo int on 80%                                     24                           23      U
351045525                                      118000             0                    94400      None                                                 0                            0      U
371038874                                      200000             0                 39965.22      None                                                 0                            0                0
371039484                                      160000             0                  31977.6      3% / 2% / 1%                                        24                           19                0
371039645                                      162000             0                113312.03      3% / 2% / 1%                                        24                           19      U
371039744                                      153000        153000                  30584.4      6 mo int on 80%                                     24                           20                0
371039957                                      162000             0                 32376.26      3% / 2% / 1%                                        24                           19                0
371040742                                      215000             0                   147000      3% / 2% / 1%                                        24                           20      U
371040782                                      320000             0                271399.07      3% / 2% / 1%                                        24                           20      U
371040834                                      215000             0                144758.11      6 mo int on 80%                                     24                           21      U
371040903                                      223000             0                199990.97      6 mo int on 80%                                     24                           20      U
371041009                                      550000             0                299445.26      6 mo int on 80%                                     36                           32      U
371041016                                      235000             0                   209000      3% / 2% / 1%                                        24                           19      U
371041254                                      190000        174900                166076.66      6 mo int on 80%                                     24                           22      U
371041494                                      290000        278990                237101.09      None                                                 0                            0      U
371041605                                      150500             0                 127320.1      6 mo int on 80%                                     24                           20      U
371041753                                      218700             0                 185779.8      3% / 2% / 1%                                        24                           20      U
371041808                                      160000             0                 103927.1      6 mo int on 80%                                     36                           34      U
371041830                                      211000        199900                 39942.14      None                                                 0                            0                0
371041843                                      535000             0                373174.53      6 mo int on 80%                                     24                           20      U
371041866                                      405000             0                129883.61      6 mo int on 80%                                     24                           22      U
371041881                                      210000             0                125939.96      6 mo int on 80%                                     36                           34                0
371042105                                      140000             0                129069.69      6 mo int on 80%                                     24                           21      N
371042118                                      176000             0                149296.24      6 mo int on 80%                                     24                           20      U
371042120                                      193000             0                 154237.6      6 mo int on 80%                                     24                           20      U
371042133                                      280000             0                199589.78      6 mo int on 80%                                     24                           20      U
371042151                                      130000             0                 116853.3      6 mo int on 80%                                     24                           21      U
371042248                                      140000             0                109814.59      1% of UPB                                           24                           21      U
371042260                                      147000             0                132054.94      6 mo int on 80%                                     24                           20      N
371042309                                      173000             0                104897.73      None                                                 0                            0      U
371042377                                      400000             0                311760.91      6 mo int on 80%                                     24                           21      U
371042380                                      310000             0                278518.22      6 mo int on 80%                                     24                           21      U
371042416                                      170000        165000                 32968.27      6 mo int on 80%                                     24                           20                0
371042428                                      380000             0                   285000      6 mo int on 80%                                     24                           22      U
371042502                                      310000             0                192747.93      6 mo int on 80%                                     24                           21      U
371042552                                      185500             0                124978.02      6 mo int on 80%                                     12                           10      U
371042583                                      274000             0                159217.88      6 mo int on 80%                                     36                           33      U
371042687                                      227000             0                   202500      None                                                 0                            0      U
371042721                                      252000             0                176324.14      6 mo int on 80%                                     24                           21      U
371042774                                      360000             0                323644.71      6 mo int on 80%                                     24                           21      U
371042796                                      141000        136500                  27284.4      None                                                 0                            0                0
371042824                                      170000             0                118960.17      6 mo int on 80%                                     24                           22      U
371042826                                      580000             0                   399998      6 mo int on 80%                                     24                           22      U
371042927                                      320000             0                287750.19      1% of amt prepaid                                   24                           21      U
371042944                                      223000             0                189400.31      6 mo int on 80%                                     12                            9      U
371042946                                      240000             0                203921.86      6 mo int on 80%                                     12                           10      U
371042947                                      181000             0                153732.38      6 mo int on 80%                                     12                            9      U
371043074                                      194000             0                153786.26      6 mo int on 80%                                     24                           22      U
371043090                                      150000             0                 99942.84      None                                                 0                            0      U
371043110                                      135000        125000                 99963.56      6 mo int on 80%                                     36                           34      U
371043127                                      140000             0                125943.66      6 mo int on 80%                                     24                           22      U
371043171                                      195000             0                136299.09      None                                                 0                            0      U
371043173                                      254000             0                157908.12      6 mo int on 80%                                     24                           21      U
371043176                                      385000             0                240098.25      6 mo int on 80%                                     36                           34      U
371043191                                      180000             0                143935.75      6 mo int on 80%                                     24                           22      U
371043217                                      120000             0                107947.43      6 mo int on 80%                                     36                           34                0
371043240                                      130000             0                103477.68      6 mo int on 80%                                     24                           22      U
371043265                                      194000             0                124784.41      6 mo int on 80%                                     24                           22      U
371043269                                      240000             0                 191782.8      6 mo int on 80%                                     24                           21      U
371043270                                      360000             0                268032.44      6 mo int on 80%                                     24                           22      U
371043326                                      169000             0                  99998.3      6 mo int on 80%                                     24                           22      N
371043328                                      137000             0                 99902.28      1% of amt prepaid                                   36                           34      U
371043334                                      220000             0                175703.34      6 mo int on 80%                                     24                           21      U
371043335                                      129000        120000                107937.86      6 mo int on 80%                                     24                           22      U
371043336                                      135500        135000                121366.76      6 mo int on 80%                                     24                           21      U
371043340                                      450000             0                314658.17      6 mo int on 80%                                     24                           21      U
371043399                                      345000             0                157438.95      2 mo int or 60 days int on UPB                      24                           22      U
371043405                                      126000             0                 118931.6      6 mo int on 80%                                     24                           21      U
371043412                                      328000        325000                259561.74      6 mo int on 80%                                     24                           21      U
371043463                                      165000             0                148301.81      1% of UPB                                           24                           21      U
371043474                                      723000             0                 299749.2      6 mo int on 80%                                     24                           22      U
371043487                                       85000             0                  84963.2      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           34                0
371043546                                      165000             0                131943.39      6 mo int on 80%                                     24                           22      U
371043556                                      258000             0                 232137.6      6 mo int on 80%                                     24                           22      U
371043577                                      120000             0                 101980.5      6 mo int on 80%                                     24                           22      U
371043641                                      230000        230000                195276.54      None                                                 0                            0      U
371043643                                      162000             0                   136000      1% of UPB                                           24                           23      U
371043666                                      270000             0                242956.24      6 mo int on 80%                                     24                           22      U
371043670                                      145000             0                130197.52      6 mo int on 80%                                     36                           33      U
371043693                                      235000             0                 99205.86      6 mo int on 80%                                     36                           34                0
371043697                                      280000             0                   266000      6 mo int on 80%                                     24                           22      U
371043704                                      310000             0                232334.15      6 mo int on 80%                                     24                           21      U
371043721                                      246000             0                220838.25      6 mo int on 80%                                     24                           22      U
371043728                                      168000             0                142681.72      6 mo int on 80%                                     24                           22      U
371043772                                      280000             0                214772.99      6 mo int on 80%                                     12                           10      U
371043806                                       90000             0                 71979.85      None                                                 0                            0                0
371043807                                      510000             0                 407825.2      6 mo int on 80%                                     24                           22      U
371043811                                      409000             0                265237.64      6 mo int on 80%                                     24                           22      U
371043816                                       60000             0                 53983.85      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           34                0
371043822                                      275000             0                192443.24      6 mo int on 80%                                     24                           22      U
371043824                                      235000        232000                185390.05      None                                                 0                            0      U
371043827                                      340000             0                305751.64      6 mo int on 80%                                     24                           22      U
371043830                                      235000        232000                 46377.42      None                                                 0                            0                0
371043841                                      171000        142800                128383.42      None                                                 0                            0      U
371043868                                      173000             0                 152192.5      6 mo int on 80%                                     24                           22      U
371043872                                      175000             0                107973.65      None                                                 0                            0      U
371043880                                      150000             0                101962.83      2% of UPB                                           24                           22      U
371043910                                      295000             0                   200000      6 mo int on 80%                                     12                           10      U
371043923                                      320000             0                287999.88      6 mo int on 80%                                     36                           34      U
371043953                                       90000             0                 71933.95      6 mo int on 80%                                     24                           21      U
371043965                                      153000             0                   130050      6 mo int on 80%                                     24                           23      U
371044004                                      131000             0                115102.23      PIF - 1% of OPB ; Partial - 1% of amt ppd           24                           22      U
371044013                                      273000             0                116947.69      6 mo int on 80%                                     24                           23      U
371044017                                      340000             0                   310250      6 mo int on 80%                                     36                           34                0
371044033                                      147000             0                102870.23      2 mo int or 60 days int on UPB                      24                           22      U
371044088                                       90000         89900                  80976.3      2% / 1%                                             24                           22      U
371044151                                      175000        160000                127961.71      6 mo int on 80%                                     24                           22      U
371044167                                      284000             0                227046.63      6 mo int on 80%                                     24                           22      U
371044245                                      175000             0                166178.01      6 mo int on 80%                                     24                           22      U
371044274                                      175000             0                157436.05      6 mo int on 80%                                     36                           34                0
371044363                                      362000             0                249496.89      6 mo int on 80%                                     24                           22      U
371044447                                      227000             0                   215650      None                                                 0                            0      U
371044484                                      250000             0                199802.46      6 mo int on 80%                                     36                           34                0
371044682                                      189000             0                150298.06      6 mo int on 80%                                     24                           22      U
371044709                                      185000        180000                   144000      6 mo int on 80%                                     24                           23      U
371044715                                      147000             0                110207.59      6 mo int on 80%                                     24                           22      U
371044718                                      215000             0                193468.82      6 mo int on 80%                                     36                           34                0
371044730                                      177000             0                132660.93      6 mo int on 80%                                     36                           34                0
371044827                                      228000        220730                198578.91      6 mo int on 80%                                     24                           22      U
371044874                                      484000             0                381810.11      6 mo int on 80%                                     36                           34      N
371044966                                      198000        139500                   132525      None                                                 0                            0      U
371044977                                      126000        126000                100686.56      6 mo int on 80%                                     24                           22      U
371045026                                      117500             0                117481.37      6 mo int on 80%                                     36                           35      U
371045054                                      174000             0                113056.96      6 mo int on 80%                                     24                           22      U
371045056                                      135000        128000                127871.71      6 mo int on 80%                                     24                           22      U
371045059                                      320000             0                 164761.6      6 mo int on 80%                                     24                           22      U
371045161                                      375000             0                   243000      None                                                 0                            0      U
371045189                                      257000             0                244023.43      6 mo int on 80%                                     24                           23      U
371045366                                      142000        118000                112064.17      None                                                 0                            0      U
371045601                                      228000        228000                216484.61      6 mo int on 80%                                     24                           23      U
371045654                                      200000             0                   190000      6 mo int on 80%                                     24                           23      U
371046043                                      158000             0                   102700      6 mo int on 80%                                     24                           24      U
371046419                                      164000             0                   155800      6 mo int on 80%                                     24                           23      U
371046742                                      100000             0                   100000      6 mo int on 80%                                     24                           23      U
381029372                                      330000             0                 65890.39      None                                                 0                            0                0
381030132                                      312000             0                 46629.89      2% of UPB                                           12                            7                0
381030152                                      470000             0                 321278.6      None                                                 0                            0      U
381030237                                      288000             0                244369.97      3 mo int                                            24                           20      U
381030294                                      340000             0                250077.78      None                                                 0                            0      U
381030307                                      332000             0                139547.48      2% of UPB                                           12                            8      U
381030317                                      315000             0                267407.02      None                                                 0                            0      U
401009969                                      284300             0                269343.91      6 mo int on 80%                                     36                           30      U
401010351                                      101300             0                  93150.5      2% / 1%                                             12                            6      U
411000131                                      225000             0                191119.88      3% / 2% / 1%                                        24                           19      U
411000212                                      160000             0                 31976.02      2% of UPB                                           36                           31                0
411000893                                      290000             0                   261000      3% / 2% / 1%                                        24                           19      U
411000953                                      760000             0                329626.57      None                                                 0                            0      U
411000959                                      295000             0                133829.96      2% of ppd amt                                       24                           20      U
411000980                                      375000             0                281210.64      None                                                 0                            0      U
411001162                                      310000             0                214951.99      None                                                 0                            0      U
411001201                                      532000             0                   227000      3% / 2% / 1%                                        36                           32      U
411001284                                      100000             0                 79985.28      None                                                 0                            0      U
411001302                                       57000             0                 54116.67      6 mo int on 80%                                     24                           22      U
411001309                                      149000             0                126502.21      6 mo int on 80%                                     12                            9      U
411001456                                      134000             0                   100000      6 mo int on 80%                                     12                            8      U
411001489                                      128000             0                 95920.86      None                                                 0                            0      U
411001510                                      326000             0                260490.93      None                                                 0                            0      U
411001520                                      311000             0                240909.64      None                                                 0                            0      U
411001575                                      180000             0                161848.23      2% of UPB                                           12                            9      U
411001602                                      185000             0                120147.64      None                                                 0                            0      U
411001609                                      190000             0                161066.91      None                                                 0                            0      U
411001650                                      270000             0                202247.75      None                                                 0                            0      U
411001694                                      210000             0                167063.84      6 mo int on 80%                                     24                           21      U
411001698                                       75000             0                 55956.73      6 mo int on 80%                                     24                           21      U
411001716                                       95100             0                 85561.98      None                                                 0                            0      U
411001726                                      255000             0                165659.82      6 mo int on 80%                                     24                           22      U
411001727                                      320000             0                263921.03      6 mo int on 80%                                     12                           10      U
411001735                                      215000             0                195898.23      6 mo int on 80%                                     24                           21      U
411001751                                      180000             0                129854.46      None                                                 0                            0      U
411001756                                      385400             0                327229.42      None                                                 0                            0      U
411001773                                      235000             0                176044.34      None                                                 0                            0      U
411001793                                      161000             0                 128638.5      None                                                 0                            0      U
411001813                                      202900             0                161831.39      2% of ppd amt                                       24                           21      U
411001820                                      168000             0                111888.22      None                                                 0                            0      U
411001831                                      152000             0                 121552.2      None                                                 0                            0      U
411001838                                      178000             0                149893.69      None                                                 0                            0      U
411001845                                      426200             0                340775.05      6 mo int on 80%                                     24                           21      U
411001859                                       76000             0                 60769.13      None                                                 0                            0      U
411001884                                      315000             0                220407.54      6 mo int on 80%                                     24                           22      U
411001891                                      175000             0                104931.32      6 mo int on 80%                                     36                           33      U
411001901                                      428000             0                 275456.9      None                                                 0                            0      U
411001916                                      590000             0                 383263.1      6 mo int on 80%                                     12                            9      U
411001942                                      197800             0                128425.06      6 mo int on 80%                                     36                           33      U
411001945                                      260000             0                205958.54      6 mo int on 80%                                     24                           21      U
411001948                                      250000             0                224899.12      6 mo int on 80%                                     36                           33      U
411001953                                      333000             0                266007.92      None                                                 0                            0      U
411001954                                      310000             0                191302.75      2% of UPB                                           12                            9      U
411001965                                      590000             0                529700.03      6 mo int on 80%                                     12                            9      U
411001969                                       70300             0                 63236.24      2% / 1%                                             24                           21      U
411001974                                      167000             0                150243.64      None                                                 0                            0      U
411001975                                      240000             0                 99966.26      6 mo int on 80%                                     24                           21      U
411001986                                      405000             0                 297872.2      6 mo int on 80%                                     24                           21      U
411002014                                      250000             0                187427.86      None                                                 0                            0      U
411002026                                      255000             0                155897.78      None                                                 0                            0      U
411002047                                      168000             0                125923.27      None                                                 0                            0      U
411002050                                      135000             0                127479.22      2 mo int or 60 days int on UPB                      24                           22      U
411002077                                      443000             0                286808.23      6 mo int on 80%                                     24                           21      U
411002080                                      252000             0                185288.77      None                                                 0                            0      U
411002085                                      190000             0                151931.31      None                                                 0                            0      U
411002095                                      461900             0                369305.33      None                                                 0                            0      U
411002096                                      269000             0                   214976      None                                                 0                            0      U
411002105                                       95000             0                 89912.91      2% / 1%                                             12                           10      U
411002117                                      247200             0                171302.97      None                                                 0                            0      U
411002122                                      115000             0                 86229.22      6 mo int on 80%                                     36                           34      U
411002128                                      265000             0                189911.62      None                                                 0                            0      U
411002138                                      168000             0                 136922.8      2% / 1%                                             24                           22      U
411002139                                      401000             0                   287000      6 mo int on 80%                                     24                           21      U
411002145                                      376075             0                105467.98      None                                                 0                            0      U
411002147                                      395000             0                149915.47      None                                                 0                            0      U
411002154                                      184000             0                134500.16      6 mo int on 80%                                     24                           22      U
411002173                                      254500             0                164788.85      6 mo int on 80%                                     12                            9      U
411002174                                      221000             0                145265.44      6 mo int on 80%                                     24                           22      U
411002180                                      106000             0                 84759.59      None                                                 0                            0      U
411002184                                      279000        279000                236990.88      2 mo int on 66% if Less than 8%                     36                           34      U
411002196                                      218000             0                   196200      6 mo int on 80%                                     36                           34      U
411002208                                      425000             0                288898.83      6 mo int on 80%                                     24                           22      U
411002218                                      254000             0                175878.26      6 mo int on 80%                                     36                           34      U
411002219                                      165000             0                123724.34      None                                                 0                            0      U
411002222                                      182000             0                124972.49      None                                                 0                            0      U
411002224                                      196000             0                195963.18      3% / 2% / 1%                                        24                           22      U
411002240                                      280000             0                 107343.4      None                                                 0                            0      U
411002244                                      346000             0                311229.91      6 mo int on 80%                                     24                           22      U
411002247                                      734000             0                149896.14      None                                                 0                            0      U
411002251                                      254000             0                 177680.7      6 mo int on 80%                                     24                           22      U
411002252                                      380400             0                304154.92      None                                                 0                            0      U
411002255                                      220000             0                175956.42      6 mo int on 80%                                     24                           22      U
411002266                                      366000             0                310928.29      6 mo int on 80%                                     12                           10      U
411002284                                      240000             0                191955.83      None                                                 0                            0      U
411002297                                      170000             0                139437.45      6 mo int on 80%                                     36                           34      U
411002305                                      450000             0                   360000      6 mo int on 80%                                     24                           22      U
411002306                                      750000             0                   525000      6 mo int on 80%                                     12                           10      U
411002321                                      184996             0                110899.65      None                                                 0                            0      U
411002345                                      172000             0                138334.05      6 mo int on 80%                                     24                           22      U
411002349                                      104000             0                  59122.7      6 mo int on 80%                                     24                           22      U
411002360                                      351000             0                159866.24      6 mo int on 80%                                     12                           10      U
411002366                                       84500             0                  79750.3      None                                                 0                            0      U
411002368                                      110000             0                    76800      6 mo int on 80%                                     12                           11      U
411002370                                       86000             0                 68763.96      2% / 1%                                             12                           10      U
411002375                                      208000             0                 99970.94      6 mo int on 80%                                     36                           34      U
411002377                                      139000             0                109069.24      2% / 1%                                             24                           22      U
411002378                                      384000             0                 236882.2      6 mo int on 80%                                     36                           34      U
411002380                                      328000             0                245869.77      6 mo int on 80%                                     24                           22      U
411002381                                      145000             0                108728.76      None                                                 0                            0      U
411002383                                      148000             0                118364.12      None                                                 0                            0      U
411002385                                      285000             0                149909.97      None                                                 0                            0      U
411002393                                      175300             0                 155567.6      6 mo int on 80%                                     36                           34      U
411002402                                      139000             0                131985.73      6 mo int on 80%                                     24                           22      U
411002403                                      170000             0                 74984.68      2% of UPB                                           36                           34      U
411002404                                       65000         65000                 55243.63      None                                                 0                            0      U
411002430                                      171000             0                117571.72      None                                                 0                            0      U
411002435                                      142000             0                   134900      None                                                 0                            0      U
411002439                                      139000             0                111140.52      None                                                 0                            0      U
411002449                                      138000             0                126540.31      1% of amt prepaid                                   24                           22      U
411002461                                      197000             0                124971.67      None                                                 0                            0      U
411002463                                      204000        207500                207421.72      None                                                 0                            0      U
411002466                                      110000             0                104445.26      6 mo int on 80%                                     24                           23      U
411002512                                      280056             0                251880.88      6 mo int on 80%                                     12                           10      U
411002542                                      183069             0                143908.18      2 mo int or 60 days int on UPB                      24                           22      U
411002567                                      224000             0                   179200      None                                                 0                            0      U
411002571                                      137500             0                127777.94      2% of UPB                                           36                           34      U
411002575                                      550000             0                 349707.4      6 mo int on 80%                                     12                           10      U
411002586                                      232000             0                185285.72      6 mo int on 80%                                     24                           22      U
411002598                                      390000             0                   370500      None                                                 0                            0      U
411002600                                      230000             0                   172200      None                                                 0                            0      U
411002649                                      175000             0                166230.37      6 mo int on 80%                                     24                           22      U
411002664                                      173650             0                120646.96      2% of ppd amt                                       36                           34      U
411002672                                      370000             0                349953.95      None                                                 0                            0      U
411002680                                      369750             0                   195000      None                                                 0                            0      U
411002699                                      374400             0                199340.92      None                                                 0                            0      U
411002721                                      107500             0                   102125      None                                                 0                            0      U
411002749                                      246000             0                245873.27      6 mo int on 80%                                     36                           34      U
411002753                                      440000             0                 249584.9      None                                                 0                            0      U
411002762                                      262350             0                199660.88      None                                                 0                            0      U
411002764                                      192200             0                 99931.52      None                                                 0                            0      U
411002771                                      300000             0                168615.72      None                                                 0                            0      U
411003274                                      197000             0                187132.66      None                                                 0                            0      U
411004036                                      143000             0                   112500      6 mo int on 80%                                     24                           24      U
421000427                                      132000             0                 26365.14      None                                                 0                            0                0
421000506                                      151000             0                 30177.35      None                                                 0                            0                0
421001011                                       68000             0                 54324.59      None                                                 0                            0      U
421001093                                      180000             0                 161975.9      6 mo int on 80%                                     24                           22      U
421001320                                      347000             0                 303500.2      6 mo int on 80%                                     24                           20      U
421001343                                      150000             0                 119904.2      3% / 2% / 1%                                        36                           33      U
421001412                                       62000             0                 52647.95      None                                                 0                            0      U
421001461                                      118000             0                 75937.35      6 mo int on 80%                                     36                           32      U
421001622                                      220000             0                208957.61      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           34      U
421001910                                      117000             0                105250.34      6 mo int on 80%                                     24                           22      U
421001986                                      166000             0                   129958      None                                                 0                            0      U
421002011                                      120000             0                 95903.16      6 mo int on 80%                                     24                           21      U
421002013                                       88000         92500                 78581.75      None                                                 0                            0      U
421002042                                       90000             0                 79963.85      1% of amt prepaid                                   36                           34      U
421002080                                      193000             0                 183311.4      6 mo int on 80%                                     24                           22      U
421002115                                       89500             0                 76011.61      None                                                 0                            0      U
421002157                                      123000             0                104435.37      6 mo int on 80%                                     24                           21      U
421002201                                      299000             0                194214.21      6 mo int on 80%                                     36                           34      U
421002225                                      605000             0                265878.97      None                                                 0                            0      U
421002240                                      358875             0                275093.87      2% of ppd amt                                       24                           21      U
421002254                                      510000             0                371030.34      2 mo int on 66% if Less than 8%                     24                           21      U
421002264                                      210000             0                167734.23      None                                                 0                            0      U
421002285                                      157000             0                   125399      None                                                 0                            0      U
421002302                                      297000             0                237511.51      1% of amt ppd if loan Greater than $150K            24                           21      U
421002308                                      155000             0                123942.75      6 mo int on 80%                                     24                           22      U
421002315                                      185000             0                103082.75      6 mo int on 80%                                     36                           34      U
421002345                                      305500             0                   257600      6 mo int on 80%                                     24                           22      U
421002376                                      350000             0                314598.42      None                                                 0                            0      U
421002421                                      145000             0                144931.34      6 mo int on 80%                                     24                           23      U
421002447                                      470000             0                284488.29      6 mo int on 80%                                     36                           34      U
421002451                                      432000             0                 345599.8      None                                                 0                            0      U
421002455                                       90000             0                 76399.08      3% / 2% / 1%                                        36                           33      U
421002456                                      253000             0                   227700      2% of ppd amt                                       24                           22      U
421002466                                      125000             0                 118692.2      6 mo int on 80%                                     24                           22      U
421002499                                       92000             0                 62979.38      PIF - 1% of OPB ; Partial - 1% of amt ppd           24                           21      U
421002504                                      155000             0                135927.24      3% / 2% / 1%                                        24                           22      U
421002509                                      347000             0                199877.08      6 mo int on 80%                                     24                           22      U
421002521                                      269000             0                   242100      2% of ppd amt                                       36                           34      U
421002556                                       95800             0                  75963.4      None                                                 0                            0      U
421002567                                      130500             0                104365.89      2% / 1%                                             24                           22      U
421002568                                      180000             0                 73457.01      None                                                 0                            0      U
421002591                                      162000             0                 66918.54      None                                                 0                            0      U
421002593                                      280000             0                191188.53      6 mo int on 80%                                     36                           34      U
421002608                                      171000             0                 99804.74      None                                                 0                            0      U
421002611                                      120000             0                 95957.53      None                                                 0                            0      U
421002668                                      152000             0                 134948.9      1% of amt prepaid                                   24                           22      U
421002670                                      150000             0                   127452      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           34      U
421002706                                      450000             0                359836.44      None                                                 0                            0      U
421002710                                       98000             0                    93100      6 mo int on 80%                                     24                           23      U
421002728                                      128000             0                115063.49      2% / 1%                                             24                           22      U
421002730                                      142000         75000                 71230.29      None                                                 0                            0      U
421002737                                      370000             0                219938.34      6 mo int on 80%                                     24                           22      U
421002809                                      555000             0                   388500      2 mo int on 66% if Less than 8%                     24                           22      U
421002810                                      185000             0                175651.98      3% / 2% / 1%                                        24                           22      U
421002827                                       85000             0                 67949.68      None                                                 0                            0      U
421002831                                       97000             0                 77571.41      None                                                 0                            0      U
421002839                                       60000             0                 56980.97      None                                                 0                            0      U
421002845                                       99000             0                 98974.47      None                                                 0                            0      U
421002884                                       70000             0                 66485.96      6 mo int on 80%                                     24                           22      U
421002959                                      132000             0                   125400      2% / 1%                                             24                           23      U
421002972                                      222000             0                   199800      6 mo int on 80%                                     36                           35                0
421002999                                      395000             0                394942.13      6 mo int on 80%                                     24                           22      U
421003074                                      120000             0                   114000      2% of UPB                                           24                           23      U
421003092                                      220000             0                 153601.7      None                                                 0                            0      U
421003097                                      177000             0                   168150      None                                                 0                            0      U
421003100                                       80000         79500                    75525      6 mo int on 80%                                     24                           23      U
421003125                                      165000             0                   148500      6 mo int on 80%                                     36                           35      U
421003134                                       54000             0                 51191.33      1% of amt prepaid                                   24                           23      U
421003377                                      220000             0                208982.44      6 mo int on 80%                                     24                           23      U
511050691                                      540000             0                364214.32      3% / 2% / 1%                                        24                           20      N
511050904                                      373000             0                  74503.6      3% / 2% / 1%                                        24                           18                0
511051614                                      425000             0                276000.47      3% / 2% / 1%                                        24                           20      U
511051718                                      290000             0                   217500      6 mo int on 80%                                     24                           21      U
511051956                                      320000             0                255703.73      3% / 2% / 1%                                        24                           19      U
511052034                                      167000             0                 33369.23      None                                                 0                            0                0
511052084                                      399000             0                319080.31      6 mo int on 80%                                     36                           33      U
511052355                                      505000             0                330741.28      None                                                 0                            0      U
511052359                                      125000             0                112316.19      6 mo int on 80%                                     24                           21      N
511052408                                      880000             0                   340000      6 mo int on 80%                                     36                           33      U
511052496                                      450000             0                403850.38      6 mo int on 80%                                     24                           21      U
511052531                                      350000             0                279654.87      3% / 2% / 1%                                        24                           20      U
511052570                                      505000             0                324574.24      3% / 2% / 1%                                        24                           20      N
511052606                                      201000             0                180705.71      None                                                 0                            0      N
511052683                                      125000             0                112392.35      6 mo int on 80%                                     24                           21      U
511052717                                      133000             0                112966.64      1% of amt prepaid                                   24                           20      U
511053012                                      505000             0                299571.05      6 mo int on 80%                                     36                           33      N
511053013                                      375700             0                 211141.9      None                                                 0                            0      U
511053091                                      166000             0                145843.77      6 mo int on 80%                                     24                           21      N
511053255                                      450000             0                254768.57      6 mo int on 80%                                     24                           21      U
511053311                                      280000             0                192955.28      6 mo int on 80%                                     24                           21      N
511053333                                      215000             0                154904.25      6 mo int on 80%                                     24                           22      U
511053382                                      350000             0                314995.86      None                                                 0                            0      U
511053383                                      614500             0                398835.25      6 mo int on 80%                                     24                           21      N
511053388                                      127000             0                114267.17      6 mo int on 80%                                     24                           22      U
511053419                                      185000        185000                 166357.5      6 mo int on 80%                                     24                           21      N
511053457                                      185000             0                   164000      None                                                 0                            0      U
511053475                                      208000             0                155950.15      6 mo int on 80%                                     24                           22      N
511053488                                      525000             0                393480.29      2% / 1%                                             24                           21      U
511053491                                      275000             0                181848.78      6 mo int on 80%                                     24                           21      U
511053504                                      164000             0                 142236.4      None                                                 0                            0      N
511053526                                      400000             0                   320000      None                                                 0                            0      N
511053529                                      410000             0                348076.27      6 mo int on 80%                                     24                           21      U
511053614                                      520000             0                406516.07      6 mo int on 80%                                     24                           21      U
511053624                                      275000             0                   175000      6 mo int on 80%                                     24                           21      U
511053743                                      405000             0                272816.28      6 mo int on 80%                                     24                           21      U
511053776                                      225000             0                179846.24      6 mo int on 80%                                     24                           21      U
511053793                                      410000             0                367947.33      6 mo int on 80%                                     36                           33      U
511054081                                      530000             0                393545.13      6 mo int on 80%                                     12                            9      U
511054140                                      250000             0                183644.37      6 mo int on 80%                                     24                           21      U
511054201                                      520000             0                284797.02      6 mo int on 80%                                     24                           21      U
511054258                                      139000        128000                102346.82      6 mo int on 80%                                     24                           21      U
511054263                                      445000             0                333447.11      2% of ppd amt                                       24                           21      U
511054293                                      144000        128000                 25585.69      6 mo int on 80%                                     24                           21                0
511054372                                      355000             0                247993.79      1% of amt prepaid                                   24                           21      U
511054392                                      194000             0                155129.39      6 mo int on 80%                                     24                           21      U
511054423                                      380000             0                303830.25      6 mo int on 80%                                     24                           21      U
511054440                                      460000        460000                   320000      6 mo int on 80%                                     36                           33      N
511054469                                      311000             0                279739.11      None                                                 0                            0      U
511054501                                      410000             0                   328000      6 mo int on 80%                                     24                           21      U
511054538                                      439000             0                   373150      6 mo int on 80%                                     24                           21      N
511054550                                      725000             0                688133.39      6 mo int on 80%                                     24                           22      U
511054561                                      280000             0                217303.38      6 mo int on 80%                                     24                           22      N
511054567                                      790000             0                 513242.6      6 mo int on 80%                                     24                           21      U
511054569                                      350000             0                199719.61      6 mo int on 80%                                     24                           21      N
511054588                                      192000             0                161313.29      6 mo int on 80%                                     24                           21      U
511054592                                      386000             0                328026.73      6 mo int on 80%                                     24                           22      U
511054614                                      180000        145000                 28988.09      None                                                 0                            0                0
511054641                                      200000             0                164853.41      None                                                 0                            0      U
511054675                                      120000             0                 101949.3      6 mo int on 80%                                     24                           22      U
511054677                                      220000             0                153916.46      None                                                 0                            0      U
511054726                                      414000             0                330935.61      6 mo int on 80%                                     36                           33      N
511054740                                      215000             0                196238.75      6 mo int on 80%                                     24                           21      U
511054758                                      262000             0                   209200      6 mo int on 80%                                     24                           22      N
511054764                                      238000             0                165608.22      6 mo int on 80%                                     12                            9      U
511054804                                       95000         95000                 85472.98      2% / 1%                                             24                           22      N
511054812                                      275000        200000                159943.19      6 mo int on 80%                                     12                           10      U
511054817                                      172000             0                163274.42      None                                                 0                            0      U
511054828                                      470000             0                328529.38      6 mo int on 80%                                     24                           21      U
511054841                                      251000             0                238157.09      3% / 2% / 1%                                        24                           22      U
511054858                                      360000        325000                259854.59      6 mo int on 80%                                     24                           22      U
511054896                                      221000             0                132506.41      6 mo int on 80%                                     24                           22      N
511054903                                      470000             0                   344000      6 mo int on 80%                                     24                           22      U
511054934                                      650000             0                318878.46      6 mo int on 80%                                     24                           22      U
511054938                                      225000             0                168723.72      6 mo int on 80%                                     24                           22      U
511054956                                      625000             0                405935.18      6 mo int on 80%                                     24                           22      U
511054961                                      681000             0                199888.32      6 mo int on 80%                                     24                           22      U
511054971                                      250000             0                174931.43      6 mo int on 80%                                     24                           22      U
511054998                                      485000             0                412007.87      6 mo int on 80%                                     24                           22      U
511055038                                      190000             0                178327.37      6 mo int on 80%                                     24                           22      U
511055070                                      245000             0                187942.95      6 mo int on 80%                                     24                           22      U
511055085                                      195000             0                185213.27      6 mo int on 80%                                     24                           22      U
511055108                                      250000             0                   162500      6 mo int on 80%                                     12                           10      N
511055121                                      525000             0                300787.95      6 mo int on 80%                                     36                           34                0
511055184                                      340000             0                196932.97      6 mo int on 80%                                     24                           22      U
511055185                                      131000             0                124365.64      6 mo int on 80%                                     24                           22      U
511055201                                      260000             0                181891.99      6 mo int on 80%                                     24                           22      U
511055267                                      400000             0                399779.41      6 mo int on 80%                                     36                           34                0
511055278                                      560000             0                199859.55      6 mo int on 80%                                     24                           22      U
511055283                                      305000             0                   274500      6 mo int on 80%                                     24                           22      N
511055293                                      255000             0                134944.84      6 mo int on 80%                                     36                           34      U
511055295                                      351000             0                   351000      6 mo int on 80%                                     24                           22      U
511055304                                      790000             0                364812.75      6 mo int on 80%                                     24                           22      N
511055354                                      469000             0                371876.98      6 mo int on 80%                                     24                           22      U
511055378                                      273000        272196                   272196      6 mo int on 80%                                     24                           22      N
511055382                                      200000             0                   180000      None                                                 0                            0      U
511055384                                      660000             0                374755.22      6 mo int on 80%                                     24                           22      U
511055416                                      255000             0                149891.98      6 mo int on 80%                                     24                           23      U
511055536                                      250000             0                   237347      6 mo int on 80%                                     24                           22      U
511055537                                      580000             0                   360000      6 mo int on 80%                                     24                           22      U
511055549                                      270000             0                215856.59      6 mo int on 80%                                     24                           22      U
511055557                                      282000             0                133923.36      6 mo int on 80%                                     24                           22      U
511055619                                      340000             0                   289000      6 mo int on 80%                                     24                           22      N
511055621                                      390000             0                   390000      6 mo int on 80%                                     36                           34                0
511055641                                      420000             0                   315000      6 mo int on 80%                                     12                           10      U
511055667                                      660000             0                   200000      6 mo int on 80%                                     24                           22      U
511055747                                      550000             0                299736.55      6 mo int on 80%                                     24                           22      U
511055773                                      145000             0                101363.76      6 mo int on 80%                                     24                           22      N
511055780                                      410000             0                   369000      6 mo int on 80%                                     24                           22      U
511055791                                      275000             0                261041.87      None                                                 0                            0      N
511055854                                      155000             0                153680.51      6 mo int on 80%                                     24                           23      U
511055935                                      360000             0                   331200      6 mo int on 80%                                     24                           23      N
511055958                                      354000        349000                   331550      6 mo int on 80%                                     24                           22      U
511055982                                      325000             0                 179918.1      6 mo int on 80%                                     24                           22      U
511055991                                      180000             0                   171000      1% of amt ppd if loan Greater than $150K            24                           22      U
511056013                                      240000             0                159848.89      6 mo int on 80%                                     24                           22      N
511056037                                      355000             0                337249.87      6 mo int on 80%                                     36                           34      N
511056043                                      479000             0                222920.82      6 mo int on 80%                                     24                           22      U
511056068                                      375000             0                374842.86      6 mo int on 80%                                     36                           34      U
511056074                                      434000             0                214904.69      6 mo int on 80%                                     24                           22      U
511056092                                      280000             0                   278000      1% of amt prepaid                                   24                           23      U
511056106                                      499000             0                328827.64      6 mo int on 80%                                     24                           22      U
511056107                                      610000             0                   579175      6 mo int on 80%                                     24                           22      U
511056120                                      308000             0                   304000      6 mo int on 80%                                     24                           22      U
511056147                                       88000             0                 76488.03      6 mo int on 80%                                     24                           22      U
511056215                                      215000             0                214902.18      6 mo int on 80%                                     24                           22      U
511056235                                      230000             0                217940.92      6 mo int on 80%                                     24                           22      U
511056314                                      240000        240000                   228000      6 mo int on 80%                                     24                           23      U
511056338                                      460000             0                   364000      6 mo int on 80%                                     24                           22      U
511056350                                      330000        330000                   313500      6 mo int on 80%                                     24                           23      N
511056368                                      208000             0                197575.18      1% of amt prepaid                                   24                           22      U
511056440                                      327000             0                228702.92      6 mo int on 80%                                     36                           34                0
511056489                                      163000             0                146604.53      6 mo int on 80%                                     36                           34                0
511056560                                      600000             0                   400000      6 mo int on 80%                                     24                           23      U
511056565                                      430000             0                343853.47      6 mo int on 80%                                     36                           34      U
511056583                                      304000        304000                303929.03      6 mo int on 80%                                     36                           34      U
511056625                                      252000             0                   239400      6 mo int on 80%                                     24                           23      N
511056670                                      345000             0                310499.94      6 mo int on 80%                                     36                           34      U
511056904                                      340000             0                305941.72      6 mo int on 80%                                     24                           23      U
511056965                                      330000             0                   330000      6 mo int on 80%                                     24                           23      U
511057235                                      295000             0                   295000      6 mo int on 80%                                     24                           23      U
511058085                                      315000             0                   198000      6 mo int on 80%                                     36                           36      U
511058207                                      360000             0                   266000      None                                                 0                            0      U
511058463                                      168000             0                   142800      None                                                 0                            0      N
511059154                                      281500             0                   225200      6 mo int on 80%                                     36                           36      U
511060483                                      123000        123000                   110700      2% of ppd amt                                       24                           24      U
521043444                                      167000             0                 33364.93      None                                                 0                            0                0
521044509                                      275000        270000                255735.92      None                                                 0                            0      U
521045811                                      220000             0                186482.73      None                                                 0                            0      N
521045973                                      285000             0                 56946.79      None                                                 0                            0                0
521046049                                      205000             0                 40961.02      None                                                 0                            0                0
521046057                                      130000        125000                 24977.44      None                                                 0                            0                0
521046338                                      155000        155000                 30979.14      None                                                 0                            0                0
521046496                                      155000        150000                 29972.92      None                                                 0                            0                0
521046761                                      130000             0                103243.92      None                                                 0                            0      U
521047044                                      290000             0                231454.63      None                                                 0                            0      U
521047360                                      180000             0                 149720.8      None                                                 0                            0      U
521047424                                      225000             0                 202382.6      None                                                 0                            0      U
521047494                                      520000             0                415836.85      None                                                 0                            0      U
521047523                                      182000             0                127147.42      None                                                 0                            0      U
521047740                                      110000             0                103298.19      None                                                 0                            0      U
521048029                                      720000             0                330333.01      1% of UPB                                           24                           21      U
521048100                                      260000             0                233729.76      None                                                 0                            0      U
521048140                                      320000             0                255788.95      None                                                 0                            0      U
521048238                                      260000             0                187256.96      None                                                 0                            0      U
521048419                                      625000             0                374752.44      None                                                 0                            0      U
521048436                                      265000             0                172178.92      None                                                 0                            0      U
521048441                                      260000             0                144648.33      None                                                 0                            0      U
521048468                                      225000             0                179785.59      None                                                 0                            0      U
521048472                                      173500             0                156026.82      1% of amt prepaid                                   24                           22      U
521048484                                      125000        125000                 99904.31      None                                                 0                            0      U
521048509                                      500000             0                424626.42      None                                                 0                            0      U
521048583                                      403000             0                321886.32      None                                                 0                            0      U
521048674                                      185000             0                138660.15      None                                                 0                            0      U
521048701                                       70000             0                 62981.77      None                                                 0                            0      U
521048708                                      273000             0                149204.44      None                                                 0                            0                0
521048710                                      100000             0                 89973.38      2% of UPB                                           24                           22      U
521048715                                       96000             0                 86373.29      2% of UPB                                           24                           22      U
521048719                                      425000             0                233555.66      None                                                 0                            0      U
521048725                                      290000             0                260948.25      None                                                 0                            0      U
521048734                                      215000        175000                   140000      None                                                 0                            0      U
521048777                                      227000             0                204066.49      None                                                 0                            0      U
521048814                                      200000        190000                151903.07      6 mo int on 80%                                     24                           22      U
521048855                                      260000             0                 233532.5      6 mo int on 80%                                     24                           21      U
521048880                                      440000             0                 373487.5      None                                                 0                            0      U
521048926                                      124000             0                 113290.9      None                                                 0                            0      U
521049005                                      245000             0                195859.65      None                                                 0                            0      U
521049020                                      275000             0                261070.72      None                                                 0                            0      U
521049063                                      139000             0                   105000      2% of UPB                                           24                           22      U
521049106                                      157000             0                126712.25      None                                                 0                            0      U
521049129                                      225000             0                214550.69      2% of UPB                                           24                           21      U
521049145                                       68000         67000                 60231.73      None                                                 0                            0      U
521049200                                      250000             0                131865.93      None                                                 0                            0      U
521049217                                      145000             0                127443.29      None                                                 0                            0      U
521049306                                      690000             0                350216.39      1% of amt prepaid                                   24                           22      U
521049314                                      215000             0                129972.44      1% of amt prepaid                                   24                           22      U
521049329                                      164000             0                131068.14      2% of UPB                                           24                           21      U
521049334                                      128000             0                115097.43      2% / 1%                                             24                           21      U
521049351                                      132000             0                109947.21      1% of amt prepaid                                   24                           22      N
521049365                                      169000             0                 135155.4      1% of amt prepaid                                   36                           33      U
521049433                                      160000             0                143927.28      None                                                 0                            0      U
521049450                                      261000             0                169585.99      6 mo int on 80%                                     24                           22      U
521049479                                      400000             0                319861.43      6 mo int on 80%                                     36                           34                0
521049489                                      125000             0                 99841.95      1% of amt prepaid                                   24                           21      U
521049500                                      140000        140000                111902.07      1% of amt prepaid                                   24                           21      U
521049506                                      202500             0                175770.13      1% of amt prepaid                                   24                           22      U
521049524                                      460000             0                167831.44      1% of amt prepaid                                   24                           22      U
521049530                                       58000             0                 52180.34      1% of amt prepaid                                   24                           22      N
521049550                                      240000             0                169718.01      1% of amt prepaid                                   24                           22      U
521049565                                      285000             0                145291.46      1% of amt prepaid                                   24                           23      U
521049568                                      128000             0                110939.37      1% of amt prepaid                                   24                           22      N
521049581                                      137000             0                123203.82      1% of amt prepaid                                   24                           22      U
521050154                                      208000        207500                159857.09      None                                                 0                            0      U
521050163                                      140000             0                118935.67      None                                                 0                            0      N
521050203                                      405000             0                343891.43      None                                                 0                            0      U
521050227                                      250000             0                224853.57      1% of amt prepaid                                   24                           22      U
521050231                                      290000             0                260894.54      None                                                 0                            0      U
521050273                                      236000             0                186750.85      None                                                 0                            0      U
521050287                                      145000             0                122929.84      None                                                 0                            0      U
521050300                                      226000             0                152717.85      6 mo int on 80%                                     24                           22      U
521050315                                      225000             0                146139.82      None                                                 0                            0      U
521050320                                      120000        120000                   108000      None                                                 0                            0      U
521050324                                      130000        130000                116955.47      None                                                 0                            0      U
521050344                                      226000             0                203349.23      None                                                 0                            0      U
521050369                                      140000        138000                110380.59      None                                                 0                            0      U
521050432                                       78000             0                 62347.44      2% of UPB                                           24                           22      U
521050435                                      110000        110000                 87897.31      1% of amt prepaid                                   24                           22      U
521050436                                       68000             0                 58380.49      1% of amt prepaid                                   24                           22      U
521050437                                      187000             0                177540.82      2% of UPB                                           24                           22      U
521050454                                      188000             0                 178498.3      1% of amt prepaid                                   24                           22      N
521050518                                      125000             0                 99950.82      2% / 1%                                             24                           22      U
521050539                                      370000             0                 99956.23      None                                                 0                            0      U
521050541                                      126000             0                118750.18      1% of amt prepaid                                   24                           22      N
521050576                                      160000             0                119955.79      None                                                 0                            0      U
521050583                                      236000             0                224093.84      None                                                 0                            0      U
521050609                                      165000             0                129966.61      1% of amt prepaid                                   24                           22      U
521050614                                      163000             0                139848.87      None                                                 0                            0      U
521050660                                      100000             0                 75804.83      1% of amt prepaid                                   24                           22      U
521050676                                      205000             0                148936.84      2% / 1%                                             24                           22                0
521050735                                      141000             0                133873.33      1% of amt prepaid                                   24                           23      U
521050741                                      271000        275000                260950.98      1% of amt prepaid                                   24                           22      U
521050964                                      120000             0                101961.18      None                                                 0                            0      U
521050971                                      171000        170100                136012.71      2% / 1%                                             24                           23      U
521050973                                      163000             0                146659.28      1% of amt prepaid                                   24                           22      U
521051016                                      142000             0                127719.74      1% of amt prepaid                                   36                           34                0
521051024                                      420000             0                335927.15      None                                                 0                            0      U
521051056                                      180000             0                134939.96      2% of UPB                                           24                           22      U
521051155                                      185000             0                   159913      2% of UPB                                           24                           22      N
521051169                                      385000        385000                249854.67      None                                                 0                            0      U
521051176                                      324400             0                259324.45      2% of UPB                                           24                           22      U
521051179                                      167000        146000                138628.48      1% of amt prepaid                                   24                           22      N
521051194                                      122000             0                109759.99      1% of amt prepaid                                   36                           34                0
521051205                                      167000        166500                   158175      None                                                 0                            0      U
521051208                                       77000             0                    69300      2% / 1%                                             24                           23      U
521051209                                      200000             0                 169957.6      2% of UPB                                           24                           22      U
521051213                                      150000             0                119956.27      1% of amt prepaid                                   24                           22      U
521051219                                       65000         65000                 58483.26      2% / 1%                                             24                           22      U
521051226                                      135000             0                125931.53      None                                                 0                            0      U
521051268                                      245000             0                208128.94      1% of amt prepaid                                   24                           22                0
521051292                                      330000             0                296844.41      None                                                 0                            0      U
521051293                                      120000        120000                107980.43      2% / 1%                                             24                           22      U
521051297                                      289000             0                245572.17      None                                                 0                            0      U
521051323                                      490000             0                239845.39      None                                                 0                            0      U
521051337                                      122000        115900                 92636.79      1% of amt prepaid                                   36                           34      U
521051351                                      159000             0                   119217      1% of amt prepaid                                   24                           22      N
521051368                                      230000        239900                203829.67      None                                                 0                            0      U
521051373                                      220000             0                 153918.9      None                                                 0                            0      U
521051380                                      338000             0                337657.61      2% of UPB                                           24                           22      N
521051400                                      220000             0                203867.67      2% of UPB                                           24                           22      U
521051404                                      115000        115000                103490.17      2% of UPB                                           24                           22      U
521051407                                      475000             0                234818.82      None                                                 0                            0      U
521051417                                      130000             0                103969.24      2% of UPB                                           24                           22      U
521051430                                      140000             0                118960.69      1% of amt prepaid                                   36                           34                0
521051481                                      240000             0                 237380.7      None                                                 0                            0      U
521051488                                      160000        158000                150015.85      None                                                 0                            0      U
521051491                                      164000        165000                156687.38      None                                                 0                            0      U
521051511                                       81000         85000                  80715.4      2% / 1%                                             24                           22      U
521051524                                      110000             0                 74895.79      None                                                 0                            0      U
521051540                                      200000             0                159807.34      None                                                 0                            0      U
521051543                                      178000        160000                151925.63      None                                                 0                            0      U
521051552                                      184000             0                147165.63      None                                                 0                            0      U
521051573                                      135000             0                134951.07      2% / 1%                                             24                           22      U
521051579                                       63000         67000                    53600      1% of amt prepaid                                   24                           23      U
521051599                                      180000             0                170890.96      1% of amt prepaid                                   24                           23      U
521051602                                      420000             0                   315000      None                                                 0                            0      U
521051606                                      119500        118500                112531.22      None                                                 0                            0      U
521051636                                      230000        229900                109729.72      None                                                 0                            0      U
521051662                                      200000             0                104948.89      None                                                 0                            0                0
521051664                                      160000        143500                114727.17      None                                                 0                            0      U
521051684                                      212000             0                   201400      None                                                 0                            0      U
521051689                                      240000             0                   168675      1% of amt prepaid                                   36                           35                0
521051721                                      132000             0                 125329.7      1% of amt prepaid                                   24                           23      U
521051747                                      140000        140000                104906.53      1% of amt prepaid                                   36                           34      U
521051762                                      113000        113000                112906.86      1% of amt prepaid                                   24                           22      U
521051773                                      160000        160000                151921.61      None                                                 0                            0      U
521051798                                      178000             0                142329.95      6 mo int on 80%                                     12                           10      U
521051834                                      165000             0                131924.45      2% / 1%                                             24                           22      U
521051861                                      305000             0                228440.38      1% of amt prepaid                                   24                           22      U
521051881                                      124000        127000                   127000      None                                                 0                            0      U
521051886                                      350000             0                 343827.2      None                                                 0                            0      U
521051891                                      322000             0                149669.71      1% of amt prepaid                                   24                           22      N
521051898                                      250000             0                199843.75      PIF - 1% of OPB ; Partial - 1% of amt ppd           24                           22                0
521051936                                      248000             0                247952.66      None                                                 0                            0      U
521051992                                      144000        137900                   131005      1% of amt prepaid                                   24                           23      U
521052001                                      151000             0                143381.28      1% of UPB                                           24                           23      U
521052012                                       90500             0                 85466.39      None                                                 0                            0      U
521052045                                      459000             0                413015.36      None                                                 0                            0                0
521052051                                       62000         55900                    55900      1% of amt prepaid                                   36                           35      U
521052062                                      177000             0                141522.49      None                                                 0                            0      U
521052127                                      158900             0                   135065      1% of amt prepaid                                   24                           23      U
521052135                                      117000             0                103869.42      2% / 1%                                             24                           23      U
521052195                                      129000        129000                103081.43      1% of amt prepaid                                   24                           22      U
521052223                                      188000             0                169090.35      None                                                 0                            0      U
521052249                                      127000             0                119642.96      2% of UPB                                           24                           22      U
521052293                                      100000             0                    90000      2% / 1%                                             24                           23      U
521052294                                      120000        118000                   112100      None                                                 0                            0      U
521052321                                      107000        106500                106440.85      2% / 1%                                             24                           23      U
521052382                                      430000             0                224850.32      1% of amt prepaid                                   36                           34      N
521052433                                      143000             0                142429.54      2% / 1%                                             24                           23      U
521052436                                      130500             0                 26088.13      None                                                 0                            0      U
521052463                                      167000        175000                166144.53      2% of UPB                                           24                           22      U
521052482                                      138500             0                128186.58      None                                                 0                            0      U
521052492                                      250000             0                161917.32      2% of UPB                                           24                           23      U
521052515                                      540000             0                259892.14      1% of amt prepaid                                   24                           23      U
521052520                                       52000         51075                    51075      1% of amt prepaid                                   24                           23      U
521052529                                      145000        147000                146931.78      None                                                 0                            0      U
521052537                                      165000        164500                131526.22      1% of amt prepaid                                   24                           23      U
521052563                                      349500             0                331924.24      None                                                 0                            0      U
521052603                                      180000             0                   126000      2% / 1%                                             24                           23      U
521052649                                       82000         81600                 81534.15      2% of UPB                                           24                           22      U
521052655                                      107000             0                101549.43      1% of amt prepaid                                   24                           22      U
521052748                                       90000             0                 49980.35      2% of UPB                                           24                           23      U
521052752                                      225000             0                   180000      6 mo int on 80%                                     24                           23      U
521052807                                      128000        126000                   126000      None                                                 0                            0      U
521052809                                      590000             0                   472000      None                                                 0                            0      U
521052833                                      165000             0                156668.32      1% of amt prepaid                                   24                           23      U
521052922                                       84000         81000                    76950      1% of amt prepaid                                   24                           23      U
521052950                                      155000             0                   147250      None                                                 0                            0      U
521052997                                      545000             0                   272500      None                                                 0                            0      U
521053017                                      106000             0                   100700      1% of amt prepaid                                   24                           23      U
521053032                                      115000        113800                102385.66      None                                                 0                            0      U
521053168                                       85000         85000                    76500      None                                                 0                            0      U
521053185                                      103000        100000                 79917.96      1% of amt prepaid                                   24                           23      U
521053374                                      259500             0                 246497.6      1% of amt prepaid                                   24                           23      U
521053409                                      330000             0                197867.15      6 mo int on 80%                                     36                           35                0
521053459                                      265000             0                   247500      None                                                 0                            0      U
521053555                                      148350        148350                118601.58      1% of amt prepaid                                   24                           23      U
521053651                                      125000        124900                 99878.99      1% of amt prepaid                                   24                           23      U
521054048                                      143000        142700                   142700      6 mo int on 80%                                     24                           23      U
521054320                                      300000             0                   283500      None                                                 0                            0      U
521055007                                      310000             0                   200012      None                                                 0                            0      U
521056720                                       65000         65000                    58500      2% of UPB                                           24                           24      U
551021585                                      190000        187000                  37315.7      None                                                 0                            0                0
551021775                                      167000        167000                  33339.9      None                                                 0                            0                0
551021793                                      181000        178689                 35641.33      None                                                 0                            0                0
551021947                                      138000        138000                  27521.6      None                                                 0                            0                0
551022062                                      161000        156210                 31123.89      None                                                 0                            0                0
551022470                                      158500        158500                 31676.77      5% of ppd amt                                       24                           19                0
551022709                                      135000        132000                 26352.08      None                                                 0                            0                0
551022893                                      156000             0                140111.17      6 mo int on 80%                                     24                           21      U
551023371                                      150000             0                127315.02      3% / 2% / 1%                                        24                           19      U
551023696                                      150000             0                112411.15      6 mo int on 80%                                     36                           33      U
551024418                                      445000             0                   385014      6 mo int on 80%                                     24                           21      U
551024662                                      155000        153900                 30613.98      None                                                 0                            0                0
551024710                                      265000             0                238343.72      3% / 2% / 1%                                        24                           21      U
551024728                                      230000        230000                   184000      6 mo int on 80%                                     36                           34                0
551024729                                      105000             0                 89170.02      6 mo int on 80%                                     24                           20      U
551024860                                      200000             0                179836.65      6 mo int on 80%                                     24                           21      U
551024901                                      295000             0                204909.12      1% of UPB                                           36                           33      N
551024980                                      600000             0                376367.85      6 mo int on 80%                                     24                           21      U
551025027                                      309000             0                246728.59      None                                                 0                            0      N
551025082                                       76000             0                 60776.86      1% of amt prepaid                                   24                           21      N
551025085                                       79000             0                 63175.94      1% of amt prepaid                                   24                           21      N
551025118                                      185000             0                147771.65      None                                                 0                            0      U
551025246                                      114000             0                102392.01      6 mo int on 80%                                     24                           21      U
551025457                                      295000             0                279919.61      6 mo int on 80%                                     36                           34      U
551025479                                      328000             0                262093.78      None                                                 0                            0      N
551025498                                      150000        160000                127936.71      3% / 2% / 1%                                        24                           23      U
551025532                                       91000             0                 81840.03      6 mo int on 80%                                     24                           21      U
551025719                                      177000             0                159115.47      6 mo int on 80%                                     24                           22      U
551025746                                      140000             0                125876.21      6 mo int on 80%                                     24                           21      U
551025808                                      285000             0                237986.76      6 mo int on 80%                                     24                           21      U
551025811                                      125000             0                 99963.56      3% / 2% / 1%                                        24                           22      U
551025859                                      130000             0                123474.39      6 mo int on 80%                                     24                           22      U
551025996                                      397000             0                   100000      None                                                 0                            0      U
551026008                                      121000             0                108839.27      6 mo int on 80%                                     36                           34      U
551026020                                       95000         94900                 75865.01      6 mo int on 80%                                     24                           22      U
551026070                                      187500        187500                 168655.4      3% / 2% / 1%                                        24                           22      U
551026072                                      188000        187500                 168655.4      3% / 2% / 1%                                        24                           22      U
551026074                                      187500        187500                 168655.4      3% / 2% / 1%                                        24                           22      U
551026167                                      105000             0                 83964.01      None                                                 0                            0      U
551026219                                      425000             0                361179.44      6 mo int on 80%                                     36                           35      U
551026245                                      132000        129830                103781.76      6 mo int on 80%                                     24                           22      U
551026253                                       77000         75000                 59974.29      6 mo int on 80%                                     24                           22      U
551026284                                       80000         80000                 71962.13      None                                                 0                            0      U
551026285                                      247000             0                197317.34      None                                                 0                            0      U
551026302                                      102000         99500                    94525      6 mo int on 80%                                     24                           23      U
551026316                                      260000             0                207864.67      None                                                 0                            0      U
551026326                                      102000         93000                 88317.45      6 mo int on 80%                                     24                           22      N
551026341                                      390000             0                   370500      6 mo int on 80%                                     36                           34                0
551026484                                      141000        140683                112477.16      6 mo int on 80%                                     24                           22      U
551026536                                      180000             0                   135000      None                                                 0                            0      U
551026725                                      151500             0                113910.93      None                                                 0                            0      U
551026810                                      135000        135000                107937.54      6 mo int on 80%                                     24                           22      U
551026846                                      120500        119840                   113848      6 mo int on 80%                                     24                           23      U
551026881                                      141000             0                   133000      6 mo int on 80%                                     24                           23      U
551027001                                      185000             0                   175750      6 mo int on 80%                                     24                           23      U
551027041                                      128000        127200                108073.67      6 mo int on 80%                                     24                           22      U
551027061                                       88900             0                    84450      6 mo int on 80%                                     24                           23      U
551027114                                       77000         67000                 63625.78      6 mo int on 80%                                     24                           22      U
551027172                                      170000             0                 152894.7      6 mo int on 80%                                     36                           35                0
551027211                                      116500        116000                 92746.61      6 mo int on 80%                                     24                           22      U
551027242                                      177000        175500                157782.45      6 mo int on 80%                                     24                           22      U
551027248                                      157000             0                149077.02      6 mo int on 80%                                     24                           23      U
551027275                                      140000        139000                 131986.4      6 mo int on 80%                                     24                           23      U
551027277                                      140000        139000                 131986.4      6 mo int on 80%                                     24                           23      U
551027298                                       69000             0                    51750      3% / 2% / 1%                                        24                           23      U
551027302                                       75000         75000                 71227.38      6 mo int on 80%                                     24                           23      U
551027369                                       90000             0                 85463.76      6 mo int on 80%                                     24                           22      U
551027436                                      105000        105000                 83957.58      6 mo int on 80%                                     24                           23      U
551027452                                      122000        122000                   115900      6 mo int on 80%                                     36                           35      U
551027573                                      155000             0                   146600      6 mo int on 80%                                     24                           23      U
551027648                                      164500        154500                 139013.4      None                                                 0                            0      U
551027757                                      171000             0                   161600      6 mo int on 80%                                     24                           23      U
551028059                                      120000        118500                112518.45      1% of UPB                                           24                           23      U
551028611                                      168000             0                   134400      None                                                 0                            0      U
551028854                                      420000             0                   340000      6 mo int on 80%                                     12                           12      U
551028940                                      161000        159150                   143200      6 mo int on 80%                                     24                           24      U
551029312                                      158000             0                   126400      None                                                 0                            0      U
551029695                                       75000         75000                    67500      3% / 2% / 1%                                        24                           24      U
551030128                                      195000             0                   156000      None                                                 0                            0      U
571015993                                      285000        282000                225526.68      6 mo int on 80%                                     36                           34      U
571017001                                      392000             0                 58784.95      None                                                 0                            0                0
571017340                                      350000             0                   277900      2 mo int on 66% if Less than 8%                     36                           33      U
571017695                                      145000             0                114542.17      6 mo int on 80%                                     24                           21      U
571017696                                      226000             0                 45188.43      None                                                 0                            0                0
571017886                                      200000             0                159858.83      2 mo int or 60 days int on UPB                      36                           34      U
571017965                                      127500        127500                 25483.63      None                                                 0                            0                0
571018050                                      498000             0                   398400      6 mo int on 80%                                     24                           22      U
571018226                                      240000             0                   191800      2 mo int or 60 days int on UPB                      36                           34      U
571018233                                      230000        173413                   138730      None                                                 0                            0      U
571018263                                      240000             0                 47756.87      None                                                 0                            0                0
571018295                                      251000        245000                   196000      2 mo int or 60 days int on UPB                      36                           33      U
571018308                                      447000             0                   357600      None                                                 0                            0      U
571018334                                      155000        152000                   121600      1% of UPB                                           36                           34      U
571018371                                      214900        214900                    21490      None                                                 0                            0                0
571018423                                      432000             0                   345600      6 mo int on 80%                                     12                           10      U
571018441                                      195000             0                 19495.01      None                                                 0                            0                0
571018515                                      349900        349900                 69957.63      None                                                 0                            0                0
571018533                                      220000             0                 43959.86      None                                                 0                            0                0
571018679                                      358000        350000                   280000      6 mo int on 80%                                     36                           34      U
571018682                                      165000        164500                131524.28      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           34                0
571018745                                      140000             0                 27987.28      None                                                 0                            0                0
571018835                                      215000             0                171875.51      6 mo int on 80%                                     12                           10      U
571018848                                      296000        295950                   236760      6 mo int on 80%                                     12                           10      U
571018849                                      296000        295950                    59152      None                                                 0                            0                0
571018984                                      330000             0                 32991.55      None                                                 0                            0                0
571019083                                      260000             0                 45948.23      None                                                 0                            0                0
571019099                                      412500             0                   330000      None                                                 0                            0      U
571019203                                      199000             0                159155.22      1% of amt prepaid                                   36                           35      U
571019235                                      199000             0                 39788.93      None                                                 0                            0                0
571019251                                      146000        144500                    93925      2 mo int or 60 days int on UPB                      36                           34      U
571019254                                      146000        144500                 50552.81      None                                                 0                            0                0
571019290                                      320000             0                   172000      6 mo int on 80%                                     36                           35      U
571019362                                      385000             0                   308000      6 mo int on 80%                                     36                           34      N
571019367                                      385000             0                 38490.15      None                                                 0                            0                0
571019378                                      207000        206000                   164800      6 mo int on 80%                                     36                           35      U
571019404                                      297000             0                 56985.41      None                                                 0                            0                0
571019479                                      180000        180000                   144000      6 mo int on 80%                                     36                           35      U
571019567                                       95000             0                    76000      1% of amt prepaid                                   36                           34      U
571019604                                      210000        210000                167895.58      None                                                 0                            0      U
571019630                                      212500             0                   148750      None                                                 0                            0      U
571019666                                      135000        117000                    93600      1% of UPB                                           36                           35      U
571019669                                      135000        117000                 23394.01      None                                                 0                            0                0
571019717                                      200000        186000                148720.81      None                                                 0                            0                0
571019727                                      200000        186000                 37190.48      None                                                 0                            0                0
571019761                                      430000        375000                   300000      None                                                 0                            0      U
571019777                                      316000             0                    47400      None                                                 0                            0                0
571019787                                      230000             0                181850.79      2% of ppd amt                                       36                           34                0
571019944                                       96000         96000                 76747.15      2% of UPB                                           36                           35      U
571020034                                      430000             0                291799.05      6 mo int on 80%                                     36                           35                0
571020081                                      220000        205000                163884.25      6 mo int on 80%                                     36                           35      U
571020100                                      282000             0                   225600      2% of ppd amt                                       36                           35      U
571020292                                      205000        205000                   164000      None                                                 0                            0      U
571020423                                      130000             0                 19495.01      None                                                 0                            0                0
571020478                                      309000             0                   247200      6 mo int on 80%                                     36                           35      U
571020482                                      309000             0                 61774.09      None                                                 0                            0                0
571020728                                      105000             0                    84000      6 mo int on 80%                                     24                           23      U
581013058                                      245000        245000                  48965.7      3% / 2% / 1%                                        24                           19                0
581013233                                      545800             0                 381439.4      3% / 2% / 1%                                        24                           20      U
581013626                                      450000             0                391861.82      3% / 2% / 1%                                        24                           19      U
581013710                                      405000             0                299581.13      3% / 2% / 1%                                        24                           20      U
581013959                                      305000             0                243629.38      None                                                 0                            0      U
581014075                                      280000             0                   229488      3% / 2% / 1%                                        36                           32      U
581014355                                      360000        354000                247572.93      3% / 2% / 1%                                        12                            8      U
581014483                                      290000             0                   261000      6 mo int on 80%                                     36                           34      U
581014525                                      600000             0                389461.21      6 mo int on 80%                                     24                           20      U
581014607                                      400000             0                359670.12      6 mo int on 80%                                     24                           20      U
581014640                                      359000             0                233181.44      6 mo int on 80%                                     24                           21      U
581014660                                      347000             0                294543.95      6 mo int on 80%                                     24                           21      U
581014682                                      150000             0                119966.27      6 mo int on 80%                                     24                           21      U
581014689                                      620000             0                487459.31      None                                                 0                            0      U
581014690                                      360000             0                   305999      6 mo int on 80%                                     24                           20      U
581014736                                      325000             0                   276250      6 mo int on 80%                                     24                           21      U
581014816                                      510000             0                359507.88      6 mo int on 80%                                     24                           21      U
581014834                                      420000             0                   357000      6 mo int on 80%                                     24                           21      U
581014981                                      327000        169000                134954.71      6 mo int on 80%                                     24                           22      U
581015024                                      400000             0                   360000      6 mo int on 80%                                     24                           21      U
581015027                                      300000             0                269849.23      6 mo int on 80%                                     24                           21      U
581015035                                      310000             0                   279000      6 mo int on 80%                                     36                           33      U
581015102                                      425000             0                   275000      6 mo int on 80%                                     24                           21      U
581015151                                      585000             0                409324.38      6 mo int on 80%                                     24                           21      U
581015152                                      309000             0                   245007      6 mo int on 80%                                     24                           21      U
581015223                                      146000             0                129360.36      6 mo int on 80%                                     24                           21      U
581015239                                      425000             0                361101.84      6 mo int on 80%                                     24                           21      U
581015244                                      391000             0                299961.36      6 mo int on 80%                                     36                           33      U
581015286                                      303500             0                149877.05      6 mo int on 80%                                     36                           34                0
581015306                                      450000             0                223903.26      6 mo int on 80%                                     24                           22      U
581015314                                      320000             0                   231000      6 mo int on 80%                                     24                           22      U
581015351                                      465000             0                   372000      6 mo int on 80%                                     36                           33      U
581015354                                      375000             0                149769.88      6 mo int on 80%                                     24                           22      U
581015410                                      305000             0                164956.68      6 mo int on 80%                                     24                           22      U
581015421                                      335000             0                 267777.5      6 mo int on 80%                                     24                           22      U
581015422                                      470000             0                352361.76      6 mo int on 80%                                     24                           22      U
581015429                                      300000             0                   246000      6 mo int on 80%                                     36                           34      U
581015435                                      485000             0                412045.79      6 mo int on 80%                                     24                           22      U
581015457                                      370000             0                   314359      6 mo int on 80%                                     24                           21      U
581015465                                      510000             0                   408000      6 mo int on 80%                                     24                           22      N
581015476                                      255000             0                144904.29      6 mo int on 80%                                     24                           22                0
581015510                                      375000             0                337216.46      6 mo int on 80%                                     24                           22      U
581015523                                      205000             0                128942.73      6 mo int on 80%                                     24                           22      U
581015551                                      310000             0                247928.76      6 mo int on 80%                                     24                           22      U
581015554                                      405000             0                303611.37      6 mo int on 80%                                     24                           22      U
581015578                                      313000             0                   281700      6 mo int on 80%                                     24                           22      U
581015599                                      310000             0                   291400      6 mo int on 80%                                     24                           22      N
581015601                                      330000             0                169885.21      6 mo int on 80%                                     24                           22      U
581015611                                      303000             0                211963.36      None                                                 0                            0      U
581015669                                      270000             0                   238000      6 mo int on 80%                                     36                           34      U
581015686                                      425000             0                   309995      6 mo int on 80%                                     24                           22      U
581015700                                      400000        325000                308579.59      None                                                 0                            0      N
581015728                                      320500             0                208221.81      6 mo int on 80%                                     24                           22      U
581015739                                      348000             0                 330505.3      6 mo int on 80%                                     24                           22      U
581015744                                      310000             0                 294499.5      6 mo int on 80%                                     24                           22      U
581015796                                      353000             0                345928.79      6 mo int on 80%                                     24                           22      U
581015824                                      280000             0                265939.71      6 mo int on 80%                                     24                           22      U
581015826                                      355000             0                266060.57      None                                                 0                            0      U
581015837                                      365000             0                170847.14      6 mo int on 80%                                     36                           34                0
581015856                                      180000        175000                 139964.3      6 mo int on 80%                                     24                           22      U
581015903                                      600000             0                   381480      6 mo int on 80%                                     24                           22      U
581015914                                      530000             0                344395.45      6 mo int on 80%                                     24                           22      U
581015946                                      350000        330347                   313830      6 mo int on 80%                                     24                           23      U
581015977                                      410000             0                157940.89      6 mo int on 80%                                     24                           22      U
581015983                                      345000             0                   345000      6 mo int on 80%                                     24                           23      U
581016009                                      304000             0                   243200      6 mo int on 80%                                     36                           34      U
581016018                                      350000             0                332406.12      6 mo int on 80%                                     24                           22      U
581016030                                      180000             0                179887.55      6 mo int on 80%                                     36                           35                0
581016040                                      545000             0                   381500      6 mo int on 80%                                     24                           22      U
581016068                                      415000             0                279900.59      6 mo int on 80%                                     24                           22      U
581016157                                      391000             0                   351900      6 mo int on 80%                                     36                           34                0
581016228                                      360000             0                359868.52      6 mo int on 80%                                     24                           22      U
581016385                                      309000             0                293384.57      6 mo int on 80%                                     24                           23      N
581016435                                      405000             0                   364500      6 mo int on 80%                                     24                           23      U
581017126                                      329500        314000                313905.01      6 mo int on 80%                                     24                           23      U
581017271                                      230000             0                218414.39      6 mo int on 80%                                     24                           23      U
581017273                                      115000        115000                   103500      6 mo int on 80%                                     24                           23      U
581017276                                      133300             0                   125400      6 mo int on 80%                                     24                           23      U
581017390                                      310000             0                   293000      6 mo int on 80%                                     24                           23      U
581018266                                      615000             0                   360000      6 mo int on 80%                                     36                           36      U
581018756                                      495000             0                   394000      6 mo int on 80%                                     24                           24      U
581019060                                      470000             0                   414000      None                                                 0                            0      U
611025680                                      630000             0                 502904.2      6 mo int on 80%                                     12                            8      U
611026123                                      475000             0                334293.22      3% / 2% / 1%                                        12                            8      U
611026297                                      460000             0                   413000      6 mo int on 80%                                     12                            8      U
611026298                                      585000             0                   525900      3% / 2% / 1%                                        12                            8      U
611026300                                      650000             0                453823.87      3% / 2% / 1%                                        12                            8      U
611026383                                      404000             0                322802.98      None                                                 0                            0      U
611026443                                      600000             0                   492000      6 mo int on 80%                                     12                            8      U
611026531                                      170000             0                152859.65      None                                                 0                            0      U
611026560                                      390000             0                311815.41      None                                                 0                            0      U
621019515                                      460000             0                284370.28      3% / 2% / 1%                                        24                           20      U
621019539                                      356000             0                319977.26      3% / 2% / 1%                                        24                           20      U
621019720                                      349000             0                313758.63      3% / 2% / 1%                                        24                           20      U
621019836                                      130000             0                116843.11      3% / 2% / 1%                                        24                           20      U
621019903                                      238000             0                   125000      6 mo int on 80%                                     36                           35                0
621019979                                      153000             0                122368.09      6 mo int on 80%                                     24                           22      U
621020045                                      395000             0                   334826      6 mo int on 80%                                     36                           34      U
621020379                                       72000             0                 61182.87      None                                                 0                            0      U
621020380                                      330000             0                263622.37      6 mo int on 80%                                     24                           21      U
621020440                                      185000             0                147922.03      6 mo int on 80%                                     24                           21      U
621020449                                      220000        213000                  42578.8      None                                                 0                            0                0
621020480                                      355000             0                   275000      6 mo int on 80%                                     24                           22      U
621020486                                      310000             0                247721.92      6 mo int on 80%                                     24                           21      U
621020496                                      425000             0                382291.07      6 mo int on 80%                                     24                           22      U
621020513                                      657000             0                374593.05      6 mo int on 80%                                     24                           21      N
621020533                                      240000             0                215735.75      6 mo int on 80%                                     36                           33      U
621020550                                      154000        148000                  29594.1      6 mo int on 80%                                     24                           21                0
621020559                                      295000             0                278642.97      6 mo int on 80%                                     24                           21      U
621020604                                      255000             0                206105.02      6 mo int on 80%                                     36                           34                0
621020658                                      198000             0                158175.68      6 mo int on 80%                                     24                           21      U
621020669                                      300000             0                   240000      6 mo int on 80%                                     24                           22      U
621020763                                      220000             0                204892.88      6 mo int on 80%                                     24                           21      U
621020802                                      308000             0                246339.35      6 mo int on 80%                                     24                           22      U
621020822                                      490000             0                   310000      6 mo int on 80%                                     24                           22      U
621020844                                      125000             0                   100000      6 mo int on 80%                                     24                           23      U
621020878                                      271000             0                176538.06      6 mo int on 80%                                     24                           22      U
621020918                                      190000             0                163917.62      6 mo int on 80%                                     36                           34      U
621020922                                      200000             0                149918.92      6 mo int on 80%                                     24                           22      U
621020951                                      211000        228000                125915.28      None                                                 0                            0      U
621020963                                      196000             0                137099.33      6 mo int on 80%                                     24                           21      U
621020964                                      155000        145000                 115785.5      6 mo int on 80%                                     24                           21      U
621021028                                      155000             0                   139500      6 mo int on 80%                                     24                           21      U
621021079                                      330000             0                214450.95      None                                                 0                            0      U
621021096                                      215000             0                211738.31      6 mo int on 80%                                     36                           34      U
621021156                                      359000             0                286942.11      6 mo int on 80%                                     24                           21      U
621021161                                      145000        130000                 103953.8      6 mo int on 80%                                     24                           21      U
621021163                                      220000             0                153895.69      6 mo int on 80%                                     24                           22      U
621021196                                      228000             0                   216600      6 mo int on 80%                                     24                           23      U
621021234                                      201000             0                160672.57      6 mo int on 80%                                     36                           34      U
621021262                                      147000             0                124933.83      6 mo int on 80%                                     24                           22      U
621021307                                      150000             0                100935.95      6 mo int on 80%                                     36                           34                0
621021374                                      262000             0                183306.15      None                                                 0                            0      U
621021402                                      150000             0                   120000      6 mo int on 80%                                     24                           22      U
621021477                                      569000             0                   340000      6 mo int on 80%                                     24                           22      U
621021523                                      182000        182000                   172900      6 mo int on 80%                                     24                           23      U
621021528                                       95000         95000                 85475.54      6 mo int on 80%                                     24                           22      U
621021534                                      190000        205000                   174250      None                                                 0                            0      U
621021541                                      485000             0                359721.94      6 mo int on 80%                                     24                           22      U
621021542                                      335000             0                   301500      6 mo int on 80%                                     24                           22      U
621021547                                      408000             0                366901.97      None                                                 0                            0      U
621021551                                      260000             0                162263.23      6 mo int on 80%                                     24                           22      U
621021577                                      150000             0                112427.53      6 mo int on 80%                                     36                           35                0
621021623                                      283250        283250                226464.14      None                                                 0                            0      U
621021634                                      285000             0                142371.18      6 mo int on 80%                                     24                           22      U
621021698                                      200000             0                   190000      6 mo int on 80%                                     24                           22      U
621021750                                      211000             0                115997.55      None                                                 0                            0      U
621021838                                      112000        109500                 98431.73      None                                                 0                            0      U
621021851                                      180000        179900                170837.81      6 mo int on 80%                                     24                           22      U
621021873                                      500000             0                   190000      6 mo int on 80%                                     36                           35                0
621021874                                      360000             0                 287749.6      6 mo int on 80%                                     36                           34      U
621021904                                      105000        100000                    95000      6 mo int on 80%                                     24                           23      U
621021924                                      265000             0                 211745.9      6 mo int on 80%                                     36                           34                0
621021965                                      345000             0                275869.86      6 mo int on 80%                                     36                           35                0
621022039                                      360000             0                341781.69      6 mo int on 80%                                     24                           23      U
621022048                                      330000             0                   264000      6 mo int on 80%                                     24                           22      U
621022080                                      165000        164985                131925.24      6 mo int on 80%                                     24                           22      U
621022233                                      350000             0                322958.57      6 mo int on 80%                                     24                           23      U
621022300                                      357000             0                   296000      6 mo int on 80%                                     36                           35                0
621022364                                      290000        203650                193358.47      6 mo int on 80%                                     36                           35      U
621022417                                      237000             0                165787.55      6 mo int on 80%                                     36                           35                0
621022526                                      300000        290000                260843.51      6 mo int on 80%                                     24                           23      U
621022670                                      320000             0                   304000      6 mo int on 80%                                     12                           11      U
621022686                                      155000        154000                153986.12      6 mo int on 80%                                     24                           23      U
621024180                                      243000             0                   170100      6 mo int on 80%                                     36                           36                0
631014820                                      260000             0                 51918.08      6 mo int on 80%                                     24                           17                0
631015697                                      436000             0                392343.91      3% / 2% / 1%                                        24                           20      U
631015705                                      461000             0                362910.36      3% / 2% / 1%                                        24                           20      U
631015760                                      398000             0                 318250.8      3% / 2% / 1%                                        24                           20      U
631015781                                      213000             0                191538.88      3% / 2% / 1%                                        24                           20      U
631015782                                      302000             0                   271800      3% / 2% / 1%                                        24                           20      U
631015869                                      319000             0                   269555      3% / 2% / 1%                                        24                           20      U
631016018                                      280000             0                   224000      3% / 2% / 1%                                        24                           20      U
631016060                                      300000             0                179866.41      6 mo int on 80%                                     24                           22      N
651022011                                      156000        150000                 29968.48      None                                                 0                            0                0
651022045                                      180000             0                 35923.13      None                                                 0                            0                0
651022322                                      205000        189000                 37699.48      None                                                 0                            0                0
651022385                                      160000             0                 31914.86      None                                                 0                            0                0
651022597                                      130000        130000                 25990.58      3% / 2% / 1%                                        36                           32                0
651022607                                      225000             0                 44967.04      3% / 2% / 1%                                        24                           19                0
651022784                                      171000        166000                 33181.57      None                                                 0                            0                0
651023141                                      422000             0                365624.07      None                                                 0                            0      U
651023340                                      390000             0                 258775.3      None                                                 0                            0      U
661019295                                      330000             0                230774.84      3% / 2% / 1%                                        24                           19      N
661019515                                      300000             0                   270000      3% / 2% / 1%                                        24                           19      U
661019538                                      485000             0                   336008      None                                                 0                            0      N
661019607                                      241000             0                159885.93      6 mo int on 80%                                     24                           21      U
661019618                                      335000             0                241744.13      6 mo int on 80%                                     24                           22      U
661019677                                      500000        450000                359553.71      6 mo int on 80%                                     24                           21      U
661019693                                      330000             0                259500.06      None                                                 0                            0      U
661019695                                      335000             0                250908.27      6 mo int on 80%                                     24                           21      U
661019872                                      375000             0                261857.09      6 mo int on 80%                                     24                           20      U
661019944                                      365000             0                   292000      3% / 2% / 1%                                        24                           20      U
661019999                                      315000             0                   219996      3% / 2% / 1%                                        24                           20      U
661020173                                      295000             0                249747.66      6 mo int on 80%                                     24                           21      U
661020251                                      275000             0                233276.35      6 mo int on 80%                                     24                           21      N
661020257                                      340000             0                   199825      6 mo int on 80%                                     36                           34                0
661020264                                      140000             0                118874.29      6 mo int on 80%                                     24                           21      U
661020312                                      200000             0                169864.53      6 mo int on 80%                                     24                           21      U
661020388                                      202000             0                161407.52      6 mo int on 80%                                     24                           21      N
661020423                                      300000             0                   285000      6 mo int on 80%                                     24                           20      N
661020430                                      525000             0                345846.93      6 mo int on 80%                                     24                           22      U
661020487                                      625000             0                 529956.2      6 mo int on 80%                                     36                           32                0
661020495                                      289000             0                259917.33      6 mo int on 80%                                     24                           21      U
661020519                                      410000             0                199639.37      6 mo int on 80%                                     24                           20      N
661020567                                      535000             0                314466.59      6 mo int on 80%                                     24                           21      U
661020570                                      450000             0                   360000      6 mo int on 80%                                     24                           22      N
661020573                                      257000             0                 166881.5      6 mo int on 80%                                     24                           21      N
661020834                                      245000             0                171419.64      6 mo int on 80%                                     24                           21      U
661020844                                      565000             0                284885.51      6 mo int on 80%                                     24                           22      U
661020869                                      220000             0                171736.13      6 mo int on 80%                                     24                           21      U
661020928                                      254000             0                203145.87      6 mo int on 80%                                     24                           21      U
661020930                                      410000             0                344999.65      6 mo int on 80%                                     24                           21      U
661020936                                      270000             0                215737.37      6 mo int on 80%                                     24                           21      N
661021008                                      189000             0                164901.68      None                                                 0                            0      U
661021014                                      245000             0                224721.91      6 mo int on 80%                                     24                           21      N
661021067                                      415000             0                292270.14      6 mo int on 80%                                     24                           21      U
661021077                                      411000             0                301457.24      6 mo int on 80%                                     24                           21      U
661021081                                      118000             0                  99907.3      None                                                 0                            0      N
661021102                                      320000             0                254620.32      6 mo int on 80%                                     24                           22      N
661021108                                      417000             0                   375300      6 mo int on 80%                                     24                           21      U
661021109                                      280000             0                251914.97      6 mo int on 80%                                     24                           21      U
661021118                                      250000             0                212386.41      6 mo int on 80%                                     24                           21      U
661021126                                      470000             0                249686.54      6 mo int on 80%                                     24                           21      U
661021130                                      247000             0                164494.73      6 mo int on 80%                                     24                           22      U
661021166                                      312000             0                   209872      6 mo int on 80%                                     24                           22      U
661021176                                      224000             0                167835.81      6 mo int on 80%                                     24                           22      U
661021185                                      510000             0                349679.29      6 mo int on 80%                                     24                           21      U
661021269                                      575000             0                375734.62      6 mo int on 80%                                     24                           22      U
661021271                                      302000             0                241470.84      None                                                 0                            0      U
661021276                                      310000             0                294233.46      6 mo int on 80%                                     36                           35      U
661021301                                      300000             0                206791.03      6 mo int on 80%                                     24                           22      U
661021309                                      460000             0                   414000      6 mo int on 80%                                     24                           21      U
661021312                                      360000             0                305933.66      6 mo int on 80%                                     24                           22      U
661021379                                      198000             0                128618.18      6 mo int on 80%                                     24                           21      U
661021382                                      565000             0                351885.24      6 mo int on 80%                                     36                           34      U
661021390                                      212000             0                   190800      6 mo int on 80%                                     36                           34                0
661021397                                      550500             0                374622.57      6 mo int on 80%                                     24                           22      U
661021398                                      260000             0                202815.49      None                                                 0                            0      U
661021411                                      463000             0                337930.95      6 mo int on 80%                                     12                           10      U
661021428                                      400000             0                   400000      6 mo int on 80%                                     24                           22      N
661021440                                      172000             0                134880.92      6 mo int on 80%                                     36                           34      U
661021447                                      345000             0                310175.03      6 mo int on 80%                                     24                           22      U
661021480                                      217500             0                 184701.8      1% of amt prepaid                                   24                           22      U
661021481                                      305000             0                 217805.9      6 mo int on 80%                                     24                           21      U
661021504                                      310000             0                   310000      6 mo int on 80%                                     24                           22      U
661021528                                      290000             0                   203000      6 mo int on 80%                                     24                           22      U
661021529                                      350000             0                   350000      6 mo int on 80%                                     24                           22      U
661021548                                      550000             0                466870.55      6 mo int on 80%                                     24                           21      N
661021552                                      183000             0                 99983.95      6 mo int on 80%                                     24                           22      U
661021555                                      550000             0                466870.55      6 mo int on 80%                                     24                           21      N
661021582                                      305000             0                228622.25      6 mo int on 80%                                     24                           22      U
661021584                                      460000             0                367750.56      6 mo int on 80%                                     24                           22      N
661021594                                      315000             0                188467.84      6 mo int on 80%                                     24                           22      U
661021632                                      460000             0                359862.46      6 mo int on 80%                                     24                           22      U
661021642                                      350000             0                   332500      6 mo int on 80%                                     24                           22      U
661021643                                     1127000             0                404892.12      6 mo int on 80%                                     12                           10      U
661021651                                      490000             0                465322.66      6 mo int on 80%                                     36                           34      U
661021691                                      250000             0                187372.91      6 mo int on 80%                                     24                           22      U
661021719                                      256000             0                 99914.86      6 mo int on 80%                                     36                           34                0
661021747                                      205000             0                134954.06      6 mo int on 80%                                     24                           22      U
661021752                                      400000             0                299909.52      6 mo int on 80%                                     24                           22      U
661021805                                      395000             0                128957.95      6 mo int on 80%                                     24                           22      U
661021907                                      415000             0                   354450      6 mo int on 80%                                     24                           22      U
661021920                                      355000             0                178509.34      6 mo int on 80%                                     36                           34                0
661021941                                      436000             0                326788.29      6 mo int on 80%                                     24                           22      U
661021953                                      435000             0                347736.52      6 mo int on 80%                                     24                           22      N
661021979                                      315000             0                 216354.9      6 mo int on 80%                                     36                           34      U
661022008                                      550000             0                439722.28      6 mo int on 80%                                     24                           22      N
661022041                                      435000             0                 347895.9      6 mo int on 80%                                     24                           22      U
661022081                                      185000             0                166410.93      6 mo int on 80%                                     24                           22      U
661022089                                      130000        130000                123440.52      None                                                 0                            0      N
661022193                                      246000             0                   237025      2% of ppd amt                                       24                           23      U
661022195                                      360000             0                287926.57      6 mo int on 80%                                     24                           22      U
661022268                                      771000             0                483305.91      6 mo int on 80%                                     36                           34                0
661022272                                      550000             0                299631.47      6 mo int on 80%                                     36                           34                0
661022364                                      240000             0                   228000      6 mo int on 80%                                     24                           23      U
661022369                                      315000             0                314792.48      6 mo int on 80%                                     24                           23      N
661022569                                      300000             0                   285000      6 mo int on 80%                                     24                           23      U
661023437                                      410000             0                284875.18      6 mo int on 80%                                     24                           23      U
661023851                                      157000        156900                   141210      6 mo int on 80%                                     36                           36      U
661024127                                      195000             0                   165750      None                                                 0                            0      U
661024358                                      162000             0                137661.12      6 mo int on 80%                                     24                           23      U
661024511                                      123700             0                105094.36      None                                                 0                            0      U
671015698                                      460000             0                   414000      3% / 2% / 1%                                        24                           19      N
671015746                                      458000             0                411947.71      None                                                 0                            0      U
671015750                                      450000             0                404752.12      None                                                 0                            0      U
671016105                                      410000             0                348138.68      6 mo int on 80%                                     24                           20      U
671016224                                      355000             0                 248383.6      6 mo int on 80%                                     24                           21      U
671016263                                      460000             0                390717.56      6 mo int on 80%                                     24                           21      U
671016409                                      310000             0                   284750      6 mo int on 80%                                     24                           20      U
671016452                                      280000             0                223872.46      6 mo int on 80%                                     24                           21      U
671016554                                      242000             0                212168.59      6 mo int on 80%                                     24                           21      U
671016604                                      435000             0                369376.73      6 mo int on 80%                                     36                           33      U
671016659                                      231500             0                196620.37      6 mo int on 80%                                     24                           21      U
671016823                                      342000             0                290498.72      6 mo int on 80%                                     12                            9      U
671016939                                      162000             0                129218.58      6 mo int on 80%                                     24                           21      N
671016947                                      545000             0                408253.01      6 mo int on 80%                                     36                           33      U
671017012                                      270000             0                215894.22      6 mo int on 80%                                     36                           33      U
671017021                                      287000             0                   242250      6 mo int on 80%                                     36                           33      U
671017028                                      185000             0                147782.16      6 mo int on 80%                                     24                           21      U
671017030                                      310000             0                247833.26      6 mo int on 80%                                     24                           22      N
671017038                                      360000             0                   324000      6 mo int on 80%                                     24                           22      U
671017043                                      240000        240000                154903.16      6 mo int on 80%                                     24                           22      U
671017054                                      265000             0                211853.36      6 mo int on 80%                                     24                           22      U
671017055                                      215000             0                161165.52      6 mo int on 80%                                     24                           22      U
671017064                                      481000             0                373467.36      6 mo int on 80%                                     24                           22      U
671017123                                      186000             0                158002.33      5% / 4% / 3%                                        36                           33      U
671017161                                      360000             0                   324000      6 mo int on 80%                                     24                           21      U
671017167                                      303000             0                272360.77      6 mo int on 80%                                     24                           21      U
671017182                                      146500             0                106920.49      6 mo int on 80%                                     24                           21      U
671017203                                      237000             0                199865.53      6 mo int on 80%                                     24                           22      U
671017219                                      750000             0                 637113.8      6 mo int on 80%                                     36                           34      N
671017234                                      250000             0                199690.12      6 mo int on 80%                                     24                           22      U
671017258                                      275000             0                239824.18      6 mo int on 80%                                     24                           22      U
671017293                                      235000             0                234935.93      6 mo int on 80%                                     36                           34      U
671017295                                      625000             0                437007.51      6 mo int on 80%                                     24                           22      N
671017304                                      420000             0                398843.67      6 mo int on 80%                                     36                           34      U
671017332                                      400000             0                379840.15      6 mo int on 80%                                     24                           22      U
671017377                                      345000             0                275905.39      6 mo int on 80%                                     24                           22      U
671017443                                      620000             0                309749.49      6 mo int on 80%                                     24                           22      U
671017450                                      205000             0                204943.37      6 mo int on 80%                                     24                           22      U
671017492                                      525000             0                472233.73      6 mo int on 80%                                     12                           10      U
671017505                                      306000             0                290623.69      6 mo int on 80%                                     24                           22      U
671017507                                      236000             0                224122.63      6 mo int on 80%                                     24                           22      U
671017513                                      210000             0                   199500      6 mo int on 80%                                     24                           22      U
671017545                                      275000             0                   261250      6 mo int on 80%                                     24                           22      U
671017564                                      248000             0                235430.58      6 mo int on 80%                                     24                           22      U
671017637                                      310000        310000                   294500      None                                                 0                            0      U
671017654                                      356000             0                338170.45      6 mo int on 80%                                     24                           23      U
671017660                                      320000             0                149856.47      6 mo int on 80%                                     12                           10      U
671017666                                      350000             0                   332500      6 mo int on 80%                                     24                           23      U
671017759                                      255000             0                242138.92      6 mo int on 80%                                     36                           34                0
671017761                                      281500             0                281208.72      1% of UPB                                           36                           34                0
671017775                                      312000             0                293932.78      6 mo int on 80%                                     36                           34                0
671017777                                      295000             0                   295000      1% of UPB                                           36                           35                0
671017847                                      167000             0                   148000      6 mo int on 80%                                     24                           23      U
671017870                                      397000             0                   397000      6 mo int on 80%                                     24                           23      U
671017877                                      190000             0                   180500      1% of UPB                                           24                           23      U
671018001                                      281000             0                   266950      6 mo int on 80%                                     24                           23      U
671018452                                      342000        304200                   288990      6 mo int on 80%                                     24                           23      U
671018523                                      354000             0                335863.57      1% of amt prepaid                                   24                           23      U
671018573                                      335000        306500                   290700      6 mo int on 80%                                     24                           23      U
671018576                                      314000        305400                   289180      6 mo int on 80%                                     24                           23      U
671018795                                      409000             0                   387000      6 mo int on 80%                                     24                           23      U
671018798                                      225000             0                 213729.8      6 mo int on 80%                                     24                           23      U
671018821                                      275000        275000                   275000      6 mo int on 80%                                     24                           23      U
671018994                                      165000             0                   152000      6 mo int on 80%                                     24                           23      U
671019036                                      287000             0                   287000      1% of UPB                                           24                           23      U
671019150                                      635000             0                   190000      6 mo int on 80%                                     24                           24      U
671019952                                      170000        170000                   144000      6 mo int on 80%                                     24                           24      U
681014559                                      405000             0                 319511.6      None                                                 0                            0      U
681014643                                      340000             0                247039.52      None                                                 0                            0      U
681014699                                      385000             0                307585.29      None                                                 0                            0      U
691009770                                      295000             0                 58935.13      None                                                 0                            0                0
701004456                                      248000             0                 49441.09      None                                                 0                            0                0
791007426                                      260000             0                 51950.98      None                                                 0                            0                0
831070039                                      295000             0                244217.33      None                                                 0                            0      N
831071451                                      355000             0                301747.26      6 mo int on 80%                                     24                           20      N
831071457                                      370000             0                295458.22      6 mo int on 80%                                     24                           20      N
831071463                                      285000             0                129780.88      None                                                 0                            0                0
831071484                                      600000             0                299651.83      6 mo int on 80%                                     24                           20      U
831072214                                      250000             0                174838.71      3% / 2% / 1%                                        24                           20      U
831072701                                      193000             0                   124000      6 mo int on 80%                                     24                           20      N
831072725                                      440000             0                329727.95      6 mo int on 80%                                     36                           32                0
831072730                                      152000        152000                116297.44      6 mo int on 80%                                     24                           20      N
831072908                                      265000             0                179601.43      None                                                 0                            0      N
831072933                                      350000             0                197376.71      5% of ppd amt                                       12                            8                0
831073214                                      288000             0                 199409.8      6 mo int on 80%                                     24                           20      N
831073217                                      605000             0                392569.81      6 mo int on 80%                                     24                           20      N
831073219                                      547000             0                   320000      3% / 2% / 1%                                        24                           20      N
831073220                                      110000             0                 61648.51      None                                                 0                            0      N
831073221                                      400000             0                259838.26      3% of ppd amt                                       12                            8      U
831073222                                      155000             0                 99903.34      6 mo int on 80%                                     24                           20      N
831073227                                      540000             0                349468.67      3% / 2% / 1%                                        24                           20      U
831073230                                      472500             0                377744.87      None                                                 0                            0      U
831073232                                      300000             0                   240000      2% of ppd amt                                       24                           20      N
831073236                                      333000             0                188292.24      2 mo int on 66% if Less than 8%                     24                           20      U
831073250                                      456000             0                239762.97      5% of OPB                                           12                            9                0
831073251                                      266000             0                239136.95      5% of OPB                                           24                           21      N
831073252                                      365000             0                237027.74      5% of OPB                                           12                            9      N
831073256                                      470000             0                126401.65      None                                                 0                            0                0
831073257                                      405000             0                343370.38      5% of OPB                                           12                            9      N
831073262                                      360000             0                233792.58      5% of OPB                                           12                            8                0
831073279                                      199000             0                188978.38      None                                                 0                            0      U
831073282                                      296000             0                221732.81      6 mo int on 80%                                     24                           21      N
831073283                                      372000             0                249370.11      None                                                 0                            0      N
831073288                                      140000             0                 111940.8      3% / 2% / 1%                                        24                           20      U
831073291                                      235000             0                 75952.36      6 mo int on 80%                                     24                           20      U
831073292                                      405000             0                   344250      6 mo int on 80%                                     24                           21      N
831073294                                      215000             0                171888.95      6 mo int on 80%                                     24                           20      U
831073295                                      215000             0                143079.37      6 mo int on 80%                                     24                           21      N
831073299                                      310000             0                184724.54      None                                                 0                            0      N
831073302                                      410000             0                307175.24      6 mo int on 80%                                     24                           21      N
831073303                                      153000             0                106982.56      6 mo int on 80%                                     24                           21      N
831073304                                      235000             0                187792.98      6 mo int on 80%                                     24                           21      N
831073306                                      370000             0                220856.03      6 mo int on 80%                                     24                           21      U
831073308                                      217000             0                179029.55      6 mo int on 80%                                     24                           21      U
831073318                                      305000             0                243887.33      None                                                 0                            0      N
831073360                                      310000             0                278757.92      1% of UPB                                           24                           20      N
831073364                                      133000             0                103873.28      None                                                 0                            0      N
831073365                                      399000             0                351417.64      None                                                 0                            0      N
831073368                                      308000             0                230571.96      6 mo int on 80%                                     24                           20      N
831073369                                      230000        224000                212338.69      None                                                 0                            0                0
831073373                                      260000             0                181722.13      None                                                 0                            0                0
831073376                                      197000             0                142753.92      2% of ppd amt                                       24                           20      N
831073379                                      150000             0                 127254.4      6 mo int on 80%                                     36                           32      N
831073380                                      600000             0                406277.64      6 mo int on 80%                                     36                           32                0
831073381                                      295000             0                154808.51      None                                                 0                            0                0
831073382                                      362000             0                229374.74      None                                                 0                            0      N
831073385                                      216000             0                150979.79      6 mo int on 80%                                     24                           20      N
831073390                                      305000             0                254721.26      None                                                 0                            0      N
831073392                                      200000        139601                 111520.4      None                                                 0                            0      N
831073403                                      215600             0                172304.67      6 mo int on 80%                                     24                           20      N
831073405                                      575000             0                512657.81      6 mo int on 80%                                     12                            8      U
831073442                                      238000             0                119862.84      None                                                 0                            0      N
831073444                                      558000             0                445909.49      6 mo int on 80%                                     12                            9      N
831073614                                      520000             0                220711.48      6 mo int on 80%                                     36                           33                0
831073616                                      365000             0                159824.18      6 mo int on 80%                                     24                           21      N
831073617                                      440000             0                239821.89      6 mo int on 80%                                     24                           21      N
831073619                                      225000             0                 146089.3      6 mo int on 80%                                     12                            9      N
831073620                                      380000             0                229582.23      6 mo int on 80%                                     24                           21      N
831073621                                      560000             0                166885.19      6 mo int on 80%                                     36                           33      U
831073622                                      410000             0                326061.92      6 mo int on 80%                                     24                           21      U
831073625                                      285000             0                213636.25      5% / 4%                                             24                           21      N
831073629                                      386000             0                250570.63      6 mo int on 80%                                     24                           21      N
831073630                                      240000             0                167729.76      6 mo int on 80%                                     24                           21      N
831073638                                      100000         96000                 76541.56      3% / 2% / 1%                                        24                           20      U
831073639                                      252000             0                   189000      6 mo int on 80%                                     12                            9      N
831073646                                      160000             0                 127836.2      5% of OPB                                           12                            9      N
831073647                                      370000             0                295842.48      5% of OPB                                           12                            9      N
831073650                                      242000             0                169682.45      5% of OPB                                           24                           21      N
831073651                                      390000             0                350572.35      5% of OPB                                           12                            9      N
831073664                                      520000             0                349391.49      5% of OPB                                           12                            9      N
831073665                                      520000             0                   309724      5% of OPB                                           12                            9      N
831073667                                      207000             0                116825.98      None                                                 0                            0      N
831073669                                      315000             0                229689.69      5% of OPB                                           12                            9      N
831073670                                      410000             0                139756.59      5% of OPB                                           12                            9      N
831073671                                      865000             0                189743.65      5% of OPB                                           12                            9      N
831073674                                      235000             0                199500.83      5% of OPB                                           24                           21      N
831073677                                      200000             0                144876.56      2% of ppd amt                                       36                           33                0
831073678                                      328000             0                 277738.9      2% of ppd amt                                       24                           21      N
831073684                                      275000             0                 188711.1      6 mo int on 80%                                     24                           21      N
831073727                                      320000             0                223805.93      None                                                 0                            0                0
831073787                                      385000             0                307541.41      6 mo int on 80%                                     36                           33                0
831074170                                      305000             0                 258950.6      1% of amt prepaid                                   24                           21      N
831074171                                      417000             0                324654.58      2% of ppd amt                                       12                            9      N
831074206                                      150000             0                119886.26      6 mo int on 80%                                     24                           21      N
831074235                                      115000        114000                113785.69      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           32      U
831074340                                      582000             0                407219.39      5% of OPB                                           12                           10                0
831074341                                      355000             0                266104.27      5% of OPB                                           12                           10      N
831074620                                      410000             0                350723.38      6 mo int on 80%                                     24                           21      N
831074689                                      160000             0                116920.62      None                                                 0                            0                0
831074692                                      325000             0                 197793.1      5% of ppd amt                                       12                            9                0
831074693                                      175000             0                109913.12      6 mo int on 80%                                     36                           33                0
831074699                                      320000             0                207679.43      None                                                 0                            0                0
841017875                                      105000        105000                 99505.93      1% of amt prepaid                                   24                           17      U
841019795                                      164000        163500                 32655.32      1% of amt prepaid                                   36                           31                0
841019950                                      125000             0                117523.64      1% of amt prepaid                                   24                           19      U
841022636                                      133000        133000                 26594.57      1% of amt prepaid                                   24                           21                0
841023668                                      170000             0                140825.91      1% of amt prepaid                                   24                           21      U
841023805                                      175000        162000                 32388.79      1% of amt prepaid                                   36                           33                0
841024270                                      155000             0                116123.84      1% of amt prepaid                                   24                           22      U
841024301                                      149000             0                119109.84      1% of amt prepaid                                   36                           34      U
841024303                                      165000             0                131849.91      1% of amt prepaid                                   24                           21      U
841024334                                      165000        180000                116925.57      1% of amt prepaid                                   24                           22      U
841024492                                      112000        117000                105243.66      1% of amt prepaid                                   24                           22      U
841024537                                      235000             0                187937.91      1% of amt prepaid                                   24                           22      U
841024546                                      450000             0                   405000      1% of amt prepaid                                   24                           21      N
841024561                                      148000        137000                 27386.37      1% of amt prepaid                                   24                           21                0
841024618                                      195000             0                165588.88      1% of amt prepaid                                   24                           22      U
841024716                                      229000             0                206043.47      1% of amt prepaid                                   24                           22      U
841024886                                      110000        110000                   104500      1% of amt prepaid                                   24                           23      U
841024898                                      125000        124900                118552.89      1% of amt prepaid                                   24                           22      U
841024940                                      210000             0                208941.51      1% of amt prepaid                                   24                           22      U
841024952                                      115000        118000                112078.62      1% of amt prepaid                                   24                           22      U
871006167                                      620000             0                433021.84      3% / 2% / 1%                                        12                            6      N
871006306                                      331000        330000                 65964.75      None                                                 0                            0                0
871006547                                      390000             0                 289440.5      None                                                 0                            0      N
871006735                                      560000             0                   420000      3% / 2% / 1%                                        12                            8      U
871006762                                      202000             0                 161327.6      None                                                 0                            0      U
871006877                                      320000             0                 255465.3      None                                                 0                            0      N
871006948                                      325000             0                297186.76      6 mo int on 80%                                     12                            9      U
871006952                                      325000             0                234773.69      None                                                 0                            0      U
871007012                                      560000             0                   475433      6 mo int on 80%                                     12                            9      U
871007054                                      445000             0                 395800.3      None                                                 0                            0      U
871007126                                      384000             0                345373.95      None                                                 0                            0      U
871007151                                      400000             0                 99951.84      None                                                 0                            0      U
871007197                                      213000             0                153959.25      None                                                 0                            0      U
871007202                                      385000             0                196866.47      6 mo int on 80%                                     12                           10      U
871007232                                      385000             0                274890.73      None                                                 0                            0      U
871007242                                      525000             0                419849.46      6 mo int on 80%                                     12                            9      U
871007258                                      243500             0                206878.84      None                                                 0                            0      U
871007267                                      335000             0                206901.77      None                                                 0                            0      U
871007274                                      433000             0                   350898      None                                                 0                            0      U
871007294                                      515000             0                437536.94      None                                                 0                            0      U
871007317                                      320000        320000                303845.68      None                                                 0                            0      U
871007318                                      450000             0                404725.49      None                                                 0                            0      N
871007347                                      450000             0                370530.04      None                                                 0                            0      N
951000637                                      550000        550000                494807.49      None                                                 0                            0      U
951000645                                      210000             0                   210000      3% / 2% / 1%                                        24                           23      U
951000652                                      146600             0                 99939.11      3% / 2% / 1%                                        36                           34      U
951000692                                      120000             0                 98891.25      3% / 2% / 1%                                        24                           22      U
951001142                                      385000             0                   308000      3% / 2% / 1%                                        24                           23      U
951001160                                      242000             0                193388.64      None                                                 0                            0      N
951001227                                      233500             0                221705.09      1% of amt prepaid                                   24                           22      U
951001570                                      142000             0                134876.39      1% of amt prepaid                                   24                           22      U
951001614                                      155000             0                   134900      1% of UPB                                           24                           23      U
951001751                                      633000             0                491538.47      6 mo int on 80%                                     12                           11      U
951001777                                      106000         90000                    81000      1% of amt prepaid                                   24                           23      U
951001783                                       93000             0                    83700      3% / 2% / 1%                                        36                           35      U
951001817                                      102000             0                    86700      1% of amt prepaid                                   24                           23      U
951001818                                      109000             0                    92650      1% of amt prepaid                                   24                           23      U
951001820                                      115000             0                    97750      1% of amt prepaid                                   24                           23      U
951001825                                      100000             0                    93500      1% of amt prepaid                                   24                           23      U
951001900                                      302000             0                241546.84      6 mo int on 80%                                     24                           22      U
951001932                                      200000             0                113457.99      6 mo int on 80%                                     24                           22      N
951001962                                      141000             0                112702.16      6 mo int on 80%                                     24                           22      N
951001972                                      172000        170500                161827.21      1% of amt prepaid                                   24                           22      U
951001974                                      125000        115000                 109203.7      1% of amt prepaid                                   24                           23      U
951002017                                      133000             0                119651.92      1% of amt prepaid                                   24                           23      U
951002049                                      211000             0                136462.64      None                                                 0                            0      U
951002063                                      280000             0                265840.51      None                                                 0                            0      U
951002109                                      185000             0                175722.13      None                                                 0                            0                0
951002241                                      147000             0                   132300      6 mo int on 80%                                     36                           35      U
951002339                                      315000             0                   248000      None                                                 0                            0      U
951002354                                      250000             0                   200000      None                                                 0                            0      U
951002609                                      290000             0                289811.17      3% / 2% / 1%                                        24                           23      U
951002674                                      415000             0                   391000      1% of UPB                                           24                           24      U
951002678                                      285000             0                   255987      1% of UPB                                           36                           35      U
951002747                                      316000             0                   268442      6 mo int on 80%                                     24                           23      U
951002782                                      287000             0                   155600      6 mo int on 80%                                     12                           11      U
951002802                                       87000             0                    72250      None                                                 0                            0      U
951002849                                      300000             0                221849.21      None                                                 0                            0      U
951002859                                      139000             0                   118150      6 mo int on 80%                                     36                           35      U
951002860                                      215000             0                   203000      6 mo int on 80%                                     36                           35      U
951002881                                      365000             0                   270000      6 mo int on 80%                                     12                           12      U
951002904                                      615000             0                   480000      6 mo int on 80%                                     12                           12      U
951003050                                      142500             0                   135000      1% of UPB                                           36                           36      U
951003268                                      565000             0                   395500      6 mo int on 80%                                     12                           12      U
951003416                                      510000             0                   408000      6 mo int on 80%                                     12                           12      U
951003436                                      137000             0                   120000      3% / 2% / 1%                                        24                           24      U
951003621                                       76000         76000                    68400      3% / 2% / 1%                                        24                           24      U
951003646                                      192000             0                   172800      6 mo int on 80%                                     24                           24      U
951003683                                      475000             0                   380000      None                                                 0                            0      U
951003909                                      195300             0                   142000      6 mo int on 80%                                     36                           35      U
961073456                                      640000             0                511734.15      6 mo int on 80%                                     24                           21      U
961073634                                      177000             0                141529.63      6 mo int on 80%                                     24                           21      N
961073635                                      263000             0                223036.56      2% of UPB                                           24                           20      N
961073689                                      400000             0                339627.17      None                                                 0                            0      N
961073703                                      427000             0                253664.87      5% of OPB                                           24                           21      N
961073711                                      305800             0                274948.18      6 mo int on 80%                                     24                           21      N
961073712                                      157500             0                100724.79      6 mo int on 80%                                     24                           21      N
961074250                                      158000             0                 76872.59      6 mo int on 80%                                     36                           33                0
961074337                                      340000             0                254510.86      6 mo int on 80%                                     24                           21      U
961074356                                      100000        100000                 79932.62      6 mo int on 80%                                     24                           21      N
961074465                                      626000             0                562342.09      3 mo int                                            24                           20      N
961074466                                      415000             0                311070.58      6 mo int on 80%                                     24                           21      U
961074534                                      500000             0                399572.66      None                                                 0                            0      N
961074536                                      250000             0                174053.66      6 mo int on 80%                                     24                           21      N
961074562                                      325000             0                210128.96      6 mo int on 80%                                     24                           21      N
961074564                                      187000             0                139918.79      6 mo int on 80%                                     24                           22      N
961074565                                      193000             0                135011.18      6 mo int on 80%                                     24                           22      N
961074599                                      260000             0                 220595.5      2% of UPB                                           12                            9      N
961074675                                      360000             0                287675.89      5% of ppd amt                                       12                            9      N
961074958                                      365000             0                   203926      6 mo int on 80%                                     24                           22      U
961074959                                      439000             0                224878.63      6 mo int on 80%                                     24                           22      N
961074962                                      190000        185000                   166500      6 mo int on 80%                                     36                           34      N
961074964                                      360000             0                187935.12      6 mo int on 80%                                     24                           22      U
961075200                                      485000             0                315074.55      None                                                 0                            0      N
961075212                                      138000             0                 61072.47      2% of ppd amt                                       36                           34                0
961075267                                      601000             0                399525.98      None                                                 0                            0      N
961075330                                      210600             0                146927.69      6 mo int on 80%                                     24                           22      N
961076870                                      305000             0                   213500      6 mo int on 80%                                     24                           23      N
961076896                                      255000             0                   226000      6 mo int on 80%                                     24                           23      U
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                           2,743
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

