EX-4.1 3 d708009_ex4.htm SERIES SUPPLEMENT Unassociated Document

 
CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP.,
 
Depositor,
 
DLJ MORTGAGE CAPITAL, INC.,
 
Seller,
 
OCWEN LOAN SERVICING, LLC,
 
Servicer,
 
SELECT PORTFOLIO SERVICING, INC.,
 
Servicer
 
and
 
U.S. BANK NATIONAL ASSOCIATION,
 
Trustee
 
SERIES SUPPLEMENT
 
DATED AS OF AUGUST 1, 2007
 
TO
 
STANDARD TERMS OF POOLING AND SERVICING AGREEMENT
 
DATED AS OF AUGUST 1, 2007
 
relating to
 
CSMC ASSET-BACKED TRUST 2007-NC1 OSI
 
CSMC ASSET-BACKED PASS-THROUGH CERTIFICATES,
 
SERIES 2007-NC1 OSI
 
 

 
 

 
TABLE OF CONTENTS
 
ARTICLE I 
 
SECTION 1.01.
Definitions.
SECTION 1.02.
Allocation of Certain Interest Shortfalls.
   
ARTICLE II CONVEYANCE OF MORTGAGE LOANS; REPRESENTATIONS AND WARRANTIES 
 
SECTION 2.01.
Conveyance of Trust Fund.
SECTION 2.02.
Acceptance by the Trustee.
SECTION 2.03.
Representations and Warranties of the Seller and Servicer.
SECTION 2.04.
Representations and Warranties of the Depositor as to the Mortgage Loans.
SECTION 2.05.
Delivery of Opinion of Counsel in Connection with Substitutions.
SECTION 2.06.
Issuance of Certificates.
SECTION 2.07.
REMIC Provisions.
SECTION 2.08.
Covenants of the Servicer.
SECTION 2.09.
Conveyance of REMIC Regular Interests and Acceptance of REMIC I, REMIC II and REMIC III by the Trustee; Issuance of Certificates.
   
ARTICLE III ADMINISTRATION AND SERVICING OF MORTGAGE LOANS 
 
SECTION 3.01.
Servicer to Service Mortgage Loans.
SECTION 3.02.
Subservicing; Enforcement of the Obligations of Sub Servicers.
SECTION 3.03.
[Reserved].
SECTION 3.04.
Trustee to Act as Servicer.
SECTION 3.05.
Collection of Mortgage Loans; Collection Accounts; Certificate Account.
SECTION 3.06.
Establishment of and Deposits to Escrow Accounts; Permitted Withdrawals from Escrow Accounts; Payments of Taxes, Insurance and Other Charges.
SECTION 3.07.
Access to Certain Documentation and Information Regarding the Mortgage Loans; Inspections.
SECTION 3.08.
Permitted Withdrawals from the Collection Accounts and Certificate Account.
SECTION 3.09.
Maintenance of Hazard Insurance; Mortgage Impairment Insurance and Mortgage Guaranty Insurance Policy; Claims; Restoration of Mortgaged Property.
SECTION 3.10.
Enforcement of Due on Sale Clauses; Assumption Agreements.
SECTION 3.11.
Realization Upon Defaulted Mortgage Loans.
SECTION 3.12.
Trustee to Cooperate; Release of Mortgage Files.
SECTION 3.13.
Documents, Records and Funds in Possession of the Servicer to be Held for the Trust.
SECTION 3.14.
Servicing Fee.
SECTION 3.15.
Access to Certain Documentation.
SECTION 3.16.
Maintenance of Fidelity Bond and Errors and Omissions Insurance.
SECTION 3.17.
Special Serviced Mortgage Loans; Repurchase of Certain Mortgage Loans.
SECTION 3.18.
[Reserved].
SECTION 3.19.
Notification of Adjustments.
SECTION 3.20.
[Reserved].
SECTION 3.21.
Prepayment Premiums.
SECTION 3.22.
Advance Facility and Pledge of Servicing Rights.
   
ARTICLE IV PAYMENTS AND STATEMENTS TO CERTIFICATEHOLDERS 
 
SECTION 4.01.
Priorities of Distribution.
SECTION 4.02.
Allocation of Realized Losses.
SECTION 4.03.
Recoveries.
SECTION 4.04.
Monthly Statements to Certificateholders.
SECTION 4.05.
Servicer to Cooperate.
SECTION 4.06.
Basis Risk Reserve Fund.
SECTION 4.07.
Distributions on the REMIC I Regular Interests and REMIC II Regular Interests.
SECTION 4.08.
Supplemental Interest Trust.
SECTION 4.09.
Rights of Swap Counterparty.
SECTION 4.10.
Replacement Swap Counterparty.
   
ARTICLE V ADVANCES BY THE SERVICER 
 
SECTION 5.01.
Advances by the Servicer.
   
ARTICLE VI THE CERTIFICATES 
 
SECTION 6.01.
The Certificates.
SECTION 6.02.
Registration of Transfer and Exchange of Certificates.
SECTION 6.03.
Mutilated, Destroyed, Lost or Stolen Certificates.
SECTION 6.04.
Persons Deemed Owners.
SECTION 6.05.
Access to List of Certificateholders’ Names and Addresses.
SECTION 6.06.
Maintenance of Office or Agency.
SECTION 6.07.
Book Entry Certificates.
SECTION 6.08.
Notices to Clearing Agency.
SECTION 6.09.
Definitive Certificates.
   
ARTICLE VII THE DEPOSITOR, THE SELLER, THE SERVICER AND THE SPECIAL SERVICER 
 
SECTION 7.01.
Liabilities of the Seller, the Depositor, the Servicer and the Special Servicer.
SECTION 7.02.
Merger or Consolidation of the Seller, the Depositor, the Servicer or the Special Servicer.
SECTION 7.03.
Limitation on Liability of the Seller, the Depositor, the Servicer, the Special Servicer and Others.
SECTION 7.04.
The Servicer and the Special Servicer Not to Resign; Transfer of Servicing.
SECTION 7.05.
The Seller, the Special Servicer and the Servicer May Own Certificates.
   
ARTICLE VIII DEFAULT 
 
SECTION 8.01.
Events of Default.
SECTION 8.02.
Trustee to Act; Appointment of Successor.
SECTION 8.03.
Notification to Certificateholders.
SECTION 8.04.
Waiver of Events of Default.
   
ARTICLE IX CONCERNING THE TRUSTEE 
 
SECTION 9.01.
Duties of Trustee.
SECTION 9.02.
Certain Matters Affecting the Trustee.
SECTION 9.03.
Trustee Not Liable for Certificates or Mortgage Loans.
SECTION 9.04.
Trustee May Own Certificates.
SECTION 9.05.
Trustee’s Fees and Expenses.
SECTION 9.06.
Eligibility Requirements for Trustee.
SECTION 9.07.
Resignation and Removal of Trustee.
SECTION 9.08.
Successor Trustee.
SECTION 9.09.
Merger or Consolidation of Trustee.
SECTION 9.10.
Appointment of Co Trustee or Separate Trustee.
SECTION 9.11.
Office of the Trustee.
SECTION 9.12.
Tax Return.
SECTION 9.13.
Determination of Certificate Index.
SECTION 9.14.
Tax Matters.
SECTION 9.15.
Indemnification with Respect to Certain Taxes and Loss of REMIC Status.
   
ARTICLE X
 
   
ARTICLE XI TERMINATION 
 
SECTION 11.01.
Termination upon Liquidation or Purchase of all Mortgage Loans.
SECTION 11.02.
[Reserved].
SECTION 11.03.
Procedure Upon Optional Termination.
SECTION 11.04.
Additional Termination Requirements.
   
ARTICLE XII MISCELLANEOUS PROVISIONS 
 
SECTION 12.01.
Amendment.
SECTION 12.02.
Recordation of Agreement; Counterparts.
SECTION 12.03.
Governing Law.
SECTION 12.04.
Intention of Parties.
SECTION 12.05.
Notices.
SECTION 12.06.
Severability of Provisions.
SECTION 12.07.
Limitation on Rights of Certificateholders.
SECTION 12.08.
Certificates Nonassessable and Fully Paid.
SECTION 12.09.
Protection of Assets.
SECTION 12.10.
Non Solicitation.
 
 
ARTICLE XIII EXCHANGE ACT REPORTING 
 
SECTION 13.01.
Periodic Filings.
SECTION 13.02.
Annual Statements as to Compliance.
SECTION 13.03.
Report on Assessment of Compliance and Attestation.
 
 
EXHIBITS 
   
Exhibit A:
Standard Terms of Pooling and Servicing Agreement
Exhibit H-1:
Form of Servicer Report
Exhibit H-2:
Information to be Provided by the Servicer Relating to Modified Mortgage Loans
Exhibit M-1:
Form of Investment Letter
Exhibit M-2:
Form of Rule 144A Letter
Exhibit M-3:
Form of Regulation S Letter
Exhibit H-1:
Form of Servicer Report
Exhibit H-2:
Information to be Provided by the Servicer Relating to Modified Mortgage Loans
Exhibit R:
Relevant Servicing Criteria
Exhibit AA:
Form 10-D, Form 8-K and Form 10-K Reporting Responsibility
Exhibit BB:
Form of Depositor Certification
Exhibit CC:
Form of Trustee Certification for Monthly Statements
Exhibit DD:
Form of Servicer Certification
Exhibit EE:
Form of Assessment of Compliance
   
SCHEDULES 
 
Schedule I:
Mortgage Loan Schedule
Schedule IIA:
Representations and Warranties of Seller   DLJMC
Schedule IIB:
Representations and Warranties of Servicer - SPS
Schedule IIC:
Representations and Warranties of Servicer - Ocwen
Schedule IID:
[Reserved]
Schedule IIE:
[Reserved]
Schedule III:
Representations and Warranties of DLJMC - Mortgage Loans
   
   
APPENDICES 
 
Appendix A:
[RESERVED]
   
 
 
 

 
 
 
THIS SERIES SUPPLEMENT dated as of August 1, 2007 (the “Series Supplement”), to the STANDARD TERMS OF POOLING AND SERVICING AGREEMENT dated as of August 1, 2007 and attached hereto as Exhibit A (the “Standard Terms” and, together with this Series Supplement, the “Pooling and Servicing Agreement” or “Agreement”), is hereby executed by and among CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP., as depositor (the “Depositor”), DLJ MORTGAGE CAPITAL, INC. (“DLJMC”), as seller (in such capacity, the “Seller”), OCWEN LOAN SERVICING, LLC, as servicer after the Interim Servicing Period (“Ocwen”), SELECT PORTFOLIO SERVICING, INC., as servicer during the Interim Servicing Period (“SPS”) and U.S. BANK NATIONAL ASSOCIATION, as trustee (in such capacity, the “Trustee”).  Capitalized terms used in this Agreement and not otherwise defined will have the meanings assigned to them in Article I below or, if not defined therein, in the Standard Terms.
 
PRELIMINARY STATEMENT
 
The Depositor is the owner of the Trust Fund (other than the Trust’s rights under the Swap Agreement) that is hereby conveyed to the Trustee in return for the Certificates.  The Trust Fund (exclusive of the Swap Agreement and the assets held in the Supplemental Interest Account) for federal income tax purposes shall consist of four REMICs (referred to as “REMIC I,” “REMIC II” and “REMIC III”).
 
The terms and provisions of the Standard Terms are hereby incorporated by reference herein as though set forth in full herein, except that: (1) there will be no Master Servicer and all references to the “Master Servicer” in the Standard Terms shall be deleted in their entirety, (2) there will be no Trust Administrator and all references to the “Trust Administrator” in the Standard Terms shall refer to the “Trustee” with any duplicative references deleted in their entirety, (3) any reference to “Servicers” in the Standard Terms shall refer to the “Servicer”, (4) there will be no Modification Oversight Agent and all references to the “Modification Oversight Agent” in Standard Terms shall be deleted in their entirety, (5) all Mortgage Loans will be “Non-Designated Mortgage Loans”, regardless of their designation in the Standard Terms and (6) all of the Prepayment Premiums are “Assigned Prepayment Premiums”.  If any term or provision contained herein shall conflict with or be inconsistent with any provision contained in the Standard Terms, the terms and provisions of this Series Supplement shall govern.  All capitalized terms not otherwise defined herein shall have the meanings set forth in the Standard Terms.  The Pooling and Servicing Agreement shall be dated as of the date of this Series Supplement.
 
REMIC I
 
As provided herein, the Trustee will make an election to treat the segregated pool of assets consisting of the Group 1 Mortgage Loans, the Group 2 Mortgage Loans and certain other related assets subject to this Agreement as a real estate mortgage investment conduit (a “REMIC”) for federal income tax purposes, and such segregated pool of assets will be designated as “REMIC I.”  Component I of the Class R Certificates will represent the sole Class of “residual interests” in REMIC I for purposes of the REMIC Provisions (as defined herein) under federal income tax law.  The following table irrevocably sets forth the designation, remittance rate (the “Uncertificated REMIC I Pass-Through Rate”) and initial Uncertificated Principal Balance for each of the “regular interests” in REMIC I (the “REMIC I Regular Interests”) and the Class Principal Balance of Component I of the Class R Certificates.  The “latest possible maturity date” (determined solely for purposes of satisfying Treasury regulation Section 1.860G-1(a)(4)(iii)) for each REMIC I Regular Interest shall be the Maturity Date.  None of the REMIC I Regular Interests will be certificated.
 