031045753                                      375000             0                 99934.48      3% / 2% / 1%                                        12                            8      U
031046039                                      655000             0                470553.28      3% / 2% / 1%                                        24                           20      U
031046075                                      515000             0                 463348.4      3% / 2% / 1%                                        24                           20      N
031046090                                      570000             0                   456000      3% / 2% / 1%                                        24                           20      N
031046117                                      900000             0                799818.55      6 mo int on 80%                                     24                           22      U
031046144                                      540000             0                   432000      3% / 2% / 1%                                        24                           20      U
031046262                                      429100        429100                 85747.63      3% / 2% / 1%                                        12                            8                0
031046356                                      692000             0                   622800      6 mo int on 80%                                     24                           20      U
031046357                                      415373        415373                  82992.9      3% / 2% / 1%                                        24                           20                0
031046375                                      515000             0                   437750      None                                                 0                            0      N
031046427                                      643000        643000                128528.07      6 mo int on 80%                                     24                           21                0
051069856                                      170000        169500                 33828.01      None                                                 0                            0                0
051070605                                      131000        127900                 25508.81      None                                                 0                            0                0
051071552                                      555000        555000                110868.22      None                                                 0                            0                0
051071998                                      250000        249900                 49943.37      None                                                 0                            0                0
051072392                                      145000        145000                 28974.82      None                                                 0                            0                0
051072504                                      205000        203000                 40530.28      None                                                 0                            0                0
051072601                                      290000        288400                255229.92      1% of UPB                                           24                           19      U
051073068                                       59000         59000                 50130.91      3% / 2% / 1%                                        36                           34      U
051073555                                      147000        146885                 29357.65      None                                                 0                            0                0
051073897                                      138000        132565                 26498.19      None                                                 0                            0                0
051073983                                      505000             0                476806.32      None                                                 0                            0      U
051074059                                      207000        206000                174770.05      3% / 2% / 1%                                        24                           21      U
051074155                                      291000        285000                 56958.18      None                                                 0                            0                0
051074305                                      475000             0                444929.89      None                                                 0                            0      U
051074424                                      515000        509900                 101898.6      None                                                 0                            0                0
051074517                                      310000        303000                302744.79      1% of UPB                                           24                           22      N
051074520                                      196000        186000                146814.74      3% / 2% / 1%                                        24                           21      U
051074645                                      810000             0                607307.98      1% of UPB                                           24                           22      U
061073269                                      130000        130000                 25980.94      None                                                 0                            0                0
061074370                                      210000        208100                 41579.09      None                                                 0                            0                0
061074869                                      183000             0                132694.34      6 mo int on 80%                                     24                           20      U
061075160                                      179000             0                156309.46      PIF - 1% of OPB ; Partial - 1% of amt ppd           24                           21      U
061075341                                      330000        329990                 65943.55      None                                                 0                            0                0
061075473                                       56000             0                 52147.91      6 mo int on 80%                                     24                           21      U
061075668                                      645000             0                 547590.2      6 mo int on 80%                                     24                           21      U
061075687                                      258000        243000                169825.81      PIF - 1% of OPB ; Partial - 1% of amt ppd           24                           21      U
061075956                                      135000        135000                107888.75      None                                                 0                            0      U
061075977                                      184000        183221                146396.74      6 mo int on 80%                                     24                           21      U
061075992                                      184000        183221                 36629.15      None                                                 0                            0                0
061076034                                     1575000             0                 974237.9      None                                                 0                            0      U
061076466                                      160000        160000                159915.56      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           34                0
061076476                                       69000         69000                 62012.24      None                                                 0                            0      U
061076497                                      116000             0                 99921.85      1% of amt prepaid                                   24                           22      U
061076503                                       70000         70000                 62856.19      6 mo int on 80%                                     24                           22      U
061076533                                       96000         96000                 81575.05      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           34                0
061076571                                      130000        129500                103429.85      6 mo int on 80%                                     24                           21      U
061076617                                      179000             0                 99953.84      6 mo int on 80%                                     24                           22      U
061076632                                      159000        159000                127039.69      1% of amt prepaid                                   24                           21      U
061076754                                      345000             0                310068.19      6 mo int on 80%                                     24                           21      U
061076759                                       90000         90000                 89961.69      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           34                0
061076857                                       98000         98000                 93067.52      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           34                0
061076864                                      277000        277000                221457.11      6 mo int on 80%                                     24                           22      U
061076897                                       80000         69000                    65550      6 mo int on 80%                                     24                           22      U
061077256                                      625000        591000                472677.67      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           34      U
061077272                                       66000             0                 52755.53      6 mo int on 80%                                     24                           22      U
061077287                                      172000        170000                135917.19      6 mo int on 80%                                     24                           22      U
061077368                                      541000             0                448884.91      1% of UPB                                           24                           22      U
061077539                                      230000             0                160778.35      2 mo int on 80%                                     36                           34                0
061077582                                      131000        135000                107813.69      6 mo int on 80%                                     24                           22      U
061077584                                      135000        110000                  87902.5      6 mo int on 80%                                     24                           22      U
061077897                                      132500             0                103417.89      6 mo int on 80%                                     36                           34                0
061077980                                       78000         70000                 53978.54      6 mo int on 80%                                     24                           23      U
061077985                                      107000             0                 96251.39      6 mo int on 80%                                     24                           22      U
061078212                                      300000        300000                239962.04      6 mo int on 80%                                     24                           23      U
061078297                                       60000         60000                    57000      None                                                 0                            0                0
061078375                                      127000        125000                  99959.4      6 mo int on 80%                                     24                           23      U
061080328                                      340000        328000                   262400      None                                                 0                            0      U
061081362                                      118000             0                   100300      PIF - 1% of OPB ; Partial - 1% of amt ppd           24                           24      U
101061421                                      155000        150473                 30026.19      None                                                 0                            0                0
101062702                                      360000        360000                 71804.45      None                                                 0                            0                0
101062825                                      173500        167645                 33441.35      None                                                 0                            0                0
101062837                                      221000        221000                 44100.38      None                                                 0                            0                0
101063010                                      159875        159875                  31902.9      None                                                 0                            0                0
101063099                                      151000        149080                 29748.79      None                                                 0                            0                0
101063199                                      230000        230000                 45938.32      None                                                 0                            0                0
101063585                                      274000        272400                  54357.2      None                                                 0                            0                0
101063603                                      257000        256317                 51147.46      None                                                 0                            0                0
101063723                                      131000        127719                 25486.41      None                                                 0                            0                0
101064124                                      225000        224000                 44719.56      None                                                 0                            0                0
101064162                                      216000        215000                 42922.79      None                                                 0                            0                0
101064168                                      167000        164500                 32825.84      None                                                 0                            0                0
101064212                                      179000        178500                 35619.53      None                                                 0                            0                0
101064632                                      370000        356000                 71072.18      None                                                 0                            0                0
101064888                                      145000        135990                 27149.16      None                                                 0                            0                0
101065432                                      157000        156250                 31207.63      None                                                 0                            0                0
101065860                                      147000        139500                111496.98      6 mo int on 80%                                     24                           21      N
101066095                                      275000        262900                249619.99      6 mo int on 80%                                     24                           22      U
101066738                                      640000             0                543274.92      6 mo int on 80%                                     24                           21      N
101067228                                      119000        119000                101055.24      6 mo int on 80%                                     24                           21      N
101067229                                      550000             0                464597.25      6 mo int on 80%                                     24                           21      U
101067353                                      210000        210000                162893.38      6 mo int on 80%                                     24                           22      N
101067357                                      135000        132490                125810.32      6 mo int on 80%                                     24                           23      U
101067432                                      150000        147500                117930.34      6 mo int on 80%                                     24                           22      U
101067639                                      750000             0                637382.74      6 mo int on 80%                                     24                           22      U
101067707                                      185000        181613                   172532      6 mo int on 80%                                     24                           23      N
101067773                                      680000             0                543693.44      6 mo int on 80%                                     24                           22      N
101067820                                      124000        123725                 98878.06      6 mo int on 80%                                     24                           22      N
101067838                                      111000        100000                  79877.2      6 mo int on 80%                                     24                           21      U
101067849                                      183000        183000                173671.87      6 mo int on 80%                                     36                           34      N
101067862                                      154000        152000                144315.62      6 mo int on 80%                                     36                           34                0
101067871                                      133000        119700                119584.72      6 mo int on 80%                                     24                           22      U
101067882                                      145000        137000                   109600      6 mo int on 80%                                     24                           22      N
101067925                                      185000        185000                166312.63      6 mo int on 80%                                     24                           22      U
101068034                                      330000        326915                261414.28      6 mo int on 80%                                     24                           22      U
101068041                                      152500        152100                121615.42      6 mo int on 80%                                     24                           22      N
101068144                                       97500         97500                 77947.09      6 mo int on 80%                                     24                           22      U
101068160                                      160000        159000                127164.86      6 mo int on 80%                                     24                           22      U
101068256                                      130000        129900                123347.95      6 mo int on 80%                                     24                           22      U
101068394                                      590000             0                560327.45      6 mo int on 80%                                     24                           22      U
101068481                                      175000        169420                   160949      6 mo int on 80%                                     24                           23      U
101068570                                      520000        520000                   415805      6 mo int on 80%                                     24                           22      N
101068615                                      205000        199900                159840.51      6 mo int on 80%                                     24                           23      U
101068616                                      207000        207000                   207000      6 mo int on 80%                                     24                           22      U
101068753                                      225000        220000                   209000      6 mo int on 80%                                     24                           23      U
101068801                                      550000        485000                   485000      6 mo int on 80%                                     24                           23      N
101068832                                      193000        192900                154295.93      6 mo int on 80%                                     36                           34                0
101068863                                      109000        105500                   100225      6 mo int on 80%                                     24                           23      N
101068887                                      512000        512000                   409600      6 mo int on 80%                                     24                           23      U
101068889                                      268000        265300                   212240      6 mo int on 80%                                     24                           23      U
101068966                                      255000        252350                   239732      6 mo int on 80%                                     36                           35                0
101068972                                      110000        106185                 84900.62      6 mo int on 80%                                     36                           35                0
101069005                                      122000        121000                114905.77      6 mo int on 80%                                     24                           22      N
101069026                                      565000             0                   452000      None                                                 0                            0                0
101069068                                      154000        150000                119923.87      6 mo int on 80%                                     36                           35                0
101069093                                      182000        178397                   169477      6 mo int on 80%                                     24                           23      N
101069097                                      162000        162000                153822.28      6 mo int on 80%                                     24                           23      U
101069114                                      198000        170000                   161500      6 mo int on 80%                                     24                           23      U
101069294                                      702000        695000                   625500      6 mo int on 80%                                     36                           35                0
101069331                                      250000        247500                   198000      6 mo int on 80%                                     24                           23      U
101069610                                      145000        141750                134605.83      6 mo int on 80%                                     36                           35                0
101069801                                      172000        170877                   153789      6 mo int on 80%                                     36                           36                0
111002674                                      790000             0                710077.24      6 mo int on 80%                                     24                           20      U
111002726                                      590000        573500                515720.62      6 mo int on 80%                                     36                           34      U
111002735                                      590000        573500                515288.76      6 mo int on 80%                                     36                           33      U
111002757                                      595000        591500                531461.73      6 mo int on 80%                                     36                           33      U
111002768                                      610000        570500                   513450      6 mo int on 80%                                     12                           11      U
111002769                                      800000             0                719486.67      6 mo int on 80%                                     24                           21      U
111002948                                      875000        875000                   766100      6 mo int on 80%                                     24                           24      U
111002985                                      625000        625000                   441000      6 mo int on 80%                                     24                           23      U
111003023                                      390000             0                311712.42      6 mo int on 80%                                     36                           35                0
121049366                                      675000             0                134712.05      2 mo int or 60 days int on UPB                      24                           18                0
121051666                                      215000        214500                   171600      2 mo int or 60 days int on UPB                      24                           22      U
121052074                                      415000        440000                   352000      2 mo int or 60 days int on UPB                      36                           35      U
121052241                                      133000        132400                125717.81      None                                                 0                            0      U
121052390                                       97000             0                 87266.42      None                                                 0                            0      U
121052468                                       89900         89900                    71920      6 mo int on 80%                                     24                           23      U
141056661                                      200000        200000                  39951.1      5% of ppd amt                                       24                           19                0
141057199                                      422500        422500                 84415.69      None                                                 0                            0                0
141057826                                      720000             0                601714.07      6 mo int on 80%                                     12                            8      U
151037895                                      177000        173250                 34632.12      None                                                 0                            0                0
151038300                                      151000        148000                 29578.33      None                                                 0                            0                0
151038350                                      250000        250000                 49953.92      None                                                 0                            0                0
151038841                                      546500        546500                109180.63      None                                                 0                            0                0
151039157                                      110000             0                 97322.01      3% / 2% / 1%                                        24                           20      U
151039348                                      260000        260000                   234000      None                                                 0                            0      N
151039969                                       60000             0                 51948.65      6 mo int on 80%                                     24                           21      U
151039977                                      206000        205000                 40927.09      None                                                 0                            0                0
151040037                                      450000        434600                   434600      None                                                 0                            0      U
151040052                                      207000        207000                 41383.39      None                                                 0                            0                0
151040117                                      800000             0                   632591      None                                                 0                            0      U
151040151                                      177000        174900                 34961.99      None                                                 0                            0                0
151040152                                      750000             0                 474246.5      2 mo int on 66% if Less than 8%                     24                           21      U
151040281                                      205000        205000                 40949.34      None                                                 0                            0                0
151040315                                      113000             0                 53077.84      6 mo int on 80%                                     24                           22      U
151040515                                       78000         78000                    70109      6 mo int on 80%                                     24                           21      U
151040596                                      128500        125000                 98961.91      6 mo int on 80%                                     24                           22      U
151040630                                      340000        325000                224861.28      6 mo int on 80%                                     12                            9      U
151040656                                      635000        635000                   571500      None                                                 0                            0      U
151040734                                      479000             0                454948.37      6 mo int on 80%                                     36                           34      U
151040751                                      220000        230000                152679.34      6 mo int on 80%                                     24                           22      U
151040788                                      175000             0                 99936.89      6 mo int on 80%                                     36                           34                0
151040790                                      515000        515000                   360500      None                                                 0                            0      U
151040792                                      640000        630000                566837.11      None                                                 0                            0      U
151040908                                      153000             0                111946.91      6 mo int on 80%                                     36                           34                0
151040913                                      136000             0                108693.68      6 mo int on 80%                                     24                           22      U
151041028                                      590000             0                   560500      None                                                 0                            0      U
151041185                                       68000         68000                 67975.43      6 mo int on 80%                                     24                           22      U
151041190                                      630000        560000                   560000      6 mo int on 80%                                     12                           11      U
151041193                                      323000        322000                   257600      None                                                 0                            0      U
151041217                                      465000        395000                315565.82      6 mo int on 80%                                     24                           22      U
151041302                                      590000             0                   530000      None                                                 0                            0      U
151041303                                      320000        312500                249870.39      None                                                 0                            0      U
151041304                                      130000        120000                113956.14      6 mo int on 80%                                     24                           22      U
151041499                                      200000        191000                152780.04      None                                                 0                            0                0
151041700                                      360000        360000                287814.47      None                                                 0                            0      U
151041702                                      255000        243000                   194400      1% of amt ppd if loan Greater than $150K            24                           23      U
151041758                                      357000        335950                199961.86      None                                                 0                            0      U
151041801                                      172000        172000                   137600      None                                                 0                            0      U
151041931                                      325000        325000                   308750      None                                                 0                            0      U
151041950                                      835000        835000                   775000      None                                                 0                            0      U
151041991                                      468000        463000                   463000      None                                                 0                            0      U
151042129                                      220000        220000                   176000      None                                                 0                            0      U
151043138                                      489000        489000                   391200      None                                                 0                            0      U
151043320                                      695000             0                   556000      None                                                 0                            0      U
151043339                                      489000        489000                    97800      None                                                 0                            0      U
151043752                                      480000             0                 429934.5      None                                                 0                            0      U
161050552                                      269000        265000                264616.46      2% of UPB                                           12                            5      U
161051312                                      340000        329500                 65850.26      None                                                 0                            0                0
161051581                                      585000             0                119913.95      None                                                 0                            0                0
161051641                                      582000             0                   464000      None                                                 0                            0      U
161051809                                      408000        408000                 81550.61      None                                                 0                            0                0
161051823                                      212000        177500                 159509.9      None                                                 0                            0      U
161052250                                      325000        320000                239832.99      2% of UPB                                           12                           10      U
161052362                                      342000        360000                323091.41      None                                                 0                            0      U
161052378                                      364000        340000                 271754.3      None                                                 0                            0      U
161052380                                      364000        340000                 67967.66      None                                                 0                            0                0
161052392                                      632000             0                441416.84      None                                                 0                            0      U
161052407                                      240000        219900                   197910      None                                                 0                            0      U
161052515                                      581000        580000                550579.69      None                                                 0                            0      U
161052534                                      635000             0                447797.54      None                                                 0                            0      U
161052595                                      340000        340000                271819.34      None                                                 0                            0      U
161052658                                      274000        261000                   234900      None                                                 0                            0      U
161052661                                      565000             0                450633.96      None                                                 0                            0                0
161052774                                      460000        420000                319752.84      6 mo int on 80%                                     24                           22      U
161052940                                      800500             0                600248.65      None                                                 0                            0      U
161053002                                       75000         75000                 74949.12      None                                                 0                            0      U
161053616                                     1250000             0                   875000      None                                                 0                            0      U
171034348                                      295000        280184                265308.31      6 mo int on 80%                                     24                           16      U
171035284                                      285000        277066                 55384.25      3% / 2% / 1%                                        24                           19                0
171035417                                      470000             0                 93856.63      6 mo int on 80%                                     24                           18                0
171035502                                      200000        185288                 36973.59      None                                                 0                            0                0
171035558                                      172000        170431                 33992.43      None                                                 0                            0                0
171035584                                      166000        158990                 31725.59      None                                                 0                            0                0
171036658                                      261000        260421                 52059.16      6 mo int on 80%                                     36                           33                0
171036938                                      460000        452316                 90418.99      6 mo int on 80%                                     36                           33                0
171037860                                      200000             0                159739.52      6 mo int on 80%                                     24                           21      U
171037963                                      170000             0                 135920.7      6 mo int on 80%                                     24                           21      U
171038238                                      258000        249475                   199580      6 mo int on 80%                                     24                           21      U
171038301                                      245000             0                149829.45      6 mo int on 80%                                     36                           34                0
171038425                                      262000        261752                   209402      6 mo int on 80%                                     24                           21      U
171038446                                      175500        175209                 35023.95      6 mo int on 80%                                     24                           22                0
171038449                                      275000        275000                 54953.66      6 mo int on 80%                                     24                           21                0
171038451                                      160000        153459                  30669.6      None                                                 0                            0                0
171038452                                      262000        261752                 52328.52      None                                                 0                            0                0
171038547                                      459000        451140                 90182.59      None                                                 0                            0                0
171038991                                      290000        289831                260714.64      6 mo int on 80%                                     24                           21      U
171039127                                      199000        199000                 39783.67      6 mo int on 80%                                     24                           22                0
171039268                                      287000             0                243540.93      6 mo int on 80%                                     36                           34                0
171039271                                      550000        541340                   433072      6 mo int on 80%                                     12                           10      U
171039387                                      168000             0                109182.61      6 mo int on 80%                                     36                           34      U
171039486                                      525000        525000                498525.49      None                                                 0                            0      U
171039531                                      235000        224000                   179200      6 mo int on 80%                                     36                           34      U
171039684                                      545000             0                   384800      6 mo int on 80%                                     36                           35                0
171039725                                      242000        236900                 47370.33      6 mo int on 80%                                     24                           22                0
171039782                                      231000             0                218277.12      6 mo int on 80%                                     24                           22      U
171039816                                      236000        210000                 41980.03      6 mo int on 80%                                     24                           22                0
171039845                                      273000        264900                224982.24      6 mo int on 80%                                     24                           22      U
171039930                                      195000             0                179941.32      6 mo int on 80%                                     24                           22      U
171039944                                      330000        330000                263924.16      6 mo int on 80%                                     24                           22      U
171039954                                      550000             0                522391.66      6 mo int on 80%                                     24                           22      U
171040097                                      315000        315000                   299250      6 mo int on 80%                                     24                           22      U
171040120                                      295000        290000                275440.27      6 mo int on 80%                                     24                           22      U
171040202                                      269000        265000                 251600.6      6 mo int on 80%                                     24                           22      U
171040247                                      520000             0                519469.61      6 mo int on 80%                                     24                           22      U
171040258                                      271000        265972                265839.83      6 mo int on 80%                                     24                           22      U
171040275                                      238000        198600                   158880      6 mo int on 80%                                     24                           17      N
171040309                                      138000        126570                101190.44      6 mo int on 80%                                     24                           22      N
171040492                                      295000        285000                   228000      6 mo int on 80%                                     24                           23      U
171040592                                      147000        143500                   136325      6 mo int on 80%                                     24                           22      U
171040597                                      232000        225000                   213750      6 mo int on 80%                                     24                           23      U
171040887                                      183000        182370                   173252      None                                                 0                            0      U
171041434                                      207000        207000                206912.38      6 mo int on 80%                                     24                           23      U
171041582                                      319000        318000                301899.35      6 mo int on 80%                                     24                           23      U
191033551                                      335000        335000                  66882.3      None                                                 0                            0                0
191033605                                      221000        221500                 44069.13      None                                                 0                            0                0
191034478                                     1475000             0                  1032500      3% / 2% / 1%                                        24                           20      U
191034505                                      195000        195000                 38971.44      None                                                 0                            0                0
191035169                                      519000             0                439162.84      6 mo int on 80%                                     24                           21      U
191035196                                      173000        170000                 33983.45      6 mo int on 80%                                     24                           21                0
191035385                                     3000000             0               1249193.97      6 mo int on 80%                                     24                           21      U
191035401                                      472000        471708                 377366.4      6 mo int on 80%                                     24                           22      U
191035410                                      472000        471708                 94319.28      None                                                 0                            0                0
191035425                                      150000        125000                 99954.81      6 mo int on 80%                                     24                           22      U
191035489                                     1116000             0                 891560.9      None                                                 0                            0      U
191035547                                      268000        268000                214338.41      6 mo int on 80%                                     24                           22      U
191035555                                      268000        268000                 53573.92      None                                                 0                            0                0
191035567                                      213000        212500                191135.36      6 mo int on 80%                                     24                           21      U
191035618                                      164000        163510                130666.05      6 mo int on 80%                                     24                           22      U
191035707                                      585000             0                467296.18      6 mo int on 80%                                     24                           21      N
191035763                                      217000        206250                   165000      6 mo int on 80%                                     24                           22      U
191035781                                      240000        240000                215952.61      6 mo int on 80%                                     12                           10      U
191035896                                      330000        330000                263624.72      6 mo int on 80%                                     24                           21      N
191035909                                      150000             0                119856.14      6 mo int on 80%                                     24                           21      U
191035928                                      860000             0                   688000      6 mo int on 80%                                     24                           22      U
191035930                                      610000             0                487879.17      6 mo int on 80%                                     12                           10      U
191035937                                      271000        270495                216333.11      6 mo int on 80%                                     24                           22      U
191035941                                      197000             0                137805.85      6 mo int on 80%                                     12                            9      U
191035950                                      800000             0                501008.64      6 mo int on 80%                                     24                           21      N
191036012                                      360000        355000                  70954.4      None                                                 0                            0                0
191036017                                      271000        270495                 54087.95      None                                                 0                            0                0
191036048                                      255000             0                202284.76      6 mo int on 80%                                     24                           22      U
191036049                                      595000             0                475683.84      6 mo int on 80%                                     36                           34                0
191036096                                      753000             0                602229.92      6 mo int on 80%                                     24                           22      U
191036108                                      290000        289000                230994.15      6 mo int on 80%                                     24                           22      U
191036129                                      290000        289000                 57753.86      6 mo int on 80%                                     24                           22                0
191036143                                       87000             0                 69577.51      6 mo int on 80%                                     24                           22      U
191036172                                      510000        510000                484383.51      6 mo int on 80%                                     24                           22      U
191036201                                      300000        299900                   239920      6 mo int on 80%                                     24                           22      U
191036204                                      300000        299900                 59965.49      6 mo int on 80%                                     24                           22                0
191036222                                      815000             0                651558.06      None                                                 0                            0      N
191036228                                      147000             0                139582.74      1% of amt prepaid                                   36                           35      U
191036308                                      210000        206000                164747.79      6 mo int on 80%                                     24                           22      U
191036311                                      210000        206000                 41191.59      None                                                 0                            0                0
191036368                                      342000        341425                   341425      6 mo int on 80%                                     24                           22      N
191036516                                      740000             0                698627.08      None                                                 0                            0      U
191036589                                      259000             0                258900.35      6 mo int on 80%                                     36                           34      U
191036594                                      310000        290000                   290000      6 mo int on 80%                                     24                           23      N
191036714                                      330000        324000                259084.92      6 mo int on 80%                                     24                           22      U
191036831                                      145000        138500                138457.36      6 mo int on 80%                                     24                           22      U
191036877                                      430000             0                   427500      None                                                 0                            0      U
191036896                                      247500        245000                   245000      None                                                 0                            0      U
191036920                                      240000        236400                189093.28      6 mo int on 80%                                     24                           22      U
191036931                                      117000             0                111029.94      6 mo int on 80%                                     24                           23      U
191037023                                      460000             0                   437000      6 mo int on 80%                                     24                           23      U
191037177                                      140000        137747                   137747      6 mo int on 80%                                     24                           23      U
191038351                                      214157        214157                   171326      6 mo int on 80%                                     24                           24      U
211048925                                      237000        203750                 40721.79      3% / 2% / 1%                                        24                           19                0
211048949                                      187000        175000                139807.65      None                                                 0                            0      U
211048973                                      162000        159990                 31975.06      None                                                 0                            0                0
211048976                                      187000        175000                 34984.36      None                                                 0                            0                0
211048977                                      411500        410000                 81924.14      None                                                 0                            0                0
211049268                                      164000        163786                 32732.98      None                                                 0                            0                0
211049388                                      146000        143490                 28674.17      None                                                 0                            0                0
211049684                                      298000        289925                 57932.19      None                                                 0                            0                0
211049978                                      365000        349900                 69934.79      None                                                 0                            0                0
211049984                                      165000        161171                 32209.48      None                                                 0                            0                0
211050144                                      331000        330000                 65957.71      None                                                 0                            0                0
211050466                                      176000        179900                 35960.79      3% / 2% / 1%                                        24                           20                0
211050469                                      250000        246500                 49273.68      3% / 2% / 1%                                        24                           20                0
211050478                                      191000        190990                 38173.81      None                                                 0                            0                0
211050654                                      148000        145363                 29058.64      None                                                 0                            0                0
211050712                                      532000        532000                106367.22      6 mo int on 80%                                     24                           21                0
211050858                                      260000        260000                 51984.17      6 mo int on 80%                                     24                           21                0
211051055                                      158000        157900                 31564.98      2% of ppd amt                                       24                           21                0
211051074                                      805000             0                598962.92      1% of UPB                                           24                           21      U
211051083                                      148000        145150                 28704.92      None                                                 0                            0                0
211051098                                      160000        148400                 29657.24      None                                                 0                            0                0
211051155                                      143000             0                101851.54      2% of ppd amt                                       24                           21      U
211051245                                      125000             0                 99936.23      None                                                 0                            0      U
211051278                                      310000             0                   115000      2 mo int on 66% if Less than 8%                     24                           22      U
211051333                                      133000             0                 119564.6      None                                                 0                            0                0
211051335                                      456000        443000                 88546.36      2% of ppd amt                                       24                           21                0
211051511                                      775000             0                   688000      1% of UPB                                           36                           34      N
211051632                                      744000        700000                559999.58      None                                                 0                            0      U
211051637                                      744000        700000                139932.69      None                                                 0                            0                0
211051856                                      373500        370000                295827.39      6 mo int on 80%                                     24                           21      U
211051861                                      373500        370000                 73959.53      6 mo int on 80%                                     24                           21                0
211051931                                      192000             0                 96201.14      2% of ppd amt                                       24                           22      U
211051942                                      525000             0                419765.47      None                                                 0                            0      U
211052095                                      370000        360000                287847.54      None                                                 0                            0      U
211052102                                      175000             0                104851.31      2% of ppd amt                                       36                           34      U
211052124                                      850000             0                637223.95      2% of ppd amt                                       24                           21      U
211052138                                      157000        156900                 125380.2      1% of UPB                                           24                           21      U
211052150                                      130000        129900                 25965.37      None                                                 0                            0                0
211052156                                      178000        175570                140365.42      1% of UPB                                           24                           21      U
211052160                                      178000        175570                 35099.58      None                                                 0                            0                0
211052173                                      190000             0                142293.19      None                                                 0                            0      U
211052195                                      452000             0                 429263.6      1% of UPB                                           36                           34      N
211052229                                      552000        532927                106542.46      None                                                 0                            0                0
211052283                                      365000        335000                301321.07      None                                                 0                            0      U
211052317                                      351500        351197                280583.13      1% of amt ppd if loan Greater than $150K            24                           21      U
211052318                                      285000        275600                220425.81      2% of ppd amt                                       36                           34      U
211052339                                      202000        201914                161424.03      1% of amt ppd if loan Greater than $150K            24                           21      U
211052359                                      185000        184500                 36888.06      None                                                 0                            0                0
211052361                                      206000        205798                 41142.32      1% of UPB                                           24                           21                0
211052398                                      335000        328234                 65614.87      None                                                 0                            0                0
211052469                                      500000        499900                   424915      2% of ppd amt                                       24                           22      U
211052527                                      620000             0                495785.22      2% of ppd amt                                       24                           22      U
211052534                                     1350000             0                 769448.9      None                                                 0                            0      U
211052584                                      195000             0                124844.46      None                                                 0                            0      U
211052650                                      149500        144000                 115121.6      None                                                 0                            0      U
211052669                                      250000             0                169897.02      None                                                 0                            0                0
211052697                                      495000             0                434829.56      2 mo int on 66% if Less than 8%                     24                           22      U
211052726                                      156000        155000                123827.78      2% of ppd amt                                       24                           22      U
211052750                                      232000             0                208130.88      2% of ppd amt                                       36                           35                0
211052791                                      491000             0                 417255.4      None                                                 0                            0      U
211052901                                      130000             0                103961.27      2% of ppd amt                                       24                           22      U
211052915                                      190500        175000                139943.43      2% of ppd amt                                       24                           22      U
211052921                                      443000             0                   443000      None                                                 0                            0      U
211052925                                      195000        175000                 34986.27      2% of ppd amt                                       24                           22                0
211052951                                      600000             0                479934.86      6 mo int on 80%                                     12                           10      U
211052976                                      565000             0                536371.17      2 mo int on 66% if Less than 8%                     24                           23      U
211053041                                      200000        190900                   152720      1% of UPB                                           24                           23      U
211053082                                      575000             0                459566.72      2 mo int on 66% if Less than 8%                     24                           22                0
211053103                                      452000             0                451887.45      1% of UPB                                           24                           22      U
211053125                                      149000        148700                   118960      1% of UPB                                           24                           22      U
211053133                                      348000        344068                271938.33      1% of amt ppd if loan Greater than $150K            24                           22      U
211053211                                      536700             0                   509865      None                                                 0                            0      U
211053219                                      505000             0                491812.03      2 mo int on 66% if Less than 8%                     24                           23      U
211053222                                      340000        317900                301874.54      2% of ppd amt                                       24                           23      U
211053239                                      265000        264400                 52869.75      None                                                 0                            0                0
211053252                                      496000             0                   469800      2 mo int on 66% if Less than 8%                     24                           22      N
211053298                                      398000             0                   200000      2 mo int on 66% if Less than 8%                     36                           35      U
211053302                                       90000             0                    85500      None                                                 0                            0      U
211053337                                      220000        220000                175922.14      2% of ppd amt                                       24                           22      U
211053501                                      146500             0                   128000      2% of ppd amt                                       36                           35                0
211053545                                      375000        345000                   327750      1% of UPB                                           24                           23      U
211053559                                      230000        229900                195215.83      6 mo int on 80%                                     24                           22      U
211053661                                      475000             0                427366.49      2 mo int on 66% if Less than 8%                     24                           22      U
211053834                                      110000             0                   104500      None                                                 0                            0                0
211053861                                      118000        118000                   118000      None                                                 0                            0      U
211053875                                      594000             0                   500000      6 mo int on 80%                                     36                           35      U
211053890                                      214000             0                   120000      2% of ppd amt                                       36                           35                0
211054527                                      140000             0                   133000      2% of ppd amt                                       36                           35      U
211056319                                      550000        524000                471459.95      None                                                 0                            0      U
231085678                                      167000        167000                 33368.13      None                                                 0                            0                0
231085721                                      338500        337500                  67441.3      None                                                 0                            0                0
231085777                                      185000        184900                    36950      5% of ppd amt                                       24                           20                0
231086391                                      170000        169900                 33961.46      None                                                 0                            0                0
231086437                                      240000        234900                 46950.93      5% of ppd amt                                       24                           20                0
231086589                                      127000        127000                 25367.18      None                                                 0                            0                0
231086804                                      375000        348900                296477.45      6 mo int on 80%                                     12                           10      U
231086872                                      360000        350000                  69938.3      None                                                 0                            0                0
231087126                                      183500        183000                 36579.98      None                                                 0                            0                0
231087144                                      150000        148000                 29578.77      None                                                 0                            0                0
231087377                                      800000             0                678977.37      None                                                 0                            0      U
231087502                                      265000        265000                211922.57      6 mo int on 80%                                     24                           22      U
231087510                                      221000        220000                124744.14      None                                                 0                            0      U
231087669                                      190000        190000                 28458.22      5% of ppd amt                                       24                           21                0
231088585                                     2420000             0               1269481.12      3 mo int                                            24                           22      U
231088655                                      270100        257500                205814.41      6 mo int on 80%                                     24                           21      U
231088782                                      790000        790000                789248.82      None                                                 0                            0      U
231088792                                      167000        165000                131836.17      6 mo int on 80%                                     24                           21      U
231088795                                      165000        164244                 32828.16      None                                                 0                            0                0
231088820                                      787000             0                491580.53      None                                                 0                            0      U
231088853                                      680000             0                599871.45      None                                                 0                            0      U
231088915                                      396500        396250                316826.49      None                                                 0                            0      U
231088923                                      540000             0                   459000      None                                                 0                            0      U
231088944                                     1250000             0                  1080000      6 mo int on 80%                                     24                           22      U
231089056                                      205000        189000                151010.42      6 mo int on 80%                                     24                           21      U
231089122                                      182000             0                   154500      None                                                 0                            0      U
231089253                                      208500        199595                199407.62      None                                                 0                            0      U
231089289                                      333000        240000                191766.56      6 mo int on 80%                                     24                           22      U
231089312                                      285000             0                213404.06      6 mo int on 80%                                     36                           34                0
231089316                                     1260000       1400000                  1120000      None                                                 0                            0      U
231089331                                      142000             0                106444.21      None                                                 0                            0      U
231089430                                      450000        465000                441422.16      None                                                 0                            0      U
231089439                                      535000        525000                472079.32      6 mo int on 80%                                     12                           10      U
231089567                                     1320000             0               1198966.82      None                                                 0                            0      U
231089637                                      298000        289900                   231920      6 mo int on 80%                                     24                           22      U
231089694                                      410000        375000                299575.15      None                                                 0                            0      U
231089699                                      405000        405000                323771.32      2% of UPB                                           12                           10      U
231089706                                      575000        545745                490884.98      None                                                 0                            0      U
231089744                                      240000        240000                227791.75      6 mo int on 80%                                     24                           22      N
231089768                                      185000             0                175667.04      2% of ppd amt                                       36                           34      U
231089801                                      385000        385000                307559.41      None                                                 0                            0      U
231089921                                      150000             0                110756.24      6 mo int on 80%                                     36                           34                0
231089960                                       70000             0                 62979.19      None                                                 0                            0      U
231090087                                     1100000             0                   635030      None                                                 0                            0                0
231090228                                      653000             0                489599.22      None                                                 0                            0      U
231090244                                      715000             0                   500500      None                                                 0                            0                0
231090296                                       86000             0                 49759.38      6 mo int on 80%                                     12                           10                0
231090369                                      231000        200000                   160000      6 mo int on 80%                                     24                           23      U
231090428                                      168000        167895                134224.95      6 mo int on 80%                                     24                           23      U
231090443                                     1200000       1275000                955182.81      6 mo int on 80%                                     12                           10      U
231090479                                      263000        205000                 194493.4      6 mo int on 80%                                     24                           22      U
231090635                                      150000             0                112400.26      6 mo int on 80%                                     36                           34                0
231090769                                      323000        339000                   322050      None                                                 0                            0      U
231090843                                      319900        319900                303881.39      6 mo int on 80%                                     24                           23      U
231090902                                      455000             0                   432200      2% of ppd amt                                       36                           35      U
231090991                                      290000        271000                   271000      6 mo int on 80%                                     24                           23      U
231091187                                      600000             0                569601.74      None                                                 0                            0      U
231091271                                      750000             0                   712500      None                                                 0                            0      U
231091315                                      550000             0                522301.77      None                                                 0                            0      U
231092424                                      315000        315000                   252000      None                                                 0                            0      U
231093321                                      104000        102500                    76875      6 mo int on 80%                                     24                           24      U
231093386                                     1275000       1181875                   800000      None                                                 0                            0      U
271029980                                      727000             0                689389.96      6 mo int on 80%                                     24                           17      U
321037468                                      170000        170000                  33894.5      None                                                 0                            0                0
321037859                                      440000        439000                 87735.69      None                                                 0                            0                0
321038394                                      885000             0                 602976.4      None                                                 0                            0      U
321038758                                      280000        274900                 54841.01      None                                                 0                            0                0
321039062                                      306000        304000                243040.92      6 mo int on 80%                                     24                           21      U
321039068                                      220000        220000                 43967.71      None                                                 0                            0                0
321039070                                      256000        255000                 50949.87      None                                                 0                            0                0
321039109                                      157000        157000                 31380.21      None                                                 0                            0                0
321039257                                      305000        304500                 60870.37      None                                                 0                            0                0
321039270                                      315000        299900                239521.63      6 mo int on 80%                                     24                           22      U
321039408                                      320000        295060                 58958.49      None                                                 0                            0                0
321039457                                      315000        299900                 59941.47      None                                                 0                            0                0
321039470                                      303000        302990                 60553.56      None                                                 0                            0                0
321039517                                      223000        215200                 43019.07      None                                                 0                            0                0
321039553                                      469000        469000                 374743.9      6 mo int on 80%                                     24                           21      U
321039560                                      469000        469000                 93730.26      6 mo int on 80%                                     24                           21                0
321039658                                      222500        222013                 44257.09      None                                                 0                            0                0
321039668                                      382000        365000                   292000      6 mo int on 80%                                     24                           21      U
321039798                                      480000        475000                379897.29      6 mo int on 80%                                     12                           10      U
321039811                                      268000        268000                214191.51      6 mo int on 80%                                     24                           22      U
321039829                                      268000        268000                 53546.95      None                                                 0                            0                0
321039878                                      200000        199900                159715.34      6 mo int on 80%                                     24                           21      U
321039943                                      360000        345000                 68974.15      None                                                 0                            0                0
321040146                                      218500        217202                   195481      6 mo int on 80%                                     24                           22      U
321040167                                      312000        312000                296342.97      6 mo int on 80%                                     24                           22      U
321040323                                      650000             0                519781.56      6 mo int on 80%                                     36                           34      U
321040324                                      675000             0                674768.69      6 mo int on 80%                                     24                           22      U
321040332                                      248000        247900                198175.74      6 mo int on 80%                                     24                           22      U
321040360                                      214000        214000                213947.78      6 mo int on 80%                                     24                           22      U
321040410                                      350000        297000                124923.49      6 mo int on 80%                                     24                           22      U
321040567                                      650000        582876                465981.71      None                                                 0                            0      U
321040732                                      225000        218500                196579.18      6 mo int on 80%                                     24                           22      U
331048904                                      610000        610000                609008.09      6 mo int on 80%                                     12                            5      U
331050575                                      265000        265000                211757.69      None                                                 0                            0      U
331050731                                      680000             0                   578000      6 mo int on 80%                                     24                           20      U
331050745                                      360000        355350                262283.59      None                                                 0                            0      N
331050959                                      450000        445000                   356000      6 mo int on 80%                                     12                            9      U
331051004                                      470000        470000                375878.51      6 mo int on 80%                                     12                            9      U
331051174                                      205000             0                143229.59      6 mo int on 80%                                     24                           21      U
331051185                                      335000        335000                284639.99      None                                                 0                            0      U
331051295                                      340000        250000                104947.82      None                                                 0                            0      U
331051319                                      545000             0                   449000      6 mo int on 80%                                     36                           33      U
331051321                                       63000             0                 53494.65      6 mo int on 80%                                     24                           21      U
331051450                                      655000             0                437638.91      6 mo int on 80%                                     24                           21      U
331051588                                      140000             0                111932.15      2% of ppd amt                                       24                           22      U
331051763                                      550000             0                458425.99      1% of UPB                                           24                           21      U
331052051                                      390000        379400                   379400      6 mo int on 80%                                     12                           10      U
331052059                                      340000        340000                339910.74      None                                                 0                            0      U
331052064                                      670000        675000                607139.48      6 mo int on 80%                                     12                           10      U
331052081                                      695000             0                   578013      6 mo int on 80%                                     12                           10      U
331052111                                      430000        430000                343590.24      6 mo int on 80%                                     12                            9      U
331052137                                     1750000             0                989486.76      6 mo int on 80%                                     12                           10      U
331052185                                      500000             0                424546.55      6 mo int on 80%                                     12                            9      U
331052289                                      475000             0                427273.69      6 mo int on 80%                                     12                           10      U
331052328                                      735000        715000                571592.52      None                                                 0                            0      U
331052339                                      485000             0                   436500      6 mo int on 80%                                     12                           10      U
331052448                                      640000        638000                   606100      None                                                 0                            0      U
331052450                                      560000             0                475679.67      2% of ppd amt                                       24                           22      U
331052526                                      713000        695000                486133.88      None                                                 0                            0      U
331052568                                      635000             0                   539000      6 mo int on 80%                                     12                           10      U
331052692                                      762000             0                424531.33      None                                                 0                            0                0
331052701                                      645000        657500                591332.35      6 mo int on 80%                                     12                           10                0
331052702                                      625000        625000                499824.97      None                                                 0                            0      U
331052712                                      625000        625000                124961.35      None                                                 0                            0                0
331052783                                      500000             0                   484200      6 mo int on 80%                                     12                           11      U
331052806                                      500000        499000                   399200      None                                                 0                            0      U
331052813                                      550000             0                439854.49      6 mo int on 80%                                     12                           10      U
331052818                                      660000        650000                454714.87      None                                                 0                            0      U
331052819                                      585000             0                438636.75      6 mo int on 80%                                     12                           10                0
331052841                                      530000             0                   424000      6 mo int on 80%                                     12                           11      U
331052869                                     1050000        957400                   765920      6 mo int on 80%                                     12                           10      N
331052897                                      700000             0                629686.84      6 mo int on 80%                                     12                           10      U
331052961                                      525000        525000                524904.58      None                                                 0                            0      U
331052976                                      775000             0                542226.85      None                                                 0                            0      U
331052978                                      330000        330000                263791.99      6 mo int on 80%                                     12                           10      U
331053027                                      590000             0                   560500      None                                                 0                            0      U
331053119                                      432000        425000                339887.56      6 mo int on 80%                                     12                           10      U
331053121                                      560000        555000                443683.46      6 mo int on 80%                                     12                           10      U
331053128                                      645000        645000                612643.88      None                                                 0                            0      U
331053157                                      495000        495000                395694.14      6 mo int on 80%                                     12                           10      U
331053219                                      435000        433630                411889.97      None                                                 0                            0      U
331053250                                      639000        634940                   634940      None                                                 0                            0      U
331053335                                      850000             0                   648000      6 mo int on 80%                                     12                           11      U
331053400                                      695000             0                505775.34      None                                                 0                            0      U
331053416                                      720000             0                324311.97      6 mo int on 80%                                     12                           10      U
331053482                                      650000        650000                649895.64      None                                                 0                            0      U
331053500                                      600000             0                   544000      6 mo int on 80%                                     12                           11                0
331053598                                      660000             0                   560000      6 mo int on 80%                                     12                           11      U
331053601                                      850000             0                637179.02      6 mo int on 80%                                     12                           10                0
331053667                                      630000             0                440902.76      None                                                 0                            0                0
331053718                                      500000             0                   500000      6 mo int on 80%                                     12                           11      U
331053748                                      495000             0                469725.37      6 mo int on 80%                                     12                           10                0
331053774                                     1050000             0                701352.95      6 mo int on 80%                                     12                           10                0
331053802                                      490000        489000                464143.74      6 mo int on 80%                                     12                           11      U
331053959                                      320000        317999                254342.38      None                                                 0                            0      U
331053968                                      645000        645000                   516000      6 mo int on 80%                                     12                           10      U
331053981                                      545000        545000                   517750      None                                                 0                            0      U
331054003                                      365000        365000                   292000      None                                                 0                            0      U
331054038                                      450000        450000                   427500      6 mo int on 80%                                     12                           11      U
331054040                                      535000        424000                   424000      None                                                 0                            0      U
331054053                                      670000             0                635854.99      None                                                 0                            0      U
331054107                                      850000             0                   765000      6 mo int on 80%                                     12                           11                0
331054167                                      420000        420000                   399000      None                                                 0                            0      U
331054240                                      500000        500000                   475000      None                                                 0                            0      U
331054410                                      585000        553500                   370000      None                                                 0                            0      U
331054464                                      303000        302000                   302000      None                                                 0                            0      U
331054637                                      740000        705000                   564000      6 mo int on 80%                                     12                           12      U
331054838                                      132000        132000                131936.83      2% of ppd amt                                       24                           23      U
331054967                                      660000        605000                   605000      None                                                 0                            0      U
331055896                                      395000        404000                   363600      None                                                 0                            0      U
341036195                                      126500        126500                 24782.74      None                                                 0                            0                0
341036271                                      140000        139000                 27775.79      None                                                 0                            0                0
341036629                                      159000        157500                 31483.55      None                                                 0                            0                0
341036681                                      170000        165000                 32969.62      None                                                 0                            0                0
341036991                                      580000             0                114915.77      None                                                 0                            0                0
341037131                                     1600000             0               1039452.04      None                                                 0                            0      U
341038405                                      135000        125000                 24987.85      None                                                 0                            0                0
341038570                                      421000             0                234470.35      6 mo int on 80%                                     24                           21      U
341038825                                      118500             0                103436.98      6 mo int on 80%                                     36                           33      U
341038844                                      234000        233379                186446.68      1% of amt ppd if loan Greater than $150K            24                           21      U
341038852                                      179000        177900                  35560.1      None                                                 0                            0                0
341038864                                      234000        233379                 46649.71      None                                                 0                            0                0
341038911                                      104000         85000                 80720.57      None                                                 0                            0      U
341038984                                      570000             0                450237.28      1% of amt ppd if loan Greater than $150K            24                           21      U
341039158                                      185000             0                   157250      6 mo int on 80%                                     24                           21      U
341039285                                      925000             0                598578.29      6 mo int on 80%                                     24                           22      U
341039366                                      205000             0                153602.89      6 mo int on 80%                                     24                           21      U
341039445                                      145000        144000                115065.57      None                                                 0                            0      U
341039477                                      165000        156000                148018.86      None                                                 0                            0      U
341039488                                      206500        205000                184346.25      1% of amt ppd if loan Greater than $150K            24                           21      U
341039642                                      455000        420000                335776.83      6 mo int on 80%                                     24                           22      U
341039711                                      122000         98750                 78901.66      1% of UPB                                           24                           21      U
341040388                                      392000        392000                312965.55      1% of amt ppd if loan Greater than $150K            24                           22      U
341040473                                      178000             0                169001.19      6 mo int on 80%                                     36                           34                0
341040502                                      158000        158000                   126400      None                                                 0                            0      U
341040541                                       90500             0                 81410.36      6 mo int on 80%                                     36                           34                0
341040737                                      175000        175000                174921.75      1% of amt ppd if loan Greater than $150K            30                           28      U
341040773                                      394000        389000                349963.55      1% of amt ppd if loan Greater than $150K            30                           28      U
341040866                                      878900             0                 449996.8      1% of amt ppd if loan Greater than $150K            24                           23      U
341040880                                      107000        107000                106956.46      1% of UPB                                           24                           22      U
341040918                                      155000        155000                154912.01      1% of UPB                                           36                           34                0
341041165                                      124000        124000                   124000      1% of UPB                                           24                           23      U
341041274                                       91500         91500                 73102.05      None                                                 0                            0      U
341041324                                      153000        153000                145282.55      None                                                 0                            0      U
341041359                                      134000        134900                128036.79      6 mo int on 80%                                     24                           23      U
341041395                                      131900        128251                118100.58      None                                                 0                            0      U
341041421                                      215000             0                204159.31      6 mo int on 80%                                     24                           23      U
341041939                                      133000        131000                   124450      None                                                 0                            0      U
351038607                                      326000        326000                 65052.13      None                                                 0                            0                0
351038851                                      115000        112990                107043.88      6 mo int on 80%                                     24                           17      U
351039085                                      136500        136380                 27214.55      None                                                 0                            0                0
351039343                                      254000        244950                 48837.67      None                                                 0                            0                0
351039345                                      365000        360000                 71837.72      None                                                 0                            0                0
351039445                                      183000        179900                 35898.93      None                                                 0                            0                0
351039558                                      165000        154221                 30732.17      None                                                 0                            0                0
351039712                                      246000        245000                 48889.55      None                                                 0                            0                0
351039985                                      290000        285900                 57051.14      None                                                 0                            0                0
351039990                                      125900        125900                 25123.23      None                                                 0                            0                0
351040192                                      161000        160000                 31930.76      None                                                 0                            0                0
351040231                                      126900        125992                 25141.23      None                                                 0                            0                0
351040643                                      223000        220000                 43920.98      None                                                 0                            0                0
351040682                                      169000        165000                 32940.77      None                                                 0                            0                0
351040823                                      218000        214486                 42800.71      None                                                 0                            0                0
351040854                                      158000        157900                 31523.31      None                                                 0                            0                0
351041291                                      176500        175663                  35069.9      None                                                 0                            0                0
351041373                                      149000        148990                  29744.5      None                                                 0                            0                0
351041874                                      133000        131300                 26224.77      None                                                 0                            0                0
351042117                                      168000        168000                134251.85      6 mo int on 80%                                     24                           21      U
351042212                                      160000        158900                126939.51      6 mo int on 80%                                     24                           20      U
351042453                                      315500        311000                248706.33      6 mo int on 80%                                     24                           22      U
351042673                                      160500             0                127920.04      None                                                 0                            0                0
351042677                                      118000        110500                 88306.04      6 mo int on 80%                                     24                           21      U
351042867                                      222000        221800                177358.96      6 mo int on 80%                                     24                           22      U
351042972                                      105800        104389                 83419.42      6 mo int on 80%                                     24                           22      U
351042973                                      148520        148520                113437.55      6 mo int on 80%                                     24                           21      U
351043068                                      113500        113500                107784.85      6 mo int on 80%                                     24                           22      U
351043127                                      145000        144726                115721.36      6 mo int on 80%                                     24                           22      U
351043129                                      129000        125500                   125500      6 mo int on 80%                                     24                           23      U
351043139                                      265000        265000                211964.92      6 mo int on 80%                                     12                           10      U
351043248                                      130000        130000                123432.54      6 mo int on 80%                                     24                           22      U
351043272                                      171000        166040                149347.77      6 mo int on 80%                                     24                           22      U
351043366                                      165000        165000                156617.26      6 mo int on 80%                                     24                           22      U
351043443                                      169000        164508                123339.62      6 mo int on 80%                                     36                           34                0
351043450                                      174000        169900                 161326.5      6 mo int on 80%                                     24                           23      U
351043476                                      186000        181000                 144718.4      6 mo int on 80%                                     24                           22      U
351043530                                      163500        163154                130449.83      6 mo int on 80%                                     24                           22      U
351043787                                      125000             0                   100000      None                                                 0                            0                0
351043953                                      180000        180000                   144000      6 mo int on 80%                                     24                           23      U
351043958                                      265000        265000                   251750      6 mo int on 80%                                     24                           23      U
351044170                                      209000        208000                197488.65      6 mo int on 80%                                     24                           23      U
351044295                                      153000        151690                 151669.1      6 mo int on 80%                                     24                           23      U
351045229                                      177000        175450                   157905      6 mo int on 80%                                     24                           24      U
371039181                                      227500        228700                 45468.17      3% / 2% / 1%                                        24                           19                0
371039432                                      178000        169000                 33776.38      3% / 2% / 1%                                        24                           19                0
371039584                                      205000        191200                  38203.8      3% / 2% / 1%                                        12                            7                0
371039922                                      205000        199000                 39770.86      3% / 2% / 1%                                        24                           20                0
371040043                                      180000        180000                 35980.33      6 mo int on 80%                                     24                           20                0
371040182                                      164000        160000                 31976.54      3% / 2% / 1%                                        36                           31                0
371041032                                      400000             0                259104.45      3% / 2% / 1%                                        36                           32      U
371041245                                      167000        166000                 33173.06      None                                                 0                            0                0
371041715                                      134000        132000                 26372.86      6 mo int on 80%                                     24                           20                0
371042114                                      181000        190000                180166.22      6 mo int on 80%                                     36                           33                0
371042149                                     1200000             0                899543.11      None                                                 0                            0      U
371042276                                      215000             0                159242.88      6 mo int on 80%                                     24                           21      U
371042332                                      210000        204900                  40930.5      6 mo int on 80%                                     24                           20                0
371042335                                      140000        136900                 27363.42      3% / 2% / 1%                                        24                           20                0
371042344                                      162000        157500                 31481.46      6 mo int on 80%                                     24                           20                0
371042370                                      140000             0                125887.81      6 mo int on 80%                                     24                           21      U
371042424                                      120500             0                102341.14      6 mo int on 80%                                     24                           21      U
371042585                                      980000             0                624814.59      None                                                 0                            0      U
371042857                                      172400             0                119859.97      6 mo int on 80%                                     24                           21      U
371043039                                      277000        276340                220900.04      6 mo int on 80%                                     24                           21      U
371043333                                      140000        129000                103157.64      6 mo int on 80%                                     24                           22      U
371043345                                      217500        217500                 173824.8      6 mo int on 80%                                     24                           21      U
371043354                                      217500        217500                 43458.81      6 mo int on 80%                                     24                           21                0
371043382                                      145000             0                 99960.77      6 mo int on 80%                                     24                           21      U
371043400                                      150400        120320                 96193.36      6 mo int on 80%                                     24                           22      U
371043431                                      190000             0                 129875.7      6 mo int on 80%                                     24                           22      U
371043448                                      200000             0                129788.36      6 mo int on 80%                                     24                           22      U
371043458                                      157000        156000                140271.21      6 mo int on 80%                                     36                           33      U
371043552                                      202000        208000                 41564.92      6 mo int on 80%                                     24                           21                0
371043564                                      800000             0                   600000      6 mo int on 80%                                     24                           22      U
371043869                                      580000             0                521773.96      6 mo int on 80%                                     12                           10      U
371043931                                      205000        192500                153886.51      6 mo int on 80%                                     24                           22      U
371043934                                      420000        435000                412818.74      6 mo int on 80%                                     24                           22      U
371043939                                      205000        192500                 38487.97      6 mo int on 80%                                     24                           22                0
371043969                                      269000        260000                   208000      6 mo int on 80%                                     24                           22      U
371043992                                      350000        350000                314811.13      6 mo int on 80%                                     24                           22      U
371044060                                      260000        256000                230345.73      6 mo int on 80%                                     24                           22      U
371044064                                      205500             0                143805.71      6 mo int on 80%                                     24                           22      U
371044074                                      195000             0                   165750      None                                                 0                            0                0
371044111                                      330000        330000                   264000      6 mo int on 80%                                     24                           22      U
371044113                                      550000             0                   440000      None                                                 0                            0      U
371044195                                       87000             0                 69551.22      6 mo int on 80%                                     24                           22      U
371044204                                      183000        183000                146344.88      6 mo int on 80%                                     24                           22      N
371044372                                      310000        236500                153609.19      6 mo int on 80%                                     36                           34      U
371044477                                      220000             0                175943.44      6 mo int on 80%                                     24                           22      U
371044569                                      215000        214900                   171920      6 mo int on 80%                                     24                           22      U
371044604                                      215000        214900                 42953.89      6 mo int on 80%                                     24                           22                0
371044615                                      275000             0                191847.22      6 mo int on 80%                                     36                           34                0
371044625                                      482000        500000                   450000      6 mo int on 80%                                     24                           22      U
371044652                                      162000        160000                127923.25      6 mo int on 80%                                     24                           22      U
371044667                                      166000             0                131950.84      6 mo int on 80%                                     24                           23      U
371044758                                      790000        790000                539525.89      None                                                 0                            0      U
371044846                                      150000             0                 99945.38      6 mo int on 80%                                     24                           22      U
371044861                                      262500        262480                209732.88      6 mo int on 80%                                     24                           22      U
371044879                                      310000             0                247890.76      6 mo int on 80%                                     24                           22      U
371044899                                      129000             0                 103095.5      6 mo int on 80%                                     36                           34                0
371044972                                      285000        285000                270632.15      6 mo int on 80%                                     24                           22      U
371045007                                      260000        254000                   133200      None                                                 0                            0      U
371045258                                      300000        215000                   204250      6 mo int on 80%                                     24                           23      U
371045371                                      315000        315000                299068.72      6 mo int on 80%                                     24                           23      U
371045461                                      145000             0                   116000      6 mo int on 80%                                     36                           35                0
371045631                                      166000        153750                   153750      6 mo int on 80%                                     24                           23      U
371045745                                      290000        290000                   290000      None                                                 0                            0      U
371045798                                      257000        255000                   204000      6 mo int on 80%                                     24                           23      U
371045842                                      145000             0                 99934.92      6 mo int on 80%                                     24                           23      U
371046359                                      480000             0                   475000      6 mo int on 80%                                     24                           23      U
371046413                                      147000        147000                139592.06      6 mo int on 80%                                     24                           23      U
371047822                                      202500        202500                   182250      6 mo int on 80%                                     24                           24      U
381030275                                      338000        335000                   268000      None                                                 0                            0      U
381030402                                      950000             0                712098.49      None                                                 0                            0      U
401009215                                      295000        295000                291279.57      None                                                 0                            0      U
411000506                                      250000             0                187316.75      2% of ppd amt                                       12                            9      U
411000988                                      215000             0                 99769.18      3% / 2% / 1%                                        24                           20      U
411001091                                      540000             0                 485537.5      6 mo int on 80%                                     12                           10      U
411001108                                      230000             0                183970.01      6 mo int on 80%                                     24                           21      U
411001179                                      150000             0                123233.35      None                                                 0                            0      U
411001259                                      750000             0                674390.28      3% / 2% / 1%                                        24                           20      U
411001488                                      707800             0                   576000      None                                                 0                            0      U
411001589                                      265000             0                155857.05      2% of UPB                                           12                            8      U
411001722                                      139000             0                 104083.3      None                                                 0                            0      U
411001744                                      120000             0                101945.47      6 mo int on 80%                                     36                           33      U
411001752                                      790000             0                456844.29      6 mo int on 80%                                     24                           21      U
411001903                                       86000             0                 73064.72      2% of UPB                                           36                           33      U
411001925                                      213000             0                 99952.09      6 mo int on 80%                                     24                           21      U
411001952                                      148000             0                140538.79      1% of amt prepaid                                   24                           22      U
411001967                                       79000             0                 63146.19      None                                                 0                            0      U
411001979                                      164300             0                117185.96      None                                                 0                            0                0
411002009                                      110000             0                 87879.09      2% of UPB                                           24                           21      U
411002063                                      115000             0                 77056.55      None                                                 0                            0                0
411002083                                       83000             0                 69968.37      1% of amt prepaid                                   24                           22      U
411002098                                      189000             0                160622.18      None                                                 0                            0      U
411002130                                      243000             0                 99949.76      6 mo int on 80%                                     36                           34                0
411002172                                      380000             0                240604.63      6 mo int on 80%                                     24                           21      U
411002185                                      665000             0                531697.07      None                                                 0                            0      U
411002204                                      210000             0                157246.11      6 mo int on 80%                                     24                           22      U
411002205                                      640000             0                   544000      6 mo int on 80%                                     36                           33      U
411002225                                      581000             0                464531.07      6 mo int on 80%                                     24                           22      U
411002228                                      228000             0                204903.52      6 mo int on 80%                                     24                           21      U
411002253                                      311000             0                115853.06      None                                                 0                            0      U
411002279                                      377300             0                264003.58      6 mo int on 80%                                     24                           22      U
411002342                                      483000             0                   458850      6 mo int on 80%                                     36                           35      U
411002361                                      266000             0                122918.14      6 mo int on 80%                                     36                           34                0
411002364                                      108000             0                 80956.67      2% of UPB                                           24                           22      U
411002390                                      121000             0                114922.77      2% of UPB                                           36                           34      U
411002394                                      129930             0                108382.86      6 mo int on 80%                                     24                           22      U
411002465                                      406000             0                   223300      2% of ppd amt                                       36                           35      U
411002467                                     1123700             0                   450000      None                                                 0                            0      U
411002536                                      199000             0                 99944.23      2% of ppd amt                                       36                           34                0
411002538                                      271000             0                139911.63      2% of ppd amt                                       36                           34                0
411002548                                     1550000             0               1203561.51      None                                                 0                            0      U
411002641                                      625000             0                581597.44      6 mo int on 80%                                     36                           35      U
411002758                                      635000             0                603133.92      6 mo int on 80%                                     24                           22      U
411002792                                      182000             0                   154700      6 mo int on 80%                                     36                           34      U
411002851                                      438000             0                   236000      6 mo int on 80%                                     36                           35      U
411002929                                      395000             0                217933.84      6 mo int on 80%                                     36                           34      U
421000852                                      295000             0                124632.84      6 mo int on 80%                                     36                           32      U
421000964                                      161000             0                112578.96      3% / 2% / 1%                                        36                           32      U
421000983                                      190000             0                123266.69      2% of ppd amt                                       24                           20      U
421001365                                       75000             0                 76928.31      6 mo int on 80%                                     24                           22      U
421001446                                       79000             0                 69345.01      6 mo int on 80%                                     24                           21      U
421001545                                      130000             0                103891.86      6 mo int on 80%                                     24                           21      U
421001819                                      196000             0                 116860.1      None                                                 0                            0      U
421001834                                      126500             0                101107.15      6 mo int on 80%                                     24                           21      U
421001840                                      675000             0                   420000      None                                                 0                            0      U
421002023                                      357000             0                285338.03      None                                                 0                            0      U
421002048                                       93000             0                  74357.6      None                                                 0                            0                0
421002059                                      254000             0                 99881.78      6 mo int on 80%                                     36                           33      U
421002089                                      188000             0                 131503.3      6 mo int on 80%                                     24                           22      U
421002092                                      175000             0                104872.33      6 mo int on 80%                                     24                           21      U
421002294                                      153000             0                 69984.37      6 mo int on 80%                                     36                           34      U
421002309                                      845000             0                 675825.1      None                                                 0                            0      U
421002329                                      555000             0                471485.79      None                                                 0                            0      U
421002332                                      102000             0                    91800      2% of ppd amt                                       36                           35      U
421002383                                      110000             0                 82464.65      2% of ppd amt                                       24                           22      U
421002452                                       88000             0                 65979.68      6 mo int on 80%                                     36                           34      U
421002483                                      190000             0                112895.24      6 mo int on 80%                                     36                           34                0
421002484                                      192500             0                 99268.76      3% / 2% / 1%                                        36                           34                0
421002647                                      127000             0                104937.88      6 mo int on 80%                                     24                           22      U
421002723                                      120000             0                 88992.07      6 mo int on 80%                                     24                           22      U
421002746                                      565000             0                   508500      None                                                 0                            0      U
421002919                                      278000             0                135782.92      6 mo int on 80%                                     24                           22      U
421003058                                      152000             0                   118560      6 mo int on 80%                                     36                           35                0
421003076                                       87500             0                 87394.09      6 mo int on 80%                                     36                           35      U
421003109                                      370000             0                   100000      6 mo int on 80%                                     36                           35                0
421003112                                      233000             0                152954.27      6 mo int on 80%                                     24                           22      U
421003251                                      106000             0                   100700      None                                                 0                            0      U
421003319                                      156000        155000                   155000      None                                                 0                            0      U
511050311                                      738000             0                698751.93      6 mo int on 80%                                     24                           17      U
511050907                                      315000        284000                 56733.64      6 mo int on 80%                                     24                           18                0
511051110                                      490000        476154                380492.09      6 mo int on 80%                                     24                           20      U
511051152                                      755000             0                490063.84      6 mo int on 80%                                     24                           21      U
511051564                                      255000        250000                 49952.69      3% / 2% / 1%                                        24                           19                0
511051626                                      640000             0                   576000      3% / 2% / 1%                                        36                           31      N
511051757                                     1600000             0                959189.43      6 mo int on 80%                                     24                           21      U
511052413                                      715000             0                569060.59      3% / 2% / 1%                                        24                           20      U
511052835                                      740000             0                591683.52      6 mo int on 80%                                     36                           32      U
511052836                                      879000        850000                   807058      6 mo int on 80%                                     24                           22      U
511052963                                      560000             0                   458976      6 mo int on 80%                                     24                           20      U
511053323                                     1325000             0                  1126250      6 mo int on 80%                                     24                           21      U
511053403                                      128000        122000                    97600      6 mo int on 80%                                     24                           21      N
511053427                                      564000        564000                112690.81      None                                                 0                            0                0
511053464                                      600000             0                   540000      6 mo int on 80%                                     36                           33      U
511053479                                      530000             0                450082.04      6 mo int on 80%                                     24                           21      U
511053506                                      575000             0                423874.93      6 mo int on 80%                                     36                           33      U
511053524                                      685000             0                   582250      6 mo int on 80%                                     24                           21      U
511053530                                     1150000       1150000                   920000      6 mo int on 80%                                     24                           21      N
511053599                                      780000             0                701866.93      6 mo int on 80%                                     24                           22      U
511053604                                      485000             0                436248.86      6 mo int on 80%                                     24                           21      U
511053651                                      239000             0                191000.98      6 mo int on 80%                                     24                           21      U
511053667                                      541000             0                   486532      6 mo int on 80%                                     24                           21      U
511053675                                      835000             0                499541.81      3% / 2% / 1%                                        24                           20      U
511053699                                      462000             0                369150.61      6 mo int on 80%                                     24                           21      U
511053782                                      456000        456000                   364800      6 mo int on 80%                                     24                           21      U
511053797                                      250000        250000                   125000      6 mo int on 80%                                     24                           21      U
511053809                                      725000             0                539727.68      6 mo int on 80%                                     24                           21      U
511053814                                      670000             0                569094.38      6 mo int on 80%                                     24                           21      U
511054049                                      553000             0                469147.92      6 mo int on 80%                                     24                           21      N
511054054                                     2300000             0                899789.89      6 mo int on 80%                                     12                           10      U
511054056                                      895000             0                   760750      6 mo int on 80%                                     24                           21      U
511054059                                      175000             0                129870.79      6 mo int on 80%                                     24                           22      U
511054251                                      880000             0                703560.18      6 mo int on 80%                                     24                           22      N
511054275                                      224000        224000                 44774.95      6 mo int on 80%                                     24                           21                0
511054326                                      505000             0                   429250      6 mo int on 80%                                     24                           21      U
511054349                                      555000        555000                443928.72      None                                                 0                            0      U
511054356                                      640000             0                517242.82      6 mo int on 80%                                     24                           21      U
511054374                                      620000             0                 495754.3      6 mo int on 80%                                     36                           34      U
511054399                                      430000        425000                339925.19      6 mo int on 80%                                     24                           22      U
511054428                                      720000             0                   540000      6 mo int on 80%                                     12                            9      U
511054434                                     1200000             0                   914780      6 mo int on 80%                                     24                           22      U
511054494                                      812000             0                649130.74      6 mo int on 80%                                     24                           21      U
511054544                                      750000             0                572227.74      6 mo int on 80%                                     24                           21      U
511054622                                     2700000       2980000               1936445.14      2 mo int or 60 days int on UPB                      24                           22      U
511054696                                      519000             0                   463000      6 mo int on 80%                                     24                           21      U
511054729                                      525000             0                   472500      6 mo int on 80%                                     24                           21      N
511054739                                      555000             0                   555000      6 mo int on 80%                                     24                           22      U
511054836                                     1200000             0                839491.13      6 mo int on 80%                                     24                           22      U
511054863                                      166000             0                107810.55      6 mo int on 80%                                     24                           22      U
511054887                                      599500        598473                   598473      None                                                 0                            0      N
511054931                                      525000             0                   472000      6 mo int on 80%                                     24                           22      N
511054940                                      930000             0                734380.76      6 mo int on 80%                                     24                           21      U
511054947                                      495000             0                470143.41      6 mo int on 80%                                     24                           22      U
511054957                                      703000             0                   562400      6 mo int on 80%                                     36                           33      N
511054968                                      550000             0                494725.36      6 mo int on 80%                                     24                           22      N
511054984                                     1200000             0                474626.71      2% / 1%                                             24                           21      U
511055060                                      578000        578000                577832.02      6 mo int on 80%                                     24                           22      U
511055103                                     1635000             0                  1308000      6 mo int on 80%                                     24                           22      U
511055161                                      260000        240000                   228000      6 mo int on 80%                                     24                           22      U
511055190                                      560000             0                419597.63      6 mo int on 80%                                     24                           22      U
511055303                                      258000        257187                205497.26      6 mo int on 80%                                     24                           22      N
511055355                                      687500        687500                583998.54      6 mo int on 80%                                     24                           22      U
511055398                                      599000        599000                119763.77      None                                                 0                            0                0
511055407                                      509000             0                   458100      None                                                 0                            0      N
511055409                                      400000             0                306562.24      6 mo int on 80%                                     24                           22      U
511055433                                      650000        650000                519850.61      6 mo int on 80%                                     12                           10      U
511055615                                      650000             0                   545000      6 mo int on 80%                                     24                           22      U
511055631                                      270000        269990                   269990      6 mo int on 80%                                     24                           22      N
511055653                                      690000             0                   552000      6 mo int on 80%                                     24                           22      U
511055698                                      324000        323521                   323521      6 mo int on 80%                                     24                           22      N
511055761                                      645000             0                439602.23      6 mo int on 80%                                     36                           34                0
511055774                                      665000        639900                   511920      6 mo int on 80%                                     24                           22      U
511055855                                      303000        302146                   302146      6 mo int on 80%                                     36                           34      N
511055910                                      600000             0                   494990      6 mo int on 80%                                     36                           34                0
511055915                                      665000             0                   665000      6 mo int on 80%                                     36                           35      U
511055945                                      650000        620000                495745.55      6 mo int on 80%                                     24                           22      N
511055997                                      715000        715000                678837.66      None                                                 0                            0      U
511056118                                      775000             0                   759050      6 mo int on 80%                                     24                           22      U
511056189                                      315000        315000                   315000      6 mo int on 80%                                     24                           23      U
511056532                                      595000             0                   476000      6 mo int on 80%                                     24                           22      U
511056612                                      685000             0                   560250      6 mo int on 80%                                     36                           35                0
511056685                                      480000        480000                   480000      6 mo int on 80%                                     24                           23      U
511056774                                      315000        315330                314949.24      6 mo int on 80%                                     24                           23      U
511056916                                      507000        507000                   507000      6 mo int on 80%                                     24                           23      U
511056935                                      499000        499000                498880.02      6 mo int on 80%                                     24                           23      U
511056950                                      279000        279000                   279000      6 mo int on 80%                                     24                           23      U
511057116                                      736500        736205                   699395      6 mo int on 80%                                     24                           23      U
511057575                                      800000             0                   800000      6 mo int on 80%                                     36                           35      U
511059705                                      700000             0                   595000      6 mo int on 80%                                     36                           36      U
521045118                                      144000        141900                 28360.36      2 mo int on 80%                                     24                           19                0
521046236                                      185000        185000                 36963.61      None                                                 0                            0                0
521046312                                      220000        174990                 34973.77      3% / 2% / 1%                                        24                           19                0
521046349                                      210000        210000                  41971.7      None                                                 0                            0                0
521046588                                      233000        228570                 45680.51      None                                                 0                            0                0
521046770                                      249000        248425                 49640.14      None                                                 0                            0                0
521047805                                      208000        207760                 41526.27      None                                                 0                            0                0
521048360                                      162000        162000                  32380.4      6 mo int on 80%                                     36                           33                0
521048540                                      225000        225000                138857.44      None                                                 0                            0      U
521048584                                      149000        133000                106183.31      2% of UPB                                           24                           21      U
521048598                                      440000        439900                 87937.21      None                                                 0                            0                0
521048610                                      183000        182946                146119.33      None                                                 0                            0      N
521048635                                      183000        182946                 36558.15      None                                                 0                            0                0
521048649                                      128000        128000                 25587.55      2% of UPB                                           24                           21                0
521049068                                      810000             0                   729000      None                                                 0                            0      U
521049122                                      130000             0                104177.34      2% of UPB                                           24                           22      U
521049161                                      228000        226666                181252.69      None                                                 0                            0      U
521049325                                      105900        105900                  84661.1      1% of amt prepaid                                   24                           21      U
521049462                                      700000             0                   665000      1% of amt prepaid                                   24                           22      N
521049499                                       60000             0                 50969.69      1% of amt prepaid                                   24                           21      U
521049501                                      174000             0                   143933      1% of amt prepaid                                   24                           22      U
521049525                                      117000             0                 83394.07      1% of amt prepaid                                   24                           21      U
521050186                                      280000        255500                204350.25      None                                                 0                            0      U
521050226                                      700000             0                 445635.7      None                                                 0                            0      U
521050291                                      124000             0                105259.53      None                                                 0                            0      U
521050371                                      260000        247500                235066.78      1% of amt prepaid                                   36                           34      U
521050402                                      135000        134900                121356.18      None                                                 0                            0      U
521050414                                      210000        210000                188945.27      PIF - 1% of OPB ; Partial - 1% of amt ppd           24                           22      U
521050459                                      240000        240000                227042.03      2% of UPB                                           24                           22      U
521050510                                      635000             0                539473.02      2% of UPB                                           12                           10      U
521050520                                      291000        282075                281944.75      None                                                 0                            0      U
521050525                                      135000        135000                 121448.5      None                                                 0                            0      U
521050601                                       75000         75000                 67476.46      2% / 1%                                             24                           22      U
521050618                                      215000        225000                   213750      None                                                 0                            0      U
521050754                                       95800         75000                 59946.39      1% of amt prepaid                                   24                           22      U
521050948                                      175000        160200                160023.98      2% / 1%                                             24                           22      U
521051054                                      323000        320000                255675.72      None                                                 0                            0      U
521051148                                      135000             0                100755.88      2% of UPB                                           36                           34      U
521051271                                      105000             0                 64927.23      2% of UPB                                           36                           34      U
521051382                                      215000             0                150373.56      1% of amt prepaid                                   24                           22                0
521051384                                      320000        305522                244024.94      2% / 1%                                             24                           22      U
521051433                                      177000        177000                176932.24      1% of amt prepaid                                   24                           22      U
521051558                                      352000        355000                283913.81      1% of amt prepaid                                   24                           22      U
521051591                                      180000        180000                   171000      2% / 1%                                             24                           23      U
521051596                                      100000         98000                 78388.34      None                                                 0                            0      U
521051828                                       60000             0                    52000      2% of UPB                                           24                           23      U
521051846                                      550000             0                   510000      None                                                 0                            0      U
521051989                                      168000        165615                140691.34      2% / 1%                                             24                           23      U
521052028                                       63000             0                 49966.08      2% of UPB                                           24                           22      U
521052121                                      230000        231100                   218500      2% of UPB                                           24                           23      U
521052197                                      155000        155000                139457.48      None                                                 0                            0      U
521052261                                      133000        132665                132621.69      2% / 1%                                             24                           22      U
521052319                                      366000        365000                346583.01      None                                                 0                            0      U
521052322                                      107000             0                 96253.13      1% of amt prepaid                                   24                           22      U
521052350                                      479000             0                454724.36      None                                                 0                            0      U
521052464                                       75000         75000                 67494.08      1% of amt prepaid                                   36                           34      U
521052526                                      135000        132950                 132719.8      2% / 1%                                             24                           22      U
521052588                                      250000        249349                 236861.1      None                                                 0                            0                0
521052719                                      681000             0                612663.69      2% / 1%                                             12                           10      U
521052745                                      190000        190000                151924.44      None                                                 0                            0      U
521052919                                      588000             0                   588000      None                                                 0                            0      U
521052933                                      225000        225000                179890.96      1% of amt prepaid                                   24                           23      U
521052936                                      525000        513086                410464.71      None                                                 0                            0      U
521053069                                      160000             0                   152000      1% of amt prepaid                                   36                           35      U
521053366                                      200000        200000                 189888.4      1% of amt prepaid                                   24                           23      U
521053680                                       74200             0                 49982.37      1% of amt prepaid                                   24                           23      U
521053686                                      340000        339000                   305100      None                                                 0                            0      U
521053709                                      173000        173000                   164350      1% of amt prepaid                                   24                           23      U
521053711                                      256300        256300                 256285.2      6 mo int on 80%                                     24                           23      U
521053881                                      121000        117500                   111625      1% of amt prepaid                                   24                           23      U
521055723                                       86000         77500                    69750      1% of amt prepaid                                   36                           36      U
521055911                                      340000        337840                   304000      None                                                 0                            0      U
551019639                                      117000             0                109744.63      6 mo int on 80%                                     24                           18      U
551019801                                      132200        132160                 26354.13      None                                                 0                            0                0
551020172                                      135000        134900                 26906.73      None                                                 0                            0                0
551020429                                      243000        243375                 48468.01      None                                                 0                            0                0
551020989                                      147000        147000                 29346.79      None                                                 0                            0                0
551021062                                      179000        178402                  35599.6      None                                                 0                            0                0
551021082                                      134000        130971                 26117.28      None                                                 0                            0                0
551021115                                      188000        188000                 37515.25      None                                                 0                            0                0
551021146                                      146000        143000                 28535.57      None                                                 0                            0                0
551021157                                      136000        135000                 26860.19      None                                                 0                            0                0
551021454                                      195000        192800                 38473.41      None                                                 0                            0                0
551021768                                      157500        147000                 29379.64      None                                                 0                            0                0
551022111                                      270000        266228                 53207.72      None                                                 0                            0                0
551022161                                      225000        217177                 43390.34      None                                                 0                            0      U
551022416                                      138000        128990                 25742.18      None                                                 0                            0                0
551022481                                      140000        140000                 27948.24      None                                                 0                            0                0
551022535                                      175000        173000                 34522.05      None                                                 0                            0                0
551022589                                      135000        135000                 26939.18      None                                                 0                            0                0
551022744                                      200000        188000                 36350.14      None                                                 0                            0                0
551022806                                      151000        144950                 28937.96      None                                                 0                            0                0
551023051                                      169000        167713                 33482.76      None                                                 0                            0                0
551023114                                      290000        275000                 54901.24      None                                                 0                            0                0
551023611                                      135000        128300                 25648.98      None                                                 0                            0                0
551024285                                      176000        172000                137316.62      6 mo int on 80%                                     24                           20      U
551024693                                      165000        162000                129371.16      6 mo int on 80%                                     24                           21      U
551024862                                      290000        289000                259847.29      6 mo int on 80%                                     24                           22      N
551025090                                      145500        145000                   115792      6 mo int on 80%                                     24                           21      N
551025108                                      165000        164800                131707.71      6 mo int on 80%                                     24                           21      N
551025157                                      189500        189090                151192.75      6 mo int on 80%                                     24                           22      N
551025274                                      244000        242000                205186.18      6 mo int on 80%                                     24                           21      N
551025280                                      263000        234000                186983.81      6 mo int on 80%                                     24                           21      U
551025295                                      231500        230000                229894.73      None                                                 0                            0      U
551025433                                      260000        255000                 203759.5      6 mo int on 80%                                     24                           21      U
551025656                                      160000        159974                127905.75      6 mo int on 80%                                     24                           22      U
551025666                                      165000        162000                129470.54      6 mo int on 80%                                     24                           22      U
551025702                                      595000             0                469468.42      6 mo int on 80%                                     24                           22      U
551025786                                      245000        242000                 193433.4      6 mo int on 80%                                     24                           21      U
551025816                                      125000        125000                118573.34      1% of amt prepaid                                   24                           21      N
551025834                                      344000        344000                257883.41      6 mo int on 80%                                     24                           22      U
551025865                                      200000        200000                179910.52      6 mo int on 80%                                     24                           22      U
551025935                                      169000        166908                133442.92      6 mo int on 80%                                     24                           21      U
551026009                                      215000        215000                171770.74      6 mo int on 80%                                     24                           21      U
551026014                                      140000        134223                133899.11      6 mo int on 80%                                     24                           22      N
551026061                                      220000        219477                 175327.9      6 mo int on 80%                                     24                           21      U
551026151                                      234000        229070                183119.82      6 mo int on 80%                                     24                           21      U
551026152                                      184000        182900                146203.56      6 mo int on 80%                                     24                           22      U
551026223                                      190000        185000                147942.76      6 mo int on 80%                                     36                           34                0
551026236                                      184000        182900                 36571.15      None                                                 0                            0                0
551026249                                      212500        206000                164559.48      6 mo int on 80%                                     24                           22      N
551026255                                      180000        177730                 155621.8      6 mo int on 80%                                     24                           22      N
551026265                                      222000        219000                175093.86      6 mo int on 80%                                     24                           22      U
551026335                                       56000             0                 50355.73      3% / 2% / 1%                                        24                           22      U
551026364                                      219000        219000                207908.98      6 mo int on 80%                                     24                           22      N
551026510                                      265000        263557                210721.76      6 mo int on 80%                                     24                           22      U
551026516                                      635000        635000                571236.18      6 mo int on 80%                                     12                           10      U
551026545                                      145000        142020                134866.24      6 mo int on 80%                                     24                           22      U
551026600                                      263000        257000                205512.85      6 mo int on 80%                                     24                           22      U
551026603                                       92500             0                 73972.44      None                                                 0                            0                0
551026631                                      177000        176210                167279.44      6 mo int on 80%                                     24                           22      N
551026687                                      135000        132577                   106062      6 mo int on 80%                                     36                           35                0
551026703                                      998000             0                847831.78      3% / 2% / 1%                                        36                           35                0
551026727                                      177000        176800                 159021.1      6 mo int on 80%                                     24                           22      U
551026776                                      168100             0                134148.02      6 mo int on 80%                                     36                           34                0
551026779                                      214000        210000                   168000      6 mo int on 80%                                     12                           10      U
551026804                                      149000        147000                117541.85      6 mo int on 80%                                     24                           22      U
551026893                                      132000        122507                 97956.76      6 mo int on 80%                                     24                           22      U
551026958                                      170000        169900                 152862.2      6 mo int on 80%                                     36                           34                0
551026978                                      146000        146000                116665.81      6 mo int on 80%                                     24                           22      U
551026989                                      162000        156520                125181.56      6 mo int on 80%                                     24                           22      U
551027049                                      795000             0                   570000      6 mo int on 80%                                     36                           35                0
551027052                                      200000        199805                159746.17      6 mo int on 80%                                     24                           22      U
551027055                                      170000        169900                   152910      6 mo int on 80%                                     36                           35                0
551027095                                      250000        249900                224795.82      6 mo int on 80%                                     24                           22      U
551027408                                      139000        132000                   131949      6 mo int on 80%                                     24                           23      U
551027529                                      145000        143500                114723.37      6 mo int on 80%                                     24                           23      U
551027551                                      154000        150000                142430.27      6 mo int on 80%                                     24                           23      U
551027640                                      300000        300000                239888.03      None                                                 0                            0      U
551027641                                      143000        142500                   135375      6 mo int on 80%                                     24                           23      U
551027642                                      156000        150000                   142500      6 mo int on 80%                                     24                           23      U
551028061                                      156000        152500                   144875      6 mo int on 80%                                     24                           23      U
551028127                                      151000        149900                   142405      6 mo int on 80%                                     24                           23      U
551028376                                      158000        153300                   153300      1% of UPB                                           24                           23      U
551029046                                      164000        164000                   147600      6 mo int on 80%                                     36                           36      U
551029129                                      314500        314000                   251200      None                                                 0                            0      U
551029657                                      289000        288518                   259666      6 mo int on 80%                                     24                           24      U
551030758                                      132000         83000                    74700      6 mo int on 80%                                     12                           12      U
551030777                                      139000        135500                   120000      6 mo int on 80%                                     24                           24      U
571015528                                      174000        172000                136801.05      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           33                0
571016515                                      131000        123748                 24726.96      None                                                 0                            0                0
571016536                                      112000        113500                 79418.43      6 mo int on 80%                                     36                           34                0
571016540                                      112000        113500                 28361.42      None                                                 0                            0                0
571016756                                      276000        274800                192189.07      None                                                 0                            0      U
571016985                                      339000        339000                 67770.79      None                                                 0                            0                0
571017046                                      750000        749860                   599888      None                                                 0                            0      U
571017070                                      575000             0                439753.33      None                                                 0                            0      U
571017353                                      300000        299900                    59980      None                                                 0                            0                0
571017465                                      590000             0                471562.83      6 mo int on 80%                                     36                           34      U
571017472                                      393000        388773                310929.46      6 mo int on 80%                                     36                           33      N
571017618                                      205000        198000                 39579.63      None                                                 0                            0                0
571017623                                      157000             0                 31391.96      None                                                 0                            0                0
571017670                                      539000        539000                 430473.4      None                                                 0                            0                0
571017673                                      539000        539000                  80754.2      None                                                 0                            0                0
571017698                                      145000             0                 15901.94      None                                                 0                            0                0
571017721                                      222000        221854                   177483      None                                                 0                            0      U
571017788                                      255000        255000                203891.44      6 mo int on 80%                                     24                           22      U
571017811                                      185000        185595                 36990.53      None                                                 0                            0                0
571017814                                      255000        255000                 50986.95      None                                                 0                            0                0
571017850                                      250000        250000                 74933.23      None                                                 0                            0                0
571017888                                      760000        760000                   608000      6 mo int on 80%                                     12                           10      U
571017895                                      760000        760000                   152000      None                                                 0                            0                0
571017916                                      187000        185000                   148000      6 mo int on 80%                                     24                           22      U
571017923                                      330000        330000                263818.32      1% of amt prepaid                                   24                           22      U
571017948                                      370000        370000                   296000      6 mo int on 80%                                     36                           33      U
571017973                                      233053        233053                 34949.06      None                                                 0                            0                0
571017988                                      262000        255000                 50986.95      None                                                 0                            0                0
571018056                                      232000        226900                181335.96      1% of UPB                                           36                           33      U
571018059                                      232000        226900                 45356.66      None                                                 0                            0                0
571018073                                      235000        232046                 46385.13      None                                                 0                            0                0
571018089                                      518000        517500                 25865.78      None                                                 0                            0                0
571018117                                      155000        154716                100508.62      6 mo int on 80%                                     36                           34      U
571018118                                      155000        154716                 46394.42      None                                                 0                            0                0
571018120                                      295000        295000                235801.73      None                                                 0                            0      U
571018122                                      171000        171000                136596.31      PIF - 1% of OPB ; Partial - 1% of amt ppd           36                           33      U
571018124                                      270000        206500                   165200      None                                                 0                            0      U
571018125                                      270000        206500                 41278.75      None                                                 0                            0                0
571018141                                      527000        525305                 78753.14      None                                                 0                            0                0
571018212                                      117000        115000                 91952.31      6 mo int on 80%                                     36                           35                0
571018225                                      160000        160000                 31991.81      None                                                 0                            0                0
571018311                                      251000        245000                 48956.84      None                                                 0                            0                0
571018358                                      280000        279900                 55965.68      None                                                 0                            0                0
571018382                                      460000        440990                   352792      None                                                 0                            0      U
571018387                                      350000        350000                 69933.99      None                                                 0                            0                0
571018388                                      460000        440990                 88152.62      None                                                 0                            0                0
571018390                                      139000        139000                    20850      None                                                 0                            0                0
571018392                                      198000        198000                 39589.87      None                                                 0                            0                0
571018410                                      195000        168168                 33582.71      None                                                 0                            0                0
571018424                                      675000        603000                120524.64      None                                                 0                            0                0
571018429                                      432000             0                 21594.47      None                                                 0                            0                0
571018433                                      183000        179900                143862.81      6 mo int on 80%                                     36                           34      U
571018436                                      183000        179900                143862.81      6 mo int on 80%                                     36                           34      U
571018452                                      175000        163000                 32583.22      None                                                 0                            0                0
571018471                                      328000             0                 32791.61      None                                                 0                            0                0
571018489                                      225000        215850                  43136.5      None                                                 0                            0                0
571018535                                      290000        288000                230387.44      6 mo int on 80%                                     36                           34      U
571018569                                      277000        275000                 54985.93      None                                                 0                            0                0
571018678                                      400000        390349                 78029.83      None                                                 0                            0                0
571018684                                      358000        350000                 69982.09      None                                                 0                            0                0
571018690                                      735000        755000                150961.36      None                                                 0                            0                0
571018709                                      165000             0                 99921.99      6 mo int on 80%                                     36                           34      U
571018790                                      265000        265000                211826.19      6 mo int on 80%                                     36                           34      U
571018830                                      245000        240000                   192000      6 mo int on 80%                                     36                           34      U
571018831                                      245000        240000                 47987.72      None                                                 0                            0                0
571018856                                      185000        184815                147742.28      None                                                 0                            0      U
571018859                                      185000        184815                 36953.54      None                                                 0                            0                0
571018880                                      177000        176990                  17689.9      None                                                 0                            0                0
571018882                                      265000        260309                   208247      6 mo int on 80%                                     36                           34      U
571018952                                      115000        111100                    22220      None                                                 0                            0                0
571018979                                      182000        172000                 34363.93      None                                                 0                            0                0
571019031                                      506600        506500                   405200      6 mo int on 80%                                     36                           35      U
571019039                                      506600        506500                101269.37      None                                                 0                            0                0
571019059                                      405000        405000                    81000      None                                                 0                            0                0
571019063                                      270500        270408                   175765      6 mo int on 80%                                     24                           22      U
571019067                                      336000        336000                  50387.1      None                                                 0                            0                0
571019072                                      330000        237990                 47585.82      None                                                 0                            0                0
571019087                                      422000        200000                 39979.43      None                                                 0                            0                0
571019088                                      129000        127000                 25388.85      None                                                 0                            0                0
571019098                                      215000             0                    20000      None                                                 0                            0                0
571019109                                      549000        500000                 99974.41      None                                                 0                            0                0
571019142                                      510000        510000                159904.69      None                                                 0                            0                0
571019176                                      205000        205000                 163881.3      6 mo int on 80%                                     12                           10      U
571019180                                      450000        415000                   332000      None                                                 0                            0      U
571019183                                      205000        205000                  40989.5      None                                                 0                            0                0
571019186                                      246000        221000                 33141.51      None                                                 0                            0                0
571019187                                      345000        340000                   272000      6 mo int on 80%                                     36                           35      U
571019189                                      345000        340000                    68000      None                                                 0                            0                0
571019224                                      840000             0                   630000      2 mo int on 66% if Less than 8%                     36                           34      U
571019229                                      650000        650000                   455000      None                                                 0                            0      U
571019241                                      545000             0                   436000      6 mo int on 80%                                     36                           35      U
571019246                                      545000             0                    81750      None                                                 0                            0                0
571019271                                      670000        635000                126958.28      None                                                 0                            0                0
571019313                                      307000        284700                    56940      None                                                 0                            0                0
571019320                                      171000        164410                   131528      1% of UPB                                           36                           34      U
571019324                                      171000        164410                 32865.07      None                                                 0                            0                0
571019328                                      560000        560000                   448000      None                                                 0                            0      U
571019344                                      162000        162000                129539.54      1% of amt prepaid                                   36                           35      U
571019397                                      313000        310000                 61983.22      None                                                 0                            0                0
571019429                                      237000        232900                   186320      1% of UPB                                           36                           34      U
571019435                                      237000        232900                 46556.03      None                                                 0                            0                0
571019453                                      174000        169900                 33971.31      None                                                 0                            0                0
571019467                                      122000        122000                    24400      None                                                 0                            0                0
571019470                                      150000        150000                   120000      1% of UPB                                           36                           35      U
571019482                                      205000        210000                167881.43      6 mo int on 80%                                     36                           35      U
571019483                                      180000        180000                    36000      None                                                 0                            0                0
571019499                                      270000        266291                 39912.12      None                                                 0                            0                0
571019513                                      260000        257334                 51453.82      None                                                 0                            0                0
571019553                                      169000        172000                 34391.19      None                                                 0                            0                0
571019616                                      220000        220000                   176000      1% of UPB                                           36                           34      U
571019684                                      201000        192840                    28926      None                                                 0                            0                0
571019697                                      236000        236000                   188800      6 mo int on 80%                                     36                           35      U
571019699                                      236000        236000                 47187.92      None                                                 0                            0                0
571019704                                      295000        295000                    59000      None                                                 0                            0                0
571019747                                      685000        685000                   137000      None                                                 0                            0                0
571019754                                      427000        427000                    85400      None                                                 0                            0                0
571019755                                      139500        136000                   108800      1% of UPB                                           36                           35      U
571019779                                      315000        315000                   252000      6 mo int on 80%                                     36                           35      U
571019784                                      315000        315000                    63000      None                                                 0                            0                0
571019803                                      388000        385000                   308000      None                                                 0                            0      U
571019819                                      545000             0                   436000      6 mo int on 80%                                     36                           35      U
571019833                                      165500        160750                 32141.78      None                                                 0                            0                0
571019843                                      545000             0                 54483.96      None                                                 0                            0                0
571019863                                      420000        395000                   316000      None                                                 0                            0      U
571019883                                      420000        395000                    79000      None                                                 0                            0                0
571019891                                      330000        329900                    65980      None                                                 0                            0                0
571019932                                      394000        393200                 78611.19      None                                                 0                            0                0
571019971                                      130000        130000                    26000      None                                                 0                            0                0
571019973                                      205000        204455                   163457      1% of amt ppd if loan Greater than $150K            24                           23      U
571019999                                      173000        173000                    34600      None                                                 0                            0                0
571020006                                      670000        670000                   134000      None                                                 0                            0                0
571020008                                      163900        163500                 32691.64      None                                                 0                            0                0
571020017                                      300000        227990                   182392      None                                                 0                            0      U
571020023                                      750000        575000                   460000      None                                                 0                            0      U
571020168                                      315000        314000                 62783.93      None                                                 0                            0                0
571020189                                      400000        385000                   308000      6 mo int on 80%                                     36                           35      U
571020210                                      112000        112000                    89600      2% of ppd amt                                       36                           35      U
571020233                                      260000        260000                  51986.7      None                                                 0                            0                0
571020241                                      112000        112000                    22400      None                                                 0                            0                0
571020247                                      300000        300000                   240000      2% of ppd amt                                       36                           35      U
571020264                                      690000        690000                   138000      None                                                 0                            0                0
571020276                                      378000        369000                    73800      None                                                 0                            0                0
571020326                                      339900        339900                   271920      6 mo int on 80%                                     24                           23      U
571020448                                      410000        410000                    82000      None                                                 0                            0                0
571020480                                      160000        160000                   128000      6 mo int on 80%                                     12                           11      U
571020483                                      160000        160000                 31991.81      None                                                 0                            0                0
571020504                                      238000        237000                189448.38      6 mo int on 80%                                     36                           35                0
571020537                                      526000        525000                   420000      2 mo int on 66% if Less than 8%                     36                           35      U
571020551                                      238000        237000                    47384      None                                                 0                            0                0
571020609                                      265000        242500                    48500      None                                                 0                            0                0
571020947                                      473000        455000                    91000      None                                                 0                            0                0
571020996                                      290000        287500                    28750      None                                                 0                            0                0
581011788                                      430000        430000                428829.03      6 mo int on 80%                                     24                           17      U
581012051                                      360900        355000                   355000      6 mo int on 80%                                     24                           17      U
581012467                                      390000        385000                 76872.76      6 mo int on 80%                                     24                           18                0
581012722                                      650000             0                129865.84      6 mo int on 80%                                     24                           18                0
581013934                                      315000             0                186863.52      3% / 2% / 1%                                        24                           20      U
581013943                                      840000             0                599417.81      6 mo int on 80%                                     36                           32      U
581013965                                      750000             0                   525000      3% / 2% / 1%                                        36                           32      U
581014152                                      692000             0                   588200      3% / 2% / 1%                                        24                           20      U
581014171                                      755000             0                   525000      3% / 2% / 1%                                        24                           20      U
581014179                                      630000             0                   492000      3% / 2% / 1%                                        24                           20      U
581014209                                      550000             0                   485000      6 mo int on 80%                                     24                           20      U
581014215                                      332000             0                150002.76      6 mo int on 80%                                     24                           20      U
581014246                                      540000             0                   486000      6 mo int on 80%                                     24                           21      U
581014341                                      550000             0                279783.01      6 mo int on 80%                                     24                           21      U
581014399                                      560000             0                447601.09      6 mo int on 80%                                     24                           20      U
581014645                                      705000             0                598613.21      6 mo int on 80%                                     24                           21      U
581014654                                      500000             0                   450000      6 mo int on 80%                                     24                           21      U
581014862                                      665000             0                482644.85      6 mo int on 80%                                     24                           21      U
581014887                                      485000             0                436446.85      6 mo int on 80%                                     24                           21      U
581014905                                      330000        310000                232343.53      6 mo int on 80%                                     24                           21      U
581014955                                      475000        470000                   376000      6 mo int on 80%                                     24                           21      U
581015006                                      712000             0                533574.45      6 mo int on 80%                                     24                           21      U
581015037                                      720000             0                498410.49      6 mo int on 80%                                     24                           21      U
581015086                                      760000     944113.25                683667.09      None                                                 0                            0      U
581015095                                      641000             0                511558.76      6 mo int on 80%                                     24                           21      U
581015130                                      965000             0                624489.72      None                                                 0                            0      U
581015146                                      379000        374500                299208.59      6 mo int on 80%                                     24                           22      U
581015167                                      700000             0                489351.48      6 mo int on 80%                                     24                           21      U
581015176                                     1560000             0                  1248000      6 mo int on 80%                                     12                            9      U
581015247                                      512500             0                   460800      6 mo int on 80%                                     24                           21      U
581015296                                      245000             0                194943.33      6 mo int on 80%                                     24                           22      U
581015384                                     1100000             0                769548.31      6 mo int on 80%                                     24                           21      U
581015389                                      576000             0                459681.51      6 mo int on 80%                                     24                           21      U
581015401                                     1989000             0                499084.71      6 mo int on 80%                                     36                           33                0
581015440                                      500000             0                   467000      6 mo int on 80%                                     24                           22      N
581015505                                      340000        333000                   266400      6 mo int on 80%                                     24                           22      U
581015522                                      331000        305000                   244000      6 mo int on 80%                                     24                           22      U
581015557                                      560000             0                   530000      6 mo int on 80%                                     36                           34      U
581015581                                      538000             0                483665.92      6 mo int on 80%                                     36                           34      U
581015595                                      660000             0                   504000      6 mo int on 80%                                     36                           34                0
581015605                                      310000        310000                   248000      6 mo int on 80%                                     24                           22      U
581015632                                      766520        766520                   766520      None                                                 0                            0      U
581015636                                      230000        222000                177466.17      6 mo int on 80%                                     24                           22      U
581015637                                      400000        400000                399966.67      6 mo int on 80%                                     36                           34      U
581015689                                      440000             0                439873.96      6 mo int on 80%                                     36                           34      U
581015708                                     1450000             0                  1305000      6 mo int on 80%                                     36                           34      U
581015768                                      634000             0                506509.66      None                                                 0                            0                0
581015805                                      730000             0                594472.48      6 mo int on 80%                                     36                           34                0
581015860                                      316000             0                   243320      6 mo int on 80%                                     24                           22      U
581015872                                      605000             0                   544000      6 mo int on 80%                                     36                           34      U
581015920                                      420000        411000                   411000      6 mo int on 80%                                     24                           22      U
581016034                                      700000             0                664616.65      6 mo int on 80%                                     24                           22      U
581016051                                      835000             0                 749998.7      6 mo int on 80%                                     36                           34      U
581016131                                      270000        255000                   255000      6 mo int on 80%                                     24                           22      U
581016176                                      465000             0                418231.18      6 mo int on 80%                                     12                           10                0
581016195                                      270000             0                229288.46      6 mo int on 80%                                     36                           35                0
581016235                                      810000             0                   769500      6 mo int on 80%                                     24                           22      U
581017100                                      585000             0                   555750      6 mo int on 80%                                     24                           23      U
581017136                                      500000             0                   470000      6 mo int on 80%                                     24                           23      U
581017141                                      439000        437403                   393662      6 mo int on 80%                                     24                           24      U
581017198                                      295000        295000                   295000      6 mo int on 80%                                     24                           23      U
581017403                                      465000             0                   465000      6 mo int on 80%                                     24                           23      U
581017480                                      750000             0                749903.63      6 mo int on 80%                                     24                           23      U
581017525                                      520000             0                   520000      6 mo int on 80%                                     24                           23      U
581017570                                      480000             0                   456000      6 mo int on 80%                                     24                           23      U
581018095                                      882000             0                   763000      6 mo int on 80%                                     24                           24      U
581018739                                      700000        700000                   630000      None                                                 0                            0      U
611026139                                      750000        750000                   588500      None                                                 0                            0      U
611026400                                      530000             0                 423484.6      None                                                 0                            0      U
611026498                                      221500        221000                 44182.26      None                                                 0                            0                0
621017123                                      280000        268000                  53453.6      6 mo int on 80%                                     12                            3                0
621019148                                     1500000             0                974768.99      6 mo int on 80%                                     12                           10      U
621019511                                      335000        335000                 66977.36      6 mo int on 80%                                     24                           20                0
621019673                                      184000             0                  99938.8      6 mo int on 80%                                     24                           22      U
621019883                                      315000             0                251613.02      6 mo int on 80%                                     36                           34                0
621019930                                      275000             0                   233750      6 mo int on 80%                                     24                           20      U
621020157                                      245000        245000                 48960.22      6 mo int on 80%                                     24                           20                0
621020190                                      241000        240000                 47982.82      6 mo int on 80%                                     24                           20                0
621020230                                     1875000             0                  1500000      None                                                 0                            0      U
621020287                                      165000        160000                 31956.86      6 mo int on 80%                                     24                           20                0
621020495                                      246500        246500                    49300      6 mo int on 80%                                     24                           22                0
621020520                                      384000        369000                 73773.59      6 mo int on 80%                                     24                           21                0
621020525                                      210000        210000                 41974.58      6 mo int on 80%                                     24                           20                0
621020570                                      260000        260000                 51974.56      6 mo int on 80%                                     24                           21                0
621020783                                      286500        286015                   228812      6 mo int on 80%                                     24                           21      U
621020804                                      278000        265000                 52961.98      6 mo int on 80%                                     24                           21                0
621020816                                      318000        318000                 63574.48      6 mo int on 80%                                     12                            9                0
621020850                                      225000        224648                179484.23      6 mo int on 80%                                     24                           21      U
621020879                                      262000        255000                203939.85      6 mo int on 80%                                     36                           34      U
621020972                                      225000        224648                 44894.89      6 mo int on 80%                                     24                           21                0
621020974                                      560000        560000                447256.13      6 mo int on 80%                                     24                           22      U
621020993                                      525000             0                445925.39      6 mo int on 80%                                     24                           22      U
621021009                                     1500000             0               1349433.88      6 mo int on 80%                                     24                           22      U
621021040                                      410000        415000                   332000      6 mo int on 80%                                     24                           22      U
621021082                                      525000        525000                   420000      6 mo int on 80%                                     36                           34      U
621021097                                     1500000             0               1049525.49      None                                                 0                            0      U
621021165                                      350000        307280                   245824      6 mo int on 80%                                     24                           22      U
621021221                                      645000             0                   580000      6 mo int on 80%                                     12                           10      U
621021228                                      258000        258000                 51559.68      6 mo int on 80%                                     24                           22                0
621021259                                      195000        195000                155965.16      6 mo int on 80%                                     24                           22      U
621021261                                      195000        195000                 38992.22      6 mo int on 80%                                     24                           22                0
621021267                                      245000        245000                   245000      6 mo int on 80%                                     24                           23      U
621021316                                      296000             0                 99964.35      6 mo int on 80%                                     24                           22      U
621021346                                      345000        345000                   345000      None                                                 0                            0      U
621021365                                      370000        350000                279856.72      6 mo int on 80%                                     24                           21      U
621021368                                      370000        350000                  69971.9      6 mo int on 80%                                     24                           21                0
621021379                                      190000             0                170953.78      6 mo int on 80%                                     36                           34      U
621021389                                      205000        210000                167753.34      6 mo int on 80%                                     24                           22      U
621021453                                      190000        190000                151909.23      6 mo int on 80%                                     24                           22      U
621021474                                      430000        411897                 82348.65      6 mo int on 80%                                     24                           22                0
621021537                                      285000        278000                250056.06      6 mo int on 80%                                     24                           22      U
621021550                                      260000             0                 150698.3      6 mo int on 80%                                     36                           34                0
621021595                                      215000             0                171968.83      6 mo int on 80%                                     24                           22      U
621021614                                      157000             0                119831.78      6 mo int on 80%                                     36                           34                0
621021630                                      318000        310565                   310565      6 mo int on 80%                                     24                           23      U
621021644                                      315000        309000                246919.27      6 mo int on 80%                                     24                           22      U
621021646                                      300000        300000                   240000      6 mo int on 80%                                     24                           23      U
621021700                                      200000             0                139925.11      6 mo int on 80%                                     24                           22      U
621021701                                      230000             0                160903.47      6 mo int on 80%                                     24                           22      U
621021775                                      175000             0                   100013      6 mo int on 80%                                     24                           22      U
621021850                                      190000        170000                135926.23      6 mo int on 80%                                     24                           22      U
621021860                                      190000        170000                 33983.09      6 mo int on 80%                                     24                           22                0
621021871                                       80000             0                 71972.89      6 mo int on 80%                                     36                           34                0
621021921                                      415000             0                 253891.8      6 mo int on 80%                                     36                           34      U
621021943                                      190000        189900                151836.15      6 mo int on 80%                                     24                           22      U
621021969                                      195000             0                165675.39      6 mo int on 80%                                     36                           34      U
621022041                                      179000        178900                   143120      6 mo int on 80%                                     24                           23      U
621022051                                      125000        125000                   118750      1% of UPB                                           24                           23      U
621022176                                      120000             0                    96000      6 mo int on 80%                                     24                           23      U
621022188                                      380000        380000                303951.01      6 mo int on 80%                                     24                           22      U
621022218                                      435000        435000                347821.47      6 mo int on 80%                                     24                           22      U
621022223                                      205000             0                   175500      6 mo int on 80%                                     36                           35      U
621022244                                      370000        370000                   296000      6 mo int on 80%                                     24                           23      U
621022255                                      220000             0                   176000      6 mo int on 80%                                     24                           24      U
621022282                                      200000        199000                159189.01      6 mo int on 80%                                     24                           22      U
621022286                                      651000             0                   618450      6 mo int on 80%                                     36                           35                0
621022367                                      295000        295000                   295000      6 mo int on 80%                                     36                           34      U
621022490                                      162500        160000                127947.46      6 mo int on 80%                                     24                           22      U
621022730                                      375000             0                   356250      6 mo int on 80%                                     24                           23      U
621022861                                      550000             0                   522500      6 mo int on 80%                                     24                           23      U
621023926                                      205000        200000                   140000      6 mo int on 80%                                     24                           24      U
621024282                                      210000        219000                   197100      6 mo int on 80%                                     24                           24      U
631015311                                      560000             0                   476000      3% / 2% / 1%                                        36                           31      N
631015945                                      525000             0                   446250      3% / 2% / 1%                                        36                           32      U
631015997                                     1200000             0                  1002000      6 mo int on 80%                                     24                           20      U
631016010                                      605000             0                501607.65      6 mo int on 80%                                     24                           20      U
631016041                                     1063000             0                955941.29      6 mo int on 80%                                     24                           20      U
631016102                                      570000             0                512450.26      6 mo int on 80%                                     24                           20      U
631016144                                      600000             0                   490000      6 mo int on 80%                                     36                           33      U
651021910                                      435000             0                 86882.58      None                                                 0                            0                0
651022670                                      256000        235000                 46964.81      None                                                 0                            0                0
661019078                                      455000             0                 90916.16      6 mo int on 80%                                     24                           18                0
661019478                                      463500        463289                416193.02      6 mo int on 80%                                     24                           21      U
661019696                                      275000        275000                219665.83      6 mo int on 80%                                     36                           33      U
661019901                                      515000             0                463205.37      6 mo int on 80%                                     24                           21      U
661020321                                      780000             0                566960.23      6 mo int on 80%                                     36                           33      N
661020347                                      365000             0                175049.25      6 mo int on 80%                                     24                           21      U
661020460                                      420000             0                335479.38      6 mo int on 80%                                     24                           21      U
661020474                                     1043000             0                830216.37      3% / 2% / 1%                                        24                           20      U
661020497                                      625000        625000                499687.63      6 mo int on 80%                                     24                           22      N
661020560                                      300000        300000                239934.18      6 mo int on 80%                                     24                           22      U
661020564                                      500000             0                   434000      6 mo int on 80%                                     12                            9      U
661020580                                      625000        625000                   625000      6 mo int on 80%                                     24                           21      N
661020624                                      661000             0                334807.59      6 mo int on 80%                                     24                           22      U
661020633                                      650000             0                   585000      6 mo int on 80%                                     36                           34      U
661020876                                      830000             0                   511500      6 mo int on 80%                                     24                           21      U
661020899                                      755000             0                603735.16      6 mo int on 80%                                     24                           21      U
661020902                                     1100000             0                823886.93      6 mo int on 80%                                     24                           21      U
661020929                                      660000             0                527685.35      6 mo int on 80%                                     24                           21      U
661021012                                      685000             0                   548000      6 mo int on 80%                                     24                           21      U
661021034                                      285000        280000                    55962      6 mo int on 80%                                     36                           33                0
661021035                                      760000        710000                141960.48      6 mo int on 80%                                     24                           22                0
661021079                                      355000        355000                   355000      6 mo int on 80%                                     12                            9      N
661021084                                      820000             0                   743750      6 mo int on 80%                                     24                           21      N
661021123                                      380000        380000                   304000      6 mo int on 80%                                     24                           21      U
661021131                                      380000        380000                 75960.89      6 mo int on 80%                                     36                           33                0
661021206                                      575000        550000                329792.62      6 mo int on 80%                                     24                           21      U
661021265                                      900000             0                799540.16      None                                                 0                            0      U
661021286                                      580000             0                521936.15      6 mo int on 80%                                     24                           21      U
661021321                                      470000             0                   446500      6 mo int on 80%                                     36                           35      U
661021335                                      970000             0                   670000      6 mo int on 80%                                     24                           22      U
661021383                                      480000             0                431762.24      6 mo int on 80%                                     24                           21      U
661021386                                      600000             0                   480000      6 mo int on 80%                                     24                           22      U
661021400                                      557000             0                   473450      6 mo int on 80%                                     24                           21      U
661021424                                      500000             0                449691.88      None                                                 0                            0      U
661021446                                      800000             0                636264.23      6 mo int on 80%                                     24                           22      U
661021464                                      409000        408990                   408990      6 mo int on 80%                                     36                           34      U
661021474                                      532000             0                   505400      6 mo int on 80%                                     24                           22      U
661021501                                      386000        386000                   386000      6 mo int on 80%                                     24                           22      U
661021506                                      250000        250000                 249951.9      6 mo int on 80%                                     24                           22      U
661021516                                      550000             0                   467500      6 mo int on 80%                                     24                           22      U
661021530                                      520000             0                   468000      6 mo int on 80%                                     24                           22      U
661021541                                      765000             0                   634950      6 mo int on 80%                                     24                           22      U
661021542                                      690000        690000                689634.72      None                                                 0                            0      U
661021612                                      550000        550000                   522500      6 mo int on 80%                                     24                           23      U
661021633                                      605000             0                574414.83      6 mo int on 80%                                     12                           10      U
661021635                                      365000        364581                346206.51      6 mo int on 80%                                     24                           22      U
661021649                                      500000        500000                   400000      6 mo int on 80%                                     24                           22      N
661021650                                      618000             0                463298.62      6 mo int on 80%                                     36                           34      U
661021658                                      455000        453000                   362400      6 mo int on 80%                                     24                           22      U
661021661                                      455000        453000                 90575.35      6 mo int on 80%                                     24                           22                0
661021676                                      470000             0                   423000      None                                                 0                            0      U
661021692                                      478000        475000                474898.53      6 mo int on 80%                                     24                           22      U
661021765                                      350000        340000                   340000      6 mo int on 80%                                     24                           22      U
661021777                                      740000        668470                 668085.4      6 mo int on 80%                                     24                           22      U
661021798                                      700000        615000                584080.21      6 mo int on 80%                                     24                           22      U
661021807                                      285000        285000                270640.91      6 mo int on 80%                                     24                           22      U
661021816                                      805000        805000                804985.38      6 mo int on 80%                                     36                           35      U
661021819                                      560000             0                   560000      6 mo int on 80%                                     24                           23      U
661021822                                      532000        531736                478472.95      6 mo int on 80%                                     36                           35      N
661021826                                      337000        337000                336839.46      6 mo int on 80%                                     24                           22      U
661021871                                      304000        302000                241432.73      6 mo int on 80%                                     24                           22      U
661021875                                      600000        598000                597851.93      6 mo int on 80%                                     24                           22      U
661021899                                      670000             0                   636031      6 mo int on 80%                                     24                           22      U
661021901                                      980000             0                832559.02      None                                                 0                            0      U
661021904                                      720000             0                   684000      6 mo int on 80%                                     36                           35      U
661021918                                      385000        352000                   352000      6 mo int on 80%                                     24                           22      U
661021984                                      639000             0                 466022.7      6 mo int on 80%                                     24                           22      U
661022043                                      595000             0                   595000      6 mo int on 80%                                     24                           22      U
661022087                                      270000             0                101186.74      6 mo int on 80%                                     24                           23      U
661022115                                      594000        584500                   584500      6 mo int on 80%                                     24                           22      N
661022125                                      465000        465000                464894.92      6 mo int on 80%                                     24                           22      U
661022190                                      540000             0                512662.37      6 mo int on 80%                                     36                           34      U
661022196                                      500000             0                   475000      6 mo int on 80%                                     24                           23      U
661022246                                      690000             0                689829.15      6 mo int on 80%                                     24                           22      U
661022256                                      376000        375840                   375840      6 mo int on 80%                                     24                           23      U
661022278                                      497000             0                496710.18      6 mo int on 80%                                     24                           22      U
661022292                                      335000        332060                   332060      6 mo int on 80%                                     24                           23      U
661022327                                      650000        630000                   630000      6 mo int on 80%                                     24                           23      U
661022402                                      500000        480000                479934.46      6 mo int on 80%                                     24                           22      U
661022476                                      445000        445000                   445000      6 mo int on 80%                                     24                           23      U
661022512                                      359000        359000                   359000      6 mo int on 80%                                     24                           23      U
661022513                                      160000             0                   104000      6 mo int on 80%                                     36                           35                0
661022533                                      515000        500000                   500000      6 mo int on 80%                                     24                           23      U
661022577                                     1050000       1025000                   973750      6 mo int on 80%                                     24                           23      U
661022593                                      594000        593000                   593000      6 mo int on 80%                                     24                           23      U
661022601                                      515000        515000                   515000      6 mo int on 80%                                     24                           23      U
661022629                                      585000             0                   555750      6 mo int on 80%                                     24                           23      U
661022666                                      335000        335000                   335000      6 mo int on 80%                                     24                           23      U
661022727                                      800000             0                   749900      6 mo int on 80%                                     36                           35      U
661022750                                      233000        200000                199975.96      6 mo int on 80%                                     24                           23      U
661022805                                      370000        366950                   366950      6 mo int on 80%                                     24                           23      U
661022967                                      530000             0                   503500      6 mo int on 80%                                     24                           23      U
661023664                                      681000        681200                   612900      6 mo int on 80%                                     12                           12      U
671014415                                      460000        460000                459999.71      None                                                 0                            0      U
671015154                                      569000        569000                113695.42      None                                                 0                            0                0
671015213                                      600000             0                538958.42      3% / 2% / 1%                                        24                           19      U
671015454                                      850000             0                593712.26      None                                                 0                            0      U
671015479                                      741000             0                628921.58      3% / 2% / 1%                                        24                           19      U
671015720                                      377000        375000                299897.22      6 mo int on 80%                                     24                           21      U
671016102                                      602000        600000                119942.27      3% / 2% / 1%                                        24                           20                0
671016194                                      580000             0                434595.62      3% / 2% / 1%                                        24                           20      U
671016364                                      545000             0                   463250      6 mo int on 80%                                     24                           21      U
671016388                                      850000        850000                 169821.8      6 mo int on 80%                                     24                           20                0
671016455                                     1275000             0                  1020000      6 mo int on 80%                                     36                           34      U
671016456                                     1325000             0                  1059950      6 mo int on 80%                                     36                           34      U
671016607                                      640000             0                543557.23      6 mo int on 80%                                     36                           33      U
671016627                                      840000        840000                167953.25      6 mo int on 80%                                     24                           21                0
671016660                                      585000             0                   503000      6 mo int on 80%                                     36                           33      U
671016674                                      640000             0                575412.19      6 mo int on 80%                                     24                           21      U
671016765                                      600000             0                479775.07      6 mo int on 80%                                     24                           21      U
671016769                                      850000        850000                679603.45      6 mo int on 80%                                     24                           21      U
671016881                                      660000             0                593627.77      6 mo int on 80%                                     24                           21      U
671016897                                      395000        389000                349472.74      6 mo int on 80%                                     24                           21      U
671016936                                      755000             0                   604000      6 mo int on 80%                                     36                           33      U
671016945                                      800000             0                592332.72      6 mo int on 80%                                     24                           22      U
671016949                                      705000             0                 563716.8      6 mo int on 80%                                     36                           34      U
671016950                                      657000             0                   450755      6 mo int on 80%                                     36                           34      N
671016958                                      625000             0                468180.05      6 mo int on 80%                                     36                           33      U
671016974                                      628313        628313                501790.47      6 mo int on 80%                                     24                           21      U
671016975                                      556140        556140                444677.59      6 mo int on 80%                                     24                           21      U
671017029                                     1830000             0               1462589.56      6 mo int on 80%                                     12                            9      U
671017041                                      770000             0                731307.96      6 mo int on 80%                                     24                           22      U
671017048                                      659637        659637                131822.68      6 mo int on 80%                                     24                           21                0
671017050                                      480000             0                311952.51      6 mo int on 80%                                     36                           34      U
671017076                                      418000        418000                376103.43      6 mo int on 80%                                     24                           21      U
671017103                                      556140        556140                111173.89      6 mo int on 80%                                     24                           21                0
671017121                                      676000        674990                   539992      6 mo int on 80%                                     24                           22      U
671017122                                      725000             0                579552.02      6 mo int on 80%                                     24                           22      U
671017128                                      410000        410000                409887.23      6 mo int on 80%                                     24                           22      U
671017143                                      550000        550000                439804.65      6 mo int on 80%                                     24                           22      U
671017170                                      360000        360000                   360000      6 mo int on 80%                                     36                           34      U
671017179                                      550000        550000                109971.85      6 mo int on 80%                                     24                           22                0
671017193                                      340000        340000                271918.63      6 mo int on 80%                                     24                           22      U
671017226                                      690000        690000                   690000      6 mo int on 80%                                     24                           22      U
671017237                                      625000             0                   500000      6 mo int on 80%                                     24                           22      U
671017240                                      316000        315154                315033.93      6 mo int on 80%                                     24                           22      U
671017247                                      760000        760000                   608000      None                                                 0                            0      U
671017250                                      675000             0                   573750      6 mo int on 80%                                     36                           34      U
671017253                                      665000        665000                664820.26      6 mo int on 80%                                     24                           22      U
671017298                                      620000             0                544839.31      None                                                 0                            0      U
671017340                                      740000        723000                 722828.7      6 mo int on 80%                                     24                           22      U
671017346                                      533000        533000                   426400      6 mo int on 80%                                     24                           22      U
671017390                                      435000        420000                419879.69      6 mo int on 80%                                     24                           22      U
671017393                                      725000             0                   616250      6 mo int on 80%                                     24                           22      U
671017397                                      435000        430000                408404.64      6 mo int on 80%                                     24                           22      U
671017409                                      647500             0                517599.11      6 mo int on 80%                                     24                           22      N
671017423                                      480000             0                431813.42      6 mo int on 80%                                     24                           22      U
671017516                                      705000             0                   634500      6 mo int on 80%                                     24                           22      U
671017517                                      665000        665000                664929.45      6 mo int on 80%                                     24                           22      U
671017539                                      435000             0                   435000      1% of UPB                                           24                           23      U
671017558                                      670000             0                   670000      6 mo int on 80%                                     24                           22      N
671017568                                     1025000             0                797131.02      6 mo int on 80%                                     24                           22      U
671017594                                      710000             0                 603187.8      6 mo int on 80%                                     36                           34      U
671017635                                      548000             0                   520600      None                                                 0                            0                0
671017663                                      716000             0                   716000      6 mo int on 80%                                     24                           23      U
671017768                                      690000             0                   586500      6 mo int on 80%                                     24                           22      N
671017779                                      815000             0                   651900      6 mo int on 80%                                     24                           22      N
671017780                                      460000        450000                   360000      None                                                 0                            0      U
671017811                                      530000             0                   477000      6 mo int on 80%                                     36                           35                0
671017827                                      410000        400000                399943.49      6 mo int on 80%                                     24                           22      U
671017842                                      850000             0                   595000      6 mo int on 80%                                     24                           23      N
671017878                                      182000        182000                181982.19      6 mo int on 80%                                     24                           23      U
671017897                                      825000             0                   783750      6 mo int on 80%                                     24                           23      U
671017920                                      635000             0                   603250      None                                                 0                            0      U
671017922                                      630000             0                   598500      6 mo int on 80%                                     24                           23      U
671017930                                      451000             0                427442.94      6 mo int on 80%                                     24                           23      U
671017937                                      618000        618000                   618000      6 mo int on 80%                                     24                           23      U
671017971                                      315000        315000                   315000      6 mo int on 80%                                     24                           23      U
671018009                                      400000        150000                   135000      6 mo int on 80%                                     24                           24      U
671018900                                      735000        720000                   720000      6 mo int on 80%                                     24                           23      U
671019028                                      590000             0                   560363      6 mo int on 80%                                     24                           23      U
671019146                                      190000             0                   171000      6 mo int on 80%                                     24                           24      U
831071287                                      510000        510000                407529.63      6 mo int on 80%                                     24                           20      U
831071296                                      550000        550000                109857.36      6 mo int on 80%                                     24                           19                0
831071297                                      510000        510000                101916.35      6 mo int on 80%                                     24                           20                0
831071453                                      650000             0                 519048.2      None                                                 0                            0      N
831071493                                      530000        530000                105923.13      6 mo int on 80%                                     24                           20                0
831072384                                      380000        355000                 70914.17      None                                                 0                            0                0
831072523                                      385000        365000                 72936.55      None                                                 0                            0                0
831072707                                      128000        124500                 99385.77      None                                                 0                            0      N
831072867                                      238000        236000                 47173.84      None                                                 0                            0                0
831072894                                      500000        500000                399538.86      6 mo int on 80%                                     24                           20      U
831072895                                      433000        433000                   346400      6 mo int on 80%                                     24                           20      N
831072899                                      466000        465500                   372400      6 mo int on 80%                                     24                           20      N
831072901                                      470000             0                422669.37      6 mo int on 80%                                     24                           20      U
831072906                                      290000        287150                229479.43      6 mo int on 80%                                     24                           20      U
831072911                                     1050000             0                838648.72      6 mo int on 80%                                     12                            8      N
831072913                                      290000        287150                  57376.5      None                                                 0                            0                0
831072914                                      433000        433000                 86558.24      6 mo int on 80%                                     24                           20                0
831072915                                      466000        465500                 93031.72      6 mo int on 80%                                     24                           20                0
831072916                                      310000        310000                  61951.9      6 mo int on 80%                                     24                           20                0
831072919                                      500000        500000                 99928.67      6 mo int on 80%                                     24                           20                0
831072920                                     1450000             0               1048144.11      None                                                 0                            0      N
831073170                                      300000        299999                 59965.25      6 mo int on 80%                                     36                           33                0
831073173                                      450000        446000                   356800      None                                                 0                            0      N
831073174                                      205000        205000                163820.15      None                                                 0                            0      N
831073204                                      240000        200000                159840.28      3% / 2% / 1%                                        24                           20      U
831073237                                      470000        470000                375746.23      2% of ppd amt                                       24                           20      U
831073253                                      815000             0                651850.02      5% of OPB                                           12                            9      U
831073312                                      330000        330000                   264000      6 mo int on 80%                                     12                            8      N
831073313                                      330000        330000                 65928.75      6 mo int on 80%                                     12                            8                0
831073314                                      731000             0                584409.34      6 mo int on 80%                                     24                           20      U
831073371                                      245000        242500                 48464.41      None                                                 0                            0                0
831073398                                      515000        505000                100927.57      6 mo int on 80%                                     24                           20                0
831073600                                      915000        915000                731481.57      6 mo int on 80%                                     24                           21      U
831073601                                      915000        915000                182861.59      6 mo int on 80%                                     24                           21                0
831073611                                      166000        165000                 131894.4      6 mo int on 80%                                     24                           21      U
831073612                                      166000        165000                 32977.06      6 mo int on 80%                                     24                           21                0
831073618                                      725000             0                579136.43      6 mo int on 80%                                     24                           21      N
831073624                                      143000        139000                111090.17      6 mo int on 80%                                     24                           21      N
831073672                                     1135000             0                793429.94      5% of OPB                                           12                            9      N
831073679                                      635000             0                507345.37      6 mo int on 80%                                     24                           21      N
831073680                                      820000             0                   600000      6 mo int on 80%                                     36                           32                0
831073681                                      625000        625000                   500000      6 mo int on 80%                                     24                           21      N
831073682                                      625000        625000                124939.19      6 mo int on 80%                                     24                           21                0
831073685                                      550000        540000                431830.74      6 mo int on 80%                                     24                           21      U
831074155                                      650000             0                464372.62      None                                                 0                            0      N
831074207                                      530000             0                   477000      6 mo int on 80%                                     24                           21      N
831074609                                      419000        419000                 83756.89      6 mo int on 80%                                     24                           21                0
831074619                                      412000        412000                329358.52      6 mo int on 80%                                     24                           21      U
831074624                                      535000             0                427841.92      None                                                 0                            0      U
831074627                                      247000        247000                197173.36      6 mo int on 80%                                     24                           21      N
831074631                                      412000        412000                 82349.92      6 mo int on 80%                                     24                           21                0
831074633                                      247000        247000                 49365.66      6 mo int on 80%                                     24                           21                0
841020363                                      175000        174900                165721.68      2% / 1%                                             24                           19      U
841020776                                      208000        208000                 41570.89      None                                                 0                            0                0
841021464                                      225000        225000                 44967.04      1% of amt prepaid                                   36                           31                0
841023335                                      315000        315000                 62721.79      1% of amt prepaid                                   24                           20                0
841023373                                       75000             0                 70124.22      1% of amt prepaid                                   24                           20      U
841023756                                      295000        294705                 58908.03      1% of amt prepaid                                   36                           33                0
841023767                                      130000             0                123278.61      1% of amt prepaid                                   24                           22                0
841023887                                      186000        184740                147687.72      2% / 1%                                             24                           21      U
841023890                                      186000        184740                 36925.11      None                                                 0                            0                0
841024217                                      169000        167010                133564.13      2% / 1%                                             24                           22      U
841024503                                      100000             0                 74989.35      1% of amt prepaid                                   24                           22      U
841024533                                      235000        230000                229854.53      1% of amt prepaid                                   36                           34                0
841024879                                      120000        116000                 92781.87      1% of amt prepaid                                   24                           22      U
841024892                                      185000        185000                147922.47      1% of amt prepaid                                   24                           22      U
861003593                                      617000        572990                543391.38      6 mo int on 80%                                     12                            5      U
871006722                                      480000        458000                   412200      None                                                 0                            0      U
871006909                                      580000        462000                438670.07      None                                                 0                            0      U
871006945                                      430000        425000                   340000      None                                                 0                            0      U
871007016                                      305000        295000                265153.24      None                                                 0                            0      U
871007064                                      264000        249900                199873.33      None                                                 0                            0      U
871007110                                     1150000             0                863926.46      None                                                 0                            0      U
871007147                                      865000             0                648387.05      None                                                 0                            0      U
871007188                                      650000             0                591118.95      None                                                 0                            0      U
871007195                                      475000        475000                 308551.1      None                                                 0                            0      U
871007219                                      515000             0                437557.25      6 mo int on 80%                                     12                           10      U
871007248                                      349000        349000                279085.93      None                                                 0                            0      U
871007374                                      750000             0                674886.58      None                                                 0                            0      U
951001148                                      650000        650000                649896.91      None                                                 0                            0      U
951001177                                      214000        213950                203219.06      2% of ppd amt                                       24                           22      U
951001259                                      600000        600000                569886.98      None                                                 0                            0      U
951001569                                       81000         77500                 77466.71      2% / 1%                                             24                           23      U
951001622                                      700000             0                   630000      None                                                 0                            0      U
951001671                                      206000        198000                   123000      3% / 2% / 1%                                        24                           23      U
951001994                                       60000         60000                    51000      1% of amt prepaid                                   24                           24      U
951002016                                       98000         99000                    94050      1% of amt prepaid                                   36                           35                0
951002146                                      357000        357000                   285600      1% of amt prepaid                                   36                           35      U
951002174                                      199000        199000                   199000      1% of amt prepaid                                   24                           23      U
951002233                                      280000        280000                279832.11      1% of UPB                                           24                           23      U
951002355                                       80000         80000                    72000      1% of amt prepaid                                   36                           36      U
951002576                                       59000         57500                    57500      1% of amt prepaid                                   24                           23      U
951002724                                      198000             0                   124800      3% / 2% / 1%                                        24                           23      U
951002984                                      690000             0                551669.02      6 mo int on 80%                                     12                           11      U
951003242                                      170000             0                   136000      6 mo int on 80%                                     24                           24      U
951003264                                      290000             0                   202000      None                                                 0                            0      U
961074355                                     1245000             0                848483.66      None                                                 0                            0      N
961074742                                      985000             0                874612.09      6 mo int on 80%                                     24                           22      N
961074961                                      160500        160500                144385.97      6 mo int on 80%                                     36                           34      N
961075254                                      735000             0                697664.38      6 mo int on 80%                                     36                           34      N
961076795                                      800000             0                   640000      6 mo int on 80%                                     24                           23      N
961076973                                      226000        225000                   202500      6 mo int on 80%                                     36                           36      U
961076976                                      280000             0                   210000      6 mo int on 80%                                     24                           23      N
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

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

=======================================================================================================================================================================================================


-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
          Loan Number                              Product                   Lien Position   Minimum Mortgage Rate     Maximum Mortgage Rate    Gross Margin    Next Adjustment Date  Initial Periodic Rate Cap
-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
031045594                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.5                      12.5             5.6              12/1/2008                        3
031045852                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
031046231                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      5.59                      11.6            5.59               1/1/2009                        3
031046233                             2/28 6 MO LIBOR                       First Lien                      6.25                      14.9            6.25              12/1/2008                        3
031046235                             3/27 6 MO LIBOR                       First Lien                       5.6                      13.9             5.6              12/1/2009                        3
031046274                             2/28 6 MO LIBOR IO                    First Lien                       6.1                     12.65             6.1               1/1/2009                        3
031046325                             5/25 6 MO LIBOR                       First Lien                       5.6                     12.35             5.6              12/1/2011                        3
051068817                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
051069064                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      9.45                     15.45            5.85               9/1/2008                        3
051071274                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
051071429                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
051071659                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
051071991                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
051072026                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
051072848                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      5.85                    15.775            5.85              12/1/2008                        3
051072885                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      5.85                     14.73            5.85               1/1/2009                        3
051072944                             2/28 6 MO LIBOR                       First Lien                      5.85                      16.5            5.85              12/1/2008                        3
051073104                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
051073176                             2/28 6 MO LIBOR                       First Lien                      6.85                     17.85            6.85               2/1/2009                        3
051073223                             2/28 6 MO LIBOR                       First Lien                      5.85                     13.95            5.85               1/1/2009                        3
051073283                             2/28 6 MO LIBOR                       First Lien                      5.85                      14.8            5.85              12/1/2008                        3
051073532                             2/28 6 MO LIBOR                       First Lien                         6                     14.62               6               1/1/2009                        3
051073852                             2/28 6 MO LIBOR                       First Lien                      5.85                    15.175            5.85               1/1/2009                        3
051073914                             2/28 6 MO LIBOR                       First Lien                      5.85                    15.425            5.85               1/1/2009                        3
051073923                             2/28 6 MO LIBOR                       First Lien                       6.4                      18.3             6.4               2/1/2009                        3
051074000                             2/28 6 MO LIBOR                       First Lien                      5.85                     15.95            5.85               1/1/2009                        3
051074003                             2/28 6 MO LIBOR                       First Lien                      5.85                    14.925            5.85               1/1/2009                        3
051074033                             2/28 6 MO LIBOR                       First Lien                      5.85                    14.525            5.85               1/1/2009                        3
051074046                             2/28 6 MO LIBOR                       First Lien                      5.85                      14.9            5.85               2/1/2009                        3
051074081                             2/28 6 MO LIBOR                       First Lien                      5.85                     16.75            5.85               1/1/2009                        3
051074123                             2/28 6 MO LIBOR                       First Lien                      5.85                    14.375            5.85               1/1/2009                        3
051074208                             2/28 6 MO LIBOR                       First Lien                       5.6                     15.75             5.6               2/1/2009                        3
051074309                             2/28 6 MO LIBOR                       First Lien                      5.85                      16.6            5.85               2/1/2009                        3
051074322                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
051074326                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
051074470                             2/28 6 MO LIBOR                       First Lien                      5.85                      16.4            5.85               2/1/2009                        3
051074483                             2/28 6 MO LIBOR                       First Lien                      5.85                     13.25            5.85               1/1/2009                        3
051074486                             2/28 6 MO LIBOR                       First Lien                      5.85                    13.325            5.85               2/1/2009                        3
051074614                             2/28 6 MO LIBOR                       First Lien                       6.5                     15.95             6.5               2/1/2009                        3
051074638                             5/25 6 MO LIBOR                       First Lien                      5.85                    14.575            5.85               2/1/2012                        3
051074642                             2/28 6 MO LIBOR                       First Lien                      5.85                     16.75            5.85               2/1/2009                        3
051074654                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
061072479                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.8                     14.45             5.8               2/1/2009                        3
061073343                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
061074262                             2/28 6 MO LIBOR                       First Lien                       5.6                     14.15             5.6              12/1/2008                        3
061074334                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
061074376                             2/28 6 MO LIBOR                       First Lien                      6.25                     16.43            6.25              12/1/2008                        3
061074588                             2/28 6 MO LIBOR                       First Lien                         6                      15.8               6               2/1/2009                        3
061074683                             2/28 6 MO LIBOR                       First Lien                       6.1                     10.27             6.1              12/1/2008                        3
061074684                             2/28 6 MO LIBOR                       First Lien                       5.6                    15.375             5.6               2/1/2009                        3
061074734                             2/28 6 MO LIBOR                       First Lien                         6                     16.75               6               1/1/2009                        3
061074735                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.4               6               1/1/2009                        3
061074817                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                      15.1             5.6               1/1/2009                        3
061074884                             2/28 6 MO LIBOR                       First Lien                         6                     15.45               6               1/1/2009                        3
061075025                             2/28 6 MO LIBOR                       First Lien                      7.55                     13.55             6.3              12/1/2008                        3
061075092                             2/28 6 MO LIBOR                       First Lien                       5.6                    13.375             5.6               1/1/2009                        3
061075161                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
061075190                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         7                     14.35               7               1/1/2009                        3
061075451                             2/28 6 MO LIBOR                       First Lien                         6                    16.225               6               1/1/2009                        3
061075559                             2/28 6 MO LIBOR                       First Lien                         6                     14.55               6               2/1/2009                        3
061075603                             2/28 6 MO LIBOR                       First Lien                         6                      15.7               6               2/1/2009                        3
061075636                             2/28 6 MO LIBOR                       First Lien                         6                     15.99               6               1/1/2009                        3
061075684                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     16.05               6               1/1/2009                        3
061075783                             2/28 6 MO LIBOR                       First Lien                       6.2                     16.14             6.2               1/1/2009                        3
061075895                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
061075916                             2/28 6 MO LIBOR                       First Lien                         6                      17.9               6               2/1/2009                        3
061076302                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
061076363                             2/28 6 MO LIBOR                       First Lien                       6.2                     14.65             6.2               3/1/2009                        3
061076449                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
061076463                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
061076490                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
061076509                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
061076524                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
061076551                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
061076563                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         4                      17.7               4               2/1/2009                        3
061076576                             2/28 6 MO LIBOR                       First Lien                         6                        18               6               2/1/2009                        3
061076609                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                     14.95             6.4               2/1/2009                        3
061076618                             2/28 6 MO LIBOR                       First Lien                         6                      15.4               6               2/1/2009                        3
061076621                             2/28 6 MO LIBOR                       First Lien                         6                     15.45               6               2/1/2009                        3
061076653                             3/27 6 MO LIBOR                       First Lien                         6                      15.7               6               2/1/2010                        3
061076702                             2/28 6 MO LIBOR                       First Lien                         6                    13.832               6               2/1/2009                        3
061076739                             2/28 6 MO LIBOR                       First Lien                      6.65                        15            6.65               2/1/2009                        3
061076757                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
061076771                             2/28 6 MO LIBOR                       First Lien                         6                     17.15               6               2/1/2009                        3
061076778                             2/28 6 MO LIBOR                       First Lien                         4                      18.1               4               3/1/2009                        3
061076829                             2/28 6 MO LIBOR                       First Lien                         6                      17.8               6               2/1/2009                        3
061076915                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
061076923                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
061076935                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
061076949                             2/28 6 MO LIBOR                       First Lien                         6                     13.99               6               2/1/2009                        3
061076967                             2/28 6 MO LIBOR                       First Lien                      7.25                     14.75            7.25               2/1/2009                        3
061077035                             Fixed Rate 30 Yr Rate Reduction       First Lien                         0                         0               0                                               0
061077058                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
061077061                             2/28 6 MO LIBOR                       First Lien                         5                      17.7               5               3/1/2009                        3
061077068                             2/28 6 MO LIBOR                       First Lien                         7                     16.95               7               2/1/2009                        3
061077114                             2/28 6 MO LIBOR                       First Lien                         6                      16.2               6               2/1/2009                        3
061077117                             2/28 6 MO LIBOR                       First Lien                       6.2                     17.25             6.2               2/1/2009                        3
061077124                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      17.2               6               2/1/2009                        3
061077134                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
061077159                             2/28 6 MO LIBOR                       First Lien                         6                     13.55               6               2/1/2009                        3
061077162                             2/28 6 MO LIBOR                       First Lien                      7.25                     15.05            7.25               2/1/2009                        3
061077210                             2/28 6 MO LIBOR                       First Lien                         6                     16.15               6               2/1/2009                        3
061077221                             2/28 6 MO LIBOR                       First Lien                      7.25                    15.275            7.25               2/1/2009                        3
061077258                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
061077311                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
061077341                             2/28 6 MO LIBOR                       First Lien                         6                      15.5               6               2/1/2009                        3
061077343                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
061077427                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.7               6               2/1/2009                        3
061077450                             2/28 6 MO LIBOR                       First Lien                       6.4                     15.99             6.4               2/1/2009                        3
061077594                             2/28 6 MO LIBOR                       First Lien                         6                    16.125               6               2/1/2009                        3
061077632                             2/28 6 MO LIBOR                       First Lien                         6                     14.15               6               2/1/2009                        3
061077644                             2/28 6 MO LIBOR                       First Lien                         6                     15.12               6               2/1/2009                        3
061077676                             2/28 6 MO LIBOR                       First Lien                         6                      17.1               6               2/1/2009                        3
061077699                             Fixed Rate 40/30 Balloon Rate ReductioFirst Lien                         0                         0               0                                               0
061077705                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
061077707                             2/28 6 MO LIBOR IO                    First Lien                         6                     14.32               6               2/1/2009                        3
061077709                             2/28 6 MO LIBOR                       First Lien                         6                      16.2               6               2/1/2009                        3
061077845                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
061077859                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
061077866                             2/28 6 MO LIBOR                       First Lien                       6.2                      16.8             6.2               2/1/2009                        3
061077879                             2/28 6 MO LIBOR                       First Lien                         6                     17.25               6               3/1/2009                        3
061077886                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
061077951                             Fixed Rate 50/30 Balloon              First Lien                         0                         0               0                                               0
061077952                             2/28 6 MO LIBOR                       First Lien                         6                     14.65               6               2/1/2009                        3
061078000                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
061078001                             Fixed Rate 50/30 Balloon              First Lien                         0                         0               0                                               0
061078003                             3/27 6 MO LIBOR                       First Lien                         6                      15.5               6               3/1/2010                        3
061078011                             2/28 6 MO LIBOR                       First Lien                       6.4                      16.8             6.4               3/1/2009                        3
061078040                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
061078059                             2/28 6 MO LIBOR                       First Lien                         6                      14.1               6               2/1/2009                        3
061078067                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
061078147                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                    15.575             6.2               3/1/2009                        3
061078190                             Fixed Rate 30 Yr Rate Reduction       First Lien                         0                         0               0                                               0
061078204                             Fixed Rate 50/30 Balloon              First Lien                         0                         0               0                                               0
061078288                             2/28 6 MO LIBOR                       First Lien                         6                     17.05               6               3/1/2009                        3
061078411                             2/28 6 MO LIBOR                       First Lien                         6                    15.325               6               3/1/2009                        3
061078484                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      15.2               6               3/1/2009                        3
061079829                             2/28 6 MO LIBOR                       First Lien                         6                     15.95               6               3/1/2009                        3
061081871                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
061081923                             2/28 6 MO LIBOR                       First Lien                         6                     18.05               6               4/1/2009                        1
101062552                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
101063222                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
101063411                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
101063677                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
101063784                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
101063806                             2/28 6 MO LIBOR                       First Lien                     10.95                     16.95            6.25              11/1/2008                        3
101063808                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
101064321                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
101064666                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
101065266                             2/28 6 MO LIBOR                       First Lien                       9.8                      15.8             6.1              11/1/2008                        3
101065341                             5/25 6 MO LIBOR                       First Lien                       9.9                      15.9               6              11/1/2011                        3
101065429                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.85                      15.5            6.85               2/1/2009                        3
101065498                             2/28 6 MO LIBOR                       First Lien                      8.75                     14.75             5.6              12/1/2008                        3
101065821                             2/28 6 MO LIBOR                       First Lien                      7.75                     13.75             5.6              12/1/2008                        3
101066049                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      9.65                     15.65             5.6              12/1/2008                        3
101066634                             2/28 6 MO LIBOR                       First Lien                       5.8                      14.4             5.8               2/1/2009                        3
101066721                             2/28 6 MO LIBOR                       First Lien                     11.15                     17.15             5.6               1/1/2009                        3
101066799                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     14.95             5.6               1/1/2009                        3
101066814                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.95               6               1/1/2012                        3
101066839                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.7               6               1/1/2009                        3
101066894                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
101066955                             5/25 6 MO LIBOR                       First Lien                     7.175                    13.175             5.4               1/1/2012                        3
101066985                             3/27 6 MO LIBOR                       First Lien                       6.4                    15.925             6.4               1/1/2010                        3
101067079                             2/28 6 MO LIBOR                       First Lien                     11.05                     17.05               6               1/1/2009                        3
101067095                             2/28 6 MO LIBOR                       First Lien                         6                        15               6               3/1/2009                        3
101067104                             2/28 6 MO LIBOR                       First Lien                         6                    14.975               6               1/1/2009                        3
101067111                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
101067235                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       7.1                      14.9             7.1               1/1/2009                        3
101067420                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
101067426                             2/28 6 MO LIBOR                       First Lien                         6                     16.15               6               1/1/2009                        3
101067481                             2/28 6 MO LIBOR                       First Lien                       6.4                     16.75             6.4               2/1/2009                        3
101067641                             2/28 6 MO LIBOR                       First Lien                         6                     14.05               6               2/1/2009                        3
101067683                             2/28 6 MO LIBOR                       First Lien                      7.99                     13.99               6               2/1/2009                        3
101067692                             Fixed Rate 15 Yr                      First Lien                         0                         0               0                                               0
101067720                             2/28 6 MO LIBOR                       First Lien                         6                     14.95               6               3/1/2009                        3
101067730                             2/28 6 MO LIBOR                       First Lien                       8.4                      14.4             6.2               2/1/2009                        3
101067735                             2/28 6 MO LIBOR                       First Lien                      9.05                     15.05            5.37               2/1/2009                        3
101067771                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
101067786                             2/28 6 MO LIBOR                       First Lien                         6                     15.45               6               2/1/2009                        3
101067787                             2/28 6 MO LIBOR                       First Lien                       8.4                      14.4             7.1               2/1/2009                        3
101067827                             2/28 6 MO LIBOR                       First Lien                         6                     15.45               6               2/1/2009                        3
101067835                             Fixed Rate 20 Yr                      First Lien                         0                         0               0                                               0
101067848                             2/28 6 MO LIBOR                       First Lien                       5.4                     14.05             5.4              12/1/2008                        3
101067850                             3/27 6 MO LIBOR                       First Lien                         6                    15.625               6               2/1/2010                        3
101067856                             2/28 6 MO LIBOR                       First Lien                         6                    16.275               6               2/1/2009                        3
101067863                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
101067886                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
101067893                             2/28 6 MO LIBOR                       First Lien                      6.65                     15.99            6.65               2/1/2009                        3
101067913                             2/28 6 MO LIBOR                       First Lien                         6                    15.925               6               2/1/2009                        3
101067923                             2/28 6 MO LIBOR                       First Lien                         6                    13.725               6               2/1/2009                        3
101067972                             2/28 6 MO LIBOR                       First Lien                         6                     17.55               6               2/1/2009                        3
101068013                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
101068015                             2/28 6 MO LIBOR                       First Lien                       6.2                     14.35             6.2               2/1/2009                        3
101068042                             2/28 6 MO LIBOR                       First Lien                         6                      14.9               6               2/1/2009                        3
101068060                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
101068061                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
101068071                             2/28 6 MO LIBOR                       First Lien                         6                      14.9               6               2/1/2009                        3
101068153                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
101068240                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
101068242                             2/28 6 MO LIBOR                       First Lien                      6.65                     16.25            6.65               2/1/2009                        3
101068277                             2/28 6 MO LIBOR                       First Lien                         6                     15.95               6               2/1/2009                        3
101068312                             2/28 6 MO LIBOR                       First Lien                         6                      16.5               6               3/1/2009                        3
101068384                             2/28 6 MO LIBOR                       First Lien                      6.25                     14.95            6.25               2/1/2009                        3
101068390                             2/28 6 MO LIBOR                       First Lien                         6                     16.47               6               2/1/2009                        3
101068476                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
101068487                             2/28 6 MO LIBOR                       First Lien                      6.65                     17.25            6.65               2/1/2009                        3
101068491                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
101068532                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
101068535                             2/28 6 MO LIBOR                       First Lien                         6                     17.65               6               3/1/2009                        3
101068541                             2/28 6 MO LIBOR IO                    First Lien                         6                      13.4               6               2/1/2009                        3
101068550                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
101068559                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.15               6               2/1/2009                        3
101068562                             2/28 6 MO LIBOR                       First Lien                         6                     17.05               6               2/1/2009                        3
101068586                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
101068607                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
101068718                             2/28 6 MO LIBOR                       First Lien                         6                     15.25               6               3/1/2009                        3
101068768                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
101068788                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
101068837                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     15.15               6               3/1/2009                        3
101068840                             2/28 6 MO LIBOR                       First Lien                         6                     14.95               6               2/1/2009                        3
101068843                             2/28 6 MO LIBOR                       First Lien                         6                    15.675               6               2/1/2009                        3
101068902                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
101068903                             2/28 6 MO LIBOR                       First Lien                       6.2                     17.75             6.2               3/1/2009                        3
101068904                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
101068905                             2/28 6 MO LIBOR                       First Lien                      9.25                     15.25               6               2/1/2009                        3
101068948                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
101068970                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
101069051                             2/28 6 MO LIBOR                       First Lien                         6                    15.805               6               3/1/2009                        3
101069087                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
101069088                             2/28 6 MO LIBOR IO                    First Lien                         6                      13.6               6               2/1/2009                        3
101069106                             2/28 6 MO LIBOR                       First Lien                         6                    15.575               6               3/1/2009                        3
101069250                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
101069261                             2/28 6 MO LIBOR                       First Lien                      9.25                     15.25               6               3/1/2009                        3
101069438                             2/28 6 MO LIBOR                       First Lien                       6.2                    16.825             6.2               3/1/2009                        3
101069480                             2/28 6 MO LIBOR                       First Lien                         6                        16               6               3/1/2009                        3
101069490                             2/28 6 MO LIBOR                       First Lien                         6                    13.675               6               3/1/2009                        3
101069682                             2/28 6 MO LIBOR                       First Lien                         6                      17.3               6               3/1/2009                        3
101070685                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
101071409                             2/28 6 MO LIBOR                       First Lien                         6                    16.925               6               4/1/2009                        1
111002526                             5/25 6 MO LIBOR IO                    First Lien                       5.6                    12.675             5.6              12/1/2011                        3
111002540                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.8                      13.9             5.8              12/1/2008                        3
111002599                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     13.25             5.6              12/1/2008                        3
111002608                             2/28 6 MO LIBOR IO                    First Lien                       5.6                        13             5.6              12/1/2008                        3
111002763                             2/28 6 MO LIBOR IO                    First Lien                         6                      13.1               6               1/1/2009                        3
111002773                             2/28 6 MO LIBOR                       First Lien                      6.65                      13.4            6.65               2/1/2009                        3
111002776                             2/28 6 MO LIBOR IO                    First Lien                         6                     12.75               6               1/1/2009                        3
111002794                             2/28 6 MO LIBOR                       First Lien                         6                     12.45               6               1/1/2009                        3
111002817                             2/28 6 MO LIBOR                       First Lien                         6                     13.15               6               2/1/2009                        3
111002827                             2/28 6 MO LIBOR                       First Lien                       6.4                     13.65             6.4               1/1/2009                        3
111002869                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
111002888                             2/28 6 MO LIBOR                       First Lien                         6                      14.1               6               2/1/2009                        3
111002890                             2/28 6 MO LIBOR                       First Lien                         6                     13.75               6               2/1/2009                        3
111002914                             2/28 6 MO LIBOR IO                    First Lien                         6                     12.15               6               2/1/2009                        3
111002984                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    12.775               6               2/1/2009                        3
111002997                             Fixed Rate 50/30 Balloon              First Lien                         0                         0               0                                               0
111003025                             2/28 6 MO LIBOR                       First Lien                      5.94                     11.95            5.94               2/1/2009                        3
121049118                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
121049337                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
121049960                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
121050205                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
121050213                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
121050341                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
121051002                             2/28 6 MO LIBOR                       First Lien                       5.6                     14.85             5.6               1/1/2009                        3
121051046                             2/28 6 MO LIBOR                       First Lien                       5.8                     14.35             5.8              12/1/2008                        3
121051133                             2/28 6 MO LIBOR                       First Lien                       5.6                     13.85             5.6              12/1/2008                        3
121051191                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                      15.3             5.6               1/1/2009                        3
121051274                             2/28 6 MO LIBOR                       First Lien                         6                      14.8               6               1/1/2009                        3
121051281                             2/28 6 MO LIBOR IO                    First Lien                       5.6                      13.5             5.6               1/1/2009                        3
121051325                             2/28 6 MO LIBOR                       First Lien                       5.6                     12.55             5.6               1/1/2009                        3
121051346                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     14.85             5.6               1/1/2009                        3
121051358                             2/28 6 MO LIBOR                       First Lien                       5.6                     14.05             5.6               1/1/2009                        3
121051424                             2/28 6 MO LIBOR                       First Lien                         6                        15               6               2/1/2009                        3
121051458                             2/28 6 MO LIBOR                       First Lien                         6                      13.9               6               2/1/2009                        3
121051505                             2/28 6 MO LIBOR                       First Lien                         6                      13.1               6               1/1/2009                        3
121051542                             3/27 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.3               6               1/1/2010                        3
121051592                             2/28 6 MO LIBOR                       First Lien                       6.4                      14.9             6.4               3/1/2009                        3
121051602                             2/28 6 MO LIBOR                       First Lien                      6.65                    16.625            6.65               2/1/2009                        3
121051606                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                        15               6               1/1/2009                        3
121051644                             2/28 6 MO LIBOR                       First Lien                         6                      14.2               6               1/1/2009                        3
121051699                             2/28 6 MO LIBOR                       First Lien                      6.65                    15.175            6.65               2/1/2009                        3
121051719                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.2               6               2/1/2009                        3
121051724                             2/28 6 MO LIBOR                       First Lien                      6.25                     15.15            6.25               2/1/2009                        3
121051743                             2/28 6 MO LIBOR                       First Lien                         6                     14.05               6               2/1/2009                        3
121051757                             2/28 6 MO LIBOR                       First Lien                      6.65                    16.465            6.65               2/1/2009                        3
121051769                             2/28 6 MO LIBOR                       First Lien                         6                    14.725               6               2/1/2009                        3
121051770                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
121051778                             2/28 6 MO LIBOR                       First Lien                      6.65                     14.35            6.65               2/1/2009                        3
121051785                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
121051830                             2/28 6 MO LIBOR IO                    First Lien                         6                      13.4               6               2/1/2009                        3
121051920                             2/28 6 MO LIBOR                       First Lien                         6                    15.675               6               2/1/2009                        3
121051936                             2/28 6 MO LIBOR                       First Lien                       6.4                    13.875             6.4               2/1/2009                        3
121051956                             3/27 6 MO LIBOR                       First Lien                         6                     15.25               6               2/1/2010                        3
121051992                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.25               6               2/1/2012                        3
121052034                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    14.725               6               2/1/2009                        3
121052048                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     15.45               6               2/1/2009                        3
121052056                             2/28 6 MO LIBOR                       First Lien                         6                      15.4               6               2/1/2009                        3
121052079                             2/28 6 MO LIBOR                       First Lien                         6                     18.15               6               3/1/2009                        3
121052117                             2/28 6 MO LIBOR                       First Lien                         6                      15.5               6               2/1/2009                        3
121052127                             2/28 6 MO LIBOR                       First Lien                         6                    14.225               6               2/1/2009                        3
121052131                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
121052143                             2/28 6 MO LIBOR                       First Lien                      6.65                     15.45            6.65               2/1/2009                        3
121052174                             2/28 6 MO LIBOR                       First Lien                         6                    15.775               6               2/1/2009                        3
121052179                             2/28 6 MO LIBOR                       First Lien                         6                    13.575               6               2/1/2009                        3
121052189                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                    15.275             6.4               3/1/2009                        3
121052256                             2/28 6 MO LIBOR                       First Lien                         6                     16.05               6               3/1/2009                        3
121052279                             2/28 6 MO LIBOR                       First Lien                         6                    15.775               6               2/1/2009                        3
121052283                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                     15.95             6.2               2/1/2009                        3
121052323                             2/28 6 MO LIBOR                       First Lien                       5.8                     18.35             5.8               2/1/2009                        3
121052474                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     12.14               6               3/1/2009                        3
121052493                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
121052876                             5/25 6 MO LIBOR IO                    First Lien                         6                    15.275               6               3/1/2012                        3
121052950                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    12.125               6               3/1/2009                        3
121054238                             2/28 6 MO LIBOR                       First Lien                         6                        18               6               4/1/2009                        1
141056775                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
141056893                             2/28 6 MO LIBOR                       First Lien                       7.4                      13.4            5.85              11/1/2008                        3
141057002                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
141057517                             2/28 6 MO LIBOR                       First Lien                       5.6                     13.95             5.6              12/1/2008                        3
141057589                             2/28 6 MO LIBOR                       First Lien                       5.6                      14.4             5.6              12/1/2008                        3
141057774                             2/28 6 MO LIBOR                       First Lien                       5.6                     13.83             5.6              12/1/2008                        3
141057827                             2/28 6 MO LIBOR                       First Lien                       5.6                      14.7             5.6               1/1/2009                        3
141057837                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
151035947                             2/28 6 MO LIBOR                       First Lien                      9.95                     15.95             6.1               8/1/2008                        3
151036192                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
151039051                             2/28 6 MO LIBOR                       First Lien                       5.6                        14             5.6               1/1/2009                        3
151039057                             2/28 6 MO LIBOR                       First Lien                       5.6                     14.85             5.6              12/1/2008                        3
151039332                             2/28 6 MO LIBOR                       First Lien                       5.6                      15.4             5.6               1/1/2009                        3
151039377                             2/28 6 MO LIBOR                       First Lien                       5.6                     16.55             5.6              12/1/2008                        3
151039415                             2/28 6 MO LIBOR                       First Lien                       5.6                     14.55             5.6              12/1/2008                        3
151039441                             2/28 6 MO LIBOR                       First Lien                         6                     15.47               6              12/1/2008                        3
151039484                             2/28 6 MO LIBOR                       First Lien                       5.6                     13.85             5.6              12/1/2008                        3
151039510                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                      12.9             6.2               2/1/2009                        3
151039685                             2/28 6 MO LIBOR                       First Lien                       5.6                      14.4             5.6               1/1/2009                        3
151039755                             2/28 6 MO LIBOR                       First Lien                      6.65                      15.7            6.65               3/1/2009                        3
151039768                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                      13.6             5.6               1/1/2009                        3
151039777                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                     14.75             6.2               1/1/2009                        3
151039779                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     14.15             5.6               1/1/2009                        3
151039797                             2/28 6 MO LIBOR                       First Lien                         6                      15.2               6               2/1/2009                        3
151039804                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.5                      13.4             5.5               1/1/2009                        3
151039810                             5/25 6 MO LIBOR                       First Lien                       5.6                        15             5.6               1/1/2012                        3
151039836                             2/28 6 MO LIBOR                       First Lien                       5.6                        16             5.6               2/1/2009                        3
151039837                             2/28 6 MO LIBOR                       First Lien                       5.6                     14.85             5.6               1/1/2009                        3
151039956                             2/28 6 MO LIBOR                       First Lien                       5.6                      14.1             5.6               2/1/2009                        3
151039984                             2/28 6 MO LIBOR                       First Lien                      6.25                     15.95            6.25               2/1/2009                        3
151039985                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                        14               6               1/1/2009                        3
151040026                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
151040058                             2/28 6 MO LIBOR                       First Lien                       6.4                      15.5             6.4               1/1/2009                        3
151040081                             2/28 6 MO LIBOR                       First Lien                       7.3                        16             7.3               1/1/2009                        3
151040140                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     15.25               6               2/1/2009                        3
151040158                             2/28 6 MO LIBOR                       First Lien                       6.4                      15.5             6.4               2/1/2009                        3
151040196                             3/27 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                      10.9             6.4               2/1/2010                        3
151040200                             2/28 6 MO LIBOR                       First Lien                         6                      16.5               6               1/1/2009                        3
151040218                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     12.85               6               1/1/2009                        3
151040219                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.95               6               1/1/2009                        3
151040257                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                     12.99             6.4               2/1/2009                        3
151040272                             2/28 6 MO LIBOR IO                    First Lien                         6                     12.95               6               1/1/2009                        3
151040302                             3/27 6 MO LIBOR 40/30 Balloon         First Lien                      6.25                    14.438            6.25               2/1/2010                        3
151040313                             2/28 6 MO LIBOR                       First Lien                      6.85                    14.325            6.85               1/1/2009                        3
151040316                             2/28 6 MO LIBOR                       First Lien                       6.2                    14.475             6.2               1/1/2009                        3
151040350                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.3               6               2/1/2009                        3
151040372                             2/28 6 MO LIBOR                       First Lien                         6                     16.94               6               3/1/2009                        3
151040402                             2/28 6 MO LIBOR                       First Lien                         6                      14.2               6               1/1/2009                        3
151040408                             2/28 6 MO LIBOR                       First Lien                         6                      15.7               6               1/1/2009                        3
151040441                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                     15.95            6.65               2/1/2009                        3
151040474                             2/28 6 MO LIBOR                       First Lien                         6                     13.85               6               2/1/2009                        3
151040488                             2/28 6 MO LIBOR                       First Lien                      7.25                     15.05            7.25               1/1/2009                        3
151040489                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     12.85               6               1/1/2009                        3
151040503                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.4               6               2/1/2009                        3
151040511                             2/28 6 MO LIBOR                       First Lien                       6.2                     15.25             6.2               2/1/2009                        3
151040540                             2/28 6 MO LIBOR                       First Lien                       6.2                     14.55             6.2               2/1/2009                        3
151040549                             2/28 6 MO LIBOR                       First Lien                       6.4                     14.15             6.4               2/1/2009                        3
151040554                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.4               6               2/1/2009                        3
151040561                             3/27 6 MO LIBOR                       First Lien                         6                    14.925               6               2/1/2010                        3
151040570                             2/28 6 MO LIBOR                       First Lien                         6                     16.35               6               2/1/2009                        3
151040626                             2/28 6 MO LIBOR                       First Lien                      6.65                    14.975            6.65               2/1/2009                        3
151040631                             2/28 6 MO LIBOR                       First Lien                      6.65                     13.95            6.65               2/1/2009                        3
151040663                             3/27 6 MO LIBOR                       First Lien                         6                      17.9               6               2/1/2010                        3
151040674                             2/28 6 MO LIBOR                       First Lien                      9.52                     15.52           5.367               2/1/2009                        3
151040716                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.65               6               2/1/2009                        3
151040727                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                     15.55             6.4               3/1/2009                        3
151040738                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
151040770                             2/28 6 MO LIBOR                       First Lien                       6.4                      14.5             6.4               2/1/2009                        3
151040793                             2/28 6 MO LIBOR                       First Lien                     7.199                      17.4           7.199               2/1/2009                        3
151040847                             2/28 6 MO LIBOR                       First Lien                       6.2                      15.6             6.2               2/1/2009                        3
151040869                             2/28 6 MO LIBOR                       First Lien                         6                      14.5               6               2/1/2009                        3
151040955                             2/28 6 MO LIBOR                       First Lien                       6.4                      14.8             6.4               2/1/2009                        3
151040964                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                      14.2             6.4               2/1/2009                        3
151040972                             2/28 6 MO LIBOR                       First Lien                         6                     16.15               6               2/1/2009                        3
151040973                             2/28 6 MO LIBOR                       First Lien                      6.65                     15.49            6.65               2/1/2009                        3
151040990                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                     14.05             6.4               2/1/2009                        3
151041010                             2/28 6 MO LIBOR                       First Lien                         6                     14.02               6               2/1/2009                        3
151041013                             2/28 6 MO LIBOR                       First Lien                         6                      14.9               6               2/1/2009                        3
151041034                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.9               6               2/1/2009                        3
151041046                             2/28 6 MO LIBOR IO                    First Lien                         6                     14.69               6               3/1/2009                        3
151041058                             2/28 6 MO LIBOR                       First Lien                         6                      17.7               6               2/1/2009                        3
151041064                             2/28 6 MO LIBOR                       First Lien                         6                      14.8               6               2/1/2009                        3
151041069                             2/28 6 MO LIBOR                       First Lien                      6.65                     15.85            6.65               2/1/2009                        3
151041070                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                     13.99             6.4               2/1/2009                        3
151041074                             2/28 6 MO LIBOR                       First Lien                         6                      14.5               6               2/1/2009                        3
151041175                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.97               6               2/1/2009                        3
151041223                             2/28 6 MO LIBOR                       First Lien                      6.65                    13.225            6.65               3/1/2009                        3
151041248                             2/28 6 MO LIBOR                       First Lien                         6                     18.15               6               2/1/2009                        3
151041251                             2/28 6 MO LIBOR                       First Lien                       5.5                     13.35             5.5               2/1/2009                        3
151041278                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
151041417                             2/28 6 MO LIBOR                       First Lien                         6                     17.35               6               3/1/2009                        3
151041418                             2/28 6 MO LIBOR                       First Lien                       6.4                      15.5             6.4               3/1/2009                        3
151041436                             2/28 6 MO LIBOR                       First Lien                         6                     16.75               6               2/1/2009                        3
151041765                             2/28 6 MO LIBOR                       First Lien                       6.4                      14.5             6.4               3/1/2009                        3
151041987                             2/28 6 MO LIBOR                       First Lien                         6                      14.2               6               3/1/2009                        3
151042136                             2/28 6 MO LIBOR                       First Lien                         6                    14.975               6               3/1/2009                        3
151042322                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
151042333                             2/28 6 MO LIBOR                       First Lien                         7                      16.6               7               4/1/2009                        3
151042618                             2/28 6 MO LIBOR                       First Lien                         6                     16.22               6               4/1/2009                        3
151042624                             2/28 6 MO LIBOR                       First Lien                      6.65                     14.95            6.65               4/1/2009                        3
151043157                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
151043349                             2/28 6 MO LIBOR                       First Lien                         6                      15.9               6               4/1/2009                        3
151043382                             2/28 6 MO LIBOR                       First Lien                      6.65                     17.15            6.65               4/1/2009                        3
161051079                             2/28 6 MO LIBOR                       First Lien                      6.25                     15.75            6.25               1/1/2009                        3
161051117                             2/28 6 MO LIBOR                       First Lien                       6.4                     15.75             6.4               2/1/2009                        3
161051138                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
161051300                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.3               6               1/1/2009                        3
161051371                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
161051599                             2/28 6 MO LIBOR                       First Lien                       5.6                      14.3             5.6              12/1/2008                        3
161051682                             2/28 6 MO LIBOR                       First Lien                       5.6                     13.85             5.6              12/1/2008                        3
161051789                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                      13.9             6.4               1/1/2012                        3
161051814                             2/28 6 MO LIBOR                       First Lien                         6                     16.42               6               2/1/2009                        3
161052021                             2/28 6 MO LIBOR                       First Lien                         6                     13.45               6               2/1/2009                        3
161052078                             2/28 6 MO LIBOR                       First Lien                         6                      13.8               6               1/1/2009                        3
161052100                             2/28 6 MO LIBOR                       First Lien                         6                     13.95               6               1/1/2009                        3
161052128                             2/28 6 MO LIBOR IO                    First Lien                         6                     15.32               6               1/1/2009                        3
161052146                             2/28 6 MO LIBOR                       First Lien                         6                      13.4               6               1/1/2009                        3
161052179                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                      13.6            6.65               2/1/2009                        3
161052190                             2/28 6 MO LIBOR                       First Lien                       6.2                     15.52             6.2               1/1/2009                        3
161052192                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       9.3                      15.3               6               1/1/2009                        3
161052193                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
161052200                             2/28 6 MO LIBOR                       First Lien                         6                     13.05               6               2/1/2009                        3
161052238                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     12.95               6               1/1/2009                        3
161052264                             2/28 6 MO LIBOR                       First Lien                       6.2                     14.95             6.2               1/1/2009                        3
161052281                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                      13.5             6.2               1/1/2009                        3
161052282                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
161052296                             2/28 6 MO LIBOR                       First Lien                      6.65                     16.05            6.65               1/1/2009                        3
161052301                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
161052303                             2/28 6 MO LIBOR                       First Lien                      6.65                      13.8            6.65               1/1/2009                        3
161052328                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.1               6               1/1/2009                        3
161052347                             3/27 6 MO LIBOR 40/30 Balloon         First Lien                         6                      12.5               6               2/1/2010                        3
161052352                             2/28 6 MO LIBOR                       First Lien                       6.4                      15.5             6.4               2/1/2009                        3
161052360                             2/28 6 MO LIBOR                       First Lien                         6                     15.57               6               2/1/2009                        3
161052363                             2/28 6 MO LIBOR                       First Lien                       6.2                     14.82             6.2               1/1/2009                        3
161052389                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
161052393                             2/28 6 MO LIBOR                       First Lien                         6                     14.55               6               2/1/2009                        3
161052414                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.35               6               1/1/2009                        3
161052430                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                     14.45             6.4               1/1/2009                        3
161052435                             2/28 6 MO LIBOR                       First Lien                      6.65                     14.89            6.65               2/1/2009                        3
161052440                             2/28 6 MO LIBOR                       First Lien                       6.2                      15.6             6.2               1/1/2009                        3
161052442                             2/28 6 MO LIBOR                       First Lien                         6                     14.85               6               2/1/2009                        3
161052443                             2/28 6 MO LIBOR                       First Lien                      7.25                      14.9            7.25               2/1/2009                        3
161052446                             2/28 6 MO LIBOR                       First Lien                       6.4                     13.99             6.4               2/1/2009                        3
161052447                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                        16               6               2/1/2009                        3
161052450                             2/28 6 MO LIBOR                       First Lien                       6.4                      13.7             6.4               2/1/2009                        3
161052461                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.15               6               2/1/2012                        3
161052465                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                     12.85             6.2               2/1/2009                        3
161052471                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
161052474                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                     14.22            6.65               2/1/2009                        3
161052478                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.95               6               2/1/2009                        3
161052483                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
161052487                             2/28 6 MO LIBOR                       First Lien                       6.2                      14.1             6.2               2/1/2009                        3
161052494                             2/28 6 MO LIBOR                       First Lien                         6                     15.32               6               2/1/2009                        3
161052508                             2/28 6 MO LIBOR                       First Lien                         6                     15.15               6               2/1/2009                        3
161052514                             2/28 6 MO LIBOR                       First Lien                         6                     16.05               6               2/1/2009                        3
161052528                             2/28 6 MO LIBOR                       First Lien                         6                     14.27               6               2/1/2009                        3
161052529                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
161052539                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                      14.8             6.4               2/1/2009                        3
161052540                             2/28 6 MO LIBOR                       First Lien                         6                     12.95               6               2/1/2009                        3
161052541                             2/28 6 MO LIBOR IO                    First Lien                       6.2                     13.79             6.2               2/1/2009                        3
161052579                             2/28 6 MO LIBOR                       First Lien                       6.8                      15.6             6.8               2/1/2009                        3
161052599                             3/27 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.23               6               2/1/2010                        3
161052613                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
161052636                             5/25 6 MO LIBOR                       First Lien                         6                        13               6               2/1/2012                        3
161052646                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.75               6               2/1/2009                        3
161052680                             2/28 6 MO LIBOR                       First Lien                         6                     14.65               6               2/1/2009                        3
161052683                             5/25 6 MO LIBOR                       First Lien                      6.65                    15.825            6.65               2/1/2012                        3
161052696                             2/28 6 MO LIBOR                       First Lien                         6                     15.17               6               2/1/2009                        3
161052723                             2/28 6 MO LIBOR                       First Lien                       6.4                     14.05             6.4               2/1/2009                        3
161052739                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
161052770                             3/27 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.57               6               2/1/2010                        3
161052806                             2/28 6 MO LIBOR                       First Lien                         6                     16.85               6               2/1/2009                        3
161052812                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.64               6               2/1/2009                        3
161052852                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     17.05               6               3/1/2009                        3
161052854                             2/28 6 MO LIBOR                       First Lien                       6.1                     12.12             6.1               2/1/2009                        3
161052858                             2/28 6 MO LIBOR                       First Lien                       6.2                     14.05             6.2               3/1/2009                        3
161052944                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                    14.175               6               3/1/2009                        3
161052946                             2/28 6 MO LIBOR                       First Lien                         6                     14.53               6               2/1/2009                        3
161052978                             2/28 6 MO LIBOR IO                    First Lien                         6                        13               6               2/1/2009                        3
161052979                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.5               6               3/1/2009                        3
161053583                             2/28 6 MO LIBOR                       First Lien                       6.4                        17             6.4               4/1/2009                        3
171035268                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
171036029                             2/28 6 MO LIBOR                       First Lien                      8.99                     14.99             5.8              12/1/2008                        3
171036262                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     14.05             5.6              12/1/2008                        3
171036553                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                        14             5.6              12/1/2008                        3
171036803                             2/28 6 MO LIBOR                       First Lien                       9.9                      15.9             5.6              12/1/2008                        3
171037075                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      5.85                      13.1            5.85              12/1/2008                        3
171037406                             2/28 6 MO LIBOR                       First Lien                       9.9                      15.9             5.6              12/1/2008                        3
171037468                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.55               6               1/1/2009                        3
171037504                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     15.25               6               1/1/2009                        3
171037660                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.85               6               1/1/2009                        3
171038064                             2/28 6 MO LIBOR                       First Lien                      12.5                      18.5               7               1/1/2009                        3
171038091                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                     14.45             6.4               1/1/2009                        3
171038107                             2/28 6 MO LIBOR IO                    First Lien                         6                      13.1               6               1/1/2009                        3
171038188                             2/28 6 MO LIBOR                       First Lien                      6.85                    15.175            6.85               1/1/2009                        3
171038195                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.1               6               1/1/2009                        3
171038278                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       7.4                      14.4             7.4               2/1/2009                        3
171038363                             2/28 6 MO LIBOR                       First Lien                       7.4                     14.85             7.4               1/1/2009                        3
171038370                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     15.55               6               2/1/2009                        3
171038457                             2/28 6 MO LIBOR                       First Lien                      8.65                     14.65             5.6               1/1/2009                        3
171038521                             2/28 6 MO LIBOR                       First Lien                       6.2                      15.3             6.2               1/1/2009                        3
171038529                             2/28 6 MO LIBOR                       First Lien                       6.4                      16.6             6.4               1/1/2009                        3
171038538                             2/28 6 MO LIBOR                       First Lien                      7.36                     16.75            7.36               2/1/2009                        3
171038561                             2/28 6 MO LIBOR                       First Lien                         6                     14.95               6               2/1/2009                        3
171038603                             2/28 6 MO LIBOR                       First Lien                         6                      13.6               6               1/1/2009                        3
171038656                             2/28 6 MO LIBOR                       First Lien                       7.4                      16.7             7.4               3/1/2009                        3
171038663                             2/28 6 MO LIBOR                       First Lien                         6                      16.9               6               1/1/2009                        3
171038681                             2/28 6 MO LIBOR                       First Lien                      7.25                     15.95            7.25               2/1/2009                        3
171038699                             5/25 6 MO LIBOR                       First Lien                         6                      12.1               6               1/1/2012                        3
171038813                             2/28 6 MO LIBOR                       First Lien                         6                      13.9               6               2/1/2009                        3
171038826                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       7.6                      13.6               6               1/1/2009                        3
171038875                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
171038886                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    14.425               6               2/1/2009                        3
171039028                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
171039078                             Fixed Rate 30 Yr Rate Reduction       First Lien                         0                         0               0                                               0
171039081                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
171039149                             2/28 6 MO LIBOR                       First Lien                      6.85                      15.1            6.85               2/1/2009                        3
171039178                             2/28 6 MO LIBOR                       First Lien                         6                    14.725               6               2/1/2009                        3
171039186                             2/28 6 MO LIBOR                       First Lien                      6.65                      13.5            6.65               1/1/2009                        3
171039189                             2/28 6 MO LIBOR                       First Lien                         6                      14.6               6               2/1/2009                        3
171039208                             3/27 6 MO LIBOR                       First Lien                      7.25                     17.09            7.25               1/1/2010                        3
171039226                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
171039250                             2/28 6 MO LIBOR                       First Lien                         6                     14.05               6               2/1/2009                        3
171039330                             3/27 6 MO LIBOR IO                    First Lien                       6.2                    12.875             6.2               2/1/2010                        3
171039332                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.05               6               2/1/2009                        3
171039362                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    13.675               6               2/1/2009                        3
171039424                             3/27 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.25               6               2/1/2010                        3
171039491                             2/28 6 MO LIBOR IO                    First Lien                         6                     12.15               6               2/1/2009                        3
171039508                             2/28 6 MO LIBOR IO                    First Lien                         6                     14.45               6               2/1/2009                        3
171039519                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.15               6               2/1/2009                        3
171039525                             2/28 6 MO LIBOR IO                    First Lien                         6                      12.3               6               2/1/2009                        3
171039598                             2/28 6 MO LIBOR IO                    First Lien                         6                      13.6               6               2/1/2009                        3
171039649                             2/28 6 MO LIBOR                       First Lien                       6.2                      14.8             6.2               2/1/2009                        3
171039937                             2/28 6 MO LIBOR IO                    First Lien                         6                      13.1               6               2/1/2009                        3
171039973                             2/28 6 MO LIBOR                       First Lien                       7.4                      16.2             7.4               2/1/2009                        3
171039980                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
171039991                             2/28 6 MO LIBOR                       First Lien                      7.25                      15.5            7.25               2/1/2009                        3
171040041                             2/28 6 MO LIBOR                       First Lien                         6                    13.975               6               2/1/2009                        3
171040130                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     12.65               6               2/1/2009                        3
171040133                             3/27 6 MO LIBOR                       First Lien                         6                     15.15               6               2/1/2010                        3
171040167                             2/28 6 MO LIBOR IO                    First Lien                         6                      13.5               6               2/1/2009                        3
171040179                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.75               6               2/1/2009                        3
171040250                             2/28 6 MO LIBOR                       First Lien                         6                     14.35               6               2/1/2009                        3
171040338                             2/28 6 MO LIBOR IO                    First Lien                         6                      13.9               6               2/1/2009                        3
171040353                             2/28 6 MO LIBOR IO                    First Lien                         6                     12.45               6               3/1/2009                        3
171040377                             2/28 6 MO LIBOR IO                    First Lien                         6                      13.7               6               2/1/2009                        3
171040390                             2/28 6 MO LIBOR IO                    First Lien                         6                     14.55               6               2/1/2009                        3
171040411                             3/27 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.89               6               2/1/2010                        3
171040434                             2/28 6 MO LIBOR                       First Lien                       5.8                      15.8             5.8               3/1/2009                        3
171040484                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.85               6               2/1/2009                        3
171040576                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     13.55               6               2/1/2009                        3
171040582                             2/28 6 MO LIBOR                       First Lien                      7.25                     14.85            7.25               2/1/2009                        3
171040612                             2/28 6 MO LIBOR                       First Lien                       6.2                     15.95             6.2               3/1/2009                        3
171040624                             2/28 6 MO LIBOR                       First Lien                      7.25                     15.65            7.25               2/1/2009                        3
171040645                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                      7.25                     14.65            7.25               2/1/2009                        3
171040652                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     13.19               6               2/1/2009                        3
171040825                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.65               6               3/1/2009                        3
171040840                             2/28 6 MO LIBOR                       First Lien                      6.65                      13.8            6.65               3/1/2009                        3
171040868                             2/28 6 MO LIBOR IO                    First Lien                       6.2                      13.6             6.2               2/1/2009                        3
171040879                             2/28 6 MO LIBOR                       First Lien                         6                      14.4               6               3/1/2009                        3
171041468                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     14.71               6               3/1/2009                        3
171041967                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      14.2               6               4/1/2009                        3
171041991                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
191033797                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
191034230                             2/28 6 MO LIBOR                       First Lien                       5.6                     14.45             5.6              12/1/2008                        3
191034510                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     14.05             5.6               1/1/2009                        3
191034606                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.8                     15.05             5.8              12/1/2008                        3
191034625                             3/27 6 MO LIBOR IO                    First Lien                       5.6                     13.75             5.6              12/1/2009                        3
191034688                             2/28 6 MO LIBOR                       First Lien                      6.05                     15.45            6.05              12/1/2008                        3
191034708                             2/28 6 MO LIBOR                       First Lien                       8.9                      14.9             5.6              12/1/2008                        3
191034727                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     15.65             5.6              12/1/2008                        3
191034743                             2/28 6 MO LIBOR                       First Lien                       5.8                     15.35             5.8              12/1/2008                        3
191034896                             3/27 6 MO LIBOR IO                    First Lien                       5.6                     13.95             5.6               1/1/2010                        3
191035114                             2/28 6 MO LIBOR                       First Lien                       5.6                      14.7             5.6               1/1/2009                        3
191035127                             2/28 6 MO LIBOR                       First Lien                       5.6                     13.75             5.6               1/1/2009                        3
191035164                             2/28 6 MO LIBOR                       First Lien                       5.6                     14.05             5.6               1/1/2009                        3
191035181                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                    13.549             5.6               1/1/2009                        3
191035189                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
191035208                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     12.99             5.6              12/1/2008                        3
191035313                             2/28 6 MO LIBOR                       First Lien                      7.25                      15.7            7.25               1/1/2009                        3
191035321                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                    14.175             5.6               2/1/2009                        3
191035331                             3/27 6 MO LIBOR                       First Lien                      7.75                     13.75             5.8               1/1/2010                        3
191035337                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                      13.9             5.6               1/1/2009                        3
191035340                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.35               6               1/1/2009                        3
191035347                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.75               6               1/1/2009                        3
191035407                             2/28 6 MO LIBOR                       First Lien                      6.65                     15.15            6.65               2/1/2009                        3
191035418                             2/28 6 MO LIBOR                       First Lien                         6                     15.55               6               1/1/2009                        3
191035437                             2/28 6 MO LIBOR                       First Lien                       8.6                      14.6               6               1/1/2009                        3
191035474                             2/28 6 MO LIBOR                       First Lien                      6.35                     17.35            6.35               1/1/2009                        3
191035479                             2/28 6 MO LIBOR                       First Lien                       5.8                     14.25             5.8               2/1/2009                        3
191035481                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                     9.525                    15.525               6               1/1/2009                        3
191035531                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
191035614                             3/27 6 MO LIBOR 40/30 Balloon         First Lien                     8.275                    14.275               6               1/1/2010                        3
191035624                             2/28 6 MO LIBOR IO                    First Lien                         6                      12.6               6               1/1/2009                        3
191035630                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                     13.75            6.65               2/1/2009                        3
191035658                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
191035662                             2/28 6 MO LIBOR                       First Lien                       6.4                     14.05             6.4               1/1/2009                        3
191035672                             2/28 6 MO LIBOR                       First Lien                       6.2                     15.25             6.2               1/1/2009                        3
191035674                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                      15.1             6.2               2/1/2009                        3
191035680                             5/25 6 MO LIBOR IO                    First Lien                         6                     12.25               6               1/1/2012                        3
191035714                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
191035722                             2/28 6 MO LIBOR IO                    First Lien                      6.55                     12.55               6               1/1/2009                        3
191035737                             2/28 6 MO LIBOR                       First Lien                       6.2                     15.05             6.2               1/1/2009                        3
191035738                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      7.25                      16.1            7.25               1/1/2009                        3
191035758                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.1               6               2/1/2009                        3
191035773                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    13.925               6               1/1/2009                        3
191035784                             2/28 6 MO LIBOR                       First Lien                       6.2                     15.99             6.2               1/1/2009                        3
191035798                             2/28 6 MO LIBOR                       First Lien                         6                     15.15               6               2/1/2009                        3
191035801                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
191035806                             2/28 6 MO LIBOR                       First Lien                      6.65                      14.6            6.65               1/1/2009                        3
191035819                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                     8.375                    14.375               6               1/1/2009                        3
191035823                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      7.55                     13.55               6               1/1/2009                        3
191035827                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                     13.95             6.2               1/1/2009                        3
191035916                             2/28 6 MO LIBOR                       First Lien                      5.99                      13.2            5.99               2/1/2009                        3
191035923                             2/28 6 MO LIBOR IO                    First Lien                         6                      14.2               6               2/1/2009                        3
191035935                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.05               6               1/1/2009                        3
191035938                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     12.85               6               1/1/2009                        3
191035939                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      16.2               6               2/1/2009                        3
191035952                             5/25 6 MO LIBOR                       First Lien                      7.25                      15.8            7.25               2/1/2012                        3
191035956                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                     15.95             6.4               1/1/2009                        3
191035967                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     12.55               6               1/1/2009                        3
191036007                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                    14.548             6.4               1/1/2009                        3
191036009                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                      14.5             6.4               1/1/2009                        3
191036016                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.5                      12.5               6               2/1/2009                        3
191036026                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.5               6               2/1/2009                        3
191036037                             2/28 6 MO LIBOR IO                    First Lien                         6                     12.45               6               2/1/2009                        3
191036038                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                      14.7            6.65               1/1/2009                        3
191036041                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                     16.35            6.65               1/1/2009                        3
191036082                             2/28 6 MO LIBOR                       First Lien                      7.05                      17.2            7.05               2/1/2009                        3
191036099                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
191036100                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
191036115                             2/28 6 MO LIBOR                       First Lien                         6                     15.75               6               2/1/2009                        3
191036147                             3/27 6 MO LIBOR IO                    First Lien                         6                    14.356               6               2/1/2010                        3
191036171                             2/28 6 MO LIBOR                       First Lien                      11.8                      17.8               6               2/1/2009                        3
191036177                             5/25 6 MO LIBOR                       First Lien                         6                      12.9               6               2/1/2012                        3
191036190                             2/28 6 MO LIBOR                       First Lien                         6                     15.05               6               2/1/2009                        3
191036193                             2/28 6 MO LIBOR IO                    First Lien                         6                      13.8               6               2/1/2009                        3
191036194                             2/28 6 MO LIBOR IO                    First Lien                         6                      12.4               6               2/1/2009                        3
191036225                             2/28 6 MO LIBOR                       First Lien                         6                     16.15               6               3/1/2009                        3
191036231                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                     13.05             6.2               2/1/2009                        3
191036243                             2/28 6 MO LIBOR IO                    First Lien                         6                      15.6               6               2/1/2009                        3
191036270                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.99               6               2/1/2009                        3
191036289                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                      15.6             6.4               2/1/2009                        3
191036335                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                      15.6            6.65               2/1/2009                        3
191036337                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
191036343                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     12.95               6               2/1/2009                        3
191036366                             2/28 6 MO LIBOR                       First Lien                         6                      16.5               6               3/1/2009                        3
191036372                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                     12.99               6               2/1/2012                        3
191036415                             2/28 6 MO LIBOR                       First Lien                      7.25                      16.8            7.25               3/1/2009                        3
191036440                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.5                        14             5.5               2/1/2009                        3
191036461                             2/28 6 MO LIBOR                       First Lien                         6                      15.6               6               2/1/2009                        3
191036511                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      8.65                     14.65               6               2/1/2009                        3
191036580                             2/28 6 MO LIBOR                       First Lien                      7.25                     15.15            7.25               2/1/2009                        3
191036590                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.3               6               2/1/2009                        3
191036606                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
191036631                             2/28 6 MO LIBOR                       First Lien                         6                    14.625               6               2/1/2009                        3
191036788                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                        14               6               3/1/2009                        3
191036821                             5/25 6 MO LIBOR IO                    First Lien                         6                    13.625               6               2/1/2012                        3
191036850                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     14.85               6               2/1/2009                        3
191036856                             2/28 6 MO LIBOR                       First Lien                         6                     14.75               6               3/1/2009                        3
191036862                             2/28 6 MO LIBOR                       First Lien                         6                      15.8               6               2/1/2009                        3
191036876                             2/28 6 MO LIBOR                       First Lien                         6                     14.25               6               2/1/2009                        3
191036943                             Fixed Rate 50/30 Balloon              First Lien                         0                         0               0                                               0
191036950                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     15.96               6               3/1/2009                        3
191036990                             2/28 6 MO LIBOR                       First Lien                         6                      16.1               6               2/1/2009                        3
191036993                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                       6.2                      14.7             6.2               3/1/2009                        3
191037039                             Fixed Rate 50/30 Balloon              First Lien                         0                         0               0                                               0
191037133                             2/28 6 MO LIBOR                       First Lien                         6                     15.35               6               3/1/2009                        3
191037331                             2/28 6 MO LIBOR                       First Lien                         6                     13.75               6               3/1/2009                        3
191037739                             2/28 6 MO LIBOR                       First Lien                       6.4                     15.15             6.4               4/1/2009                        3
191038798                             2/28 6 MO LIBOR                       First Lien                         6                     13.55               6               4/1/2009                        1
211048886                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211048969                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211049582                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211049783                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211049914                             5/25 6 MO LIBOR IO                    First Lien                     8.475                    14.475             5.6              12/1/2011                        3
211049918                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211050082                             2/28 6 MO LIBOR                       First Lien                       6.5                      13.9             6.5               1/1/2009                        3
211050137                             2/28 6 MO LIBOR IO                    First Lien                       5.6                     13.52             5.6               1/1/2009                        3
211050167                             2/28 6 MO LIBOR IO                    First Lien                       5.6                     12.67             5.6              12/1/2008                        3
211050216                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                      14.3             5.6              12/1/2008                        3
211050227                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211050304                             2/28 6 MO LIBOR                       First Lien                         6                        15               6               1/1/2009                        3
211050359                             5/25 6 MO LIBOR IO                    First Lien                       5.5                      11.8             5.5               1/1/2012                        3
211050498                             2/28 6 MO LIBOR IO                    First Lien                       5.6                      14.3             5.6               1/1/2009                        3
211050504                             2/28 6 MO LIBOR                       First Lien                       5.8                      14.2             5.8               1/1/2009                        3
211050589                             2/28 6 MO LIBOR                       First Lien                       5.6                    14.525             5.6               2/1/2009                        3
211050592                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211050659                             2/28 6 MO LIBOR                       First Lien                      5.85                    15.275            5.85               2/1/2009                        3
211050669                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211050741                             2/28 6 MO LIBOR                       First Lien                      6.65                     17.25            6.65               1/1/2009                        3
211050872                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211050914                             2/28 6 MO LIBOR                       First Lien                       5.6                        15             5.6               1/1/2009                        3
211050968                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211051125                             2/28 6 MO LIBOR                       First Lien                      5.85                     16.75            5.85               1/1/2009                        3
211051136                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211051151                             2/28 6 MO LIBOR                       First Lien                         6                      15.2               6               1/1/2009                        3
211051195                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211051220                             3/27 6 MO LIBOR                       First Lien                         6                     17.95               6               2/1/2010                        3
211051237                             3/27 6 MO LIBOR                       First Lien                         6                    13.775               6               1/1/2010                        3
211051265                             2/28 6 MO LIBOR                       First Lien                       6.4                     12.65             6.4               1/1/2009                        3
211051270                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.1                     15.57             6.1               2/1/2009                        3
211051310                             3/27 6 MO LIBOR                       First Lien                       5.6                     13.75             5.6               1/1/2010                        3
211051312                             2/28 6 MO LIBOR                       First Lien                      6.35                     14.95            6.35               1/1/2009                        3
211051315                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211051326                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211051332                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.8                      13.6             5.8               1/1/2009                        3
211051539                             2/28 6 MO LIBOR                       First Lien                       6.2                     15.55             6.2               2/1/2009                        3
211051575                             2/28 6 MO LIBOR                       First Lien                       6.4                     15.65             6.4               1/1/2009                        3
211051699                             2/28 6 MO LIBOR                       First Lien                         6                     13.32               6               2/1/2009                        3
211051778                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.62               6               1/1/2009                        3
211051833                             2/28 6 MO LIBOR                       First Lien                       5.6                     16.05             5.6               1/1/2009                        3
211051872                             2/28 6 MO LIBOR                       First Lien                         6                      17.1               6               2/1/2009                        3
211051889                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                        14               6               1/1/2009                        3
211051890                             2/28 6 MO LIBOR                       First Lien                         6                      16.9               6               2/1/2009                        3
211051918                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      12.9               6               2/1/2009                        3
211051933                             2/28 6 MO LIBOR                       First Lien                       6.4                     13.99             6.4               1/1/2009                        3
211051934                             2/28 6 MO LIBOR                       First Lien                         6                     14.87               6               2/1/2009                        3
211051988                             2/28 6 MO LIBOR                       First Lien                         6                     14.05               6               2/1/2009                        3
211052026                             2/28 6 MO LIBOR                       First Lien                      6.85                     16.75            6.85               2/1/2009                        3
211052063                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.2               6               2/1/2009                        3
211052080                             2/28 6 MO LIBOR                       First Lien                       6.4                    14.575             6.4               2/1/2009                        3
211052094                             2/28 6 MO LIBOR                       First Lien                       6.4                     13.77             6.4               1/1/2009                        3
211052112                             2/28 6 MO LIBOR                       First Lien                       6.4                      15.7             6.4               2/1/2009                        3
211052116                             2/28 6 MO LIBOR                       First Lien                         6                     14.65               6               2/1/2009                        3
211052147                             2/28 6 MO LIBOR                       First Lien                       6.4                      15.9             6.4               1/1/2009                        3
211052152                             2/28 6 MO LIBOR                       First Lien                         6                      14.6               6               2/1/2009                        3
211052174                             2/28 6 MO LIBOR IO                    First Lien                         6                    12.975               6               1/1/2009                        3
211052176                             2/28 6 MO LIBOR IO                    First Lien                       6.2                     15.35             6.2               1/1/2009                        3
211052178                             2/28 6 MO LIBOR IO                    First Lien                       6.2                    13.275             6.2               2/1/2009                        3
211052180                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      9.35                     15.35             6.2               1/1/2009                        3
211052192                             3/27 6 MO LIBOR                       First Lien                         6                      14.5               6               2/1/2010                        3
211052198                             2/28 6 MO LIBOR                       First Lien                      6.65                        16            6.65               1/1/2009                        3
211052203                             2/28 6 MO LIBOR                       First Lien                         6                      16.6               6               2/1/2009                        3
211052207                             2/28 6 MO LIBOR                       First Lien                         6                     12.42               6               2/1/2009                        3
211052212                             2/28 6 MO LIBOR IO                    First Lien                         6                     14.55               6               2/1/2009                        3
211052218                             2/28 6 MO LIBOR                       First Lien                         6                      15.5               6               2/1/2009                        3
211052226                             2/28 6 MO LIBOR                       First Lien                         6                     15.65               6               2/1/2009                        3
211052235                             2/28 6 MO LIBOR IO                    First Lien                         6                      14.1               6               2/1/2009                        3
211052239                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                     13.95             6.2               2/1/2009                        3
211052241                             2/28 6 MO LIBOR                       First Lien                         6                     14.87               6               2/1/2009                        3
211052243                             2/28 6 MO LIBOR                       First Lien                     5.375                     14.25           5.375               2/1/2009                        3
211052250                             2/28 6 MO LIBOR                       First Lien                         6                      13.4               6               2/1/2009                        3
211052276                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211052288                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                      15.6            6.65               1/1/2009                        3
211052297                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211052350                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
211052354                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
211052365                             2/28 6 MO LIBOR                       First Lien                         6                     15.25               6               2/1/2009                        3
211052375                             2/28 6 MO LIBOR                       First Lien                         6                     14.95               6               2/1/2009                        3
211052380                             3/27 6 MO LIBOR                       First Lien                         6                     16.35               6               2/1/2010                        3
211052386                             2/28 6 MO LIBOR                       First Lien                         6                     17.85               6               2/1/2009                        3
211052389                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
211052408                             2/28 6 MO LIBOR                       First Lien                         6                     14.65               6               2/1/2009                        3
211052431                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211052435                             2/28 6 MO LIBOR                       First Lien                         6                      15.1               6               2/1/2009                        3
211052455                             2/28 6 MO LIBOR                       First Lien                         6                     16.55               6               2/1/2009                        3
211052456                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.42               6               2/1/2009                        3
211052466                             2/28 6 MO LIBOR                       First Lien                         6                      17.6               6               2/1/2009                        3
211052483                             5/25 6 MO LIBOR                       First Lien                       6.4                     14.75             6.4               2/1/2012                        3
211052485                             2/28 6 MO LIBOR                       First Lien                      6.65                     17.35            6.65               1/1/2009                        3
211052499                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                    15.675             5.6               2/1/2009                        3
211052503                             2/28 6 MO LIBOR                       First Lien                       6.2                      16.1             6.2               1/1/2009                        3
211052506                             2/28 6 MO LIBOR                       First Lien                         6                      14.2               6               1/1/2009                        3
211052537                             2/28 6 MO LIBOR                       First Lien                         6                      15.4               6               2/1/2009                        3
211052557                             2/28 6 MO LIBOR                       First Lien                         6                     13.07               6               2/1/2009                        3
211052564                             2/28 6 MO LIBOR                       First Lien                       6.2                     14.05             6.2               2/1/2009                        3
211052568                             2/28 6 MO LIBOR                       First Lien                      7.25                     16.36            7.25               4/1/2009                        3
211052573                             2/28 6 MO LIBOR                       First Lien                         6                      16.5               6               2/1/2009                        3
211052590                             2/28 6 MO LIBOR                       First Lien                         6                     15.55               6               2/1/2009                        3
211052604                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.99               6               2/1/2009                        3
211052605                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      12.1               6               2/1/2009                        3
211052606                             2/28 6 MO LIBOR                       First Lien                         6                      14.4               6               2/1/2009                        3
211052633                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.65               6               2/1/2009                        3
211052653                             2/28 6 MO LIBOR                       First Lien                         6                      13.9               6               2/1/2009                        3
211052670                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
211052686                             2/28 6 MO LIBOR                       First Lien                         6                     15.65               6               2/1/2009                        3
211052690                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
211052695                             2/28 6 MO LIBOR                       First Lien                       6.2                      17.4             6.2               3/1/2009                        3
211052699                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.25               6               2/1/2009                        3
211052715                             2/28 6 MO LIBOR                       First Lien                       6.2                        16             6.2               2/1/2009                        3
211052717                             5/25 6 MO LIBOR                       First Lien                         6                      14.2               6               2/1/2012                        3
211052733                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.25               6               2/1/2012                        3
211052770                             2/28 6 MO LIBOR                       First Lien                         6                     16.65               6               3/1/2009                        3
211052788                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                     13.55             6.4               2/1/2009                        3
211052812                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                      11.9             6.4               2/1/2009                        3
211052832                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.75               6               2/1/2009                        3
211052864                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.5               6               2/1/2009                        3
211052866                             2/28 6 MO LIBOR                       First Lien                       6.4                    13.375             6.4               2/1/2009                        3
211052875                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
211052888                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                    13.025               6               3/1/2012                        3
211052922                             2/28 6 MO LIBOR                       First Lien                       6.4                      16.8             6.4               2/1/2009                        3
211052947                             2/28 6 MO LIBOR                       First Lien                       7.1                     15.75             7.1               2/1/2009                        3
211052993                             2/28 6 MO LIBOR                       First Lien                         6                    13.925               6               2/1/2009                        3
211052998                             2/28 6 MO LIBOR                       First Lien                         6                     15.95               6               2/1/2009                        3
211053034                             2/28 6 MO LIBOR                       First Lien                         6                     15.75               6               2/1/2009                        3
211053042                             2/28 6 MO LIBOR                       First Lien                         6                     15.85               6               2/1/2009                        3
211053064                             2/28 6 MO LIBOR                       First Lien                         6                     14.27               6               2/1/2009                        3
211053073                             2/28 6 MO LIBOR                       First Lien                       6.2                     14.75             6.2               2/1/2009                        3
211053105                             2/28 6 MO LIBOR                       First Lien                       6.2                    15.645             6.2               3/1/2009                        3
211053122                             2/28 6 MO LIBOR IO                    First Lien                         6                     12.69               6               2/1/2009                        3
211053144                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.75               6               2/1/2009                        3
211053176                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.95               6               2/1/2009                        3
211053196                             2/28 6 MO LIBOR IO                    First Lien                         6                     15.55               6               2/1/2009                        3
211053203                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
211053204                             2/28 6 MO LIBOR                       First Lien                         6                      13.9               6               2/1/2009                        3
211053207                             2/28 6 MO LIBOR                       First Lien                         6                     15.25               6               2/1/2009                        3
211053244                             2/28 6 MO LIBOR                       First Lien                       6.4                      15.6             6.4               2/1/2009                        3
211053245                             2/28 6 MO LIBOR IO                    First Lien                         6                      14.5               6               2/1/2009                        3
211053247                             5/25 6 MO LIBOR                       First Lien                       6.2                      15.3             6.2               2/1/2012                        3
211053249                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.82               6               3/1/2009                        3
211053259                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.4               6               2/1/2009                        3
211053264                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
211053272                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.55               6               2/1/2009                        3
211053275                             2/28 6 MO LIBOR                       First Lien                         6                     17.65               6               3/1/2009                        3
211053325                             3/27 6 MO LIBOR                       First Lien                      8.65                     14.65               6               2/1/2010                        3
211053366                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
211053378                             2/28 6 MO LIBOR                       First Lien                         6                      14.4               6               2/1/2009                        3
211053387                             2/28 6 MO LIBOR                       First Lien                         6                     15.45               6               2/1/2009                        3
211053402                             5/25 6 MO LIBOR                       First Lien                         6                     15.95               6               3/1/2012                        3
211053434                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    16.425               6               3/1/2009                        3
211053445                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
211053453                             2/28 6 MO LIBOR IO                    First Lien                         6                     14.05               6               2/1/2009                        3
211053468                             2/28 6 MO LIBOR                       First Lien                     8.925                    14.925           5.925               2/1/2009                        3
211053486                             2/28 6 MO LIBOR                       First Lien                         6                      14.2               6               3/1/2009                        3
211053490                             2/28 6 MO LIBOR                       First Lien                         6                      15.2               6               3/1/2009                        3
211053495                             2/28 6 MO LIBOR IO                    First Lien                         6                    13.745               6               3/1/2009                        3
211053504                             2/28 6 MO LIBOR IO                    First Lien                         6                     14.59               6               3/1/2009                        3
211053506                             3/27 6 MO LIBOR                       First Lien                         6                    15.925               6               2/1/2010                        3
211053514                             2/28 6 MO LIBOR                       First Lien                         6                        14               6               2/1/2009                        3
211053553                             2/28 6 MO LIBOR                       First Lien                         6                      14.8               6               3/1/2009                        3
211053713                             2/28 6 MO LIBOR                       First Lien                         6                      16.2               6               2/1/2009                        3
211053717                             2/28 6 MO LIBOR                       First Lien                       5.8                     16.85             5.8               3/1/2009                        3
211053727                             2/28 6 MO LIBOR                       First Lien                         6                      14.4               6               2/1/2009                        3
211053795                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      16.6               6               3/1/2009                        3
211053854                             2/28 6 MO LIBOR                       First Lien                         6                     14.95               6               3/1/2009                        3
211053948                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       9.6                      15.6             6.6               1/1/2009                        3
211053960                             5/25 6 MO LIBOR IO                    First Lien                         6                        14               6               3/1/2012                        3
211053996                             Fixed Rate 50/30 Balloon              First Lien                         0                         0               0                                               0
211054000                             2/28 6 MO LIBOR                       First Lien                         6                      15.2               6               3/1/2009                        3
211054218                             2/28 6 MO LIBOR                       First Lien                         6                     14.25               6               3/1/2009                        3
211054245                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.45               6               3/1/2009                        3
211054289                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
211054465                             2/28 6 MO LIBOR                       First Lien                         6                    14.725               6               3/1/2009                        3
211054506                             Fixed Rate 50/30 Balloon              First Lien                         0                         0               0                                               0
211054521                             2/28 6 MO LIBOR                       First Lien                         6                     14.65               6               3/1/2009                        3
211055042                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
211055197                             2/28 6 MO LIBOR                       First Lien                      7.85                     13.85            4.85               1/1/2009                        3
211055291                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      16.3               6               4/1/2009                        1
211055367                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
211055463                             2/28 6 MO LIBOR                       First Lien                       6.5                     16.05             6.5               4/1/2009                        3
231085692                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
231085797                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
231086410                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
231086667                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
231086742                             3/27 6 MO LIBOR IO                    First Lien                       5.6                     14.99             5.6              12/1/2009                        3
231086750                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
231086760                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
231086766                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
231086768                             5/25 6 MO LIBOR                       First Lien                       5.6                     13.31             5.6              12/1/2011                        3
231086780                             2/28 6 MO LIBOR                       First Lien                       5.6                     13.37             5.6               1/1/2009                        3
231086825                             2/28 6 MO LIBOR                       First Lien                       5.6                     15.45             5.6               2/1/2009                        3
231087171                             2/28 6 MO LIBOR                       First Lien                       5.8                      15.5             5.8               1/1/2009                        3
231087275                             2/28 6 MO LIBOR                       First Lien                       5.6                     13.45             5.6               1/1/2009                        3
231087281                             2/28 6 MO LIBOR                       First Lien                         6                     12.85               6              12/1/2008                        3
231087421                             3/27 6 MO LIBOR                       First Lien                       5.6                     12.17             5.6               1/1/2010                        3
231087437                             2/28 6 MO LIBOR                       First Lien                       5.6                     14.72             5.6               1/1/2009                        3
231087449                             2/28 6 MO LIBOR                       First Lien                       5.6                      15.4             5.6               1/1/2009                        3
231087497                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                     14.55            6.65               2/1/2009                        3
231087512                             5/25 6 MO LIBOR                       First Lien                       5.6                      13.6             5.6               2/1/2012                        3
231087566                             2/28 6 MO LIBOR                       First Lien                         6                     14.95               6               2/1/2009                        3
231087571                             2/28 6 MO LIBOR                       First Lien                      6.85                      15.6            6.85               2/1/2009                        3
231087577                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
231087621                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
231087705                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
231087728                             5/25 6 MO LIBOR IO                    First Lien                         6                     14.35               6               2/1/2012                        3
231087847                             2/28 6 MO LIBOR                       First Lien                         6                    13.625               6               2/1/2009                        3
231087866                             3/27 6 MO LIBOR                       First Lien                       5.8                      11.4             5.8               2/1/2010                        3
231087868                             2/28 6 MO LIBOR                       First Lien                      6.65                      13.5            6.65               1/1/2009                        3
231087895                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.8                     12.45             5.8               1/1/2009                        3
231087907                             5/25 6 MO LIBOR                       First Lien                       5.6                     13.72             5.6               1/1/2012                        3
231087960                             2/28 6 MO LIBOR                       First Lien                       5.6                      15.8             5.6               2/1/2009                        3
231088148                             2/28 6 MO LIBOR IO                    First Lien                         6                      14.4               6               1/1/2009                        3
231088584                             5/25 6 MO LIBOR IO                    First Lien                       5.6                    15.763             5.6               1/1/2012                        3
231088660                             2/28 6 MO LIBOR                       First Lien                       6.4                      12.9             6.4               1/1/2009                        3
231088731                             2/28 6 MO LIBOR                       First Lien                       5.6                     15.55             5.6               2/1/2009                        3
231088748                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.7               6               1/1/2012                        3
231088774                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                     13.05             6.2               2/1/2009                        3
231088783                             2/28 6 MO LIBOR                       First Lien                       6.4                      14.2             6.4               2/1/2009                        3
231088804                             2/28 6 MO LIBOR                       First Lien                      7.25                      14.4            7.25               2/1/2009                        3
231088817                             2/28 6 MO LIBOR                       First Lien                         6                      16.6               6               3/1/2009                        3
231088839                             2/28 6 MO LIBOR                       First Lien                      6.65                      16.5            6.65               2/1/2009                        3
231088852                             2/28 6 MO LIBOR                       First Lien                       6.4                      14.3             6.4               2/1/2009                        3
231088860                             2/28 6 MO LIBOR                       First Lien                      6.65                        18            6.65               2/1/2009                        3
231088896                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                      14.7             6.2               1/1/2009                        3
231088914                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
231088939                             2/28 6 MO LIBOR                       First Lien                         6                      13.5               6               1/1/2009                        3
231088948                             2/28 6 MO LIBOR                       First Lien                      6.25                     16.95            6.25               1/1/2009                        3
231088951                             2/28 6 MO LIBOR                       First Lien                       6.5                     15.95             6.5               2/1/2009                        3
231088965                             2/28 6 MO LIBOR                       First Lien                       6.4                     15.99             6.4               2/1/2009                        3
231088971                             2/28 6 MO LIBOR IO                    First Lien                         6                      12.2               6               1/1/2009                        3
231088972                             2/28 6 MO LIBOR                       First Lien                         6                     13.95               6               1/1/2009                        3
231088982                             2/28 6 MO LIBOR                       First Lien                         6                     15.64               6               1/1/2009                        3
231089023                             2/28 6 MO LIBOR                       First Lien                         6                     14.67               6               2/1/2009                        3
231089026                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.25               6               2/1/2009                        3
231089055                             3/27 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.75               6               2/1/2010                        3
231089062                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.65               6               1/1/2009                        3
231089163                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                     15.19             6.4               1/1/2009                        3
231089220                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
231089254                             3/27 6 MO LIBOR                       First Lien                         6                    13.775               6               2/1/2010                        3
231089257                             2/28 6 MO LIBOR                       First Lien                      7.25                     13.45            7.25               1/1/2009                        3
231089296                             2/28 6 MO LIBOR                       First Lien                      6.25                     14.35            6.25               2/1/2009                        3
231089298                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                     13.35             6.2               2/1/2009                        3
231089311                             2/28 6 MO LIBOR                       First Lien                      6.65                      13.9            6.65               2/1/2009                        3
231089313                             2/28 6 MO LIBOR                       First Lien                       7.1                      15.9             7.1               2/1/2009                        3
231089352                             2/28 6 MO LIBOR                       First Lien                       6.2                     15.25             6.2               1/1/2009                        3
231089355                             2/28 6 MO LIBOR                       First Lien                         6                     14.55               6               1/1/2009                        3