 
Designation
 
Uncertificated REMIC II
Pass-Through Rate
 
Initial Uncertificated REMIC I
Principal Balance ($)
I
 
Variable(1)
 
$             51,066,641.80
I-1-A
 
Variable(1)
 
$               3,856,152.55
I-1-B
 
Variable(1)
 
$               3,856,152.55
I-2-A
 
Variable(1)
 
$               4,120,790.47
I-2-B
 
Variable(1)
 
$               4,120,790.47
I-3-A
 
Variable(1)
 
$               4,347,622.97
I-3-B
 
Variable(1)
 
$               4,347,622.97
I-4-A
 
Variable(1)
 
$               4,423,233.80
I-4-B
 
Variable(1)
 
$               4,423,233.80
I-5-A
 
Variable(1)
 
$               4,801,287.97
I-5-B
 
Variable(1)
 
$               4,801,287.97
I-6-A
 
Variable(1)
 
$               5,028,120.48
I-6-B
 
Variable(1)
 
$               5,028,120.48
I-7-A
 
Variable(1)
 
$               5,179,342.15
I-7-B
 
Variable(1)
 
$               5,179,342.15
I-8-A
 
Variable(1)
 
$               5,292,758.40
I-8-B
 
Variable(1)
 
$               5,292,758.40
I-9-A
 
Variable(1)
 
$               5,406,174.65
I-9-B
 
Variable(1)
 
$               5,406,174.65
I-10-A
 
Variable(1)
 
$               5,179,342.15
I-10-B
 
Variable(1)
 
$               5,179,342.15
I-11-A
 
Variable(1)
 
$               5,254,952.98
I-11-B
 
Variable(1)
 
$               5,254,952.98
I-12-A
 
Variable(1)
 
$               5,406,174.65
I-12-B
 
Variable(1)
 
$               5,406,174.65
I-13-A
 
Variable(1)
 
$               5,406,174.65
I-13-B
 
Variable(1)
 
$               5,406,174.65
I-14-A
 
Variable(1)
 
$               5,254,952.98
I-14-B
 
Variable(1)
 
$               5,254,952.98
I-15-A
 
Variable(1)
 
$               5,746,423.40
I-15-B
 
Variable(1)
 
$               5,746,423.40
I-16-A
 
Variable(1)
 
$               5,822,034.24
I-16-B
 
Variable(1)
 
$               5,822,034.24
I-17-A
 
Variable(1)
 
$               5,557,396.32
I-17-B
 
Variable(1)
 
$               5,557,396.32
I-18-A
 
Variable(1)
 
$               6,578,142.58
I-18-B
 
Variable(1)
 
$               6,578,142.58
I-19-A
 
Variable(1)
 
$               6,086,672.16
I-19-B
 
Variable(1)
 
$               6,086,672.16
I-20-A
 
Variable(1)
 
$               5,784,228.82
I-20-B
 
Variable(1)
 
$               5,784,228.82
I-21-A
 
Variable(1)
 
$               5,028,120.48
I-21-B
 
Variable(1)
 
$               5,028,120.48
I-22-A
 
Variable(1)
 
$               4,461,039.22
I-22-B
 
Variable(1)
 
$               4,461,039.22
I-23-A
 
Variable(1)
 
$               6,502,531.74
I-23-B
 
Variable(1)
 
$               6,502,531.74
I-24-A
 
Variable(1)
 
$               6,124,477.57
I-24-B
 
Variable(1)
 
$               6,124,477.57
I-25-A
 
Variable(1)
 
$               3,364,682.12
I-25-B
 
Variable(1)
 
$               3,364,682.12
I-26-A
 
Variable(1)
 
$             13,723,366.42
I-26-B
 
Variable(1)
 
$             13,723,366.42
I-27-A
 
Variable(1)
 
$               3,402,487.54
I-27-B
 
Variable(1)
 
$               3,402,487.54
I-28-A
 
Variable(1)
 
$               2,457,352.11
I-28-B
 
Variable(1)
 
$               2,457,352.11
I-29-A
 
Variable(1)
 
$             25,896,710.73
I-29-B
 
Variable(1)
 
$             25,896,710.73
I-30-A
 
Variable(1)
 
$               1,625,632.94
I-30-B
 
Variable(1)
 
$               1,625,632.94
I-31-A
 
Variable(1)
 
$               1,474,411.27
I-31-B
 
Variable(1)
 
$               1,474,411.27
I-32-A
 
Variable(1)
 
$               1,398,800.43
I-32-B
 
Variable(1)
 
$               1,398,800.43
I-33-A
 
Variable(1)
 
$               1,323,189.60
I-33-B
 
Variable(1)
 
$               1,323,189.60
I-34-A
 
Variable(1)
 
$               1,550,022.10
I-34-B
 
Variable(1)
 
$               1,550,022.10
I-35-A
 
Variable(1)
 
$               1,739,049.19
I-35-B
 
Variable(1)
 
$               1,739,049.19
I-36-A
 
Variable(1)
 
$                  567,081.26
I-36-B
 
Variable(1)
 
$                  567,081.26
I-37-A
 
Variable(1)
 
$                  567,081.26
I-37-B
 
Variable(1)
 
$                  567,081.26
I-38-A
 
Variable(1)
 
$               1,474,411.27
I-38-B
 
Variable(1)
 
$               1,474,411.27
I-39-A
 
Variable(1)
 
$                  604,886.67
I-39-B
 
Variable(1)
 
$                  604,886.67
I-40-A
 
Variable(1)
 
$                  340,248.75
I-40-B
 
Variable(1)
 
$                  340,248.75
I-41-A
 
Variable(1)
 
$               3,024,433.37
I-41-B
 
Variable(1)
 
$               3,024,433.37
I-42-A
 
Variable(1)
 
$                  189,027.09
I-42-B
 
Variable(1)
 
$                  189,027.09
I-43-A
 
Variable(1)
 
$                  151,221.67
I-43-B
 
Variable(1)
 
$                  151,221.67
I-44-A
 
Variable(1)
 
$                  151,221.67
I-44-B
 
Variable(1)
 
$                  151,221.67
I-45-A
 
Variable(1)
 
$                  151,221.67
I-45-B
 
Variable(1)
 
$                  151,221.67
I-46-A
 
Variable(1)
 
$                  226,832.50
I-46-B
 
Variable(1)
 
$                  226,832.50
I-47-A
 
Variable(1)
 
$                  302,443.34
I-47-B
 
Variable(1)
 
$                  302,443.34
I-48-A
 
Variable(1)
 
$                  226,832.50
I-48-B
 
Variable(1)
 
$                  226,832.50
I-49-A
 
Variable(1)
 
$                  189,027.09
I-49-B
 
Variable(1)
 
$                  189,027.09
I-50-A
 
Variable(1)
 
$                  415,859.59
I-50-B
 
Variable(1)
 
$                  415,859.59
I-51-A
 
Variable(1)
 
$                  113,416.25
I-51-B
 
Variable(1)
 
$                  113,416.25
I-52-A
 
Variable(1)
 
$                  113,416.25
I-52-B
 
Variable(1)
 
$                  113,416.25
I-53-A
 
Variable(1)
 
$               3,704,930.88
I-53-B
 
Variable(1)
 
$               3,704,930.88
I-54-A
 
Variable(1)
 
$             11,757,484.72
I-54-B
 
Variable(1)
 
$             11,757,484.72
II
 
Variable(1)
 
$             16,472,047.20
II-1-A
 
Variable(1)
 
$               1,243,847.45
II-1-B
 
Variable(1)
 
$               1,243,847.45
II-2-A
 
Variable(1)
 
$               1,329,209.53
II-2-B
 
Variable(1)
 
$               1,329,209.53
II-3-A
 
Variable(1)
 
$               1,402,377.03
II-3-B
 
Variable(1)
 
$               1,402,377.03
II-4-A
 
Variable(1)
 
$               1,426,766.20
II-4-B
 
Variable(1)
 
$               1,426,766.20
II-5-A
 
Variable(1)
 
$               1,548,712.03
II-5-B
 
Variable(1)
 
$               1,548,712.03
II-6-A
 
Variable(1)
 
$               1,621,879.52
II-6-B
 
Variable(1)
 
$               1,621,879.52
II-7-A
 
Variable(1)
 
$               1,670,657.85
II-7-B
 
Variable(1)
 
$               1,670,657.85
II-8-A
 
Variable(1)
 
$               1,707,241.60
II-8-B
 
Variable(1)
 
$               1,707,241.60
II-9-A
 
Variable(1)
 
$               1,743,825.35
II-9-B
 
Variable(1)
 
$               1,743,825.35
II-10-A
 
Variable(1)
 
$               1,670,657.85
II-10-B
 
Variable(1)
 
$               1,670,657.85
II-11-A
 
Variable(1)
 
$               1,695,047.02
II-11-B
 
Variable(1)
 
$               1,695,047.02
II-12-A
 
Variable(1)
 
$               1,743,825.35
II-12-B
 
Variable(1)
 
$               1,743,825.35
II-13-A
 
Variable(1)
 
$               1,743,825.35
II-13-B
 
Variable(1)
 
$               1,743,825.35
II-14-A
 
Variable(1)
 
$               1,695,047.02
II-14-B
 
Variable(1)
 
$               1,695,047.02
II-15-A
 
Variable(1)
 
$               1,853,576.60
II-15-B
 
Variable(1)
 
$               1,853,576.60
II-16-A
 
Variable(1)
 
$               1,877,965.76
II-16-B
 
Variable(1)
 
$               1,877,965.76
II-17-A
 
Variable(1)
 
$               1,792,603.68
II-17-B
 
Variable(1)
 
$               1,792,603.68
II-18-A
 
Variable(1)
 
$               2,121,857.42
II-18-B
 
Variable(1)
 
$               2,121,857.42
II-19-A
 
Variable(1)
 
$               1,963,327.84
II-19-B
 
Variable(1)
 
$               1,963,327.84
II-20-A
 
Variable(1)
 
$               1,865,771.18
II-20-B
 
Variable(1)
 
$               1,865,771.18
II-21-A
 
Variable(1)
 
$               1,621,879.52
II-21-B
 
Variable(1)
 
$               1,621,879.52
II-22-A
 
Variable(1)
 
$               1,438,960.78
II-22-B
 
Variable(1)
 
$               1,438,960.78
II-23-A
 
Variable(1)
 
$               2,097,468.26
II-23-B
 
Variable(1)
 
$               2,097,468.26
II-24-A
 
Variable(1)
 
$               1,975,522.43
II-24-B
 
Variable(1)
 
$               1,975,522.43
II-25-A
 
Variable(1)
 
$               1,085,317.88
II-25-B
 
Variable(1)
 
$               1,085,317.88
II-26-A
 
Variable(1)
 
$               4,426,633.58
II-26-B
 
Variable(1)
 
$               4,426,633.58
II-27-A
 
Variable(1)
 
$               1,097,512.46
II-27-B
 
Variable(1)
 
$               1,097,512.46
II-28-A
 
Variable(1)
 
$                  792,647.89
II-28-B
 
Variable(1)
 
$                  792,647.89
II-29-A
 
Variable(1)
 
$               8,353,289.27
II-29-B
 
Variable(1)
 
$               8,353,289.27
II-30-A
 
Variable(1)
 
$                  524,367.06
II-30-B
 
Variable(1)
 
$                  524,367.06
II-31-A
 
Variable(1)
 
$                  475,588.73
II-31-B
 
Variable(1)
 
$                  475,588.73
II-32-A
 
Variable(1)
 
$                  451,199.57
II-32-B
 
Variable(1)
 
$                  451,199.57
II-33-A
 
Variable(1)
 
$                  426,810.40
II-33-B
 
Variable(1)
 
$                  426,810.40
II-34-A
 
Variable(1)
 
$                  499,977.90
II-34-B
 
Variable(1)
 
$                  499,977.90
II-35-A
 
Variable(1)
 
$                  560,950.81
II-35-B
 
Variable(1)
 
$                  560,950.81
II-36-A
 
Variable(1)
 
$                  182,918.74
II-36-B
 
Variable(1)
 
$                  182,918.74
II-37-A
 
Variable(1)
 
$                  182,918.74
II-37-B
 
Variable(1)
 
$                  182,918.74
II-38-A
 
Variable(1)
 
$                  475,588.73
II-38-B
 
Variable(1)
 
$                  475,588.73
II-39-A
 
Variable(1)
 
$                  195,113.33
II-39-B
 
Variable(1)
 
$                  195,113.33
II-40-A
 
Variable(1)
 
$                  109,751.25
II-40-B
 
Variable(1)
 
$                  109,751.25
II-41-A
 
Variable(1)
 
$                  975,566.63
II-41-B
 
Variable(1)
 
$                  975,566.63
II-42-A
 
Variable(1)
 
$                    60,972.91
II-42-B
 
Variable(1)
 
$                    60,972.91
II-43-A
 
Variable(1)
 
$                    48,778.33
II-43-B
 
Variable(1)
 
$                    48,778.33
II-44-A
 
Variable(1)
 
$                    48,778.33
II-44-B
 
Variable(1)
 
$                    48,778.33
II-45-A
 
Variable(1)
 
$                    48,778.33
II-45-B
 
Variable(1)
 
$                    48,778.33
II-46-A
 
Variable(1)
 
$                    73,167.50
II-46-B
 
Variable(1)
 
$                    73,167.50
II-47-A
 
Variable(1)
 
$                    97,556.66
II-47-B
 
Variable(1)
 
$                    97,556.66
II-48-A
 
Variable(1)
 
$                    73,167.50
II-48-B
 
Variable(1)
 
$                    73,167.50
II-49-A
 
Variable(1)
 
$                    60,972.91
II-49-B
 
Variable(1)
 
$                    60,972.91
II-50-A
 
Variable(1)
 
$                  134,140.41
II-50-B
 
Variable(1)
 
$                  134,140.41
II-51-A
 
Variable(1)
 
$                    36,583.75
II-51-B
 
Variable(1)
 
$                    36,583.75
II-52-A
 
Variable(1)
 
$                    36,583.75
II-52-B
 
Variable(1)
 
$                    36,583.75
II-53-A
 
Variable(1)
 
$               1,195,069.12
II-53-B
 
Variable(1)
 
$               1,195,069.12
II-54-A
 
Variable(1)
 
$               3,792,515.28
II-54-B
 
Variable(1)
 
$               3,792,515.28
P
 
Variable(1)
 
$                           50.00
R
 
Variable(1)
 
$                           50.00
_______________
(1)
Calculated as provided in the definition of Uncertificated REMIC I Pass-Through Rate.
 