231089367                             2/28 6 MO LIBOR                       First Lien                         6                     15.55               6               1/1/2009                        3
231089381                             2/28 6 MO LIBOR                       First Lien                         6                     15.55               6               2/1/2009                        3
231089389                             2/28 6 MO LIBOR                       First Lien                       6.1                     14.65             6.1               2/1/2009                        3
231089397                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                     15.45             6.2               2/1/2009                        3
231089399                             2/28 6 MO LIBOR                       First Lien                         6                     15.15               6               2/1/2009                        3
231089403                             2/28 6 MO LIBOR                       First Lien                         6                     14.45               6               1/1/2009                        3
231089410                             2/28 6 MO LIBOR                       First Lien                         6                     15.65               6               3/1/2009                        3
231089415                             2/28 6 MO LIBOR                       First Lien                         6                      13.9               6               2/1/2009                        3
231089423                             2/28 6 MO LIBOR                       First Lien                         6                     14.99               6               2/1/2009                        3
231089429                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      12.1               6               2/1/2009                        3
231089432                             2/28 6 MO LIBOR                       First Lien                         6                    13.875               6               2/1/2009                        3
231089444                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
231089445                             2/28 6 MO LIBOR                       First Lien                       6.4                     13.55             6.4               2/1/2009                        3
231089455                             2/28 6 MO LIBOR                       First Lien                       6.6                      15.8             6.6               2/1/2009                        3
231089457                             5/25 6 MO LIBOR                       First Lien                         6                    13.725               6               2/1/2012                        3
231089471                             2/28 6 MO LIBOR                       First Lien                         6                      15.9               6               2/1/2009                        3
231089479                             2/28 6 MO LIBOR                       First Lien                       6.4                     14.55             6.4               2/1/2009                        3
231089486                             2/28 6 MO LIBOR                       First Lien                      7.25                      16.1            7.25               2/1/2009                        3
231089506                             2/28 6 MO LIBOR IO                    First Lien                         6                     14.32               6               1/1/2009                        3
231089508                             2/28 6 MO LIBOR                       First Lien                         6                      13.6               6               2/1/2009                        3
231089529                             2/28 6 MO LIBOR                       First Lien                       6.4                      14.4             6.4               2/1/2009                        3
231089549                             2/28 6 MO LIBOR                       First Lien                         6                     14.07               6               2/1/2009                        3
231089556                             3/27 6 MO LIBOR                       First Lien                         6                     12.97               6               2/1/2010                        3
231089572                             2/28 6 MO LIBOR                       First Lien                         6                     16.05               6               2/1/2009                        3
231089576                             2/28 6 MO LIBOR                       First Lien                         6                     13.02               6               2/1/2009                        3
231089611                             2/28 6 MO LIBOR                       First Lien                         6                      15.5               6               1/1/2009                        3
231089614                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
231089617                             3/27 6 MO LIBOR                       First Lien                      6.65                      14.7            6.65               2/1/2010                        3
231089681                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
231089686                             2/28 6 MO LIBOR                       First Lien                         6                      15.7               6               2/1/2009                        3
231089698                             2/28 6 MO LIBOR                       First Lien                         6                     15.75               6               2/1/2009                        3
231089703                             2/28 6 MO LIBOR                       First Lien                       9.9                      15.9               6               2/1/2009                        3
231089712                             2/28 6 MO LIBOR                       First Lien                         6                        14               6               2/1/2009                        3
231089723                             2/28 6 MO LIBOR                       First Lien                         6                      15.4               6               3/1/2009                        3
231089750                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                    8.5125                    14.512           5.512               1/1/2009                        3
231089760                             5/25 6 MO LIBOR 50/30 Balloon         First Lien                         6                    15.395               6               2/1/2012                        3
231089766                             5/25 6 MO LIBOR                       First Lien                         6                     15.05               6               2/1/2012                        3
231089833                             3/27 6 MO LIBOR IO                    First Lien                         6                     15.27               6               3/1/2010                        3
231089893                             2/28 6 MO LIBOR                       First Lien                       6.2                      13.4             6.2               2/1/2009                        3
231089910                             2/28 6 MO LIBOR                       First Lien                       6.2                     14.95             6.2               2/1/2009                        3
231089913                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.4               6               2/1/2009                        3
231089918                             2/28 6 MO LIBOR                       First Lien                         6                     15.78               6               2/1/2009                        3
231089927                             2/28 6 MO LIBOR                       First Lien                         6                      14.8               6               2/1/2009                        3
231089929                             2/28 6 MO LIBOR                       First Lien                         6                    13.825               6               2/1/2009                        3
231089954                             2/28 6 MO LIBOR                       First Lien                      6.65                      13.9            6.65               2/1/2009                        3
231089959                             2/28 6 MO LIBOR                       First Lien                       6.2                      13.5             6.2               2/1/2009                        3
231089963                             2/28 6 MO LIBOR                       First Lien                         6                     14.99               6               2/1/2009                        3
231089965                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
231089979                             2/28 6 MO LIBOR                       First Lien                         6                      16.4               6               2/1/2009                        3
231089980                             2/28 6 MO LIBOR                       First Lien                         6                     13.85               6               2/1/2009                        3
231090063                             2/28 6 MO LIBOR                       First Lien                      6.65                     14.99            6.65               2/1/2009                        3
231090074                             2/28 6 MO LIBOR                       First Lien                       6.2                      15.5             6.2               2/1/2009                        3
231090079                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
231090084                             2/28 6 MO LIBOR                       First Lien                       6.2                      14.8             6.2               2/1/2009                        3
231090112                             2/28 6 MO LIBOR                       First Lien                      9.35                     15.35            6.35               1/1/2009                        3
231090122                             2/28 6 MO LIBOR                       First Lien                         6                     14.67               6               2/1/2009                        3
231090124                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                        13               6               2/1/2009                        3
231090132                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                     14.25             6.2               2/1/2009                        3
231090134                             2/28 6 MO LIBOR                       First Lien                         6                     14.15               6               2/1/2009                        3
231090146                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
231090147                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
231090198                             2/28 6 MO LIBOR                       First Lien                         6                     15.15               6               2/1/2009                        3
231090214                             2/28 6 MO LIBOR                       First Lien                       6.6                     15.46             6.6               2/1/2009                        3
231090221                             2/28 6 MO LIBOR IO                    First Lien                         6                      14.5               6               2/1/2009                        3
231090262                             2/28 6 MO LIBOR                       First Lien                         6                     14.45               6               2/1/2009                        3
231090277                             2/28 6 MO LIBOR IO                    First Lien                         6                     12.82               6               2/1/2009                        3
231090279                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
231090297                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
231090333                             2/28 6 MO LIBOR                       First Lien                         6                      16.7               6               2/1/2009                        3
231090345                             2/28 6 MO LIBOR                       First Lien                      6.25                     13.45            6.25               2/1/2009                        3
231090360                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
231090362                             2/28 6 MO LIBOR                       First Lien                         6                      15.4               6               3/1/2009                        3
231090370                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
231090400                             2/28 6 MO LIBOR                       First Lien                       6.2                     16.55             6.2               3/1/2009                        3
231090404                             2/28 6 MO LIBOR                       First Lien                       6.2                     15.05             6.2               3/1/2009                        3
231090436                             2/28 6 MO LIBOR                       First Lien                         6                      14.7               6               2/1/2009                        3
231090467                             2/28 6 MO LIBOR                       First Lien                         6                     15.05               6               2/1/2009                        3
231090627                             2/28 6 MO LIBOR                       First Lien                         6                      14.3               6               3/1/2009                        3
231090630                             2/28 6 MO LIBOR                       First Lien                         6                     15.52               6               3/1/2009                        3
231090650                             2/28 6 MO LIBOR                       First Lien                         6                     16.15               6               3/1/2009                        3
231090669                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.54               6               3/1/2009                        3
231090681                             2/28 6 MO LIBOR                       First Lien                         6                     15.45               6               3/1/2009                        3
231090723                             2/28 6 MO LIBOR                       First Lien                         6                     14.75               6               2/1/2009                        3
231090742                             2/28 6 MO LIBOR                       First Lien                         6                     16.65               6               3/1/2009                        3
231090825                             2/28 6 MO LIBOR IO                    First Lien                       9.1                      15.1               6               3/1/2009                        3
231090864                             5/25 6 MO LIBOR                       First Lien                         6                     14.95               6               3/1/2012                        3
231090866                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     14.15               6               3/1/2009                        3
231090869                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
231090896                             2/28 6 MO LIBOR                       First Lien                         6                     13.35               6               3/1/2009                        3
231090898                             Fixed Rate 15 Yr                      First Lien                         0                         0               0                                               0
231090905                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      15.7               6               3/1/2009                        3
231090985                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     15.23               6               3/1/2009                        3
231090997                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
231091145                             2/28 6 MO LIBOR                       First Lien                         6                      16.1               6               3/1/2009                        3
231091290                             2/28 6 MO LIBOR                       First Lien                         6                      15.5               6               3/1/2009                        3
231091326                             2/28 6 MO LIBOR                       First Lien                         6                     13.91               6               3/1/2009                        3
231091483                             2/28 6 MO LIBOR                       First Lien                         6                    14.225               6               3/1/2009                        3
231092464                             Fixed Rate 15 Yr                      First Lien                         0                         0               0                                               0
231092537                             2/28 6 MO LIBOR                       First Lien                         6                      17.5               6               4/1/2009                        3
231092713                             2/28 6 MO LIBOR                       First Lien                         6                     12.65               6               4/1/2009                        3
231092990                             2/28 6 MO LIBOR                       First Lien                         6                      14.7               6               4/1/2009                        1
321037209                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
321037446                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
321037694                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
321037756                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
321037770                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
321038352                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
321039025                             2/28 6 MO LIBOR                       First Lien                       5.6                      14.5             5.6               1/1/2009                        3
321039053                             3/27 6 MO LIBOR                       First Lien                      5.85                    13.525            5.85               1/1/2010                        3
321039074                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
321039129                             2/28 6 MO LIBOR                       First Lien                         6                      15.6               6               1/1/2009                        3
321039130                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     14.35             5.6               1/1/2009                        3
321039134                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
321039142                             2/28 6 MO LIBOR                       First Lien                       5.8                      13.6             5.8              12/1/2008                        3
321039219                             2/28 6 MO LIBOR                       First Lien                         6                      14.5               6               2/1/2009                        3
321039231                             2/28 6 MO LIBOR                       First Lien                       5.6                     14.75             5.6               1/1/2009                        3
321039242                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.81               6               2/1/2009                        3
321039265                             2/28 6 MO LIBOR                       First Lien                       6.2                      15.5             6.2               2/1/2009                        3
321039301                             2/28 6 MO LIBOR                       First Lien                       5.6                      14.1             5.6              12/1/2008                        3
321039331                             5/25 6 MO LIBOR                       First Lien                       5.6                    13.225             5.6               1/1/2012                        3
321039361                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                      13.7             5.6               1/1/2009                        3
321039373                             2/28 6 MO LIBOR                       First Lien                         6                      14.7               6               1/1/2009                        3
321039430                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                      13.2             6.2               2/1/2009                        3
321039442                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     13.45             5.6               1/1/2009                        3
321039446                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
321039480                             5/25 6 MO LIBOR                       First Lien                         6                     12.75               6               2/1/2012                        3
321039489                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.8               6               1/1/2009                        3
321039509                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      15.2               6               2/1/2009                        3
321039556                             2/28 6 MO LIBOR                       First Lien                         6                      17.2               6               2/1/2009                        3
321039614                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.9               6               1/1/2012                        3
321039676                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
321039718                             2/28 6 MO LIBOR                       First Lien                       6.2                      14.7             6.2               2/1/2009                        3
321039734                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.65               6               1/1/2009                        3
321039743                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
321039783                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
321039820                             2/28 6 MO LIBOR                       First Lien                         6                      13.7               6               1/1/2009                        3
321039847                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      15.5               6               2/1/2009                        3
321039854                             2/28 6 MO LIBOR                       First Lien                         6                     14.75               6               1/1/2009                        3
321039871                             2/28 6 MO LIBOR                       First Lien                      7.25                     17.05            7.25               2/1/2009                        3
321039875                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                     13.35             6.2               2/1/2009                        3
321039877                             2/28 6 MO LIBOR                       First Lien                         6                     14.35               6               2/1/2009                        3
321039901                             2/28 6 MO LIBOR                       First Lien                       6.2                      14.2             6.2               1/1/2009                        3
321039949                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                     14.35             6.2               2/1/2009                        3
321039958                             2/28 6 MO LIBOR                       First Lien                         6                      13.8               6               2/1/2009                        3
321039962                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     15.05               6               2/1/2009                        3
321039965                             2/28 6 MO LIBOR                       First Lien                       6.4                     14.25             6.4               2/1/2009                        3
321039984                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                      14.1             6.2               2/1/2009                        3
321040028                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.4               6               2/1/2009                        3
321040046                             2/28 6 MO LIBOR                       First Lien                      6.65                     15.15            6.65               2/1/2009                        3
321040083                             2/28 6 MO LIBOR                       First Lien                         6                     14.39               6               2/1/2009                        3
321040148                             2/28 6 MO LIBOR                       First Lien                         6                      13.4               6               2/1/2009                        3
321040157                             2/28 6 MO LIBOR                       First Lien                         6                      13.5               6               2/1/2009                        3
321040170                             2/28 6 MO LIBOR                       First Lien                         6                      14.7               6               3/1/2009                        3
321040172                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                      15.2            6.65               2/1/2009                        3
321040232                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                    13.844               6               2/1/2012                        3
321040246                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.7               6               2/1/2009                        3
321040250                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.3               6               2/1/2012                        3
321040262                             2/28 6 MO LIBOR                       First Lien                         6                     13.85               6               2/1/2009                        3
321040281                             Fixed Rate 50/30 Balloon              First Lien                         0                         0               0                                               0
321040304                             2/28 6 MO LIBOR                       First Lien                         6                      13.2               6               2/1/2009                        3
321040305                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.7               6               2/1/2009                        3
321040337                             2/28 6 MO LIBOR                       First Lien                       6.2                     14.25             6.2               2/1/2009                        3
321040417                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      16.2               6               2/1/2009                        3
321040429                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.99               6               2/1/2009                        3
321040471                             2/28 6 MO LIBOR                       First Lien                         6                     14.15               6               2/1/2009                        3
321040475                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                      13.3             6.4               2/1/2009                        3
321040507                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      16.7               6               2/1/2009                        3
321040550                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     14.35               6               2/1/2009                        3
321040589                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.6               6               2/1/2009                        3
321040594                             2/28 6 MO LIBOR                       First Lien                         6                     15.96               6               2/1/2009                        3
321040692                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     15.85               6               2/1/2009                        3
321040714                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                       6.2                     14.75             6.2               3/1/2009                        3
321040731                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.5               6               3/1/2009                        3
321040801                             2/28 6 MO LIBOR                       First Lien                       6.9                     16.75             6.9               2/1/2009                        3
321040803                             2/28 6 MO LIBOR                       First Lien                         6                      14.1               6               2/1/2009                        3
331049464                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
331049778                             3/27 6 MO LIBOR                       First Lien                       5.6                     13.92             5.6               1/1/2010                        3
331050358                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      7.45                     13.45             5.6              12/1/2008                        3
331050438                             2/28 6 MO LIBOR IO                    First Lien                       5.6                     13.15             5.6              12/1/2008                        3
331050449                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                      13.5             5.6              12/1/2008                        3
331050537                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.8                     14.12             5.8               1/1/2009                        3
331050749                             2/28 6 MO LIBOR                       First Lien                       5.6                     15.35             5.6               1/1/2009                        3
331050756                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     12.99             5.6              12/1/2008                        3
331050804                             5/25 6 MO LIBOR                       First Lien                       5.6                     16.15             5.6               1/1/2012                        3
331050876                             2/28 6 MO LIBOR                       First Lien                      7.75                     13.75             5.8               1/1/2009                        3
331050918                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
331051022                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
331051030                             2/28 6 MO LIBOR                       First Lien                      6.25                     16.62            6.25               1/1/2009                        3
331051055                             2/28 6 MO LIBOR                       First Lien                         6                      13.1               6               1/1/2009                        3
331051103                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                     14.75             6.2               1/1/2009                        3
331051169                             2/28 6 MO LIBOR                       First Lien                       5.6                     14.99             5.6               1/1/2009                        3
331051204                             5/25 6 MO LIBOR                       First Lien                         6                      12.9               6               2/1/2012                        3
331051350                             2/28 6 MO LIBOR                       First Lien                      6.65                     14.95            6.65               2/1/2009                        3
331051396                             2/28 6 MO LIBOR                       First Lien                      6.25                     15.55            6.25               1/1/2009                        3
331051455                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     12.75             5.6               1/1/2009                        3
331051457                             2/28 6 MO LIBOR IO                    First Lien                       5.8                     12.05             5.8               3/1/2009                        3
331051486                             2/28 6 MO LIBOR IO                    First Lien                       7.5                      13.5             5.6               1/1/2009                        3
331051490                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.45               6               2/1/2009                        3
331051598                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     14.92             5.6               2/1/2009                        3
331051757                             2/28 6 MO LIBOR                       First Lien                       5.8                      13.3             5.8               2/1/2009                        3
331051760                             2/28 6 MO LIBOR                       First Lien                       5.6                      14.6             5.6               1/1/2009                        3
331051767                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                     12.75             6.4               1/1/2009                        3
331051792                             2/28 6 MO LIBOR                       First Lien                         6                      16.2               6               1/1/2009                        3
331052034                             2/28 6 MO LIBOR                       First Lien                      8.65                     14.65               6               2/1/2009                        3
331052041                             2/28 6 MO LIBOR                       First Lien                         6                     15.45               6               2/1/2009                        3
331052065                             2/28 6 MO LIBOR                       First Lien                         6                     14.65               6               2/1/2009                        3
331052069                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    13.145               6               1/1/2009                        3
331052095                             2/28 6 MO LIBOR                       First Lien                         6                      15.3               6               1/1/2009                        3
331052104                             2/28 6 MO LIBOR                       First Lien                       6.2                     14.35             6.2               1/1/2009                        3
331052108                             2/28 6 MO LIBOR                       First Lien                       6.2                      14.4             6.2               2/1/2009                        3
331052112                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                      12.3               6               1/1/2012                        3
331052118                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.1               6               2/1/2009                        3
331052149                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      8.27                     14.27               6               1/1/2009                        3
331052182                             2/28 6 MO LIBOR                       First Lien                      6.25                        15            6.25               2/1/2009                        3
331052211                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.25               6               1/1/2012                        3
331052248                             2/28 6 MO LIBOR                       First Lien                      7.25                     14.99            7.25               1/1/2009                        3
331052280                             2/28 6 MO LIBOR                       First Lien                         6                     14.82               6               1/1/2009                        3
331052321                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                     14.25            6.65               1/1/2009                        3
331052336                             5/25 6 MO LIBOR                       First Lien                       6.2                      12.9             6.2               2/1/2012                        3
331052356                             2/28 6 MO LIBOR IO                    First Lien                         6                      13.1               6               2/1/2009                        3
331052379                             3/27 6 MO LIBOR                       First Lien                         6                      14.9               6               1/1/2010                        3
331052388                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                     15.05             6.2               2/1/2009                        3
331052425                             2/28 6 MO LIBOR                       First Lien                       5.6                      16.5             5.6               2/1/2009                        3
331052437                             2/28 6 MO LIBOR                       First Lien                         6                     14.45               6               1/1/2009                        3
331052457                             2/28 6 MO LIBOR                       First Lien                         6                     13.85               6               2/1/2009                        3
331052467                             2/28 6 MO LIBOR                       First Lien                       8.3                      14.3            6.75               2/1/2009                        3
331052522                             2/28 6 MO LIBOR                       First Lien                         7                      17.1               7               2/1/2009                        3
331052531                             2/28 6 MO LIBOR                       First Lien                         6                      13.5               6               1/1/2009                        3
331052535                             2/28 6 MO LIBOR                       First Lien                       6.6                     16.22             6.6               1/1/2009                        3
331052547                             3/27 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     14.99             5.6               1/1/2010                        3
331052551                             3/27 6 MO LIBOR                       First Lien                         6                      14.8               6               2/1/2010                        3
331052554                             2/28 6 MO LIBOR IO                    First Lien                       6.2                      13.7             6.2               1/1/2009                        3
331052584                             2/28 6 MO LIBOR                       First Lien                       6.4                     14.45             6.4               2/1/2009                        3
331052588                             2/28 6 MO LIBOR                       First Lien                         6                    13.325               6               2/1/2009                        3
331052592                             2/28 6 MO LIBOR                       First Lien                       6.2                      14.9             6.2               2/1/2009                        3
331052602                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
331052606                             2/28 6 MO LIBOR IO                    First Lien                         6                      13.2               6               2/1/2009                        3
331052625                             2/28 6 MO LIBOR                       First Lien                         6                     13.89               6               2/1/2009                        3
331052638                             2/28 6 MO LIBOR                       First Lien                         6                      13.8               6               2/1/2009                        3
331052728                             3/27 6 MO LIBOR                       First Lien                         6                     14.05               6               2/1/2010                        3
331052749                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
331052829                             2/28 6 MO LIBOR                       First Lien                       5.6                     18.19             5.6               2/1/2009                        3
331052859                             2/28 6 MO LIBOR                       First Lien                         6                     16.05               6               2/1/2009                        3
331052909                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                      15.8             6.2               2/1/2009                        3
331052934                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.25               6               2/1/2009                        3
331052970                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                      12.9             6.2               2/1/2009                        3
331053006                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                      14.9             6.2               2/1/2009                        3
331053084                             2/28 6 MO LIBOR                       First Lien                       5.6                    16.975             5.6               2/1/2009                        3
331053122                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
331053135                             2/28 6 MO LIBOR IO                    First Lien                         6                     12.45               6               2/1/2009                        3
331053183                             Fixed Rate 30 Yr IO                   First Lien                         0                         0               0                                               0
331053204                             2/28 6 MO LIBOR                       First Lien                       6.4                     13.75             6.4               2/1/2009                        3
331053228                             2/28 6 MO LIBOR                       First Lien                         6                     12.99               6               2/1/2009                        3
331053241                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      7.55                     13.55               6               2/1/2009                        3
331053401                             5/25 6 MO LIBOR                       First Lien                         6                     12.99               6               2/1/2012                        3
331053403                             2/28 6 MO LIBOR                       First Lien                         6                     15.15               6               2/1/2009                        3
331053469                             2/28 6 MO LIBOR                       First Lien                         6                      14.8               6               3/1/2009                        3
331053474                             Fixed Rate 30 Yr IO                   First Lien                         0                         0               0                                               0
331053501                             5/25 6 MO LIBOR 50/30 Balloon         First Lien                         6                     14.29               6               3/1/2012                        3
331053547                             Fixed Rate 30 Yr IO                   First Lien                         0                         0               0                                               0
331053550                             2/28 6 MO LIBOR                       First Lien                         6                     14.77               6               2/1/2009                        3
331053555                             2/28 6 MO LIBOR                       First Lien                         6                      17.7               6               3/1/2009                        3
331053564                             2/28 6 MO LIBOR                       First Lien                       6.4                     15.95             6.4               2/1/2009                        3
331053571                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      14.3               6               3/1/2009                        3
331053618                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
331053681                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
331053698                             Fixed Rate 15 Yr                      First Lien                         0                         0               0                                               0
331053713                             2/28 6 MO LIBOR                       First Lien                         6                     15.17               6               3/1/2009                        3
331053752                             2/28 6 MO LIBOR                       First Lien                         6                        18               6               3/1/2009                        3
331053798                             Fixed Rate 50/30 Balloon              First Lien                         0                         0               0                                               0
331053843                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.69               6               2/1/2009                        3
331053871                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      16.7               6               2/1/2009                        3
331053970                             2/28 6 MO LIBOR IO                    First Lien                         6                        14               6               3/1/2009                        3
331053972                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
331053982                             Fixed Rate 50/30 Balloon              First Lien                         0                         0               0                                               0
331054089                             2/28 6 MO LIBOR                       First Lien                         6                      15.7               6               3/1/2009                        3
331054124                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
331054143                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      13.5               6               3/1/2009                        3
331054203                             2/28 6 MO LIBOR                       First Lien                       6.2                     16.15             6.2               3/1/2009                        3
331054228                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.99               6               3/1/2009                        3
331054455                             2/28 6 MO LIBOR                       First Lien                      6.65                     15.75            6.65               3/1/2009                        3
331054786                             2/28 6 MO LIBOR                       First Lien                      5.99                     14.99            5.99               4/1/2009                        3
331056375                             2/28 6 MO LIBOR                       First Lien                      6.65                      18.3            6.65               4/1/2009                        1
331056426                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                       6.2                     13.59             6.2               4/1/2009                        1
341036778                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
341037005                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
341037706                             3/27 6 MO LIBOR                       First Lien                       5.6                     13.95             5.6               1/1/2010                        3
341037821                             2/28 6 MO LIBOR                       First Lien                      6.25                      15.4            6.25              12/1/2008                        3
341038110                             2/28 6 MO LIBOR                       First Lien                       5.6                     14.55             5.6               1/1/2009                        3
341038121                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     13.35             5.6               1/1/2009                        3
341038744                             2/28 6 MO LIBOR                       First Lien                         6                      14.3               6               1/1/2009                        3
341038896                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
341039025                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.75               6               1/1/2009                        3
341039109                             2/28 6 MO LIBOR                       First Lien                       6.2                      15.1             6.2               3/1/2009                        3
341039132                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                     16.45             6.4               2/1/2009                        3
341039142                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                    15.125             6.4               1/1/2009                        3
341039155                             2/28 6 MO LIBOR                       First Lien                         6                    15.125               6               3/1/2009                        3
341039225                             2/28 6 MO LIBOR                       First Lien                         6                    14.625               6               2/1/2009                        3
341039227                             2/28 6 MO LIBOR                       First Lien                         6                        16               6               2/1/2009                        3
341039240                             2/28 6 MO LIBOR                       First Lien                       6.2                    15.375             6.2               1/1/2009                        3
341039257                             2/28 6 MO LIBOR                       First Lien                         6                     16.15               6               1/1/2009                        3
341039258                             2/28 6 MO LIBOR                       First Lien                         6                     13.25               6               1/1/2009                        3
341039287                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.15               6               1/1/2009                        3
341039328                             2/28 6 MO LIBOR                       First Lien                         6                      14.7               6               2/1/2009                        3
341039329                             2/28 6 MO LIBOR                       First Lien                       6.2                      16.8             6.2               1/1/2009                        3
341039358                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      15.3               6               1/1/2009                        3
341039362                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
341039371                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
341039379                             2/28 6 MO LIBOR                       First Lien                       4.6                      13.7             4.6               1/1/2009                        3
341039421                             2/28 6 MO LIBOR                       First Lien                         6                     18.25               6               2/1/2009                        3
341039454                             2/28 6 MO LIBOR                       First Lien                         6                     16.15               6               1/1/2009                        3
341039458                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.2               6               2/1/2009                        3
341039468                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    14.475               6               2/1/2009                        3
341039473                             2/28 6 MO LIBOR                       First Lien                       6.2                    16.215             6.2               1/1/2009                        3
341039475                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
341039479                             2/28 6 MO LIBOR                       First Lien                         6                    15.475               6               2/1/2009                        3
341039484                             2/28 6 MO LIBOR                       First Lien                         6                    14.625               6               2/1/2009                        3
341039511                             2/28 6 MO LIBOR                       First Lien                         6                     15.95               6               2/1/2009                        3
341039541                             2/28 6 MO LIBOR                       First Lien                      6.65                      16.4            6.65               2/1/2009                        3
341039543                             2/28 6 MO LIBOR IO                    First Lien                         6                      13.7               6               2/1/2009                        3
341039592                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
341039612                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                        15               6               2/1/2009                        3
341039629                             2/28 6 MO LIBOR                       First Lien                       6.4                    15.725             6.4               1/1/2009                        3
341039633                             2/28 6 MO LIBOR                       First Lien                       6.2                    16.515             6.2               2/1/2009                        3
341039634                             3/27 6 MO LIBOR                       First Lien                         6                    15.455               6               2/1/2010                        3
341039635                             2/28 6 MO LIBOR                       First Lien                         6                        15               6               2/1/2009                        3
341039636                             2/28 6 MO LIBOR                       First Lien                       6.2                     14.85             6.2               2/1/2009                        3
341039640                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
341039708                             2/28 6 MO LIBOR                       First Lien                      5.85                      15.2            5.85               2/1/2009                        3
341040020                             3/27 6 MO LIBOR                       First Lien                         6                     16.35               6               2/1/2010                        3
341040088                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
341040120                             2/28 6 MO LIBOR                       First Lien                         6                     12.45               6               2/1/2009                        3
341040204                             2/28 6 MO LIBOR                       First Lien                         6                    14.875               6               2/1/2009                        3
341040217                             2/28 6 MO LIBOR                       First Lien                       6.2                      16.2             6.2               2/1/2009                        3
341040224                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    15.325               6               2/1/2009                        3
341040297                             2/28 6 MO LIBOR                       First Lien                         6                      15.7               6               3/1/2009                        3
341040304                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                     15.85            6.65               2/1/2009                        3
341040391                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
341040435                             2/28 6 MO LIBOR                       First Lien                         6                      14.9               6               2/1/2009                        3
341040452                             2/28 6 MO LIBOR                       First Lien                      7.25                     15.25            7.25               3/1/2009                        3
341040462                             2/28 6 MO LIBOR                       First Lien                         6                     13.99               6               2/1/2009                        3
341040464                             2/28 6 MO LIBOR                       First Lien                         6                     16.25               6               2/1/2009                        3
341040477                             2/28 6 MO LIBOR                       First Lien                         6                    16.275               6               3/1/2009                        3
341040532                             2/28 6 MO LIBOR                       First Lien                      6.65                     14.97            6.65               2/1/2009                        3
341040540                             2/28 6 MO LIBOR                       First Lien                         6                     13.25               6               2/1/2009                        3
341040573                             2/28 6 MO LIBOR                       First Lien                         6                     14.75               6               2/1/2009                        3
341040577                             2/28 6 MO LIBOR                       First Lien                       6.2                    14.875             6.2               2/1/2009                        3
341040599                             2/28 6 MO LIBOR                       First Lien                         6                      14.6               6               2/1/2009                        3
341040619                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
341040626                             2/28 6 MO LIBOR                       First Lien                         6                     14.85               6               2/1/2009                        3
341040636                             2/28 6 MO LIBOR                       First Lien                         6                      15.6               6               2/1/2009                        3
341040641                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    12.925               6               2/1/2009                        3
341040647                             2/28 6 MO LIBOR                       First Lien                         6                      14.5               6               2/1/2009                        3
341040670                             2/28 6 MO LIBOR                       First Lien                         6                    15.625               6               3/1/2009                        3
341040740                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    15.125               6               2/1/2009                        3
341040784                             2/28 6 MO LIBOR                       First Lien                         6                      15.1               6               3/1/2009                        3
341040870                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                    14.875               6               3/1/2012                        3
341040896                             2/28 6 MO LIBOR                       First Lien                         6                      15.6               6               3/1/2009                        3
341040920                             2/28 6 MO LIBOR                       First Lien                         6                      16.6               6               2/1/2009                        3
341040924                             2/28 6 MO LIBOR                       First Lien                         6                     16.63               6               2/1/2009                        3
341040949                             2/28 6 MO LIBOR                       First Lien                         6                     16.15               6               2/1/2009                        3
341040964                             2/28 6 MO LIBOR                       First Lien                         6                     15.88               6               2/1/2009                        3
341041113                             2/28 6 MO LIBOR IO                    First Lien                         6                     15.08               6               2/1/2009                        3
341041126                             2/28 6 MO LIBOR                       First Lien                         6                    15.075               6               3/1/2009                        3
341041172                             2/28 6 MO LIBOR                       First Lien                         6                     18.03               6               3/1/2009                        3
341041243                             2/28 6 MO LIBOR                       First Lien                         6                      15.3               6               2/1/2009                        3
341041268                             2/28 6 MO LIBOR                       First Lien                         6                     16.78               6               3/1/2009                        3
341041542                             2/28 6 MO LIBOR                       First Lien                         6                      11.9               6               3/1/2009                        3
341041543                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                    15.875               6               3/1/2009                        3
341041625                             2/28 6 MO LIBOR                       First Lien                      6.05                     15.45            6.05               3/1/2009                        3
341041785                             3/27 6 MO LIBOR                       First Lien                       6.2                    15.325             6.2               3/1/2010                        3
341041973                             2/28 6 MO LIBOR                       First Lien                         6                     12.38               6               4/1/2009                        3
341042723                             2/28 6 MO LIBOR                       First Lien                       6.2                     15.65             6.2               3/1/2009                        3
341042747                             2/28 6 MO LIBOR                       First Lien                         6                     16.65               6               4/1/2009                        3
341043326                             2/28 6 MO LIBOR                       First Lien                         6                      18.1               6               4/1/2009                        3
341043494                             2/28 6 MO LIBOR                       First Lien                         6                     17.85               6               4/1/2009                        1
341043618                             2/28 6 MO LIBOR                       First Lien                         6                      15.2               6               4/1/2009                        1
341043680                             2/13 6 MO LIBOR                       First Lien                         6                    16.525               6               4/1/2009                        1
351039735                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
351040101                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
351040661                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
351040732                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
351040734                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
351040891                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
351040940                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
351041172                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
351041354                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
351041577                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
351041848                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
351041987                             2/28 6 MO LIBOR                       First Lien                       5.6                     16.45             5.6               1/1/2009                        3
351042684                             2/28 6 MO LIBOR                       First Lien                         6                    15.225               6               2/1/2009                        3
351042919                             5/25 6 MO LIBOR                       First Lien                         6                      13.9               6               2/1/2012                        3
351042940                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
351042967                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
351042987                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    16.025               6               2/1/2009                        3
351042993                             2/28 6 MO LIBOR                       First Lien                         6                     15.15               6               1/1/2009                        3
351043026                             2/28 6 MO LIBOR                       First Lien                         6                     16.15               6               2/1/2009                        3
351043113                             2/28 6 MO LIBOR                       First Lien                         6                    15.625               6               2/1/2009                        3
351043153                             2/28 6 MO LIBOR                       First Lien                         6                    14.575               6               2/1/2009                        3
351043165                             2/28 6 MO LIBOR                       First Lien                      6.65                     17.75            6.65               2/1/2009                        3
351043288                             2/28 6 MO LIBOR                       First Lien                         6                     16.05               6               2/1/2009                        3
351043704                             2/28 6 MO LIBOR                       First Lien                         6                     15.75               6               2/1/2009                        3
351043742                             2/28 6 MO LIBOR                       First Lien                       6.2                     16.55             6.2               3/1/2009                        3
351044331                             2/28 6 MO LIBOR                       First Lien                         6                     16.75               6               3/1/2009                        3
351044470                             2/28 6 MO LIBOR                       First Lien                         6                     14.05               6               3/1/2009                        3
351045525                             2/28 6 MO LIBOR                       First Lien                         6                      16.5               6               4/1/2009                        1
371038874                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
371039484                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
371039645                             2/28 6 MO LIBOR                       First Lien                      12.5                      18.5             6.5              11/1/2008                        3
371039744                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
371039957                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
371040742                             2/28 6 MO LIBOR IO                    First Lien                      8.05                     14.05             5.6              12/1/2008                        3
371040782                             2/28 6 MO LIBOR                       First Lien                      7.57                     13.57             5.8              12/1/2008                        3
371040834                             2/28 6 MO LIBOR                       First Lien                         6                     14.95               6               1/1/2009                        3
371040903                             2/28 6 MO LIBOR                       First Lien                       5.6                     13.39             5.6              12/1/2008                        3
371041009                             3/27 6 MO LIBOR                       First Lien                       5.6                     14.45             5.6              12/1/2009                        3
371041016                             2/28 6 MO LIBOR IO                    First Lien                      7.27                     13.27             5.6              11/1/2008                        3
371041254                             2/28 6 MO LIBOR                       First Lien                         6                      15.7               6               2/1/2009                        3
371041494                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    15.795               6               2/1/2009                        3
371041605                             2/28 6 MO LIBOR                       First Lien                       5.6                     15.75             5.6              12/1/2008                        3
371041753                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       9.4                      15.4             5.6              12/1/2008                        3
371041808                             3/27 6 MO LIBOR                       First Lien                       5.6                      17.1             5.6               2/1/2010                        3
371041830                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
371041843                             2/28 6 MO LIBOR                       First Lien                       5.8                      13.8             5.8              12/1/2008                        3
371041866                             2/28 6 MO LIBOR                       First Lien                         6                     12.55               6               2/1/2009                        3
371041881                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
371042105                             2/28 6 MO LIBOR                       First Lien                       9.4                      15.4               6               1/1/2009                        3
371042118                             2/28 6 MO LIBOR                       First Lien                       5.6                     13.99             5.6              12/1/2008                        3
371042120                             2/28 6 MO LIBOR                       First Lien                       5.8                      15.2             5.8              12/1/2008                        3
371042133                             2/28 6 MO LIBOR                       First Lien                      6.25                     13.94            6.25              12/1/2008                        3
371042151                             2/28 6 MO LIBOR                       First Lien                         6                     14.35               6               1/1/2009                        3
371042248                             2/28 6 MO LIBOR                       First Lien                       5.8                      14.9             5.8               1/1/2009                        3
371042260                             2/28 6 MO LIBOR                       First Lien                      8.45                     14.45               6              12/1/2008                        3
371042309                             2/28 6 MO LIBOR                       First Lien                      6.25                     15.95            6.25               1/1/2009                        3
371042377                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                     12.99             6.4               1/1/2009                        3
371042380                             2/28 6 MO LIBOR                       First Lien                       5.8                     12.75             5.8               1/1/2009                        3
371042416                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
371042428                             2/28 6 MO LIBOR                       First Lien                      6.65                     15.65            6.65               2/1/2009                        3
371042502                             2/28 6 MO LIBOR                       First Lien                      6.25                     14.15            6.25               1/1/2009                        3
371042552                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     15.65               6               2/1/2009                        3
371042583                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                    14.375               6               1/1/2012                        3
371042687                             2/28 6 MO LIBOR IO                    First Lien                         6                     14.45               6               1/1/2009                        3
371042721                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                     14.99            6.65               1/1/2009                        3
371042774                             2/28 6 MO LIBOR                       First Lien                         6                        15               6               1/1/2009                        3
371042796                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
371042824                             2/28 6 MO LIBOR                       First Lien                         6                     17.29               6               2/1/2009                        3
371042826                             2/28 6 MO LIBOR IO                    First Lien                         6                      12.9               6               2/1/2009                        3
371042927                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      15.7               6               1/1/2009                        3
371042944                             2/28 6 MO LIBOR                       First Lien                         6                     16.55               6               1/1/2009                        3
371042946                             2/28 6 MO LIBOR                       First Lien                         6                     16.67               6               2/1/2009                        3
371042947                             2/28 6 MO LIBOR                       First Lien                         6                      16.7               6               1/1/2009                        3
371043074                             2/28 6 MO LIBOR                       First Lien                         6                     13.85               6               2/1/2009                        3
371043090                             5/25 6 MO LIBOR                       First Lien                         6                    14.375               6               2/1/2012                        3
371043110                             5/25 6 MO LIBOR                       First Lien                         6                      16.9               6               2/1/2012                        3
371043127                             2/28 6 MO LIBOR                       First Lien                       6.5                     15.95             6.5               2/1/2009                        3
371043171                             2/28 6 MO LIBOR                       First Lien                       6.2                     15.55             6.2               1/1/2009                        3
371043173                             2/28 6 MO LIBOR                       First Lien                         7                     17.95               7               1/1/2009                        3
371043176                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                     12.62               6               2/1/2012                        3
371043191                             2/28 6 MO LIBOR                       First Lien                       6.2                     15.96             6.2               2/1/2009                        3
371043217                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
371043240                             2/28 6 MO LIBOR                       First Lien                         6                      14.1               6               2/1/2009                        3
371043265                             2/28 6 MO LIBOR                       First Lien                       6.4                      12.9             6.4               2/1/2009                        3
371043269                             2/28 6 MO LIBOR                       First Lien                         6                     14.85               6               1/1/2009                        3
371043270                             2/28 6 MO LIBOR                       First Lien                         6                     14.35               6               2/1/2009                        3
371043326                             2/28 6 MO LIBOR                       First Lien                      9.85                     15.85               6               2/1/2009                        3
371043328                             3/27 6 MO LIBOR                       First Lien                       7.4                     15.55             7.4               2/1/2010                        3
371043334                             2/28 6 MO LIBOR                       First Lien                         6                      14.9               6               1/1/2009                        3
371043335                             2/28 6 MO LIBOR                       First Lien                         6                     14.75               6               2/1/2009                        3
371043336                             2/28 6 MO LIBOR                       First Lien                         6                        15               6               1/1/2009                        3
371043340                             2/28 6 MO LIBOR                       First Lien                      7.25                     15.05            7.25               1/1/2009                        3
371043399                             2/28 6 MO LIBOR                       First Lien                      7.25                    16.615            7.25               2/1/2009                        3
371043405                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                     6.375                        14           6.375               1/1/2009                        3
371043412                             2/28 6 MO LIBOR                       First Lien                         6                      14.9               6               1/1/2009                        3
371043463                             2/28 6 MO LIBOR                       First Lien                         6                    15.975               6               1/1/2009                        3
371043474                             2/28 6 MO LIBOR                       First Lien                      5.75                      12.9            5.75               2/1/2009                        3
371043487                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
371043546                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                        15               6               2/1/2009                        3
371043556                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.22               6               2/1/2009                        3
371043577                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      15.5               6               2/1/2009                        3
371043641                             2/28 6 MO LIBOR                       First Lien                         6                      14.8               6               1/1/2009                        3
371043643                             2/28 6 MO LIBOR                       First Lien                      6.75                    15.825            6.75               3/1/2009                        3
371043666                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      9.57                     15.57            6.65               2/1/2009                        3
371043670                             3/27 6 MO LIBOR                       First Lien                       6.2                      15.9             6.2               1/1/2010                        3
371043693                             Fixed Rate 15 Yr                      First Lien                         0                         0               0                                               0
371043697                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.55               6               2/1/2009                        3
371043704                             2/28 6 MO LIBOR                       First Lien                         6                     17.02               6               1/1/2009                        3
371043721                             2/28 6 MO LIBOR                       First Lien                         6                     12.87               6               2/1/2009                        3
371043728                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.15               6               2/1/2009                        3
371043772                             2/28 6 MO LIBOR                       First Lien                       6.2                     14.62             6.2               2/1/2009                        3
371043806                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
371043807                             2/28 6 MO LIBOR                       First Lien                         6                     16.15               6               2/1/2009                        3
371043811                             2/28 6 MO LIBOR                       First Lien                      7.25                     13.65            7.25               2/1/2009                        3
371043816                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
371043822                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                      13.9             6.2               2/1/2009                        3
371043824                             2/28 6 MO LIBOR                       First Lien                         6                     14.85               6               1/1/2009                        3
371043827                             2/28 6 MO LIBOR                       First Lien                         6                     13.05               6               2/1/2009                        3
371043830                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
371043841                             2/28 6 MO LIBOR                       First Lien                         6                     15.15               6               2/1/2009                        3
371043868                             2/28 6 MO LIBOR                       First Lien                         6                     13.75               6               2/1/2009                        3
371043872                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.55               6               2/1/2009                        3
371043880                             2/28 6 MO LIBOR                       First Lien                       6.2                      16.9             6.2               2/1/2009                        3
371043910                             2/28 6 MO LIBOR                       First Lien                       6.4                     16.32             6.4               2/1/2009                        3
371043923                             5/25 6 MO LIBOR IO                    First Lien                         6                    14.612               6               2/1/2012                        3
371043953                             2/28 6 MO LIBOR                       First Lien                       6.4                     15.85             6.4               1/1/2009                        3
371043965                             2/28 6 MO LIBOR                       First Lien                      6.65                     17.55            6.65               3/1/2009                        3
371044004                             2/28 6 MO LIBOR                       First Lien                      6.65                      16.3            6.65               2/1/2009                        3
371044013                             2/28 6 MO LIBOR                       First Lien                         6                     15.95               6               3/1/2009                        3
371044017                             Fixed Rate 30 Yr IO                   First Lien                         0                         0               0                                               0
371044033                             2/28 6 MO LIBOR                       First Lien                      6.65                     17.95            6.65               2/1/2009                        3
371044088                             2/28 6 MO LIBOR                       First Lien                         6                      17.9               6               2/1/2009                        3
371044151                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.85               6               2/1/2009                        3
371044167                             2/28 6 MO LIBOR                       First Lien                       6.5                     13.97             6.5               2/1/2009                        3
371044245                             2/28 6 MO LIBOR                       First Lien                         6                      16.1               6               2/1/2009                        3
371044274                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
371044363                             2/28 6 MO LIBOR                       First Lien                       6.4                     16.32             6.4               2/1/2009                        3
371044447                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.92               6               2/1/2009                        3
371044484                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
371044682                             2/28 6 MO LIBOR                       First Lien                         6                     13.95               6               2/1/2009                        3
371044709                             2/28 6 MO LIBOR                       First Lien                         6                     16.75               6               3/1/2009                        3
371044715                             2/28 6 MO LIBOR                       First Lien                      7.25                     16.65            7.25               2/1/2009                        3
371044718                             Fixed Rate 50/30 Balloon              First Lien                         0                         0               0                                               0
371044730                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
371044827                             2/28 6 MO LIBOR                       First Lien                         6                     16.55               6               2/1/2009                        3
371044874                             3/27 6 MO LIBOR                       First Lien                       6.2                     15.45             6.2               2/1/2010                        3
371044966                             2/28 6 MO LIBOR                       First Lien                         6                      15.2               6               2/1/2009                        3
371044977                             2/28 6 MO LIBOR                       First Lien                         6                    14.875               6               2/1/2009                        3
371045026                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
371045054                             2/28 6 MO LIBOR                       First Lien                       6.4                      16.7             6.4               2/1/2009                        3
371045056                             2/28 6 MO LIBOR                       First Lien                       5.6                     15.43             5.6               2/1/2009                        3
371045059                             2/28 6 MO LIBOR                       First Lien                         6                     13.65               6               2/1/2009                        3
371045161                             2/28 6 MO LIBOR                       First Lien                      7.25                     16.62            7.25               3/1/2009                        3
371045189                             2/28 6 MO LIBOR                       First Lien                         6                     15.25               6               3/1/2009                        3
371045366                             2/28 6 MO LIBOR                       First Lien                         6                      17.5               6               2/1/2009                        3
371045601                             2/28 6 MO LIBOR                       First Lien                         6                     15.12               6               3/1/2009                        3
371045654                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     14.95               6               3/1/2009                        3
371046043                             2/28 6 MO LIBOR                       First Lien                      6.85                     17.54            6.85               4/1/2009                        3
371046419                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      14.5               6               3/1/2009                        3
371046742                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     15.95               6               3/1/2009                        3
381029372                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
381030132                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
381030152                             2/28 6 MO LIBOR                       First Lien                         6                      13.5               6              12/1/2008                        3
381030237                             2/28 6 MO LIBOR                       First Lien                         6                      14.7               6              12/1/2008                        3
381030294                             2/28 6 MO LIBOR                       First Lien                      6.25                      14.9            6.25              12/1/2008                        3
381030307                             2/28 6 MO LIBOR                       First Lien                       5.6                     14.25             5.6              12/1/2008                        3
381030317                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.25                      14.3            6.25              12/1/2008                        3
401009969                             5/25 6 MO LIBOR                       First Lien                      9.05                     15.05            5.85              10/1/2011                        3
401010351                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                     11.35                     17.35            5.85              10/1/2008                        3
411000131                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       9.8                      15.8             5.8              11/1/2008                        3
411000212                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
411000893                             2/28 6 MO LIBOR IO                    First Lien                       9.1                      15.1             5.6              11/1/2008                        3
411000953                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     13.95             5.6              12/1/2011                        3
411000959                             2/28 6 MO LIBOR                       First Lien                       5.8                     16.25             5.8              12/1/2008                        3
411000980                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      16.4               6               2/1/2009                        3
411001162                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     14.85             5.6               2/1/2012                        3
411001201                             5/25 6 MO LIBOR IO                    First Lien                       5.8                     13.25             5.8              12/1/2011                        3
411001284                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                      15.5             5.6               2/1/2009                        3
411001302                             2/28 6 MO LIBOR                       First Lien                      6.65                     17.75            6.65               2/1/2009                        3
411001309                             5/25 6 MO LIBOR                       First Lien                         6                      14.7               6               1/1/2012                        3
411001456                             5/25 6 MO LIBOR IO                    First Lien                       5.6                    14.965             5.6              12/1/2011                        3
411001489                             5/25 6 MO LIBOR                       First Lien                       5.6                     16.35             5.6               1/1/2012                        3
411001510                             2/28 6 MO LIBOR                       First Lien                       6.4                    14.625             6.4               1/1/2009                        3
411001520                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.8                     15.45             5.8               1/1/2009                        3
411001575                             2/28 6 MO LIBOR                       First Lien                         6                     15.75               6               1/1/2009                        3
411001602                             5/25 6 MO LIBOR                       First Lien                         6                      16.2               6               1/1/2012                        3
411001609                             2/28 6 MO LIBOR IO                    First Lien                       5.6                     14.55             5.6               1/1/2009                        3
411001650                             2/28 6 MO LIBOR                       First Lien                         6                     14.55               6               1/1/2009                        3
411001694                             2/13 6 MO LIBOR                       First Lien                       5.6                     14.45             5.6               1/1/2009                        3
411001698                             2/28 6 MO LIBOR                       First Lien                       6.8                     16.65             6.8               1/1/2009                        3
411001716                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.1                      15.9             5.1               1/1/2009                        3
411001726                             2/28 6 MO LIBOR                       First Lien                       6.8                     18.25             6.8               2/1/2009                        3
411001727                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.85               6               2/1/2012                        3
411001735                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                     14.35             6.2               1/1/2009                        3
411001751                             2/28 6 MO LIBOR                       First Lien                       5.6                      14.9             5.6               1/1/2009                        3
411001756                             2/28 6 MO LIBOR                       First Lien                         6                     14.85               6               1/1/2009                        3
411001773                             5/25 6 MO LIBOR                       First Lien                       6.2                      14.7             6.2               1/1/2012                        3
411001793                             2/28 6 MO LIBOR                       First Lien                       5.6                     14.35             5.6               1/1/2009                        3
411001813                             2/28 6 MO LIBOR                       First Lien                         6                     15.25               6               1/1/2009                        3
411001820                             2/28 6 MO LIBOR                       First Lien                       5.6                     15.45             5.6               1/1/2009                        3
411001831                             2/28 6 MO LIBOR                       First Lien                       6.2                     16.55             6.2               2/1/2009                        3
411001838                             2/28 6 MO LIBOR                       First Lien                       6.2                     17.05             6.2               1/1/2009                        3
411001845                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.2               6               1/1/2009                        3
411001859                             2/28 6 MO LIBOR                       First Lien                       5.6                     15.35             5.6               2/1/2009                        3
411001884                             2/28 6 MO LIBOR                       First Lien                       6.4                     16.25             6.4               2/1/2009                        3
411001891                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.55               6               1/1/2012                        3
411001901                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.35               6               1/1/2009                        3
411001916                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                     13.75             6.4               1/1/2012                        3
411001942                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.95               6               1/1/2012                        3
411001945                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      15.2               6               1/1/2009                        3
411001948                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.85               6               1/1/2012                        3
411001953                             5/25 6 MO LIBOR                       First Lien                       6.2                     15.55             6.2               1/1/2012                        3
411001954                             2/28 6 MO LIBOR                       First Lien                       7.4                      15.3             7.4               1/1/2009                        3
411001965                             5/25 6 MO LIBOR IO                    First Lien                         6                     13.05               6               1/1/2012                        3
411001969                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      15.7               6               1/1/2009                        3
411001974                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     15.45               6               1/1/2009                        3
411001975                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                      15.8            6.65               1/1/2009                        3
411001986                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                        15               6               1/1/2009                        3
411002014                             2/28 6 MO LIBOR                       First Lien                       6.2                     16.65             6.2               2/1/2009                        3
411002026                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         5                     14.95               5               1/1/2012                        3
411002047                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.8               6               1/1/2009                        3
411002050                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                      15.9             6.2               2/1/2009                        3
411002077                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    13.475               6               1/1/2009                        3
411002080                             5/25 6 MO LIBOR                       First Lien                         6                     13.75               6               3/1/2012                        3
411002085                             2/28 6 MO LIBOR                       First Lien                       6.4                      15.9             6.4               2/1/2009                        3
411002095                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.3               6               1/1/2009                        3
411002096                             2/28 6 MO LIBOR                       First Lien                       6.2                     15.25             6.2               1/1/2009                        3
411002105                             5/25 6 MO LIBOR                       First Lien                         6                      15.6               6               2/1/2012                        3
411002117                             2/28 6 MO LIBOR                       First Lien                         6                    14.775               6               1/1/2009                        3
411002122                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                     15.45            6.65               2/1/2012                        3
411002128                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                    14.725             6.2               2/1/2009                        3
411002138                             2/28 6 MO LIBOR                       First Lien                         6                     14.85               6               2/1/2009                        3
411002139                             2/28 6 MO LIBOR IO                    First Lien                         6                      13.9               6               1/1/2009                        3
411002145                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.1                      13.8             5.1               2/1/2009                        3
411002147                             2/28 6 MO LIBOR                       First Lien                         6                     14.85               6               2/1/2009                        3
411002154                             2/28 6 MO LIBOR                       First Lien                         6                     13.05               6               2/1/2009                        3
411002173                             5/25 6 MO LIBOR                       First Lien                       6.2                     14.25             6.2               1/1/2012                        3
411002174                             2/28 6 MO LIBOR                       First Lien                         6                      13.1               6               2/1/2009                        3
411002180                             2/28 6 MO LIBOR                       First Lien                         6                     15.65               6               2/1/2009                        3
411002184                             5/25 6 MO LIBOR                       First Lien                         6                        14               6               2/1/2012                        3
411002196                             5/25 6 MO LIBOR IO                    First Lien                         6                     13.35               6               2/1/2012                        3
411002208                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                      13.3             6.2               2/1/2009                        3
411002218                             5/25 6 MO LIBOR                       First Lien                         6                     13.85               6               2/1/2012                        3
411002219                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      15.1               6               2/1/2009                        3
411002222                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.9               6               2/1/2009                        3
411002224                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     15.43               6               2/1/2009                        3
411002240                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.3               6               2/1/2009                        3
411002244                             2/28 6 MO LIBOR                       First Lien                         6                        15               6               2/1/2009                        3
411002247                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.35               6               1/1/2009                        3
411002251                             2/28 6 MO LIBOR                       First Lien                         6                        14               6               2/1/2009                        3
411002252                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                      14.2             6.2               1/1/2012                        3
411002255                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                      14.5             6.2               2/1/2009                        3
411002266                             2/28 6 MO LIBOR                       First Lien                         6                     14.95               6               2/1/2009                        3
411002284                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.75               6               2/1/2012                        3
411002297                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.85               6               2/1/2012                        3
411002305                             2/28 6 MO LIBOR IO                    First Lien                         6                        13               6               2/1/2009                        3
411002306                             2/28 6 MO LIBOR IO                    First Lien                         6                      13.7               6               2/1/2009                        3
411002321                             2/28 6 MO LIBOR                       First Lien                         6                      12.5               6               2/1/2009                        3
411002345                             2/28 6 MO LIBOR                       First Lien                         6                     15.65               6               2/1/2009                        3
411002349                             2/28 6 MO LIBOR                       First Lien                         6                      15.8               6               2/1/2009                        3
411002360                             5/25 6 MO LIBOR                       First Lien                         6                      12.9               6               2/1/2012                        3
411002366                             2/13 6 MO LIBOR                       First Lien                         6                      17.2               6               2/1/2009                        3
411002368                             5/25 6 MO LIBOR IO                    First Lien                         6                      14.9               6               3/1/2012                        3
411002370                             5/25 6 MO LIBOR                       First Lien                         6                      15.2               6               2/1/2012                        3
411002375                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.95               6               2/1/2012                        3
411002377                             5/25 6 MO LIBOR                       First Lien                       6.2                     16.25             6.2               2/1/2012                        3
411002378                             5/25 6 MO LIBOR                       First Lien                         6                     15.45               6               2/1/2012                        3
411002380                             2/28 6 MO LIBOR                       First Lien                       6.2                     15.15             6.2               2/1/2009                        3
411002381                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                      15.3               6               2/1/2012                        3
411002383                             2/28 6 MO LIBOR                       First Lien                       6.2                     17.74             6.2               2/1/2009                        3
411002385                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.85               6               2/1/2012                        3
411002393                             5/25 6 MO LIBOR                       First Lien                         6                     15.15               6               2/1/2012                        3
411002402                             2/28 6 MO LIBOR                       First Lien                       6.2                     15.55             6.2               2/1/2009                        3
411002403                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                     15.15               6               2/1/2012                        3
411002404                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    17.025               6               2/1/2009                        3
411002430                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.6               6               2/1/2009                        3
411002435                             2/28 6 MO LIBOR IO                    First Lien                         6                     15.59               6               2/1/2009                        3
411002439                             2/28 6 MO LIBOR                       First Lien                         6                      15.1               6               2/1/2009                        3
411002449                             2/28 6 MO LIBOR                       First Lien                         6                      15.7               6               2/1/2009                        3
411002461                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.8               6               2/1/2009                        3
411002463                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     15.43               6               2/1/2009                        3
411002466                             2/28 6 MO LIBOR                       First Lien                         6                      15.2               6               3/1/2009                        3
411002512                             5/25 6 MO LIBOR                       First Lien                         6                        14               6               2/1/2012                        3
411002542                             2/28 6 MO LIBOR                       First Lien                         6                     14.25               6               2/1/2009                        3
411002567                             5/25 6 MO LIBOR IO                    First Lien                       6.2                      14.4             6.2               2/1/2012                        3
411002571                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                      15.8               6               2/1/2012                        3
411002575                             5/25 6 MO LIBOR                       First Lien                         6                      12.9               6               2/1/2012                        3
411002586                             2/28 6 MO LIBOR                       First Lien                         6                     12.85               6               2/1/2009                        3
411002598                             5/25 6 MO LIBOR IO                    First Lien                         6                    14.855               6               3/1/2012                        3
411002600                             5/25 6 MO LIBOR IO                    First Lien                         6                      13.9               6               2/1/2012                        3
411002649                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     16.95               6               2/1/2009                        3
411002664                             5/25 6 MO LIBOR                       First Lien                         6                      14.3               6               2/1/2012                        3
411002672                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      16.6               6               2/1/2009                        3
411002680                             5/25 6 MO LIBOR IO                    First Lien                         6                      13.7               6               2/1/2012                        3
411002699                             2/28 6 MO LIBOR                       First Lien                         6                     14.95               6               2/1/2009                        3
411002721                             2/28 6 MO LIBOR                       First Lien                         6                      14.5               6               3/1/2009                        3
411002749                             5/25 6 MO LIBOR                       First Lien                         6                     15.28               6               2/1/2012                        3
411002753                             2/28 6 MO LIBOR                       First Lien                         6                     12.95               6               3/1/2009                        3
411002762                             3/27 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.71               6               3/1/2010                        3
411002764                             5/25 6 MO LIBOR                       First Lien                         6                      13.9               6               3/1/2012                        3
411002771                             2/28 6 MO LIBOR                       First Lien                         6                     13.15               6               2/1/2009                        3
411003274                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      14.8               6               3/1/2009                        3
411004036                             2/28 6 MO LIBOR                       First Lien                         6                      17.2               6               4/1/2009                        1
421000427                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
421000506                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
421001011                             2/28 6 MO LIBOR                       First Lien                         6                     15.65               6               2/1/2009                        3
421001093                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      16.2               6               2/1/2009                        3
421001320                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                    14.175             5.6              12/1/2011                        3
421001343                             5/25 6 MO LIBOR                       First Lien                       6.4                      16.5             6.4               1/1/2012                        3
421001412                             5/25 6 MO LIBOR                       First Lien                       5.6                      15.5             5.6               1/1/2012                        3
421001461                             5/25 6 MO LIBOR                       First Lien                      6.05                     16.35            6.05              12/1/2011                        3
421001622                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
421001910                             2/28 6 MO LIBOR                       First Lien                       6.4                      15.7             6.4               2/1/2009                        3
421001986                             2/28 6 MO LIBOR                       First Lien                       6.2                     17.45             6.2               1/1/2009                        3
421002011                             2/28 6 MO LIBOR                       First Lien                       6.1                      15.4             6.1               1/1/2009                        3
421002013                             2/28 6 MO LIBOR                       First Lien                       6.2                      18.2             6.2               1/1/2009                        3
421002042                             5/25 6 MO LIBOR                       First Lien                       5.6                      15.9             5.6               2/1/2012                        3
421002080                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                    15.049             6.4               2/1/2009                        3
421002115                             2/28 6 MO LIBOR                       First Lien                         5                      16.3               5               1/1/2009                        3
421002157                             2/28 6 MO LIBOR                       First Lien                         6                        15               6               1/1/2009                        3
421002201                             5/25 6 MO LIBOR                       First Lien                         6                      13.8               6               2/1/2012                        3
421002225                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                      14.8             6.2               2/1/2009                        3
421002240                             2/28 6 MO LIBOR                       First Lien                         6                     13.55               6               1/1/2009                        3
421002254                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.9               6               1/1/2012                        3
421002264                             2/28 6 MO LIBOR                       First Lien                         6                      14.6               6               2/1/2009                        3
421002285                             2/28 6 MO LIBOR                       First Lien                         5                     15.15               5               1/1/2009                        3
421002302                             2/28 6 MO LIBOR                       First Lien                       6.2                      16.8             6.2               1/1/2009                        3
421002308                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                     14.75             6.2               2/1/2009                        3
421002315                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.35               6               2/1/2012                        3
421002345                             2/28 6 MO LIBOR                       First Lien                      6.65                      16.7            6.65               2/1/2009                        3
421002376                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                     16.05             6.4               1/1/2012                        3
421002421                             2/28 6 MO LIBOR                       First Lien                         6                     15.68               6               3/1/2009                        3
421002447                             5/25 6 MO LIBOR                       First Lien                         6                     12.55               6               2/1/2012                        3
421002451                             2/28 6 MO LIBOR IO                    First Lien                         6                     14.85               6               1/1/2009                        3
421002455                             5/25 6 MO LIBOR                       First Lien                         6                      14.1               6               1/1/2012                        3
421002456                             2/28 6 MO LIBOR                       First Lien                       6.4                     16.75             6.4               2/1/2009                        3
421002466                             2/28 6 MO LIBOR                       First Lien                         6                     15.55               6               2/1/2009                        3
421002499                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      15.9               6               1/1/2009                        3
421002504                             2/28 6 MO LIBOR                       First Lien                         6                      15.1               6               2/1/2009                        3
421002509                             2/28 6 MO LIBOR                       First Lien                       6.4                     14.45             6.4               2/1/2009                        3
421002521                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.3               6               2/1/2012                        3
421002556                             2/28 6 MO LIBOR                       First Lien                       6.4                      15.6             6.4               2/1/2009                        3
421002567                             5/25 6 MO LIBOR                       First Lien                       6.2                      17.4             6.2               2/1/2012                        3
421002568                             5/25 6 MO LIBOR                       First Lien                         6                     14.67               6               2/1/2012                        3
421002591                             2/28 6 MO LIBOR                       First Lien                         5                      14.5               5               2/1/2009                        3
421002593                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.6               6               2/1/2012                        3
421002608                             5/25 6 MO LIBOR                       First Lien                         6                     14.13               6               2/1/2012                        3
421002611                             2/28 6 MO LIBOR                       First Lien                         6                        16               6               2/1/2009                        3
421002668                             2/28 6 MO LIBOR                       First Lien                       6.4                    16.725             6.4               2/1/2009                        3
421002670                             2/28 6 MO LIBOR                       First Lien                       6.2                     16.75             6.2               2/1/2009                        3
421002706                             2/28 6 MO LIBOR                       First Lien                      6.25                    15.875            6.25               2/1/2009                        3
421002710                             2/28 6 MO LIBOR                       First Lien                         6                     16.95               6               3/1/2009                        3
421002728                             2/28 6 MO LIBOR                       First Lien                         6                    14.625               6               2/1/2009                        3
421002730                             2/28 6 MO LIBOR                       First Lien                         6                     18.15               6               2/1/2009                        3
421002737                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    14.075               6               2/1/2009                        3
421002809                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.15               6               2/1/2009                        3
421002810                             2/28 6 MO LIBOR                       First Lien                         6                      14.9               6               2/1/2009                        3
421002827                             2/28 6 MO LIBOR                       First Lien                         6                     16.85               6               2/1/2009                        3
421002831                             2/28 6 MO LIBOR                       First Lien                         6                     16.85               6               3/1/2009                        3
421002839                             2/28 6 MO LIBOR                       First Lien                         6                      17.3               6               2/1/2009                        3
421002845                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     16.68               6               2/1/2009                        3
421002884                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    17.325               6               2/1/2009                        3
421002959                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      16.3               6               3/1/2009                        3
421002972                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
421002999                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                     16.25               6               2/1/2012                        3
421003074                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     16.05               6               3/1/2009                        3
421003092                             2/13 6 MO LIBOR                       First Lien                         6                     15.75               6               2/1/2009                        3
421003097                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                       6.4                     16.25             6.4               3/1/2009                        3
421003100                             2/28 6 MO LIBOR                       First Lien                         6                      17.3               6               3/1/2009                        3
421003125                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                     16.65               6               3/1/2012                        3
421003134                             2/13 6 MO LIBOR                       First Lien                         6                      17.4               6               3/1/2009                        3
421003377                             5/25 6 MO LIBOR 50/30 Balloon         First Lien                         6                     15.05               6               3/1/2012                        3
511050691                             2/28 6 MO LIBOR                       First Lien                       7.7                      13.7            5.85              12/1/2008                        3
511050904                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
511051614                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.8                     13.85             5.8              12/1/2008                        3
511051718                             2/28 6 MO LIBOR IO                    First Lien                       5.6                      14.5             5.6               1/1/2009                        3
511051956                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         8                        14             5.6              11/1/2008                        3
511052034                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
511052084                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                     12.45             6.4               1/1/2012                        3
511052355                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.3                     14.35             6.3              12/1/2008                        3
511052359                             2/28 6 MO LIBOR                       First Lien                       5.6                     15.05             5.6               1/1/2009                        3
511052408                             5/25 6 MO LIBOR IO                    First Lien                       5.6                     13.55             5.6               1/1/2012                        3
511052496                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     13.75             5.6               1/1/2009                        3
511052531                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.75                     12.75             5.8              12/1/2008                        3
511052570                             2/28 6 MO LIBOR                       First Lien                      10.1                      16.1               7              12/1/2008                        3
511052606                             2/28 6 MO LIBOR                       First Lien                       5.8                      15.1             5.8               1/1/2009                        3
511052683                             2/28 6 MO LIBOR                       First Lien                         6                     15.65               6               1/1/2009                        3
511052717                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.8                     14.55             5.8              12/1/2008                        3
511053012                             3/27 6 MO LIBOR                       First Lien                       5.8                    13.475             5.8               1/1/2010                        3
511053013                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.8                      14.4             5.8               1/1/2009                        3
511053091                             2/28 6 MO LIBOR                       First Lien                       9.1                      15.1             5.6               1/1/2009                        3
511053255                             2/28 6 MO LIBOR                       First Lien                      6.75                      15.9            6.75               1/1/2009                        3
511053311                             2/28 6 MO LIBOR                       First Lien                         6                      14.3               6               1/1/2009                        3
511053333                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     13.75             5.6               2/1/2009                        3
511053382                             2/28 6 MO LIBOR IO                    First Lien                         6                     15.15               6               1/1/2009                        3
511053383                             2/28 6 MO LIBOR                       First Lien                     5.364                     13.55           5.364               1/1/2009                        3
511053388                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.99               6               2/1/2009                        3
511053419                             2/28 6 MO LIBOR                       First Lien                         6                    16.175               6               1/1/2009                        3
511053457                             2/28 6 MO LIBOR                       First Lien                      6.65                     15.85            6.65               2/1/2009                        3
511053475                             2/28 6 MO LIBOR                       First Lien                         7                      17.5               7               2/1/2009                        3
511053488                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                      14.8             6.4               1/1/2009                        3
511053491                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      12.7               6               1/1/2009                        3
511053504                             2/28 6 MO LIBOR                       First Lien                         6                    14.775               6               1/1/2009                        3
511053526                             2/28 6 MO LIBOR IO                    First Lien                       6.1                     14.65             6.1               1/1/2009                        3
511053529                             2/28 6 MO LIBOR                       First Lien                         6                      14.5               6               1/1/2009                        3
511053614                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                     12.85             6.4               1/1/2009                        3
511053624                             2/28 6 MO LIBOR IO                    First Lien                         6                      12.6               6               1/1/2009                        3
511053743                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      7.45                     13.45             5.6               1/1/2009                        3
511053776                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.6                      12.6             6.1               1/1/2009                        3
511053793                             5/25 6 MO LIBOR IO                    First Lien                         6                     12.35               6               1/1/2012                        3
511054081                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.4               6               1/1/2009                        3
511054140                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                        14             5.6               1/1/2009                        3
511054201                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.25                     13.25            6.25               1/1/2009                        3
511054258                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.1                     14.35             6.1               1/1/2009                        3
511054263                             2/28 6 MO LIBOR                       First Lien                      7.35                      15.9            7.35               1/1/2009                        3
511054293                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
511054372                             2/28 6 MO LIBOR                       First Lien                       6.3                    14.675             6.3               1/1/2009                        3
511054392                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                      14.8            6.65               1/1/2009                        3
511054423                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                      14.1             6.2               1/1/2009                        3
511054440                             5/25 6 MO LIBOR IO                    First Lien                      6.95                     12.95             5.6               1/1/2012                        3
511054469                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                        14             5.6               1/1/2009                        3
511054501                             2/28 6 MO LIBOR IO                    First Lien                         6                      12.7               6               1/1/2009                        3
511054538                             2/28 6 MO LIBOR IO                    First Lien                      6.25                     14.75            6.25               1/1/2009                        3
511054550                             2/28 6 MO LIBOR                       First Lien                         6                     12.55               6               2/1/2009                        3
511054561                             2/28 6 MO LIBOR                       First Lien                      6.65                      12.5            6.65               2/1/2009                        3
511054567                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.8               6               1/1/2009                        3
511054569                             2/28 6 MO LIBOR                       First Lien                       7.4                      13.8             7.4               1/1/2009                        3
511054588                             2/28 6 MO LIBOR                       First Lien                       6.2                     14.75             6.2               1/1/2009                        3
511054592                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         7                     14.85               7               2/1/2009                        3
511054614                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
511054641                             2/28 6 MO LIBOR                       First Lien                       6.1                        16             6.1               1/1/2009                        3
511054675                             2/28 6 MO LIBOR                       First Lien                         6                     15.45               6               2/1/2009                        3
511054677                             3/27 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.2               6               1/1/2010                        3
511054726                             3/27 6 MO LIBOR                       First Lien                      10.5                      16.5             6.4               1/1/2010                        3
511054740                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.05               6               1/1/2009                        3
511054758                             2/28 6 MO LIBOR                       First Lien                      6.65                     15.85            6.65               2/1/2009                        3
511054764                             2/28 6 MO LIBOR                       First Lien                      6.65                     16.85            6.65               1/1/2009                        3
511054804                             2/28 6 MO LIBOR                       First Lien                         6                     17.55               6               2/1/2009                        3
511054812                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.25               6               2/1/2009                        3
511054817                             3/27 6 MO LIBOR                       First Lien                       5.8                    13.325             5.8               2/1/2010                        3
511054828                             2/28 6 MO LIBOR                       First Lien                       6.2                      13.7             6.2               1/1/2009                        3
511054841                             2/28 6 MO LIBOR                       First Lien                       6.2                     14.45             6.2               2/1/2009                        3
511054858                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.5                      11.6             5.5               2/1/2009                        3
511054896                             2/28 6 MO LIBOR                       First Lien                       5.6                     13.75             5.6               2/1/2009                        3
511054903                             2/28 6 MO LIBOR                       First Lien                      7.25                      14.8            7.25               2/1/2009                        3
511054934                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                        13               6               2/1/2009                        3
511054938                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                     16.05             6.4               2/1/2009                        3
511054956                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.1                     12.95             6.1               2/1/2009                        3
511054961                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.1                      14.1             6.1               2/1/2009                        3
511054971                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      12.9               6               2/1/2009                        3
511054998                             2/28 6 MO LIBOR                       First Lien                         6                     14.65               6               2/1/2009                        3
511055038                             2/28 6 MO LIBOR                       First Lien                       6.2                      15.6             6.2               2/1/2009                        3
511055070                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                      13.8             6.2               2/1/2009                        3
511055085                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                     15.25             6.2               2/1/2009                        3
511055108                             2/28 6 MO LIBOR                       First Lien                       6.3                      18.3               6               2/1/2009                        3
511055121                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
511055184                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.4               6               2/1/2009                        3
511055185                             2/28 6 MO LIBOR                       First Lien                         6                     13.95               6               2/1/2009                        3
511055201                             2/28 6 MO LIBOR                       First Lien                         6                      14.6               6               2/1/2009                        3
511055267                             Fixed Rate 30 Yr IO                   First Lien                         0                         0               0                                               0
511055278                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                      13.3             6.4               2/1/2009                        3
511055283                             2/28 6 MO LIBOR IO                    First Lien                         6                      13.2               6               2/1/2009                        3
511055293                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
511055295                             2/28 6 MO LIBOR IO                    First Lien                       6.4                     14.99             6.4               2/1/2009                        3
511055304                             2/28 6 MO LIBOR                       First Lien                       6.4                      15.3             6.4               2/1/2009                        3
511055354                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                      13.5            6.65               2/1/2009                        3
511055378                             2/28 6 MO LIBOR IO                    First Lien                         6                    12.375               6               2/1/2009                        3
511055382                             2/28 6 MO LIBOR IO                    First Lien                         5                     13.25               5               2/1/2009                        3
511055384                             2/28 6 MO LIBOR                       First Lien                       6.1                      13.9             6.1               2/1/2009                        3
511055416                             2/28 6 MO LIBOR                       First Lien                       6.4                     13.65             6.4               3/1/2009                        3
511055536                             2/28 6 MO LIBOR                       First Lien                       6.1                      14.2             6.1               2/1/2009                        3
511055537                             2/28 6 MO LIBOR IO                    First Lien                         6                     12.15               6               2/1/2009                        3
511055549                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                      15.6             6.2               2/1/2009                        3
511055557                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     12.45               6               2/1/2009                        3
511055619                             2/28 6 MO LIBOR IO                    First Lien                       5.5                     12.25             5.5               2/1/2009                        3
511055621                             Fixed Rate 30 Yr IO                   First Lien                         0                         0               0                                               0
511055641                             2/28 6 MO LIBOR IO                    First Lien                         6                      13.5               6               2/1/2009                        3
511055667                             2/28 6 MO LIBOR IO                    First Lien                      5.98                     11.99            5.98               2/1/2009                        3
511055747                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      12.5               6               2/1/2009                        3
511055773                             2/28 6 MO LIBOR                       First Lien                       6.5                     16.99             6.5               2/1/2009                        3
511055780                             2/28 6 MO LIBOR                       First Lien                      7.25                     16.85            7.25               2/1/2009                        3
511055791                             2/28 6 MO LIBOR                       First Lien                      9.95                     15.95             6.2               2/1/2009                        3
511055854                             2/28 6 MO LIBOR                       First Lien                         6                    14.425               6               3/1/2009                        3
511055935                             2/28 6 MO LIBOR                       First Lien                         6                      14.5               6               3/1/2009                        3
511055958                             2/28 6 MO LIBOR IO                    First Lien                         6                      15.5               6               2/1/2009                        3
511055982                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.8               6               2/1/2009                        3
511055991                             2/28 6 MO LIBOR IO                    First Lien                         6                      13.5               6               2/1/2009                        3
511056013                             2/28 6 MO LIBOR                       First Lien                       6.9                      17.5             6.9               2/1/2009                        3
511056037                             3/27 6 MO LIBOR IO                    First Lien                         6                     13.65               6               2/1/2010                        3
511056043                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.25               6               2/1/2009                        3
511056068                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                    12.659               6               2/1/2012                        3
511056074                             2/28 6 MO LIBOR                       First Lien                         7                     15.99               7               2/1/2009                        3
511056092                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     16.15               6               3/1/2009                        3
511056106                             2/28 6 MO LIBOR                       First Lien                       6.2                      15.2             6.2               2/1/2009                        3
511056107                             2/28 6 MO LIBOR IO                    First Lien                         6                     12.99               6               2/1/2009                        3
511056120                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.44               6               2/1/2009                        3
511056147                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    13.275               6               2/1/2009                        3
511056215                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.8               6               2/1/2009                        3
511056235                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      14.1               6               2/1/2009                        3
511056314                             2/28 6 MO LIBOR                       First Lien                         6                     14.99               6               3/1/2009                        3
511056338                             2/28 6 MO LIBOR IO                    First Lien                         6                     12.95               6               2/1/2009                        3
511056350                             2/28 6 MO LIBOR IO                    First Lien                         6                     16.29               6               3/1/2009                        3
511056368                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                     16.75             6.2               2/1/2009                        3
511056440                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
511056489                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
511056560                             5/25 6 MO LIBOR IO                    First Lien                         6                    13.275               6               3/1/2012                        3
511056565                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
511056583                             3/27 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.7               6               2/1/2010                        3
511056625                             2/28 6 MO LIBOR IO                    First Lien                         6                      14.2               6               3/1/2009                        3
511056670                             5/25 6 MO LIBOR IO                    First Lien                         6                     13.25               6               2/1/2012                        3
511056904                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      12.9               6               3/1/2009                        3
511056965                             2/28 6 MO LIBOR IO                    First Lien                         6                     12.96               6               3/1/2009                        3
511057235                             2/28 6 MO LIBOR IO                    First Lien                         6                     12.75               6               3/1/2009                        3
511058085                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
511058207                             2/28 6 MO LIBOR                       First Lien                         6                     17.85               6               4/1/2009                        1
511058463                             2/28 6 MO LIBOR                       First Lien                         6                      16.9               6               4/1/2009                        3
511059154                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
511060483                             2/28 6 MO LIBOR                       First Lien                         6                     15.75               6               4/1/2009                        1
521043444                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
521044509                             2/28 6 MO LIBOR                       First Lien                      9.55                     15.55            5.85               9/1/2008                        3
521045811                             2/28 6 MO LIBOR                       First Lien                       7.9                      13.9            5.85              11/1/2008                        3