REMIC II
 
As provided herein, the Trustee will elect to treat the segregated pool of assets consisting of the REMIC I Regular Interests as a REMIC for federal income tax purposes, and such segregated pool of assets will be designated as “REMIC II.”  Component II of the Class R Certificates will represent the sole Class of “residual interests” in REMIC III for purposes of the REMIC Provisions (as defined herein) under federal income tax law.  The following table irrevocably sets forth the designation, remittance rate (the “Uncertificated REMIC II Pass-Through Rate”) and initial Uncertificated Principal Balance for each of the “regular interests” in REMIC II (the “REMIC II Regular Interests”).  The “latest possible maturity date” (determined solely for purposes of satisfying Treasury regulation Section 1.860G-1(a)(4)(iii)) for each REMIC II Regular Interest shall be the Maturity Date.  None of the REMIC II Regular Interests will be certificated.
 
Class Designation for each REMIC II Regular Interest and Component II of the Class R Certificates 
   
Type of Interest
   
Uncertificated REMIC II
Pass-Through Rate
   
Initial Uncertificated
Principal Balance or
Class Principal Balance
 
Final Maturity Date* 
LT-AA
 
Regular
 
Variable(1)
 
 $           303,818,957.61
 
September 2037
LT-1A
 
Regular
 
Variable(1)
 
 $               1,749,850.00
 
September 2037
LT-2A1
 
Regular
 
Variable(1)
 
 $                  419,100.00
 
September 2037
LT-2A2
 
Regular
 
Variable(1)
 
 $                  145,350.00
 
September 2037
LT-M-1
 
Regular
 
Variable(1)
 
 $                    82,150.00
 
September 2037
LT-M-2
 
Regular
 
Variable(1)
 
 $                    74,400.00
 
September 2037
LT-M-3
 
Regular
 
Variable(1)
 
 $                  116,250.00
 
September 2037
LT-M-4
 
Regular
 
Variable(1)
 
 $                    46,500.00
 
September 2037
LT-M-5
 
Regular
 
Variable(1)
 
 $                    44,950.00
 
September 2037
LT-M-6
 
Regular
 
Variable(1)
 
 $                    37,200.00
 
September 2037
LT-M-7
 
Regular
 
Variable(1)
 
 $                    31,000.00
 
September 2037
LT-M-8
 
Regular
 
Variable(1)
 
 $                    24,800.00
 
September 2037
LT-M-9
 
Regular
 
Variable(1)
 
 $                    55,850.00
 
September 2037
LT-ZZ
 
Regular
 
Variable(1)
 
 $               3,372,986.89
 
September 2037
LT-1SUB
 
Regular
 
Variable(1)
 
 $                    11,884.64
 
September 2037
LT-1GRP
 
Regular
 
Variable(1)
 
 $                    46,881.65
 
September 2037
LT-2SUB
 
Regular
 
Variable(1)
 
 $                      3,833.23
 
September 2037
LT-2GRP
 
Regular
 
Variable(1)
 
 $                    15,122.23
 
September 2037
LT-XX
 
Regular
 
Variable(1)
 
 $           309,941,622.75
 
September 2037
LT-P
 
Regular
 
Variable(1)
 
 $                           50.00
 
September 2037
LT-R
 
Residual
 
Variable(1)
 
 $                           50.00
 
September 2037
LT-IO
 
Regular
 
Variable(1)
 
(2)
   
___________________

*         The Distribution Date in the specified month, which is the month following the month the latest maturing Mortgage Loan in the related Loan Group matures. For federal income tax purposes, for each Class of REMIC II Regular and Residual Interests, the “latest possible maturity date” shall be the Final Maturity Date.
(1)       Calculated as provided in the definition of Uncertificated REMIC II Pass-Through Rate herein.
(2)      REMIC II Regular Interest LT-IO will not have an Uncertificated Principal Balance but will accrue interest on its uncertificated notional amount calculated in accordance with the definition of “Uncertificated Notional Amount” herein.

 
 
REMIC III
 
As provided herein, the Trustee will elect to treat the segregated pool of assets consisting of the REMIC II Regular Interests as a REMIC for federal income tax purposes, and such segregated pool of assets will be designated as “REMIC III.”  The Class R Certificates will represent the sole Class of “residual interests” in REMIC III for purposes of the REMIC Provisions under federal income tax law.  The following table and the footnotes that follow irrevocably sets forth the designation, Pass-Through Rate, aggregate Initial Class Principal Balance, and certain other features for each Class of Certificates comprising the interests representing “regular interests” in REMIC III and the Class R Certificates.  The “latest possible maturity date” (determined solely for purposes of satisfying Treasury Regulation Section 1.860G-1(a)(4)(iii)) for each Class of REMIC III Regular Certificates shall be the Maturity Date.  The REMIC III Regular Interest IO will not be certificated.
 
Class
 
Class
Principal
Balance
 
Pass-Through
Rate (per annum)
 
Minimum Denomination
 
Integral Multiples
in Excess
of Minimum
Class 1-A
 
 $           349,970,000.00
 
Variable(1)
 
$25,000
 
$1
Class 2-A-1
 
 $             83,820,000.00
 
Variable(1)
 
$25,000
 
$1
Class 2-A-2
 
 $             29,070,000.00
 
Variable(1)
 
$25,000
 
$1
Class M-1
 
 $             16,430,000.00
 
Variable(1)
 
$25,000
 
$1
Class M-2
 
 $             14,880,000.00
 
Variable(1)
 
$25,000
 
$1
Class M-3
 
 $             23,250,000.00
 
Variable(1)
 
$25,000
 
$1
Class M-4
 
 $               9,300,000.00
 
Variable(1)
 
$25,000
 
$1
Class M-5
 
 $               8,990,000.00
 
Variable(1)
 
$25,000
 
$1
Class M-6
 
 $               7,440,000.00
 
Variable(1)
 
$25,000
 
$1
Class M-7
 
 $               6,200,000.00
 
Variable(1)
 
$25,000
 
$1
Class M-8
 
 $               4,960,000.00
 
Variable(1)
 
$25,000
 
$1
Class M-9
 
 $             11,170,000.00
 
Variable(1)
 
$25,000
 
$1
Class X
 
 $             54,558,689.00
 
Variable(2)
 
10%
 
N/A
Class P
 
 $                           50.00
 
(3)
 
20%
 
N/A
Class R (4)
 
 $                           50.00
 
N/A
 
20%
 
N/A
Class IO Interest
 
(5)
 
(6)
 
N/A
 
N/A
_______________
(1)  
Calculated in accordance with the definition of “Pass-Through Rate” herein.
(2)  
For purposes of the REMIC Provisions, the Class X Certificate shall represent ownership of a regular interest in the Master REMIC (the “Class X Interest”).  The Class X Interest shall have an initial principal balance of  $54,558,689.00, and the right to receive distributions of such amount represents a regular interest in the Master REMIC.  The Class X Interest shall also comprise two notional components, each of which represents a regular interest in the Master REMIC.  The first such component has a notional balance that will at all times equal the aggregate of the class principal amounts of the Lower Tier Interests in the Subsidiary REMIC (other than the Class LT-P, Class LT-R and Class LT-IO Interest), and, for each Distribution Date (and the related Accrual Period) this notional component shall bear interest at a per annum rate equal to the excess, if any, of (i) the weighted average of the interest rates on the Lower Tier Interests in the Subsidiary REMIC (other than the Class LT-P, Class LT-R and Class LT-IO Interest) over (ii) the Adjusted Subsidiary REMIC WAC.  The second notional component represents the right to receive all distributions in respect of the Class LT-IO Interest in the Subsidiary REMIC.  In addition, for purposes of the REMIC Provisions, the Class X Certificate shall represent beneficial ownership of (i) the Basis Risk Reserve Fund; (ii) the Supplemental Interest Trust, including the Swap Agreement and (iii) an interest in the notional principal contracts described in Section 8.11.
(3)  
The Class P Certificates are entitled to Prepayment Premiums only and will not accrue interest.
(4)  
The Class R Certificate represents ownership of the residual interest in each REMIC.
(5)  
The Class IO Interest will be held as an asset of the Reserve Account established by the Trustee.  The Class IO Interest will not have a Class Principal Balance, but will be entitled to 100% of the amounts distributed on REMIC II Regular Interest LT-IO.
(6)  
The Class IO Interest will not have a Pass-Through Rate, but will be entitled to 100% of the amounts distributed on REMIC II Regular Interest LT-IO.

For the avoidance of doubt, the Trustee shall account for any interest amount due to a Certificateholder in excess of the interest rate on the REMIC Regular Interest issued by REMIC III corresponding to such Certificate as part of the payment made to the Class X Certificates, to the extent it is entitled to funds from the REMIC, and then paid outside of the REMIC pursuant to a separate contractual right to such Certificateholder.
 
The foregoing REMIC structure is intended to cause all of the cash from the Mortgage Loans to flow through to REMIC III as cash flow on a REMIC Regular Interest, without creating any shortfall—actual or potential (other than for credit losses) to any REMIC Regular Interest.  To the extent that the structure is believed to diverge from such intention the Trustee shall resolve ambiguities to accomplish such result and shall to the extent necessary rectify any drafting errors or seek clarification to the structure without Certificateholder approval (but with guidance of counsel) to accomplish such intention.
 
Set forth below are designations of Classes of Certificates and Loan Groups to the categories used herein:
 
Book-Entry Certificates
All Classes of Certificates other than the Physical Certificates.
   
Class A Certificates                            
The Class 1-A, Class 2-A-1 and Class 2-A-2 Certificates.
   
Class M Certificates                                    
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.
   
Class P Certificates                                    
The Class P Certificates.
   
Class X Certificates                                   
The Class X Certificates.
   
Economic Residual
Floater Certificates
The Class X Certificates.
   
ERISA-Restricted Certificates
Residual Certificates and Private Certificates; and any Certificates that do not satisfy the applicable ratings requirement under the Underwriter’s Exemption.
   
Group 1 Certificates                                   
The Class 1-A Certificates.
   
Group 2 Certificates                         
The Class 2-A-1, Class 2-A-2 and Class R Certificates.
   
Subordinate Certificates
The Class M Certificates and Class X Certificates.
   
LIBOR Certificates                       
The Class 1-A, Class 2-A-1, Class 2-A-2, Class M-1, Class M-2, Class M 3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8, Class M-9 and Class R Certificates.
   
Notional Amount Certificates
The Class X Certificates.
   
Offered Certificates                            
All Classes of Certificates other than the Private Certificates.
   
Private Certificates                             
The Class X Certificates and Class P Certificates.
   
Physical Certificates                             
The Residual Certificates and the Private Certificates.
   
Rating Agencies                                           
Fitch and S&P.
   
Regular Certificates                               
All Classes of Certificates other than the Residual Certificates.
   
Residual Certificates                           
The Class R Certificates.
   
Senior Certificates                   
The Class A, Class P and Class R Certificates.
   
Subordinate Certificates
The Class M Certificates and the Class X Certificates.
   
 
 
All covenants and agreements made by the Depositor herein are for the benefit and security of the Certificateholders.  The Depositor is entering into this Agreement, and the Trustee is accepting the trusts created hereby and thereby, for good and valuable consideration, the receipt and sufficiency of which are hereby acknowledged.
 
The parties hereto intend to effect an absolute sale and assignment of the Mortgage Loans to the Trustee for the benefit of Certificateholders under this Agreement.  However, the Depositor and the Seller will hereunder absolutely assign and, as a precautionary matter grant a security interest, in and to its rights, if any, in the Mortgage Loans to the Trustee on behalf of Certificateholders to ensure that the interest of the Certificateholders hereunder in the Mortgage Loans is fully protected.
 
W I T N E S S E T H  T H A T:
 
In consideration of the mutual agreements herein contained, the Depositor, the Seller, SPS, Ocwen and the Trustee agree as follows:
 
ARTICLE I
 
SECTION 1.01.                                           Definitions.
 
Whenever used in this Agreement, the following words and phrases, unless the context otherwise requires, shall have the following meanings:
 
Accrual Period:  For any class of LIBOR Certificates and any Distribution Date, the period commencing on the immediately preceding Distribution Date (or, in the case of the first Accrual Period, the Closing Date) and ending on the day immediately preceding the related Distribution Date.
 
Additional Servicer:  Each affiliate of the Depositor that Services any of the Mortgage Loans and each Person who is not an affiliate of the Depositor, who Services 10% or more of the Mortgage Loans (measured by aggregate Stated Principal Balance of the Mortgage Loans, annually at the commencement of the calendar year prior to the year in which an Item 1123 Certificate is required to the delivered). For clarification purposes, the Master Servicer is an Additional Servicer.
 
Advance:  With respect to any Distribution Date, any payment required to be made by the Servicer with respect to such Distribution Date pursuant to Section 5.01.
 
Adverse REMIC Event:  As defined in Section 2.07(f).
 
Aggregate Loan Balance:  As of any date of determination, will be equal to the aggregate of the Stated Principal Balances of the Mortgage Loans, except as otherwise provided herein, as of the last day of the related Collection Period.
 
Aggregate Loan Group Balance:  As to any Loan Group and as of any date of determination, will be equal to the aggregate of the Stated Principal Balances of the Mortgage Loans in that Loan Group, except as otherwise provided, as of the last day of the related Collection Period.
 
Agreement:  Collectively, this Series Supplement and the Standard Terms, and all amendments or supplements hereto.
 
Ancillary Income: All income derived from the Mortgage Loans, other than Servicing Fees and Trustee Fees, including but not limited to, late charges, fees received with respect to checks or bank drafts returned by the related bank for non sufficient funds, assumption fees, optional insurance administrative fees and all other incidental fees and charges.
 
Applied Loss Amount:  As to any Distribution Date, an amount equal to the excess, if any of (i) the aggregate Class Principal Balance of the Certificates, after giving effect to all Realized Losses incurred with respect to Mortgage Loans during the Collection Period for such Distribution Date, payments of principal on such Distribution Date and any additions to the Class Principal Balance of the Certificates on such Distribution Date pursuant to Section 4.03(b) over (ii) the Aggregate Loan Balance for such Distribution Date.
 
Basis Risk Reserve Fund:  The separate Eligible Account created and initially maintained by the Trustee pursuant to Section 4.06 in the name of the Trustee for the benefit of the Certificateholders and designated “U.S. Bank National Association in trust for registered holders of Credit Suisse First Boston Mortgage Securities Corp., CSMC Asset-Backed Trust 2007-NC1 OSI, CSMC Asset-Backed Pass Through Certificates, Series 2007-NC1 OSI.”  The Basis Risk Reserve Fund shall not be part of any REMIC.  Funds in the Basis Risk Reserve Fund shall be held in trust for the Certificateholders for the uses and purposes set forth in this Agreement.
 
Basis Risk Shortfall:  For any Class of LIBOR Certificates and any Distribution Date, the sum of (i) the excess, if any, of the related Current Interest calculated on the basis of the lesser of (x) the Certificate Index plus the applicable Certificate Margin and (y) the Maximum Interest Rate over the related Current Interest for the applicable Distribution Date; (ii) any Basis Risk Shortfall remaining unpaid from prior Distribution Dates; and (iii) interest accrued during the related Accrual Period on the amount in clause (ii) calculated at a per annum rate equal to the lesser of (x) the Certificate Index plus the applicable Certificate Margin and (y) the Maximum Interest Rate.
 
Capitalization Reimbursement Amount:  For any Distribution Date and each Loan Group, the aggregate of the amounts added to the Stated Principal Balances of the Mortgage Loans in such Loan Group during the preceding calendar month representing reimbursements to the Servicer on or prior to such Distribution Date in connection with the modification of such Mortgage Loan pursuant to Section 3.06.
 
Capitalized Interest Account:  Not Applicable.
 
Capitalized Interest Deposit:  Not Applicable.
 
Capitalized Interest Distribution:  Not Applicable.
 
Capitalized Interest Release Amount:  Not Applicable.
 
Capitalized Interest Requirement:  Not Applicable.
 
Capitalized Interest Requirement Rate:  Not Applicable.
 
Carryforward Interest:  For any Class of LIBOR Certificates and any Distribution Date, the sum of (1) the amount, if any, by which (x) the sum of (A) Current Interest for such Class for the immediately preceding Distribution Date and (B) any unpaid Carryforward Interest for such Class from previous Distribution Dates exceeds (y) the amount paid in respect of interest on such Class on such immediately preceding Distribution Date, and (2) interest on such amount for the related Accrual Period at the applicable Pass-Through Rate.
 
Cash Remittance Date:  With respect to any Distribution Date, by 12:00 noon (New York City time) on the the 23rd calendar day of the month in which such Distribution Date occurs, or if such 23rd calendar day is not a Business Day, the Business Day immediately preceding such 23rd calendar day.
 
Certificate Balance: With respect to any Certificate at any date, the maximum dollar amount of principal to which the Holder thereof is then entitled hereunder, such amount being equal to the Denomination thereof minus the sum of (i) all distributions of principal previously made with respect thereto (including principal payments under the Policy) and (ii) all Realized Losses allocated thereto and, in the case of any Subordinate Certificates, all other reductions in Class Principal Balance previously allocated thereto pursuant to Section 4.01.
 
Certificate Margin:  As to each Class of LIBOR Certificates, the applicable amount set forth below:
 
Class of LIBOR Certificates
 
Certificate
Margin (%)
   
(1)
(2)
1-A
 
0.750%
1.250%
2-A-1
 
0.600%
1.100%
2-A-2
 
0.900%
1.400%
M-1
 
1.500%
2.000%
M-2 
 
1.750%
2.250%
M-3
 
2.000%
2.500%
M-4
 
2.500%
3.000%
M-5
 
2.500%
3.000%
M-6
 
2.500%
3.000%
M-7
 
2.500%
3.000%
M-8
 
2.500%
3.000%
M-9
 
2.500%
3.000%
R
 
0.750%
(3)
_____________________
(1)
Prior to and on the first Optional Termination Date.
(2)
After the first Optional Termination Date.
(3)
It is expected that the Class Principal Balance of the Class R Certificates will be reduced to zero prior to the Optional Termination Date.
 
Class:  All Certificates bearing the same class designation as set forth in the Preliminary Statement.
 
Class 1-A Pass-Through Rate: With respect to any Interest Accrual Period thereafter, will be a per annum rate equal to the lesser of (i) the sum of LIBOR plus the related Certificate Margin and (ii) the Group 1 Senior Net Funds Cap.
 
Class 2-A-1 Pass-Through Rate: With respect to any Interest Accrual Period thereafter, will be a per annum rate equal to the lesser of (i) the sum of LIBOR plus the related Certificate Margin and (ii) the Group 2 Senior Net Funds Cap.
 
Class 2-A-2 Pass-Through Rate: With respect to any Interest Accrual Period thereafter, will be a per annum rate equal to the lesser of (i) the sum of LIBOR plus the related Certificate Margin and (ii) the Group 2 Senior Net Funds Cap.
 
Class M Certificates:  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.
 
Class M-1 Pass-Through Rate: With respect to any Interest Accrual Period thereafter, will be a per annum rate equal to the lesser of (i) the sum of LIBOR plus the related Certificate Margin and (ii) the Subordinate Net Funds Cap.
 
Class M-2 Pass-Through Rate: With respect to any Interest Accrual Period thereafter, will be a per annum rate equal to the lesser of (i) the sum of LIBOR plus the related Certificate Margin and (ii) the Subordinate Net Funds Cap.
 
Class M-3 Pass-Through Rate: With respect to any Interest Accrual Period thereafter, will be a per annum rate equal to the lesser of (i) the sum of LIBOR plus the related Certificate Margin and (ii) the Subordinate Net Funds Cap.
 
Class M-4 Pass-Through Rate: With respect to any Interest Accrual Period thereafter, will be a per annum rate equal to the lesser of (i) the sum of LIBOR plus the related Certificate Margin and (ii) the Subordinate Net Funds Cap.
 
Class M-5 Pass-Through Rate: With respect to any Interest Accrual Period thereafter, will be a per annum rate equal to the lesser of (i) the sum of LIBOR plus the related Certificate Margin and (ii) the Subordinate Net Funds Cap.
 
Class M-6 Pass-Through Rate: With respect to any Interest Accrual Period thereafter, will be a per annum rate equal to the lesser of (i) the sum of LIBOR plus the related Certificate Margin and (ii) the Subordinate Net Funds Cap.
 
Class M-7 Pass-Through Rate: With respect to any Interest Accrual Period thereafter, will be a per annum rate equal to the lesser of (i) the sum of LIBOR plus the related Certificate Margin and (ii) the Subordinate Net Funds Cap.
 
Class M-8 Pass-Through Rate: With respect to any Interest Accrual Period thereafter, will be a per annum rate equal to the lesser of (i) the sum of LIBOR plus the related Certificate Margin and (ii) the Subordinate Net Funds Cap.
 
Class M-9 Pass-Through Rate: With respect to any Interest Accrual Period thereafter, will be a per annum rate equal to the lesser of (i) the sum of LIBOR plus the related Certificate Margin and (ii) the Subordinate Net Funds Cap.
 
Class Notional Amount:  The Class X Notional Amount.
 
Class R-I Interest:  The sole class of residual interests in REMIC I.
 
Class R-II Interest:  The sole class of residual interests in REMIC II.
 
Class R-III Interest:  The sole class of residual interests in REMIC III.
 
Class X Distributable Amount:  With respect to any Distribution Date and the Class X Certificates, to the extent of any Monthly Excess Cashflow remaining on such Distribution Date after the distribution of amounts pursuant to Section 4.01(e)(i)-(xii), the sum of (a) the amount of interest accrued during the related Accrual Period on the Class X Certificates (as described in the Preliminary Statement) and (b) the Overcollateralization Release Amount, if any, for such Distribution Date.
 
Class X Notional Amount:  With respect to the Class X Certificates and any Distribution Date, the aggregate Uncertificated Balance of the REMIC II Regular Interests (other than REMIC II Regular Interest LTP, REMIC II Regular Interest LTP and REMIC II Regular Interest LT-IO) for such Distribution Date.
 
Closing Date:  August 31, 2007.
 
Corporate Trust Office:  The designated office of the Trustee at which at any particular time its corporate trust business with respect to this Agreement shall be administered, which office at the date of the execution of this Agreement is located at 60 Livingston Avenue, St. Paul, Minnesota 55107, Attention: Corporate Trust—Structured Finance, CSMC 2007-NC1 OSI.
 
Corresponding Certificate: With respect to each REMIC II Regular Interest, the Class of Regular Certificates listed below:
 
REMIC II Regular Interest
 
Class
LT-1A
 
Class 1-A
LT-2A1
 
Class 2-A-1
LT-2A2
 
Class 2-A-2
LT-M-1
 
Class M-1
LT-M-2
 
Class M-2
LT-M-3
 
Class M-3
LT-M-4
 
Class M-4
LT-M-5
 
Class M-5
LT-M-6
 
Class M-6
LT-M-7
 
Class M-7
LT-M-8
 
Class M-8
LT-M-9
 
Class M-9
LT-P
 
Class P
LT-R
 
Class R

Credit Support Annex:  The credit support annex, dated as of August 31, 2007, between the Supplemental Interest Trust Trustee, on behalf of the Supplemental Interest Trust, and the Swap Counterparty, which is annexed to and forms part of the Swap Agreement.
 
Current Interest: For any Class of LIBOR Certificates and Distribution Date, the amount of interest accruing at the applicable Pass-Through Rate on the related Class Principal Balance of such Class during the related Accrual Period; provided, that as to each Class of LIBOR Certificates, Current Interest shall be reduced by a pro rata portion of any Interest Shortfalls to the extent not covered by Monthly Excess Interest.
 
Custodial Agreement:  As defined in the Standard Terms.  As of the date hereof, the Custodial Agreement under this Agreement will be the Deutsche Bank Custodial Agreement.
 
Custodian:  As defined in the Standard Terms.  Initially, Deutsche Bank shall serve as Custodian for all of the Mortgage Loans.
 
Cut-off Date:  August 1, 2007.
 