521045973                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
521046049                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
521046057                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
521046338                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
521046496                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
521046761                             2/28 6 MO LIBOR                       First Lien                       5.6                     14.45             5.6              12/1/2008                        3
521047044                             2/28 6 MO LIBOR                       First Lien                       8.7                      14.7           5.403              11/1/2008                        3
521047360                             3/27 6 MO LIBOR                       First Lien                      5.43                     15.82            5.43              12/1/2009                        3
521047424                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                        14             5.6              12/1/2008                        3
521047494                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                      15.3             5.6               1/1/2009                        3
521047523                             2/28 6 MO LIBOR                       First Lien                       5.2                     14.12             5.2              12/1/2008                        3
521047740                             2/28 6 MO LIBOR                       First Lien                       5.6                      15.6             5.6              12/1/2008                        3
521048029                             2/28 6 MO LIBOR                       First Lien                      5.75                     11.95            5.75               1/1/2009                        3
521048100                             2/28 6 MO LIBOR                       First Lien                       5.6                     14.75             5.6               1/1/2009                        3
521048140                             2/28 6 MO LIBOR                       First Lien                       5.4                     16.35             5.4               1/1/2009                        3
521048238                             5/25 6 MO LIBOR                       First Lien                      5.39                     16.15            5.39              12/1/2011                        3
521048419                             3/27 6 MO LIBOR 40/30 Balloon         First Lien                      5.88                    14.925            5.88               1/1/2010                        3
521048436                             2/28 6 MO LIBOR                       First Lien                         5                    16.325               5               2/1/2009                        3
521048441                             3/27 6 MO LIBOR                       First Lien                         6                      13.1               6               1/1/2010                        3
521048468                             2/28 6 MO LIBOR                       First Lien                       5.5                      14.6             5.5               1/1/2009                        3
521048472                             2/28 6 MO LIBOR                       First Lien                       5.6                    14.675             5.6               2/1/2009                        3
521048484                             2/28 6 MO LIBOR                       First Lien                         6                     15.65               6               1/1/2009                        3
521048509                             2/28 6 MO LIBOR                       First Lien                       6.2                     16.05             6.2               1/1/2009                        3
521048583                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         5                     15.95               5               1/1/2009                        3
521048674                             2/28 6 MO LIBOR                       First Lien                       5.8                    14.175             5.8               2/1/2009                        3
521048701                             2/28 6 MO LIBOR                       First Lien                      5.36                     17.95            5.36               2/1/2009                        3
521048708                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
521048710                             2/28 6 MO LIBOR                       First Lien                         6                     17.85               6               2/1/2009                        3
521048715                             2/28 6 MO LIBOR                       First Lien                         6                     17.65               6               2/1/2009                        3
521048719                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.8                     14.15             5.8               1/1/2009                        3
521048725                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      9.25                     15.25             5.6               2/1/2009                        3
521048734                             5/25 6 MO LIBOR                       First Lien                       5.5                     15.99             5.5               2/1/2012                        3
521048777                             2/28 6 MO LIBOR                       First Lien                         5                      14.8               5               1/1/2009                        3
521048814                             2/28 6 MO LIBOR                       First Lien                         6                     14.25               6               2/1/2009                        3
521048855                             2/28 6 MO LIBOR                       First Lien                         6                     14.07               6               1/1/2009                        3
521048880                             2/28 6 MO LIBOR                       First Lien                       5.5                      12.9             5.5               2/1/2009                        3
521048926                             3/27 6 MO LIBOR                       First Lien                         6                    15.625               6               1/1/2010                        3
521049005                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         5                    14.649               5               1/1/2009                        3
521049020                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.4                      13.8             5.4               2/1/2009                        3
521049063                             2/28 6 MO LIBOR                       First Lien                      4.75                      18.1            4.75               2/1/2009                        3
521049106                             2/28 6 MO LIBOR                       First Lien                         6                    15.525               6               1/1/2009                        3
521049129                             2/28 6 MO LIBOR                       First Lien                         6                      15.5               6               1/1/2009                        3
521049145                             2/28 6 MO LIBOR                       First Lien                         5                     14.87               5               1/1/2009                        3
521049200                             2/28 6 MO LIBOR                       First Lien                      5.36                    14.225            5.36               2/1/2009                        3
521049217                             2/28 6 MO LIBOR                       First Lien                         5                    15.975               5               2/1/2009                        3
521049306                             2/28 6 MO LIBOR                       First Lien                       5.6                    11.675             5.6               2/1/2009                        3
521049314                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    15.025               6               2/1/2009                        3
521049329                             2/28 6 MO LIBOR                       First Lien                         6                    15.425               6               1/1/2009                        3
521049334                             2/28 6 MO LIBOR                       First Lien                         6                     15.99               6               1/1/2009                        3
521049351                             2/28 6 MO LIBOR                       First Lien                     10.65                     16.65             6.2               2/1/2009                        3
521049365                             3/27 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                    15.875            6.65               1/1/2010                        3
521049433                             2/28 6 MO LIBOR                       First Lien                       4.7                    15.375             4.7               2/1/2009                        3
521049450                             2/28 6 MO LIBOR                       First Lien                         5                      13.9               5               2/1/2009                        3
521049479                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
521049489                             2/28 6 MO LIBOR                       First Lien                         6                      13.2               6               1/1/2009                        3
521049500                             2/28 6 MO LIBOR                       First Lien                         6                    16.075               6               1/1/2009                        3
521049506                             2/28 6 MO LIBOR                       First Lien                         6                     14.15               6               2/1/2009                        3
521049524                             2/28 6 MO LIBOR                       First Lien                         6                    15.425               6               2/1/2009                        3
521049530                             2/28 6 MO LIBOR                       First Lien                     10.75                     16.75               6               2/1/2009                        3
521049550                             2/28 6 MO LIBOR                       First Lien                       6.2                    13.175             6.2               2/1/2009                        3
521049565                             2/28 6 MO LIBOR                       First Lien                         7                    17.075               7               3/1/2009                        3
521049568                             2/28 6 MO LIBOR                       First Lien                         9                        15               6               2/1/2009                        3
521049581                             2/28 6 MO LIBOR                       First Lien                         6                     13.25               6               2/1/2009                        3
521050154                             2/28 6 MO LIBOR                       First Lien                         6                    15.975               6               2/1/2009                        3
521050163                             2/28 6 MO LIBOR                       First Lien                      5.37                     15.05            5.37               2/1/2009                        3
521050203                             2/28 6 MO LIBOR                       First Lien                         6                     15.45               6               1/1/2009                        3
521050227                             2/28 6 MO LIBOR                       First Lien                         6                     14.15               6               2/1/2009                        3
521050231                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      5.37                      15.2            5.37               1/1/2009                        3
521050273                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                    13.425               6               2/1/2012                        3
521050287                             3/27 6 MO LIBOR                       First Lien                         6                     12.75               6               2/1/2010                        3
521050300                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     15.05               6               2/1/2009                        3
521050315                             2/28 6 MO LIBOR                       First Lien                      4.75                    13.425            4.75               2/1/2009                        3
521050320                             2/28 6 MO LIBOR                       First Lien                         6                     15.99               6               3/1/2009                        3
521050324                             2/28 6 MO LIBOR                       First Lien                         6                      16.7               6               2/1/2009                        3
521050344                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     14.55             5.6               2/1/2009                        3
521050369                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     15.65               6               2/1/2009                        3
521050432                             2/28 6 MO LIBOR                       First Lien                         6                     16.25               6               2/1/2009                        3
521050435                             2/28 6 MO LIBOR                       First Lien                         6                      14.7               6               2/1/2009                        3
521050436                             2/28 6 MO LIBOR                       First Lien                         6                      17.3               6               2/1/2009                        3
521050437                             2/28 6 MO LIBOR                       First Lien                         6                     14.43               6               2/1/2009                        3
521050454                             2/28 6 MO LIBOR                       First Lien                         6                      14.8               6               2/1/2009                        3
521050518                             2/28 6 MO LIBOR                       First Lien                         6                      15.5               6               2/1/2009                        3
521050539                             2/28 6 MO LIBOR                       First Lien                         6                     16.05               6               2/1/2009                        3
521050541                             3/27 6 MO LIBOR                       First Lien                       6.2                     16.25             6.2               2/1/2010                        3
521050576                             2/28 6 MO LIBOR                       First Lien                       6.4                     16.85             6.4               2/1/2009                        3
521050583                             2/28 6 MO LIBOR                       First Lien                         5                     15.68               5               2/1/2009                        3
521050609                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      7.25                    14.375            7.25               2/1/2009                        3
521050614                             2/28 6 MO LIBOR                       First Lien                         4                    15.075               4               2/1/2009                        3
521050660                             2/28 6 MO LIBOR                       First Lien                         6                      14.8               6               2/1/2009                        3
521050676                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
521050735                             2/28 6 MO LIBOR                       First Lien                         6                    14.775               6               3/1/2009                        3
521050741                             2/28 6 MO LIBOR                       First Lien                         6                      14.8               6               2/1/2009                        3
521050964                             2/28 6 MO LIBOR                       First Lien                         6                      16.7               6               2/1/2009                        3
521050971                             2/28 6 MO LIBOR                       First Lien                       6.2                    15.475             6.2               3/1/2009                        3
521050973                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                    14.125            6.65               2/1/2009                        3
521051016                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
521051024                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.5                     14.95             5.5               2/1/2009                        3
521051056                             2/28 6 MO LIBOR                       First Lien                      6.65                    15.975            6.65               2/1/2009                        3
521051155                             2/28 6 MO LIBOR                       First Lien                         6                    14.675               6               2/1/2009                        3
521051169                             2/28 6 MO LIBOR                       First Lien                      5.75                      14.7            5.75               2/1/2009                        3
521051176                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.05               6               2/1/2009                        3
521051179                             2/28 6 MO LIBOR                       First Lien                     9.275                    15.275               6               2/1/2009                        3
521051194                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
521051205                             2/28 6 MO LIBOR                       First Lien                         6                    15.275               6               3/1/2009                        3
521051208                             2/28 6 MO LIBOR                       First Lien                       5.6                     17.85             5.6               3/1/2009                        3
521051209                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    14.475               6               2/1/2009                        3
521051213                             2/28 6 MO LIBOR                       First Lien                         6                      16.9               6               2/1/2009                        3
521051219                             2/28 6 MO LIBOR                       First Lien                         6                        18               6               2/1/2009                        3
521051226                             2/28 6 MO LIBOR                       First Lien                         5                    15.025               5               2/1/2009                        3
521051268                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
521051292                             3/27 6 MO LIBOR                       First Lien                      5.55                      15.2            5.55               2/1/2010                        3
521051293                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     15.55               6               2/1/2009                        3
521051297                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         5                     13.65               5               2/1/2009                        3
521051323                             2/28 6 MO LIBOR                       First Lien                         6                      14.2               6               2/1/2009                        3
521051337                             5/25 6 MO LIBOR                       First Lien                         6                    15.475               6               2/1/2012                        3
521051351                             2/28 6 MO LIBOR                       First Lien                     12.15                     18.15             6.2               2/1/2009                        3
521051368                             2/28 6 MO LIBOR                       First Lien                         6                     16.26               6               2/1/2009                        3
521051373                             2/28 6 MO LIBOR                       First Lien                       5.1                    15.175             5.1               2/1/2009                        3
521051380                             2/28 6 MO LIBOR                       First Lien                       6.2                     15.38             6.2               2/1/2009                        3
521051400                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                        13               6               2/1/2009                        3
521051404                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     17.65               6               2/1/2009                        3
521051407                             2/28 6 MO LIBOR                       First Lien                         6                      13.8               6               2/1/2009                        3
521051417                             2/28 6 MO LIBOR                       First Lien                      5.75                     17.85            5.75               2/1/2009                        3
521051430                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
521051481                             2/28 6 MO LIBOR                       First Lien                         5                      15.4               5               2/1/2009                        3
521051488                             2/28 6 MO LIBOR                       First Lien                         5                    14.875               5               2/1/2009                        3
521051491                             2/28 6 MO LIBOR                       First Lien                       5.2                    16.475             5.2               2/1/2009                        3
521051511                             2/28 6 MO LIBOR                       First Lien                         6                     16.15               6               2/1/2009                        3
521051524                             2/28 6 MO LIBOR                       First Lien                       5.4                     15.35             5.4               2/1/2009                        3
521051540                             2/28 6 MO LIBOR                       First Lien                         5                     15.99               5               2/1/2009                        3
521051543                             2/28 6 MO LIBOR                       First Lien                         5                    15.525               5               2/1/2009                        3
521051552                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         5                      14.7               5               2/1/2009                        3
521051573                             3/27 6 MO LIBOR                       First Lien                         6                    16.925               6               2/1/2010                        3
521051579                             2/28 6 MO LIBOR                       First Lien                       6.2                     17.65             6.2               3/1/2009                        3
521051599                             2/28 6 MO LIBOR                       First Lien                         6                     14.25               6               3/1/2009                        3
521051602                             2/28 6 MO LIBOR IO                    First Lien                         5                     14.15               5               2/1/2009                        3
521051606                             2/28 6 MO LIBOR                       First Lien                         6                      16.6               6               2/1/2009                        3
521051636                             2/28 6 MO LIBOR                       First Lien                         6                      13.3               6               2/1/2009                        3
521051662                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
521051664                             3/27 6 MO LIBOR                       First Lien                     5.372                    14.275           5.372               2/1/2010                        3
521051684                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                       5.3                     15.35             5.3               3/1/2009                        3
521051689                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
521051721                             2/28 6 MO LIBOR                       First Lien                         6                    14.875               6               3/1/2009                        3
521051747                             3/27 6 MO LIBOR                       First Lien                         6                     15.99               6               2/1/2010                        3
521051762                             2/28 6 MO LIBOR                       First Lien                         6                     16.35               6               2/1/2009                        3
521051773                             2/28 6 MO LIBOR                       First Lien                       5.3                    15.275             5.3               2/1/2009                        3
521051798                             2/28 6 MO LIBOR                       First Lien                       6.2                      15.5             6.2               2/1/2009                        3
521051834                             2/28 6 MO LIBOR                       First Lien                      6.65                    14.775            6.65               2/1/2009                        3
521051861                             2/28 6 MO LIBOR                       First Lien                      6.65                     16.45            6.65               2/1/2009                        3
521051881                             2/28 6 MO LIBOR                       First Lien                         6                     15.99               6               3/1/2009                        3
521051886                             2/28 6 MO LIBOR                       First Lien                     5.387                      15.4           5.387               2/1/2009                        3
521051891                             2/28 6 MO LIBOR                       First Lien                     7.925                    13.925             6.4               2/1/2009                        3
521051898                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
521051936                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      5.45                    15.377            5.45               2/1/2009                        3
521051992                             2/28 6 MO LIBOR                       First Lien                         6                    15.675               6               3/1/2009                        3
521052001                             2/28 6 MO LIBOR                       First Lien                         6                    15.625               6               3/1/2009                        3
521052012                             15/15 6 MO LIBOR                      First Lien                         6                     16.55               6               3/1/2022                        3
521052045                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                      5.48                     14.55            5.48               2/1/2009                        3
521052051                             2/28 6 MO LIBOR                       First Lien                     5.387                      17.9           5.387               3/1/2009                        3
521052062                             2/28 6 MO LIBOR                       First Lien                       4.9                     14.99             4.9               2/1/2009                        3
521052127                             2/28 6 MO LIBOR                       First Lien                         6                    15.325               6               3/1/2009                        3
521052135                             2/28 6 MO LIBOR                       First Lien                         6                     15.55               6               3/1/2009                        3
521052195                             2/28 6 MO LIBOR                       First Lien                         6                    14.775               6               2/1/2009                        3
521052223                             2/28 6 MO LIBOR                       First Lien                         6                    15.025               6               2/1/2009                        3
521052249                             2/28 6 MO LIBOR                       First Lien                       6.2                     15.65             6.2               2/1/2009                        3
521052293                             2/28 6 MO LIBOR                       First Lien                         6                      14.1               6               3/1/2009                        3
521052294                             2/28 6 MO LIBOR                       First Lien                         6                     15.18               6               3/1/2009                        3
521052321                             2/28 6 MO LIBOR                       First Lien                         6                     14.92               6               3/1/2009                        3
521052382                             3/27 6 MO LIBOR                       First Lien                         6                     13.45               6               2/1/2010                        3
521052433                             2/28 6 MO LIBOR                       First Lien                         6                    15.475               6               3/1/2009                        3
521052436                             15/15 6 MO LIBOR                      Second Lien                        6                     19.05               6               2/1/2022                        3
521052463                             2/28 6 MO LIBOR                       First Lien                         6                    14.275               6               2/1/2009                        3
521052482                             2/28 6 MO LIBOR                       First Lien                     5.394                    15.475           5.394               2/1/2009                        3
521052492                             2/28 6 MO LIBOR                       First Lien                         6                    15.325               6               3/1/2009                        3
521052515                             2/28 6 MO LIBOR                       First Lien                       6.2                      16.3             6.2               3/1/2009                        3
521052520                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         5                     17.89               5               3/1/2009                        3
521052529                             2/28 6 MO LIBOR                       First Lien                         6                    15.775               6               2/1/2009                        3
521052537                             2/28 6 MO LIBOR                       First Lien                         6                    14.875               6               3/1/2009                        3
521052563                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.5                      13.8             5.5               2/1/2009                        3
521052603                             2/28 6 MO LIBOR                       First Lien                      6.65                    17.475            6.65               3/1/2009                        3
521052649                             2/28 6 MO LIBOR                       First Lien                         6                     16.45               6               2/1/2009                        3
521052655                             2/28 6 MO LIBOR                       First Lien                         6                     15.55               6               2/1/2009                        3
521052748                             2/28 6 MO LIBOR IO                    First Lien                         6                     17.35               6               3/1/2009                        3
521052752                             2/28 6 MO LIBOR                       First Lien                         6                     15.75               6               3/1/2009                        3
521052807                             2/28 6 MO LIBOR                       First Lien                         6                    16.875               6               3/1/2009                        3
521052809                             2/28 6 MO LIBOR                       First Lien                         6                      14.9               6               3/1/2009                        3
521052833                             2/28 6 MO LIBOR                       First Lien                         6                    15.225               6               3/1/2009                        3
521052922                             2/28 6 MO LIBOR                       First Lien                         6                      17.1               6               3/1/2009                        3
521052950                             2/28 6 MO LIBOR                       First Lien                       4.9                     15.99             4.9               3/1/2009                        3
521052997                             2/28 6 MO LIBOR                       First Lien                         5                     16.04               5               3/1/2009                        3
521053017                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                     10.15                     16.15             6.2               3/1/2009                        3
521053032                             2/28 6 MO LIBOR                       First Lien                         6                      17.6               6               3/1/2009                        3
521053168                             2/28 6 MO LIBOR                       First Lien                       5.4                      17.4             5.4               4/1/2009                        3
521053185                             2/28 6 MO LIBOR                       First Lien                         6                     15.05               6               3/1/2009                        3
521053374                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     14.33               6               3/1/2009                        3
521053409                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
521053459                             2/28 6 MO LIBOR                       First Lien                         5                        14               5               3/1/2009                        3
521053555                             2/28 6 MO LIBOR                       First Lien                         6                    14.075               6               3/1/2009                        3
521053651                             2/28 6 MO LIBOR                       First Lien                         6                     16.35               6               3/1/2009                        3
521054048                             2/28 6 MO LIBOR                       First Lien                         6                     15.99               6               3/1/2009                        3
521054320                             2/28 6 MO LIBOR                       First Lien                         6                     15.95               6               4/1/2009                        3
521055007                             2/28 6 MO LIBOR                       First Lien                         5                      16.5               5               4/1/2009                        1
521056720                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     15.95               6               4/1/2009                        1
551021585                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
551021775                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
551021793                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
551021947                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
551022062                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
551022470                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
551022709                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
551022893                             2/28 6 MO LIBOR                       First Lien                      5.85                    13.925            5.85               1/1/2009                        3
551023371                             2/28 6 MO LIBOR                       First Lien                     9.625                    15.625             5.8              11/1/2008                        3
551023696                             5/25 6 MO LIBOR                       First Lien                       5.6                     16.55             5.6               1/1/2012                        3
551024418                             2/28 6 MO LIBOR IO                    First Lien                       5.6                     13.85             5.6               1/1/2009                        3
551024662                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
551024710                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     14.95             5.6               1/1/2009                        3
551024728                             Fixed Rate 30 Yr IO                   First Lien                         0                         0               0                                               0
551024729                             2/28 6 MO LIBOR                       First Lien                       5.6                     17.85             5.6              12/1/2008                        3
551024860                             2/28 6 MO LIBOR                       First Lien                       5.6                      15.9             5.6               1/1/2009                        3
551024901                             3/27 6 MO LIBOR 40/30 Balloon         First Lien                     10.25                     16.25            6.25               1/1/2010                        3
551024980                             2/28 6 MO LIBOR                       First Lien                      6.25                      12.9            6.25               1/1/2009                        3
551025027                             2/28 6 MO LIBOR                       First Lien                      6.65                     14.99            6.65               1/1/2009                        3
551025082                             2/28 6 MO LIBOR                       First Lien                      10.7                      16.7               6               1/1/2009                        3
551025085                             2/28 6 MO LIBOR                       First Lien                      10.7                      16.7               6               1/1/2009                        3
551025118                             3/27 6 MO LIBOR                       First Lien                       6.2                    15.325             6.2               1/1/2010                        3
551025246                             2/28 6 MO LIBOR                       First Lien                         6                     14.99               6               1/1/2009                        3
551025457                             3/27 6 MO LIBOR                       First Lien                         6                     14.65               6               2/1/2010                        3
551025479                             2/28 6 MO LIBOR                       First Lien                       6.2                      14.7             6.2               1/1/2009                        3
551025498                             2/28 6 MO LIBOR                       First Lien                         6                    15.475               6               3/1/2009                        3
551025532                             2/28 6 MO LIBOR                       First Lien                         6                      16.9               6               1/1/2009                        3
551025719                             2/28 6 MO LIBOR                       First Lien                         6                    13.525               6               2/1/2009                        3
551025746                             2/28 6 MO LIBOR                       First Lien                         6                    15.525               6               1/1/2009                        3
551025808                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.65               6               1/1/2009                        3
551025811                             2/28 6 MO LIBOR                       First Lien                         6                      16.9               6               2/1/2009                        3
551025859                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      15.1               6               2/1/2009                        3
551025996                             2/28 6 MO LIBOR                       First Lien                      5.85                     17.75            5.85               3/1/2009                        3
551026008                             3/27 6 MO LIBOR                       First Lien                         6                      14.9               6               2/1/2010                        3
551026020                             2/28 6 MO LIBOR                       First Lien                         6                     16.95               6               2/1/2009                        3
551026070                             2/28 6 MO LIBOR                       First Lien                         6                    14.875               6               2/1/2009                        3
551026072                             2/28 6 MO LIBOR                       First Lien                         6                    14.875               6               2/1/2009                        3
551026074                             2/28 6 MO LIBOR                       First Lien                         6                    14.875               6               2/1/2009                        3
551026167                             2/28 6 MO LIBOR                       First Lien                         6                     16.15               6               2/1/2009                        3
551026219                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
551026245                             2/28 6 MO LIBOR                       First Lien                         6                    13.175               6               2/1/2009                        3
551026253                             2/28 6 MO LIBOR                       First Lien                         6                     16.15               6               2/1/2009                        3
551026284                             2/28 6 MO LIBOR                       First Lien                         6                      18.4               6               2/1/2009                        3
551026285                             2/28 6 MO LIBOR                       First Lien                         6                      13.7               6               2/1/2009                        3
551026302                             2/28 6 MO LIBOR                       First Lien                         6                      16.7               6               3/1/2009                        3
551026316                             2/28 6 MO LIBOR                       First Lien                       6.2                     14.45             6.2               2/1/2009                        3
551026326                             2/28 6 MO LIBOR                       First Lien                         6                     16.85               6               2/1/2009                        3
551026341                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
551026484                             2/28 6 MO LIBOR                       First Lien                       6.2                    14.425             6.2               2/1/2009                        3
551026536                             2/28 6 MO LIBOR                       First Lien                         6                        18               6               3/1/2009                        3
551026725                             2/28 6 MO LIBOR                       First Lien                      7.25                      16.6            7.25               2/1/2009                        3
551026810                             2/28 6 MO LIBOR                       First Lien                         6                    14.725               6               2/1/2009                        3
551026846                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      15.6               6               3/1/2009                        3
551026881                             2/28 6 MO LIBOR                       First Lien                         6                    15.475               6               3/1/2009                        3
551027001                             2/28 6 MO LIBOR                       First Lien                      6.65                     17.35            6.65               3/1/2009                        3
551027041                             2/28 6 MO LIBOR                       First Lien                         6                     16.15               6               2/1/2009                        3
551027061                             2/28 6 MO LIBOR                       First Lien                         6                      15.9               6               3/1/2009                        3
551027114                             2/28 6 MO LIBOR                       First Lien                         6                      16.7               6               2/1/2009                        3
551027172                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
551027211                             2/28 6 MO LIBOR                       First Lien                         6                     14.75               6               2/1/2009                        3
551027242                             2/28 6 MO LIBOR                       First Lien                         6                    16.275               6               2/1/2009                        3
551027248                             2/28 6 MO LIBOR                       First Lien                         6                    15.525               6               3/1/2009                        3
551027275                             2/28 6 MO LIBOR                       First Lien                         6                      15.6               6               3/1/2009                        3
551027277                             2/28 6 MO LIBOR                       First Lien                         6                      15.6               6               3/1/2009                        3
551027298                             2/28 6 MO LIBOR                       First Lien                      6.65                        17            6.65               3/1/2009                        3
551027302                             2/28 6 MO LIBOR                       First Lien                         6                     17.53               6               3/1/2009                        3
551027369                             2/28 6 MO LIBOR                       First Lien                         6                      16.2               6               2/1/2009                        3
551027436                             2/28 6 MO LIBOR                       First Lien                         6                    15.375               6               3/1/2009                        3
551027452                             3/27 6 MO LIBOR 40/30 Balloon         First Lien                         6                        16               6               3/1/2010                        3
551027573                             2/28 6 MO LIBOR                       First Lien                       6.2                    16.525             6.2               3/1/2009                        3
551027648                             2/28 6 MO LIBOR                       First Lien                         6                    18.375               6               3/1/2009                        3
551027757                             2/28 6 MO LIBOR                       First Lien                       6.2                     15.99             6.2               3/1/2009                        3
551028059                             2/28 6 MO LIBOR                       First Lien                         6                      15.4               6               3/1/2009                        3
551028611                             2/28 6 MO LIBOR                       First Lien                         6                    15.875               6               4/1/2009                        3
551028854                             2/28 6 MO LIBOR                       First Lien                         6                      14.7               6               4/1/2009                        3
551028940                             2/28 6 MO LIBOR                       First Lien                         6                     16.05               6               4/1/2009                        3
551029312                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
551029695                             2/28 6 MO LIBOR                       First Lien                         6                      17.4               6               4/1/2009                        1
551030128                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
571015993                             3/27 6 MO LIBOR IO                    First Lien                      2.75                      12.5            2.75               2/1/2010                        3
571017001                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571017340                             3/27 6 MO LIBOR IO                    First Lien                      2.75                    12.999            2.75               1/1/2010                        3
571017695                             5/25 6 MO LIBOR IO                    First Lien                      2.75                      16.5            2.75               1/1/2012                        3
571017696                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571017886                             5/25 6 MO LIBOR                       First Lien                      2.75                    12.625            2.75               2/1/2012                        3
571017965                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571018050                             2/28 6 MO LIBOR IO                    First Lien                      2.75                    12.625            2.75               2/1/2009                        3
571018226                             5/25 6 MO LIBOR IO                    First Lien                      2.75                    14.875            2.75               2/1/2012                        3
571018233                             5/25 6 MO LIBOR IO                    First Lien                      2.75                      14.5            2.75               2/1/2012                        3
571018263                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571018295                             5/25 6 MO LIBOR IO                    First Lien                      2.75                    14.625            2.75               1/1/2012                        3
571018308                             2/28 6 MO LIBOR IO                    First Lien                      2.75                    13.375            2.75               2/1/2009                        3
571018334                             5/25 6 MO LIBOR IO                    First Lien                      2.75                      16.5            2.75               2/1/2012                        3
571018371                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571018423                             5/25 6 MO LIBOR IO                    First Lien                      2.75                    14.375            2.75               2/1/2012                        3
571018441                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571018515                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571018533                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571018679                             5/25 6 MO LIBOR IO                    First Lien                      2.75                    13.625            2.75               2/1/2012                        3
571018682                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
571018745                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571018835                             5/25 6 MO LIBOR                       First Lien                      2.75                    13.625            2.75               2/1/2012                        3
571018848                             3/27 6 MO LIBOR IO                    First Lien                      2.75                      12.5            2.75               2/1/2010                        3
571018849                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571018984                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019083                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019099                             2/28 6 MO LIBOR IO                    First Lien                      2.75                      12.5            2.75               2/1/2009                        3
571019203                             3/27 6 MO LIBOR IO                    First Lien                      2.75                     12.75            2.75               3/1/2010                        3
571019235                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019251                             5/25 6 MO LIBOR IO                    First Lien                      2.75                    14.375            2.75               2/1/2012                        3
571019254                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019290                             3/27 6 MO LIBOR IO                    First Lien                      2.75                     12.25            2.75               3/1/2010                        3
571019362                             5/25 6 MO LIBOR IO                    First Lien                      2.75                    12.999            2.75               2/1/2012                        3
571019367                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019378                             5/25 6 MO LIBOR IO                    First Lien                      2.75                    13.375            2.75               3/1/2012                        3
571019404                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019479                             5/25 6 MO LIBOR IO                    First Lien                      2.75                    13.875            2.75               3/1/2012                        3
571019567                             5/25 6 MO LIBOR IO                    First Lien                      2.75                    15.125            2.75               2/1/2012                        3
571019604                             5/25 6 MO LIBOR                       First Lien                      2.75                    14.375            2.75               2/1/2012                        3
571019630                             5/25 6 MO LIBOR IO                    First Lien                      2.75                     13.75            2.75               3/1/2012                        3
571019666                             5/25 6 MO LIBOR IO                    First Lien                      2.75                     13.25            2.75               3/1/2012                        3
571019669                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019717                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
571019727                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019761                             3/27 6 MO LIBOR IO                    First Lien                      2.75                     12.75            2.75               3/1/2010                        3
571019777                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019787                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
571019944                             5/25 6 MO LIBOR                       First Lien                      2.75                    13.875            2.75               3/1/2012                        3
571020034                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
571020081                             5/25 6 MO LIBOR                       First Lien                      2.75                     13.75            2.75               3/1/2012                        3
571020100                             5/25 6 MO LIBOR IO                    First Lien                      2.75                    13.625            2.75               3/1/2012                        3
571020292                             5/25 6 MO LIBOR IO                    First Lien                      2.75                    13.875            2.75               3/1/2012                        3
571020423                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571020478                             3/27 6 MO LIBOR IO                    First Lien                      2.75                    12.875            2.75               3/1/2010                        3
571020482                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571020728                             2/28 6 MO LIBOR                       First Lien                     5.125                    14.999           5.125               3/1/2009                        3
581013058                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
581013233                             2/28 6 MO LIBOR                       First Lien                       5.6                      16.5             5.6              12/1/2008                        3
581013626                             2/28 6 MO LIBOR IO                    First Lien                      7.05                     13.05             5.6              11/1/2008                        3
581013710                             2/28 6 MO LIBOR                       First Lien                      6.25                      15.8            6.25              12/1/2008                        3
581013959                             2/28 6 MO LIBOR                       First Lien                       9.4                      15.4             5.8              12/1/2008                        3
581014075                             5/25 6 MO LIBOR IO                    First Lien                       5.6                     12.45             5.6              12/1/2011                        3
581014355                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.8               6              12/1/2008                        3
581014483                             5/25 6 MO LIBOR IO                    First Lien                      6.25                      13.8            6.25               2/1/2012                        3
581014525                             2/28 6 MO LIBOR                       First Lien                       5.8                     15.85             5.8              12/1/2008                        3
581014607                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                      13.8             5.6              12/1/2008                        3
581014640                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.2               6               1/1/2009                        3
581014660                             2/28 6 MO LIBOR                       First Lien                       5.6                     13.89             5.6               1/1/2009                        3
581014682                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                      16.4             5.6               1/1/2009                        3
581014689                             2/28 6 MO LIBOR                       First Lien                       5.6                     14.95             5.6               1/1/2009                        3
581014690                             2/28 6 MO LIBOR IO                    First Lien                       5.6                      12.9             5.6              12/1/2008                        3
581014736                             2/28 6 MO LIBOR IO                    First Lien                       5.6                     12.85             5.6               1/1/2009                        3
581014816                             2/28 6 MO LIBOR                       First Lien                         6                    13.925               6               1/1/2009                        3
581014834                             2/28 6 MO LIBOR IO                    First Lien                         6                      13.3               6               1/1/2009                        3
581014981                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.45               6               2/1/2009                        3
581015024                             2/28 6 MO LIBOR IO                    First Lien                         6                     12.99               6               1/1/2009                        3
581015027                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       8.1                      14.1             6.2               1/1/2009                        3
581015035                             5/25 6 MO LIBOR IO                    First Lien                       6.2                    13.375             6.2               1/1/2012                        3
581015102                             2/28 6 MO LIBOR IO                    First Lien                         6                     12.95               6               1/1/2009                        3
581015151                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                        15               6               1/1/2009                        3
581015152                             2/28 6 MO LIBOR IO                    First Lien                         6                     12.95               6               1/1/2009                        3
581015223                             2/28 6 MO LIBOR                       First Lien                         6                     14.45               6               1/1/2009                        3
581015239                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                     15.15            6.65               1/1/2009                        3
581015244                             5/25 6 MO LIBOR IO                    First Lien                      5.99                     12.25            5.99               1/1/2012                        3
581015286                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
581015306                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     12.55             5.6               2/1/2009                        3
581015314                             2/28 6 MO LIBOR IO                    First Lien                         6                     12.55               6               2/1/2009                        3
581015351                             5/25 6 MO LIBOR IO                    First Lien                      5.99                        12            5.99               1/1/2012                        3
581015354                             2/28 6 MO LIBOR                       First Lien                       5.6                     13.35             5.6               2/1/2009                        3
581015410                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.3               6               2/1/2009                        3
581015421                             2/28 6 MO LIBOR                       First Lien                         6                     15.75               6               2/1/2009                        3
581015422                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      7.25                      15.3            7.25               2/1/2009                        3
581015429                             5/25 6 MO LIBOR IO                    First Lien                         6                    12.925               6               2/1/2012                        3
581015435                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     12.05               6               2/1/2009                        3
581015457                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                     14.85             6.2               1/1/2009                        3
581015465                             2/28 6 MO LIBOR IO                    First Lien                      5.89                      11.9            5.89               2/1/2009                        3
581015476                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
581015510                             2/28 6 MO LIBOR                       First Lien                         6                     9.875               6               2/1/2009                        3
581015523                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     12.45             5.6               2/1/2009                        3
581015551                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.99               6               2/1/2009                        3
581015554                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     12.35             5.6               2/1/2009                        3
581015578                             2/28 6 MO LIBOR IO                    First Lien                         6                     12.85               6               2/1/2009                        3
581015599                             2/28 6 MO LIBOR IO                    First Lien                       5.9                        12             5.9               2/1/2009                        3
581015601                             2/28 6 MO LIBOR                       First Lien                       5.6                     13.32             5.6               2/1/2009                        3
581015611                             2/28 6 MO LIBOR                       First Lien                         6                      14.2               6               2/1/2009                        3
581015669                             5/25 6 MO LIBOR IO                    First Lien                         6                      12.4               6               2/1/2012                        3
581015686                             2/28 6 MO LIBOR IO                    First Lien                       5.6                      12.1             5.6               2/1/2009                        3
581015700                             2/28 6 MO LIBOR                       First Lien                         6                     15.45               6               2/1/2009                        3
581015728                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     12.05               6               2/1/2009                        3
581015739                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                        14             6.4               2/1/2009                        3
581015744                             2/28 6 MO LIBOR IO                    First Lien                       5.6                      14.4             5.6               2/1/2009                        3
581015796                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    15.125               6               2/1/2009                        3
581015824                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.8               6               2/1/2009                        3
581015826                             2/28 6 MO LIBOR                       First Lien                         6                     13.71               6               2/1/2009                        3
581015837                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
581015856                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.4               6               2/1/2009                        3
581015903                             2/28 6 MO LIBOR IO                    First Lien                       5.5                     11.65             5.5               2/1/2009                        3
581015914                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.8               6               2/1/2009                        3
581015946                             2/28 6 MO LIBOR                       First Lien                         6                      14.2               6               3/1/2009                        3
581015977                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      12.3               6               2/1/2009                        3
581015983                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.7               6               3/1/2009                        3
581016009                             5/25 6 MO LIBOR IO                    First Lien                         6                     13.75               6               2/1/2012                        3
581016018                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.05               6               2/1/2009                        3
581016030                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
581016040                             2/28 6 MO LIBOR IO                    First Lien                       5.5                     11.95             5.5               2/1/2009                        3
581016068                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.25               6               2/1/2009                        3
581016157                             Fixed Rate 30 Yr IO                   First Lien                         0                         0               0                                               0
581016228                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.15               6               2/1/2009                        3
581016385                             2/28 6 MO LIBOR                       First Lien                       5.6                     14.85             5.6               3/1/2009                        3
581016435                             2/28 6 MO LIBOR IO                    First Lien                       6.2                     13.85             6.2               3/1/2009                        3
581017126                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      14.6               6               3/1/2009                        3
581017271                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      12.9               6               3/1/2009                        3
581017273                             2/28 6 MO LIBOR                       First Lien                         6                      16.6               6               3/1/2009                        3
581017276                             2/28 6 MO LIBOR                       First Lien                         6                     15.25               6               3/1/2009                        3
581017390                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      14.2               6               3/1/2009                        3
581018266                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
581018756                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                     14.15             6.4               4/1/2009                        3
581019060                             3/27 6 MO LIBOR                       First Lien                         6                      13.2               6               4/1/2010                        1
611025680                             2/28 6 MO LIBOR                       First Lien                       5.6                     13.65             5.6              12/1/2008                        3
611026123                             2/28 6 MO LIBOR                       First Lien                         6                      13.8               6              12/1/2008                        3
611026297                             2/28 6 MO LIBOR IO                    First Lien                       5.6                     13.75             5.6              12/1/2008                        3
611026298                             2/28 6 MO LIBOR IO                    First Lien                      5.85                     12.85            5.85              12/1/2008                        3
611026300                             2/28 6 MO LIBOR                       First Lien                       5.6                    12.775             5.6              12/1/2008                        3
611026383                             2/28 6 MO LIBOR                       First Lien                       5.8                     14.45             5.8               1/1/2009                        3
611026443                             2/28 6 MO LIBOR IO                    First Lien                       5.6                      13.8             5.6              12/1/2008                        3
611026531                             2/28 6 MO LIBOR                       First Lien                         6                     15.85               6               1/1/2009                        3
611026560                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.8                      13.9             5.8               1/1/2009                        3
621019515                             2/28 6 MO LIBOR                       First Lien                         9                        15             5.6              12/1/2008                        3
621019539                             2/28 6 MO LIBOR                       First Lien                       5.6                      14.1             5.6              12/1/2008                        3
621019720                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       7.2                      13.2             5.6              12/1/2008                        3
621019836                             2/28 6 MO LIBOR                       First Lien                       5.6                     15.99             5.6              12/1/2008                        3
621019903                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
621019979                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                      15.3             5.6               2/1/2009                        3
621020045                             5/25 6 MO LIBOR IO                    First Lien                       5.6                    12.475             5.6               2/1/2012                        3
621020379                             2/28 6 MO LIBOR                       First Lien                       5.6                      18.1             5.6               2/1/2009                        3
621020380                             2/28 6 MO LIBOR                       First Lien                       5.6                      13.7             5.6               1/1/2009                        3
621020440                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                      14.3             5.6               1/1/2009                        3
621020449                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
621020480                             2/28 6 MO LIBOR                       First Lien                       5.6                     14.55             5.6               2/1/2009                        3
621020486                             2/28 6 MO LIBOR                       First Lien                         6                    16.825               6               1/1/2009                        3
621020496                             2/28 6 MO LIBOR                       First Lien                       5.6                        15             5.6               2/1/2009                        3
621020513                             2/28 6 MO LIBOR                       First Lien                      7.25                     15.05            7.25               1/1/2009                        3
621020533                             3/27 6 MO LIBOR                       First Lien                       5.6                     14.47             5.6               1/1/2010                        3
621020550                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
621020559                             2/28 6 MO LIBOR                       First Lien                       6.4                     14.25             6.4               1/1/2009                        3
621020604                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
621020658                             2/28 6 MO LIBOR                       First Lien                       5.6                     13.75             5.6               1/1/2009                        3
621020669                             2/28 6 MO LIBOR                       First Lien                       5.6                     16.57             5.6               2/1/2009                        3
621020763                             2/28 6 MO LIBOR                       First Lien                         6                     15.47               6               1/1/2009                        3
621020802                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                     14.52             6.4               2/1/2009                        3
621020822                             2/28 6 MO LIBOR IO                    First Lien                         6                      12.4               6               2/1/2009                        3
621020844                             2/13 6 MO LIBOR                       First Lien                         6                      17.8               6               3/1/2009                        3
621020878                             2/28 6 MO LIBOR                       First Lien                         6                    13.525               6               2/1/2009                        3
621020918                             3/27 6 MO LIBOR                       First Lien                         6                      15.4               6               2/1/2010                        3
621020922                             2/28 6 MO LIBOR                       First Lien                         6                     15.05               6               2/1/2009                        3
621020951                             2/28 6 MO LIBOR                       First Lien                      6.65                     13.99            6.65               2/1/2009                        3
621020963                             2/28 6 MO LIBOR                       First Lien                      6.25                     16.89            6.25               1/1/2009                        3
621020964                             2/28 6 MO LIBOR                       First Lien                         6                     14.45               6               1/1/2009                        3
621021028                             2/28 6 MO LIBOR IO                    First Lien                         6                      15.5               6               1/1/2009                        3
621021079                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.77               6               2/1/2009                        3
621021096                             3/27 6 MO LIBOR                       First Lien                         6                    14.758               6               2/1/2010                        3
621021156                             2/28 6 MO LIBOR                       First Lien                         6                     15.95               6               1/1/2009                        3
621021161                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.95               6               1/1/2009                        3
621021163                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.95               6               2/1/2009                        3
621021196                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.3                     16.17             6.3               3/1/2009                        3
621021234                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
621021262                             2/28 6 MO LIBOR                       First Lien                         6                     15.15               6               2/1/2009                        3
621021307                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
621021374                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                      14.4             6.4               2/1/2009                        3
621021402                             2/28 6 MO LIBOR                       First Lien                       6.2                        15             6.2               2/1/2009                        3
621021477                             2/28 6 MO LIBOR IO                    First Lien                         6                      12.9               6               2/1/2009                        3
621021523                             2/28 6 MO LIBOR                       First Lien                         6                     16.85               6               3/1/2009                        3
621021528                             2/28 6 MO LIBOR                       First Lien                         6                        18               6               2/1/2009                        3
621021534                             2/28 6 MO LIBOR                       First Lien                         6                     13.95               6               3/1/2009                        3
621021541                             2/28 6 MO LIBOR                       First Lien                         6                      13.3               6               2/1/2009                        3
621021542                             2/28 6 MO LIBOR IO                    First Lien                         6                      14.2               6               2/1/2009                        3
621021547                             3/27 6 MO LIBOR                       First Lien                         6                     13.05               6               2/1/2010                        3
621021551                             2/28 6 MO LIBOR                       First Lien                       6.4                     13.99             6.4               2/1/2009                        3
621021577                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
621021623                             5/25 6 MO LIBOR                       First Lien                         6                     14.55               6               2/1/2012                        3
621021634                             2/28 6 MO LIBOR                       First Lien                         6                      12.5               6               2/1/2009                        3
621021698                             2/28 6 MO LIBOR IO                    First Lien                         6                        15               6               2/1/2009                        3
621021750                             2/28 6 MO LIBOR                       First Lien                         6                      15.9               6               2/1/2009                        3
621021838                             2/28 6 MO LIBOR                       First Lien                         6                     16.25               6               2/1/2009                        3
621021851                             2/28 6 MO LIBOR                       First Lien                         6                     16.55               6               2/1/2009                        3
621021873                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
621021874                             3/27 6 MO LIBOR                       First Lien                         6                      12.7               6               2/1/2010                        3
621021904                             2/28 6 MO LIBOR                       First Lien                         6                     17.95               6               3/1/2009                        3
621021924                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
621021965                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
621022039                             2/28 6 MO LIBOR                       First Lien                         6                    14.245               6               3/1/2009                        3
621022048                             2/28 6 MO LIBOR IO                    First Lien                         6                     14.47               6               2/1/2009                        3
621022080                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.65               6               2/1/2009                        3
621022233                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     13.96               6               3/1/2009                        3
621022300                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
621022364                             5/25 6 MO LIBOR                       First Lien                         6                     14.85               6               3/1/2012                        3
621022417                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
621022526                             2/28 6 MO LIBOR                       First Lien                         6                     14.55               6               3/1/2009                        3
621022670                             2/28 6 MO LIBOR                       First Lien                         6                     16.85               6               3/1/2009                        3
621022686                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     14.87               6               3/1/2009                        3
621024180                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
631014820                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
631015697                             2/28 6 MO LIBOR IO                    First Lien                       5.6                      12.1             5.6              12/1/2008                        3
631015705                             2/28 6 MO LIBOR                       First Lien                       5.8                     13.35             5.8              12/1/2008                        3
631015760                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       8.7                      14.7             5.8              12/1/2008                        3
631015781                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                      14.1             5.6              12/1/2008                        3
631015782                             2/28 6 MO LIBOR IO                    First Lien                       7.9                      13.9             5.6              12/1/2008                        3
631015869                             2/28 6 MO LIBOR IO                    First Lien                       5.6                      13.1             5.6              12/1/2008                        3
631016018                             2/28 6 MO LIBOR IO                    First Lien                       5.6                     12.85             5.6              12/1/2008                        3
631016060                             2/28 6 MO LIBOR                       First Lien                       5.6                      13.5             5.6               2/1/2009                        3
651022011                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
651022045                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
651022322                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
651022385                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
651022597                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
651022607                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
651022784                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
651023141                             3/27 6 MO LIBOR 40/30 Balloon         First Lien                       7.4                      13.4             5.8              12/1/2009                        3
651023340                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     13.99             5.6              12/1/2008                        3
661019295                             2/28 6 MO LIBOR IO                    First Lien                       7.8                      13.8             5.8              11/1/2008                        3
661019515                             2/28 6 MO LIBOR IO                    First Lien                      7.15                     13.15             5.6              11/1/2008                        3
661019538                             2/28 6 MO LIBOR IO                    First Lien                      8.35                     14.35               6              12/1/2008                        3
661019607                             2/28 6 MO LIBOR                       First Lien                      6.85                      13.7            6.85               1/1/2009                        3
661019618                             2/28 6 MO LIBOR                       First Lien                      7.25                    15.175            7.25               2/1/2009                        3
661019677                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      8.05                     14.05             5.6               1/1/2009                        3
661019693                             2/28 6 MO LIBOR                       First Lien                       9.6                      15.6               6              11/1/2008                        3
661019695                             2/28 6 MO LIBOR                       First Lien                         7                     13.95               7               1/1/2009                        3
661019872                             2/28 6 MO LIBOR                       First Lien                       5.6                     13.05             5.6              12/1/2008                        3
661019944                             2/28 6 MO LIBOR IO                    First Lien                       5.6                     13.55             5.6              12/1/2008                        3
661019999                             2/28 6 MO LIBOR IO                    First Lien                       5.8                        14             5.8              12/1/2008                        3
661020173                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                      13.8             5.6               1/1/2009                        3
661020251                             2/28 6 MO LIBOR                       First Lien                         8                        14               6               1/1/2009                        3
661020257                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
661020264                             2/28 6 MO LIBOR                       First Lien                      6.65                      17.1            6.65               1/1/2009                        3
661020312                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     12.85               6               1/1/2009                        3
661020388                             2/28 6 MO LIBOR                       First Lien                         6                      14.6               6               1/1/2009                        3
661020423                             2/28 6 MO LIBOR IO                    First Lien                      8.75                     14.75            5.85              12/1/2008                        3
661020430                             2/28 6 MO LIBOR                       First Lien                       7.4                        16             7.4               2/1/2009                        3
661020487                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
661020495                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.3               6               1/1/2009                        3
661020519                             2/28 6 MO LIBOR                       First Lien                       8.6                      14.6             5.6              12/1/2008                        3
661020567                             2/28 6 MO LIBOR                       First Lien                         6                     12.85               6               1/1/2009                        3
661020570                             2/28 6 MO LIBOR IO                    First Lien                       5.9                      13.5             5.9               2/1/2009                        3
661020573                             2/28 6 MO LIBOR                       First Lien                       9.4                      15.4               7               1/1/2009                        3
661020834                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                      14.7            6.65               1/1/2009                        3
661020844                             2/28 6 MO LIBOR                       First Lien                      7.05                     16.45            7.05               2/1/2009                        3
661020869                             2/28 6 MO LIBOR                       First Lien                         6                     10.35               6               1/1/2009                        3
661020928                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                     14.25             6.4               1/1/2009                        3
661020930                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.25               6               1/1/2009                        3
661020936                             2/28 6 MO LIBOR                       First Lien                         6                      14.5               6               1/1/2009                        3
661021008                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    13.875               6               1/1/2009                        3
661021014                             2/28 6 MO LIBOR                       First Lien                         6                     14.42               6               1/1/2009                        3
661021067                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      12.9               6               1/1/2009                        3
661021077                             2/28 6 MO LIBOR                       First Lien                       6.4                     13.95             6.4               1/1/2009                        3
661021081                             2/28 6 MO LIBOR                       First Lien                       7.4                      15.8             7.4               1/1/2009                        3
661021102                             2/28 6 MO LIBOR                       First Lien                         6                      13.5               6               2/1/2009                        3
661021108                             2/28 6 MO LIBOR IO                    First Lien                         6                        13               6               1/1/2009                        3
661021109                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.25                      15.8            6.25               1/1/2009                        3
661021118                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.25               6               1/1/2009                        3
661021126                             2/28 6 MO LIBOR                       First Lien                       6.4                     14.35             6.4               1/1/2009                        3
661021130                             2/28 6 MO LIBOR                       First Lien                         6                      13.3               6               2/1/2009                        3
661021166                             2/28 6 MO LIBOR                       First Lien                      6.65                     14.64            6.65               2/1/2009                        3
661021176                             2/28 6 MO LIBOR                       First Lien                      7.25                     15.55            7.25               2/1/2009                        3
661021185                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.8               6               1/1/2009                        3
661021269                             2/28 6 MO LIBOR                       First Lien                         6                     13.75               6               2/1/2009                        3
661021271                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      5.85                     14.25            5.85               1/1/2009                        3
661021276                             5/25 6 MO LIBOR                       First Lien                         6                    15.913               6               3/1/2012                        3
661021301                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      5.84                     11.99            5.84               2/1/2009                        3
661021309                             2/28 6 MO LIBOR IO                    First Lien                       7.4                      13.9             7.4               1/1/2009                        3
661021312                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     14.95             5.6               2/1/2009                        3
661021379                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.65               6               1/1/2009                        3
661021382                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.55               6               2/1/2012                        3
661021390                             Fixed Rate 30 Yr IO                   First Lien                         0                         0               0                                               0
661021397                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      12.1               6               2/1/2009                        3
661021398                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    12.375               6               1/1/2009                        3
661021411                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                     15.15            6.65               2/1/2009                        3
661021428                             2/28 6 MO LIBOR IO                    First Lien                         6                     14.25               6               2/1/2009                        3
661021440                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
661021447                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.6               6               2/1/2009                        3
661021480                             2/28 6 MO LIBOR                       First Lien                      7.25                     15.75            7.25               2/1/2009                        3
661021481                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     12.45               6               1/1/2009                        3
661021504                             2/28 6 MO LIBOR IO                    First Lien                         6                     14.91               6               2/1/2009                        3
661021528                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                     14.99            6.65               2/1/2009                        3
661021529                             2/28 6 MO LIBOR IO                    First Lien                         6                     14.04               6               2/1/2009                        3
661021548                             2/28 6 MO LIBOR                       First Lien                       6.2                        14             6.2               1/1/2009                        3
661021552                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                     15.95            6.65               2/1/2009                        3
661021555                             2/28 6 MO LIBOR                       First Lien                       6.2                        14             6.2               1/1/2009                        3
661021582                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.1               6               2/1/2009                        3
661021584                             2/28 6 MO LIBOR                       First Lien                       6.4                     13.95             6.4               2/1/2009                        3
661021594                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                     15.75            6.65               2/1/2009                        3
661021632                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     12.99               6               2/1/2009                        3
661021642                             2/28 6 MO LIBOR IO                    First Lien                         6                        13               6               2/1/2009                        3
661021643                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     14.25             5.6               2/1/2009                        3
661021651                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
661021691                             2/28 6 MO LIBOR                       First Lien                      7.25                     13.95            7.25               2/1/2009                        3
661021719                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
661021747                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.4               6               2/1/2009                        3
661021752                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                     13.85            6.65               2/1/2009                        3
661021805                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.55               6               2/1/2009                        3
661021907                             2/28 6 MO LIBOR IO                    First Lien                         6                      13.2               6               2/1/2009                        3
661021920                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
661021941                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                      14.3            6.65               2/1/2009                        3
661021953                             2/28 6 MO LIBOR                       First Lien                         6                      13.4               6               2/1/2009                        3
661021979                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
661022008                             2/28 6 MO LIBOR                       First Lien                         6                      14.3               6               2/1/2009                        3
661022041                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.85               6               2/1/2009                        3
661022081                             2/28 6 MO LIBOR                       First Lien                         6                      15.1               6               2/1/2009                        3
661022089                             2/28 6 MO LIBOR                       First Lien                         6                      15.6               6               2/1/2009                        3
661022193                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                     14.74             6.4               3/1/2009                        3
661022195                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.4               6               2/1/2009                        3
661022268                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
661022272                             Fixed Rate 50/30 Balloon              First Lien                         0                         0               0                                               0
661022364                             2/28 6 MO LIBOR IO                    First Lien                         6                     14.25               6               3/1/2009                        3
661022369                             5/25 6 MO LIBOR                       First Lien                         6                     14.09               6               3/1/2012                        3
661022569                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     12.25               6               3/1/2009                        3
661023437                             2/28 6 MO LIBOR                       First Lien                      6.65                     16.05            6.65               3/1/2009                        3
661023851                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
661024127                             2/28 6 MO LIBOR                       First Lien                         6                     14.35               6               4/1/2009                        1
661024358                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.05               6               3/1/2009                        1
661024511                             2/28 6 MO LIBOR                       First Lien                      6.45                      15.6            6.45               3/1/2009                        1
671015698                             2/28 6 MO LIBOR IO                    First Lien                     8.452                    14.452             5.6              11/1/2008                        3
671015746                             2/28 6 MO LIBOR                       First Lien                         6                     14.45               6               2/1/2009                        3
671015750                             2/28 6 MO LIBOR                       First Lien                         6                     14.45               6               2/1/2009                        3
671016105                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     13.65             5.6              12/1/2008                        3
671016224                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.25                     14.94            6.25               1/1/2009                        3
671016263                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                      13.2             5.6               1/1/2009                        3
671016409                             2/28 6 MO LIBOR IO                    First Lien                       5.6                     14.65             5.6              12/1/2008                        3
671016452                             2/28 6 MO LIBOR                       First Lien                       6.2                      14.8             6.2               1/1/2009                        3
671016554                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      5.89                     11.89             5.5               1/1/2009                        3
671016604                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                      5.98                     11.99            5.98               1/1/2012                        3
671016659                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.1                      12.9             6.1               1/1/2009                        3
671016823                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                     13.35             6.2               1/1/2009                        3
671016939                             2/28 6 MO LIBOR                       First Lien                         6                     12.85               6               1/1/2009                        3
671016947                             5/25 6 MO LIBOR                       First Lien                         6                      14.5               6               1/1/2012                        3
671017012                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                     14.55             6.4               1/1/2012                        3
671017021                             5/25 6 MO LIBOR IO                    First Lien                         6                     12.25               6               1/1/2012                        3
671017028                             2/28 6 MO LIBOR                       First Lien                      5.85                     15.55            5.85               1/1/2009                        3
671017030                             2/28 6 MO LIBOR                       First Lien                      6.65                     13.99            6.65               2/1/2009                        3
671017038                             2/28 6 MO LIBOR IO                    First Lien                      5.64                     11.65            5.64               2/1/2009                        3
671017043                             2/28 6 MO LIBOR                       First Lien                       7.4                     14.35             7.4               2/1/2009                        3
671017054                             2/28 6 MO LIBOR                       First Lien                      7.25                     13.85            7.25               2/1/2009                        3
671017055                             2/28 6 MO LIBOR                       First Lien                         6                      12.2               6               2/1/2009                        3
671017064                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.25               6               2/1/2009                        3
671017123                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.75               6               1/1/2012                        3
671017161                             2/28 6 MO LIBOR IO                    First Lien                       6.2                      14.2             6.2               1/1/2009                        3
671017167                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    13.325               6               1/1/2009                        3
671017182                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.1               6               1/1/2009                        3
671017203                             2/28 6 MO LIBOR                       First Lien                         6                     13.99               6               2/1/2009                        3
671017219                             5/25 6 MO LIBOR                       First Lien                         6                      14.5               6               2/1/2012                        3
671017234                             2/28 6 MO LIBOR                       First Lien                         6                      13.3               6               2/1/2009                        3
671017258                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.15               6               2/1/2009                        3
671017293                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.17               6               2/1/2012                        3
671017295                             2/28 6 MO LIBOR                       First Lien                         6                     13.85               6               2/1/2009                        3
671017304                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                      12.9               6               2/1/2012                        3
671017332                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    12.645               6               2/1/2009                        3
671017377                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.4               6               2/1/2009                        3
671017443                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      12.8               6               2/1/2009                        3
671017450                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    14.125               6               2/1/2009                        3
671017492                             2/28 6 MO LIBOR                       First Lien                         6                     14.85               6               2/1/2009                        3
671017505                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.3               6               2/1/2009                        3
671017507                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.35               6               2/1/2009                        3
671017513                             2/28 6 MO LIBOR IO                    First Lien                         6                        13               6               2/1/2009                        3
671017545                             2/28 6 MO LIBOR IO                    First Lien                         6                    15.195               6               2/1/2009                        3
671017564                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.65               6               2/1/2009                        3
671017637                             2/28 6 MO LIBOR                       First Lien                         6                     15.05               6               3/1/2009                        3
671017654                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     14.95               6               3/1/2009                        3
671017660                             2/28 6 MO LIBOR                       First Lien                         6                     15.65               6               2/1/2009                        3
671017666                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.2               6               3/1/2009                        3
671017759                             Fixed Rate 50/30 Balloon              First Lien                         0                         0               0                                               0
671017761                             Fixed Rate 50/30 Balloon              First Lien                         0                         0               0                                               0
671017775                             Fixed Rate 50/30 Balloon              First Lien                         0                         0               0                                               0
671017777                             Fixed Rate 20 Yr                      First Lien                         0                         0               0                                               0
671017847                             2/28 6 MO LIBOR                       First Lien                       6.8                     16.65             6.8               3/1/2009                        3
671017870                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      14.6               6               3/1/2009                        3
671017877                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     13.75               6               3/1/2009                        3
671018001                             2/28 6 MO LIBOR                       First Lien                         6                      13.3               6               3/1/2009                        3
671018452                             2/28 6 MO LIBOR                       First Lien                         6                      14.8               6               3/1/2009                        3
671018523                             2/28 6 MO LIBOR                       First Lien                      7.25                      16.4            7.25               3/1/2009                        3
671018573                             2/28 6 MO LIBOR                       First Lien                         6                      14.8               6               3/1/2009                        3
671018576                             2/28 6 MO LIBOR                       First Lien                         6                      14.8               6               3/1/2009                        3
671018795                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      12.9               6               3/1/2009                        3
671018798                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     14.75               6               3/1/2009                        3
671018821                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     14.75               6               3/1/2009                        3
671018994                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      13.7               6               3/1/2009                        3
671019036                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.7               6               3/1/2009                        3
671019150                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      13.6               6               4/1/2009                        1
671019952                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      15.6               6               4/1/2009                        1
681014559                             2/28 6 MO LIBOR                       First Lien                     10.75                     16.75             5.6              12/1/2008                        3
681014643                             2/28 6 MO LIBOR                       First Lien                       5.6                     14.42             5.6              12/1/2008                        3
681014699                             2/28 6 MO LIBOR                       First Lien                       5.8                        16             5.8              12/1/2008                        3
691009770                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
701004456                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
791007426                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
831070039                             2/28 6 MO LIBOR                       First Lien                      8.35                     14.35            6.95              10/1/2008                        3
831071451                             2/28 6 MO LIBOR IO                    First Lien                      7.95                     13.95            7.95              12/1/2008                        3
831071457                             2/28 6 MO LIBOR                       First Lien                       8.5                      14.5             6.5              12/1/2008                        3
831071463                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
831071484                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      7.99                     14.99            6.49              12/1/2008                        3
831072214                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      7.78                     13.78               7              12/1/2008                        3
831072701                             2/28 6 MO LIBOR IO                    First Lien                      8.77                     14.77            5.85              12/1/2008                        3
831072725                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
831072730                             2/28 6 MO LIBOR                       First Lien                      8.75                     14.75            8.25              12/1/2008                        3
831072908                             2/28 6 MO LIBOR                       First Lien                      8.99                     15.99            7.49              12/1/2008                        3
831072933                             Fixed Rate 15 Yr                      First Lien                         0                         0               0                                               0
831073214                             2/28 6 MO LIBOR                       First Lien                      7.96                     13.96            6.74              12/1/2008                        3
831073217                             2/28 6 MO LIBOR                       First Lien                     8.775                    14.775           7.775              12/1/2008                        3
831073219                             2/28 6 MO LIBOR IO                    First Lien                       7.6                      13.6               7              12/1/2008                        3
831073220                             2/28 6 MO LIBOR                       First Lien                     9.675                    15.675           7.125               1/1/2009                        3
831073221                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                     9.125                    15.125            6.75              12/1/2008                        3
831073222                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      7.75                     13.75            6.99              12/1/2008                        3
831073227                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      5.99                     11.99            4.99              12/1/2008                        3
831073230                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      8.85                     14.85            6.75              12/1/2008                        3
831073232                             2/28 6 MO LIBOR IO                    First Lien                      6.25                     12.25             5.5              12/1/2008                        3
831073236                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      7.15                     13.15             5.5              12/1/2008                        3
831073250                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
831073251                             2/28 6 MO LIBOR                       First Lien                      8.99                     15.99             7.5               1/1/2009                        3
831073252                             5/25 6 MO LIBOR                       First Lien                      9.75                     16.75             6.9               1/1/2012                        3
831073256                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
831073257                             5/25 6 MO LIBOR                       First Lien                       8.5                      15.5             7.5               1/1/2012                        3
831073262                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
831073279                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
831073282                             2/28 6 MO LIBOR                       First Lien                      8.55                     14.55            7.55               1/1/2009                        3
831073283                             2/28 6 MO LIBOR                       First Lien                      7.15                     13.15            6.15               1/1/2009                        3
831073288                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      9.67                     15.67             7.5              12/1/2008                        3
831073291                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       9.1                      15.1            7.85              12/1/2008                        3
831073292                             2/28 6 MO LIBOR IO                    First Lien                       9.1                      15.1               8               1/1/2009                        3
831073294                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         9                        15             7.7              12/1/2008                        3
831073295                             2/28 6 MO LIBOR                       First Lien                       8.6                      14.6             7.6               1/1/2009                        3
831073299                             2/28 6 MO LIBOR                       First Lien                       7.5                      13.5             6.5               1/1/2009                        3
831073302                             2/28 6 MO LIBOR                       First Lien                      9.18                     15.18            8.18               1/1/2009                        3
831073303                             2/28 6 MO LIBOR                       First Lien                         9                        15               8               1/1/2009                        3
831073304                             2/28 6 MO LIBOR                       First Lien                      8.98                     14.98            7.75               1/1/2009                        3
831073306                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      8.97                     14.97             7.9               1/1/2009                        3
831073308                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      9.29                     15.29            7.65               1/1/2009                        3
831073318                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      8.75                     14.75             7.2               1/1/2009                        3
831073360                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      7.99                     13.99            6.99              12/1/2008                        3
831073364                             2/28 6 MO LIBOR                       First Lien                      8.49                     14.49            7.49              12/1/2008                        3
831073365                             2/28 6 MO LIBOR                       First Lien                      8.99                     14.99             7.3               1/1/2009                        3
831073368                             2/28 6 MO LIBOR                       First Lien                      8.44                     14.44            7.05              12/1/2008                        3
831073369                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
831073373                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
831073376                             2/28 6 MO LIBOR                       First Lien                       8.8                      14.8             7.8              12/1/2008                        3
831073379                             5/25 6 MO LIBOR                       First Lien                      8.25                     14.25            7.25              12/1/2011                        3
831073380                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
831073381                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
831073382                             2/28 6 MO LIBOR                       First Lien                         8                        14            6.95              12/1/2008                        3
831073385                             2/28 6 MO LIBOR                       First Lien                       9.6                      15.6             8.1              12/1/2008                        3
831073390                             2/28 6 MO LIBOR IO                    First Lien                      8.25                     14.25            7.05              12/1/2008                        3
831073392                             2/28 6 MO LIBOR                       First Lien                      9.69                     15.69            7.69              12/1/2008                        3
831073403                             2/28 6 MO LIBOR                       First Lien                       9.5                      16.5            7.79              12/1/2008                        3
831073405                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      8.89                     15.89            7.39              12/1/2008                        3
831073442                             2/28 6 MO LIBOR                       First Lien                       8.8                      14.8             7.8               1/1/2009                        3
831073444                             2/28 6 MO LIBOR                       First Lien                      8.99                     14.99            7.99               1/1/2009                        3
831073614                             Fixed Rate 15 Yr                      First Lien                         0                         0               0                                               0
831073616                             2/28 6 MO LIBOR                       First Lien                      8.99                     14.99               8               1/1/2009                        3
831073617                             2/28 6 MO LIBOR                       First Lien                       7.5                      13.5            6.25               1/1/2009                        3
831073619                             2/28 6 MO LIBOR                       First Lien                      8.99                     14.99               8               1/1/2009                        3
831073620                             2/28 6 MO LIBOR                       First Lien                      6.49                     12.49            5.24               1/1/2009                        3
831073621                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                     7.375                    13.375           6.125               1/1/2012                        3
831073622                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      7.99                     13.99            7.25               1/1/2009                        3
831073625                             2/28 6 MO LIBOR                       First Lien                     9.125                    15.125               8               1/1/2009                        3
831073629                             2/28 6 MO LIBOR                       First Lien                     8.125                    14.125               7               1/1/2009                        3
831073630                             2/28 6 MO LIBOR                       First Lien                     9.125                    15.125             7.5               1/1/2009                        3
831073638                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      9.25                     15.25            8.25              12/1/2008                        3
831073639                             2/28 6 MO LIBOR IO                    First Lien                      8.35                     14.35            7.35               1/1/2009                        3
831073646                             5/25 6 MO LIBOR                       First Lien                      8.25                     15.25             6.8               1/1/2012                        3
831073647                             5/25 6 MO LIBOR                       First Lien                         7                    16.125               7               1/1/2012                        3
831073650                             2/28 6 MO LIBOR                       First Lien                      8.25                     15.25               7               1/1/2009                        3
831073651                             2/28 6 MO LIBOR                       First Lien                      8.49                     15.49               7               1/1/2009                        3
831073664                             2/28 6 MO LIBOR                       First Lien                      8.75                     15.75               7               1/1/2009                        3
831073665                             2/28 6 MO LIBOR                       First Lien                      9.99                     16.99             6.6               1/1/2009                        3
831073667                             3/27 6 MO LIBOR                       First Lien                       9.5                      16.5             6.6               1/1/2010                        3
831073669                             5/25 6 MO LIBOR                       First Lien                      7.99                     14.99             6.6               1/1/2012                        3
831073670                             5/25 6 MO LIBOR                       First Lien                      8.75                     15.75             6.6               1/1/2012                        3
831073671                             5/25 6 MO LIBOR                       First Lien                      7.99                     14.99             6.5               1/1/2012                        3
831073674                             2/28 6 MO LIBOR                       First Lien                     8.375                    15.375               7               1/1/2009                        3
831073677                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
831073678                             2/28 6 MO LIBOR IO                    First Lien                         8                        14             6.3               1/1/2009                        3
831073684                             2/28 6 MO LIBOR                       First Lien                      8.99                     15.99            7.49               1/1/2009                        3
831073727                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
831073787                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
831074170                             2/28 6 MO LIBOR                       First Lien                      8.75                     14.75            7.25               1/1/2009                        3
831074171                             2/28 6 MO LIBOR                       First Lien                      9.15                     15.15           7.125               1/1/2009                        3
831074206                             2/28 6 MO LIBOR                       First Lien                     9.695                    16.695            7.99               1/1/2009                        3
831074235                             3/27 6 MO LIBOR 40/30 Balloon         First Lien                     8.625                    14.625           6.875              12/1/2009                        3
831074340                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
831074341                             2/28 6 MO LIBOR                       First Lien                      8.99                     15.99             6.6               2/1/2009                        3
831074620                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.89                     13.89            5.39               1/1/2009                        3
831074689                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
831074692                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
831074693                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
831074699                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
841017875                             2/28 6 MO LIBOR                       First Lien                       9.6                      15.6            5.85               9/1/2008                        3
841019795                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
841019950                             2/28 6 MO LIBOR                       First Lien                       9.8                      15.8            5.85              11/1/2008                        3
841022636                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
841023668                             2/28 6 MO LIBOR                       First Lien                         6                    14.425               6               1/1/2009                        3
841023805                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
841024270                             2/28 6 MO LIBOR                       First Lien                      7.25                     15.05            7.25               2/1/2009                        3
841024301                             3/27 6 MO LIBOR                       First Lien                         6                     16.75               6               2/1/2010                        3
841024303                             2/28 6 MO LIBOR                       First Lien                         6                    14.825               6               1/1/2009                        3
841024334                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     15.05               6               2/1/2009                        3
841024492                             2/28 6 MO LIBOR                       First Lien                         6                      15.1               6               2/1/2009                        3
841024537                             2/28 6 MO LIBOR                       First Lien                      6.25                     17.35            6.25               2/1/2009                        3
841024546                             2/28 6 MO LIBOR IO                    First Lien                      7.99                     13.99               6               1/1/2009                        3
841024561                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
841024618                             2/28 6 MO LIBOR                       First Lien                         6                    15.575               6               2/1/2009                        3
841024716                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.15               6               2/1/2009                        3
841024886                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     16.25               6               3/1/2009                        3
841024898                             2/28 6 MO LIBOR                       First Lien                         6                     16.15               6               2/1/2009                        3
841024940                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.08               6               2/1/2009                        3
841024952                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                     17.65             6.2               2/1/2009                        3
871006167                             3/27 6 MO LIBOR                       First Lien                      9.99                     15.99             6.5              10/1/2009                        3
871006306                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
871006547                             2/28 6 MO LIBOR                       First Lien                      9.65                     15.65             5.6              11/1/2008                        3
871006735                             2/28 6 MO LIBOR IO                    First Lien                       5.6                      14.3             5.6              12/1/2008                        3
871006762                             2/28 6 MO LIBOR                       First Lien                         6                      14.9               6              12/1/2008                        3
871006877                             2/28 6 MO LIBOR                       First Lien                      7.85                     13.85             5.6              12/1/2008                        3
871006948                             2/28 6 MO LIBOR                       First Lien                       6.4                     15.25             6.4               1/1/2009                        3
871006952                             2/28 6 MO LIBOR                       First Lien                      6.65                     15.62            6.65               2/1/2009                        3
871007012                             2/28 6 MO LIBOR                       First Lien                         6                      14.6               6               1/1/2009                        3
871007054                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                     14.45             6.2               2/1/2009                        3
871007126                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     13.55             5.6               1/1/2009                        3
871007151                             2/28 6 MO LIBOR                       First Lien                      6.85                      15.6            6.85               2/1/2009                        3
871007197                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.4               6               2/1/2009                        3
871007202                             2/28 6 MO LIBOR                       First Lien                         6                     13.95               6               2/1/2009                        3
871007232                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.8                     12.85             5.8               2/1/2009                        3
871007242                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
871007258                             2/28 6 MO LIBOR                       First Lien                         6                     15.77               6               2/1/2009                        3
871007267                             2/28 6 MO LIBOR                       First Lien                       6.2                     15.67             6.2               2/1/2009                        3
871007274                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     13.95             5.6               2/1/2012                        3
871007294                             2/28 6 MO LIBOR                       First Lien                       5.6                     15.55             5.6               2/1/2009                        3
871007317                             2/28 6 MO LIBOR                       First Lien                         6                     15.35               6               2/1/2009                        3
871007318                             2/28 6 MO LIBOR                       First Lien                         6                     13.95               6               2/1/2009                        3
871007347                             2/28 6 MO LIBOR                       First Lien                       8.3                      14.3             7.3               1/1/2009                        3
951000637                             2/28 6 MO LIBOR                       First Lien                         6                      16.6               6               2/1/2009                        3
951000645                             2/28 6 MO LIBOR                       First Lien                         6                     14.78               6               3/1/2009                        3
951000652                             5/25 6 MO LIBOR                       First Lien                         6                    14.475               6               2/1/2012                        3
951000692                             2/28 6 MO LIBOR                       First Lien                       6.5                      17.9             6.5               2/1/2009                        3
951001142                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                     14.95            6.65               3/1/2009                        3
951001160                             2/28 6 MO LIBOR                       First Lien                         6                      13.5               6               2/1/2009                        3
951001227                             2/28 6 MO LIBOR                       First Lien                       6.2                     15.05             6.2               2/1/2009                        3
951001570                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    15.775               6               2/1/2009                        3
951001614                             2/28 6 MO LIBOR                       First Lien                         6                     16.45               6               3/1/2009                        3
951001751                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
951001777                             2/28 6 MO LIBOR                       First Lien                         6                      16.2               6               3/1/2009                        3
951001783                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
951001817                             2/28 6 MO LIBOR                       First Lien                         6                     18.25               6               3/1/2009                        3
951001818                             2/28 6 MO LIBOR                       First Lien                       5.5                     18.25             5.5               3/1/2009                        3
951001820                             2/28 6 MO LIBOR                       First Lien                         6                     18.25               6               3/1/2009                        3
951001825                             2/28 6 MO LIBOR                       First Lien                         6                     18.25               6               3/1/2009                        3
951001900                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                      14.9            6.65               2/1/2009                        3
951001932                             2/28 6 MO LIBOR                       First Lien                       6.9                     16.85             6.9               2/1/2009                        3
951001962                             2/28 6 MO LIBOR                       First Lien                         6                     16.25               6               2/1/2009                        3
951001972                             2/28 6 MO LIBOR                       First Lien                         6                    15.875               6               2/1/2009                        3
951001974                             2/28 6 MO LIBOR                       First Lien                       6.2                      16.2             6.2               3/1/2009                        3
951002017                             2/28 6 MO LIBOR                       First Lien                         6                     16.45               6               3/1/2009                        3
951002049                             2/28 6 MO LIBOR                       First Lien                         6                      18.2               6               2/1/2009                        3
951002063                             2/28 6 MO LIBOR                       First Lien                         6                     14.55               6               3/1/2009                        3
951002109                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
951002241                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
951002339                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
951002354                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
951002609                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.77               6               3/1/2009                        3
951002674                             2/28 6 MO LIBOR                       First Lien                         6                      14.9               6               4/1/2009                        3
951002678                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
951002747                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                    12.825               6               3/1/2009                        3
951002782                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
951002802                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
951002849                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
951002859                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
951002860                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
951002881                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
951002904                             5/25 6 MO LIBOR 50/30 Balloon         First Lien                         6                      12.6               6               4/1/2012                        3
951003050                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
951003268                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
951003416                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     15.25               6               4/1/2009                        3
951003436                             2/28 6 MO LIBOR                       First Lien                       6.2                     18.14             6.2               4/1/2009                        3
951003621                             2/28 6 MO LIBOR                       First Lien                         6                     17.65               6               4/1/2009                        3
951003646                             2/28 6 MO LIBOR                       First Lien                         6                    15.675               6               4/1/2009                        3
951003683                             2/28 6 MO LIBOR                       First Lien                       6.2                      15.7             6.2               4/1/2009                        3
951003909                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
961073456                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      8.35                     14.35           6.375               1/1/2009                        3
961073634                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       8.5                      15.5            7.25               1/1/2009                        3
961073635                             2/28 6 MO LIBOR                       First Lien                     7.375                    13.375               6              12/1/2008                        3
961073689                             2/28 6 MO LIBOR                       First Lien                         9                        15           6.625               1/1/2009                        3
961073703                             2/28 6 MO LIBOR                       First Lien                       8.1                      14.1               8               1/1/2009                        3
961073711                             2/28 6 MO LIBOR                       First Lien                       9.5                      16.5            8.25               1/1/2009                        3
961073712                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      8.99                     15.99            7.74               1/1/2009                        3
961074250                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
961074337                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      7.65                     14.65            7.65               1/1/2009                        3
961074356                             2/28 6 MO LIBOR                       First Lien                      9.25                     16.25            9.25               1/1/2009                        3
961074465                             2/28 6 MO LIBOR                       First Lien                     8.375                    14.375           6.375              12/1/2008                        3
961074466                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.99                     13.99            6.99               1/1/2009                        3
961074534                             2/28 6 MO LIBOR                       First Lien                       6.5                    15.125             6.5               1/1/2009                        3
961074536                             2/28 6 MO LIBOR                       First Lien                       7.5                    14.875             7.5               1/1/2009                        3
961074562                             2/28 6 MO LIBOR                       First Lien                       8.9                      14.9             7.5               1/1/2009                        3
961074564                             2/28 6 MO LIBOR                       First Lien                       7.5                     14.71             7.5               2/1/2009                        3
961074565                             2/28 6 MO LIBOR                       First Lien                       8.1                      14.1            6.99               2/1/2009                        3
961074599                             2/28 6 MO LIBOR                       First Lien                       8.5                      14.5           6.875               1/1/2009                        3
961074675                             2/28 6 MO LIBOR                       First Lien                     8.875                    14.875           7.625               1/1/2009                        3
961074958                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       7.2                      13.2            6.99               2/1/2009                        3
961074959                             2/28 6 MO LIBOR                       First Lien                      9.06                     15.06            6.99               2/1/2009                        3
961074962                             3/27 6 MO LIBOR                       First Lien                       9.3                      15.3             6.8               2/1/2010                        3
961074964                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      7.35                     13.35            5.99               2/1/2009                        3
961075200                             2/28 6 MO LIBOR                       First Lien                       7.5                     14.91             7.5               2/1/2009                        3
961075212                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
961075267                             2/28 6 MO LIBOR                       First Lien                     8.625                    14.625               7               2/1/2009                        3
961075330                             2/28 6 MO LIBOR                       First Lien                       9.5                      15.5               7               2/1/2009                        3
961076870                             2/28 6 MO LIBOR                       First Lien                      8.59                     14.59             6.6               3/1/2009                        3
961076896                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                           2,743
-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