Deferred Amount:  For any Class of Subordinate Certificates (other than the Class X Certificates) and Distribution Date, will equal the amount by which (x) the aggregate of the Applied Loss Amounts previously applied in reduction of the Class Principal Balance thereof exceeds (y) the sum of (i) the aggregate of amounts previously paid in reimbursement thereof and (ii) any additions to the Class Principal Balance pursuant to Section 4.03(b) on such Distribution Date or any previous Distribution Date.  Any payment of Deferred Amount pursuant to Section 4.01(e) shall not result in a reduction to the Class Principal Balance of the Class of Certificate to which it is distributed.
 
Delinquency Rate:  With respect to any month, the fraction, expressed as a percentage, (a) the numerator of which is equal to the aggregate outstanding Stated Principal Balance of all Mortgage Loans which (i) are 60 or more days Delinquent (including all foreclosures, bankruptcies and REO Properties) and (ii) are Modified Mortgage Loans which have been modified within 12 months of such month (without duplication of clause (i) above), in each case as of the close of business on the last day of such month and after giving effect to any modification to the Stated Principal Balance of any Mortgage Loan, and (b) the denominator of which is the Aggregate Loan Group Balance as of the close of business on the last day of such month, in each case after giving effect to any modification to the Stated Principal Balance of any Mortgage Loan.
 
Depositor:  Credit Suisse First Boston Mortgage Securities Corp., a Delaware corporation, or its successor in interest.
 
Depository Agreement:  The Letter of Representation dated as of the Closing Date by and among DTC, the Depositor and the Trustee.
 
Determination Date:  With respect to each Distribution Date, the 18th day of the calendar month in which such Distribution Date occurs or, if such 18th day is not a Business Day, the Business Day immediately preceding such Business Day.
 
Deutsche Bank :  Deutsche Bank National Trust Company.
 
Deutsche Bank Custodial Agreement:  That certain Custodial Agreement dated as of August 1, 2007 between Deutsche Bank and the Trustee.
 
Economic Residual Floater Certificate:  As set forth in the Preliminary Statement.
 
ERISA Restricted Certificate:  As set forth in the Preliminary Statement.
 
Estimated Swap Termination Payment: With respect to an Optional Termination Date, an amount determined by the Swap Counterparty in good faith and in a commercially reasonable manner as the maximum payment that could be owed by the Supplemental Interest Trust to the Swap Counterparty in respect of such Optional Termination Date pursuant to Section 6(e) of the ISDA Master Agreement, taking into account then current market conditions.
 
Exchangeable Certificates:  Not applicable.
 
Expense Fee Rate:  As to each Mortgage Loan, the sum of the Servicing Fee Rate, the Trustee Fee Rate and the rate at which the premium on a Lender Paid Mortgage Guaranty Insurance Policy is calculated, if applicable.
 
Expense Fees:  As to each Mortgage Loan and Distribution Date, the sum of the Servicing Fee, the Trustee Fee and any premium on any Lender Paid Mortgage Guaranty Insurance Policy, if applicable.
 
Fitch:  Fitch Ratings, or any successor thereto.
 
Group:  When used with respect to the Mortgage Loans, any of Loan Group 1 or Loan Group 2, or with respect to the Certificates, the Class or Classes of Certificates that relate to the corresponding Group or Groups.
 
Group 1 Allocation Amount:  For any Distribution Date, the product of the Senior Principal Payment Amount for that Distribution Date and a fraction the numerator of which is the Principal Remittance Amount derived for Loan Group 1 and the denominator of which is the Principal Remittance Amount, in each case for that Distribution Date.  For purposes of the definition, the Principal Remittance Amount will be calculated net of subclause (6) in the definition thereof.
 
Group 1 Certificates:  As set forth in the Preliminary Statement.
 
Group 1 Excess Interest Amount:  For any Distribution Date, the product of the amount of Monthly Excess Interest required to be distributed on that Distribution Date pursuant to Section 4.01(e)(i)(A) and a fraction the numerator of which is the Principal Remittance Amount derived from Loan Group 1 and the denominator of which is the Principal Remittance Amount, in each case for that Distribution Date.  For purposes of this definition, the Principal Remittance Amount will be calculated net of subclause (6) in the definition thereof.
 
Group 1 Senior Net Funds Cap:  For any Distribution Date and the Class 1-A Certificates, will be a per annum rate equal to (1) (a) a fraction, expressed as a percentage, the numerator of which is the product of (x) the Optimal Interest Remittance Amount for Loan Group 1 and such date and (y) 12, and the denominator of which is the Aggregate Loan Group Balance of Loan Group 1 for the immediately preceding Distribution Date less (b) a fraction, expressed as a percentage, the numerator of which is the product of (x) the Net Swap Payment, if any, for such Distribution Date and the Swap Termination Payments made pursuant to Sections 4.01(a)(iii), 4.01(c)(i) or 4.01(d)(i) on such Distribution Date and (y) 12 and the denominator of which is the Aggregate Loan Balance for the immediately preceding Distribution Date multiplied by (2) a fraction, the numerator of which is 30 and the denominator of which is the actual number of days in the immediately preceding Accrual Period. For federal income tax purposes, the equivalent of the foregoing shall be expressed as the weighted average of the Uncertificated REMIC II Pass-Through Rate on REMIC II Regular Interest LT-1GRP, weighted on the basis of the Uncertificated Principal Balance of such REMIC II Regular Interest.
 
Group 2 Allocation Amount:  For any Distribution Date, the product of the Senior Principal Payment Amount for that Distribution Date and a fraction the numerator of which is the Principal Remittance Amount derived from Loan Group 2 and the denominator of which is the Principal Remittance Amount, in each case for that Distribution Date.  For purposes of this definition, the Principal Remittance Amount will be calculated net of subclause (6) in the definition thereof.
 
Group 2 Certificates:  As set forth in the Preliminary Statement.
 
Group 2 Senior Net Funds Cap:  For any Distribution Date and the Class 2-A-1, Class 2-A-2 and Class R Certificates will be a per annum rate equal to (1) (a) a fraction, expressed as a percentage, the numerator of which is the product of (x) the Optimal Interest Remittance Amount for Loan Group 2 and such date and (y) 12, and the denominator of which is the Aggregate Loan Group Balance of Loan Group 2 for the immediately preceding Distribution Date, less (b) a fraction, expressed as a percentage, the numerator of which is the product of (x) the Net Swap Payment, if any, for such Distribution Date and the Swap Termination Payments made pursuant to Sections 4.01(a)(iii), 4.01(c)(i) or 4.01(d)(i) on such Distribution Date and (y) 12 and the denominator of which is the Aggregate Loan Balance for the immediately preceding Distribution Date multiplied by (2) a fraction, the numerator of which is 30 and the denominator of which is the actual number of days in the immediately preceding Accrual Period. For federal income tax purposes, the equivalent of the foregoing shall be expressed as the weighted average of the Uncertificated REMIC II Pass-Through Rate on REMIC II Regular Interest LT-2GRP, weighted on the basis of the Uncertificated Principal Balance of such REMIC II Regular Interest.
 
Initial Class Principal Balance:  As set forth in the Preliminary Statement.
 
Interest Remittance Amount:  For any Distribution Date and Loan Group, an amount equal to the sum of (1) all interest collected (other than related Payaheads, if applicable) or advanced in respect of Scheduled Payments on the Mortgage Loans in such Loan Group during the related Collection Period, the interest portion of Payaheads previously received and intended for application in the related Collection Period and the interest portion of all prepayments received on the Mortgage Loans in such Loan Group during the related Prepayment Period (other than interest on Principal Prepayments that occur during the portion of the Prepayment Period that is in the same calendar month as the related Distribution Date), less (x) the Servicing Fee and any lender paid Primary Insurance Policy premiums with respect to such Mortgage Loans and (y) unreimbursed Advances and other amounts due to the Servicer or the Trustee with respect to such Mortgage Loans, to the extent allocable to interest, (2) all Compensating Interest Payments paid by the Servicer with respect to the related Mortgage Loans with respect to such Distribution Date, (3) the portion of any Substitution Adjustment Amount or Repurchase Price paid with respect to such Mortgage Loans during the related Prepayment Period allocable to interest and (4) all Net Liquidation Proceeds, and any Insurance Proceeds and other recoveries (net of unreimbursed Advances, Servicing Advances and expenses, to the extent allocable to interest, and unpaid Servicing Fees) collected with respect to such Mortgage Loans during the prior calendar month, to the extent allocable to interest.
 
Interest Shortfall:  For any Distribution Date, an amount equal to the aggregate shortfall, if any, in collections of interest (adjusted to the related Net Mortgage Rate) on Mortgage Loans resulting from (a) Prepayment Interest Shortfalls to the extent not covered by a Compensating Interest Payment and (b) interest payments on certain of the Mortgage Loans being limited pursuant to the provisions of the Relief Act.
 
Interim Servicing Period: The period from the Cut-off Date to the Servicing Transfer Date.
 
LIBOR Certificates:  As set forth in the Preliminary Statement.
 
Liquidated Mortgage Loan:  With respect to any Distribution Date, a defaulted Mortgage Loan (including any REO Property) which was liquidated (or in the case of a second lien Mortgage Loan, charged-off by the Servicer in accordance with Accepted Servicing Practices) in the calendar month preceding the month of such Distribution Date and as to which the Servicer has determined (in accordance with this Agreement) that it has received all amounts it expects to receive in connection with the liquidation of such Mortgage Loan, including the final disposition of the related REO Property (exclusive of any possibility of a deficiency judgment).  Any second lien Mortgage Loan that is charged off pursuant to Section 3.11(d) will be treated as a Liquidated Mortgage Loan at the time it is charged off.
 
Loan Group:  Any of Loan Group 1 or Loan Group 2, as applicable.  Loan Group 1 will constitute one sub-trust and Loan Group 2 will constitute another sub-trust.
 
Loan Group 1:  All Mortgage Loans identified as Loan Group 1 Mortgage Loans on the Mortgage Loan Schedule.
 
Loan Group 2:  All Mortgage Loans identified as Loan Group 2 Mortgage Loans on the Mortgage Loan Schedule.
 
M-1 Principal Payment Amount:  For any Distribution Date on or after the Stepdown Date and as long as a Trigger Event has not occurred with respect to such Distribution Date, will be the amount, if any, by which (x) the sum of (i) the aggregate Class Principal Balance of the Senior Certificates after giving effect to payments on such Distribution Date and (ii) the Class Principal Balance of the Class M-1 Certificates immediately prior to such Distribution Date exceeds (y) the lesser of (A) the product of (i) 54.60% and (ii) the Aggregate Loan Balance for such Distribution Date and (B) the amount, if any, by which (i) the Aggregate Loan Balance for such Distribution Date exceeds (ii) 0.50% of the Aggregate Loan Balance as of the Cut-off Date.
 
M-2 Principal Payment Amount:  For any Distribution Date on or after the Stepdown Date and as long as a Trigger Event has not occurred with respect to such Distribution Date, will be the amount, if any, by which (x) the sum of (i) the aggregate Class Principal Balances of the Senior Certificates and the Class Principal Balance of the Class M-1 Certificates, in each case, after giving effect to payments on such Distribution Date and (ii) the Class Principal Balance of the Class M-2 Certificates immediately prior to such Distribution Date exceeds (y) the lesser of (A) the product of (i) 59.40% and (ii) the Aggregate Loan Balance for such Distribution Date and (B) the amount, if any, by which (i) the Aggregate Loan Balance for such Distribution Date exceeds (ii) 0.50% of the Aggregate Loan Balance as of the Cut-off Date.
 
M-3 Principal Payment Amount:  For any Distribution Date on or after the Stepdown Date and as long as a Trigger Event has not occurred with respect to such Distribution Date, will be the amount, if any, by which (x) the sum of (i) the aggregate Class Principal Balances of the Senior Certificates and the Class Principal Balance of the Class M-1 Certificates and the Class M-2 Certificates, in each case, after giving effect to payments on such Distribution Date and (ii) the Class Principal Balance of the Class M-3 Certificates immediately prior to such Distribution Date exceeds (y) the lesser of (A) the product of (i) 66.90% and (ii) the Aggregate Loan Balance for such Distribution Date and (B) the amount, if any, by which (i) the Aggregate Loan Balance for such Distribution Date exceeds (ii) 0.50% of the Aggregate Loan Balance as of the Cut-off Date.
 
M-4 Principal Payment Amount:  For any Distribution Date on or after the Stepdown Date and as long as a Trigger Event has not occurred with respect to such Distribution Date, will be the amount, if any, by which (x) the sum of (i) the aggregate Class Principal Balances of the Senior Certificates and the Class Principal Balance of the Class M-1, Class M-2 and Class M-3 Certificates, in each case, after giving effect to payments on such Distribution Date and (ii) the Class Principal Balance of the Class M-4 Certificates immediately prior to such Distribution Date exceeds (y) the lesser of (A) the product of (i) 69.90% and (ii) the Aggregate Loan Balance for such Distribution Date and (B) the amount, if any, by which (i) the Aggregate Loan Balance for such Distribution Date exceeds (ii) 0.50% of the Aggregate Loan Balance as of the Cut-off Date.
 
M-5 Principal Payment Amount:  For any Distribution Date on or after the Stepdown Date and as long as a Trigger Event has not occurred with respect to such Distribution Date, will be the amount, if any, by which (x) the sum of (i) the aggregate Class Principal Balances of the Senior Certificates and the Class Principal Balance of the Class M-1, Class M-2, Class M-3 and Class M-4 Certificates, in each case, after giving effect to payments on such Distribution Date and (ii) the Class Principal Balance of the Class M-5 Certificates immediately prior to such Distribution Date exceeds (y) the lesser of (A) the product of (i) 72.80% and (ii) the Aggregate Loan Balance for such Distribution Date and (B) the amount, if any, by which (i) the Aggregate Loan Balance for such Distribution Date exceeds (ii) 0.50% of the Aggregate Loan Balance as of the Cut-off Date.
 
M-6 Principal Payment Amount:  For any Distribution Date on or after the Stepdown Date and as long as a Trigger Event has not occurred with respect to such Distribution Date, will be the amount, if any, by which (x) the sum of (i) the aggregate Class Principal Balances of the Senior Certificates and the Class Principal Balance of the Class M-1, Class M-2, Class M-3, Class M-4 and Class M-5 Certificates, in each case, after giving effect to payments on such Distribution Date and (ii) the Class Principal Balance of the Class M-6 Certificates immediately prior to such Distribution Date exceeds (y) the lesser of (A) the product of (i) 75.20% and (ii) the Aggregate Loan Balance for such Distribution Date and (B) the amount, if any, by which (i) the Aggregate Loan Balance for such Distribution Date exceeds (ii) 0.50% of the Aggregate Loan Balance as of the Cut-off Date.
 
M-7 Principal Payment Amount:  For any Distribution Date on or after the Stepdown Date and as long as a Trigger Event has not occurred with respect to such Distribution Date, will be the amount, if any, by which (x) the sum of (i) the aggregate Class Principal Balances of the Senior Certificates and the Class Principal Balance of the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5 and Class M-6 Certificates, in each case, after giving effect to payments on such Distribution Date and (ii) the Class Principal Balance of the Class M-7 Certificates immediately prior to such Distribution Date exceeds (y) the lesser of (A) the product of (i) 77.20% and (ii) the Aggregate Loan Balance for such Distribution Date and (B) the amount, if any, by which (i) the Aggregate Loan Balance for such Distribution Date exceeds (ii) 0.50% of the Aggregate Loan Balance as of the Cut-off Date.
 
M-8 Principal Payment Amount:  For any Distribution Date on or after the Stepdown Date and as long as a Trigger Event has not occurred with respect to such Distribution Date, will be the amount, if any, by which (x) the sum of (i) the aggregate Class Principal Balances of the Senior Certificates and the Class Principal Balance of the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6 and Class M-7 Certificates, in each case, after giving effect to payments on such Distribution Date and (ii) the Class Principal Balance of the Class M-8 Certificates immediately prior to such Distribution Date exceeds (y) the lesser of (A) the product of (i) 78.80% and (ii) the Aggregate Loan Balance for such Distribution Date and (B) the amount, if any, by which (i) the Aggregate Loan Balance for such Distribution Date exceeds (ii) 0.50% of the Aggregate Loan Balance as of the Cut-off Date.
 
M-9 Principal Payment Amount:  For any Distribution Date on or after the Stepdown Date and as long as a Trigger Event has not occurred with respect to such Distribution Date, will be the amount, if any, by which (x) the sum of (i) the aggregate Class Principal Balances of the Senior Certificates and the Class Principal Balance of the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7 and Class M-8 Certificates in each case, after giving effect to payments on such Distribution Date and (ii) the Class Principal Balance of the Class M-9 Certificates immediately prior to such Distribution Date exceeds (y) the lesser of (A) the product of (i) 82.40% and (ii) the Aggregate Loan Balance for such Distribution Date and (B) the amount, if any, by which (i) the Aggregate Loan Balance for such Distribution Date exceeds (ii) 0.50% of the Aggregate Loan Balance as of the Cut-off Date.
 
Marker Rate:  With respect to the Class X Certificates and any Distribution Date, a per annum rate equal to two (2) times the weighted average of the Uncertificated REMIC II Pass-Through Rates for REMIC II Regular Interests LT-1A, LT-2A1, LT-2A2, LT-M-1, LT-M-2, LT-M-3, LT-M-4, LT-M-5, LT-M-6, LT-M-7, LT-M-8, LT-M-9,  and LT-ZZ, with the rates on such REMIC II Regular Interests (other than REMIC II Regular Interest LT-ZZ), subject to a cap, for the purpose of this calculation, equal to the lesser of (A) LIBOR plus the Certificate Margin for the Corresponding Certificate and (B) the related Net Funds Cap for the related Corresponding Certificate for the purpose of this calculation for such Distribution Date, and with the rate on the REMIC II Regular Interest LT-ZZ subject to a cap, for the purpose of this calculation, equal to zero; provided, however, that for this purpose, the calculation of the Uncertificated REMIC II Pass-Through Rate and the related cap with respect to each such REMIC II Regular Interest shall be multiplied by a fraction, the numerator of which is the actual number of days in the Interest Accrual Period and the denominator of which is thirty (30).
 
Maturity Date:  The Distribution Date occurring in September 2037.
 
Maximum CLTV: The combined loan-to-value ratio of a junior lien Mortgage Loan computed such that (i) the numerator is equal to the sum of the loan balances of the Mortgage Loan and all mortgage loans on the mortgaged property senior to such Mortgage Loan as of the Closing Date, and (ii) the denominator is equal to the value of the mortgaged property on the Closing Date.  For purposes of computing the numerator, if a mortgage loan has a negative amortization feature, then the loan balance shall be equal to the loan balance as of the Closing Date after giving effect to the maximum amount of negative amortization permitted under such feature.
 
Maximum Interest Rate:  For the Class 1-A, Class 2-A-1, Class 2-A-2 and Class R Certificates and any Distribution Date, an annual rate equal to (a) the weighted average of (i) the weighted average Maximum Mortgage Rates minus the weighted average Expense Fee Rate of the adjustable-rate Mortgage Loans in the related Loan Group and (ii) the weighted average Net Mortgage Rates of the fixed-rate Mortgage Loans in the related Loan Group, multiplied by (b) a fraction, the numerator of which is 30 and the denominator of which is the actual number of days in the immediately preceding Accrual Period.  For 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 and any Distribution Date, an annual rate equal to (a) the weighted average of (x) the weighted average Maximum Mortgage Rates minus the weighted average Expense Fee Rate of the adjustable-rate Mortgage Loans in both Loan Groups and the (y) weighted average Net Mortgage Rates of the fixed-rate Mortgage Loans in both Loan Groups, multiplied by (b) a fraction, the numerator of which is 30 and the denominator of which is the actual number of days in the immediately preceding Accrual Period.  All weighted averages calculated hereunder shall be based on Stated Principal Balance of the applicable Mortgage Loans as of the first day of the related Collection Period.
 
Monthly Excess Cashflow:  For any Distribution Date, an amount equal to the sum of the Monthly Excess Interest and Overcollateralization Release Amount, if any, for such date.
 
Monthly Excess Interest: As to any Distribution Date, the Interest Remittance Amount remaining after the application of payments pursuant to clauses (i) through (xiii) of Section 4.01(a) and the Principal Payment Amount remaining after the application of payments pursuant to clauses (i) through (xi) of Section 4.01(c) or clauses (i) through (xi) of Section 4.01(d), as applicable.
 
Most Senior Enhancement Percentage: For any Distribution Date and any Class of Certificates, the fraction, expressed as a percentage, the numerator of which is the sum of the aggregate Class Principal Balances of the Certificates which are lower in payment priority than such Class of Certificates and the Overcollateralization Amount (which, for purposes of this definition only, shall not be less than zero), in each case prior to giving effect to payments on such Distribution Date and the denominator of which is the Aggregate Loan Balance as of the first day of the related Collection Period.
 
Net Cumulative Realized Loss Amount:  For any Distribution Date, an amount equal to the cumulative Realized Losses incurred on the Mortgage Loans from the Cut-off Date through the end of the calendar month preceding such Distribution Date, less the amount of payments made to the Principal Remittance Amount from the Swap Agreement pursuant to Section 4.01(d) on all prior Distribution Dates.
 
Net Funds Cap:  Any of the Group 1 Senior Net Funds Cap, the Group 2 Senior Net Funds Cap or the Subordinate Net Funds Cap, as applicable.
 
Net Swap Payment:  A net payment (a) by the Supplemental Interest Trust Trustee, on behalf of the Supplemental Interest Trust, to the Swap Counterparty, to the extent that the Supplemental Trust Payment exceeds the Swap Counterparty Payment for such Swap Payment Date, or (b) by the Swap Counterparty to the Supplemental Interest Trust Trustee, on behalf of the Supplemental Interest Trust, to the extent that the Swap Counterparty Payment payable to the Supplemental Interest Trust exceeds the Supplemental Trust Payment for such Swap Payment Date.
 
Notional Amount Certificates:  As set forth in the Preliminary Statement.
 
Ocwen:  Ocwen Loan Servicing, LLC and its successors and assigns.
 
Offered Certificates:  As set forth in the Preliminary Statement.
 
Optimal Interest Remittance Amount:  For any Distribution Date and Loan Group, will be equal to the excess of (i) the product of (1) (x) the weighted average Net Mortgage Rate of the Mortgage Loans in such Loan Group as of the first day of the related Collection Period divided by (y) 12 and (2) the applicable Aggregate Loan Group Balance for the immediately preceding Distribution Date, over (ii) any expenses that reduce the Interest Remittance Amount for that Loan Group which did not arise as a result of a default or delinquency of the related Mortgage Loans or were not taken into account in computing the Expense Fee Rate.
 
Overcollateralization Amount:  For any Distribution Date, an amount equal to the amount, if any, by which (x) the applicable Aggregate Loan Balance for such Distribution Date exceeds (y) the aggregate Class Principal Balance of the Offered Certificates and Class P Certificates after giving effect to payments on such Distribution Date.
 
Overcollateralization Deficiency:  For any Distribution Date will be equal to the amount, if any, by which (x) the Targeted Overcollateralization Amount for such Distribution Date exceeds (y) the Overcollateralization Amount for such Distribution Date, calculated for this purpose after giving effect to the reduction on such Distribution Date of the aggregate Class Principal Balance of the Certificates resulting from the payment of the Principal Payment Amount on such Distribution Date, but prior to allocation of any Applied Loss Amount on such Distribution Date.
 
Overcollateralization Release Amount:  For any Distribution Date, an amount equal to the lesser of (x) the related Principal Remittance Amount for such Distribution Date and (y) the amount, if any, by which (1) the Overcollateralization Amount for such date, calculated for this purpose on the basis of the assumption that 100% of the aggregate Principal Remittance Amount for such date is applied on such date in reduction of the aggregate of the Class Principal Balances of the Certificates, exceeds (2) the Targeted Overcollateralization Amount for such date.
 
Pass-Through Rate:  With respect to the Class 1-A, Class 2-A-1, Class 2-A-2, 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, the Class 1-A Pass-Through Rate, Class 2-A-1 Pass-Through Rate, Class 2-A-2 Pass-Through Rate, Class M-1 Pass-Through Rate, Class M-2 Pass-Through Rate, Class M-3 Pass-Through Rate, Class M-4 Pass-Through Rate, Class M-5 Pass-Through Rate, Class M-6 Pass-Through Rate, Class M-7 Pass-Through Rate, Class M-8 Pass-Through Rate and Class M-9 Pass-Through Rate.
 