031045753                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      8.95                     14.95             5.6              12/1/2008                        3
031046039                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.8                        13             5.8              12/1/2008                        3
031046075                             2/28 6 MO LIBOR IO                    First Lien                      7.85                     13.85             5.6              12/1/2008                        3
031046090                             2/28 6 MO LIBOR IO                    First Lien                         7                        13             5.6              12/1/2008                        3
031046117                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                      14.8             5.6               2/1/2009                        3
031046144                             2/28 6 MO LIBOR IO                    First Lien                       5.6                      13.4             5.6              12/1/2008                        3
031046262                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
031046356                             2/28 6 MO LIBOR IO                    First Lien                       5.6                     12.75             5.6              12/1/2008                        3
031046357                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
031046375                             2/28 6 MO LIBOR IO                    First Lien                      9.05                     15.05             5.6              12/1/2008                        3
031046427                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
051069856                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
051070605                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
051071552                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
051071998                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
051072392                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
051072504                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
051072601                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       8.2                      14.2            5.85              11/1/2008                        3
051073068                             3/27 6 MO LIBOR                       First Lien                      5.85                      16.7            5.85               2/1/2010                        3
051073555                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
051073897                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
051073983                             2/28 6 MO LIBOR                       First Lien                      5.85                      16.4            5.85               2/1/2009                        3
051074059                             2/28 6 MO LIBOR                       First Lien                      5.85                      12.3            5.85               1/1/2009                        3
051074155                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
051074305                             2/28 6 MO LIBOR                       First Lien                      5.85                     14.25            5.85               1/1/2009                        3
051074424                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
051074517                             2/28 6 MO LIBOR                       First Lien                     10.25                     16.25            5.85               2/1/2009                        3
051074520                             2/28 6 MO LIBOR                       First Lien                      5.85                    14.325            5.85               1/1/2009                        3
051074645                             2/28 6 MO LIBOR                       First Lien                      6.25                     17.55            6.25               2/1/2009                        3
061073269                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
061074370                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
061074869                             2/28 6 MO LIBOR                       First Lien                       5.6                      13.3             5.6              12/1/2008                        3
061075160                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                    13.975             5.6               1/1/2009                        3
061075341                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
061075473                             2/28 6 MO LIBOR                       First Lien                         6                     15.45               6               1/1/2009                        3
061075668                             2/28 6 MO LIBOR                       First Lien                         6                     14.55               6               1/1/2009                        3
061075687                             2/28 6 MO LIBOR                       First Lien                         6                    15.325               6               1/1/2009                        3
061075956                             2/28 6 MO LIBOR                       First Lien                       6.2                      15.3             6.2               1/1/2009                        3
061075977                             2/28 6 MO LIBOR                       First Lien                         6                     14.45               6               1/1/2009                        3
061075992                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
061076034                             2/28 6 MO LIBOR                       First Lien                       6.2                     13.65             6.2               2/1/2009                        3
061076466                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
061076476                             3/27 6 MO LIBOR                       First Lien                         6                     17.75               6               2/1/2010                        3
061076497                             2/28 6 MO LIBOR                       First Lien                      6.65                     16.65            6.65               2/1/2009                        3
061076503                             2/13 6 MO LIBOR                       First Lien                         6                      16.6               6               2/1/2009                        3
061076533                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
061076571                             2/28 6 MO LIBOR                       First Lien                         6                    15.025               6               1/1/2009                        3
061076617                             2/28 6 MO LIBOR                       First Lien                       6.2                      15.8             6.2               2/1/2009                        3
061076632                             2/28 6 MO LIBOR                       First Lien                         6                    14.325               6               1/1/2009                        3
061076754                             2/28 6 MO LIBOR                       First Lien                       6.2                     13.84             6.2               1/1/2009                        3
061076759                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
061076857                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
061076864                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.6               6               2/1/2009                        3
061076897                             2/28 6 MO LIBOR                       First Lien                         6                      17.6               6               2/1/2009                        3
061077256                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
061077272                             2/28 6 MO LIBOR                       First Lien                         6                     16.25               6               2/1/2009                        3
061077287                             2/28 6 MO LIBOR                       First Lien                         6                    14.475               6               2/1/2009                        3
061077368                             2/28 6 MO LIBOR                       First Lien                      6.65                     17.45            6.65               2/1/2009                        3
061077539                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
061077582                             2/28 6 MO LIBOR                       First Lien                         6                    14.275               6               2/1/2009                        3
061077584                             2/28 6 MO LIBOR                       First Lien                         6                     14.95               6               2/1/2009                        3
061077897                             Fixed Rate 15 Yr                      First Lien                         0                         0               0                                               0
061077980                             2/28 6 MO LIBOR                       First Lien                         6                      16.5               6               3/1/2009                        3
061077985                             2/28 6 MO LIBOR                       First Lien                         6                     15.55               6               2/1/2009                        3
061078212                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      13.4               6               3/1/2009                        3
061078297                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
061078375                             2/28 6 MO LIBOR                       First Lien                       6.2                      16.4             6.2               3/1/2009                        3
061080328                             2/28 6 MO LIBOR                       First Lien                         6                      14.4               6               4/1/2009                        3
061081362                             2/28 6 MO LIBOR                       First Lien                         6                      16.9               6               4/1/2009                        1
101061421                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
101062702                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
101062825                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
101062837                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
101063010                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
101063099                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
101063199                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
101063585                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
101063603                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
101063723                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
101064124                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
101064162                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
101064168                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
101064212                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
101064632                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
101064888                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
101065432                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
101065860                             2/28 6 MO LIBOR                       First Lien                       5.6                     15.82             5.6               1/1/2009                        3
101066095                             2/28 6 MO LIBOR                       First Lien                         6                     15.05               6               2/1/2009                        3
101066738                             2/28 6 MO LIBOR                       First Lien                      8.05                     14.05             5.6               1/1/2009                        3
101067228                             2/28 6 MO LIBOR                       First Lien                      9.75                     15.75            6.25               1/1/2009                        3
101067229                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     12.55             5.6               1/1/2009                        3
101067353                             2/28 6 MO LIBOR                       First Lien                     8.125                    14.125             6.2               2/1/2009                        3
101067357                             2/28 6 MO LIBOR                       First Lien                         6                        16               6               3/1/2009                        3
101067432                             2/28 6 MO LIBOR                       First Lien                         6                    14.625               6               2/1/2009                        3
101067639                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                      15.5             6.4               2/1/2009                        3
101067707                             2/28 6 MO LIBOR                       First Lien                      9.99                     15.99               6               3/1/2009                        3
101067773                             2/28 6 MO LIBOR                       First Lien                       6.2                     14.85             6.2               2/1/2009                        3
101067820                             2/28 6 MO LIBOR                       First Lien                       9.3                      15.3               6               2/1/2009                        3
101067838                             2/28 6 MO LIBOR                       First Lien                         6                     12.35               6               1/1/2009                        3
101067849                             3/27 6 MO LIBOR                       First Lien                     9.325                    15.325               6               2/1/2010                        3
101067862                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
101067871                             2/28 6 MO LIBOR                       First Lien                       6.1                     15.65             6.1               2/1/2009                        3
101067882                             2/28 6 MO LIBOR IO                    First Lien                         6                      15.9               6               2/1/2009                        3
101067925                             2/28 6 MO LIBOR                       First Lien                         6                    14.875               6               2/1/2009                        3
101068034                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      12.4               6               2/1/2009                        3
101068041                             2/28 6 MO LIBOR                       First Lien                         6                    15.225               6               2/1/2009                        3
101068144                             2/28 6 MO LIBOR                       First Lien                         6                     17.25               6               2/1/2009                        3
101068160                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.25                    14.125            6.25               2/1/2009                        3
101068256                             2/28 6 MO LIBOR                       First Lien                         6                     15.85               6               2/1/2009                        3
101068394                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.75               6               2/1/2009                        3
101068481                             2/28 6 MO LIBOR                       First Lien                         6                    15.275               6               3/1/2009                        3
101068570                             2/28 6 MO LIBOR                       First Lien                      9.75                     15.75             6.2               2/1/2009                        3
101068615                             2/28 6 MO LIBOR                       First Lien                         6                     15.45               6               3/1/2009                        3
101068616                             2/28 6 MO LIBOR IO                    First Lien                         6                     15.43               6               2/1/2009                        3
101068753                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.75               6               3/1/2009                        3
101068801                             2/28 6 MO LIBOR                       First Lien                     10.25                     16.25               6               3/1/2009                        3
101068832                             Fixed Rate 50/30 Balloon              First Lien                         0                         0               0                                               0
101068863                             2/28 6 MO LIBOR                       First Lien                      9.95                     15.95             6.2               3/1/2009                        3
101068887                             2/28 6 MO LIBOR                       First Lien                         6                     16.05               6               3/1/2009                        3
101068889                             2/28 6 MO LIBOR IO                    First Lien                         6                      14.7               6               3/1/2009                        3
101068966                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
101068972                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
101069005                             2/28 6 MO LIBOR                       First Lien                     10.65                     16.65               6               2/1/2009                        3
101069026                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
101069068                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
101069093                             2/28 6 MO LIBOR                       First Lien                    10.275                    16.275               6               3/1/2009                        3
101069097                             2/28 6 MO LIBOR                       First Lien                         6                    15.375               6               3/1/2009                        3
101069114                             2/28 6 MO LIBOR                       First Lien                         6                    15.575               6               3/1/2009                        3
101069294                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
101069331                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      14.6               6               3/1/2009                        3
101069610                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
101069801                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
111002674                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                      13.6             5.6              12/1/2008                        3
111002726                             5/25 6 MO LIBOR                       First Lien                         6                    12.925               6               2/1/2012                        3
111002735                             5/25 6 MO LIBOR                       First Lien                         6                    12.925               6               1/1/2012                        3
111002757                             5/25 6 MO LIBOR                       First Lien                         6                    12.925               6               1/1/2012                        3
111002768                             5/25 6 MO LIBOR                       First Lien                         6                    13.575               6               3/1/2012                        3
111002769                             2/28 6 MO LIBOR IO                    First Lien                      5.85                     12.55            5.85               1/1/2009                        3
111002948                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    13.725               6               4/1/2009                        3
111002985                             2/28 6 MO LIBOR IO                    First Lien                         6                      12.6               6               3/1/2009                        3
111003023                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
121049366                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
121051666                             2/28 6 MO LIBOR IO                    First Lien                       6.2                      14.5             6.2               2/1/2009                        3
121052074                             3/27 6 MO LIBOR                       First Lien                         6                      12.3               6               3/1/2010                        3
121052241                             2/28 6 MO LIBOR                       First Lien                         6                    15.475               6               2/1/2009                        3
121052390                             2/28 6 MO LIBOR                       First Lien                         6                     16.65               6               3/1/2009                        3
121052468                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      16.4               6               3/1/2009                        3
141056661                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
141057199                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
141057826                             2/28 6 MO LIBOR                       First Lien                       5.6                     13.75             5.6              12/1/2008                        3
151037895                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
151038300                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
151038350                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
151038841                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
151039157                             2/28 6 MO LIBOR                       First Lien                      6.25                     17.55            6.25              12/1/2008                        3
151039348                             2/28 6 MO LIBOR IO                    First Lien                       5.6                     15.97             5.6               1/1/2009                        3
151039969                             2/28 6 MO LIBOR                       First Lien                         6                      15.5               6               1/1/2009                        3
151039977                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
151040037                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     14.65             5.6               3/1/2009                        3
151040052                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
151040117                             2/28 6 MO LIBOR                       First Lien                       5.8                      14.9             5.8               1/1/2009                        3
151040151                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
151040152                             2/28 6 MO LIBOR                       First Lien                      6.65                     13.25            6.65               1/1/2009                        3
151040281                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
151040315                             2/28 6 MO LIBOR                       First Lien                         6                     15.75               6               2/1/2009                        3
151040515                             2/28 6 MO LIBOR                       First Lien                         6                     16.15               6               1/1/2009                        3
151040596                             2/28 6 MO LIBOR                       First Lien                         6                     15.25               6               2/1/2009                        3
151040630                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.82               6               1/1/2009                        3
151040656                             2/28 6 MO LIBOR IO                    First Lien                         6                     14.05               6               2/1/2009                        3
151040734                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
151040751                             2/28 6 MO LIBOR                       First Lien                      6.65                     15.79            6.65               2/1/2009                        3
151040788                             Fixed Rate 30 Yr Rate Reduction       First Lien                         0                         0               0                                               0
151040790                             2/28 6 MO LIBOR IO                    First Lien                         6                      13.3               6               2/1/2009                        3
151040792                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.99               6               2/1/2009                        3
151040908                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
151040913                             2/28 6 MO LIBOR                       First Lien                         6                     15.55               6               2/1/2009                        3
151041028                             2/28 6 MO LIBOR IO                    First Lien                         6                      14.5               6               2/1/2009                        3
151041185                             2/28 6 MO LIBOR                       First Lien                         6                     16.94               6               2/1/2009                        3
151041190                             2/28 6 MO LIBOR                       First Lien                         6                     15.25               6               3/1/2009                        3
151041193                             2/28 6 MO LIBOR                       First Lien                         6                        15               6               3/1/2009                        3
151041217                             2/28 6 MO LIBOR                       First Lien                         6                      13.9               6               2/1/2009                        3
151041302                             2/28 6 MO LIBOR IO                    First Lien                       6.2                      14.8             6.2               2/1/2009                        3
151041303                             2/28 6 MO LIBOR                       First Lien                         6                     15.25               6               2/1/2009                        3
151041304                             2/28 6 MO LIBOR                       First Lien                         6                     16.65               6               2/1/2009                        3
151041499                             Fixed Rate 50/30 Balloon              First Lien                         0                         0               0                                               0
151041700                             2/28 6 MO LIBOR                       First Lien                         6                      14.2               6               3/1/2009                        3
151041702                             2/28 6 MO LIBOR IO                    First Lien                         6                      14.6               6               3/1/2009                        3
151041758                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                     15.38            6.65               3/1/2009                        3
151041801                             2/28 6 MO LIBOR                       First Lien                         6                     14.85               6               3/1/2009                        3
151041931                             2/28 6 MO LIBOR                       First Lien                         6                     15.35               6               3/1/2009                        3
151041950                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     14.99             5.6               3/1/2009                        3
151041991                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     15.12               6               3/1/2009                        3
151042129                             2/28 6 MO LIBOR                       First Lien                         6                      16.2               6               4/1/2009                        3
151043138                             2/28 6 MO LIBOR IO                    First Lien                         6                      14.3               6               4/1/2009                        3
151043320                             2/28 6 MO LIBOR                       First Lien                       6.4                        16             6.4               4/1/2009                        3
151043339                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
151043752                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      13.5               6               4/1/2009                        1
161050552                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      8.65                     14.65            5.85               9/1/2008                        3
161051312                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
161051581                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
161051641                             5/25 6 MO LIBOR IO                    First Lien                       5.6                    14.125             5.6              12/1/2011                        3
161051809                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
161051823                             2/28 6 MO LIBOR                       First Lien                         6                     15.45               6              12/1/2008                        3
161052250                             2/28 6 MO LIBOR                       First Lien                         6                     13.82               6               2/1/2009                        3
161052362                             5/25 6 MO LIBOR                       First Lien                         6                    12.725               6               1/1/2012                        3
161052378                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.85               6               1/1/2009                        3
161052380                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
161052392                             2/28 6 MO LIBOR                       First Lien                      6.05                      14.1            6.05               1/1/2009                        3
161052407                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.35               6               2/1/2009                        3
161052515                             2/28 6 MO LIBOR                       First Lien                         6                      14.7               6               2/1/2009                        3
161052534                             2/28 6 MO LIBOR                       First Lien                      6.65                      15.9            6.65               2/1/2009                        3
161052595                             2/28 6 MO LIBOR                       First Lien                         6                     14.05               6               2/1/2009                        3
161052658                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     15.62               6               2/1/2009                        3
161052661                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
161052774                             2/28 6 MO LIBOR                       First Lien                         6                      13.3               6               2/1/2009                        3
161052940                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     15.05               6               2/1/2009                        3
161053002                             2/28 6 MO LIBOR                       First Lien                         6                     17.25               6               2/1/2009                        3
161053616                             2/28 6 MO LIBOR                       First Lien                       6.2                     16.95             6.2               4/1/2009                        3
171034348                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       9.6                      15.6            5.85               8/1/2008                        3
171035284                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
171035417                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
171035502                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
171035558                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
171035584                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
171036658                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
171036938                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
171037860                             2/28 6 MO LIBOR                       First Lien                         6                     13.05               6               1/1/2009                        3
171037963                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                     13.95             6.2               1/1/2009                        3
171038238                             2/28 6 MO LIBOR IO                    First Lien                      8.75                     14.75             5.6               1/1/2009                        3
171038301                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
171038425                             2/28 6 MO LIBOR IO                    First Lien                       9.1                      15.1               6               1/1/2009                        3
171038446                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
171038449                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
171038451                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
171038452                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
171038547                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
171038991                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                     15.15            6.65               1/1/2009                        3
171039127                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
171039268                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
171039271                             2/28 6 MO LIBOR IO                    First Lien                       6.2                      14.5             6.2               2/1/2009                        3
171039387                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
171039486                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                      12.4               6               2/1/2009                        3
171039531                             5/25 6 MO LIBOR IO                    First Lien                         6                      12.4               6               2/1/2012                        3
171039684                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
171039725                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
171039782                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.25               6               2/1/2009                        3
171039816                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
171039845                             2/28 6 MO LIBOR                       First Lien                         6                     13.05               6               2/1/2009                        3
171039930                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.55               6               2/1/2009                        3
171039944                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.99               6               2/1/2009                        3
171039954                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      15.1               6               2/1/2009                        3
171040097                             2/28 6 MO LIBOR IO                    First Lien                         6                      15.2               6               2/1/2009                        3
171040120                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.95               6               2/1/2009                        3
171040202                             2/28 6 MO LIBOR                       First Lien                       6.2                      14.6             6.2               2/1/2009                        3
171040247                             2/28 6 MO LIBOR                       First Lien                         6                      15.4               6               2/1/2009                        3
171040258                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       8.5                      14.5               6               2/1/2009                        3
171040275                             2/28 6 MO LIBOR IO                    First Lien                      9.55                     15.55            5.85               9/1/2008                        3
171040309                             2/28 6 MO LIBOR                       First Lien                         6                    14.175               6               2/1/2009                        3
171040492                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     10.55               6               3/1/2009                        3
171040592                             2/28 6 MO LIBOR IO                    First Lien                      6.05                     12.05               6               2/1/2009                        3
171040597                             2/28 6 MO LIBOR                       First Lien                         6                      14.4               6               3/1/2009                        3
171040887                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      15.8               6               3/1/2009                        3
171041434                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     13.85               6               3/1/2009                        3
171041582                             2/28 6 MO LIBOR                       First Lien                         6                     14.05               6               3/1/2009                        3
191033551                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
191033605                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
191034478                             2/28 6 MO LIBOR IO                    First Lien                       5.6                     12.55             5.6              12/1/2008                        3
191034505                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
191035169                             2/28 6 MO LIBOR                       First Lien                       5.6                     12.25             5.6               1/1/2009                        3
191035196                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
191035385                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.6               6               1/1/2009                        3
191035401                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.25               6               2/1/2009                        3
191035410                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
191035425                             2/28 6 MO LIBOR                       First Lien                         6                      15.9               6               2/1/2009                        3
191035489                             2/28 6 MO LIBOR                       First Lien                         6                     13.85               6               1/1/2009                        3
191035547                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                     13.99             6.2               2/1/2009                        3
191035555                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
191035567                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                     15.25             6.4               1/1/2009                        3
191035618                             2/28 6 MO LIBOR                       First Lien                         6                     15.05               6               2/1/2009                        3
191035707                             2/28 6 MO LIBOR                       First Lien                      7.45                     13.45               6               1/1/2009                        3
191035763                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.75               6               2/1/2009                        3
191035781                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.91               6               2/1/2009                        3
191035896                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      12.3               6               1/1/2009                        3
191035909                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     12.85               6               1/1/2009                        3
191035928                             2/28 6 MO LIBOR                       First Lien                         6                     13.65               6               2/1/2009                        3
191035930                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
191035937                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.95               6               2/1/2009                        3
191035941                             3/27 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.4               6               1/1/2010                        3
191035950                             2/28 6 MO LIBOR                       First Lien                         6                     14.65               6               1/1/2009                        3
191036012                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
191036017                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
191036048                             2/28 6 MO LIBOR                       First Lien                         6                      14.8               6               2/1/2009                        3
191036049                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
191036096                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      7.25                     14.05            7.25               2/1/2009                        3
191036108                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     12.45               6               2/1/2009                        3
191036129                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
191036143                             2/28 6 MO LIBOR                       First Lien                         6                     17.45               6               2/1/2009                        3
191036172                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.6               6               2/1/2009                        3
191036201                             2/28 6 MO LIBOR IO                    First Lien                         6                      13.4               6               2/1/2009                        3
191036204                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
191036222                             2/28 6 MO LIBOR                       First Lien                         6                     13.95               6               2/1/2009                        3
191036228                             3/27 6 MO LIBOR                       First Lien                         6                      15.6               6               3/1/2010                        3
191036308                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.65               6               2/1/2009                        3
191036311                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
191036368                             2/28 6 MO LIBOR IO                    First Lien                         6                      12.4               6               2/1/2009                        3
191036516                             2/28 6 MO LIBOR                       First Lien                         6                      15.3               6               2/1/2009                        3
191036589                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
191036594                             2/28 6 MO LIBOR IO                    First Lien                         6                     14.35               6               3/1/2009                        3
191036714                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.45                     12.45               6               2/1/2009                        3
191036831                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.75               6               2/1/2009                        3
191036877                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      14.2               6               3/1/2009                        3
191036896                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      15.1               6               3/1/2009                        3
191036920                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      13.7               6               2/1/2009                        3
191036931                             2/28 6 MO LIBOR                       First Lien                         6                      15.5               6               3/1/2009                        3
191037023                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      14.8               6               3/1/2009                        3
191037177                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      17.1               6               3/1/2009                        3
191038351                             2/28 6 MO LIBOR                       First Lien                       6.2                      14.2             6.2               4/1/2009                        3
211048925                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211048949                             2/28 6 MO LIBOR                       First Lien                      5.85                      13.9            5.85               2/1/2009                        3
211048973                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211048976                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211048977                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211049268                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211049388                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211049684                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211049978                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211049984                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211050144                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211050466                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211050469                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211050478                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211050654                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211050712                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211050858                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211051055                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211051074                             2/28 6 MO LIBOR                       First Lien                       5.8                     12.75             5.8               1/1/2009                        3
211051083                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211051098                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211051155                             2/28 6 MO LIBOR                       First Lien                       5.6                      13.8             5.6               1/1/2009                        3
211051245                             2/28 6 MO LIBOR                       First Lien                         6                     14.25               6               2/1/2009                        3
211051278                             2/28 6 MO LIBOR IO                    First Lien                       6.1                      13.1             6.1               2/1/2009                        3
211051333                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
211051335                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211051511                             5/25 6 MO LIBOR IO                    First Lien                         6                      14.5               6               2/1/2012                        3
211051632                             2/28 6 MO LIBOR IO                    First Lien                         6                    14.075               6               1/1/2009                        3
211051637                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211051856                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.95               6               1/1/2009                        3
211051861                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211051931                             2/28 6 MO LIBOR                       First Lien                         6                     15.35               6               2/1/2009                        3
211051942                             3/27 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                      14.1             6.4               1/1/2010                        3
211052095                             2/28 6 MO LIBOR                       First Lien                         6                     15.15               6               2/1/2009                        3
211052102                             5/25 6 MO LIBOR                       First Lien                         6                     13.75               6               2/1/2012                        3
211052124                             2/28 6 MO LIBOR                       First Lien                      6.65                      16.1            6.65               1/1/2009                        3
211052138                             2/28 6 MO LIBOR                       First Lien                         6                    14.925               6               1/1/2009                        3
211052150                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211052156                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.6               6               1/1/2009                        3
211052160                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211052173                             2/28 6 MO LIBOR                       First Lien                         6                      14.2               6               1/1/2009                        3
211052195                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                       9.4                      15.4             6.2               2/1/2012                        3
211052229                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211052283                             2/28 6 MO LIBOR                       First Lien                         6                      14.6               6               2/1/2009                        3
211052317                             2/28 6 MO LIBOR                       First Lien                         6                     14.05               6               1/1/2009                        3
211052318                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                    14.525               6               2/1/2012                        3
211052339                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.5               6               1/1/2009                        3
211052359                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211052361                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211052398                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211052469                             2/28 6 MO LIBOR IO                    First Lien                         6                        13               6               2/1/2009                        3
211052527                             2/28 6 MO LIBOR                       First Lien                         6                      16.1               6               2/1/2009                        3
211052534                             5/25 6 MO LIBOR                       First Lien                       6.4                     14.15             6.4               2/1/2012                        3
211052584                             2/28 6 MO LIBOR                       First Lien                         6                     14.45               6               2/1/2009                        3
211052650                             2/28 6 MO LIBOR                       First Lien                         6                      15.6               6               2/1/2009                        3
211052669                             Fixed Rate 30 Yr Rate Reduction       First Lien                         0                         0               0                                               0
211052697                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      12.9               6               2/1/2009                        3
211052726                             2/28 6 MO LIBOR                       First Lien                         6                     13.85               6               2/1/2009                        3
211052750                             Fixed Rate 15 Yr                      First Lien                         0                         0               0                                               0
211052791                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                      14.8             6.4               2/1/2009                        3
211052901                             2/28 6 MO LIBOR                       First Lien                         6                      16.8               6               2/1/2009                        3
211052915                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      15.2               6               2/1/2009                        3
211052921                             5/25 6 MO LIBOR IO                    First Lien                         6                      15.7               6               2/1/2012                        3
211052925                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211052951                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      16.5               6               2/1/2009                        3
211052976                             2/28 6 MO LIBOR                       First Lien                         6                     13.75               6               3/1/2009                        3
211053041                             2/28 6 MO LIBOR                       First Lien                         6                    16.725               6               3/1/2009                        3
211053082                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
211053103                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    14.595               6               2/1/2009                        3
211053125                             2/28 6 MO LIBOR IO                    First Lien                         6                    15.275               6               2/1/2009                        3
211053133                             2/28 6 MO LIBOR                       First Lien                         6                      14.7               6               2/1/2009                        3
211053211                             2/28 6 MO LIBOR                       First Lien                       6.2                      15.7             6.2               2/1/2009                        3
211053219                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     12.99               6               3/1/2009                        3
211053222                             2/28 6 MO LIBOR                       First Lien                       6.2                      14.9             6.2               3/1/2009                        3
211053239                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
211053252                             2/28 6 MO LIBOR IO                    First Lien                         6                      12.7               6               2/1/2009                        3
211053298                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
211053302                             2/28 6 MO LIBOR                       First Lien                         6                      17.5               6               3/1/2009                        3
211053337                             2/28 6 MO LIBOR                       First Lien                         6                        16               6               2/1/2009                        3
211053501                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
211053545                             2/28 6 MO LIBOR                       First Lien                       6.2                      14.6             6.2               3/1/2009                        3
211053559                             2/28 6 MO LIBOR                       First Lien                         6                     15.35               6               2/1/2009                        3
211053661                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.7               6               2/1/2009                        3
211053834                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
211053861                             2/28 6 MO LIBOR                       First Lien                         6                     16.48               6               3/1/2009                        3
211053875                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
211053890                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
211054527                             3/27 6 MO LIBOR 50/30 Balloon         First Lien                         6                     15.15               6               3/1/2010                        3
211056319                             3/27 6 MO LIBOR 40/30 Balloon         First Lien                      6.05                    13.875            6.05               3/1/2010                        1
231085678                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
231085721                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
231085777                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
231086391                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
231086437                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
231086589                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
231086804                             3/27 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     14.75             5.6               2/1/2010                        3
231086872                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
231087126                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
231087144                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
231087377                             2/28 6 MO LIBOR                       First Lien                         6                     13.45               6               1/1/2009                        3
231087502                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     13.15             5.6               2/1/2009                        3
231087510                             2/28 6 MO LIBOR                       First Lien                       5.6                     13.95             5.6               1/1/2009                        3
231087669                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
231088585                             3/27 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     12.75             5.6               2/1/2010                        3
231088655                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     14.99             5.6               1/1/2009                        3
231088782                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                     14.84            6.65               2/1/2009                        3
231088792                             2/28 6 MO LIBOR                       First Lien                         6                      14.4               6               1/1/2009                        3
231088795                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
231088820                             5/25 6 MO LIBOR                       First Lien                         6                      12.8               6               2/1/2012                        3
231088853                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.99               6               1/1/2009                        3
231088915                             2/28 6 MO LIBOR                       First Lien                      6.65                     14.99            6.65               2/1/2009                        3
231088923                             5/25 6 MO LIBOR IO                    First Lien                         6                     12.45               6               1/1/2012                        3
231088944                             5/25 6 MO LIBOR IO                    First Lien                       5.6                     11.75             5.6               2/1/2012                        3
231089056                             2/28 6 MO LIBOR                       First Lien                         6                     14.35               6               1/1/2009                        3
231089122                             2/28 6 MO LIBOR                       First Lien                      6.65                      14.2            6.65               1/1/2009                        3
231089253                             2/28 6 MO LIBOR                       First Lien                         6                     15.74               6               2/1/2009                        3
231089289                             2/28 6 MO LIBOR                       First Lien                      6.65                      14.5            6.65               2/1/2009                        3
231089312                             Fixed Rate 30 Yr Rate Reduction       First Lien                         0                         0               0                                               0
231089316                             2/28 6 MO LIBOR IO                    First Lien                         6                      13.5               6               2/1/2009                        3
231089331                             2/28 6 MO LIBOR                       First Lien                       6.4                      15.2             6.4               2/1/2009                        3
231089430                             2/28 6 MO LIBOR                       First Lien                         6                      13.5               6               2/1/2009                        3
231089439                             2/28 6 MO LIBOR                       First Lien                       6.2                     15.99             6.2               2/1/2009                        3
231089567                             5/25 6 MO LIBOR                       First Lien                         6                     12.75               6               2/1/2012                        3
231089637                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.35               6               2/1/2009                        3
231089694                             2/28 6 MO LIBOR                       First Lien                         6                     13.75               6               2/1/2009                        3
231089699                             2/28 6 MO LIBOR                       First Lien                         6                     13.75               6               2/1/2009                        3
231089706                             2/28 6 MO LIBOR                       First Lien                         6                      14.7               6               2/1/2009                        3
231089744                             2/28 6 MO LIBOR                       First Lien                      9.87                     15.87               6               2/1/2009                        3
231089768                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
231089801                             2/28 6 MO LIBOR                       First Lien                         6                      13.7               6               2/1/2009                        3
231089921                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
231089960                             2/28 6 MO LIBOR                       First Lien                         6                     17.35               6               2/1/2009                        3
231090087                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
231090228                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.75               6               2/1/2009                        3
231090244                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
231090296                             Fixed Rate 10 Yr                      First Lien                         0                         0               0                                               0
231090369                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.85               6               3/1/2009                        3
231090428                             2/28 6 MO LIBOR                       First Lien                         6                     13.95               6               3/1/2009                        3
231090443                             2/28 6 MO LIBOR                       First Lien                         6                      14.7               6               2/1/2009                        3
231090479                             2/28 6 MO LIBOR                       First Lien                         6                     14.99               6               2/1/2009                        3
231090635                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
231090769                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                    17.512             6.2               3/1/2009                        3
231090843                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     15.25               6               3/1/2009                        3
231090902                             3/27 6 MO LIBOR 50/30 Balloon         First Lien                         6                     14.05               6               3/1/2010                        3
231090991                             2/28 6 MO LIBOR                       First Lien                         6                      15.2               6               3/1/2009                        3
231091187                             5/25 6 MO LIBOR                       First Lien                         6                      13.8               6               3/1/2012                        3
231091271                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                      15.5             6.2               3/1/2009                        3
231091315                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     15.65               6               3/1/2009                        3
231092424                             2/28 6 MO LIBOR                       First Lien                         6                     14.35               6               4/1/2009                        3
231093321                             2/28 6 MO LIBOR                       First Lien                         6                     15.75               6               4/1/2009                        1
231093386                             2/28 6 MO LIBOR                       First Lien                         6                    14.425               6               4/1/2009                        1
271029980                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      7.85                     13.85            5.85               9/1/2008                        3
321037468                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
321037859                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
321038394                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     13.99             5.6              12/1/2008                        3
321038758                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
321039062                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     13.55             5.6               1/1/2009                        3
321039068                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
321039070                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
321039109                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
321039257                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
321039270                             2/28 6 MO LIBOR                       First Lien                         6                     12.95               6               2/1/2009                        3
321039408                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
321039457                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
321039470                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
321039517                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
321039553                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      5.99                      12.8            5.99               1/1/2009                        3
321039560                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
321039658                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
321039668                             2/28 6 MO LIBOR IO                    First Lien                         6                      13.8               6               1/1/2009                        3
321039798                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                      14.2             6.4               2/1/2009                        3
321039811                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.65               6               2/1/2009                        3
321039829                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
321039878                             2/28 6 MO LIBOR                       First Lien                         6                     14.25               6               1/1/2009                        3
321039943                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
321040146                             2/28 6 MO LIBOR IO                    First Lien                         6                      12.7               6               2/1/2009                        3
321040167                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     15.35               6               2/1/2009                        3
321040323                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
321040324                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    13.375               6               2/1/2009                        3
321040332                             2/28 6 MO LIBOR                       First Lien                         6                      13.6               6               2/1/2009                        3
321040360                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.55               6               2/1/2009                        3
321040410                             2/28 6 MO LIBOR                       First Lien                         6                     14.45               6               2/1/2009                        3
321040567                             2/28 6 MO LIBOR                       First Lien                         6                      13.9               6               2/1/2009                        3
321040732                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.2               6               2/1/2009                        3
331048904                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      8.25                     14.25            5.85               9/1/2008                        3
331050575                             2/28 6 MO LIBOR                       First Lien                       5.6                      14.8             5.6               1/1/2009                        3
331050731                             2/28 6 MO LIBOR IO                    First Lien                       5.6                     13.49             5.6              12/1/2008                        3
331050745                             2/28 6 MO LIBOR                       First Lien                      6.25                     16.35            6.25               1/1/2009                        3
331050959                             2/28 6 MO LIBOR IO                    First Lien                       6.2                      12.9             6.2               1/1/2009                        3
331051004                             2/28 6 MO LIBOR                       First Lien                       5.6                     17.45             5.6               1/1/2009                        3
331051174                             2/28 6 MO LIBOR                       First Lien                         6                      12.3               6               1/1/2009                        3
331051185                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     15.35             5.6               1/1/2009                        3
331051295                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
331051319                             5/25 6 MO LIBOR IO                    First Lien                       5.6                    13.475             5.6               1/1/2012                        3
331051321                             2/28 6 MO LIBOR                       First Lien                         6                      17.2               6               1/1/2009                        3
331051450                             2/28 6 MO LIBOR                       First Lien                       7.4                     16.35             7.4               1/1/2009                        3
331051588                             2/28 6 MO LIBOR                       First Lien                       5.6                      14.5             5.6               2/1/2009                        3
331051763                             2/28 6 MO LIBOR                       First Lien                       5.6                      14.9             5.6               1/1/2009                        3
331052051                             2/28 6 MO LIBOR IO                    First Lien                      5.99                     12.25            5.99               2/1/2009                        3
331052059                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.3               6               3/1/2009                        3
331052064                             3/27 6 MO LIBOR                       First Lien                       6.4                      14.6             6.4               2/1/2010                        3
331052081                             2/28 6 MO LIBOR IO                    First Lien                         6                      13.4               6               2/1/2009                        3
331052111                             2/28 6 MO LIBOR                       First Lien                         6                      14.6               6               1/1/2009                        3
331052137                             2/28 6 MO LIBOR                       First Lien                       6.2                     15.25             6.2               2/1/2009                        3
331052185                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                      12.2               6               1/1/2012                        3
331052289                             5/25 6 MO LIBOR                       First Lien                         6                     15.15               6               2/1/2012                        3
331052328                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.25               6               2/1/2009                        3
331052339                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.25               6               2/1/2009                        3
331052448                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.75               6               3/1/2009                        3
331052450                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.45               6               2/1/2009                        3
331052526                             2/28 6 MO LIBOR                       First Lien                         6                      14.1               6               2/1/2009                        3
331052568                             2/28 6 MO LIBOR IO                    First Lien                       6.2                     13.25             6.2               2/1/2009                        3
331052692                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
331052701                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
331052702                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.3               6               2/1/2009                        3
331052712                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
331052783                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.45               6               3/1/2009                        3
331052806                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      12.5               6               2/1/2009                        3
331052813                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
331052818                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.7               6               2/1/2009                        3
331052819                             Fixed Rate 30 Yr IO                   First Lien                         0                         0               0                                               0
331052841                             5/25 6 MO LIBOR IO                    First Lien                         6                      13.5               6               3/1/2012                        3
331052869                             2/28 6 MO LIBOR IO                    First Lien                         6                     14.35               6               2/1/2009                        3
331052897                             2/28 6 MO LIBOR                       First Lien                         6                     15.45               6               2/1/2009                        3
331052961                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     15.54               6               2/1/2009                        3
331052976                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.5                     11.99             5.5               2/1/2009                        3
331052978                             2/28 6 MO LIBOR                       First Lien                         6                     14.25               6               2/1/2009                        3
331053027                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.99               6               3/1/2009                        3
331053119                             3/27 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.5               6               2/1/2010                        3
331053121                             2/28 6 MO LIBOR                       First Lien                         6                      13.7               6               2/1/2009                        3
331053128                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      15.7               6               2/1/2009                        3
331053157                             2/28 6 MO LIBOR                       First Lien                         6                      13.3               6               2/1/2009                        3
331053219                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     16.35               6               2/1/2009                        3
331053250                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.39               6               3/1/2009                        3
331053335                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
331053400                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      5.69                     12.45            5.69               2/1/2009                        3
331053416                             2/28 6 MO LIBOR                       First Lien                      5.68                     11.69            5.68               2/1/2009                        3
331053482                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                     15.95             6.4               2/1/2009                        3
331053500                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
331053598                             2/28 6 MO LIBOR                       First Lien                       6.4                      15.7             6.4               3/1/2009                        3
331053601                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
331053667                             Fixed Rate 50/30 Balloon              First Lien                         0                         0               0                                               0
331053718                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.43               6               3/1/2009                        3
331053748                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
331053774                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
331053802                             5/25 6 MO LIBOR IO                    First Lien                         6                      12.7               6               3/1/2012                        3
331053959                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.85               6               2/1/2009                        3
331053968                             2/28 6 MO LIBOR IO                    First Lien                         6                     14.48               6               2/1/2009                        3
331053981                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.8               6               3/1/2009                        3
331054003                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     14.75               6               4/1/2009                        3
331054038                             2/28 6 MO LIBOR                       First Lien                         6                     15.15               6               3/1/2009                        3
331054040                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     14.52               6               3/1/2009                        3
331054053                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.78               6               2/1/2009                        3
331054107                             Fixed Rate 10 Yr                      First Lien                         0                         0               0                                               0
331054167                             3/27 6 MO LIBOR 50/30 Balloon         First Lien                         6                     14.95               6               3/1/2010                        3
331054240                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     15.65               6               3/1/2009                        3
331054410                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     14.95               6               3/1/2009                        3
331054464                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     14.54               6               3/1/2009                        3
331054637                             Fixed Rate 50/30 Balloon              First Lien                         0                         0               0                                               0
331054838                             2/28 6 MO LIBOR                       First Lien                         6                     15.63               6               3/1/2009                        3
331054967                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     14.59               6               3/1/2009                        3
331055896                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     14.45               6               4/1/2009                        1
341036195                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
341036271                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
341036629                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
341036681                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
341036991                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
341037131                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.8                      14.3             5.8               1/1/2009                        3
341038405                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
341038570                             2/28 6 MO LIBOR                       First Lien                     6.625                     13.47           6.625               1/1/2009                        3
341038825                             3/27 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.8               6               1/1/2010                        3
341038844                             2/28 6 MO LIBOR                       First Lien                         6                      13.9               6               1/1/2009                        3
341038852                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
341038864                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
341038911                             2/28 6 MO LIBOR                       First Lien                         6                      16.9               6               3/1/2009                        3
341038984                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                     13.95             6.2               1/1/2009                        3
341039158                             2/28 6 MO LIBOR IO                    First Lien                         6                      13.6               6               1/1/2009                        3
341039285                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                     13.99            6.65               2/1/2009                        3
341039366                             2/28 6 MO LIBOR                       First Lien                       6.2                     15.65             6.2               1/1/2009                        3
341039445                             3/27 6 MO LIBOR                       First Lien                         6                      14.7               6               1/1/2010                        3
341039477                             2/28 6 MO LIBOR                       First Lien                         6                    14.925               6               2/1/2009                        3
341039488                             2/28 6 MO LIBOR                       First Lien                         6                      16.3               6               1/1/2009                        3
341039642                             2/28 6 MO LIBOR                       First Lien                       6.2                     14.05             6.2               2/1/2009                        3
341039711                             2/28 6 MO LIBOR                       First Lien                      5.85                      14.4            5.85               1/1/2009                        3
341040388                             2/28 6 MO LIBOR                       First Lien                         6                     12.82               6               2/1/2009                        3
341040473                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
341040502                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    14.025               6               3/1/2009                        3
341040541                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
341040737                             5/25 6 MO LIBOR                       First Lien                         6                     15.95               6               2/1/2012                        3
341040773                             3/27 6 MO LIBOR                       First Lien                       6.2                     16.59             6.2               2/1/2010                        3
341040866                             2/28 6 MO LIBOR                       First Lien                         6                      13.5               6               3/1/2009                        3
341040880                             2/28 6 MO LIBOR                       First Lien                         6                     16.39               6               2/1/2009                        3
341040918                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
341041165                             2/28 6 MO LIBOR IO                    First Lien                         6                     16.94               6               3/1/2009                        3
341041274                             2/28 6 MO LIBOR                       First Lien                         6                        16               6               2/1/2009                        3
341041324                             2/28 6 MO LIBOR                       First Lien                         6                    15.775               6               3/1/2009                        3
341041359                             2/28 6 MO LIBOR                       First Lien                         6                    14.725               6               3/1/2009                        3
341041395                             2/28 6 MO LIBOR                       First Lien                         6                     14.28               6               3/1/2009                        3
341041421                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      5.99                     12.45            5.99               3/1/2009                        3
341041939                             2/28 6 MO LIBOR                       First Lien                         6                     16.75               6               3/1/2009                        3
351038607                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
351038851                             2/28 6 MO LIBOR                       First Lien                       9.9                      15.9            5.85               9/1/2008                        3
351039085                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
351039343                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
351039345                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
351039445                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
351039558                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
351039712                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
351039985                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
351039990                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
351040192                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
351040231                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
351040643                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
351040682                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
351040823                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
351040854                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
351041291                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
351041373                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
351041874                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
351042117                             2/28 6 MO LIBOR                       First Lien                       5.6                    14.975             5.6               1/1/2009                        3
351042212                             2/28 6 MO LIBOR                       First Lien                      5.85                    15.725            5.85              12/1/2008                        3
351042453                             2/28 6 MO LIBOR                       First Lien                         6                     16.75               6               2/1/2009                        3
351042673                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
351042677                             2/28 6 MO LIBOR                       First Lien                         6                     15.15               6               1/1/2009                        3
351042867                             2/28 6 MO LIBOR                       First Lien                         6                     15.85               6               2/1/2009                        3
351042972                             2/28 6 MO LIBOR                       First Lien                       6.2                        15             6.2               2/1/2009                        3
351042973                             2/28 6 MO LIBOR                       First Lien                         6                     13.35               6               1/1/2009                        3
351043068                             2/28 6 MO LIBOR                       First Lien                       5.6                      16.8             5.6               2/1/2009                        3
351043127                             2/28 6 MO LIBOR                       First Lien                       5.6                    15.425             5.6               2/1/2009                        3
351043129                             2/28 6 MO LIBOR                       First Lien                         6                    16.725               6               3/1/2009                        3
351043139                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                     15.85            6.65               2/1/2009                        3
351043248                             2/28 6 MO LIBOR                       First Lien                         6                        15               6               2/1/2009                        3
351043272                             2/28 6 MO LIBOR                       First Lien                      6.99                    14.625            6.99               2/1/2009                        3
351043366                             2/28 6 MO LIBOR                       First Lien                         6                    16.225               6               2/1/2009                        3
351043443                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
351043450                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    15.825               6               3/1/2009                        3
351043476                             2/28 6 MO LIBOR                       First Lien                         6                     14.85               6               2/1/2009                        3
351043530                             2/28 6 MO LIBOR                       First Lien                         6                    14.875               6               2/1/2009                        3
351043787                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
351043953                             2/28 6 MO LIBOR                       First Lien                         6                      15.1               6               3/1/2009                        3
351043958                             2/28 6 MO LIBOR                       First Lien                         6                      15.3               6               3/1/2009                        3
351044170                             2/28 6 MO LIBOR                       First Lien                       6.4                     14.85             6.4               3/1/2009                        3
351044295                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     16.45               6               3/1/2009                        3
351045229                             2/28 6 MO LIBOR                       First Lien                       6.4                    17.875             6.4               4/1/2009                        3
371039181                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
371039432                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
371039584                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
371039922                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
371040043                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
371040182                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
371041032                             3/27 6 MO LIBOR                       First Lien                         6                      14.3               6              12/1/2009                        3
371041245                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
371041715                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
371042114                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
371042149                             2/28 6 MO LIBOR                       First Lien                      5.85                     15.35            5.85               1/1/2009                        3
371042276                             2/28 6 MO LIBOR                       First Lien                       5.6                      13.1             5.6               1/1/2009                        3
371042332                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
371042335                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
371042344                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
371042370                             2/28 6 MO LIBOR                       First Lien                       5.6                     15.99             5.6               1/1/2009                        3
371042424                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                        14               6               1/1/2009                        3
371042585                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     17.55               6               2/1/2009                        3
371042857                             2/28 6 MO LIBOR                       First Lien                      6.25                      14.7            6.25               1/1/2009                        3
371043039                             2/28 6 MO LIBOR                       First Lien                         6                     16.62               6               1/1/2009                        3
371043333                             2/28 6 MO LIBOR                       First Lien                      6.65                     16.35            6.65               2/1/2009                        3
371043345                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.47               6               1/1/2009                        3
371043354                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
371043382                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     16.65               6               1/1/2009                        3
371043400                             2/28 6 MO LIBOR                       First Lien                         6                     14.15               6               2/1/2009                        3
371043431                             2/28 6 MO LIBOR                       First Lien                       6.2                     12.21             6.2               2/1/2009                        3
371043448                             2/28 6 MO LIBOR                       First Lien                       6.2                     13.05             6.2               2/1/2009                        3
371043458                             3/27 6 MO LIBOR                       First Lien                         6                     15.85               6               1/1/2010                        3
371043552                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
371043564                             2/28 6 MO LIBOR                       First Lien                       6.4                     14.85             6.4               2/1/2009                        3
371043869                             3/27 6 MO LIBOR                       First Lien                         6                      16.1               6               2/1/2010                        3
371043931                             2/28 6 MO LIBOR                       First Lien                         6                    13.535               6               2/1/2009                        3
371043934                             2/28 6 MO LIBOR                       First Lien                         6                      14.8               6               2/1/2009                        3
371043939                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
371043969                             2/28 6 MO LIBOR IO                    First Lien                         6                    12.375               6               2/1/2009                        3
371043992                             2/28 6 MO LIBOR                       First Lien                       6.4                     14.55             6.4               2/1/2009                        3
371044060                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.67               6               2/1/2009                        3
371044064                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.75               6               2/1/2009                        3
371044074                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
371044111                             2/28 6 MO LIBOR IO                    First Lien                       6.1                     14.99             6.1               2/1/2009                        3
371044113                             2/28 6 MO LIBOR IO                    First Lien                         6                      14.6               6               2/1/2009                        3
371044195                             2/28 6 MO LIBOR                       First Lien                         6                      17.1               6               2/1/2009                        3
371044204                             2/28 6 MO LIBOR                       First Lien                       6.2                     16.75             6.2               2/1/2009                        3
371044372                             3/27 6 MO LIBOR                       First Lien                       6.4                    13.425             6.4               2/1/2010                        3
371044477                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.6               6               2/1/2009                        3
371044569                             2/28 6 MO LIBOR IO                    First Lien                         6                     12.72               6               2/1/2009                        3
371044604                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
371044615                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
371044625                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.95               6               2/1/2009                        3
371044652                             2/28 6 MO LIBOR                       First Lien                         6                     14.55               6               2/1/2009                        3
371044667                             2/28 6 MO LIBOR                       First Lien                      6.65                      16.8            6.65               3/1/2009                        3
371044758                             2/28 6 MO LIBOR                       First Lien                       5.7                     12.65             5.7               2/1/2009                        3
371044846                             2/28 6 MO LIBOR                       First Lien                      6.65                        15            6.65               2/1/2009                        3
371044861                             2/28 6 MO LIBOR                       First Lien                         6                     14.35               6               2/1/2009                        3
371044879                             2/28 6 MO LIBOR                       First Lien                         6                     16.02               6               2/1/2009                        3
371044899                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
371044972                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.95               6               2/1/2009                        3
371045007                             2/28 6 MO LIBOR IO                    First Lien                         6                     14.02               6               3/1/2009                        3
371045258                             2/28 6 MO LIBOR IO                    First Lien                         6                     14.97               6               3/1/2009                        3
371045371                             2/28 6 MO LIBOR                       First Lien                         6                      14.5               6               3/1/2009                        3
371045461                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
371045631                             2/28 6 MO LIBOR                       First Lien                         6                     13.89               6               3/1/2009                        3
371045745                             3/27 6 MO LIBOR                       First Lien                         6                     15.88               6               3/1/2010                        3
371045798                             2/28 6 MO LIBOR                       First Lien                         6                     13.25               6               3/1/2009                        3
371045842                             2/28 6 MO LIBOR                       First Lien                      7.25                     14.15            7.25               3/1/2009                        3
371046359                             2/28 6 MO LIBOR                       First Lien                         6                     15.45               6               3/1/2009                        3
371046413                             2/28 6 MO LIBOR                       First Lien                         6                      16.3               6               3/1/2009                        3
371047822                             2/28 6 MO LIBOR                       First Lien                       6.2                     16.24             6.2               4/1/2009                        3
381030275                             3/27 6 MO LIBOR IO                    First Lien                       5.6                    15.725             5.6              12/1/2009                        3
381030402                             2/28 6 MO LIBOR                       First Lien                       5.6                     14.85             5.6               1/1/2009                        3
401009215                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                     8.555                    14.555            5.85               9/1/2008                        3
411000506                             2/28 6 MO LIBOR                       First Lien                       5.6                     15.55             5.6               1/1/2009                        3
411000988                             2/28 6 MO LIBOR                       First Lien                       5.6                     13.35             5.6              12/1/2008                        3
411001091                             2/28 6 MO LIBOR                       First Lien                         6                      13.5               6               2/1/2009                        3
411001108                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                      15.9            6.65               1/1/2009                        3
411001179                             5/25 6 MO LIBOR                       First Lien                       5.8                     15.05             5.8               2/1/2012                        3
411001259                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.8                     13.85             5.8              12/1/2008                        3
411001488                             2/28 6 MO LIBOR IO                    First Lien                       5.8                     13.35             5.8               1/1/2009                        3
411001589                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                      13.8             5.6              12/1/2011                        3
411001722                             5/25 6 MO LIBOR                       First Lien                       5.6                    14.925             5.6               1/1/2012                        3
411001744                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.25               6               1/1/2012                        3
411001752                             2/28 6 MO LIBOR                       First Lien                       5.8                     13.25             5.8               1/1/2009                        3
411001903                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.6               6               1/1/2012                        3
411001925                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    14.625               6               1/1/2009                        3
411001952                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                     14.95             6.2               2/1/2009                        3
411001967                             2/28 6 MO LIBOR                       First Lien                       6.4                      16.2             6.4               1/1/2009                        3
411001979                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
411002009                             2/28 6 MO LIBOR                       First Lien                         6                      13.9               6               1/1/2009                        3
411002063                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
411002083                             2/28 6 MO LIBOR                       First Lien                       6.2                      15.9             6.2               2/1/2009                        3
411002098                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                      15.7             6.2               2/1/2012                        3
411002130                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
411002172                             2/28 6 MO LIBOR                       First Lien                         6                     13.05               6               1/1/2009                        3
411002185                             5/25 6 MO LIBOR                       First Lien                         6                      14.8               6               2/1/2012                        3
411002204                             2/28 6 MO LIBOR                       First Lien                       6.2                      13.1             6.2               2/1/2009                        3
411002205                             5/25 6 MO LIBOR IO                    First Lien                         6                      12.1               6               1/1/2012                        3
411002225                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.6               6               2/1/2009                        3
411002228                             2/28 6 MO LIBOR                       First Lien                         6                     13.65               6               1/1/2009                        3
411002253                             2/28 6 MO LIBOR                       First Lien                         6                      14.3               6               2/1/2009                        3
411002279                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      12.8               6               2/1/2009                        3
411002342                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                      15.6               6               3/1/2012                        3
411002361                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
411002364                             2/28 6 MO LIBOR                       First Lien                      6.65                      15.1            6.65               2/1/2009                        3
411002390                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.65               6               2/1/2012                        3
411002394                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      13.4               6               2/1/2009                        3
411002465                             5/25 6 MO LIBOR                       First Lien                         6                     15.35               6               3/1/2012                        3
411002467                             2/28 6 MO LIBOR IO                    First Lien                         6                      12.7               6               2/1/2009                        3
411002536                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
411002538                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
411002548                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.16               6               2/1/2009                        3
411002641                             5/25 6 MO LIBOR                       First Lien                         6                     13.85               6               3/1/2012                        3
411002758                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     15.35               6               2/1/2009                        3
411002792                             5/25 6 MO LIBOR IO                    First Lien                         6                      12.6               6               2/1/2012                        3
411002851                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.9               6               3/1/2012                        3
411002929                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                      13.8             6.4               2/1/2012                        3
421000852                             5/25 6 MO LIBOR                       First Lien                         6                      13.6               6              12/1/2011                        3
421000964                             5/25 6 MO LIBOR                       First Lien                       5.8                      15.1             5.8              12/1/2011                        3
421000983                             2/28 6 MO LIBOR                       First Lien                       5.8                     15.75             5.8              12/1/2008                        3
421001365                             2/28 6 MO LIBOR                       First Lien                       5.6                     15.78             5.6               2/1/2009                        3
421001446                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                     17.25            6.65               1/1/2009                        3
421001545                             2/28 6 MO LIBOR                       First Lien                       6.4                     15.45             6.4               1/1/2009                        3
421001819                             2/28 6 MO LIBOR                       First Lien                       6.7                      17.2             6.7               2/1/2009                        3
421001834                             2/28 6 MO LIBOR                       First Lien                      6.65                     15.85            6.65               1/1/2009                        3
421001840                             2/28 6 MO LIBOR IO                    First Lien                       5.6                      13.8             5.6              12/1/2008                        3
421002023                             2/28 6 MO LIBOR                       First Lien                       6.1                     15.85             6.1               1/1/2009                        3
421002048                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
421002059                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                      12.9             5.6               1/1/2012                        3
421002089                             2/28 6 MO LIBOR                       First Lien                         6                     13.55               6               2/1/2009                        3
421002092                             2/28 6 MO LIBOR                       First Lien                       5.8                      14.5             5.8               1/1/2009                        3
421002294                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
421002309                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.35               6               2/1/2009                        3
421002329                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.09               6               1/1/2009                        3
421002332                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
421002383                             2/28 6 MO LIBOR                       First Lien                       6.2                     16.15             6.2               2/1/2009                        3
421002452                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.75               6               2/1/2012                        3
421002483                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
421002484                             Fixed Rate 15 Yr                      First Lien                         0                         0               0                                               0
421002647                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.9               6               2/1/2009                        3
421002723                             2/28 6 MO LIBOR                       First Lien                         6                     15.75               6               2/1/2009                        3
421002746                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
421002919                             2/28 6 MO LIBOR                       First Lien                         6                     13.15               6               2/1/2009                        3
421003058                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
421003076                             5/25 6 MO LIBOR 50/30 Balloon         First Lien                         6                      15.6               6               3/1/2012                        3
421003109                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
421003112                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                     16.25            6.65               2/1/2009                        3
421003251                             2/28 6 MO LIBOR                       First Lien                         6                    16.775               6               3/1/2009                        3
421003319                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     16.15               6               3/1/2009                        3
511050311                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      8.15                     14.15            5.85               9/1/2008                        3
511050907                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
511051110                             2/28 6 MO LIBOR                       First Lien                       5.6                     14.85             5.6              12/1/2008                        3
511051152                             2/28 6 MO LIBOR                       First Lien                         7                      16.2               7               1/1/2009                        3
511051564                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
511051626                             5/25 6 MO LIBOR IO                    First Lien                     8.225                    14.225             5.6              11/1/2011                        3
511051757                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     13.85             5.6               1/1/2009                        3
511052413                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     12.75             5.6              12/1/2008                        3
511052835                             3/27 6 MO LIBOR 40/30 Balloon         First Lien                       6.5                     14.25             6.5              12/1/2009                        3
511052836                             2/28 6 MO LIBOR                       First Lien                         6                     14.99               6               2/1/2009                        3
511052963                             2/28 6 MO LIBOR IO                    First Lien                       5.6                     11.95             5.6              12/1/2008                        3
511053323                             2/28 6 MO LIBOR IO                    First Lien                         6                     12.55               6               1/1/2009                        3
511053403                             2/28 6 MO LIBOR IO                    First Lien                         6                      16.1               6               1/1/2009                        3
511053427                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
511053464                             5/25 6 MO LIBOR IO                    First Lien                         6                    13.375               6               1/1/2012                        3
511053479                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      12.3               6               1/1/2009                        3
511053506                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                     12.99             6.4               1/1/2012                        3
511053524                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.65               6               1/1/2009                        3
511053530                             2/28 6 MO LIBOR IO                    First Lien                         6                     14.25               6               1/1/2009                        3
511053599                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                      15.4             6.4               2/1/2009                        3
511053604                             2/28 6 MO LIBOR                       First Lien                       6.1                     14.75             6.1               1/1/2009                        3
511053651                             2/28 6 MO LIBOR                       First Lien                       6.2                     15.25             6.2               1/1/2009                        3
511053667                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     13.05             5.6               1/1/2009                        3
511053675                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       7.8                      13.8             5.6              12/1/2008                        3
511053699                             2/28 6 MO LIBOR                       First Lien                         6                      14.5               6               1/1/2009                        3
511053782                             2/28 6 MO LIBOR IO                    First Lien                       5.6                     14.25             5.6               1/1/2009                        3
511053797                             2/28 6 MO LIBOR IO                    First Lien                       5.6                     13.99             5.6               1/1/2009                        3
511053809                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.1                     14.45             6.1               1/1/2009                        3
511053814                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.25               6               1/1/2009                        3
511054049                             2/28 6 MO LIBOR                       First Lien                       6.1                      12.5             6.1               1/1/2009                        3
511054054                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                      14.7             6.2               2/1/2009                        3
511054056                             2/28 6 MO LIBOR IO                    First Lien                         6                      14.7               6               1/1/2009                        3
511054059                             2/28 6 MO LIBOR                       First Lien                         6                     15.99               6               2/1/2009                        3
511054251                             2/28 6 MO LIBOR                       First Lien                       6.7                     14.35             6.7               2/1/2009                        3
511054275                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
511054326                             2/28 6 MO LIBOR IO                    First Lien                         6                     12.95               6               1/1/2009                        3
511054349                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     15.95               6               2/1/2009                        3
511054356                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         7                      14.5               7               1/1/2009                        3
511054374                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                     12.05               6               2/1/2012                        3
511054399                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                      14.9            6.65               2/1/2009                        3
511054428                             2/28 6 MO LIBOR IO                    First Lien                         6                      12.5               6               1/1/2009                        3
511054434                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.6               6               2/1/2009                        3
511054494                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.2               6               1/1/2009                        3
511054544                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                     14.65             6.2               1/1/2009                        3
511054622                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                        14               6               2/1/2009                        3
511054696                             2/28 6 MO LIBOR IO                    First Lien                       5.9                     11.95             5.9               1/1/2009                        3
511054729                             2/28 6 MO LIBOR IO                    First Lien                       8.2                      14.2               6               1/1/2009                        3
511054739                             2/28 6 MO LIBOR IO                    First Lien                         6                     12.25               6               2/1/2009                        3
511054836                             2/28 6 MO LIBOR                       First Lien                       6.2                      14.5             6.2               2/1/2009                        3
511054863                             2/28 6 MO LIBOR                       First Lien                       5.6                     12.95             5.6               2/1/2009                        3
511054887                             2/28 6 MO LIBOR IO                    First Lien                         6                     14.99               6               2/1/2009                        3
511054931                             2/28 6 MO LIBOR IO                    First Lien                         6                     12.15               6               2/1/2009                        3
511054940                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                     12.65             6.4               1/1/2009                        3
511054947                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.8               6               2/1/2009                        3
511054957                             5/25 6 MO LIBOR IO                    First Lien                      7.15                     13.15               6               1/1/2012                        3
511054968                             2/28 6 MO LIBOR                       First Lien                       6.1                    14.925             6.1               2/1/2009                        3
511054984                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      12.9               6               1/1/2009                        3
511055060                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.95               6               2/1/2009                        3
511055103                             2/28 6 MO LIBOR IO                    First Lien                       6.2                     12.75             6.2               2/1/2009                        3
511055161                             2/28 6 MO LIBOR IO                    First Lien                         6                      12.4               6               2/1/2009                        3
511055190                             2/28 6 MO LIBOR                       First Lien                         6                      12.2               6               2/1/2009                        3
511055303                             2/28 6 MO LIBOR                       First Lien                         6                     14.45               6               2/1/2009                        3
511055355                             2/28 6 MO LIBOR                       First Lien                         6                      14.2               6               2/1/2009                        3
511055398                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
511055407                             2/28 6 MO LIBOR IO                    First Lien                         6                     14.15               6               2/1/2009                        3
511055409                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     12.95               6               2/1/2009                        3
511055433                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.1                     13.99             6.1               2/1/2009                        3
511055615                             2/28 6 MO LIBOR IO                    First Lien                       6.4                     13.65             6.4               2/1/2009                        3
511055631                             2/28 6 MO LIBOR IO                    First Lien                         6                      12.2               6               2/1/2009                        3
511055653                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.35               6               2/1/2009                        3
511055698                             2/28 6 MO LIBOR IO                    First Lien                         6                     12.99               6               2/1/2009                        3
511055761                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
511055774                             2/28 6 MO LIBOR IO                    First Lien                         6                     12.35               6               2/1/2009                        3
511055855                             5/25 6 MO LIBOR IO                    First Lien                         6                    13.375               6               2/1/2012                        3
511055910                             Fixed Rate 30 Yr IO                   First Lien                         0                         0               0                                               0
511055915                             5/25 6 MO LIBOR 50/30 Balloon         First Lien                      5.75                     13.15            5.75               3/1/2012                        3
511055945                             2/28 6 MO LIBOR                       First Lien                         6                      15.3               6               2/1/2009                        3
511055997                             2/28 6 MO LIBOR                       First Lien                         6                     14.49               6               3/1/2009                        3
511056118                             2/28 6 MO LIBOR IO                    First Lien                         6                      12.7               6               2/1/2009                        3
511056189                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     13.95               6               3/1/2009                        3
511056532                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.95               6               2/1/2009                        3
511056612                             Fixed Rate 50/30 Balloon              First Lien                         0                         0               0                                               0
511056685                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                      14.9             5.6               3/1/2009                        3
511056774                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     13.35               6               3/1/2009                        3
511056916                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     14.95               6               3/1/2009                        3
511056935                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.6               6               3/1/2009                        3
511056950                             2/28 6 MO LIBOR IO                    First Lien                         6                     15.04               6               3/1/2009                        3
511057116                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                    13.245               6               3/1/2009                        3
511057575                             5/25 6 MO LIBOR 50/30 Balloon         First Lien                         6                     13.35               6               3/1/2012                        3
511059705                             5/25 6 MO LIBOR IO                    First Lien                         6                      12.6               6               4/1/2012                        1
521045118                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
521046236                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
521046312                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
521046349                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
521046588                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
521046770                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
521047805                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
521048360                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
521048540                             2/28 6 MO LIBOR                       First Lien                         6                    15.325               6               1/1/2009                        3
521048584                             2/28 6 MO LIBOR                       First Lien                         6                    13.975               6               1/1/2009                        3
521048598                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
521048610                             2/28 6 MO LIBOR                       First Lien                         6                      15.1               6               1/1/2009                        3
521048635                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
521048649                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
521049068                             2/28 6 MO LIBOR                       First Lien                       5.2                      15.6             5.2               2/1/2009                        3
521049122                             2/28 6 MO LIBOR                       First Lien                       6.6                     17.25             6.6               2/1/2009                        3
521049161                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.9               6               1/1/2009                        3
521049325                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.75               6               1/1/2009                        3
521049462                             2/28 6 MO LIBOR IO                    First Lien                      8.45                     14.45               6               2/1/2009                        3
521049499                             2/28 6 MO LIBOR                       First Lien                         5                     17.85               5               1/1/2009                        3
521049501                             2/28 6 MO LIBOR                       First Lien                      6.65                    15.825            6.65               2/1/2009                        3
521049525                             2/28 6 MO LIBOR                       First Lien                         6                     16.25               6               1/1/2009                        3
521050186                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.75               6               2/1/2009                        3
521050226                             2/28 6 MO LIBOR                       First Lien                         6                     13.45               6               2/1/2009                        3
521050291                             15/15 6 MO LIBOR                      First Lien                         6                     14.05               6               1/1/2022                        3
521050371                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       8.5                      14.5               6               2/1/2009                        3
521050402                             2/28 6 MO LIBOR                       First Lien                         6                     15.99               6               2/1/2009                        3
521050414                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      15.6               6               2/1/2009                        3
521050459                             2/28 6 MO LIBOR                       First Lien                         6                     14.65               6               2/1/2009                        3
521050510                             2/28 6 MO LIBOR                       First Lien                         6                      15.5               6               2/1/2009                        3
521050520                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.65                     14.75            6.65               1/1/2009                        3
521050525                             2/28 6 MO LIBOR                       First Lien                         6                      16.2               6               2/1/2009                        3
521050601                             3/27 6 MO LIBOR                       First Lien                         6                      17.1               6               2/1/2010                        3
521050618                             2/28 6 MO LIBOR                       First Lien                         5                      16.8               5               3/1/2009                        3
521050754                             2/28 6 MO LIBOR                       First Lien                         6                      16.4               6               2/1/2009                        3
521050948                             5/25 6 MO LIBOR                       First Lien                       6.1                     14.99             6.1               2/1/2012                        3
521051054                             2/28 6 MO LIBOR                       First Lien                         6                      14.3               6               2/1/2009                        3
521051148                             5/25 6 MO LIBOR                       First Lien                       6.2                     16.05             6.2               2/1/2012                        3
521051271                             3/27 6 MO LIBOR                       First Lien                         6                      14.9               6               2/1/2010                        3
521051382                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
521051384                             2/28 6 MO LIBOR                       First Lien                         6                    13.125               6               2/1/2009                        3
521051433                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     15.38               6               2/1/2009                        3
521051558                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.8               6               2/1/2009                        3
521051591                             2/28 6 MO LIBOR                       First Lien                         6                    15.975               6               3/1/2009                        3
521051596                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      16.2               6               2/1/2009                        3
521051828                             2/28 6 MO LIBOR                       First Lien                         6                      17.8               6               3/1/2009                        3
521051846                             2/28 6 MO LIBOR IO                    First Lien                       5.6                     14.75             5.6               2/1/2009                        3
521051989                             2/28 6 MO LIBOR                       First Lien                         6                    14.725               6               3/1/2009                        3
521052028                             2/28 6 MO LIBOR                       First Lien                         5                     17.25               5               2/1/2009                        3
521052121                             2/28 6 MO LIBOR                       First Lien                         6                     15.45               6               3/1/2009                        3
521052197                             2/28 6 MO LIBOR                       First Lien                       6.2                    17.715             6.2               2/1/2009                        3
521052261                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    13.545               6               2/1/2009                        3
521052319                             2/28 6 MO LIBOR                       First Lien                      5.39                      15.6            5.39               3/1/2009                        3
521052322                             2/28 6 MO LIBOR                       First Lien                         6                     15.55               6               2/1/2009                        3
521052350                             2/28 6 MO LIBOR                       First Lien                       5.3                      14.5             5.3               2/1/2009                        3
521052464                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
521052526                             2/28 6 MO LIBOR                       First Lien                         6                    13.425               6               2/1/2009                        3
521052588                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                      9.05                     15.05               6               3/1/2009                        3
521052719                             2/28 6 MO LIBOR                       First Lien                         6                     16.64               6               2/1/2009                        3
521052745                             2/28 6 MO LIBOR                       First Lien                         6                     15.45               6               3/1/2009                        3
521052919                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.2                     16.65             5.2               3/1/2009                        3
521052933                             2/28 6 MO LIBOR                       First Lien                         6                      14.5               6               3/1/2009                        3
521052936                             2/28 6 MO LIBOR IO                    First Lien                       6.2                     13.15             6.2               3/1/2009                        3
521053069                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
521053366                             2/28 6 MO LIBOR                       First Lien                      7.25                     14.65            7.25               3/1/2009                        3
521053680                             2/28 6 MO LIBOR                       First Lien                         6                     17.05               6               3/1/2009                        3
521053686                             2/28 6 MO LIBOR                       First Lien                       6.2                     18.15             6.2               3/1/2009                        3
521053709                             2/28 6 MO LIBOR                       First Lien                         6                    15.575               6               3/1/2009                        3
521053711                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                        16               6               3/1/2009                        3
521053881                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      14.2               6               3/1/2009                        3
521055723                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
521055911                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                       6.2                     15.55             6.2               4/1/2009                        1
551019639                             2/28 6 MO LIBOR                       First Lien                      9.85                     15.85             6.1              10/1/2008                        3
551019801                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
551020172                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
551020429                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
551020989                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
551021062                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
551021082                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
551021115                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
551021146                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
551021157                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
551021454                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
551021768                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
551022111                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
551022161                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
551022416                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
551022481                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
551022535                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
551022589                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
551022744                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
551022806                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
551023051                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
551023114                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
551023611                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
551024285                             2/28 6 MO LIBOR                       First Lien                       5.6                     13.92             5.6              12/1/2008                        3
551024693                             2/28 6 MO LIBOR                       First Lien                       5.6                    14.675             5.6               1/1/2009                        3
551024862                             2/28 6 MO LIBOR                       First Lien                      8.65                     14.65               6               2/1/2009                        3
551025090                             2/28 6 MO LIBOR                       First Lien                       8.6                      14.6               6               1/1/2009                        3
551025108                             2/28 6 MO LIBOR                       First Lien                     9.425                    15.425             5.6               1/1/2009                        3
551025157                             2/28 6 MO LIBOR                       First Lien                       9.3                      15.3               6               2/1/2009                        3
551025274                             2/28 6 MO LIBOR                       First Lien                         6                     12.95               6               1/1/2009                        3
551025280                             2/28 6 MO LIBOR                       First Lien                         6                     14.75               6               1/1/2009                        3
551025295                             2/28 6 MO LIBOR                       First Lien                         6                     15.84               6               2/1/2009                        3
551025433                             2/28 6 MO LIBOR                       First Lien                       6.2                     14.65             6.2               1/1/2009                        3
551025656                             2/28 6 MO LIBOR                       First Lien                         6                    14.775               6               2/1/2009                        3
551025666                             2/28 6 MO LIBOR                       First Lien                         6                     13.99               6               2/1/2009                        3
551025702                             2/28 6 MO LIBOR                       First Lien                         6                     13.75               6               2/1/2009                        3
551025786                             2/28 6 MO LIBOR                       First Lien                         6                     16.15               6               1/1/2009                        3
551025816                             2/28 6 MO LIBOR                       First Lien                     9.499                    15.499               6               1/1/2009                        3
551025834                             2/28 6 MO LIBOR                       First Lien                      6.85                      15.9            6.85               2/1/2009                        3
551025865                             2/28 6 MO LIBOR                       First Lien                         6                     15.45               6               2/1/2009                        3
551025935                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    13.725               6               1/1/2009                        3
551026009                             2/28 6 MO LIBOR                       First Lien                         6                     14.05               6               1/1/2009                        3
551026014                             2/28 6 MO LIBOR                       First Lien                         6                    14.345               6               2/1/2009                        3
551026061                             2/28 6 MO LIBOR                       First Lien                         6                     13.65               6               1/1/2009                        3
551026151                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.1               6               1/1/2009                        3
551026152                             2/28 6 MO LIBOR                       First Lien                         6                     13.15               6               2/1/2009                        3
551026223                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
551026236                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
551026249                             2/28 6 MO LIBOR                       First Lien                       7.6                      13.6               6               2/1/2009                        3
551026255                             2/28 6 MO LIBOR                       First Lien                         6                    14.925               6               2/1/2009                        3
551026265                             2/28 6 MO LIBOR                       First Lien                         6                      14.5               6               2/1/2009                        3
551026335                             2/28 6 MO LIBOR                       First Lien                         6                     16.05               6               2/1/2009                        3
551026364                             2/28 6 MO LIBOR                       First Lien                      7.95                     13.95               6               2/1/2009                        3
551026510                             2/28 6 MO LIBOR                       First Lien                         6                     14.65               6               2/1/2009                        3
551026516                             2/28 6 MO LIBOR                       First Lien                         6                      15.8               6               2/1/2009                        3
551026545                             2/28 6 MO LIBOR                       First Lien                       6.2                    16.575             6.2               2/1/2009                        3
551026600                             2/28 6 MO LIBOR                       First Lien                      6.65                      16.2            6.65               2/1/2009                        3
551026603                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
551026631                             2/28 6 MO LIBOR                       First Lien                       6.2                    16.225             6.2               2/1/2009                        3
551026687                             Fixed Rate 30 Yr IO                   First Lien                         0                         0               0                                               0
551026703                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
551026727                             2/28 6 MO LIBOR                       First Lien                         6                    14.375               6               2/1/2009                        3
551026776                             Fixed Rate 15 Yr                      First Lien                         0                         0               0                                               0
551026779                             2/28 6 MO LIBOR IO                    First Lien                         6                      15.4               6               2/1/2009                        3
551026804                             2/28 6 MO LIBOR                       First Lien                         6                    15.475               6               2/1/2009                        3
551026893                             2/28 6 MO LIBOR                       First Lien                         6                      15.4               6               2/1/2009                        3
551026958                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
551026978                             2/28 6 MO LIBOR                       First Lien                         6                    14.775               6               2/1/2009                        3
551026989                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.14               6               2/1/2009                        3
551027049                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
551027052                             2/28 6 MO LIBOR                       First Lien                      7.25                     14.45            7.25               2/1/2009                        3
551027055                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
551027095                             2/28 6 MO LIBOR                       First Lien                       6.4                     15.35             6.4               2/1/2009                        3
551027408                             2/28 6 MO LIBOR                       First Lien                         6                      16.9               6               3/1/2009                        3
551027529                             2/28 6 MO LIBOR                       First Lien                         6                    14.025               6               3/1/2009                        3
551027551                             2/28 6 MO LIBOR                       First Lien                         6                    15.525               6               3/1/2009                        3
551027640                             2/28 6 MO LIBOR                       First Lien                       6.2                     15.75             6.2               2/1/2009                        3
551027641                             2/28 6 MO LIBOR                       First Lien                         6                    15.125               6               3/1/2009                        3
551027642                             2/28 6 MO LIBOR                       First Lien                         6                    14.725               6               3/1/2009                        3
551028061                             2/28 6 MO LIBOR                       First Lien                       6.2                    16.775             6.2               3/1/2009                        3
551028127                             2/28 6 MO LIBOR                       First Lien                       6.2                    16.575             6.2               3/1/2009                        3
551028376                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    15.125               6               3/1/2009                        3
551029046                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
551029129                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     15.95               6               4/1/2009                        3
551029657                             2/28 6 MO LIBOR                       First Lien                       6.2                     17.39             6.2               4/1/2009                        3
551030758                             2/28 6 MO LIBOR                       First Lien                         6                      17.7               6               4/1/2009                        1
551030777                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                        16               6               4/1/2009                        1
571015528                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
571016515                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571016536                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
571016540                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571016756                             5/25 6 MO LIBOR                       First Lien                      2.75                    15.999            2.75               1/1/2012                        3
571016985                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571017046                             5/25 6 MO LIBOR IO                    First Lien                      2.75                     13.75            2.75               2/1/2012                        3
571017070                             5/25 6 MO LIBOR                       First Lien                      2.75                    14.875            2.75               2/1/2012                        3
571017353                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571017465                             3/27 6 MO LIBOR                       First Lien                      2.75                    12.375            2.75               2/1/2010                        3
571017472                             5/25 6 MO LIBOR IO                    First Lien                      2.75                    13.375            2.75               1/1/2012                        3
571017618                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571017623                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571017670                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
571017673                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571017698                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571017721                             5/25 6 MO LIBOR IO                    First Lien                      2.75                     13.75            2.75               1/1/2012                        3
571017788                             5/25 6 MO LIBOR                       First Lien                      2.75                    15.125            2.75               2/1/2012                        3
571017811                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571017814                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571017850                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571017888                             5/25 6 MO LIBOR IO                    First Lien                      2.75                    13.999            2.75               2/1/2012                        3
571017895                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571017916                             2/28 6 MO LIBOR IO                    First Lien                     4.125                    13.999           4.125               2/1/2009                        3
571017923                             2/28 6 MO LIBOR                       First Lien                         4                    13.875               4               2/1/2009                        3
571017948                             3/27 6 MO LIBOR IO                    First Lien                      2.75                     12.75            2.75               1/1/2010                        3
571017973                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571017988                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571018056                             5/25 6 MO LIBOR                       First Lien                      2.75                    15.375            2.75               1/1/2012                        3
571018059                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571018073                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571018089                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571018117                             3/27 6 MO LIBOR                       First Lien                      2.75                    14.875            2.75               2/1/2010                        3
571018118                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571018120                             3/27 6 MO LIBOR                       First Lien                      2.75                    12.875            2.75               2/1/2010                        3
571018122                             5/25 6 MO LIBOR                       First Lien                      2.75                      13.5            2.75               1/1/2012                        3
571018124                             2/28 6 MO LIBOR IO                    First Lien                       4.5                    14.375             4.5               2/1/2009                        3
571018125                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571018141                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571018212                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
571018225                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571018311                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571018358                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571018382                             2/28 6 MO LIBOR IO                    First Lien                         5                    14.875               5               1/1/2009                        3
571018387                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571018388                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571018390                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571018392                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571018410                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571018424                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571018429                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571018433                             5/25 6 MO LIBOR                       First Lien                      2.75                      16.5            2.75               2/1/2012                        3
571018436                             5/25 6 MO LIBOR                       First Lien                      2.75                      16.5            2.75               2/1/2012                        3
571018452                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571018471                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571018489                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571018535                             5/25 6 MO LIBOR IO                    First Lien                      2.75                    13.625            2.75               2/1/2012                        3
571018569                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571018678                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571018684                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571018690                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571018709                             3/27 6 MO LIBOR                       First Lien                      2.75                     13.25            2.75               2/1/2010                        3
571018790                             3/27 6 MO LIBOR                       First Lien                      2.75                    12.999            2.75               2/1/2010                        3
571018830                             5/25 6 MO LIBOR IO                    First Lien                      2.75                    13.875            2.75               2/1/2012                        3
571018831                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571018856                             5/25 6 MO LIBOR                       First Lien                      2.75                      13.5            2.75               2/1/2012                        3
571018859                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571018880                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571018882                             3/27 6 MO LIBOR IO                    First Lien                      2.75                    12.375            2.75               2/1/2010                        3
571018952                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571018979                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019031                             3/27 6 MO LIBOR IO                    First Lien                      2.75                    12.999            2.75               3/1/2010                        3
571019039                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019059                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019063                             5/25 6 MO LIBOR IO                    First Lien                      2.75                    12.999            2.75               2/1/2012                        3
571019067                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019072                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019087                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019088                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019098                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019109                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019142                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019176                             2/28 6 MO LIBOR                       First Lien                      3.75                    13.625            3.75               2/1/2009                        3
571019180                             5/25 6 MO LIBOR IO                    First Lien                      2.75                    14.999            2.75               3/1/2012                        3
571019183                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019186                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019187                             5/25 6 MO LIBOR IO                    First Lien                      2.75                      13.5            2.75               3/1/2012                        3
571019189                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019224                             5/25 6 MO LIBOR IO                    First Lien                      2.75                    13.625            2.75               2/1/2012                        3
571019229                             3/27 6 MO LIBOR IO                    First Lien                      2.75                    14.375            2.75               2/1/2010                        3
571019241                             5/25 6 MO LIBOR IO                    First Lien                      2.75                    13.125            2.75               3/1/2012                        3
571019246                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019271                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019313                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019320                             5/25 6 MO LIBOR IO                    First Lien                      2.75                    13.375            2.75               2/1/2012                        3
571019324                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019328                             5/25 6 MO LIBOR IO                    First Lien                      2.75                    13.375            2.75               3/1/2012                        3
571019344                             5/25 6 MO LIBOR                       First Lien                      2.75                     15.75            2.75               3/1/2012                        3
571019397                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019429                             3/27 6 MO LIBOR IO                    First Lien                      2.75                    14.375            2.75               2/1/2010                        3
571019435                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019453                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019467                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019470                             5/25 6 MO LIBOR                       First Lien                      2.75                      16.5            2.75               3/1/2012                        3
571019482                             5/25 6 MO LIBOR                       First Lien                      2.75                     13.75            2.75               3/1/2012                        3
571019483                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019499                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019513                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019553                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019616                             5/25 6 MO LIBOR                       First Lien                         4                    13.875               4               2/1/2012                        3
571019684                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019697                             3/27 6 MO LIBOR IO                    First Lien                      2.75                     12.75            2.75               3/1/2010                        3
571019699                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019704                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019747                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019754                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019755                             5/25 6 MO LIBOR                       First Lien                      2.75                     15.75            2.75               3/1/2012                        3
571019779                             3/27 6 MO LIBOR IO                    First Lien                      2.75                    12.875            2.75               3/1/2010                        3
571019784                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019803                             5/25 6 MO LIBOR IO                    First Lien                      2.75                    13.125            2.75               3/1/2012                        3
571019819                             3/27 6 MO LIBOR IO                    First Lien                      2.75                    12.999            2.75               3/1/2010                        3
571019833                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019843                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019863                             2/28 6 MO LIBOR IO                    First Lien                     4.875                     14.75           4.875               3/1/2009                        3
571019883                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019891                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019932                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019971                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571019973                             5/25 6 MO LIBOR                       First Lien                      4.25                    14.125            4.25               3/1/2012                        3
571019999                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571020006                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571020008                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571020017                             5/25 6 MO LIBOR                       First Lien                      2.75                      16.5            2.75               3/1/2012                        3
571020023                             5/25 6 MO LIBOR IO                    First Lien                      2.75                    13.875            2.75               3/1/2012                        3
571020168                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571020189                             5/25 6 MO LIBOR                       First Lien                      2.75                    13.999            2.75               3/1/2012                        3
571020210                             5/25 6 MO LIBOR                       First Lien                      2.75                      16.5            2.75               3/1/2012                        3
571020233                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571020241                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571020247                             3/27 6 MO LIBOR                       First Lien                      2.75                     12.25            2.75               3/1/2010                        3
571020264                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571020276                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571020326                             2/28 6 MO LIBOR                       First Lien                       4.5                    14.375             4.5               3/1/2009                        3
571020448                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571020480                             5/25 6 MO LIBOR IO                    First Lien                      2.75                    13.999            2.75               3/1/2012                        3
571020483                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571020504                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
571020537                             5/25 6 MO LIBOR                       First Lien                      2.75                    13.999            2.75               3/1/2012                        3
571020551                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571020609                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571020947                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
571020996                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
581011788                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      7.93                     13.93             6.1               9/1/2008                        3
581012051                             2/28 6 MO LIBOR IO                    First Lien                     8.625                    14.625            5.85               9/1/2008                        3
581012467                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
581012722                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
581013934                             2/28 6 MO LIBOR IO                    First Lien                       5.6                      13.3             5.6              12/1/2008                        3
581013943                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                      13.6             5.6              12/1/2011                        3
581013965                             5/25 6 MO LIBOR IO                    First Lien                       5.6                      12.7             5.6              12/1/2011                        3
581014152                             2/28 6 MO LIBOR IO                    First Lien                       5.6                     13.85             5.6              12/1/2008                        3
581014171                             2/28 6 MO LIBOR IO                    First Lien                      6.85                     12.85             5.6              12/1/2008                        3
581014179                             2/28 6 MO LIBOR IO                    First Lien                       5.6                      13.4             5.6              12/1/2008                        3
581014209                             2/28 6 MO LIBOR IO                    First Lien                       5.6                        13             5.6              12/1/2008                        3
581014215                             2/28 6 MO LIBOR IO                    First Lien                       5.6                      13.3             5.6              12/1/2008                        3
581014246                             2/28 6 MO LIBOR IO                    First Lien                       5.6                      13.9             5.6               1/1/2009                        3
581014341                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     12.95               6               1/1/2009                        3
581014399                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.9               6              12/1/2008                        3
581014645                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                      11.8             5.6               1/1/2009                        3
581014654                             2/28 6 MO LIBOR IO                    First Lien                       5.6                     12.99             5.6               1/1/2009                        3
581014862                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     12.99               6               1/1/2009                        3
581014887                             2/28 6 MO LIBOR IO                    First Lien                       5.6                      12.8             5.6               1/1/2009                        3
581014905                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.45               6               1/1/2009                        3
581014955                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.55               6               1/1/2009                        3
581015006                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     12.85               6               1/1/2009                        3
581015037                             2/28 6 MO LIBOR                       First Lien                      7.25                     14.64            7.25               1/1/2009                        3
581015086                             2/28 6 MO LIBOR                       First Lien                       6.2                     15.55             6.2               2/1/2009                        3
581015095                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     12.75               6               1/1/2009                        3
581015130                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.2               6               1/1/2009                        3
581015146                             2/28 6 MO LIBOR                       First Lien                         6                     14.85               6               2/1/2009                        3
581015167                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      12.8               6               1/1/2009                        3
581015176                             5/25 6 MO LIBOR IO                    First Lien                         6                      13.7               6               1/1/2012                        3
581015247                             2/28 6 MO LIBOR IO                    First Lien                         6                     12.95               6               1/1/2009                        3
581015296                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.95               6               2/1/2009                        3
581015384                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                        15             6.4               1/1/2009                        3
581015389                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.35               6               1/1/2009                        3
581015401                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
581015440                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.85               6               2/1/2009                        3
581015505                             5/25 6 MO LIBOR IO                    First Lien                      5.98                     11.99            5.98               2/1/2012                        3
581015522                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.25               6               2/1/2009                        3
581015557                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
581015581                             5/25 6 MO LIBOR IO                    First Lien                         6                    12.775               6               2/1/2012                        3
581015595                             Fixed Rate 30 Yr IO                   First Lien                         0                         0               0                                               0
581015605                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.55               6               2/1/2009                        3
581015632                             2/28 6 MO LIBOR IO                    First Lien                       5.6                     14.35             5.6               3/1/2009                        3
581015636                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.05               6               2/1/2009                        3
581015637                             5/25 6 MO LIBOR IO                    First Lien                         6                      12.5               6               2/1/2012                        3
581015689                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
581015708                             5/25 6 MO LIBOR IO                    First Lien                         6                     12.45               6               2/1/2012                        3
581015768                             Fixed Rate 30 Yr IO                   First Lien                         0                         0               0                                               0
581015805                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
581015860                             2/28 6 MO LIBOR IO                    First Lien                      6.65                     13.55            6.65               2/1/2009                        3
581015872                             5/25 6 MO LIBOR IO                    First Lien                         6                     12.35               6               2/1/2012                        3
581015920                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.75               6               2/1/2009                        3
581016034                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     13.99             5.6               2/1/2009                        3
581016051                             5/25 6 MO LIBOR IO                    First Lien                         6                     13.25               6               2/1/2012                        3
581016131                             2/28 6 MO LIBOR IO                    First Lien                       5.6                     14.35             5.6               2/1/2009                        3
581016176                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
581016195                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
581016235                             2/28 6 MO LIBOR IO                    First Lien                       5.6                     15.35             5.6               2/1/2009                        3
581017100                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                      14.6             5.6               3/1/2009                        3
581017136                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      13.2               6               3/1/2009                        3
581017141                             2/28 6 MO LIBOR IO                    First Lien                      5.85                     15.05            5.85               4/1/2009                        1
581017198                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                        15               6               3/1/2009                        3
581017403                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.89               6               3/1/2009                        3
581017480                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                       5.6                     13.95             5.6               3/1/2009                        3
581017525                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     14.75               6               3/1/2009                        3
581017570                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      13.1               6               3/1/2009                        3
581018095                             2/28 6 MO LIBOR IO                    First Lien                         6                      12.9               6               4/1/2009                        3
581018739                             2/28 6 MO LIBOR IO                    First Lien                         6                     15.99               6               4/1/2009                        3
611026139                             2/28 6 MO LIBOR IO                    First Lien                       5.6                      13.5             5.6               2/1/2009                        3
611026400                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                      12.8             5.6              12/1/2008                        3
611026498                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
621017123                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
621019148                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     14.65             5.6               2/1/2009                        3
621019511                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
621019673                             2/28 6 MO LIBOR                       First Lien                       5.6                     14.45             5.6               2/1/2009                        3
621019883                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
621019930                             2/28 6 MO LIBOR IO                    First Lien                       5.6                     14.52             5.6              12/1/2008                        3
621020157                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
621020190                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
621020230                             3/27 6 MO LIBOR IO                    First Lien                       6.1                     12.99             6.1               2/1/2010                        3
621020287                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
621020495                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
621020520                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
621020525                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
621020570                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
621020783                             2/28 6 MO LIBOR IO                    First Lien                         6                      13.8               6               1/1/2009                        3
621020804                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
621020816                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
621020850                             2/28 6 MO LIBOR                       First Lien                         6                     14.17               6               1/1/2009                        3
621020879                             3/27 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.9               6               2/1/2010                        3
621020972                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
621020974                             2/28 6 MO LIBOR                       First Lien                         6                     12.95               6               2/1/2009                        3
621020993                             2/28 6 MO LIBOR                       First Lien                         6                      13.6               6               2/1/2009                        3
621021009                             2/28 6 MO LIBOR                       First Lien                       6.2                     16.25             6.2               2/1/2009                        3
621021040                             2/28 6 MO LIBOR                       First Lien                         6                     14.45               6               2/1/2009                        3
621021082                             3/27 6 MO LIBOR IO                    First Lien                         6                     13.75               6               2/1/2010                        3
621021097                             2/28 6 MO LIBOR                       First Lien                         6                      15.9               6               2/1/2009                        3
621021165                             2/28 6 MO LIBOR IO                    First Lien                         6                     14.65               6               2/1/2009                        3
621021221                             2/28 6 MO LIBOR IO                    First Lien                         6                      15.4               6               2/1/2009                        3
621021228                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
621021259                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.85               6               2/1/2009                        3
621021261                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
621021267                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    16.775               6               3/1/2009                        3
621021316                             2/28 6 MO LIBOR                       First Lien                       6.2                        17             6.2               2/1/2009                        3
621021346                             2/28 6 MO LIBOR IO                    First Lien                         6                     14.85               6               3/1/2009                        3
621021365                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.4               6               1/1/2009                        3
621021368                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
621021379                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
621021389                             2/28 6 MO LIBOR                       First Lien                         6                     13.57               6               2/1/2009                        3
621021453                             2/28 6 MO LIBOR                       First Lien                         6                     14.57               6               2/1/2009                        3
621021474                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
621021537                             2/28 6 MO LIBOR                       First Lien                         6                     14.75               6               2/1/2009                        3
621021550                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
621021595                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     15.55               6               2/1/2009                        3
621021614                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
621021630                             2/28 6 MO LIBOR                       First Lien                       5.6                     12.25             5.6               3/1/2009                        3
621021644                             2/28 6 MO LIBOR                       First Lien                         6                     13.75               6               2/1/2009                        3
621021646                             2/28 6 MO LIBOR                       First Lien                         6                     14.95               6               3/1/2009                        3
621021700                             2/28 6 MO LIBOR                       First Lien                         6                      15.1               6               2/1/2009                        3
621021701                             2/28 6 MO LIBOR                       First Lien                         6                     14.55               6               2/1/2009                        3
621021775                             2/28 6 MO LIBOR                       First Lien                       6.2                     16.06             6.2               2/1/2009                        3
621021850                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.2               6               2/1/2009                        3
621021860                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
621021871                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
621021921                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
621021943                             2/28 6 MO LIBOR                       First Lien                         6                     14.95               6               2/1/2009                        3
621021969                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
621022041                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      15.8               6               3/1/2009                        3
621022051                             2/28 6 MO LIBOR                       First Lien                         6                      17.9               6               3/1/2009                        3
621022176                             2/28 6 MO LIBOR                       First Lien                         6                     17.15               6               3/1/2009                        3
621022188                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     13.35               6               2/1/2009                        3
621022218                             2/28 6 MO LIBOR                       First Lien                         6                      15.3               6               2/1/2009                        3
621022223                             5/25 6 MO LIBOR IO                    First Lien                         6                      14.4               6               3/1/2012                        3
621022244                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.65               6               3/1/2009                        3
621022255                             2/28 6 MO LIBOR                       First Lien                         6                     16.05               6               4/1/2009                        3
621022282                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     15.55               6               2/1/2009                        3
621022286                             Fixed Rate 50/30 Balloon              First Lien                         0                         0               0                                               0
621022367                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.19               6               2/1/2009                        3
621022490                             2/28 6 MO LIBOR                       First Lien                      6.65                     16.35            6.65               2/1/2009                        3
621022730                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     14.65               6               3/1/2009                        3
621022861                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     13.75               6               3/1/2009                        3
621023926                             2/28 6 MO LIBOR                       First Lien                         6                     15.55               6               4/1/2009                        1
621024282                             2/28 6 MO LIBOR                       First Lien                         6                      16.7               6               4/1/2009                        1
631015311                             5/25 6 MO LIBOR IO                    First Lien                      7.98                     13.98             5.6              11/1/2011                        3
631015945                             3/27 6 MO LIBOR IO                    First Lien                       5.8                    13.475             5.8              12/1/2009                        3
631015997                             2/28 6 MO LIBOR IO                    First Lien                       5.6                     13.75             5.6              12/1/2008                        3
631016010                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.35               6              12/1/2008                        3
631016041                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                      14.3             5.6              12/1/2008                        3
631016102                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      7.25                     13.25             5.8              12/1/2008                        3
631016144                             5/25 6 MO LIBOR IO                    First Lien                       5.6                     11.99             5.6               1/1/2012                        3
651021910                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
651022670                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
661019078                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
661019478                             2/28 6 MO LIBOR                       First Lien                       5.6                    12.425             5.6               1/1/2009                        3
661019696                             5/25 6 MO LIBOR                       First Lien                      5.55                      13.4            5.55               1/1/2012                        3
661019901                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         5                     13.65               5               1/1/2009                        3
661020321                             3/27 6 MO LIBOR                       First Lien                      6.45                     13.45             6.2               1/1/2010                        3
661020347                             2/28 6 MO LIBOR                       First Lien                       6.2                     16.15             6.2               1/1/2009                        3
661020460                             2/28 6 MO LIBOR                       First Lien                       5.6                      13.3             5.6               1/1/2009                        3
661020474                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       7.7                      13.7             5.8              12/1/2008                        3
661020497                             2/28 6 MO LIBOR                       First Lien                         6                     14.35               6               2/1/2009                        3
661020560                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                     14.15             5.6               2/1/2009                        3
661020564                             2/28 6 MO LIBOR IO                    First Lien                       5.6                     14.99             5.6               1/1/2009                        3
661020580                             2/28 6 MO LIBOR IO                    First Lien                       5.6                        14             5.6               1/1/2009                        3
661020624                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      5.45                      11.5            5.45               2/1/2009                        3
661020633                             5/25 6 MO LIBOR IO                    First Lien                         6                      14.4               6               2/1/2012                        3
661020876                             2/28 6 MO LIBOR IO                    First Lien                      5.99                        12            5.99               1/1/2009                        3
661020899                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.4                    14.925             6.4               1/1/2009                        3
661020902                             2/28 6 MO LIBOR                       First Lien                         6                     13.99               6               1/1/2009                        3
661020929                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                    13.875             6.2               1/1/2009                        3
661021012                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.15               6               1/1/2009                        3
661021034                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
661021035                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
661021079                             2/28 6 MO LIBOR IO                    First Lien                         6                      14.6               6               1/1/2009                        3
661021084                             2/28 6 MO LIBOR IO                    First Lien                       6.2                     12.55             6.2               1/1/2009                        3
661021123                             2/28 6 MO LIBOR IO                    First Lien                         6                      12.4               6               1/1/2009                        3
661021131                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
661021206                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.69               6               1/1/2009                        3
661021265                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                        14               6               1/1/2009                        3
661021286                             2/28 6 MO LIBOR IO                    First Lien                      5.59                      11.6            5.59               1/1/2009                        3
661021321                             5/25 6 MO LIBOR IO                    First Lien                      5.85                      13.7            5.85               3/1/2012                        3
661021335                             2/28 6 MO LIBOR IO                    First Lien                      5.85                        12            5.85               2/1/2009                        3
661021383                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.15               6               1/1/2009                        3
661021386                             2/28 6 MO LIBOR IO                    First Lien                         6                     12.95               6               2/1/2009                        3
661021400                             2/28 6 MO LIBOR IO                    First Lien                         6                     12.95               6               1/1/2009                        3
661021424                             2/28 6 MO LIBOR                       First Lien                         6                      13.9               6               2/1/2009                        3
661021446                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.1               6               2/1/2009                        3
661021464                             5/25 6 MO LIBOR IO                    First Lien                         6                    12.708               6               2/1/2012                        3
661021474                             2/28 6 MO LIBOR IO                    First Lien                         6                      12.5               6               2/1/2009                        3
661021501                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.65               6               2/1/2009                        3
661021506                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     15.35               6               2/1/2009                        3
661021516                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.75               6               2/1/2009                        3
661021530                             2/28 6 MO LIBOR IO                    First Lien                         6                      13.6               6               2/1/2009                        3
661021541                             2/28 6 MO LIBOR IO                    First Lien                         6                      13.4               6               2/1/2009                        3
661021542                             3/27 6 MO LIBOR                       First Lien                         6                     15.15               6               2/1/2010                        3
661021612                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     13.99               6               3/1/2009                        3
661021633                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.95               6               2/1/2009                        3
661021635                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.69                      12.7            6.69               2/1/2009                        3
661021649                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.55               6               2/1/2009                        3
661021650                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
661021658                             2/28 6 MO LIBOR IO                    First Lien                         6                        13               6               2/1/2009                        3
661021661                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
661021676                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
661021692                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                        15             6.2               2/1/2009                        3
661021765                             2/28 6 MO LIBOR IO                    First Lien                         6                     12.35               6               2/1/2009                        3
661021777                             2/28 6 MO LIBOR                       First Lien                         6                     14.75               6               2/1/2009                        3
661021798                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.95               6               2/1/2009                        3
661021807                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      12.8               6               2/1/2009                        3
661021816                             5/25 6 MO LIBOR IO                    First Lien                         6                     12.09               6               3/1/2012                        3
661021819                             2/28 6 MO LIBOR IO                    First Lien                         6                      12.6               6               3/1/2009                        3
661021822                             5/25 6 MO LIBOR IO                    First Lien                         6                     13.55               6               3/1/2012                        3
661021826                             2/28 6 MO LIBOR IO                    First Lien                         6                     12.55               6               2/1/2009                        3
661021871                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.35               6               2/1/2009                        3
661021875                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.5               6               2/1/2009                        3
661021899                             2/28 6 MO LIBOR IO                    First Lien                         6                      14.4               6               2/1/2009                        3
661021901                             2/28 6 MO LIBOR                       First Lien                         6                     15.15               6               2/1/2009                        3
661021904                             5/25 6 MO LIBOR IO                    First Lien                         6                     12.15               6               3/1/2012                        3
661021918                             2/28 6 MO LIBOR IO                    First Lien                         6                     14.35               6               2/1/2009                        3
661021984                             2/28 6 MO LIBOR IO                    First Lien                         6                      12.8               6               2/1/2009                        3
661022043                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.35               6               2/1/2009                        3
661022087                             2/28 6 MO LIBOR                       First Lien                         6                     14.35               6               3/1/2009                        3
661022115                             2/28 6 MO LIBOR IO                    First Lien                         6                      13.5               6               2/1/2009                        3
661022125                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.81               6               2/1/2009                        3
661022190                             5/25 6 MO LIBOR                       First Lien                         6                    14.095               6               2/1/2012                        3
661022196                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      13.3               6               3/1/2009                        3
661022246                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       8.5                      14.5               6               2/1/2009                        3
661022256                             2/28 6 MO LIBOR IO                    First Lien                       6.4                     12.41             6.4               3/1/2009                        3
661022278                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.95               6               2/1/2009                        3
661022292                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     13.55               6               3/1/2009                        3
661022327                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     13.29               6               3/1/2009                        3
661022402                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     13.79               6               2/1/2009                        3
661022476                             2/28 6 MO LIBOR IO                    First Lien                         6                      14.6               6               3/1/2009                        3
661022512                             2/28 6 MO LIBOR IO                    First Lien                         6                      13.4               6               3/1/2009                        3
661022513                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
661022533                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      5.25                     15.21            5.25               3/1/2009                        3
661022577                             2/28 6 MO LIBOR                       First Lien                         6                     14.45               6               3/1/2009                        3
661022593                             2/28 6 MO LIBOR IO                    First Lien                       5.6                     11.63             5.6               3/1/2009                        3
661022601                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     15.15               6               3/1/2009                        3
661022629                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     14.25               6               3/1/2009                        3
661022666                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.84               6               3/1/2009                        3
661022727                             5/25 6 MO LIBOR 50/30 Balloon         First Lien                         6                    14.275               6               3/1/2012                        3
661022750                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                    14.125               6               3/1/2009                        3
661022805                             2/28 6 MO LIBOR IO                    First Lien                         6                     14.54               6               3/1/2009                        3
661022967                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.8               6               3/1/2009                        3
661023664                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     15.35               6               4/1/2009                        3
671014415                             2/28 6 MO LIBOR IO                    First Lien                      8.99                     14.99            5.85               9/1/2008                        3
671015154                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
671015213                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.8                      12.8             5.8              11/1/2008                        3
671015454                             2/28 6 MO LIBOR                       First Lien                       9.1                      15.1             5.6              11/1/2008                        3
671015479                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      7.15                     13.15             5.6              11/1/2008                        3
671015720                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      5.85                     15.75            5.85               1/1/2009                        3
671016102                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
671016194                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      7.75                     13.75             5.6              12/1/2008                        3
671016364                             2/28 6 MO LIBOR IO                    First Lien                       5.6                        12             5.6               1/1/2009                        3
671016388                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
671016455                             5/25 6 MO LIBOR IO                    First Lien                       5.6                      13.1             5.6               2/1/2012                        3
671016456                             5/25 6 MO LIBOR IO                    First Lien                         6                     12.85               6               2/1/2012                        3
671016607                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                         6                      12.8               6               1/1/2012                        3
671016627                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
671016660                             3/27 6 MO LIBOR IO                    First Lien                         6                     12.05               6               1/1/2010                        3
671016674                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      5.95                     11.95            5.94               1/1/2009                        3
671016765                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      5.85                      14.7            5.85               1/1/2009                        3
671016769                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.95               6               1/1/2009                        3
671016881                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.2                      13.7             6.2               1/1/2009                        3
671016897                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      12.2               6               1/1/2009                        3
671016936                             5/25 6 MO LIBOR IO                    First Lien                         6                      14.1               6               1/1/2012                        3
671016945                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      8.05                     14.05               6               2/1/2009                        3
671016949                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                      5.99                        12            5.99               2/1/2012                        3
671016950                             3/27 6 MO LIBOR IO                    First Lien                         6                    13.375               6               2/1/2010                        3
671016958                             5/25 6 MO LIBOR                       First Lien                         6                      14.5               6               1/1/2012                        3
671016974                             2/28 6 MO LIBOR                       First Lien                         6                      12.8               6               1/1/2009                        3
671016975                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.3               6               1/1/2009                        3
671017029                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    13.625               6               1/1/2009                        3
671017041                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.3               6               2/1/2009                        3
671017048                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
671017050                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
671017076                             2/28 6 MO LIBOR IO                    First Lien                         6                     12.55               6               1/1/2009                        3
671017103                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
671017121                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.75               6               2/1/2009                        3
671017122                             2/28 6 MO LIBOR                       First Lien                         6                      13.3               6               2/1/2009                        3
671017128                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.14               6               2/1/2009                        3
671017143                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     12.45               6               2/1/2009                        3
671017170                             5/25 6 MO LIBOR IO                    First Lien                         6                     13.91               6               2/1/2012                        3
671017179                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
671017193                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     13.85               6               2/1/2009                        3
671017226                             2/28 6 MO LIBOR IO                    First Lien                         6                      14.8               6               2/1/2009                        3
671017237                             2/28 6 MO LIBOR IO                    First Lien                         6                      12.7               6               2/1/2009                        3
671017240                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                        13               6               2/1/2009                        3
671017247                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.15               6               2/1/2009                        3
671017250                             5/25 6 MO LIBOR IO                    First Lien                         6                     12.05               6               2/1/2012                        3
671017253                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.2               6               2/1/2009                        3
671017298                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      13.9               6               2/1/2009                        3
671017340                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     14.65               6               2/1/2009                        3
671017346                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.15               6               2/1/2009                        3
671017390                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                        14               6               2/1/2009                        3
671017393                             2/28 6 MO LIBOR IO                    First Lien                         6                      12.9               6               2/1/2009                        3
671017397                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.7               6               2/1/2009                        3
671017409                             2/28 6 MO LIBOR                       First Lien                         6                     13.29               6               2/1/2009                        3
671017423                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.45                     12.55            6.45               2/1/2009                        3
671017516                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.95               6               2/1/2009                        3
671017517                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     14.45               6               2/1/2009                        3
671017539                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     12.99               6               3/1/2009                        3
671017558                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.85               6               2/1/2009                        3
671017568                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      12.3               6               2/1/2009                        3
671017594                             5/25 6 MO LIBOR 40/30 Balloon         First Lien                      5.79                     11.89            5.79               2/1/2012                        3
671017635                             5/25 6 MO LIBOR 50/30 Balloon         First Lien                         6                     15.65               6               3/1/2012                        3
671017663                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     12.39               6               3/1/2009                        3
671017768                             2/28 6 MO LIBOR IO                    First Lien                         6                     13.55               6               2/1/2009                        3
671017779                             2/28 6 MO LIBOR IO                    First Lien                         6                      13.8               6               2/1/2009                        3
671017780                             2/28 6 MO LIBOR IO                    First Lien                         6                      14.5               6               3/1/2009                        3
671017811                             Fixed Rate 50/30 Balloon              First Lien                         0                         0               0                                               0
671017827                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      13.7               6               2/1/2009                        3
671017842                             2/28 6 MO LIBOR IO                    First Lien                       5.7                      11.8             5.7               3/1/2009                        3
671017878                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     14.66               6               3/1/2009                        3
671017897                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                       6.2                    15.525             6.2               3/1/2009                        3
671017920                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     15.39               6               3/1/2009                        3
671017922                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                       6.6                      13.6             6.6               3/1/2009                        3
671017930                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     13.85               6               3/1/2009                        3
671017937                             2/28 6 MO LIBOR IO                    First Lien                         6                      13.8               6               3/1/2009                        3
671017971                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      15.2               6               3/1/2009                        3
671018009                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                        16               6               4/1/2009                        3
671018900                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                     14.69               6               3/1/2009                        3
671019028                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      13.2               6               3/1/2009                        3
671019146                             2/28 6 MO LIBOR 50/30 Balloon         First Lien                         6                      14.1               6               4/1/2009                        3
831071287                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.99                     13.99            5.49              12/1/2008                        3
831071296                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
831071297                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
831071453                             2/28 6 MO LIBOR                       First Lien                       8.5                      14.5             7.5              12/1/2008                        3
831071493                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
831072384                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
831072523                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
831072707                             2/28 6 MO LIBOR                       First Lien                      9.13                     15.13            5.85              12/1/2008                        3
831072867                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
831072894                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      6.99                     13.99            5.49              12/1/2008                        3
831072895                             2/28 6 MO LIBOR IO                    First Lien                     7.125                    14.125           5.625              12/1/2008                        3
831072899                             2/28 6 MO LIBOR IO                    First Lien                      7.75                     14.75            6.75              12/1/2008                        3
831072901                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      8.35                     15.35            6.85              12/1/2008                        3
831072906                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                     8.345                    15.345           7.345              12/1/2008                        3
831072911                             2/28 6 MO LIBOR                       First Lien                     9.125                    16.125            7.99              12/1/2008                        3
831072913                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
831072914                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
831072915                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
831072916                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
831072919                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
831072920                             2/28 6 MO LIBOR                       First Lien                      8.67                     14.67            5.85               1/1/2009                        3
831073170                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
831073173                             2/28 6 MO LIBOR IO                    First Lien                      8.25                     14.25            7.25               1/1/2009                        3
831073174                             2/28 6 MO LIBOR                       First Lien                         9                        15               7               1/1/2009                        3
831073204                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       7.5                      13.5            6.35              12/1/2008                        3
831073237                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      8.85                     14.85            6.75              12/1/2008                        3
831073253                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
831073312                             2/28 6 MO LIBOR IO                    First Lien                     7.375                    14.375           6.375              12/1/2008                        3
831073313                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
831073314                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                     8.885                    15.885           7.885              12/1/2008                        3
831073371                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
831073398                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
831073600                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      7.27                     14.27            5.77               1/1/2009                        3
831073601                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
831073611                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      8.27                     15.27            7.02               1/1/2009                        3
831073612                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
831073618                             2/28 6 MO LIBOR                       First Lien                       7.5                      13.5            6.25               1/1/2009                        3
831073624                             2/28 6 MO LIBOR                       First Lien                       9.5                      15.5           6.625               1/1/2009                        3
831073672                             2/28 6 MO LIBOR                       First Lien                     10.99                     17.99             7.1               1/1/2009                        3
831073679                             2/28 6 MO LIBOR                       First Lien                      8.22                     15.22            6.72               1/1/2009                        3
831073680                             Fixed Rate 30 Yr IO                   First Lien                         0                         0               0                                               0
831073681                             2/28 6 MO LIBOR IO                    First Lien                      7.89                     14.89            6.39               1/1/2009                        3
831073682                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
831073685                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       6.9                      13.9             5.4               1/1/2009                        3
831074155                             2/28 6 MO LIBOR                       First Lien                      7.99                     13.99            6.99               1/1/2009                        3
831074207                             2/28 6 MO LIBOR IO                    First Lien                       8.4                      15.4             7.4               1/1/2009                        3
831074609                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
831074619                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                      7.15                     14.15            5.65               1/1/2009                        3
831074624                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       9.5                      16.5            7.61               1/1/2009                        3
831074627                             2/28 6 MO LIBOR                       First Lien                     7.685                    14.685           6.185               1/1/2009                        3
831074631                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
831074633                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
841020363                             2/28 6 MO LIBOR                       First Lien                      9.78                     15.78            5.85              11/1/2008                        3
841020776                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
841021464                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
841023335                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
841023373                             2/28 6 MO LIBOR                       First Lien                         6                        17               6              12/1/2008                        3
841023756                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
841023767                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
841023887                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.7               6               1/1/2009                        3
841023890                             Fixed Rate 30 Yr                      Second Lien                        0                         0               0                                               0
841024217                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                    13.525               6               2/1/2009                        3
841024503                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     16.35               6               2/1/2009                        3
841024533                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
841024879                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       9.3                      15.3               6               2/1/2009                        3
841024892                             2/28 6 MO LIBOR                       First Lien                         6                      15.2               6               2/1/2009                        3
861003593                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                     9.075                    15.075            5.85               9/1/2008                        3
871006722                             2/28 6 MO LIBOR IO                    First Lien                       5.6                     13.85             5.6               2/1/2009                        3
871006909                             2/28 6 MO LIBOR                       First Lien                       5.6                      15.2             5.6               2/1/2009                        3
871006945                             2/28 6 MO LIBOR IO                    First Lien                         6                      14.1               6               2/1/2009                        3
871007016                             2/28 6 MO LIBOR                       First Lien                         6                     11.15               6               2/1/2009                        3
871007064                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                       5.6                      14.7             5.6               2/1/2009                        3
871007110                             2/28 6 MO LIBOR                       First Lien                       5.8                      14.4             5.8               1/1/2009                        3
871007147                             3/27 6 MO LIBOR                       First Lien                       6.2                    14.885             6.2               2/1/2010                        3
871007188                             2/28 6 MO LIBOR                       First Lien                         6                      14.2               6               3/1/2009                        3
871007195                             2/28 6 MO LIBOR                       First Lien                         6                      14.2               6               2/1/2009                        3
871007219                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
871007248                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     12.75               6               2/1/2009                        3
871007374                             Fixed Rate 40/30 Balloon              First Lien                         0                         0               0                                               0
951001148                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     15.99               6               2/1/2009                        3
951001177                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     15.87               6               2/1/2009                        3
951001259                             2/28 6 MO LIBOR 40/30 Balloon         First Lien                         6                     15.25               6               2/1/2009                        3
951001569                             2/28 6 MO LIBOR                       First Lien                         6                     16.25               6               3/1/2009                        3
951001622                             5/25 6 MO LIBOR IO                    First Lien                         6                      14.6               6               2/1/2012                        3
951001671                             2/28 6 MO LIBOR                       First Lien                      7.25                     16.44            7.25               3/1/2009                        3
951001994                             2/28 6 MO LIBOR                       First Lien                         6                      17.8               6               4/1/2009                        3
951002016                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
951002146                             3/27 6 MO LIBOR 40/30 Balloon         First Lien                         6                      14.3               6               3/1/2010                        3
951002174                             2/28 6 MO LIBOR                       First Lien                         6                     15.83               6               3/1/2009                        3
951002233                             2/28 6 MO LIBOR                       First Lien                       6.1                     14.55             6.1               3/1/2009                        3
951002355                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
951002576                             2/28 6 MO LIBOR                       First Lien                         6                     17.95               6               3/1/2009                        3
951002724                             2/28 6 MO LIBOR                       First Lien                       6.4                      16.2             6.4               3/1/2009                        3
951002984                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
951003242                             2/28 6 MO LIBOR                       First Lien                       6.4                        16             6.4               4/1/2009                        3
951003264                             2/28 6 MO LIBOR                       First Lien                       6.2                    16.595             6.2               4/1/2009                        3
961074355                             2/28 6 MO LIBOR                       First Lien                     8.625                    14.625           6.875              12/1/2008                        3
961074742                             2/28 6 MO LIBOR                       First Lien                      8.25                     15.99            8.25               2/1/2009                        3
961074961                             5/25 6 MO LIBOR                       First Lien                      9.99                     16.99            8.74               2/1/2012                        3
961075254                             3/27 6 MO LIBOR                       First Lien                      7.15                     13.15            5.99               2/1/2010                        3
961076795                             2/28 6 MO LIBOR                       First Lien                      8.88                     14.88            7.68               3/1/2009                        3
961076973                             Fixed Rate 30 Yr                      First Lien                         0                         0               0                                               0
961076976                             2/28 6 MO LIBOR                       First Lien                      7.95                     13.95            6.99               3/1/2009                        3
-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