With respect to the Class X Certificates and any Distribution Date, a per annum rate equal to the percentage equivalent of a fraction, the numerator of which is the sum of the amounts calculated pursuant to clauses (A) through (M) below, and the denominator of which is the aggregate of the Uncertificated Balances of REMIC II Regular Interest LT-AA, REMIC II Regular Interest LT-1A, REMIC II Regular Interest LT-2A1, REMIC II Regular Interest LT-2A2, REMIC II Regular Interest LT-M-1, REMIC II Regular Interest LT-M-2, REMIC II Regular Interest LT-M-3, REMIC II Regular Interest LT-M-4, REMIC II Regular Interest LT-M-5, REMIC II Regular Interest LT-M-6, REMIC II Regular Interest LT-M-7, REMIC II Regular Interest LT-M-8, REMIC II Regular Interest LT-M-9 and REMIC II Regular Interest LT-ZZ. For purposes of calculating the Pass-Through Rate for the Class X Certificates, the numerator is equal to the sum of the following components:
 
(A)           the Uncertificated REMIC II Pass-Through Rate for REMIC II Regular Interest LT-AA minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC II Regular Interest LT-AA;
 
(B)           the Uncertificated REMIC II Pass-Through Rate for REMIC II Regular Interest LT-1A minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC II Regular Interest LT-1A;
 
(C)           the Uncertificated REMIC II Pass-Through Rate for REMIC II Regular Interest LT-2A2 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC II Regular Interest LT-2A2;
 
(D)           the Uncertificated REMIC II Pass-Through Rate for REMIC II Regular Interest LT-M-1 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC II Regular Interest LT-M-1;
 
(E)           the Uncertificated REMIC II Pass-Through Rate for REMIC II Regular Interest LT-M-2 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC II Regular Interest LT-M-2;
 
(F)           the Uncertificated REMIC II Pass-Through Rate for REMIC II Regular Interest LT-M-3 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC II Regular Interest LT-M-3;
 
(G)           the Uncertificated REMIC II Pass-Through Rate for REMIC II Regular Interest LT-M-4 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC II Regular Interest LT-M-4;
 
(H)           the Uncertificated REMIC II Pass-Through Rate for REMIC II Regular Interest LT-M-5 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC II Regular Interest LT-M-5;
 
(I)           the Uncertificated REMIC II Pass-Through Rate for REMIC II Regular Interest LT-M-6 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC II Regular Interest LT-M-6;
 
(J)           the Uncertificated REMIC II Pass-Through Rate for REMIC II Regular Interest LT-M-7 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC II Regular Interest LT-M-7;
 
(K)           the Uncertificated REMIC II Pass-Through Rate for REMIC II Regular Interest LT-M-8 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC II Regular Interest LT-M-8; and
 
(L)           the Uncertificated REMIC II Pass-Through Rate for REMIC II Regular Interest LT-M-9 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC II Regular Interest LT-M-9;
 
(M)           the Uncertificated REMIC II Pass-Through Rate for REMIC II Regular Interest LT-ZZ minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC II Regular Interest LT-ZZ.
 
The Class P Certificates and Class R Certificates will not accrue interest and therefore will not have a Pass-Through Rate.
 
Payahead:  Any Scheduled Payment intended by the related Mortgagor to be applied in a Collection Period subsequent to the Collection Period in which such payment was received.
 
Permitted Transferee: Any person other than (i) the United States, any State or political subdivision thereof, or any agency or instrumentality of any of the foregoing, (ii) a foreign government, International Organization or any agency or instrumentality of either of the foregoing, (iii) an organization (except certain farmers’ cooperatives described in section 521 of the Code) which is exempt from tax imposed by Chapter 1 of the Code (including the tax imposed by section 511 of the Code on unrelated business taxable income) on any excess inclusions (as defined in section 860E(c)(1) of the Code) with respect to any Residual Certificate, (iv) rural electric and telephone cooperatives described in section 1381(a)(2)(C) of the Code, (v) a Person that is not a United States Person, and (vi) a Person designated as a non-Permitted Transferee by the Depositor based upon an Opinion of Counsel that the Transfer of an Ownership Interest in a Residual Certificate to such Person may cause any REMIC created hereunder to fail to qualify as a REMIC at any time that the Certificates are outstanding. The terms “United States,” “State” and “International Organization” shall have the meanings set forth in section 7701 of the Code or successor provisions. A corporation will not be treated as an instrumentality of the United States or of any State or political subdivision thereof for these purposes if all of its activities are subject to tax and, with the exception of Freddie Mac, a majority of its board of directors is not selected by such government unit.
 
Physical Certificates:  As set forth in the Preliminary Statement.
 
Prefunded Amount:  Not Applicable.
 
Prefunded Loan Group:  Not Applicable.
 
Prefunding Account:  Not Applicable.
 
Prefunding Period:  Not Applicable.
 
Prepayment Period: With respect to any Distribution Date and any Payoff or Curtailment, the calendar month immediately preceding the month in which such Distribution Date occurs.
 
Principal Payment Amount:  For any Distribution Date, an amount equal to the related Principal Remittance Amount for such date minus the related Overcollateralization Release Amount, if any, for such date.
 
Principal Remittance Amount:  For any Distribution Date and the Floater Loan Group, an amount equal to the sum of (1) all principal collected (other than Payaheads) or advanced in respect of Scheduled Payments on the Mortgage Loans in such Loan Group during the related Collection Period (less unreimbursed Advances, Servicing Advances and other amounts due to the Servicer and the Trustee with respect to the Mortgage Loans in such Loan Group, to the extent allocable to principal or such amounts allocable to interest to the extent remaining unpaid after allocation of the Interest Remittance Amount) and the principal portion of Payaheads previously received on the Mortgage Loans in such Loan Group and intended for application in the related Collection Period, (2) all Principal Prepayments received on the Mortgage Loans in such Loan Group during the related Prepayment Period, (3) the Purchase Price of each Mortgage Loan in such Loan Group that was repurchased by the Seller or purchased by the Class X Certificateholder pursuant to Section 3.17(b), during the related Repurchase Period and the principal proceeds of any purchase of Mortgage Loans in such Loan Group by the Terminating Entity pursuant to Section 11.01, (4) the portion of any Substitution Adjustment Amount paid with respect to any Deleted Mortgage Loans in such Loan Group during the related Collection Period allocable to principal, (5) all Net Liquidation Proceeds (net of unreimbursed Advances, Servicing Advances and other expenses, to the extent allocable to principal or such amounts allocable to interest to the extent remaining unpaid after allocation of the Interest Remittance Amount) and any other Recoveries collected with respect to the Mortgage Loans in such Loan Group during the preceding calendar month, to the extent allocable to principal, and (6) amounts, if any, withdrawn from the Supplemental Interest Account to cover the Net Cumulative Realized Loss Amount for such Distribution Date.  For the purposes of this definition of Principal Remittance Amount, any amounts due to the Servicer and the Trustee that cannot easily be allocable to either interest or principal shall be deemed to be allocable to interest.
 
Private Certificates:  As set forth in the Preliminary Statement.
 
Prospectus Supplement: The Prospectus Supplement, dated August 31, 2007, relating to the offering of the Offered Certificates in the form in which it was or will be filed with the Securities and Exchange Commission pursuant to Rule 424(b) under the 1933 Act with respect to the offer and sale of the Offered Certificates.
 
Qualified Substitute Mortgage Loan:  One or more Mortgage Loans substituted by the Seller for one or more Deleted Mortgage Loans which must, on the date of such substitution, as confirmed in a Request for Release, substantially in the form of Exhibit K, individually or in the aggregate and on a weighted average basis, as applicable (i) have a Stated Principal Balance, after deduction of the principal portion of the Scheduled Payment due in the month of substitution, not in excess of, and not more than 10% less than the Stated Principal Balance of the Deleted Mortgage Loan; (ii) be accruing interest at a rate no lower than and not more than 1% per annum higher than, that of the Deleted Mortgage Loan; (iii) have a Loan to Value Ratio no higher than that of the Deleted Mortgage Loan; (iv) have a remaining term to maturity not more than one year greater than or less than that of the Deleted Mortgage Loan; provided that the remaining term to maturity of any such Mortgage Loan shall be no greater than the last maturing Mortgage Loan immediately prior to any substitution; (v) have a Maximum Mortgage Rate and Minimum Mortgage Rate not less than the respective such rates for the Deleted Mortgage Loan, have a Gross Margin equal to or greater than the Deleted Mortgage Loan and have the same Index as the Deleted Mortgage Loan; (vi) not be a Cooperative Loan unless the Deleted Mortgage Loan was a Cooperative Loan, (vii) have a category of Prepayment Premium equal to the category of Prepayment Premium of the Deleted Mortgage Loan, if applicable, and (viii) comply with each representation and warranty set forth in Section 2.03(b).
 
Rating Agency:  Each of Fitch and S&P, or any successor to any of them, so long as such entity is rating any of the Certificates.
 
Realized Loss: As defined in the Standard Terms; Realized Losses shall include with respect to any modified mortgage loan, the amount, if any, by which the principal balance has been reduced as a result of such modification.
 
Recovery:  With respect to any Distribution Date and Mortgage Loan that became a Liquidated Mortgage Loan (including a charged off second-lien mortgage loan) in a month preceding the month prior to the Distribution Date, any additional amount received in respect of principal on such Mortgage Loan received by the Servicer after Liquidation Proceeds have been remitted to the Trust Fund, net of unreimbursed Advances, Servicing Advances, Liquidation Expenses, Expense Fees and related Excess Proceeds, if any.
 
Regular Certificates:  All of the Certificates other than the Residual Certificates.
 
REMIC:  A “real estate mortgage investment conduit,” within the meaning of Section 860D of the Code.  Reference herein to REMIC refers to each REMIC created by the Preliminary Statement.
 
REMIC Election:  An election, for federal income tax purposes, to treat certain assets as a REMIC.
 
REMIC I: The segregated pool of assets subject hereto, constituting the primary trust created hereby and to be administered hereunder, with respect to which a REMIC election is to be made consisting of: (i) such Mortgage Loans as from time to time are subject to this Agreement (other than any Prepayment Charges), 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, including any Required Insurance Policy, required to be maintained pursuant to this Agreement and any proceeds thereof and (iv) the Collection Account and the Certificate Account (subject to the last sentence of this definition) and such assets that are deposited therein from time to time and any investments thereof. Notwithstanding the foregoing, however, a REMIC election will not be made with respect to the Basis Risk Reserve Fund and the Reserve Account.
 
REMIC I Available Distribution Amount:  For  any Distribution Date, the Available Distribution Amount for such Loan Group 1.
 
REMIC I Group 1 Regular Interests:  REMIC I Regular Interest I and REMIC I Regular Interest I-1-A through REMIC I Regular Interest I-54-B as designated in the Preliminary Statement hereto.
 
REMIC I Group 2 Regular Interests:  REMIC I Regular Interest II and REMIC I Regular Interest II-1-A through REMIC I Regular Interest II-54-B as designated in the Preliminary Statement hereto.
 
REMIC I Regular Interest:  Any of the separate non certificated beneficial ownership interests in REMIC I issued hereunder and designated as a “regular interest” in REMIC I. Each REMIC I Regular Interest shall accrue interest at the related REMIC I 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 Balance or Uncertificated Notional Amount as set forth in the Preliminary Statement hereto. The designations for the respective REMIC I Regular Interests are set forth in the Preliminary Statement hereto.  The REMIC I Regular Interests consist of the REMIC I Group 1 Regular Interests, REMIC I Group 2 Regular Interests, REMIC I Regular Interest R, REMIC I Regular Interest P.
 
REMIC II Interest Loss Allocation Amount: With respect to any Distribution Date, an amount equal to (a) the product of (i) the aggregate Stated Principal Balance of the Mortgage Loans and related REO Properties then outstanding and (ii) the Uncertificated REMIC II Pass-Through Rate for REMIC II Regular Interest LT-AA minus the Marker Rate, divided by (b) 12.
 
REMIC II Marker Allocation Percentage: 50% of any amount payable or loss attributable from the Mortgage Loans, which shall be allocated to REMIC II Regular Interests LT-1A, LT-2A1, LT-2A2, LT-M-1, LT-M-2, LT-M-3, LT-M-4, LT-M-5, LT-M-6, LT-M-7, LT-M-8, LT-M-9, LT-R and LT-P.
 
REMIC II Overcollateralization Amount: With respect to any date of determination, (i) 0.50% of the aggregate Uncertificated Balances of the REMIC II Regular Interests minus (ii) the aggregate Uncertificated Balances of REMIC II Regular Interests LT-1A, LT-2A1, LT-2A2, LT-M-1, LT-M-2, LT-M-3, LT-M-4, LT-M-5, LT-M-6, LT-M-7, LT-M-8, LT-M-9, LT-R and LT-P, in each case as of such date of determination.
 
REMIC II Principal Loss Allocation Amount: With respect to any Distribution Date, an amount equal to the product of (i) 50% of the aggregate Stated Principal Balance of the Mortgage Loans and related REO Properties then outstanding and (ii) 1 minus a fraction, the numerator of which is two times the aggregate Uncertificated Balance of REMIC II Regular Interests LT-1A, LT-2A1, LT-2A2, LT-M-1, LT-M-2, LT-M-3, LT-M-4, LT-M-5, LT-M-6, LT-M-7, LT-M-8, LT-M-9 and LT-ZZ.
 
REMIC II Regular Interest: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II as set forth in the Preliminary Statement. Each REMIC II Regular Interest shall accrue interest at the related Uncertificated REMIC II Pass-Through Rate in effect from time to time, and shall be entitled to distributions of principal (other than REMIC II Regular Interest LT-IO), subject to the terms and conditions hereof, in an aggregate amount equal to its initial Uncertificated Balance, if any, as set forth in the Preliminary Statement hereto.
 
REMIC II Regular Interest LT-AA: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LT-AA shall accrue interest at the related Uncertificated REMIC II 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 Balance as set forth in the Preliminary Statement hereto.
 
REMIC II Regular Interest LT-1A: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LT-1A shall accrue interest at the related Uncertificated REMIC II 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 Balance as set forth in the Preliminary Statement hereto.
 
REMIC II Regular Interest LT-2A1: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LT-2A1 shall accrue interest at the related Uncertificated REMIC II 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 Balance as set forth in the Preliminary Statement hereto.
 