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

===========================================================================================================================================================================================================


-------------------------------------------------------------------
          Loan Number                 Subsequent Rate Cap   Group
-------------------------------------------------------------------
031045594                                            1     Group 1
031045852                                            0     Group 1
031046231                                            1     Group 1
031046233                                            1     Group 1
031046235                                            1     Group 1
031046274                                            1     Group 1
031046325                                            1     Group 1
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-------------------------------------------------------------------
                           2,743
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-------------------------------------------------------------------
 



EXHIBIT E
 
REQUEST FOR RELEASE
 
To:
Wells Fargo Bank, N.A.,
 
24 Executive Park, Suite 100
 
Irvine, CA 92614
 
Attn: Inventory Control
 

 
Re:
Pooling and Servicing Agreement dated as of April 1, 2007 among Option One Mortgage Acceptance Corporation, as Depositor, Option One Mortgage Corporation, as Servicer and Wells Fargo Bank, N.A., as Trustee

In connection with the administration of the Mortgage Loans held by you as Trustee pursuant to the above-captioned Pooling and Servicing Agreement, we request the release, and hereby acknowledge receipt of the Trustee’s Mortgage File for the Mortgage Loan described below, for the reason indicated.
 
Mortgage Loan Number:
 
Mortgagor Name. Address & Zip Code:
 
Reason for Requesting Documents (check one):
 
1. Mortgage Paid in Full
 
2. Foreclosure
 
3. Substitution
 
4. Other Liquidation (Repurchases, etc.)
 
5. Nonliquidation Reason:
 
Address to which Trustee should deliver
the Trustee’s Mortgage File:


By:____________________________
             (authorized signer)
 
Issuer:
 
Address:
 
Date:
 

 




EXHIBIT F-1
 
FORM OF TRUSTEE’S INITIAL CERTIFICATION
 
[Date]

Option One Mortgage Acceptance Corporation
3 Ada
Irvine, California 92618
Option One Mortgage Corporation
3 Ada
Irvine, California 92618
 

 
Re:
Pooling and Servicing Agreement dated as of April 1, 2007 among Option One Mortgage Acceptance Corporation, as Depositor, Option One Mortgage Corporation, as Servicer and Wells Fargo Bank, N.A., as Trustee

Ladies and Gentlemen:
 
Attached is the Trustee’s preliminary exception report delivered in accordance with Section 2.02 of the referenced Pooling and Servicing Agreement (the APooling and Servicing Agreement”). Capitalized terms used but not otherwise defined herein shall have the meanings set forth in the Pooling and Servicing Agreement.
 
The Trustee has made no independent examination of any documents contained in each Mortgage File beyond the review specifically required in the Pooling and Servicing Agreement. The Trustee makes no representations as to (i) the validity, legality, sufficiency, enforceability or genuineness of any of the documents contained in the Mortgage File pertaining to the Mortgage Loans identified on the Mortgage Loan Schedule, (ii) the collectability, insurability, effectiveness or suitability of any such Mortgage Loan or (iii) whether any Mortgage File included any of the documents specified in clause (vi) of Section 2.01 of the Pooling and Servicing Agreement.
 
WELLS FARGO BANK, N.A.
   
   
By:
 
 
Name: 
 
Title: 





 




EXHIBIT F-2
 
FORM OF TRUSTEE’S FINAL CERTIFICATION
 
[Date]
 
Option One Mortgage Acceptance Corporation
3 Ada
Irvine, California 92618


 
Re:
Pooling and Servicing Agreement dated as of April 1, 2007 among Option One Mortgage Acceptance Corporation, as Depositor, Option One Mortgage Corporation, as Servicer and Wells Fargo Bank, N.A., as Trustee

Ladies and Gentlemen:
 
In accordance with Section 2.02 of the Pooling and Servicing Agreement, the undersigned, as Trustee, hereby certifies that as to each Mortgage Loan listed in the Mortgage Loan Schedule (other than any Mortgage loan paid in full or listed on Schedule I hereto) it (or its custodian) has received the applicable documents listed in Section 2.01 of the Pooling and Servicing Agreement.
 
The undersigned hereby certifies that as to each Mortgage Loan identified on the Mortgage Loan Schedule, other than any Mortgage Loan listed on Schedule I hereto, it has reviewed the documents listed above and has determined that each such document appears to be complete and, based on an examination of such documents, the information set forth in the Mortgage Loan Schedule is correct.
 
The Trustee has made no independent examination of any documents contained in each Mortgage File beyond the review specifically required in the Pooling and Servicing Agreement. The Trustee makes no representations as to (i) the validity, legality, sufficiency, enforceability or genuineness of any of the documents contained in the Mortgage File pertaining to the Mortgage Loans identified on the Mortgage Loan Schedule, (ii) the collectability, insurability, effectiveness or suitability of any such Mortgage Loan or (iii) whether any Mortgage File included any of the documents specified in clause (vi) of Section 2.01 of the Pooling and Servicing Agreement.
 
Capitalized words and phrases used herein shall have the respective meanings assigned to them in the Pooling and Servicing Agreement. This Certificate is qualified in all respects by the terms of said Pooling and Servicing Agreement.
 


WELLS FARGO BANK, N.A., as Trustee
   
   
By:
 
 
Name: 
 
Title: 




 




EXHIBIT F-3
 
FORM OF RECEIPT OF MORTGAGE NOTE
 

Option One Mortgage Acceptance Corporation
3 Ada
Irvine, California 92618
 
 

 
Re:
Option One Mortgage Loan Trust 2007-3, Asset-Backed Certificates
Series 2007-3

Ladies and Gentlemen:
 
Pursuant to Section 2.01 of the Pooling and Servicing Agreement, dated as of April 1, 2007, among Option One Mortgage Acceptance Corporation as Depositor, Option One Mortgage Corporation as Servicer and Wells Fargo Bank, N.A. as Trustee (the “Trustee”), we hereby acknowledge the receipt of the original Mortgage Notes (a copy of which is attached hereto as Exhibit 1) with any exceptions thereto listed on Exhibit 2.


WELLS FARGO BANK, N.A., as Trustee
   
   
By:
 
 
Name: 
 
Title: 

 


 

 




EXHIBIT G
 
LOSS MITIGATION PROCEDURES
 
FAS 140 P &S Relevant Provisions - Recovery for Default Loans

Collections Department Pre-foreclosure Process:

As a general rule, at 34 calendar days of delinquency, all borrowers are sent a 30-day pre-foreclosure demand letter. Borrowers in states that require more than a 30-day period are given the amount of time specified by state law. Servicer will follow customary and prudent servicing practices when issuing pre-foreclosure demand letters.
 
Borrowers who are unable to pay the total amount past due are reviewed for foreclosure based upon the following criteria:
 
“Early Indicator” default risk score. Those borrowers with risk scores that suggest a strong statistical likelihood of continuing default, are approved for foreclosure as soon as 48 hours after expiration of the demand letter (approximately 64 calendar days delinquent).
 
 
A.
Borrowers who demonstrate a willingness and ability to pay are solicited for extended repayment plans. For example, on a six month repayment plan, a portion of all past due payments is divided equally by 6 and a monthly payment schedule is established. The first payment would consist of a good faith payment of some portion of the past due amount, one regular monthly installment and 1/6th of the remaining past due amount, and each of the remaining 5 payments would be comprised of a regular monthly payment and 1/6 of the remaining past due amount referred to hereinabove.
 
 
B.
Broken repayment plans. Those borrowers who are placed on extended repayment plans but fail to make their scheduled payments are issued a new Notice of Intent to Foreclose or reviewed for foreclosure referral as soon as 48 hours after the payment plan is broken, as applicable.
 
All borrowers are given reasonable opportunities to pay the total amount past due (including all contractually permitted fees and charges) prior to the expiration of the 30 day demand letters. Borrowers who fail to contact Option One when past due, who repeatedly break promises to pay, who have a willingness but no financial ability, or apparent financial ability but no willingness, may be referred to foreclosure at any time after the expiration of the 30-day demand letter. As a general rule, a loan is referred to foreclosure no later than the 120th day of delinquency. The guidelines outlined herein presuppose at least some reasonable degree of willingness and ability to pay.
 
Borrowers who have willingness to pay and contact the Servicer for alternative workout options may avoid foreclosure referral by means of options including modification, extended re-payment plan, mortgage insurance claim advance, short payoff, deed in lieu of foreclosure or other agreed upon Loss Mitigation options that may be meritorious.
 
Pre-conveyance of Title:

Initial contact is made for discovery of mortgagor’s intent and a minimum requirement of two attempted contacts per month is required. In general, contact made or attempted within the first 48 hours establishes categories as follows: Willing and Able, Unwilling or Willing and Unable. Each category provides a subset of options for loss mitigation efforts and the options are ranked within each category as follows:
 
 
1.
Willing and Able - Typically the mortgagor’(s) reason for default is temporary and a foreseeable solution is probable. The standard options negotiated, ranked in priority are:

 
A.
Full Reinstatement
 
B.
Payoff
 
C.
Standard payment plan
 
D.
Extension of the payment plan
 
E.
Forbearance
 
F.
Mortgage Insurance Claim Advance
 
G.
Modification

 
2.
Unwilling - Typically the mortgagor(s) is unclear of options to mitigate default and avoids all calls or is brief and discloses little when contact is made. In this category efforts are made to continue attempts to contact and/or counsel mortgagor(s). When no contact is made, Skip Tracing, promotional items and/or letters are mailed in attempts to stimulate communication.

 
3.
Willing and Unable - Mortgagor(s) want to save home or remedy the default, however do not have resources to do so. In this scenario, the standard options negotiated, ranked in priority are:

 
A.
Payoff
 
B.
Pre-Sale/Pre-Foreclosure Sale, Short Payoff
 
C.
Deed In Lieu of Foreclosure
 
D.
Write-Off
 
E.
Negotiated Settlement
 
F.
Modification

The foreclosure process runs parallel to the Loss Mitigation efforts and in the event no workout is achieved then the Servicer obtains title to the property through foreclosure sale, following which the REO Department will attempt to seek complete recovery from the sale of said property.
 
List of all Loss Mitigation Options used:
 
-
Full Reinstatement
 
-
Payoff
 
-
Re-Payment Plan
 
-
Extension Payment Plan
 
-
Forbearance
 
-
Short Payoff
 
-
Modification
 
-
Deed In Lieu of Foreclosure
 
-
Write-off
 
-
Negotiated Settlement
 
-
Mortgage Insurance Claim Advance

Conveyance of Title:

Once title is acquired as a result of foreclosure sale, Deed In Lieu of Foreclosure or otherwise, the property is assigned to an REO Agent for complete and timely disposition. REO Broker/Agents are selected and retained using the following criteria:
 
 
-
Experienced and Possess Error and Omissions Insurance
 
-
Licensed to sell Real Property in the related region
 
-
Adhere to Option One Mortgage Corporation’s Standards

Review of the current values obtained on the subject property will determine the marketing strategy and the strategy will focus on disposing of the property in a timely and practical manner. An analysis worksheet is completed to establish the marketing strategy on the property.



EXHIBIT H
 
FORM OF LOST NOTE AFFIDAVIT
 
Personally appeared before me the undersigned authority to administer oaths, ______________ who first being duly sworn deposes and says: Deponent is ____________ of _______________, successor by merger to ________________________________________ (“Seller”) and who has personal knowledge of the facts set out in this affidavit.
 
On ____________________, ____________________ did execute and deliver a promissory note in the principal amount of $____________________.
 
That said note has been misplaced or lost through causes unknown and is presently lost and unavailable after diligent search has been made. Seller’s records show that an amount of principal and interest on said note is still presently outstanding, due, and unpaid, and Seller is still owner and holder in due course of said lost note.
 
Seller executes this Affidavit for the purpose of inducing Wells Fargo Bank, N.A., as trustee on behalf of Option One Mortgage Loan Trust 2007-3, Asset-Backed Certificates Series 2007-3, to accept the transfer of the above described loan from Seller.
 
Seller agrees to indemnify Wells Fargo Bank, N.A., Option One Mortgage Acceptance Corporation and Option One Mortgage Corporation for any losses incurred by such parties resulting from the above described promissory note that has been lost or misplaced.
 

 
By: ____________________
 




 
STATE OF_____________
)
 
 
)
ss.:
COUNTY OF___________
)
 

 
On this _____ day of ____________________, 20__, before me, a Notary Public, in and for said County and State, appeared ____________________, who acknowledged the extension of the foregoing and who, having been duly sworn, states that any representations therein contained are true.
 
Witness my hand and Notarial Seal this ______ day of _________________, 20__.
 
My commission expires ____________________.



 




EXHIBIT I
 
FORM OF INTEREST RATE SWAP AGREEMENT

 
DATE:
 
April 12, 2007
     
TO:
 
Wells Fargo Bank, N.A., not individually, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Option One Mortgage Loan Trust 2007-3, Asset-Backed Certificates, Series 2007-3
     
ATTENTION:
 
Client Manager - Option One 2007-3
TELEPHONE:
 
410-884-2000
FACSIMILE:
 
410-715-2380
     
FROM:
 
Lehman Brothers Special Financing Inc.
     
ATTENTION:
 
Documentation Manager
TELEPHONE:
 
(212) 526-7187
FACSIMILE:
 
(212) 526-7672
     
     
SUBJECT:
 
Fixed Income Derivatives Confirmation
     
REFERENCE NUMBER:
 
2976740
 
The purpose of this long-form confirmation (Confirmation) is to confirm the terms and conditions of the current Transaction entered into on the Trade Date specified below (the “Transaction”) between LEHMAN BROTHERS SPECIAL FINANCING INC, (“Party A”) and Wells Fargo Bank, N.A., not individually, but solely as supplemental interest trust trustee (the “Supplemental Interest Trust Trustee”) on behalf of the supplemental interest trust with respect to the Option One Mortgage Loan Trust 2007-3, Asset-Backed Certificates, Series 2007-3 (the “Supplemental Interest Trust”) (“Party B”) created under the Pooling and Servicing Agreement, dated as of Apri1 1, 2007, among Option One Mortgage Acceptance Corporation, as depositor (the “Depositor”), Option One Mortgage Corporation, as servicer (the “Servicer”) and Wells Fargo Bank, N.A., as trustee (the “Trustee”)  (the “Pooling and Servicing Agreement”) . This Confirmation evidences a complete and binding agreement between you and us to enter into the Transaction on the terms set forth below and replaces any previous agreement between us with respect to the subject matter hereof. This Confirmation constitutes a “Confirmation” and also constitutes a “Schedule” as referred to in the ISDA Master Agreement, and Paragraph 13 of a Credit Support Annex to the Schedule.
 
1.            
This Confirmation shall supplement, form a part of, and be subject to an agreement in the form of the ISDA Master Agreement (Multicurrency - Cross Border) as published and copyrighted in 1992 by the International Swaps and Derivatives Association, Inc. (the “ISDA Master Agreement”), as if Party A and Party B had executed an agreement in such form on the date hereof, with a Schedule as set forth in Item 3 of this Confirmation, and an ISDA Credit Support Annex (Bilateral Form - ISDA Agreements Subject to New York Law Only version) as published and copyrighted in 1994 by the International Swaps and Derivatives Association, Inc., with Paragraph 13 thereof as set forth in Annex A hereto (the “Credit Support Annex”). For the avoidance of doubt, the Transaction described herein shall be the sole Transaction governed by such ISDA Master Agreement. In the event of any inconsistency among any of the following documents, the relevant document first listed shall govern: (i) this Confirmation, exclusive of the provisions set forth in Item 3 hereof and Annex A hereto; (ii) the provisions set forth in Item 3 hereof, which are incorporated by reference into the Schedule; (iii) the Credit Support Annex; (iv) the Definitions; and (v) the ISDA Master Agreement.

Each reference herein to a “Section” (unless specifically referencing the Pooling and Servicing Agreement) or to a “Section” “of this Agreement” will be construed as a reference to a Section of the ISDA Master Agreement; each herein reference to a “Part” will be construed as a reference to the provisions herein deemed incorporated in a Schedule to the ISDA Master Agreement; each reference herein to a “Paragraph” will be construed as a reference to a Paragraph of the Credit Support Annex.


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

Type of Transaction:                                            Interest Rate Swap
 
Notional Amount:                                               With respect to any Calculation Period, the lesser of: (i) the amount set forth on Schedule I attached hereto for such Calculation Period and (ii) the product of (x) aggregate Certificate Principal Balance of the Reference Assets immediately preceding the Distribution Date which occurs in the calendar month of the Floating Rate Payer Payment Date for such Calculation Period (determined for this purpose without regard to any adjustment of the Floating Rate Payer Payment Date relating to business days) and (y) 1/250.
 
Reference Assets:                                             Option One Mortgage Loan Trust 2007-3, Asset Backed Certificates, Series 2007-3, Class 1-A-1 (Cusip: 68402BAA4), Class 2-A-1 (Cusip: 68402BAB2), Class 2-A-2 (Cusip: 68402BAC0), Class 2-A-3 (Cusip: 68402BAD8), Class 2-A-4 (Cusip: 68402BAE6), Class M-1 (Cusip: 68402BAF3), Class M-2 (Cusip: 68402BAG1), Class M-3 (Cusip: 68402BAH9), Class M-4 (Cusip: 68402BAJ5), Class M-5 (Cusip: 68402BAK2), Class M-6 (Cusip: 68402BAL0), Class M-7 (Cusip: 68402BAM8), Class M-8 (Cusip: 68402BAN6), and Class M-9 (Cusip: 68402BAP1).
 
Certificate Principal Balance:                            As reported on Bloomberg Financial Services, Inc. (“Bloomberg”): by entering the Cusip, <Mtge>, type “pdi4”, <Go>. If Bloomberg fails to publish the aggregate Certificate Principal Balance of the Referenced Assets or the parties fail to agree on the aggregate Certificate Principal Balance of the Referenced Assets for any Calculation Period, the aggregate Certificate Principal Balance of the Referenced Assets shall be determined by the Calculation Agent pursuant to the Pooling and Servicing Agreement, dated as of April 1, 2007, among Option One Mortgage Acceptance Corporation as depositor, Option One Mortgage Corporation as servicer and Wells Fargo Bank, N.A. as trustee.
 
Trade Date:                                                           April 2, 2007

Effective Date:                                                      April 12, 2007

Termination Date:                                                June 25, 2013, for purposes of the final Calculation Period on the Floating Amounts, subject to adjustment in accordance with the Business Day Convention; provided, however, that for the purpose of determining the final Fixed Rate Payer Period End Date, Termination Date shall be subject to No Adjustment.

 
Fixed Amounts:
 
 
 
 
 
 
 
 
 
Fixed Rate Payer:
 
Party B
 
 
 
 
 
 
 
Fixed Rate Payer
 
 
 
 
Period End Dates:
 
The 25th calendar day of each month during the Term of this Transaction, commencing May 25, 2007, and ending on the Termination Date, with No Adjustment.
 
 
 
 
 
 
 
Fixed Rate Payer
 
 
 
 
Payment Dates:
 
One (1) Business Day prior to each Fixed Rate Payer Period End Date.
 
 
 
 
 
 
 
Fixed Rate:
 
4.950%
 
 
 
 
 
 
 
Fixed Amount:
 
To be determined in accordance with the following formula:
 
 
 
 
 
 
 
 
Scale Factor*Fixed Rate*Notional Amount*Fixed Rate Day Count Fraction
 
 
 
 
 
 
 
Fixed Rate Day
 
 
 
 
Count Fraction:
 
30/360
 
 
 
 
 
 
 
Scale Factor:
 
250
 
 
 
 
 
 
Floating Amounts:
 
 
 
 
 
 
 
 
 
Floating Rate Payer:
 
Party A
 
 
 
 
 
 
 
Floating Rate Payer
 
 
 
 
Period End Dates:
 
The 25th calendar day of each month during the Term of this Transaction, commencing May 25, 2007, and ending on the Termination Date, subject to adjustment in accordance with the Business Day Convention.
 
 
 
 
 
 
 
Floating Rate Payer
 
 
 
 
Payment Dates:
 
One (1) Business Day prior to such Floating Rate Payer period End Date.
 
 
 
 
 
 
 
Floating Rate Option:
 
USD-LIBOR-BBA
 
 
 
 
 
 
 
Floating Amount:
 
To be determined in accordance with the following formula:
 
 
 
 
 
 
 
 
Scale Factor*Floating Rate Option*Notional Amount*Floating Rate Day Count Fraction
 
 
 
 
 
 
 
Designated Maturity:
 
One month
 
 
 
 
 
 
 
Floating Rate Day
 
 
 
 
Count Fraction:
 
Actual/360
 
 
 
 
 
 
 
Scale Factor:
 
250
 
 
 
 
 
 
 
Reset Dates:
 
The first day of each Calculation Period.
 
 
 
 
 
 
 
Compounding:
 
Inapplicable
 
 
 
 
 
 
 
Business Days:
 
New York
 
 
 
 
 
 
 
Business Day Convention:
 
Following
 
 
 
 
 
 
 
Calculation Agent:
 
Party A

3.
Provisions Deemed Incorporated in a Schedule to the ISDA Master Agreement:

Part 1.
Termination Provisions.

For the purposes of this Agreement:-

(a)           “Specified Entity” will not apply to Party A or Party B for any purpose.

(b)
“Specified Transaction” will have the meaning specified in Section 14.

(c)
Events of Default.

The statement below that an Event of Default will apply to a specific party means that upon the occurrence of such an Event of Default with respect to such party, the other party shall have the rights of a Non-defaulting Party under Section 6 of this Agreement; conversely, the statement below that such event will not apply to a specific party means that the other party shall not have such rights.

(i)            
The “Failure to Pay or Deliver” provisions of Section 5(a)(i) will apply to Party A and will apply to Party B; provided, however, that Section 5(a)(i) is hereby amended by replacing the word “third” with the word “first”; provided, further, that notwithstanding anything to the contrary in Section 5(a)(i), any failure by Party A to comply with or perform any obligation to be complied with or performed by Party A under the Credit Support Annex shall not constitute an Event of Default under Section 5(a)(i) unless (A) a Required Ratings Downgrade Event has occurred and been continuing for 30 or more Local Business Days and (B) such failure is not remedied on or before the third Local Business Day after notice of such failure is given to Party A.

(ii)           
The “Breach of Agreement” provisions of Section 5(a)(ii) will apply to Party A and will not apply to Party B.

(iii)          
The “Credit Support Default” provisions of Section 5(a)(iii) will apply to Party A and will not apply to Party B except that Section 5(a)(iii)(1) will apply to Party B solely in respect of Party B’s obligations under Paragraph 3(b) of the Credit Support Annex; provided, however, that notwithstanding anything to the contrary in Section 5(a)(iii)(1), any failure by Party A to comply with or perform any obligation to be complied with or performed by Party A under the Credit Support Annex shall not constitute an Event of Default under Section 5(a)(iii) unless (A) a Required Ratings Downgrade Event has occurred and been continuing for 30 or more Local Business Days and (B) such failure is not remedied on or before the third Local Business Day after notice of such failure is given to Party A.

(iv)          
The “Misrepresentation” provisions of Section 5(a)(iv) will apply to Party A and will not apply to Party B.

(v)           
The “Default under Specified Transaction” provisions of Section 5(a)(v) will apply to Party A and will not apply to Party B.

(vi)          
The “Cross Default” provisions of Section 5(a)(vi) will apply to Party A and will not apply to Party B. For purposes of Section 5(a)(vi), solely with respect to Party A:

“Specified Indebtedness” will have the meaning specified in Section 14.

“Threshold Amount” means with respect to Party A an amount equal to three percent (3%) of the Shareholders’ Equity of Party A or, if applicable, the Eligible Guarantor.

“Shareholders’ Equity” means with respect to an entity, at any time, the sum (as shown in the most recent annual audited financial statements of such entity) of (i) its capital stock (including preferred stock) outstanding, taken at par value, (ii) its capital surplus and (iii) its retained earnings, minus (iv) treasury stock, each to be determined in accordance with generally accepted accounting principles.

(vii)        
The “Bankruptcy” provisions of Section 5(a)(vii) will apply to Party A and will apply to Party B except that the provisions of Section 5(a)(vii)(2), (6) (to the extent that such provisions refer to any appointment contemplated or effected by the Pooling and Servicing Agreement or any appointment to which Party B has not become subject), (7) and (9) will not apply to Party B; provided that, with respect to Party B only, Section 5(a)(vii)(4) is hereby amended by adding after the words “against it” the words “(excluding any proceeding or petition instituted or presented by Party A or its Affiliates)”, and Section 5(a)(vii)(8) is hereby amended by deleting the words “to (7) inclusive” and inserting lieu thereof “, (3), (4) as amended, (5), (6) as amended, or (7)”.

(viii)        
The “Merger Without Assumption” provisions of Section 5(a)(viii) will apply to Party A and will apply to Party B.

(d)           Termination Events.

The statement below that a Termination Event will apply to a specific party means that upon the occurrence of such a Termination Event, if such specific party is the Affected Party with respect to a Tax Event, the Burdened Party with respect to a Tax Event Upon Merger (except as noted below) or the non-Affected Party with respect to a Credit Event Upon Merger, as the case may be, such specific party shall have the right to designate an Early Termination Date in accordance with Section 6 of this Agreement; conversely, the statement below that such an event will not apply to a specific party means that such party shall not have such right; provided, however, with respect to “Illegality” the statement that such event will apply to a specific party means that upon the occurrence of such a Termination Event with respect to such party, either party shall have the right to designate an Early Termination Date in accordance with Section 6 of this Agreement.

(i)            The “Illegality” provisions of Section 5(b)(i) will apply to Party A and will apply to Party B.

 
(ii)
The “Tax Event” provisions of Section 5(b)(ii) will apply to Party A except that, for purposes of the application of Section 5(b)(ii) to Party A, Section 5(b)(ii) is hereby amended by deleting the words “(x) any action taken by a taxing authority, or brought in a court of competent jurisdiction, on or after the date on which a Transaction is entered into (regardless of whether such action is taken or brought with respect to a party to this Agreement) or (y)”, and the “Tax Event” provisions of Section 5(b)(ii) will apply to Party B.

 
(iii)
The “Tax Event Upon Merger” provisions of Section 5(b)(iii) will apply to Party A and will apply to Party B, provided that Party A shall not be entitled to designate an Early Termination Date by reason of a Tax Event upon Merger in respect of which it is the Affected Party.

 
(iv)
The “Credit Event Upon Merger” provisions of Section 5(b)(iv) will not apply to Party A and will not apply to Party B.

(e)
The “Automatic Early Termination” provision of Section 6(a) will not apply to Party A and will not apply to Party B.

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

(i)            
Market Quotation will apply, provided, however, that, in the event of a Derivative Provider Trigger Event, the following provisions will apply:

 
(A)
The definition of Market Quotation in Section 14 shall be deleted in its entirety and replaced with the following:

“Market Quotation” means, with respect to one or more Terminated Transactions, a Firm Offer which is (1) made by a Reference Market-maker that is an Eligible Replacement, (2) for an amount that would be paid to Party B (expressed as a negative number) or by Party B (expressed as a positive number) in consideration of an agreement between Party B and such Reference Market-maker to enter into a Replacement Transaction, and (3) made on the basis that Unpaid Amounts in respect of the Terminated Transaction or group of Transactions are to be excluded but, without limitation, any payment or delivery that would, but for the relevant Early Termination Date, have been required (assuming satisfaction of each applicable condition precedent) after that Early Termination Date is to be included.

 
(B)
The definition of Settlement Amount shall be deleted in its entirety and replaced with the following:

“Settlement Amount” means, with respect to any Early Termination Date, an amount (as determined by Party B) equal to:

 
(a)
If a Market Quotation for the relevant Terminated Transaction or group of Terminated Transactions is accepted by Party B so as to become legally binding on or before the day falling ten Local Business Days after the day on which the Early Termination Date is designated, or such later day as Party B may specify in writing to Party A, but in either case no later than one Local Business Day prior to the Early Termination Date (such day, the “Latest Settlement Amount Determination Day”), the Termination Currency Equivalent of the amount (whether positive or negative) of such Market Quotation;

 
(b)
If, on the Latest Settlement Amount Determination Day, no Market Quotation for the relevant Terminated Transaction or group of Terminated Transactions has been accepted by Party B so as to become legally binding and one or more Market Quotations from Approved Replacements have been made and remain capable of becoming legally binding upon acceptance, the Settlement Amount shall equal the Termination Currency Equivalent of the amount (whether positive or negative) of the lowest of such Market Quotations (for the avoidance of doubt, the lowest of such Market Quotations shall be the lowest Market Quotation of such Market Quotations expressed as a positive number or, if any of such Market Quotations is expressed as a negative number, the Market Quotation expressed as a negative number with the largest absolute value); or

 
(c)
If, on the Latest Settlement Amount Determination Day, no Market Quotation for the relevant Terminated Transaction or group of Terminated Transactions is accepted by Party B so as to become legally binding and no Market Quotation from an Approved Replacement remains capable of becoming legally binding upon acceptance, the Settlement Amount shall equal Party B’s Loss (whether positive or negative and without reference to any Unpaid Amounts) for the relevant Terminated Transaction or group of Terminated Transactions.

 
(C)
If Party B requests Party A in writing to obtain Market Quotations, Party A shall use its reasonable efforts to do so before the Latest Settlement Amount Determination Day.

 
(D)
If the Settlement Amount is a negative number, Section 6(e)(i)(3) shall be deleted in its entirety and replaced with the following:

“(3) Second Method and Market Quotation. If the Second Method and Market Quotation apply, (I) Party B shall pay to Party A an amount equal to the absolute value of the Settlement Amount in respect of the Terminated Transactions, (II) Party B shall pay to Party A the Termination Currency Equivalent of the Unpaid Amounts owing to Party A and (III) Party A shall pay to Party B the Termination Currency Equivalent of the Unpaid Amounts owing to Party B; provided, however, that (x) the amounts payable under the immediately preceding clauses (II) and (III) shall be subject to netting in accordance with Section 2(c) of this Agreement and (y) notwithstanding any other provision of this Agreement, any amount payable by Party A under the immediately preceding clause (III) shall not be netted-off against any amount payable by Party B under the immediately preceding clause (I).”
 
 
(E)
At any time on or before the Latest Settlement Amount Determination Day at which two or more Market Quotations from Approved Replacements remain capable of becoming legally binding upon acceptance, Party B shall be entitled to accept only the lowest of such Market Quotations (for the avoidance of doubt, the lowest of such Market Quotations shall be the lowest Market Quotation of such Market Quotations expressed as a positive number or, if any of such Market Quotations is expressed as a negative number, the Market Quotation expressed as a negative number with the largest absolute value).

(ii)           
The Second Method will apply.

(g)           “Termination Currency” means USD.

(h)           Additional Termination Events. Additional Termination Events will apply as provided in Part 5(c).

Part 2.  Tax Matters.

(a)           Tax Representations. 

(a)       Payer Tax Representations. For the purpose of Section 3(e) of this Agreement, Party A and Party B will each make the following representation: None.
 
(b)  Payee Tax Representations. For the purpose of Section 3(f) of this Agreement, Party A represents that it is a corporation duly organized and validly existing under the laws of the State of Delaware.

(c)       Tax Representations in Confirmations. For purposes of Sections 2(d)(i)(4) and 3(f), any payee tax representation specified in a Confirmation under this Agreement shall be deemed to be specified in this Schedule.
 
(b)
Tax Provisions.

 
(i)
Gross Up. Section 2(d)(i)(4) shall not apply to Party B as X, and Section 2(d)(ii) shall not apply to Party B as Y, in each case such that Party B shall not be required to pay any additional amounts referred to therein.

 
(ii)
Indemnifiable Tax. The definition of “Indemnifiable Tax” in Section 14 is deleted in its entirety and replaced with the following:

“Indemnifiable Tax” means, in relation to payments by Party A, any Tax and, in relation to payments by Party B, no Tax.

 Part 3.                Agreement to Deliver Documents.  

(a)            For the purpose of Section 4(a)(i), tax forms, documents, or certificates to be delivered are:

Party required to deliver document
Form/Document/Certificate
Date by which to be delivered
     
Party A and Party B
Any document required or reasonably requested to allow the other party to make payments under this Agreement without any deduction or withholding for or on the account of any Tax or with such deduction or withholding at a reduced rate.
Promptly after reasonable demand by either party.
 
 

 

(b) For the purpose of Section 4(a)(ii), other documents to be delivered are:

Party required to deliver document
Form/Document/
Certificate
Date by which to
be delivered
Covered by Section 3(d) Representation
       
Party A and
Party B
Any documents required by the receiving party to evidence the authority of the delivering party or its Credit Support Provider, if any, for it to execute and deliver the Agreement, this Confirmation, and any Credit Support Documents to which it is a party, and to evidence the authority of the delivering party or its Credit Support Provider to perform its obligations under the Agreement, this Confirmation and any Credit Support Document, as the case may be
Upon the execution and delivery of this Agreement
Yes
       
Party A and
Party B
A certificate of an authorized officer of the party, as to the incumbency and authority of the respective officers of the party signing the Agreement, this Confirmation, and any relevant Credit Support Document, as the case may be
Upon the execution and delivery of this Agreement
Yes
       
Party A
Annual Report of Party A containing consolidated financial statements certified by independent certified public accountants and prepared in accordance with generally accepted accounting principles in the country in which Party A is organized
Promptly upon becoming publicly available
Yes
       
Party A
Quarterly Financial Statements of Party A containing unaudited, consolidated financial statements of Party A’s fiscal quarter prepared in accordance with generally accepted accounting principles in the country in which Party A is organized
Promptly upon becoming publicly available
Yes
       
Party A
An opinion of counsel to Party A substantially in the form of Exhibit A to this Confirmation
Upon the execution and delivery of this Agreement
No
       
Party A
A guarantee of Lehman Brothers Holdings Inc., substantially in the form of Exhibit B to this Confirmation
Upon the execution and delivery of this Agreement
No
       
Party A
An opinion of counsel to Party A’s Guarantor substantially in the form of Exhibit C to this Confirmation
Upon the execution and delivery of this Agreement
No
       
 
Party B
 
Executed copy of the Pooling and Servicing Agreement.
 
Upon execution in final form.
 
No
       
Party B
Monthly Report
At such time as each Monthly Report is delivered to the Trustee
No.
       
Party B
Copy of any notice delivered to Party B under the Pooling and Servicing Agreement.
Upon availability
No
       
Party B
An opinion of counsel to Party B substantially in the form of Exhibit D to this Schedule.
Upon the execution and delivery of this Agreement
No

Part 4. Miscellaneous.

(a)
Address for Notices: For the purposes of Section 12(a) of this Agreement:

Address:   Lehman Brothers Special Financing Inc.  
c/o Lehman Brothers Inc.
Corporate Advisory Division
Transaction Management Group
745 Seventh Avenue
New York, New York 10019

Attention:              Documentation Manager
Telephone No.:     (212) 526-7187
Facsimile No.:        (212) 526-7672
(For all purposes)

Address for notices or communications to Party B:

Address:                               Wells Fargo Bank, NA  
9062 Old Annapolis
Columbia, MD 21045-1951
 
Attention:                             Client Manager- Option One- Option One 2007-3
Facsimile:                              410 884 2000 
Phone:                                   410 715 2380

(For all purposes)

 
(b)           Process Agent. For the purpose of Section 13(c):

Party A appoints as its Process Agent: Not applicable.

Party B appoints as its Process Agent: Not applicable.

(c)
Offices. The provisions of Section 10(a) will apply to this Agreement.

(d)
Multibranch Party. For the purpose of Section 10(c) of this Agreement:

Party A is not a Multibranch Party.

 
Party B is not a Multibranch Party.
 
(e)
Calculation Agent. The Calculation Agent is Party A; provided however, if an Event of Default occurs and is continuing with respect to Party A, then the parties shall be entitled to appoint a financial institution mutually acceptable to both parties which would qualify as a Reference Market-maker to act as Calculation Agent, the cost for which shall be borne by Party A, until the earlier of (i) a designation under Section 6(c)(ii), or (ii) the discontinuance of such Event of Default with respect to Party A.
 
(f)            Credit Support Document.
 
 
Party A:
The Credit Support Annex, and the guarantee in support of Party A’s obligations under this Agreement substantially in the form attached hereto as Exhibit B to this Schedule.
 
Party B: The Credit Support Annex, solely in respect of Party B’s obligations under Paragraph 3(b) of the Credit Support Annex.

(g)
Credit Support Provider.

Party A: The guarantor under any guarantee in support of Party A’s obligations under this Agreement.

Party B: None.

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

(i)
Netting of Payments. The parties agree that subparagraph (ii) of Section 2(c) will apply to each Transaction hereunder.

 
(j)
Affiliate. “Affiliate” shall have the meaning assigned thereto in Section 14; provided, however, that Party B shall be deemed to have no Affiliates for purposes of this Agreement, including for purposes of Section 6(b)(ii); provided, further, that with respect to Party A, such definition shall be understood to exclude Lehman Brothers Derivative Products Inc. and Lehman Brothers Financial Products Inc.
 
Part 5.  Other Provisions.

(a)
Definitions. Unless otherwise specified in a Confirmation, this Agreement and each Transaction under this Agreement are subject to the 2000 ISDA Definitions as published and copyrighted in 2000 by the International Swaps and Derivatives Association, Inc. (the “Definitions”), and will be governed in all relevant respects by the provisions set forth in the Definitions, without regard to any amendment to the Definitions subsequent to the date hereof. The provisions of the Definitions are hereby incorporated by reference in and shall be deemed a part of this Agreement, except that (i) references in the Definitions to a “Swap Transaction” shall be deemed references to a “Transaction” for purposes of this Agreement, and (ii) references to a “Transaction” in this Agreement shall be deemed references to a “Swap Transaction” for purposes of the Definitions. Each term capitalized but not defined in this Agreement shall have the meaning assigned thereto in the Pooling and Servicing Agreement.
 
(b)           Amendments to ISDA Master Agreement.

 
(i)
Single Agreement. Section 1(c) is hereby amended by the adding the words “including, for the avoidance of doubt, the Credit Support Annex” after the words “Master Agreement”.

(ii)           Conditions Precedent. Section 2(a)(iii) is hereby amended by adding the following at the end thereof:

Notwithstanding anything to the contrary in Section 2(a)(iii)(1), if an Event of Default with respect to Party B or Potential Event of Default with respect to Party B has occurred and been continuing for more than 30 Local Business Days and no Early Termination Date in respect of the Affected Transactions has occurred or been effectively designated by Party A, the obligations of Party A under Section 2(a)(i) shall cease to be subject to the condition precedent set forth in Section 2(a)(iii)(1) with respect to such specific occurrence of such Event of Default or such Potential Event of Default (the “Specific Event”); provided, however, for the avoidance of doubt, the obligations of Party A under Section 2(a)(i) shall be subject to the condition precedent set forth in Section 2(a)(iii)(1) (subject to the foregoing) with respect to any subsequent occurrence of the same Event of Default with respect to Party B or Potential Event of Default with respect to Party B after the Specific Event has ceased to be continuing and with respect to any occurrence of any other Event of Default with respect to Party B or Potential Event of Default with respect to Party B that occurs subsequent to the Specific Event.

 
(iii)
Change of Account. Section 2(b) is hereby amended by the addition of the following after the word “delivery” in the first line thereof:
 
“to another account in the same legal and tax jurisdiction as the original account”.

 
(iv)
Representations. Section 3 is hereby amended by adding at the end thereof the following subsection (g):

 
“(g)
Relationship Between Parties.

 
(1)
Nonreliance. (i) It is not relying on any statement or representation of the other party regarding the Transaction (whether written or oral), other than the representations expressly made in this Agreement or the Confirmation in respect of that Transaction and (ii) it has consulted with its own legal, regulatory, tax, business, investment, financial and accounting advisors to the extent it has deemed necessary, and it has made its own investment, hedging and trading decisions based upon its own judgment and upon any advice from such advisors as it has deemed necessary and not upon any view expressed by the other party.
 
 
(2)
Evaluation and Understanding. (i) It has the capacity to evaluate (internally or through independent professional advice) the Transaction and has made its own decision to enter into the Transaction and (ii) It understands the terms, conditions and risks of the Transaction and is willing and able to accept those terms and conditions and to assume those risks, financially and otherwise.

 
(3)
Purpose. It is entering into the Transaction for the purposes of managing its borrowings or investments, hedging its underlying assets or liabilities or in connection with a line of business.

 
(4)
Status of Parties. The other party is not acting as an agent, fiduciary or advisor for it in respect of the Transaction.

 
(5)
Eligible Contract Participant. It is an “eligible swap participant” as such term is defined in, Section 35.1(b)(2) of the regulations (17 C.F.R. 35) promulgated under, and an “eligible contract participant” as defined in Section 1(a)(12) of the Commodity Exchange Act, as amended.”

 
(v)
Transfer to Avoid Termination Event. Section 6(b)(ii) is hereby amended by (i) deleting the words “or if a Tax Event Upon Merger occurs and the Burdened Party is the Affected Party,” and (ii) by deleting the words “to transfer” and inserting the words “to effect a Permitted Transfer” in lieu thereof.

 
(vi)
Jurisdiction. Section 13(b) is hereby amended by: (i) deleting in the second line of subparagraph (i) thereof the word "non-", (ii) deleting “; and” from the end of subparagraph (i) and inserting “.” in lieu thereof, and (iii) deleting the final paragraph thereof.

 
(vii)
Local Business Day. The definition of Local Business Day in Section 14 is hereby amended by the addition of the words “or any Credit Support Document” after “Section 2(a)(i)” and the addition of the words “or Credit Support Document” after “Confirmation”.

(c)
Additional Termination Events. The following Additional Termination Events will apply:

(i)            
First Rating Trigger Collateral. If (A) it is not the case that a Moody’s Second Trigger Ratings Event has occurred and been continuing for 30 or more Local Business Days and (B) Party A has failed to comply with or perform any obligation to be complied with or performed by Party A in accordance with the Credit Support Annex, then an Additional Termination Event shall have occurred with respect to Party A and Party A shall be the sole Affected Party with respect to such Additional Termination Event.

(ii)           
Second Rating Trigger Replacement. If (A) a Required Ratings Downgrade Event has occurred and been continuing for 30 or more Local Business Days and (B) (i) at least one Eligible Replacement has made a Firm Offer to be the transferee of all of Party A’s rights and obligations under this Agreement (and such Firm Offer remains an offer that will become legally binding upon such Eligible Replacement upon acceptance by the offeree) and/or (ii) an Eligible Guarantor has made a Firm Offer to provide an Eligible Guarantee (and such Firm Offer remains an offer that will become legally binding upon such Eligible Guarantor immediately upon acceptance by the offeree), then an Additional Termination Event shall have occurred with respect to Party A and Party A shall be the sole Affected Party with respect to such Additional Termination Event.

 
(iii)
Amendment of Pooling and Servicing Agreement. If, without the prior written consent of Party A where such consent is required under the Pooling and Servicing Agreement (such consent not to be unreasonably withheld), an amendment is made to the Pooling and Servicing Agreement which amendment could reasonably be expected to have a material adverse effect on the interests of Party A (excluding, for the avoidance of doubt, any amendment to the Pooling and Servicing Agreement that is entered into solely for the purpose of appointing a successor servicer, master servicer, securities administrator, trustee or other service provider) under this Agreement, an Additional Termination Event shall have occurred with respect to Party B and Party B shall be the sole Affected Party with respect to such Additional Termination Event.

 
(iv)
If, upon the occurrence of a Regulation AB Event (as defined in Part 5(e) below) Party A has not, within 30 days after such Regulation AB Event complied with any of the provisions set forth in Part 5(e)(iii) below (or, if the significance percentage reaches 10% after a Regulation AB Event has occurred, Party A has not complied with the provisions set forth in Part 5(e)(iii) below within 10 calendar days of Party A being informed by the Depositor or Party B, as the case may be of the significance percentage reaching 10%), then an Additional Termination Event shall have occurred with respect to Party A and Party A shall be the sole Affected Party with respect to such Additional Termination Event.

 
(v)
Optional Termination of Securitization. An Additional Termination Event shall occur upon the notice to Certificateholders of an Optional Termination becoming unrescindable in accordance with Article X of the Pooling and Servicing Agreement (such notice, the “Optional Termination Notice”). With respect to such Additional Termination Event: (A) Party B shall be the sole Affected Party; (B) notwithstanding anything to the contrary in Section 6(b)(iv) or Section 6(c)(i), the final Distribution Date specified in the Optional Termination Notice is hereby designated as the Early Termination Date for this Additional Termination Event in respect of all Transactions; (C) Section 2(a)(iii)(2) shall not be applicable to any Transaction in connection with the Early Termination Date resulting from this Additional Termination Event; notwithstanding anything to the contrary in Section 6(c)(ii), payments and deliveries under Section 2(a)(i) or Section 2(e) in respect of the Terminated Transactions resulting from this Additional Termination Event will be required to be made through and including the Early Termination Date designated as a result of this Additional Termination Event; provided, for the avoidance of doubt, that any such payments or deliveries that are made on or prior to such Early Termination Date will not be treated as Unpaid Amounts in determining the amount payable in respect of such Early Termination Date; (D) notwithstanding anything to the contrary in Section 6(d)(i), (I) if, no later than 4:00 pm New York City time on the day that is four Business Days prior to the final Distribution Date specified in the Optional Termination Notice, the Trustee requests the amount of the Estimated Swap Termination Payment, Party A shall provide to the Trustee in writing (which may be done in electronic format) the amount of the Estimated Swap Termination Payment no later than 2:00 pm New York City time on the following Business Day and (II) if the Trustee provides written notice (which may be done in electronic format) to Party A no later than two Business Days prior to the final Distribution Date specified in the Optional Termination Notice that all requirements of the Optional Termination have been met, then Party A shall, no later than one Business Day prior to the final Distribution Date specified in the Optional Termination Notice, make the calculations contemplated by Section 6(e) of the ISDA Master Agreement (as amended herein) and provide to the Trustee in writing (which may be done in electronic format) the amount payable by either Party B or Party A in respect of the related Early Termination Date in connection with this Additional Termination Event; provided, however, that the amount payable by Party B, if any, in respect of the related Early Termination Date shall be the lesser of (x) the amount calculated to be due from Party B pursuant to Section 6(e) and (y) the Estimated Swap Termination Payment; and (E) notwithstanding anything to the contrary in this Agreement, any amount due from Party B to Party A in respect of this Additional Termination Event will be payable on the final Distribution Date specified in the Optional Termination Notice and any amount due from Party A to Party B in respect of this Additional Termination Event will be payable one Business Day prior to the final Distribution Date specified in the Optional Termination Notice.

For purposes of determining the payment under Section 6(e) of the ISDA Master Agreement with respect to the Additional Termination Event in this Part 5(c)(v), for all Calculation Periods beginning on or after the Early Termination Date, the definition of Notional Amount in the Confirmation shall be deleted in its entirety and replaced with the following: “With respect to each Calculation Period, the amount for such Calculation Period as set forth in Schedule I attached hereto multiplied by the quotient of (A) the Notional Amount for the Calculation Period immediately prior to the Early Termination Date divided by (B) the Calculation Amount for the Calculation Period immediately prior to the Early Termination Date as set forth in Schedule I attached hereto”.

The Trustee shall be an express third party beneficiary of this Agreement as if a party hereto to the extent of the Trustee’s rights specified in this Part 5(v).

(d)
Required Ratings Downgrade Event. In the event that no Relevant Entity has credit ratings at least equal to the Required Ratings Threshold, then Party A shall, as soon as reasonably practicable and so long as a Required Ratings Downgrade Event is in effect, at its own expense, using commercially reasonable efforts, procure either (A) a Permitted Transfer or (B) an Eligible Guarantee from an Eligible Guarantor.

(e)           Compliance with Regulation AB.

 
(i)
Party A agrees and acknowledges that while reporting requirements with respect to this Transaction are operative by force of law, the Depositor is required under Regulation AB under the Securities Act of 1933, as amended, and the Securities Exchange Act of 1934, as amended (“Regulation AB”), to disclose certain information set forth in Regulation AB regarding Party A or its group of affiliated entities, if applicable, depending on the aggregate “significance percentage” of this Agreement and any other derivative contracts between Party A or its group of affiliated entities, if applicable, and Party B, as calculated from time to time in accordance with Item 1115 of Regulation AB.
 
 
(ii)
If, solely while the relevant reporting requirements apply by force of law to this Transaction, the Depositor determines, reasonably and in good faith, that the significance percentage of this Agreement has increased to nine (9) percent, then the Depositor or Party B, as the case may be, shall notify Party A on a Business Day after the date hereof of such increase in the significance percentage (such notification, a “Regulation AB Event”). The Depositor hereby agrees with Party A to provide Party A with the calculations and any other information reasonably requested by Party A with respect to the determination that led to a Regulation AB Event.
 
 
(iii)
Upon the occurrence of a Regulation AB Event, Party A, at its own expense, shall (1) provide the Depositor with the information set forth in Item 1115(b) of Regulation AB (the “Regulation AB Information”), (2) subject to Rating Agency Condition, secure by Permitted Transfer another entity to replace Party A as party to this Agreement on terms substantially similar to this Agreement, which entity is able to provide the Regulation AB Information or (3) subject to Rating Agency Condition, obtain a guaranty of Party A’s obligations under this Agreement from an affiliate of Party A that is able to provide the Regulation AB Information, such that disclosure provided in respect of the affiliate will satisfy any disclosure requirements applicable to Party A, and cause such affiliate to provide the Regulation AB Information. If permitted by Regulation AB, any required Regulation AB Information may be provided by incorporation by reference from reports filed pursuant to the Securities Exchange Act.
 
(f)
Transfers. 
 
(i)            Section 7 is hereby amended to read in its entirety as follows:
 
“Except with respect to any Permitted Transfer pursuant to Section 6(b)(ii), Part 5(d), Part 5(e), or the succeeding sentence, neither Party A nor Party B is permitted to assign, novate or transfer (whether by way of security or otherwise) as a whole or in part any of its rights, obligations or interests under the Agreement or any Transaction unless (a) the prior written consent of the other party is obtained, and (b) the Rating Agency Condition has been satisfied with respect to S&P. At any time at which no Relevant Entity has credit ratings at least equal to the Approved Ratings Threshold, Party A may make a Permitted Transfer.”
 
"Notwithstanding anything to the contrary in Section 7 and Section 6(b)(ii) of the Agreement, Party A may make a Permitted Transfer to any Affiliate of Lehman Brothers Holdings Inc. ("Holdings") effective upon delivery to Party B of the guarantee by Holdings, in favor of Party B, of the obligations of such Affiliate, such guarantee to be substantially the same as the guarantee then in effect of the obligations of the transferor. Party A will provide prior written notice to each Swap Rating Agency of any such assignment."

(g)
 
Non-Recourse. Party A acknowledges and agrees that, notwithstanding any provision in this Agreement to the contrary, the obligations of Party B hereunder are limited recourse obligations of Party B, payable solely from the Supplemental Interest Trust and the proceeds thereof, in accordance with the priority of payments and other terms of the Pooling and Servicing Agreement and that Party A will not have any recourse to any of the directors, officers, employees, shareholders or affiliates of the Party B with respect to any claims, losses, damages, liabilities, indemnities or other obligations in connection with any transactions contemplated hereby. This provision will survive the termination of this Agreement.

In the event that the Supplemental Interest Trust and the proceeds thereof, should be insufficient to satisfy all claims outstanding and following the realization of the account held by the Supplemental Interest Trust and the proceeds thereof, any claims against or obligations of Party B under the ISDA Master Agreement or any other confirmation thereunder still outstanding shall be extinguished and thereafter not revive. The Supplemental Interest Trust Trustee shall not have liability for any failure or delay in making a payment hereunder to Party A due to any failure or delay in receiving amounts in the account held by the Supplemental Interest Trust from the Trust created pursuant to the Pooling and Servicing Agreement. This provision will survive the termination of this Agreement.

(h)
Timing of Payments by Party B upon Early Termination. Notwithstanding anything to the contrary in Section 6(d)(ii), to the extent that all or a portion (in either case, the “Unfunded Amount”) of any amount that is calculated as being due in respect of any Early Termination Date under Section 6(e) from Party B to Party A will be paid by Party B from amounts other than any upfront payment paid to Party B by an Eligible Replacement that has entered a Replacement Transaction with Party B, then such Unfunded Amount shall be due on the next subsequent Distribution Date following the date on which the payment would have been payable as determined in accordance with Section 6(d)(ii), and on any subsequent Distribution Dates until paid in full (or if such Early Termination Date is the final Distribution Date, on such final Distribution Date); provided, however, that if the date on which the payment would have been payable as determined in accordance with Section 6(d)(ii) is a Distribution Date, such payment will be payable on such Distribution Date.

(i)
Rating Agency Notifications. Notwithstanding any other provision of this Agreement, no Early Termination Date shall be effectively designated hereunder by Party B and no transfer of any rights or obligations under this Agreement shall be made by either party unless each Swap Rating Agency has been given prior written notice of such designation or transfer.

(j)
No Set-off. Except as expressly provided for in Section 2(c), Section 6 or Part 1(f)(i)(D) hereof, and notwithstanding any other provision of this Agreement or any other existing or future agreement, each party irrevocably waives any and all rights it may have to set off, net, recoup or otherwise withhold or suspend or condition payment or performance of any obligation between it and the other party hereunder against any obligation between it and the other party under any other agreements. Section 6(e) shall be amended by deleting the following sentence: “The amount, if any, payable in respect of an Early Termination Date and determined pursuant to this Section will be subject to any Set-off.”.
 
(k)
Amendment. Notwithstanding any provision to the contrary in this Agreement, no amendment of either this Agreement or any Transaction under this Agreement shall be permitted by either party unless each of the Swap Rating Agencies has been provided prior written notice of the same and such amendment satisfies the Rating Agency Condition with respect to S&P,.

(l)
Notice of Certain Events or Circumstances. Each Party agrees, upon learning of the occurrence or existence of any event or condition that constitutes (or that with the giving of notice or passage of time or both would constitute) an Event of Default or Termination Event with respect to such party, promptly to give the other Party and to each Swap Rating Agency notice of such event or condition; provided that failure to provide notice of such event or condition pursuant to this Part 5(l) shall not constitute an Event of Default or a Termination Event.
 
(m)          Proceedings. No Relevant Entity shall institute against, or cause any other person to institute against, or join any other person in instituting against Party B, the Supplemental Interest Trust, or the trust formed pursuant to the Pooling and Servicing Agreement, in any bankruptcy, reorganization, arrangement, insolvency or liquidation proceedings or other proceedings under any federal or state bankruptcy or similar law for a period of one year (or, if longer, the applicable preference period) and one day following payment in full of the Certificates and any Notes. This provision will survive the termination of this Agreement. 

(n)
Supplemental Interest Trust Trustee Liability Limitations. It is expressly understood and agreed by the parties hereto that (a) this Agreement is executed by Wells Fargo Bank N.A. (“Wells”) not in its individual capacity, but solely as Supplemental Interest Trust Trustee under the Pooling and Servicing Agreement in the exercise of the powers and authority conferred and invested in it thereunder; (b) the Supplemental Interest Trust Trustee has been directed pursuant to the Pooling and Servicing Agreement to enter into this Agreement and to perform its obligations hereunder; (c) each of the representations, undertakings and agreements herein made on behalf of the Supplemental Interest Trust is made and intended not as personal representations of the Supplemental Interest Trust Trustee but is made and intended for the purpose of binding only the Supplemental Interest Trust; and (d) under no circumstances shall Wells in its individual capacity be personally liable for any payments hereunder or for the breach or failure of any obligation, representation, warranty or covenant made or undertaken under this Agreement.

(o)
Severability. If any term, provision, covenant, or condition of this Agreement, or the application thereof to any party or circumstance, shall be held to be invalid or unenforceable (in whole or in part) in any respect, the remaining terms, provisions, covenants, and conditions hereof shall continue in full force and effect as if this Agreement had been executed with the invalid or unenforceable portion eliminated, so long as this Agreement as so modified continues to express, without material change, the original intentions of the parties as to the subject matter of this Agreement and the deletion of such portion of this Agreement will not substantially impair the respective benefits or expectations of the parties; provided, however, that this severability provision shall not be applicable if any provision of Section 2, 5, 6, or 13 (or any definition or provision in Section 14 to the extent it relates to, or is used in or in connection with any such Section) shall be so held to be invalid or unenforceable.

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

(p)
Agent for Party B. Party A acknowledges that the Depositor has appointed the Supplemental Interest Trust Trustee as its agent under the Pooling and Servicing Agreement to carry out certain functions on behalf of Party B, and that the Supplemental Interest Trustee shall be entitled to give notices and to perform and satisfy the obligations of Party B hereunder on behalf of Party B.
 
(q)
Escrow Payments. If (whether by reason of the time difference between the cities in which payments are to be made or otherwise) it is not possible for simultaneous payments to be made on any date on which both parties are required to make payments hereunder, either Party may at its option and in its sole discretion notify the other Party that payments on that date are to be made in escrow. In this case deposit of the payment due earlier on that date shall be made by 2:00 pm (local time at the place for the earlier payment) on that date with an escrow agent selected by the notifying party, accompanied by irrevocable payment instructions (i) to release the deposited payment to the intended recipient upon receipt by the escrow agent of the required deposit of any corresponding payment payable by the other party on the same date accompanied by irrevocable payment instructions to the same effect or (ii) if the required deposit of the corresponding payment is not made on that same date, to return the payment deposited to the party that paid it into escrow. The party that elects to have payments made in escrow shall pay all costs of the escrow arrangements.
 
(r)
Consent to Recording. Each party hereto consents to the monitoring or recording, at any time and from time to time, by the other party of any and all communications between trading, marketing, and operations personnel of the parties and their Affiliates.

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

(t)
Form of ISDA Master Agreement. Party A and Party B hereby agree that the text of the body of the ISDA Master Agreement is intended to be the printed form of the ISDA Master Agreement (Multicurrency - Crossborder) as published and copyrighted in 1992 by the International Swaps and Derivatives Association, Inc.

(u)
Third-Party Beneficiary. Party B consents that Party A shall be an express third-party beneficiary of the Pooling and Servicing Agreement.

(v)
Additional representations.
 
 
(i)
Representations of Party A. Party A represents to Party B on the date on which Party A enters into each Transaction that:--
 
 
(1)
Party A’s obligations under this Agreement rank pari passu with all of Party A’s other unsecured, unsubordinated obligations except those obligations preferred by operation of law.

 
(ii)
Capacity. Party A represents to Party B on the date on which Party A enters into this Agreement that it is entering into the Agreement and the Transaction as principal and not as agent of any person. The Supplemental Interest Trust Trustee represents to Party A on the date on which the Supplemental Interest Trust Trustee executes this Agreement that it is executing the Agreement in its capacity as Supplemental Interest Trust Trustee..
 
 (z)           Additional Definitions. 
 
As used in this Agreement, the following terms shall have the meanings set forth below, unless the context clearly requires otherwise:
 
“Approved Ratings Threshold” means each of the S&P Approved Ratings Threshold and the Moody’s First Trigger Ratings Threshold. .

“Approved Replacement” means, with respect to a Market Quotation, an entity making such Market Quotation, which entity would satisfy conditions (a), (b), (c) and (d) of the definition of Permitted Transfer (as determined by Party B in its sole discretion, acting in a commercially reasonable manner) if such entity were a Transferee, as defined in the definition of Permitted Transfer.

 “Derivative Provider Trigger Event” means (i) an Event of Default with respect to which Party A is a Defaulting Party, (ii) a Termination Event with respect to which Party A is the sole Affected Party or (iii) an Additional Termination Event with respect to which Party A is the sole Affected Party.

“Eligible Guarantee” means an unconditional and irrevocable guarantee of all present and future obligations (for the avoidance of doubt, not limited to payment obligations) of Party A (or an Eligible Replacement) to Party B under this Agreement that is provided by an Eligible Guarantor as principal debtor rather than surety and that is directly enforceable by Party B, the form and substance of which guarantee are subject to the Rating Agency Condition with respect to S&P, and either (A) a law firm has given a legal opinion confirming that none of the guarantor’s payments to Party B under such guarantee will be subject to Tax collected by withholding or (B) such guarantee provides that, in the event that any of such guarantor’s payments to Party B are subject to Tax collected by withholding, such guarantor is required to pay such additional amount as is necessary to ensure that the net amount actually received by Party B (free and clear of any Tax collected by withholding) will equal the full amount Party B would have received had no such withholding been required.

“Eligible Guarantor” means an entity that (A) has credit ratings from S&P at least equal to the S&P Approved Ratings Threshold and (B) has credit ratings from Moody’s at least equal to the Moody’s Second Trigger Ratings Threshold, provided, for the avoidance of doubt, that an Eligible Guarantee of an Eligible Guarantor with credit ratings below the Moody’s First Trigger Ratings Threshold will not cause a Collateral Event (as defined in the Credit Support Annex) not to occur or continue with respect to Moody’s.

“Eligible Replacement” means an entity (A) (i) (a) that has credit ratings from S&P at least equal to the S&P Approved Ratings Threshold, and (b) has credit ratings from Moody’s at least equal to the Moody’s Second Trigger Ratings Threshold, provided, for the avoidance of doubt, that an Eligible Replacement with credit ratings below the Moody’s First Trigger Ratings Threshold will not cause a Collateral Event (as defined in the Credit Support Annex) not to occur or continue with respect to Moody’s or (ii) the present and future obligations (for the avoidance of doubt, not limited to payment obligations) of which entity to Party B under this Agreement are guaranteed pursuant to an Eligible Guarantee and (B) that has executed an Item 1115 Agreement with Depositor.

“Estimated Swap Termination Payment” means, with respect to an Early Termination Date, an amount determined by Party A in good faith and in a commercially reasonable manner as the maximum payment that could be owed by Party B to Party A in respect of such Early Termination Date pursuant to Section 6(e) of the ISDA Master Agreement, taking into account then current market conditions.

“Firm Offer” means (A) with respect to an Eligible Replacement, a quotation from such Eligible Replacement (i) in an amount equal to the actual amount payable by or to Party B in consideration of an agreement between Party B and such Eligible Replacement to replace Party A as the counterparty to this Agreement by way of novation or, if such novation is not possible, an agreement between Party B and such Eligible Replacement to enter into a Replacement Transaction (assuming that all Transactions hereunder become Terminated Transactions), and (ii) that constitutes an offer by such Eligible Replacement to replace Party A as the counterparty to this Agreement or enter a Replacement Transaction that will become legally binding upon such Eligible Replacement upon acceptance by Party B, and (B) with respect to an Eligible Guarantor, an offer by such Eligible Guarantor to provide an Eligible Guarantee that will become legally binding upon such Eligible Guarantor upon acceptance by the offeree.

“Moody’s” means Moody’s Investors Service, Inc., or any successor thereto.

 “Moody’s First Trigger Ratings Event” means that no Relevant Entity has credit ratings from Moody’s at least equal to the Moody’s First Trigger Ratings Threshold.

“Moody’s First Trigger Ratings Threshold” means, with respect to Party A, the guarantor under an Eligible Guarantee or an Eligible Replacement, (i) if such entity has a short-term unsecured and unsubordinated debt rating from Moody’s, a long-term unsecured and unsubordinated debt rating or counterparty rating from Moody’s of “A2” and a short-term unsecured and unsubordinated debt rating from Moody’s of “Prime-1”, or (ii) if such entity does not have a short-term unsecured and unsubordinated debt rating or counterparty rating from Moody’s, a long-term unsecured and unsubordinated debt rating or counterparty rating from Moody’s of “A1”.

“Moody’s Second Trigger Ratings Event” means that no Relevant Entity has credit ratings from Moody’s at least equal to the Moody’s Second Trigger Ratings Threshold.

“Moody’s Second Trigger Ratings Threshold” means, with respect to Party A, the guarantor under an Eligible Guarantee or an Eligible Replacement, (i) if such entity has a short-term unsecured and unsubordinated debt rating from Moody’s, a long-term unsecured and unsubordinated debt rating or counterparty rating from Moody’s of “A3” and a short-term unsecured and unsubordinated debt rating from Moody’s of “Prime-2”, or (ii) if such entity does not have a short-term unsecured and unsubordinated debt rating from Moody’s, a long-term unsecured and unsubordinated debt rating or counterparty rating from Moody’s of “A3”.

“Permitted Transfer” means a transfer by novation by Party A pursuant to Section 6(b)(ii), Part 5(d), Part 5(e), or the second sentence of Section 7 (as amended herein), to a transferee (the “Transferee”) of all, but not less than all, of Party A’s rights, liabilities, duties and obligations under this Agreement, with respect to which transfer each of the following conditions is satisfied: (a) the Transferee is an Eligible Replacement, (b) Party A and the Transferee are both “dealers in notional principal contracts” within the meaning of Treasury regulations section 1.1001-4 (c) as of the date of such transfer the Transferee would not be required to withhold or deduct on account of Tax from any payments under this Agreement or would be required to gross up for such Tax under Section 2(d)(i)(4), (d) an Event of Default or Termination Event would not occur as a result of such transfer, (e) pursuant to a written instrument (the “Transfer Agreement”), the Transferee acquires and assumes all rights and obligations of Party A under the Agreement and the relevant Transaction, (f) Party B shall have determined, in its sole discretion, acting in a commercially reasonable manner, that such Transfer Agreement is effective to transfer to the Transferee all, but not less than all, of Party A’s rights and obligations under the Agreement and all relevant Transactions; (g) Party A will be responsible for any costs or expenses incurred in connection with such transfer (including any replacement cost of entering into a replacement transaction); . (h) either (A) Moody’s has been given prior written notice of such transfer and the Rating Agency Condition is satisfied with respect to S&P, or (B) each Swap Rating Agency has been given prior written notice of such transfer and such transfer is in connection with the assignment and assumption of this Agreement without modification of its terms, other than party names, dates relevant to the effective date of such transfer, tax representations (provided that the representations in Part 2(a)(i) are not modified) and any other representations regarding the status of the substitute counterparty of the type included in Part 5(b)(iv) or Part 5(v)(ii), notice information and account details; and (i) such transfer otherwise complies with the terms of the Pooling and Servicing Agreement.

“Rating Agency Condition” means, with respect to any particular proposed act or omission to act hereunder and each Swap Rating Agency specified in connection with such proposed act or omission, that the party acting or failing to act must consult with each of the specified Swap Rating Agencies and receive from each such Swap Rating Agency a prior written confirmation that the proposed action or inaction would not cause a downgrade or withdrawal of the then-current rating of any Certificates or Notes.

“Relevant Entity” means Party A and, to the extent applicable, a guarantor under an Eligible Guarantee.

“Replacement Transaction” means, with respect to any Terminated Transaction or group of Terminated Transactions, a transaction or group of transactions that (i) would have the effect of preserving for Party B the economic equivalent of any payment or delivery (whether the underlying obligation was absolute or contingent and assuming the satisfaction of each applicable condition precedent) by the parties under Section 2(a)(i) in respect of such Terminated Transaction or group of Terminated Transactions that would, but for the occurrence of the relevant Early Termination Date, have been required after that Date, and (ii) has terms which are substantially the same as this Agreement, including, without limitation, rating triggers, Regulation AB compliance, and credit support documentation, save for the exclusion of provisions relating to Transactions that are not Terminated Transaction, as determined by Party B in its sole discretion, acting in a commercially reasonable manner.

“Required Ratings Downgrade Event” means that no Relevant Entity has credit ratings at least equal to the Required Ratings Threshold.

“Required Ratings Threshold” means each of the S&P Required Ratings Threshold and the Moody’s Second Trigger Ratings Threshold.

“S&P” means Standard & Poor's Rating Services, a division of The McGraw-Hill Companies, Inc., or any successor thereto.

“S&P Approved Ratings Threshold” means, with respect to Party A, the guarantor under an Eligible Guarantee or an Eligible Replacement, a short-term unsecured and unsubordinated debt rating from S&P of “A-1”, or, if such entity does not have a short-term unsecured and unsubordinated debt rating from S&P, a long-term unsecured and unsubordinated debt rating or counterparty rating from S&P of “A+”.

“S&P Required Ratings Threshold” means, with respect to Party A, the guarantor under an Eligible Guarantee or an Eligible Replacement, a long-term unsecured and unsubordinated debt rating or counterparty rating from S&P of “BBB+”.

“Swap Rating Agencies” means, with respect to any date of determination, each of S&P and Moody’s, to the extent that each such rating agency is then providing a rating for any of the Option One Mortgage Loan Trust 2007-3, Asset-Backed Certificates, Series 2007-3 (the “Certificates”) or any notes backed by the Certificates (the “Notes”).

 
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4.             Account Details and Settlement Information:  
 
Payments to Party A:                           JPMorgan Chase Bank, New York 
ABA #: 021000021
A/C of Lehman Brothers Special Financing Inc.
A/C # 066-143-543
 
Payments to Party B:                           Wells Fargo Bank, N.A.  
ABA# 121000248
Acct# 3970771416
Acct Name: SAS Clearing
FFC: 53139602
Option One 2007-3, Supplemental Interest Trust Account

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

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

Very truly yours,

LEHMAN BROTHERS SPECIAL FINANCING INC.

       
By:      
 
Name:
 
  Title:  

Party B, acting through its duly authorized signatory, hereby agrees to, accepts and confirms the terms of the foregoing as of the date hereof.

Wells Fargo Bank, N.A., not individually, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Option One Mortgage Loan Trust 2007-3, Asset-Backed Certificates, Series 2007-3
 
       
By:      
 
Name:
 
  Title:  

 


SCHEDULE I
(*All such dates subject to No Adjustment with respect to Fixed Rate Payer Period End Dates and adjustment in accordance with the Following Business Day Convention with respect to Floating Rate Payer Period End Dates)
 
 
Schedule I
 
*Calculation
Period from and
including
*Calculation
Period up to but
excluding
Calculation
Amount (USD)
     
Effective Date
5/25/2007
0.00
5/25/2007
6/25/2007
3,741,015.85
6/25/2007
7/25/2007
3,703,500.61
7/25/2007
8/25/2007
3,657,461.64
8/25/2007
9/25/2007
3,602,959.78
9/25/2007
10/25/2007
3,540,114.23
10/25/2007
11/25/2007
3,469,171.46
11/25/2007
12/25/2007
3,390,368.77
12/25/2007
1/25/2008
3,304,102.55
1/25/2008
2/25/2008
3,211,526.55
2/25/2008
3/25/2008
3,115,333.05
3/25/2008
4/25/2008
3,020,466.11
4/25/2008
5/25/2008
2,928,320.66
5/25/2008
6/25/2008
2,838,817.99
6/25/2008
7/25/2008
2,751,881.69
7/25/2008
8/25/2008
2,667,437.56
8/25/2008
9/25/2008
2,585,373.31
9/25/2008
10/25/2008
2,504,864.01
10/25/2008
11/25/2008
2,426,583.32
11/25/2008
12/25/2008
2,349,698.90
12/25/2008
1/25/2009
2,267,291.70
1/25/2009
2/25/2009
2,163,696.60
2/25/2009
3/25/2009
2,020,134.23
3/25/2009
4/25/2009
1,872,918.11
4/25/2009
5/25/2009
1,741,230.24
5/25/2009
6/25/2009
1,634,485.01
6/25/2009
7/25/2009
1,563,530.58
7/25/2009
8/25/2009
1,504,738.39
8/25/2009
9/25/2009
1,447,938.43
9/25/2009
10/25/2009
1,393,061.21
10/25/2009
11/25/2009
1,340,039.18
11/25/2009
12/25/2009
1,288,808.22
12/25/2009
1/25/2010
1,239,306.49
1/25/2010
2/25/2010
1,191,474.93
2/25/2010
3/25/2010
1,145,257.81
3/25/2010
4/25/2010
1,100,602.45
4/25/2010
5/25/2010
1,057,450.33
5/25/2010
6/25/2010
1,057,450.33
6/25/2010
7/25/2010
1,057,450.33
7/25/2010
8/25/2010
1,032,353.38
8/25/2010
9/25/2010
999,040.99
9/25/2010
10/25/2010
966,845.12
10/25/2010
11/25/2010
935,727.36
11/25/2010
12/25/2010
905,650.70
12/25/2010
1/25/2011
876,579.45
1/25/2011
2/25/2011
848,479.16
2/25/2011
3/25/2011
821,316.60
3/25/2011
4/25/2011
795,059.65
4/25/2011
5/25/2011
769,677.34
5/25/2011
6/25/2011
745,139.75
6/25/2011
7/25/2011
721,418.02
7/25/2011
8/25/2011
698,484.28
8/25/2011
9/25/2011
676,311.63
9/25/2011
10/25/2011
654,874.11
10/25/2011
11/25/2011
634,146.07
11/25/2011
12/25/2011
614,103.95
12/25/2011
1/25/2012
594,723.59
1/25/2012
2/25/2012
575,977.57
2/25/2012
3/25/2012
557,838.89
3/25/2012
4/25/2012
540,273.46
4/25/2012
5/25/2012
523,280.31
5/25/2012
6/25/2012
506,847.14
6/25/2012
7/25/2012
490,954.93
7/25/2012
8/25/2012
475,585.39
8/25/2012
9/25/2012
460,721.17
9/25/2012
10/25/2012
446,345.32
10/25/2012
11/25/2012
432,440.78
11/25/2012
12/25/2012
418,991.38
12/25/2012
1/25/2013
405,981.71
1/25/2013
2/25/2013
393,396.92
2/25/2013
3/25/2013
381,222.73
3/25/2013
4/25/2013
369,445.27
4/25/2013
5/25/2013
358,051.05
5/25/2013
Termination Date
347,027.15

 


Annex A

Paragraph 13 of the Credit Support Annex
 

 

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

LEHMAN BROTHERS SPECIAL FINANCING INC.
LEHMAN BROTHERS INC.
745 SEVENTH AVENUE, NEW YORK NY 10019
 

 
 
 

 
 
ANNEX A

ISDA®
CREDIT SUPPORT ANNEX
to the Schedule to the
ISDA Master Agreement
dated as of April 12, 2007 between
LEHMAN BROTHERS SPECIAL FINANCING INC. (hereinafter referred to as “Party A” or “Pledgor”)
and
Wells Fargo Bank, N.A. not individually, but solely as trustee (the “Supplemental Interest Trust Trustee”) on behalf of the supplemental interest trust with respect to the Option One Mortgage Loan Trust 2007-3, Asset-Backed Certificates, Series 2007-3 (the “Supplemental Interest Trust”) (hereinafter referred to as “Party B” or “Secured Party”).

For the avoidance of doubt, and notwithstanding anything to the contrary that may be contained in the Agreement, this Credit Support Annex shall relate solely to the Transaction documented in the Confirmation dated January 24, 2007, between Party A and Party B, Reference Number 2976740.

 
Paragraph 13. Elections and Variables.
 
(a)  
Security Interest for “Obligations”. The term “Obligations as used in this Annex includes the following additional obligations:
 
With respect to Party A: not applicable.
 
With respect to Party B: not applicable.
 
(b)  
Credit Support Obligations.
 
(i)  
Delivery Amount, Return Amount and Credit Support Amount.
 
(A)  
“Delivery Amount has the meaning specified in Paragraph 3(a) as amended (I) by deleting the words “upon a demand made by the Secured Party on or promptly following a Valuation Date” and inserting in lieu thereof the words “not later than the close of business on each Valuation Date” and (II) by deleting in its entirety the sentence beginning “Unless otherwise specified in Paragraph 13” and ending “(ii) the Value as of that Valuation Date of all Posted Credit Support held by the Secured Party.” and inserting in lieu thereof the following:
 
The “Delivery Amount applicable to the Pledgor for any Valuation Date will equal the greatest of
 
 
(1)
the amount by which (a) the S&P Credit Support Amount for such Valuation Date exceeds (b) the S&P Value as of such Valuation Date of all Posted Credit Support held by the Secured Party,
 
 
(2)
the amount by which (a) the Moody’s First Trigger Credit Support Amount for such Valuation Date exceeds (b) the Moody’s First Trigger Value as of such Valuation Date of all Posted Credit Support held by the Secured Party, and
 
 
(3)
the amount by which (a) the Moody’s Second Trigger Credit Support Amount for such Valuation Date exceeds (b) the Moody’s Second Trigger Value as of such Valuation Date of all Posted Credit Support held by the Secured Party.
 
(B)  
“Return Amount” has the meaning specified in Paragraph 3(b) as amended by deleting in its entirety the sentence beginning “Unless otherwise specified in Paragraph 13” and ending “(ii) the Credit Support Amount.” and inserting in lieu thereof the following:
 
The “Return Amount” applicable to the Secured Party for any Valuation Date will equal the least of
 
 
(1)
the amount by which (a) the S&P Value as of such Valuation Date of all Posted Credit Support held by the Secured Party exceeds (b) the S&P Credit Support Amount for such Valuation Date,
 
 
(2)
the amount by which (a) the Moody’s First Trigger Value as of such Valuation Date of all Posted Credit Support held by the Secured Party exceeds (b) the Moody’s First Trigger Credit Support Amount for such Valuation Date, and
 
 
(3)
the amount by which (a) the Moody’s Second Trigger Value as of such Valuation Date of all Posted Credit Support held by the Secured Party exceeds (b) the Moody’s Second Trigger Credit Support Amount for such Valuation Date.
 
(C)  
“Credit Support Amount” shall not apply. For purposes of calculating any Delivery Amount or Return Amount for any Valuation Date, reference shall be made to the S&PCredit Support Amount, the Moody’s First Trigger Credit Support Amount, or the Moody’s Second Trigger Credit Support Amount, in each case for such Valuation Date, as provided in Paragraphs 13(b)(i)(A) and 13(b)(i)(B), above.
 
(ii)  
Eligible Collateral.
 
On any date, the following items will qualify as “Eligible Collateral” (for the avoidance of doubt, all Eligible Collateral to be denominated in USD):
 




 
 
Collateral
S&P Valuation
Percentage
Moody’s
First Trigger Valuation Percentage
Moody’s
Second Trigger Valuation Percentage
(A)  Cash
100%
100%
100%
       
(B)  Fixed-rate negotiable debt obligations issued by the U.S. Treasury Department having a remaining maturity on such date of not more than one year
98.5%
100%
100%
       
(C)  Fixed-rate negotiable debt obligations issued by the U.S. Treasury Department having a remaining maturity on such date of more than one year but not more than ten years
89.9%
100%
94%
       
(D)  Fixed-rate negotiable debt obligations issued by the U.S. Treasury Department having a remaining maturity on such date of more than ten years
83.9%
100%
87%

 
(iii)  
Other Eligible Support. 
 
The following items will qualify as “Other Eligible Support” for the party specified:
 
Not applicable.
 
(iv)  
Threshold.
 
(A)  
“Independent Amount” means zero with respect to Party A and Party B.
 
(B)  
“Threshold” means, with respect to Party A and any Valuation Date, zero if (i) a Collateral Event has occurred and has been continuing (x) for at least 30 days or (y) since this Annex was executed, or (ii) a Required Ratings Downgrade Event has occurred and is continuing; otherwise, infinity.
 
  “Threshold” means, with respect to Party B and any Valuation Date, infinity.
 
(C)  
“Minimum Transfer Amount” means USD 100,000 with respect to Party A and Party B; provided, however, that if the aggregate Certificate Principal Balance of the Certificates and the aggregate principal balance of the Notes rated by S&P ceases to be more than USD 50,000,000, the “Minimum Transfer Amount” shall be USD 50,000.
 
(D)  
Rounding: The Delivery Amount will be rounded up to the nearest integral multiple of USD 10,000. The Return Amount will be rounded down to the nearest integral multiple of USD 10,000.
 
(c)  
Valuation and Timing.
 
(i)            
“Valuation Agent” means Party A; provided, however, that if an Event of Default has occurred and is continuing with respect to Party A, then the parties shall have the right to designate a financial institution which will qualify as a Reference Market-maker and acceptable to both parties to act as Valuation Agent, the cost for which shall be borne by Party A, until the earlier of (i) a designation under Section 6(c)(ii), or (ii) the discontinuance of such Event of Default with respect to Party A. All calculations by the Valuation Agent must be made in accordance with standard market practice, including, in the event of a dispute as to the Value of any Eligible Credit Support or Posted Credit Support, by making reference to quotations received by the Valuation Agent from one or more Pricing Sources.
 
(ii)           
“Valuation Date” means each Wednesday or if such day is not a Local Business Day, the next following Local Business Day in each week on which any of the S&P Credit Support Amount, the Moody’s First Trigger Credit Support Amount or the Moody’s Second Trigger Credit Support Amount is greater than zero.
 
 
(iii)
“Valuation Time” means the close of business in New York on the Local Business Day immediately preceding the Valuation Date or date of calculation, as applicable; provided that the calculations of Value and Exposure will be made as of approximately the same time on the same date.”
 
 
(iv)
The Valuation Agent will notify each party (or the other party, if the Valuation Agent is a party) of its calculations not later than the Notification Time on the applicable Valuation Date (or in the case of Paragraph 6(d), the Local Business Day following the day on which such relevant calculations are performed).”
 
“Notification Time” means 11:00 a.m., New York time, on a Local Business Day.
 
(iii)  
External Verification. Notwithstanding anything to the contrary in the definitions of Valuation Agent or Valuation Date, at any time at which Party A’s Credit Support Provider does not have a long-term unsubordinated and unsecured debt rating of at least “BBB+” from S&P, the Valuation Agent shall (A) calculate the Secured Party’s Exposure and the S&P Value of Posted Credit Support on each Valuation Date based on internal marks and (B) verify such calculations with external marks monthly by obtaining on the last Local Business Day of each calendar month two external marks for each Transaction to which this Annex relates and for all Posted Credit Support; such verification of the Secured Party’s Exposure shall be based on the higher of the two external marks. Each external mark in respect of a Transaction shall be obtained from an independent Reference Market-maker that would be eligible and willing to enter into such Transaction in the absence of the current derivative provider, provided that an external mark may not be obtained from the same Reference Market-maker more than four times in any 12-month period. The Valuation Agent shall obtain these external marks directly or through an independent third party, in either case at no cost to Party B. The Valuation Agent shall calculate on each Valuation Date (for purposes of this paragraph, the last Local Business Day in each calendar month referred to above shall be considered a Valuation Date) the Secured Party’s Exposure based on the greater of the Valuation Agent’s internal marks and the external marks received. If the S&P Value on any such Valuation Date of all Posted Credit Support then held by the Secured Party is less than the S&P Credit Support Amount on such Valuation Date (in each case as determined pursuant to this paragraph), Party A shall, within three Local Business Days of such Valuation Date, Transfer to the Secured Party Eligible Credit Support having an S&P Value as of the date of Transfer at least equal to such deficiency.
 
(iv)  
Notice to S&P. At any time at which Party A’s Credit Support Provider does not have a long-term unsubordinated and unsecured debt rating of at least “BBB+” from S&P, the Valuation Agent shall provide to S&P not later than the Notification Time on the Local Business Day following each Valuation Date its calculations of the Secured Party’s Exposure and the S&P Value of any Eligible Credit Support or Posted Credit Support for that Valuation Date. The Valuation Agent shall also provide to S&P any external marks received pursuant to the preceding paragraph.
 
(d)  
Conditions Precedent and Secured Party’s Rights and Remedies. The following Termination Events will be a “Specified Condition” for the party specified (that party being the Affected Party if the Termination Event occurs with respect to that party): With respect to Party A: any Additional Termination Event with respect to which Party A is the sole Affected Party. With respect to Party B: None.
 
(e)  
Substitution.
 
(i)  
Substitution Date” has the meaning specified in Paragraph 4(d)(ii).
 
(ii)  
Consent. If specified here as applicable, then the Pledgor must obtain the Secured Party’s consent for any substitution pursuant to Paragraph 4(d): Inapplicable.
 
(f)  
Dispute Resolution.
 
(i)  
Resolution Time” means 1:00 p.m. New York time on the Local Business Day following the date on which the notice of the dispute is given under Paragraph 5.
 
(ii)  
Value. Notwithstanding anything to the contrary in Paragraph 12, for the purpose of Paragraphs 5(i)(C) and 5(ii), the S&P Value, Moody’s First Trigger Value, and Moody’s Second Trigger Value, on any date, of Eligible Collateral other than Cash will be calculated as follows:
 
For Eligible Collateral in the form of securities listed in Paragraph 13(b)(ii): the sum of (A) the product of (1) the bid price at the Valuation Time for such securities by any principal market maker for such securities selected by the Valuation Agent, or if no such bid price is listed or quoted for such date, the bid price listed or quoted (as the case may be) at the Valuation Time for the day next preceding such date on which such prices were available and (2) the applicable Valuation Percentage for such Eligible Collateral, and (B) the accrued interest on such securities (except to the extent Transferred to the Pledgor pursuant to Paragraph 6(d)(ii) or included in the applicable price referred to in the immediately preceding clause (A)) as of such date.
 
(iii)  
Alternative. The provisions of Paragraph 5 will apply.
 
(g)  
Holding and Using Posted Collateral.
 
Eligibility to Hold Posted Collateral; Custodians.  Party B (or any Custodian) will be entitled to hold Posted Collateral pursuant to Paragraph 6(b). provided that the following conditions applicable to the Custodian are satisfied:
 
(i)  
Party B may appoint as Custodian (A) the entity then serving as Supplemental Interest Trust Trustee or (B) any entity other than the entity then serving as Supplemental Interest Trust Trustee if such other entity (or, to the extent applicable, its parent company or credit support provider) shall then have a short-term unsecured and unsubordinated debt rating from S&P of at least “A-1.”
 
Initially, the Custodian for Party B is: The Supplemental Interest Trust Trustee.
 
(ii)  
Use of Posted Collateral. The provisions of Paragraph 6(c)(i) will not apply to Party B, but the provisions of Paragraph 6(c)(ii) will apply to Party B.
 
(h)  
Distributions and Interest Amount.
 
(i)  
Interest Rate. The “Interest Rate” will be the actual interest rate earned on Posted Collateral in the form of Cash that is held by Party B or its Custodian. Posted Collateral in the form of Cash shall be invested in such overnight (or redeemable within two Local Business Days of demand) Permitted Investments rated at least (x) AAAm or AAAm-G by S&P and (y) Prime-1 by Moody’s or Aaa by Moody’s, as directed by Party A (unless (x) an Event of Default or an Additional Termination Event has occurred with respect to which Party A is the defaulting or sole Affected Party or (y) an Early Termination Date has been designated, in which case such Posted Collateral shall be held uninvested). Gains and losses incurred in respect of any investment of Posted Collateral in the form of Cash in Permitted Investments as directed by Party A shall be for the account of Party A.
 
(ii)  
Transfer of Interest Amount. The Transfer of the Interest Amount will be made on the second Local Business Day following the end of each calendar month and on any other Local Business Day on which Posted Collateral in the form of Cash is Transferred to the Pledgor pursuant to Paragraph 3(b); provided, however, that the obligation of Party B to Transfer any Interest Amount to Party A shall be limited to the extent that Party B has earned and received such funds and such funds are available only to Party B.
 
(iii)  
Alternative to Interest Amount. The provisions of Paragraph 6(d)(ii) will apply.
 
(i)  
Additional Representation(s). There are no additional representations by either party.
 
(j)  
Other Eligible Support and Other Posted Support.
 
(i)  
Value” with respect to Other Eligible Support and Other Posted Support means: not applicable.
 
(ii)  
Transfer” with respect to Other Eligible Support and Other Posted Support means: not applicable.
 
(k)  
Demands and Notices.All demands, specifications and notices under this Annex will be made pursuant to the Notices Section of this Agreement, except that any demand, specification or notice shall be given to or made at the following addresses, or at such other address as the relevant party may from time to time designate by giving notice (in accordance with the terms of this paragraph) to the other party:
 
If to Party A, at the address specified pursuant to the Notices Section of this Agreement.
 
If to Party B or to Party B’s Custodian, at the address specified pursuant to the Notices Section of this Agreement.
 
(l)  
Address for Transfers. Each Transfer hereunder shall be made to the address specified below or to an address specified in writing from time to time by the party to which such Transfer will be made.
 
 
For Party A: As agreed upon between the parties from time to time.
 

For Party B: For Cash:
 
Wells Fargo Bank, N.A.
San Francisco, CA
ABA# 121000248
Acct# 3970771416
Acct Name: SAS Clearing
FFC: 53139603, Option One 2007-3 Swap Collateral Account
For Treasury Securities:

Wells Fargo Bank, N.A.
San Francisco, CA
ABA# 121000248
Acct# 3970771416
FFC: 53139603, Option One 2007-3 Swap Collateral Account
 
(m)  
Other Provisions.
 
(i)  
Collateral Account. Party B shall open and maintain a segregated account, which shall be an Eligible Account, and hold, record and identify all Posted Collateral in such segregated account.
 
(ii)  
Agreement as to Single Secured Party and Single Pledgor. Party A and Party B hereby agree that, notwithstanding anything to the contrary in this Annex, (a) the term “Secured Party” as used in this Annex means only Party B, (b) the term “Pledgor” as used in this Annex means only Party A, (c) only Party A makes the pledge and grant in Paragraph 2, the acknowledgement in the final sentence of Paragraph 8(a) and the representations in Paragraph 9.
 
(iii)  
Calculation of Value. Paragraph 4(c) is hereby amended by deleting the word “Value” and inserting in lieu thereof “S&P Value, Moody’s First Trigger Value, Moody’s Second Trigger Value”. Paragraph 4(d)(ii) is hereby amended by (A) deleting the words “a Value” and inserting in lieu thereof “an S&PValue, Moody’s First Trigger Value, and Moody’s Second Trigger Value” and (B) deleting the words “the Value” and inserting in lieu thereof “S&P Value, Moody’s First Trigger Value, and Moody’s Second Trigger Value”. Paragraph 5 (flush language) is hereby amended by deleting the word “Value” and inserting in lieu thereof “S&PValue, Moody’s First Trigger Value, or Moody’s Second Trigger Value”. Paragraph 5(i) (flush language) is hereby amended by deleting the word “Value” and inserting in lieu thereof “S&P Value, Moody’s First Trigger Value, and Moody’s Second Trigger Value”. Paragraph 5(i)(C) is hereby amended by deleting the word “the Value, if” and inserting in lieu thereof “any one or more of the S&P Value, Moody’s First Trigger Value, or Moody’s Second Trigger Value, as may be”. Paragraph 5(ii) is hereby amended by (1) deleting the first instance of the words “the Value” and inserting in lieu thereof “any one or more of the S&P Value, Moody’s First Trigger Value, or Moody’s Second Trigger Value” and (2) deleting the second instance of the words “the Value” and inserting in lieu thereof “such disputed S&P Value, Moody’s First Trigger Value, or Moody’s Second Trigger Value”. Each of Paragraph 8(b)(iv)(B) and Paragraph 11(a) is hereby amended by deleting the word “Value” and inserting in lieu thereof “least of the S&PValue, Moody’s First Trigger Value, and Moody’s Second Trigger Value”.
 
(iv)  
Form of Annex. Party A and Party B hereby agree that the text of Paragraphs 1 through 12, inclusive, of this Annex is intended to be the printed form of ISDA Credit Support Annex (Bilateral Form - ISDA Agreements Subject to New York Law Only version) as published and copyrighted in 1994 by the International Swaps and Derivatives Association, Inc.
 
(v)  
Events of Default. Paragraph 7 will not apply to cause any Event of Default to exist with respect to Party B except that Paragraph 7(i) will apply to Party B solely in respect of Party B’s obligations under Paragraph 3(b) of the Credit Support Annex. Notwithstanding anything to the contrary in Paragraph 7, any failure by Party A to comply with or perform any obligation to be complied with or performed by Party A under the Credit Support Annex shall only be an Event of Default if (A) a Required Ratings Downgrade Event has occurred and been continuing for 30 or more Local Business Days, and (B) such failure is not remedied on or before the third Local Business Day after notice of such failure is given to Party A.
 
(vi)  
Expenses. Notwithstanding anything to the contrary in Paragraph 10, the Pledgor will be responsible for, and will reimburse the Secured Party for, all transfer and other taxes and other costs involved in any Transfer of Eligible Collateral.
 
(vii)  
Withholding. Paragraph 6(d)(ii) is hereby amended by inserting immediately after “the Interest Amount” in the fourth line thereof the words “less any applicable withholding taxes.”
 
(viii) Additional Definitions. As used in this Annex:
 
“Collateral Event” means that no Relevant Entity has credit ratings at least equal to the Approved Ratings Threshold.
 
 “Exposure” has the meaning specified in Paragraph 12, except that after the word “Agreement” the words “(assuming, for this purpose only, that Part 1(f) of the Schedule is deleted)” shall be inserted.
 
Local Business Day” means, for purposes of this Annex: any day on which (A) commercial banks are open for business (including dealings in foreign exchange and foreign currency deposits) in New York and the location of Party A, Party B and any Custodian, and (B) in relation to a Transfer of Eligible Collateral, any day on which the clearance system agreed between the parties for the delivery of Eligible Collateral is open for acceptance and execution of settlement instructions (or in the case of a Transfer of Cash or other Eligible Collateral for which delivery is contemplated by other means a day on which commercial banks are open for business (including dealings in foreign exchange and foreign deposits) in New York and the location of Party A, Party B and any Custodian.
 
“Moody’s First Trigger Credit Support Amount” means, for any Valuation Date, the excess, if any, of
 
 
(I)
(A)
for any Valuation Date on which (I) a Moody’s First Trigger Ratings Event has occurred and has been continuing (x) for at least 30 Local Business Days or (y) since this Annex was executed and (II) it is not the case that a Moody’s Second Trigger Ratings Event has occurred and been continuing for at least 30 Local Business Days, an amount equal to the greater of (a) zero and (b) the sum of (i) the Secured Party’s Exposure for such Valuation Date and (ii) the sum, for each Transaction to which this Annex relates, of
 
the product of (i) the applicable Moody’s First Trigger Factor set forth in Table 1, (ii) the Scale Factor, if any, for such Transaction, or, if no Scale Factor is applicable for such Transaction, one, and (iii) the Notional Amount for such Transaction for the Calculation Period for such Transaction (each as defined in the related Confirmation) which includes such Valuation Date; or
 
 
(B)
for any other Valuation Date, zero, over
 
(II) the Threshold for Party A such Valuation Date.
 
“Moody’s First Trigger Value” means, on any date and with respect to any Eligible Collateral other than Cash, the bid price obtained by the Valuation Agent multiplied by the Moody’s First Trigger Valuation Percentage for such Eligible Collateral set forth in Paragraph 13(b)(ii).
 
“Moody’s Second Trigger Credit Support Amount” means, for any Valuation Date, the excess, if any, of
 
 
(I)
(A)
for any Valuation Date on which it is the case that a Moody’s Second Trigger Ratings Event has occurred and been continuing for at least 30 Local Business Days, an amount equal to the greatest of (a) zero, (b) the aggregate amount of the next payment due to be paid by Party A under each Transaction to which this Annex relates, and (c) the sum of (x) the Secured Party’s Exposure for such Valuation Date and (y) the sum, for each Transaction to which this Annex relates, of
 
(1)           if such Transaction is not a Transaction-Specific Hedge,
 
the product of (i) the applicable Moody’s Second Trigger Factor set forth in Table 2, (ii) the Scale Factor, if any, for such Transaction, or, if no Scale Factor is applicable for such Transaction, one, and (iii) the Notional Amount for such Transaction for the Calculation Period for such Transaction (each as defined in the related Confirmation) which includes such Valuation Date; or
 
(2)           if such Transaction is a Transaction-Specific Hedge,
 
the product of (i) the applicable Moody’s Second Trigger Factor set forth in Table 3, (ii) the Scale Factor, if any, for such Transaction, or, if no Scale Factor is applicable for such Transaction, one, and (iii) the Notional Amount for such Transaction for the Calculation Period for such Transaction (each as defined in the related Confirmation) which includes such Valuation Date; or
 
 
(B)
for any other Valuation Date, zero, over
 
(II)          the Threshold for Party A for such Valuation Date.
 
 “Moody’s Second Trigger Value” means, on any date and with respect to any Eligible Collateral other than Cash, the bid price obtained by the Valuation Agent multiplied by the Moody’s Second Trigger Valuation Percentage for such Eligible Collateral set forth in Paragraph 13(b)(ii).
 
“Pricing Sources” means the sources of financial information commonly known as Bloomberg, Bridge Information Services, Data Resources Inc., Interactive Data Services, International Securities Market Association, Merrill Lynch Securities Pricing Service, Muller Data Corporation, Reuters, Wood Gundy, Trepp Pricing, JJ Kenny, S&P and Telerate.
 
“Remaining Weighted Average Maturity” means, with respect to a Transaction, the expected weighted average maturity for such Transaction as determined by the Valuation Agent. 
 
“S&P Approved Ratings Downgrade Event” means that no Relevant Entity has credit ratings at least equal to the S&P Approved Ratings Threshold.
 
“S&P Credit Support Amount” means, for any Valuation Date, the excess, if any, of
 
 
(I)
(A)
for any Valuation Date on which (i) a S&P Approved Ratings Downgrade Event has occurred and been continuing for at least 30 days, or (ii) a S&P Required Ratings Downgrade Event has occurred and is continuing, an amount equal to the sum of (1) 100.0% of the Secured Party’s Exposure for such Valuation Date and (2) the sum, for each Transaction to which this Annex relates, of the product of (i) the Volatility Buffer for such Transaction, (ii) the Scale Factor, if any, for such Transaction, or, if no Scale Factor is applicable for such Transaction, one, and (iii) the Notional Amount of such Transaction for the Calculation Period of such Transaction (each as defined in the related Confirmation) which includes such Valuation Date, or
 
 
(B)
for any other Valuation Date, zero, over
 
(II)          the Threshold for Party A for such Valuation Date.
 
“S&P Required Ratings Downgrade Event” means that no Relevant Entity has credit ratings at least equal to the S&P Required Ratings Threshold.
 
“S&P Value” means, on any date and with respect to any Eligible Collateral other than Cash, the product of (A) the bid price obtained by the Valuation Agent for such Eligible Collateral and (B) the S&P Valuation Percentage for such Eligible Collateral set forth in paragraph 13(b)(ii).
 
“Transaction Exposure” means, for any Transaction, Exposure determined as if such Transaction were the only Transaction between the Secured Party and the Pledgor.
 
“Transaction-Specific Hedge” means any Transaction that is (i) an interest rate swap in respect of which (x) the notional amount of the interest rate swap is “balance guaranteed” or (y) the notional amount of the interest rate swap for any Calculation Period (as defined in the related Confirmation) otherwise is not a specific dollar amount that is fixed at the inception of the Transaction, (ii) an interest rate cap, (iii) an interest rate floor or (iv) an interest rate swaption.
 
“Valuation Percentage” shall mean, for purposes of determining the S&P Value, Moody’s First Trigger Value, or Moody’s Second Trigger Value with respect to any Eligible Collateral or Posted Collateral, the applicable S&P Valuation Percentage, Moody’s First Trigger Valuation Percentage, or Moody’s Second Trigger Valuation Percentage for such Eligible Collateral or Posted Collateral, respectively, in each case as set forth in Paragraph 13(b)(ii).
 
“Value” shall mean, in respect of any date, the related S&P Value, the related Moody’s First Trigger Value, and the related Moody’s Second Trigger Value.
 
“Volatility Buffer” means, for any Transaction, the related percentage set forth in the following table.
 
The higher of the S&P credit rating of (i) Party A and (ii) the Credit Support Provider of Party A, if applicable
Remaining Weighted Average Maturity of such Transaction
up to 3 years
Remaining Weighted Average Maturity of such Transaction
up to 5 years
Remaining Weighted Average Maturity of such Transaction
up to 10 years
Remaining Weighted Average Maturity of such Transaction
up to 30 years
A-2” or higher
2.75%
3.25%
4.00%
4.75%
A-3”
3.25%
4.00%
5.00%
6.25%
BB+” or lower
3.50%
4.50%
6.75%
7.50%

 
[Remainder of this page intentionally left blank]
 



Table 1
 
Moody’s First Trigger Factor
 
 
Remaining
Weighted Average Life
of Hedge in Years
Weekly
Collateral
Posting
1 or less
0.25%
More than 1 but not more than 2
0.50%
More than 2 but not more than 3
0.70%
More than 3 but not more than 4
1.00%
More than 4 but not more than 5
1.20%
More than 5 but not more than 6
1.40%
More than 6 but not more than 7
1.60%
More than 7 but not more than 8
1.80%
More than 8 but not more than 9
2.00%
More than 9 but not more than 10
2.20%
More than 10 but not more than 11
2.30%
More than 11 but not more than 12
2.50%
More than 12 but not more than 13
2.70%
More than 13 but not more than 14
2.80%
More than 14 but not more than 15
3.00%
More than 15 but not more than 16
3.20%
More than 16 but not more than 17
3.30%
More than 17 but not more than 18
3.50%
More than 18 but not more than 19
3.60%
More than 19 but not more than 20
3.70%
More than 20 but not more than 21
3.90%
More than 21 but not more than 22
4.00%
More than 22 but not more than 23
4.00%
More than 23 but not more than 24
4.00%
More than 24 but not more than 25
4.00%
More than 25 but not more than 26
4.00%
More than 26 but not more than 27
4.00%
More than 27 but not more than 28
4.00%
More than 28 but not more than 29
4.00%
More than 29
4.00%

 



Table 2
 
Moody’s Second Trigger Factor for Interest Rate Swaps with Fixed Notional Amounts
 

Remaining
Weighted Average Life
of Hedge in Years
Weekly
Collateral
Posting
1 or less
0.60%
More than 1 but not more than 2
1.20%
More than 2 but not more than 3
1.70%
More than 3 but not more than 4
2.30%
More than 4 but not more than 5
2.80%
More than 5 but not more than 6
3.30%
More than 6 but not more than 7
3.80%
More than 7 but not more than 8
4.30%
More than 8 but not more than 9
4.80%
More than 9 but not more than 10
5.30%
More than 10 but not more than 11
5.60%
More than 11 but not more than 12
6.00%
More than 12 but not more than 13
6.40%
More than 13 but not more than 14
6.80%
More than 14 but not more than 15
7.20%
More than 15 but not more than 16
7.60%
More than 16 but not more than 17
7.90%
More than 17 but not more than 18
8.30%
More than 18 but not more than 19
8.60%
More than 19 but not more than 20
9.00%
More than 20 but not more than 21
9.00%
More than 21 but not more than 22
9.00%
More than 22 but not more than 23
9.00%
More than 23 but not more than 24
9.00%
More than 24 but not more than 25
9.00%
More than 25 but not more than 26
9.00%
More than 26 but not more than 27
9.00%
More than 27 but not more than 28
9.00%
More than 28 but not more than 29
9.00%
More than 29
9.00%

 

 

 




Table 3
 
Moody’s Second Trigger Factor for Transaction-Specific Hedges
 

Remaining
Weighted Average Life
of Hedge in Years
Weekly
Collateral
Posting
1 or less
0.75%
More than 1 but not more than 2
1.50%
More than 2 but not more than 3
2.20%
More than 3 but not more than 4
2.90%
More than 4 but not more than 5
3.60%
More than 5 but not more than 6
4.20%
More than 6 but not more than 7
4.80%
More than 7 but not more than 8
5.40%
More than 8 but not more than 9
6.00%
More than 9 but not more than 10
6.60%
More than 10 but not more than 11
7.00%
More than 11 but not more than 12
7.50%
More than 12 but not more than 13
8.00%
More than 13 but not more than 14
8.50%
More than 14 but not more than 15
9.00%
More than 15 but not more than 16
9.50%
More than 16 but not more than 17
9.90%
More than 17 but not more than 18
10.40%
More than 18 but not more than 19
10.80%
More than 19 but not more than 20
11.00%
More than 20 but not more than 21
11.00%
More than 21 but not more than 22
11.00%
More than 22 but not more than 23
11.00%
More than 23 but not more than 24
11.00%
More than 24 but not more than 25
11.00%
More than 25 but not more than 26
11.00%
More than 26 but not more than 27
11.00%
More than 27 but not more than 28
11.00%
More than 28 but not more than 29
11.00%
More than 29
11.00%

 

 


IN WITNESS WHEREOF, the parties have executed this Annex by their duly authorized representatives as of the date of the Agreement.
 

 
Lehman Brothers Special Financing Inc.
 
Wells Fargo Bank, N.A., not individually, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Option One Mortgage Loan Trust 2007-3, Asset-Backed Certificates, Series 2007-3
         
         
By:
   
By:
 
Name:
   
Name:
 
Title:
   
Title:
 
Date:
   
Date:
 



 




EXHIBIT J
 
FORM OF INVESTMENT LETTER [NON-RULE 144A]
 
[DATE]

Option One Mortgage Acceptance Corporation
3 Ada
Irvine, California 92618
 
Wells Fargo Bank, N.A.
9062 Old Annapolis Road
Columbia, Maryland 21045-1951
 

 
Re:
Option One Mortgage Loan Trust 2007-3, Asset-Backed Certificates Series 2007-3

Ladies and Gentlemen:
 
In connection with our acquisition of the above-captioned Certificates, we certify that (a) we understand that the Certificates are not being registered under the Securities Act of 1933, as amended (the “Act”), or any state securities laws and are being transferred to us in a transaction that is exempt from the registration requirements of the Act and any such laws, (b) we are an Aaccredited investor,” as defined in Regulation D under the Act, and have such knowledge and experience in financial and business matters that we are capable of evaluating the merits and risks of investments in the Certificates, (c) we have had the opportunity to ask questions of and receive answers from the Depositor concerning the purchase of the Certificates and all matters relating thereto or any additional information deemed necessary to our decision to purchase the Certificates, (d) either (i) we are not an employee benefit plan that is subject to the Employee Retirement Income Security Act of 1974, as amended, or a plan that is subject to Section 4975 of the Internal Revenue Code of 1986, as amended, nor are we acting on behalf of any such plan or (ii) we have provided the Opinion of Counsel as required under Section 5.02(d) of the Pooling and Servicing Agreement, (e) we are acquiring the Certificates for investment for our own account and not with a view to any distribution of such Certificates (but without prejudice to our right at all times to sell or otherwise dispose of the Certificates in accordance with clause (g) below), (f) we have not offered or sold any Certificates to, or solicited offers to buy any Certificates from, any person, or otherwise approached or negotiated with any person with respect thereto, or taken any other action which would result in a violation of Section 5 of the Act, and (g) we will not sell, transfer or otherwise dispose of any Certificates unless (1) such sale, transfer or other disposition is made pursuant to an effective registration statement under the Act or is exempt from such registration requirements, and if requested, we will at our expense provide an opinion of counsel satisfactory to the addressees of this Certificate that such sale, transfer or other disposition may be made pursuant to an exemption from the Act, (2) the purchaser or transferee of such Certificate has executed and delivered to you a certificate to substantially the same effect as this certificate, and (3) the purchaser or transferee has otherwise complied with any conditions for transfer set forth in the Pooling and Servicing Agreement.
 

 
Very truly yours,
 
[NAME OF TRANSFEREE]
 
 
By:
 
 
 Authorized Officer





FORM OF RULE 144A INVESTMENT LETTER
 
[DATE]

Option One Mortgage Acceptance Corporation
3 Ada
Irvine, California 92618
 
Wells Fargo Bank, N.A.
9062 Old Annapolis Road
Columbia, Maryland 21045-1951
 
 
[Swap Provider]

 
Re:
Option One Mortgage Loan Trust 2007-3, Asset-Backed Certificates Series 2007-3

Ladies and Gentlemen:
 
In connection with our acquisition of the above Certificates we certify that:
 
(a)      we understand that the Certificates are not being registered under the Securities Act of 1933, as amended (the “Act”), or any state securities laws and are being transferred to us in a transaction that is exempt from the registration requirements of the Act and any such laws;
 
(b)      we have had the opportunity to ask questions of and receive answers from the Depositor concerning the purchase of the Certificates and all matters relating thereto or any additional information deemed necessary to our decision to purchase the Certificates;
 
(c)      either (i) we are not an employee benefit plan that is subject to the Employee Retirement Income Security Act of 1974, as amended, or a plan that is subject to Section 4975 of the Internal Revenue Code of 1986, as amended, nor are we acting on behalf of any such plan or (ii) we have provided the Opinion of Counsel as required under Section 5.02(d) of the Pooling and Servicing Agreement;
 
(d)      we have not, nor has anyone acting on our behalf offered, transferred, pledged, sold or otherwise disposed of the Certificates, any interest in the Certificates or any other similar security to, or solicited any offer to buy or accept a transfer, pledge or other disposition of the Certificates, any interest in the Certificates or any other similar security from, or otherwise approached or negotiated with respect to the Certificates, any interest in the Certificates or any other similar security with, any person in any manner, or made any general solicitation by means of general advertising or in any other manner, or taken any other action, that would constitute a distribution of the Certificates under the Securities Act or that would render the disposition of the Certificates a violation of Section 5 of the Securities Act or require registration pursuant thereto, nor will act, nor has authorized or will authorize any person to act, in such manner with respect to the Certificates; and
 
(e)      we are a “qualified institutional buyer” as that term is defined in Rule 144A under the Securities Act and have completed either of the forms of certification to that effect attached hereto as Annex 1 or Annex 2. We are aware that the sale to us is being made in reliance on Rule 144A. We are acquiring the Certificates for our own account or for resale pursuant to Rule 144A and further, understand that such Certificates may be resold, pledged or transferred only (i) to a person reasonably believed to be a qualified institutional buyer that purchases for its own account or for the account of a qualified institutional buyer to whom notice is given that the resale, pledge or transfer is being made in reliance on Rule 144A, or (ii) pursuant to another exemption from registration under the Securities Act.
 
(f)      with respect to a transfer of the Class C Certificates, the Transferee agrees to provide to the Trustee and the Swap Provider the appropriate tax certification form (i.e., IRS Form W-9 or IRS Form W-8BEN, W-8IMY or W-8ECI, as applicable (or any successor form thereto)), and agrees to update such forms (i) upon expiration of any such form, (ii) as required under then applicable U.S. Treasury regulations and (iii) promptly upon learning that any IRS Form W-9 or IRS Form W-8BEN, W-8IMY, W-8EXP or W-8ECI, as applicable (or any successor form thereto), has become obsolete or incorrect. In addition, if the transfer contemplated hereby causes the Supplemental Interest Trust to be beneficially owned by two or more persons for federal income tax purposes, or continue to be so treated, (a) each Transferee shall comply with the foregoing conditions, (b) the proposed majority Holder of the Class C Certificates (or each Holder, if there is or would be no majority Holder) (A) shall provide, or cause to be provided, on behalf of the Supplemental Interest Trust the appropriate tax certification form that would be required from the Supplemental Interest Trust to eliminate any withholding or deduction for taxes from amounts payable by the Swap Provider, pursuant to the Interest Rate Swap Agreement, to the Trustee, the Swap Provider on behalf of the Supplemental Interest Trust (i.e., IRS Form W-9 or IRS Form W-8BEN, W-8IMY or W-8ECI, as applicable (or any successor form thereto) as a condition to such transfer, together with any applicable attachments) and (B) each Transferee agrees to update such form (x) upon expiration of any such form, (y) as required under then applicable U.S. Treasury regulations and (z) promptly upon learning that such form has become obsolete or incorrect.
 
The Transferee hereby authorizes the Trustee to provide any such tax certification form to the Swap Provider, upon its request, solely to the extent the Swap Provider has not received such IRS Form directly from the Holder of the Class C Certificates. Each Holder of a Class C Certificate by its purchase of such Certificate is deemed to consent to any such IRS Form being so forwarded. Upon the request of the Swap Provider, the Trustee shall be required to forward any tax certification received by it to the Swap Provider at the last known address provided to it, and, subject to Section 8.01 of the Pooling and Servicing Agreement, shall not be liable for the receipt of such tax certification by the Swap Provider, nor any action taken or not taken by the Swap Provider with respect to such tax certification. Any purported sales or transfers of the Class C Certificate to a Transferee which does not comply with the requirements of the preceding paragraph shall be deemed null and void under the Pooling and Servicing Agreement. The Trustee shall have no duty to take any action to correct any misstatement or omission in any tax certification provided to it by the Holder of the Class C Certificates and forwarded to the Swap Provider.
 
Very truly yours,
 
[NAME OF TRANSFEREE]
 
 
By:
 
 
 Authorized Officer




ANNEX 1 TO EXHIBIT J
QUALIFIED INSTITUTIONAL BUYER STATUS UNDER SEC RULE 144A
 
[For Transferees Other Than Registered Investment Companies]
 
The undersigned (the “Buyer”) hereby certifies as follows to the parties listed in the Rule 144A Transferee Certificate to which this certification relates with respect to the Certificates described therein:
 
1.      As indicated below, the undersigned is the President, Chief Financial Officer, Senior Vice President or other executive officer of the Buyer.
 
2.      In connection with purchases by the Buyer, the Buyer is a “qualified institutional buyer” as that term is defined in Rule 144A under the Securities Act of 1933, as amended (“Rule 144A”) because (i) the Buyer owned and/or invested on a discretionary basis $_______1  in securities (except for the excluded securities referred to below) as of the end of the Buyer’s most recent fiscal year (such amount being calculated in accordance with Rule 144A and (ii) the Buyer satisfies the criteria in the category marked below.
 
Corporation, etc. The Buyer is a corporation (other than a bank, savings and loan association or similar institution), Massachusetts or similar business trust, partnership, or charitable organization described in Section 501 (c) (3) of the Internal Revenue Code of 1986, as amended.
 
Bank. The Buyer (a) is a national bank or banking institution organized under the laws of any State, territory or the District of Columbia, the business of which is substantially confined to banking and is supervised by the State or territorial banking commission or similar official or is a foreign bank or equivalent institution, and (b) has an audited net worth of at least $25,000,000 as demonstrated in its latest annual financial statements, a copy of which is attached hereto.
 
Savings and Loan. The Buyer (a) is a savings and loan association, building and loan association, cooperative bank, homestead association or similar institution, which is supervised and examined by a State or Federal authority having supervision over any such institutions or is a foreign savings and loan association or equivalent institution and (b) has an audited net worth of at least $25,000,000 as demonstrated in its latest annual financial statements, a copy of which is attached hereto.
 
Broker-dealer. The Buyer is a dealer registered pursuant to Section 15 of the Securities Exchange Act of 1934.
 
Insurance Company. The Buyer is an insurance company whose primary and predominant business activity is the writing of insurance or the reinsuring of risks underwritten by insurance companies and which is subject to supervision by the insurance commissioner or a similar official or agency of a State, territory or the District of Columbia.
 

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

 
 
State or Local Plan. The Buyer is a plan established and maintained by a State, its political subdivisions, or any agency or instrumentality of the State or its political subdivisions, for the benefit of its employees.
 
ERISA Plan. The Buyer is an employee benefit plan within the meaning of Title I of the Employee Retirement Income Security Act of 1974.
 
Investment Advisor. The Buyer is an investment advisor registered under the Investment Advisors Act of 1940.
 
Small Business Investment Company. Buyer is a small business investment company licensed by the U.S. Small Business Administration under Section 301(c) or (d) of the Small Business Investment Act of 1958.
 
Business Development Company. Buyer is a business development company as defined in Section 202(a)(22) of the Investment Advisors Act of 1940.
 
3.      The term “securities” as used herein does not include (i) securities of issuers that are affiliated with the Buyer, (ii) securities that are part of an unsold allotment to or subscription by the Buyer, if the Buyer is a dealer, (iii) securities issued or guaranteed by the U.S. or any instrumentality thereof, (iv) bank deposit notes and certificates of deposit (v) loan participations, (vi) repurchase agreements, (vii) securities owned but subject to a repurchase agreement and (viii) currency, interest rate and commodity swaps.
 
4.      For purposes of determining the aggregate amount of securities owned and/or invested on a discretionary basis by the Buyer, the Buyer used the cost of such securities to the Buyer and did not include any of the securities referred to in the preceding paragraph, except (i) where the Buyer reports its securities holdings in its financial statements on the basis of their market value, and (ii) no current information with respect to the cost of those securities has been published. If clause (ii) in the preceding sentence applies, the securities may be valued at market. Further, in determining such aggregate amount, the Buyer may have included securities owned by subsidiaries of the Buyer, but only if such subsidiaries are consolidated with the Buyer in its financial statements prepared in accordance with generally accepted accounting principles and if the investments of such subsidiaries are managed under the Buyer’s direction. However, such securities were not included if the Buyer is a majority-owned, consolidated subsidiary of another enterprise and the Buyer is not itself a reporting company under the Securities Exchange Act of 1934, as amended.
 
5.      The Buyer acknowledges that it is familiar with Rule 144A and understands that the seller to it and other parties related to the Certificates are relying and will continue to rely on the statements made herein because one or more sales to the Buyer may be in reliance on Rule 144A.
 
6.      Until the date of purchase of the Rule 144A Securities, the Buyer will notify each of the parties to which this certification is made of any changes in the information and conclusions herein. Until such notice is given, the Buyer’s purchase of the Certificates will constitute a reaffirmation of this certification as of the date of such purchase. In addition, if the Buyer is a bank or savings and loan is provided above, the Buyer agrees that it will furnish to such parties updated annual financial statements promptly after they become available.
 
 
Print Name of Buyer
   
   
By:
 
 
Name:
 
Title:
 
Date:





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

 

 




EXHIBIT K
 
FORM OF RESIDUAL CERTIFICATES TRANSFER AFFIDAVIT
PURSUANT TO SECTION 5.02(d)
 
OPTION ONE MORTGAGE LOAN TRUST 2007-3,
ASSET-BACKED CERTIFICATES, SERIES 2007-3
 
STATE OF_____________
)
 
 
)
ss.:
COUNTY OF___________
)
 

The undersigned, being first duly sworn, deposes and says as follows:
 
1.  The undersigned is an officer of _____________________________, the proposed Transferee of an Ownership Interest in a Residual Certificate (the “Certificate”) issued pursuant to the Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”), among Option One Mortgage Acceptance Corporation, as depositor (the “Depositor”), Option One Mortgage Corporation, as servicer (the “ Servicer”) and Wells Fargo Bank, N.A., as trustee (the “Trustee”). Capitalized terms used, but not defined herein or in Exhibit 1 hereto, shall have the meanings ascribed to such terms in the Agreement. The Transferee has authorized the undersigned to make this affidavit on behalf of the Transferee for the benefit of the Depositor and the Trustee.
 
2.  The Transferee is, as of the date hereof, and will be, as of the date of the Transfer, a Permitted Transferee. The Transferee is acquiring its Ownership Interest in the Certificate for its own account. The Transferee has no knowledge that any such affidavit is false.
 
3.  The Transferee has been advised of, and understands that (i) a tax will be imposed on Transfers of the Certificate to Persons that are not Permitted Transferees; (ii) such tax will be imposed on the transferor, or, if such Transfer is through an agent (which includes a broker, nominee or middleman) for a Person that is not a Permitted Transferee, on the agent; and (iii) the Person otherwise liable for the tax shall be relieved of liability for the tax if the subsequent Transferee furnished to such Person an affidavit that such subsequent Transferee is a Permitted Transferee and, at the time of Transfer, such Person does not have actual knowledge that the affidavit is false.
 
4.  The Transferee has been advised of, and understands that a tax will be imposed on a “pass-through entity” holding the Certificate if at any time during the taxable year of the pass-through entity a Person that is not a Permitted Transferee is the record holder of an interest in such entity. The Transferee understands that such tax will not be imposed for any period with respect to which the record holder furnishes to the pass-through entity an affidavit that such record holder is a Permitted Transferee and the pass-through entity does not have actual knowledge that such affidavit is false. (For this purpose, a “pass-through entity” includes a regulated investment company, a real estate investment trust or common trust fund, a partnership, trust or estate, and certain cooperatives and, except as may be provided in Treasury Regulations, persons holding interests in pass-through entities as a nominee for another Person.)
 
5.  The Transferee has reviewed the provisions of Section 5.02(d) of the Agreement and understands the legal consequences of the acquisition of an Ownership Interest in the Certificate including, without limitation, the restrictions on subsequent Transfers and the provisions regarding voiding the Transfer and mandatory sales. The Transferee expressly agrees to be bound by and to abide by the provisions of Section 5.02(d) of the Agreement and the restrictions noted on the face of the Certificate. The Transferee understands and agrees that any breach of any of the representations included herein shall render the Transfer to the Transferee contemplated hereby null and void.
 
6.  The Transferee agrees to require a Transfer Affidavit from any Person to whom the Transferee attempts to Transfer its Ownership Interest in the Certificate, and in connection with any Transfer by a Person for whom the Transferee is acting as nominee, trustee or agent, and the Transferee will not Transfer its Ownership Interest or cause any Ownership Interest to be Transferred to any Person that the Transferee knows is not a Permitted Transferee. In connection with any such Transfer by the Transferee, the Transferee agrees to deliver to the Trustee a certificate substantially in the form set forth as Exhibit L to the Agreement (a “Transferor Certificate”) to the effect that such Transferee has no actual knowledge that the Person to which the Transfer is to be made is not a Permitted Transferee.
 
7.  The Transferee has historically paid its debts as they have come due, intends to pay its debts as they come due in the future, and understands that the taxes payable with respect to the Certificate may exceed the cash flow with respect thereto in some or all periods and intends to pay such taxes as they become due. The Transferee does not have the intention to impede the assessment or collection of any tax legally required to be paid with respect to the Certificate.
 
8.  The Transferee’s taxpayer identification number is [_________].
 
9.  The Transferee is a U.S. Person as defined in Code Section 7701(a)(30).
 
10.  The Transferee is aware that the Certificate may be a “noneconomic residual interest” within the meaning of proposed Treasury regulations promulgated pursuant to the Code and that the transferor of a noneconomic residual interest will remain liable for any taxes due with respect to the income on such residual interest, unless no significant purpose of the transfer was to impede the assessment or collection of tax.
 
11.  The Transferee will not cause income from the Certificate to be attributable to a foreign permanent establishment or fixed base, within the meaning of an applicable income tax treaty, of the Transferee or any other U.S. person.
 
12.  Check one of the following:
 
[      ]    The present value of the anticipated tax liabilities associated with holding the Certificate, as applicable, does not exceed the sum of:
 
 
(i)
the present value of any consideration given to the Transferee to acquire such Certificate;
 
 
(ii)
the present value of the expected future distributions on such Certificate; and
 
 
(iii)
the present value of the anticipated tax savings associated with holding such Certificate as the related REMIC generates losses.
 
For purposes of this calculation, (i) the Transferee is assumed to pay tax at the highest rate currently specified in Section 11(b) of the Code (but the tax rate in Section 55(b)(1)(B) of the Code may be used in lieu of the highest rate specified in Section 11(b) of the Code if the Transferee has been subject to the alternative minimum tax under Section 55 of the Code in the preceding two years and will compute its taxable income in the current taxable year using the alternative minimum tax rate) and (ii) present values are computed using a discount rate equal to the short-term Federal rate prescribed by Section 1274(d) of the Code for the month of the transfer and the compounding period used by the Transferee.
 
[    ]    The transfer of the Certificate complies with U.S. Treasury Regulations Sections 1.860E-1(c)(5) and (6) and, accordingly,
 
 
(i)
the Transferee is an “eligible corporation,” as defined in U.S. Treasury Regulations Section 1.860E-1(c)(6)(i), as to which income from the Certificate will only be taxed in the United States;
 
 
(ii)
at the time of the transfer, and at the close of the Transferee’s two fiscal years preceding the year of the transfer, the Transferee had gross assets for financial reporting purposes (excluding any obligation of a person related to the Transferee within the meaning of U.S. Treasury Regulations Section 1.860E-1(c)(6)(ii)) in excess of $100 million and net assets in excess of $10 million;
 
 
(iii)
the Transferee will transfer the Certificate only to another “eligible corporation,” as defined in U.S. Treasury Regulations Section 1.860E-1(c)(6)(i), in a transaction that satisfies the requirements of Sections 1.860E-1(c)(4)(i), (ii) and (iii) and Section 1.860E-1(c)(5) of the U.S. Treasury Regulations; and
 
 
(iv)
the Transferee determined the consideration paid to it to acquire the Certificate based on reasonable market assumptions (including, but not limited to, borrowing and investment rates, prepayment and loss assumptions, expense and reinvestment assumptions, tax rates and other factors specific to the Transferee) that it has determined in good faith.
 
[    ]    None of the above.
 
13.  The Transferee is not an employee benefit plan that is subject to Title I of ERISA or a plan that is subject to Section 4975 of the Code or a plan subject to any Federal, state or local law that is substantially similar to Title I of ERISA or Section 4975 of the Code, and the Transferee is not acting on behalf of or investing plan assets of such a plan.



IN WITNESS WHEREOF, the Transferee has caused this instrument to be executed on its behalf, pursuant to authority of its Board of Directors, by its duly authorized officer and its corporate seal to be hereunto affixed, duly attested, this _____ day of ___________, 20__.
 

[TRANSFEREE]
   
   
   
By:
 
 
Name: 
 
Title: 

[Corporate Seal]


ATTEST:

_____________________________________
[Assistant] Secretary


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

 
NOTARY PUBLIC
 
 
My Commission expires the _____ day of _________, 20____


[Corporate Seal]


ATTEST:


[Assistant] Secretary




Personally appeared before me the above-named __________________________, known or proved to me to be the same person who executed the foregoing instrument and to be the ____________________ of the Transferee, and acknowledged that he executed the same as his free act and deed and the free act and deed of the Transferee.
 
Subscribed and sworn before me this ____ day of __________, ____.
 
 
NOTARY PUBLIC
 
 
My Commission expires the _____ day of _________, 20____




 




EXHIBIT L
 
FORM OF TRANSFEROR CERTIFICATE
 
[DATE]
 

Option One Mortgage Acceptance Corporation
3 Ada
Irvine, California 92618


 
Re:
Option One Mortgage Loan Trust 2007-3, Asset-Backed Certificates Series 2007-3

Ladies and Gentlemen:
 
In connection with our disposition of the above Certificates we certify that (a) we understand that the Certificates have not been registered under the Securities Act of 1933, as amended (the “Act”), and are being disposed by us in a transaction that is exempt from the registration requirements of the Act, (b) we have not offered or sold any Certificates to, or solicited offers to buy any Certificates from, any person, or otherwise approached or negotiated with any person with respect thereto, in a manner that would be deemed, or taken any other action which would result in, a violation of Section 5 of the Act, (c) to the extent we are disposing of a Class [ ] Certificate, we have no knowledge the Transferee is not a Permitted Transferee and (d) no purpose of the proposed disposition of a Class [ ] Certificate is to impede the assessment or collection of tax.
 

Very truly yours,
 
 TRANSFEROR
 
 
By:
 
Name:
Title:

 
 




EXHIBIT M
 
FORM OF ERISA REPRESENTATION LETTER
 
_____________, 20__

Option One Mortgage Acceptance Corporation
3 Ada
Irvine, California 92618
Wells Fargo Bank, N.A.
9062 Old Annapolis Road
Columbia, Maryland 21045-1951
   
Option One Mortgage Corporation
3 Ada
Irvine, California 92618
 

 
Re:
Option One Mortgage Loan Trust 2007-3, Asset-Backed Certificates Series 2007-3

Dear Sirs:
 
_______________________________ (the “Transferee”) intends to acquire from ___________________________ (the “Transferor”) $____________ Initial Certificate Principal Balance Option One Mortgage Loan Trust 2007-3, Asset-Backed Certificates Series 2007-3, Class [C][P][R][R-X] (the “Certificates”), issued pursuant to a Pooling and Servicing Agreement (the “Pooling and Servicing Agreement”) dated as of April 1, 2007 among Option One Mortgage Acceptance Corporation as depositor (the “Depositor”), Option One Mortgage Corporation as servicer (the “Servicer”) and Wells Fargo Bank, N.A. as trustee (the “Trustee”). Capitalized terms used herein and not otherwise defined shall have the meanings assigned thereto in the Pooling and Servicing Agreement. The Transferee hereby certifies, represents and warrants to, and covenants with the Depositor, the Trustee and the Servicer the following:
 
The Certificates (i) are not being acquired by, and will not be transferred to, any employee benefit plan within the meaning of section 3(3) of the Employee Retirement Income Security Act of 1974, as amended (“ERISA”), or other retirement arrangement, including individual retirement accounts and annuities, Keogh plans and bank collective investment funds and insurance company general or separate accounts in which such plans, accounts or arrangements are invested, that is subject to Section 406 of ERISA or Section 4975 of the Internal Revenue Code of 1986 (the “Code”) (any of the foregoing, a “Plan”), (ii) are not being acquired with “plan assets” of a Plan within the meaning of the Department of Labor (“DOL”) regulation, 29 C.F.R. § 2510.3-101, and (iii) will not be transferred to any entity that is deemed to be investing in plan assets within the meaning of the DOL regulation at 29 C.F.R. § 2510.3-101.
 

Very truly yours,
 
 
By:
 
Name:
Title:

 
 




EXHIBIT N
 
FORM OF SWAP ADMINISTRATION AGREEMENT
 

This Swap Administration Agreement, dated as of April 12, 2007 (this “Agreement”), among Wells Fargo Bank, N.A., a national banking association (“Wells Fargo Bank, N.A.”), as swap administrator (in such capacity, the “Swap Administrator”), Wells Fargo Bank, N.A., as trustee for Option One Mortgage Loan Trust 2007-3, Asset-Backed Pass-Through Certificates, Series 2007-3 (in such capacity, the “Trustee”), Wells Fargo Bank, N.A., as supplemental interest trust trustee (in such capacity, the “Supplemental Interest Trust Trustee”) and Option One Mortgage Capital Corporation (“Option One”).
 
WHEREAS, Wells Fargo Bank, N.A., as Trustee for Option One Mortgage Loan Trust 2007-3, Asset-Backed Pass-Through Certificates, Series 2007-3, is counterparty to an Interest Rate Swap Agreement (the “Swap Agreement”), a copy of which is attached hereto as Exhibit A, between Wells Fargo Bank, N.A. as Supplemental Interest Trust Trustee and Lehman Brothers Special Financing Inc. (the “Swap Provider”);
 
WHEREAS, it is desirable to irrevocably appoint the Swap Administrator, and the Swap Administrator desires to accept such appointment, to receive and distribute funds payable by the Swap Provider under the Swap Agreement as provided herein; and
 
NOW, THEREFORE, in consideration of the mutual covenants contained herein, and for other good and valuable consideration, the receipt and adequacy of which are hereby acknowledged, the parties agree as follows:
 
1.             Definitions. Capitalized terms used but not otherwise defined herein shall have the respective meanings assigned thereto in the Pooling and Servicing Agreement or in the related Indenture, as the case may be, as in effect on the date hereof.
 
2.          Swap Administrator.
 
(a)           
The Supplemental Interest Trust Trustee will receive all funds paid by the Swap Provider or its successors in interest under the Swap Agreement (including any Swap Termination Payment). The Supplemental Interest Trust Trustee hereby appoints the Swap Administrator to receive such amounts on each Distribution Date and the Swap Administrator accepts such appointment. Thereafter, the Swap Administrator hereby agrees to distribute on each Distribution Date such amounts in the following order of priority:
 
(i)  first, to the Trustee for deposit into the Swap Account, an amount equal to the sum of the following amounts remaining outstanding after distribution of the Net Monthly Excess Cashflow (other than with respect to any Certificates beneficially owned by Option One or its Affiliates of which a Responsible Officer of the Trustee has actual knowledge): (A) Unpaid Interest Shortfall Amounts, (B) Net WAC Rate Carryover Amounts; (C) An amount necessary to maintain or restore the Overcollateralization Target Amount, subject to Section 4.01 of the Pooling and Servicing Agreement; and (D) any Allocated Realized Loss Amounts;
 
(ii)  second, to Option One, any amounts remaining after payment of (i) above, provided, however, upon the issuance of notes by an issuer (the “Trust”), secured by all or a portion of the Class C Certificates and the Class P Certificates (the “NIM Notes”), Option One hereby instructs the Swap Administrator to make any payments under this clause 2(a)(ii) in the following order of priority:
 
(A)  
to the Indenture Trustee for the Trust, for deposit into the Note Account (each as to defined in the related Indenture), and until satisfaction and discharge of the Indenture, the Floating Amount (as defined in Annex I); and
 
(B)  
to the Holders of the Class C Certificates; provided; however, that any Swap Termination Payment received by the Swap Administrator, on behalf of the Supplemental Interest Trust Trustee, shall not be payable to the Holders of the Class C Certificates pursuant to this clause (ii)(B) without the prior written consent of the NIMS Insurer, if any, and the Rating Agencies.
 
(b)                  
The Swap Administrator, on behalf of the Supplemental Interest Trust Trustee, agrees to hold any amounts received under the Swap Agreement in trust upon the terms and conditions and for the exclusive use and benefit of the Trustee, the Indenture Trustee, as applicable (in turn for the benefit of the Certificateholders, the Noteholders and the NIMS Insurer, if any) as set forth herein. The rights, duties and liabilities of the Swap Administrator in respect of this Agreement shall be as follows:
 
(i) The Swap Administrator shall have the full power and authority to do all things not inconsistent with the provisions of this Agreement that it may deem advisable in order to enforce the provisions hereof. The Swap Administrator shall not be answerable or accountable except for its own bad faith, willful misconduct or negligence. The Swap Administrator shall not be required to take any action to exercise or enforce any of its rights or powers hereunder which, in the opinion of the Swap Administrator, shall be likely to involve expense or liability to the Swap Administrator, unless the Swap Administrator shall have received an agreement satisfactory to it in its sole discretion to indemnify it against such liability and expense.
 
(ii) The Swap Administrator shall not be liable with respect to any action taken or omitted to be taken by it in good faith in accordance with the direction of any party hereto or the NIMS Insurer, if any, or otherwise as provided herein, relating to the time, method and place of conducting any proceeding for any remedy available to the Swap Administrator or exercising any right or power conferred upon the Swap Administrator under this Agreement.
 
(iii) The Swap Administrator may perform any duties hereunder either directly or by or through agents or attorneys of the Swap Administrator. The Swap Administrator shall not be liable for the acts or omissions of its agents or attorneys so long as the Swap Administrator chose such Persons with due care.
 
3.              Swap Account. The Swap Administrator, on behalf of the Supplemental Interest Trust Trustee, shall segregate and hold all funds received pursuant to the Swap Agreement (including any Swap Termination Payment) separate and apart from any of its own funds and general assets and shall establish and maintain in the name of the Swap Administrator one or more segregated accounts (such account or accounts, the “Swap Account”), held in trust for the benefit of the Trustee, the Indenture Trustee, if any, and the parties to this Agreement. All amounts on deposit in the Swap Account shall remain uninvested unless the Swap Administrator receives instructions to the contrary from any party hereto, with the consent of the NIMS Insurer, if any. The Swap Administrator hereby agrees that and it holds and shall hold the Swap Account and all amounts deposited therein in trust for the exclusive use and benefit of the Trustee and the Indenture Trustee, if any, as their interests may appear.
 
4.           [Reserved].
 
5.              Representations and Warranties of Wells Fargo. Wells Fargo Bank, N.A. represents and warrants as follows:
 
(a)           
Wells Fargo Bank, N.A. is duly organized and validly existing as a national banking association under the laws of the United States and has all requisite power and authority to execute and deliver this Agreement, to perform its obligations as Swap Administrator hereunder.
 
(b)           
The execution, delivery and performance of this Agreement by Wells Fargo Bank, N.A. as Swap Administrator, Supplemental Interest Trust Trustee and Trustee have been duly authorized in the Pooling and Servicing Agreement and the Indenture.
 
(c)           
This Agreement has been duly executed and delivered by Wells Fargo Bank, N.A. as Swap Administrator, Supplemental Interest Trust Trustee and Trustee and is enforceable against Wells Fargo Bank, N.A. in such capacities in accordance with its terms, except as enforceability may be affected by bankruptcy, insolvency, fraudulent conveyance, reorganization, moratorium and other similar laws relating to or affecting creditors’ rights generally, general equitable principles (whether considered in a proceeding in equity or at law).
 
6.           Replacement of Swap Administrator.
 
Any corporation, bank, trust company or association into which the Swap Administrator may be merged or converted or with which it may be consolidated, or any corporation, bank, trust company or association resulting from any merger, conversion or consolidation to which the Swap Administrator shall be a party, or any corporation, bank, trust company or association succeeding to all or substantially all the corporate trust business of the Swap Administrator, shall be the successor of the Swap Administrator hereunder, without the execution or filing of any paper or any further act on the part of any of the parties hereto, except to the extent that assumption of its duties and obligations, as such, is not effected by operation of law.
 
No resignation or removal of the Swap Administrator and no appointment of a successor Swap Administrator shall become effective until the appointment by Option One of a successor swap administrator acceptable to the NIMS Insurer, if any. Any successor swap administrator shall execute such documents or instruments necessary or appropriate to vest in and confirm to such successor swap administrator all such rights and powers conferred by this Agreement.
 
The Swap Administrator may resign at any time by giving written notice thereof to the other parties hereto with a copy to the NIMS Insurer, if any. If a successor swap administrator shall not have accepted the appointment hereunder within 30 days after the giving by the resigning Swap Administrator of such notice of resignation, the resigning Swap Administrator may petition any court of competent jurisdiction for the appointment of a successor swap administrator acceptable to the NIMS Insurer, if any.
 
In the event of a resignation or removal of the Swap Administrator, Option One shall promptly appoint a successor swap administrator acceptable to the NIMS Insurer, if any. If no such appointment has been made within 10 days of the resignation or removal, the NIMS Insurer, if any, may appoint a successor swap administrator.
 
7.           Trustee Obligations.
 
Whenever the Trustee, in such capacity as the Supplemental Interest Trust Trustee, as a party to the Swap Agreement, has the option or is requested in such capacity, whether such request is by the counterparty to such agreement, to take any action or to give any consent, approval or waiver that it is entitled to take or give in such capacity, including, without limitation, in connection with an amendment of such agreement or the occurrence of a default or termination event thereunder, the Trustee, in such capacity as the Supplemental Interest Trust Trustee, shall promptly notify the parties hereto and the NIMS Insurer, if any, of such request in such detail as is available to it and, shall, on behalf of the parties hereto and the NIMS Insurer, if any, take such action in connection with the exercise and/or enforcement of any rights and/or remedies available to it in such capacity with respect to such request as the NIMS Insurer, if any, shall direct in writing; provided that if no such direction is received prior to the date that is established for taking such action or giving such consent, approval or waiver (notice of which date shall be given by the Trustee, in such capacity as the Supplemental Interest Trust Trustee, to the parties hereto and the NIMS Insurer, if any), the Trustee, in such capacity as the Supplemental Interest Trust Trustee, may abstain from taking such action or giving such consent, approval or waiver.
 
The Trustee, in such capacity as the Supplemental Interest Trust Trustee, shall forward to the parties hereto and the NIMS Insurer, if any, on the Payment Date following its receipt thereof copies of any and all notices, statements, reports and/or other material communications and information (collectively, the “Swap Reports”) that it receives in connection with the Swap Agreement or from the counterparty thereto.
 
8.          Miscellaneous.
 
(a)           
This Agreement shall be governed by and construed in accordance with the laws of the State of New York.
 
(b)                   
Any action or proceeding against any of the parties hereto relating in any way to this Agreement may be brought and enforced in the courts of the State of New York sitting in the borough of Manhattan or of the United States District Court for the Southern District of New York and the Swap Administrator irrevocably submits to the jurisdiction of each such court in respect of any such action or proceeding. The Swap Administrator waives, to the fullest extent permitted by law, any right to remove any such action or proceeding by reason of improper venue or inconvenient forum.
 
(c)           
This Agreement may be amended, supplemented or modified in writing by the parties hereto, but only with the consent of the NIMS Insurer, if any.
 
(d)                 
This Agreement may not be assigned or transferred without the prior written consent of the NIMS Insurer, if any; provided, however, the parties hereto acknowledge and agree to the assignment of the rights of Option One as provided under this Agreement pursuant to the Sale Agreement, the Trust Agreement and the Indenture.
 
(e)           
This Agreement may be executed by one or more of the parties to this Agreement on any number of separate counterparts (including by facsimile transmission), and all such counterparts taken together shall be deemed to constitute one and the same instrument.
 
(f)                   
Any provision of this Agreement which is prohibited or unenforceable in any jurisdiction shall, as to such jurisdiction, be ineffective to the extent of such prohibition or unenforceability without invalidating the remaining provisions hereof, and any such prohibition or unenforceability in any jurisdiction shall not invalidate or render unenforceable such provision in any other jurisdiction.
 
(g)           
The representations and warranties made by the parties to this Agreement shall survive the execution and delivery of this Agreement. No act or omission on the part of any party hereto shall constitute a waiver of any such representation or warranty.
 
(h)           
The article and section headings herein are for convenience of reference only, and shall not limit or otherwise affect the meaning hereof.
 
9.  Third Party Beneficiary. The Note Insurer, the Backup Note Insurer and the Indenture Trustee, if any, shall be deemed a third-party beneficiary of this Agreement to the same extent as if it were a party hereto, and shall have the right to enforce the provisions of this Agreement.
 
10.  Swap Administrator Rights. The Swap Administrator shall be entitled to the same rights, protections and indemnities afforded to the Trustee under the Pooling and Servicing Agreement and the Indenture Trustee under the Indenture, in each case, as if specifically set forth herein with respect to the Swap Administrator.
 
11.  Limited Recourse. Notwithstanding any other provisions of this Agreement, the obligations of the Trustee under this Agreement are limited recourse obligations of the Trustee. Such obligations are non-recourse to the Trustee, its assets and its property other than the assets of the Trust Fund, and following realization of such assets, any claims of any party hereto shall be extinguished and shall not thereafter be reinstated. No recourse shall be had against any principal, director, officer, employee, beneficiary, shareholder, partner, member, trustee, agent or affiliate of the Trustee or any person owning, directly or indirectly, any legal or beneficial interest in the Trustee, or any successors or assigns of any of the foregoing (the “Exculpated Parties”) for the payment of any amount payable under this Agreement. The parties hereto shall not enforce the liability and obligations of the Trustee to perform and observe the obligations contained in this Agreement by any action or proceeding wherein a money judgment establishing any personal liability shall be sought against the Trustee, subject to the following sentence, or the Exculpated Parties. The agreements in this paragraph shall survive termination of this Agreement and the performance of all obligations hereunder.
 
 
 


IN WITNESS WHEREOF, the parties have caused this Agreement to be duly executed and delivered as of the day and year first above written.

 
             
WELLS FARGO BANK, N.A.
as Swap Administrator
                           
                           
             
By:
 
             
Name:
 
             
Title:
 
 
             
WELLS FARGO BANK, N.A.
as Trustee
                           
                           
             
By:
 
             
Name:
 
             
Title:
 
 
             
WELLS FARGO BANK, N.A.
as Supplemental Interest Trust Trustee
                           
                           
             
By:
 
             
Name:
 
             
Title:
 
 
             
OPTION ONE MORTGAGE CAPITAL CORPORATION
                           
                           
             
By:
 
             
Name:
 
             
Title:
 

 



EXHIBIT A
 
INTEREST RATE SWAP AGREEMENT
 
See Exhibit I to the Pooling and Servicing Agreement



ANNEX I
 
The amounts paid under clause 2(a)(ii) of the Swap Administration Agreement shall be calculated as follows:

Floating Amount:
 
   
Floating Rate Payer:
Swap Administrator.
   
Floating Rate Option:
USD-LIBOR-BBA.
   
Floating Amount
The Floating Amount payable by Party A shall be an amount equal to (i) the Notional Amount * (ii) Floating Rate Option * (iii) Floating Rate Day Count Fraction.
   
Floating Rate Day Count Fraction:
Actual/360.
   
Notional Amount:
The aggregate certificate principal balance of the outstanding Class A and Mezzanine Certificates immediately prior to the related Distribution Date.


 




EXHIBIT O
 
FORM OF REMITTANCE REPORT
 
Standard File Layout - Trustee
 
 
 
Column Name
DESCRIPTION
Decimal
Comment
Max Size
LOAN_NBR
A unique identifier assigned to each loan by the originator.
 
Text up to 10 digits
10
SER_INVESTOR_NBR
A value assigned by the Servicer to define a group of loans.
 
Text up to 10 digits
20
SERVICER_LOAN_NBR
A unique number assigned to a loan by the Servicer. This may be different than the LOAN_NBR.
 
Text up to 10 digits
10
BORR_NEXT _PAY_DUE_DATE
The date at the end of processing cycle that the Borrower's next payment is due to the Servicer, as reported by Servicer.
 
MM/DD/YYYY
10
NOTE_INT_RATE
The loan interest rate as reported by the Servicer.
4
Max length of 6
6
ACTL_END _PRIN_BAL
The Borrower's actual principal balance at the end of the processing cycle.
2
No commas(,) or dollar signs ($)
11
SCHED_END_PRIN_BAL
The scheduled principal balance due to the investors at the end of a processing cycle.
2
No commas(,) or dollar signs ($)
11
ACTL_BEG _PRIN_BAL
The Borrower's actual principal balance at the beginning of the processing cycle.
2
No commas(,) or dollar signs ($)
11
SCHED_BEG_PRIN_BAL
The scheduled outstanding principal amount due at the beginning of the cycle date to be passed through to the investors.
2
No commas(,) or dollar signs ($)
11
SCHED_PAY_AMT
The scheduled monthly principal and scheduled interest payment that a Borrower is expected to pay; P&I constant.
2
No commas(,) or dollar signs ($)
11
SCHED_PRIN_ AMT
The scheduled principal amount as reported by the Servicer for the current cycle.
2
No commas(,) or dollar signs ($)
11
SERV_CURT _AMT_1
The first curtailment amount to be applied.
2
No commas(,) or dollar signs ($)
11
SERV_CURT _AMT_2
The second curtailment amount to be applied.
2
No commas(,) or dollar signs ($)
11
SERV_CURT _AMT_3
The third curtailment amount to be applied.
2
No commas(,) or dollar signs ($)
11
ACTION_CODE
The standard FNMA numeric code used to indicate the default/delinquent status of a particular loan.
 
Action Code Key: 15=Bankruptcy, 30=Foreclosure, 70=REO, 60=PIF, 63= Substitution, 65=Repurchase;
2
PIF_AMT
The loan "paid in full" amount as reported by the Servicer.
2
No commas(,) or dollar signs ($)
11
PIF_DATE
The paid in full date as reported by the Servicer.
 
MM/DD/YYYY
10
SCHED_GROSS_INTEREST_AMT
The amount of interest due on the outstanding scheduled principal balance in the current cycle.
2
No commas(,) or dollar signs ($)
11
LOAN_FEE_AMT
The monthly loan fee amount expressed in dollars and cents.
2
No commas(,) or dollar signs ($)
11
SERV_FEE_RATE
The Servicer's fee rate for a loan as reported by the Servicer.
4
Max length of 6
6
CR_LOSS_AMT
The amount of loss that is classified as a credit.
2
No commas(,) or dollar signs ($)
11
FRAUD_LOSS_AMT
The amount of loss that is attributable to a fraud claim.
2
No commas(,) or dollar signs ($)
11
BANKRUPTCY_LOSS_AMT
The amount of loss due to bankruptcy.
2
No commas(,) or dollar signs ($)
11
SPH_LOSS_AMT
The amount of loss that is classified as a special hazard.
2
No commas(,) or dollar signs ($)
11
PREPAY_PENALTY_ AMT
The penalty amount received when a Borrower prepays on his loan as reported by the Servicer.
2
No commas(,) or dollar signs ($)
11
PREPAY_PENALTY_ WAIVED
The prepayment penalty amount for the loan waived by the Servicer.
2
No commas(,) or dollar signs ($)
11
MOD_DATE
The effective payment date of the modification for the loan.
 
MM/DD/YYYY
10
MOD_TYPE
The modification type.
 
Varchar - value can be alpha or numeric
30
DELINQ_P&I_ADVANCE_AMT
The current outstanding principal and interest advances made by the Servicer.
2
No commas(,) or dollar signs ($)
11

 

 




EXHIBIT P
 
[Reserved]
 

 




EXHIBIT Q
 
[Reserved]
 

 




EXHIBIT R-1
 
FORM OF CERTIFICATION TO BE PROVIDED BY DEPOSITOR WITH FORM 10-K
 
I, _______________, the senior officer of Option One Mortgage Acceptance Corporation, certify that:
 
l. I have reviewed this report on Form 10-K and all reports on Form 10-D required to be filed in respect of the period covered by this report on Form 10-K of Option One Mortgage Loan Trust 2007-3, Asset-Backed Certificates, Series 2007-3 (the “Exchange Act periodic reports”);
 
2. Based on my knowledge, the Exchange Act periodic reports, taken as a whole, do not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;
 
3. Based on my knowledge, all of the distribution, servicing and other information required to be provided under the Form 10-D for the period covered by this report is included in the Exchange Act periodic reports;
 
4. Based on my knowledge and the servicer compliance statement required in this report under Item 1123 of Regulation AB, and except as disclosed in the Exchange Act periodic reports, the servicer has fulfilled its obligations under the servicing agreement; and
 
5. All of the reports on assessment of compliance with servicing criteria for asset-backed securities and their related attestation reports on assessment of compliance with servicing criteria for asset-backed securities required to be included in this report in accordance with Item 1122 of Regulation AB and Exchange Act Rules 13a-18 and 15d-18 have been included as an exhibit to this report, except as otherwise disclosed in this report. Any material instances of noncompliance described in such reports have been disclosed in this Form 10-K.
 
In giving the certifications above, I have reasonably relied on information provided to me by the following unaffiliated parties: Wells Fargo Bank, N.A.
 
Date: ___________________


OPTION ONE MORTGAGE ACCEPTANCE CORPORATION
 
 
By:
 
Name:
Title:







EXHIBIT R-2
 
FORM OF CERTIFICATION TO BE PROVIDED TO DEPOSITOR BY TRUSTEE
 
Re:
The [ ] agreement dated as of [ ], 200[ ] (the “Agreement”), among [IDENTIFY PARTIES]
 
I, ________________________________, the _______________________ of Wells Fargo Bank, N.A., certify to the Certifying Person and [the Depositor], and its officers, directors and affiliates, with the knowledge and intent that they will rely upon this certification, that:
 
(1) I have reviewed the annual report on Form 10-K for the fiscal year [ ] (the “Annual Report”) and all reports on Form 10-D required to be filed in respect of the period covered by the Annual Report (collectively with the Annual Report, the “Reports”) of the Trust;
 
(2) Based on my knowledge, the Reports, taken as a whole, does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in the light of the circumstances under which such statements were made, not misleading with respect to the period of time covered by the Annual Report;
 
(3) Based on my knowledge, the distribution information required to be provided by the Trustee under the Agreement for inclusion in the Reports is included in the Reports;
 
(4) I am responsible for reviewing the activities performed by the Trustee under the Agreement, and based on my knowledge and the compliance review conducted in preparing the compliance statement of the Trustee required in the Annual Report under Item 1123 of Regulation AB, and except as disclosed in the Reports, the Trustee has fulfilled its obligations under the Agreement in all material respects; and
 
(5) The report on assessment of compliance with servicing criteria for asset-backed securities of the Trustee and its related attestation report on assessment of compliance required to be included in the Annual Report in accordance with Item 1122 of Regulation AB and Exchange Act rules 13a-18 and 15d-18 has been included as an exhibit to the Annual Report. Any material instances of noncompliance are described in such report and have been disclosed in the Annual Report.
 

Date:
 
 
WELLS FARGO BANK, N.A., as Trustee
 
 
By:
 
Name:
Title:
Date:
 




EXHIBIT S
 
SERVICING CRITERIA TO BE ADDRESSED IN ASSESSMENT OF COMPLIANCE
 
Definitions
Primary Servicer - transaction party having borrower contact
Servicer - aggregator of pool assets
Securities Administrator - waterfall calculator (may be the Trustee, or may be the Servicer)
Back-up Servicer - named in the transaction (in the event a Back up Servicer becomes the Primary Servicer, follow Primary Servicer obligations)
Custodian - safe keeper of pool assets
Paying Agent - distributor of funds to ultimate investor
Trustee - fiduciary of the transaction

Note: The definitions above describe the essential function that the party performs, rather than the party’s title. So, for example, in a particular transaction, the trustee may perform the “paying agent” and “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
Servicer
Trustee
 
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
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
 
X
1122(d)(2)(vii)
Reconciliations are prepared on a monthly basis for all asset-backed securities related bank accounts, including custodial accounts and related bank clearing accounts. These reconciliations are (A) mathematically accurate; (B) prepared within 30 calendar days after the bank statement cutoff date, or such other number of days specified in the transaction agreements; (C) reviewed and approved by someone other than the person who prepared the reconciliation; and (D) contain explanations for reconciling items. These reconciling items are resolved within 90 calendar days of their original identification, or such other number of days specified in the transaction agreements.
X
X
X
 
Investor Remittances and Reporting
     
1122(d)(3)(i)
Reports to investors, including those to be filed with the Commission, are maintained in accordance with the transaction agreements and applicable Commission requirements. Specifically, such reports (A) are prepared in accordance with timeframes and other terms set forth in the transaction agreements; (B) provide information calculated in accordance with the terms specified in the transaction agreements; (C) are filed with the Commission as required by its rules and regulations; and (D) agree with investors’ or the trustee’s records as to the total unpaid principal balance and number of Pool Assets serviced by the Servicer.
X
X
X
1122(d)(3)(ii)
Amounts due to investors are allocated and remitted in accordance with timeframes, distribution priority and other terms set forth in the transaction agreements.
X
X
X
1122(d)(3)(iii)
Disbursements made to an investor are posted within two business days to the Servicer’s investor records, or such other number of days specified in the transaction agreements.
X
X
X
1122(d)(3)(iv)
Amounts remitted to investors per the investor reports agree with cancelled checks, or other form of payment, or custodial bank statements.
X
X
X
 
Pool Asset Administration
     
1122(d)(4)(i)
Collateral or security on pool assets is maintained as required by the transaction agreements or related pool asset documents.
X
X
X
1122(d)(4)(ii)
Pool assets and related documents are safeguarded as required by the transaction agreements
X
X
X
1122(d)(4)(iii)
Any additions, removals or substitutions to the asset pool are made, reviewed and approved in accordance with any conditions or requirements in the transaction agreements.
X
X
 
1122(d)(4)(iv)
Payments on pool assets, including any payoffs, made in accordance with the related pool asset documents are posted to the Servicer’s obligor records maintained no more than two business days after receipt, or such other number of days specified in the transaction agreements, and allocated to principal, interest or other items (e.g., escrow) in accordance with the related pool asset documents.
X
   
1122(d)(4)(v)
The Servicer’s records regarding the pool assets agree with the Servicer’s records with respect to an obligor’s unpaid principal balance.
X
   
1122(d)(4)(vi)
Changes with respect to the terms or status of an obligor's pool assets (e.g., loan modifications or re-agings) are made, reviewed and approved by authorized personnel in accordance with the transaction agreements and related pool asset documents.
X
X
 
1122(d)(4)(vii)
Loss mitigation or recovery actions (e.g., forbearance plans, modifications and deeds in lieu of foreclosure, foreclosures and repossessions, as applicable) are initiated, conducted and concluded in accordance with the timeframes or other requirements established by the transaction agreements.
X
X
 
1122(d)(4)(viii)
Records documenting collection efforts are maintained during the period a pool asset is delinquent in accordance with the transaction agreements. Such records are maintained on at least a monthly basis, or such other period specified in the transaction agreements, and describe the entity’s activities in monitoring delinquent pool assets including, for example, phone calls, letters and payment rescheduling plans in cases where delinquency is deemed temporary (e.g., illness or unemployment).
X
   
1122(d)(4)(ix)
Adjustments to interest rates or rates of return for pool assets with variable rates are computed based on the related pool asset documents.
X
X
 
1122(d)(4)(x)
Regarding any funds held in trust for an obligor (such as escrow accounts): (A) such funds are analyzed, in accordance with the obligor’s pool asset documents, on at least an annual basis, or such other period specified in the transaction agreements; (B) interest on such funds is paid, or credited, to obligors in accordance with applicable pool asset documents and state laws; and (C) such funds are returned to the obligor within 30 calendar days of full repayment of the related pool assets, or such other number of days specified in the transaction agreements.
X
   
1122(d)(4)(xi)
Payments made on behalf of an obligor (such as tax or insurance payments) are made on or before the related penalty or expiration dates, as indicated on the appropriate bills or notices for such payments, provided that such support has been received by the servicer at least 30 calendar days prior to these dates, or such other number of days specified in the transaction agreements.
X
   
1122(d)(4)(xii)
Any late payment penalties in connection with any payment to be made on behalf of an obligor are paid from the Servicer’s funds and not charged to the obligor, unless the late payment was due to the obligor’s error or omission.
X
   
1122(d)(4)(xiii)
Disbursements made on behalf of an obligor are posted within two business days to the obligor’s records maintained by the servicer, or such other number of days specified in the transaction agreements.
X
   
1122(d)(4)(xiv)
Delinquencies, charge-offs and uncollectible accounts are recognized and recorded in accordance with the transaction agreements.
X
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






EXHIBIT T
 
FORM 10-D, FORM 8-K AND FORM 10-K
 
REPORTING RESPONSIBILITY
 
As to each item described below, the entity indicated as the Responsible Party shall be primarily responsible for reporting the information to the Trustee pursuant to Section 3.25. If the Trustee is indicated below as to any item, then the Trustee is primarily responsible for obtaining that information.

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

Form
Item
Description
Responsible Party
10-D
Must be filed within 15 days of the Distribution Date.
1
Distribution and Pool Performance Information
 
Item 1121(a) - Distribution and Pool Performance Information
 
(1)    Any applicable record date, accrual date, determination date for calculating distributions and actual distribution dates for the distribution period.
4.03 statement
(2)    Cash flows received for distributions, fees and expenses.
4.03 statement
(3)    Calculated amounts and distribution of the flow of funds for the period itemized by type and priority of payment, including:
4.03 statement
(i)    Fees or expenses accrued and paid, with an identification of the general purpose of such fees and the party receiving such fees or expenses.
4.03 statement
(ii)    Payments accrued or paid with respect to enhancement or other support identified in Item 1114 of Regulation AB (such as insurance premiums or other enhancement maintenance fees), with an identification of the general purpose of such payments and the party receiving such payments.
4.03 statement
(iii)    Principal, interest and other distributions accrued and paid on the asset-backed securities by type and by class or series and any principal or interest shortfalls or carryovers.
4.03 statement
(iv)    The amount of excess cash flow or excess spread and the disposition of excess cash flow.
4.03 statement
(4)    Beginning and ending principal balances of the asset-backed securities.
4.03 statement
(5)    Interest rates applicable to the pool assets and the asset-backed securities, as applicable. Consider providing interest rate information for pool assets in appropriate distributional groups or incremental ranges.
4.03 statement
(6)   Beginning and ending balances of transaction accounts, such as reserve accounts, and material account activity during the period.
4.03 statement
(7)   Any amounts drawn on any credit enhancement or other support identified in Item 1114 of Regulation AB, as applicable, and the amount of coverage remaining under any such enhancement, if known and applicable.
4.03 statement
(8)    Number and amount of pool assets at the beginning and ending of each period, and updated pool composition information, such as weighted average coupon, weighted average life, weighted average remaining term, pool factors and prepayment amounts.
4.03 statement
 
Updated pool composition information fields to be as specified by Depositor from time to time
(9)    Delinquency and loss information for the period.
 
In addition, describe any material changes to the information specified in Item 1100(b)(5) of Regulation AB regarding the pool assets.
4.03 statement.
 
 
Form 10-D report: Depositor
(10)    Information on the amount, terms and general purpose of any advances made or reimbursed during the period, including the general use of funds advanced and the general source of funds for reimbursements.
4.03 statement
(11)    Any material modifications, extensions or waivers to pool asset terms, fees, penalties or payments during the distribution period or that have cumulatively become material over time.
4.03 statement
(12)    Material breaches of pool asset representations or warranties or transaction covenants.
Form 10-D report: Trustee
(13)    Information on ratio, coverage or other tests used for determining any early amortization, liquidation or other performance trigger and whether the trigger was met.
4.03 statement
(14)    Information regarding any new issuance of asset-backed securities backed by the same asset pool,
[information regarding] any pool asset changes (other than in connection with a pool asset converting into cash in accordance with its terms), such as additions or removals in connection with a prefunding or revolving period and pool asset substitutions and repurchases (and purchase rates, if applicable), and cash flows available for future purchases, such as the balances of any prefunding or revolving accounts, if applicable.
Disclose any material changes in the solicitation, credit-granting, underwriting, origination, acquisition or pool selection criteria or procedures, as applicable, used to originate, acquire or select the new pool assets.
Form 10-D report: Depositor
 
Form 10-D report: Depositor
 
 
 
 
Form 10-D report: Depositor
Item 1121(b) - Pre-Funding or Revolving Period Information
Updated pool information as required under Item 1121(b).
Depositor
2
Legal Proceedings
 
Item 1117 - Legal proceedings pending against the following entities, or their respective property, that is material to Certificateholders, including proceedings known to be contemplated by governmental authorities:
Seller
Depositor
Trustee
Issuing entity
Servicer
Originator
Custodian
 
 
 
Seller
Depositor
Trustee
Depositor
Servicer
Originator
Custodian
3
Sales of Securities and Use of Proceeds
 
Information from Item 2(a) of Part II of Form 10-Q:
 
With respect to any sale of securities by the sponsor, depositor or issuing entity, that are backed by the same asset pool or are otherwise issued by the issuing entity, whether or not registered, provide the sales and use of proceeds information in Item 701 of Regulation S-K. Pricing information can be omitted if securities were not registered.
 
 
 
Depositor
4
Defaults Upon Senior Securities
 
Information from Item 3 of Part II of Form 10-Q:
 
Report the occurrence of any Event of Default (after expiration of any grace period and provision of any required notice)
 
 
 
Trustee
5
Submission of Matters to a Vote of Security Holders
 
Information from Item 4 of Part II of Form 10-Q
Trustee
6
Significant Obligors of Pool Assets
 
Item 1112(b) - Significant Obligor Financial Information*
Depositor
*This information need only be reported on the Form 10-D for the distribution period in which updated information is required pursuant to the Item.
 
7
Significant Enhancement Provider Information
 
Item 1114(b)(2) - Credit Enhancement Provider Financial Information*
Determining applicable disclosure threshold
Obtaining required financial information or effecting incorporation by reference
 
 
Trustee
 
Depositor
Item 1115(b) - Derivative Counterparty Financial Information*
Determining current maximum probable exposure
Determining current significance percentage
Obtaining required financial information or effecting incorporation by reference
 
 
Trustee
 
Trustee
Depositor
*This information need only be reported on the Form 10-D for the distribution period in which updated information is required pursuant to the Items.
 
8
Other Information
 
Disclose any information required to be reported on Form 8-K during the period covered by the Form 10-D but not reported
The Responsible Party for the applicable Form 8-K item as indicated below
9
Exhibits
 
Distribution report
Trustee
Exhibits required by Item 601 of Regulation S-K, such as material agreements
Depositor
8-K
Must be filed within four business days of an event reportable on Form 8-K.
1.01
Entry into a Material Definitive Agreement
 
Disclosure is required regarding entry into or amendment of any definitive agreement that is material to the securitization, even if depositor is not a party.
Examples: servicing agreement, custodial agreement.
Note: disclosure not required as to definitive agreements that are fully disclosed in the prospectus
Depositor
1.02
Termination of a Material Definitive Agreement
 
Disclosure is required regarding termination of any definitive agreement that is material to the securitization (other than expiration in accordance with its terms), even if depositor is not a party.
Examples: servicing agreement, custodial agreement.
Depositor
1.03
Bankruptcy or Receivership
 
Disclosure is required regarding the bankruptcy or receivership, if known to the Servicer, with respect to any of the following:
Sponsor (Seller), Depositor, Servicer, Trustee, Cap Provider, Custodian
Depositor
2.04
Triggering Events that Accelerate or Increase a Direct Financial Obligation or an Obligation under an Off-Balance Sheet Arrangement
 
Includes an early amortization, performance trigger or other event, including event of default, that would materially alter the payment priority/distribution of cash flows/amortization schedule.
Disclosure will be made of events other than waterfall triggers which are disclosed in the 4.03 statement
Trustee
3.03
Material Modification to Rights of Security Holders
 
Disclosure is required of any material modification to documents defining the rights of Certificateholders, including the Pooling and Servicing Agreement
Trustee
5.03
Amendments to Articles of Incorporation or Bylaws; Change in Fiscal Year
 
Disclosure is required of any amendment “to the governing documents of the issuing entity”
Depositor
5.06
Change in Shell Company Status
 
[Not applicable to ABS issuers]
Depositor
6.01
ABS Informational and Computational Material
 
[Not included in reports to be filed under Section 4.07]
Depositor
6.02
Change of Servicer or Trustee
 
Requires disclosure of any removal, replacement, substitution or addition of any servicer, affiliated servicer, other servicer servicing 10% or more of pool assets at time of report, other material servicers, certificate administrator or trustee. Reg AB disclosure about any new servicer or trustee is also required.
Trustee or Servicer
6.03
Change in Credit Enhancement or Other External Support
 
Covers termination of any enhancement in manner other than by its terms, the addition of an enhancement, or a material change in the enhancement provided. Applies to external credit enhancements as well as derivatives. Reg AB disclosure about any new enhancement provider is also required.
Depositor or Trustee
6.04
Failure to Make a Required Distribution
Trustee
6.05
Securities Act Updating Disclosure
 
If any material pool characteristic differs by 5% or more at the time of issuance of the securities from the description in the final prospectus, provide updated Reg AB disclosure about the actual asset pool.
Depositor
If there are any new servicers or originators required to be disclosed under Regulation AB as a result of the foregoing, provide the information called for in Items 1108 and 1110 respectively.
Depositor
7.01
Regulation FD Disclosure
Depositor
8.01
Other Events
 
Any event, with respect to which information is not otherwise called for in Form 8-K, that the registrant deems of importance to security holders.
Depositor
9.01
Financial Statements and Exhibits
The Responsible Party applicable to reportable event
10-K
Must be filed within 90 days of the fiscal year end for the registrant.
9B
Other Information
 
Disclose any information required to be reported on Form 8-K during the fourth quarter covered by the Form 10-K but not reported
The Responsible Party for the applicable Form 8-K item as indicated above
15
Exhibits and Financial Statement Schedules
 
Item 1112(b) - Significant Obligor Financial Information
N/A
Item 1114(b)(2) - Credit Enhancement Provider Financial Information
Determining applicable disclosure threshold
Obtaining required financial information or effecting incorporation by reference
 
 
Trustee
Depositor
Item 1115(b) - Derivative Counterparty Financial Information
Determining current maximum probable exposure
Determining current significance percentage
Obtaining required financial information or effecting incorporation by reference
 
 
Trustee
 
Trustee
 
Depositor
Item 1119 - Affiliations and relationships between the following entities, or their respective affiliates, that are material to Certificateholders:
Seller
Depositor
Trustee
Issuing entity
Servicer
Originator
Custodian
Credit Enhancer/Support Provider, if any
Significant Obligor, if any
 
 
 
Seller
Depositor
Trustee
Issuing entity
Servicer
Originator
Custodian
Depositor
Depositor
Item 1122 - Assessment of Compliance with Servicing Criteria
Each Party participating in the servicing function
Item 1123 -Servicer Compliance Statement
Servicer

 




EXHIBIT U
 

 
ADDITIONAL DISCLOSURE NOTIFICATION
 

Wells Fargo Bank, N.A., as Trustee
9062 Old Annapolis Road
Columbia, Maryland 21045
Attn: Corporate Trust Services- [DEAL NAME]—SEC REPORT PROCESSING

RE: **Additional Form [10-D][10-K][8-K] Disclosure** Required


Ladies and Gentlemen:
 
In accordance with Section [ ] of the Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”), and Wells Fargo Bank, N. A., a national banking association, as Trustee (the “Trustee), the undersigned, as [ ], hereby notifies you that certain events have come to our attention that [will] [may] need to be disclosed on Form [10-D][10-K][8-K].
 
Description of Additional Form [10-D][10-K][8-K] Disclosure:
 



List of any Attachments hereto to be included in the Additional Form [10-D][10-K][8-K] Disclosure:
 



Any inquiries related to this notification should be directed to [                              ], phone number: [                          ]; email address: [                       ].
 
[NAME OF PARTY],
as [role]
   
By:
 
 
Name:
 
Title:

 




SCHEDULE I
 

 
PREPAYMENT CHARGE SCHEDULE
 

 
(AVAILABLE UPON REQUEST)