REMIC II Regular Interest LT-2A2: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LT-2A2 shall accrue interest at the related Uncertificated REMIC II 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 Balance as set forth in the Preliminary Statement hereto.
 
REMIC II Regular Interest LT-IO:  One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II.  REMIC II Regular Interest LT-IO shall accrue interest on its Uncertificated Notional Amount at its related Uncertificated REMIC II Pass-Through Rate in effect from time to time.  REMIC II Regular Interest LT-IO shall not have an Uncertificated Balance and shall not be entitled to distributions of principal.
 
REMIC II Regular Interest LT-M-1: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LT-M-1 shall accrue interest at the related Uncertificated REMIC II 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 Balance as set forth in the Preliminary Statement hereto.
 
REMIC II Regular Interest LT-M-2: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LT-M-2 shall accrue interest at the related Uncertificated REMIC II 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 Balance as set forth in the Preliminary Statement hereto.
 
REMIC II Regular Interest LT-M-3: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LT-M-3 shall accrue interest at the related Uncertificated REMIC II 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 Balance as set forth in the Preliminary Statement hereto.
 
REMIC II Regular Interest LT-M-4: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LT-M-4 shall accrue interest at the related Uncertificated REMIC II 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 Balance as set forth in the Preliminary Statement hereto.
 
REMIC II Regular Interest LT-M-5: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LT-M-5 shall accrue interest at the related Uncertificated REMIC II 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 Balance as set forth in the Preliminary Statement hereto.
 
REMIC II Regular Interest LT-M-6: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LT-M-6 shall accrue interest at the related Uncertificated REMIC II 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 Balance as set forth in the Preliminary Statement hereto.
 
REMIC II Regular Interest LT-M-7: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LT-M-7 shall accrue interest at the related Uncertificated REMIC II 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 Balance as set forth in the Preliminary Statement hereto.
 
REMIC II Regular Interest LT-M-8: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LT-M-8 shall accrue interest at the related Uncertificated REMIC II 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 Balance as set forth in the Preliminary Statement hereto.
 
REMIC II Regular Interest LT-M-9: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LT-M-9 shall accrue interest at the related Uncertificated REMIC II 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 Balance as set forth in the Preliminary Statement hereto.
 
REMIC II Regular Interest LT-P: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LT-P shall accrue interest at the related Uncertificated REMIC II 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 Balance as set forth in the Preliminary Statement hereto.
 
REMIC II Regular Interest LT-R: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LT-R shall accrue interest at the related Uncertificated REMIC II 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 Balance as set forth in the Preliminary Statement hereto.
 
REMIC II Regular Interest LT-XX: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LT-XX shall accrue interest at the related Uncertificated REMIC II 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 Balance as set forth in the Preliminary Statement hereto.
 
REMIC II Regular Interest LT-ZZ: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LT-ZZ shall accrue interest at the related Uncertificated REMIC II 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 Balance as set forth in the Preliminary Statement hereto.
 
REMIC II Regular Interest LT-1SUB: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LT-1SUB shall accrue interest at the related Uncertificated REMIC II 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 Balance as set forth in the Preliminary Statement hereto.
 
REMIC II Regular Interest LT-1GRP: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LT-1GRP shall accrue interest at the related Uncertificated REMIC II 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 Balance as set forth in the Preliminary Statement hereto.
 
REMIC II Regular Interest LT-2SUB: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LT-2SUB shall accrue interest at the related Uncertificated REMIC II 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 Balance as set forth in the Preliminary Statement hereto.
 
REMIC II Regular Interest LT-2GRP: One of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a Regular Interest in REMIC II. REMIC II Regular Interest LT-2GRP shall accrue interest at the related Uncertificated REMIC II 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 Balance as set forth in the Preliminary Statement hereto.
 
REMIC II Regular Interest LT-ZZ Maximum Interest Deferral Amount: With respect to any Distribution Date, the excess of (i) REMIC II Uncertificated Accrued Interest calculated with the Uncertificated Pass-Through Rate for REMIC II Regular Interest LT-ZZ and an Uncertificated Balance equal to the excess of (x) the Uncertificated Balance of REMIC II Regular Interest LT-ZZ over (y) the REMIC II Overcollateralization Amount, in each case for such Distribution Date, over (ii) the sum of REMIC II Uncertificated Accrued Interest on REMIC II Regular Interests LT-1A, LT-2A1, LT-2A2, LT-M-1, LT-M-2, LT-M-3, LT-M-4, LT-M-5, LT-M-6, LT-M-7, LT-M-8 and LT-M-9, with the rate on each such REMIC II Regular Interest subject to a cap, for the purpose of this calculation, equal to the Pass-Through Rate for the Corresponding Certificate; provided, however, that for this purpose, the calculation of the Uncertificated REMIC II Pass-Through Rate and the related cap with respect to each REMIC II Regular Interest shall be multiplied by a fraction, the numerator of which is the actual number of days in the Interest Accrual Period and the denominator of which is thirty (30).
 
REMIC II Regular Interests: REMIC II Regular Interest LT-AA, REMIC II Regular Interest LT-1A, REMIC II Regular Interest LT-2A1, REMIC II Regular Interest LT-2A2, REMIC II Regular Interest LT-M-1, REMIC II Regular Interest LT-M-2, REMIC II Regular Interest LT-M-3, REMIC II Regular Interest LT-M-4, REMIC II Regular Interest LT-M-5, REMIC II Regular Interest LT-M-6, REMIC II Regular Interest LT-M-7, REMIC II Regular Interest LT-M-8, REMIC II Regular Interest LT-M-9, REMIC II Regular Interest LT-ZZ, REMIC II Regular Interest LT-P, REMIC II Regular Interest LT-IO, REMIC II Regular Interest LT-R, REMIC II Regular Interest LT-1SUB, REMIC II Regular Interest LT-1GRP, REMIC II Regular Interest LT-2SUB, REMIC II Regular Interest LT-2GRP and REMIC II Regular Interest LT-XX.
 
REMIC II Sub WAC Allocation Percentage: 50% of any amount payable or loss attributable from the Mortgage Loans, which shall be allocated to REMIC II Regular Interest LT-1SUB, REMIC II Regular Interest LT-1GRP, REMIC II Regular Interest LT-2SUB, REMIC II Regular Interest LT-2GRP and REMIC II Regular Interest LT-XX.
 
REMIC II Subordinated Balance Ratio: The ratio among the Uncertificated Balances of each REMIC II Regular Interest ending with the designation “SUB”, equal to the ratio between, with respect to each such REMIC II Regular Interest, the excess of (x) the aggregate Stated Principal Balance of the Group 1 Mortgage Loans and the Group 2 Mortgage Loans, as applicable, over (y) the current Class Principal Balance of the related Senior Certificates.
 
REMIC II Targeted Overcollateralization Amount: 0.50% of the Targeted Overcollateralization Amount.
 
REMIC Provisions: Provisions of the federal income tax law relating to real estate mortgage investment conduits, which appear at sections 860A through 860G of Subchapter M of Chapter 1 of the Code, and related provisions, and regulations promulgated thereunder, as the foregoing may be in effect from time to time.
 
REMIC Regular Interests: The REMIC I Regular Interests and REMIC II Regular Interests.
 
Residual Certificates:  As set forth in the Preliminary Statement.
 
Required Basis Risk Reserve Fund Amount:  With respect to any Distribution Date, $5,000.
 
Required Basis Risk Reserve Fund Deposit:  With respect to any Distribution Date, the sum of (i) any Basis Risk Shortfall for such date (net of amounts available to pay Basis Risk Shortfalls on deposit in the Supplemental Interest Account on such date) and (ii) the excess, if any, of the Required Basis Risk Reserve Fund Amount for such Distribution Date over the amount on deposit in the Basis Risk Reserve Fund at the close of business on the Business Day immediately preceding such Distribution Date.
 
Reuters Screen LIBOR 01 Page: The display page so designated on the Reuters Monitor Money Rates service (or such other page as may replace that page on such service for the purpose of displaying London interbank offered rates of major banks).
 
Rolling Three Month Delinquency Rate:  For any Distribution Date will be the fraction, expressed as a percentage, equal to the average of the related Delinquency Rates for each of the three (or one and two, in the case of the first and second Distribution Dates) immediately preceding months.
 
Seller:  DLJMC.
 
Senior Certificates:  As set forth in the Preliminary Statement.
 
Senior Enhancement Percentage:  For any Distribution Date, the fraction, expressed as a percentage, the numerator of which is the sum of the aggregate Class Principal Balance of the Subordinate Certificates and the Overcollateralization Amount (which, for purposes of this definition only, shall not be less than zero), in each case prior to giving effect to payments on such Distribution Date (assuming no Trigger Event has occurred), and the denominator of which is the Aggregate Loan Balance as of the first day of the related Collection Period.
 
Senior Principal Payment Amount:  For any Distribution Date on or after the Stepdown Date and as long as a Trigger Event has not occurred or is not continuing with respect to such Distribution Date, will be the amount, if any, by which (x) the Class Principal Balance of the Senior Certificates immediately prior to such Distribution Date exceeds (y) the lesser of (A) the product of (i) 49.30% and (ii) the Aggregate Loan Balance for such Distribution Date and (B) the amount, if any, by which (i) the Aggregate Loan Balance for such Distribution Date exceeds (ii) 0.50% of the Aggregate Loan Balance as of the Cut-off Date.
 
Series Supplement:  This Series Supplement, dated as of August 1, 2007, as amended from time to time.
 
Servicer:  SPS for the Interim Servicing Period, Ocwen thereafter and, in each case, any successor in interest thereto or any successor servicer appointed as provided herein.
 
Servicing Transfer Date: The date on which the servicing of the Mortgage Loans transfers to Ocwen, which is expected to be on or about October 1, 2007.
 
Special Servicer:  Any special servicer appointed by the Class X Certificateholder pursuant to Section 3.17.
 
Special Serviced Mortgage Loan:  The Mortgage Loans for which a Special Servicer acts as servicer pursuant to Section 3.17.
 
SPS: Select Portfolio Servicing, Inc., a Utah corporation, and its successors and assigns.
 
Standard & Poor’s:  Standard & Poor’s Ratings Services, a division of The McGraw-Hill Companies, Inc.
 
Standard Terms:  That certain Standard Terms of Pooling and Servicing Agreement, dated as of August 1, 2007, attached hereto as Exhibit A.
 
Startup Day:  The Closing Date.
 
Stepdown Date: The date occurring on the earlier of (1) the first Distribution Date following the Distribution Date on which the aggregate Class Principal Balance of the Class 1-A, Class 2-A-1 and Class 2-A-2 Certificates are reduced to zero and (2) the later of (x) the Distribution Date in September 2010 and (y) the first Distribution Date on which the Senior Enhancement Percentage (calculated for this purpose after giving effect to payments or other recoveries in respect of the Mortgage Loans during the related Collection Period but before giving effect to payments on the Certificates on such Distribution Date) is greater than or equal to 50.70%.
 
Subordinate Certificates:  As set forth in the Preliminary Statement.
 
Subordinate Group 1 Balance:  For any Distribution Date will be the Aggregate Loan Group Balance for Loan Group 1 as of the first day of the related Collection Period less the Class Principal Balance of the Class 1-A Certificates.
 
Subordinate Group 2 Balance:  For any Distribution Date will be the Aggregate Loan Group Balance for Loan Group 2 as of the first day of the related Collection Period less the aggregate Class Principal Balances of the Class 2-A-1, Class 2-A-2 and Class R Certificates.
 
Subordinate Net Funds Cap:  For any Distribution Date and 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, will be a per annum rate equal to a weighted average of (i) the Group 1 Senior Net Funds Cap and (ii) the Group 2 Senior Net Funds Cap for such Distribution Date, weighted on the basis of the Subordinate Group 1 Balance and Subordinate Group 2 Balance, respectively.  For federal income tax purposes, the equivalent of the foregoing shall be expressed as the weighted average (adjusted for the actual number of days elapsed in the related Interest Accrual Period) of (a) REMIC II Regular Interest LT-1SUB, subject to a cap and a floor equal to the Uncertificated REMIC II Pass-Through Rate on REMIC II Regular Interest LT-1GRP and (b) REMIC II Regular Interest LT-2SUB, subject to a cap and a floor equal to the Uncertificated REMIC II Pass-Through Rate on REMIC II Regular Interest LT-2GRP, in each case as determined for such Distribution Date, weighted on the basis of the Uncertificated Principal Balance of each such REMIC II Regular Interest immediately prior to such Distribution Date.
 
Subsequent Cut-off Date:  Not Applicable.
 
Subsequent Mortgage Loan:  Not Applicable.
 
Subsequent Transfer Agreement:  Not Applicable.
 
Subsequent Transfer Date:  Not Applicable.
 
Substitution Adjustment Amount:  As defined in Section 2.03.
 
Supplemental Interest Account: As defined in Section 4.08 hereof.  The Supplemental Interest Account will not be an asset of any REMIC.
 
Supplemental Interest Trust:  The trust created pursuant to Section 4.08 herein and designated as the “Supplemental Interest Trust,” consisting of the Swap Agreement, the Supplemental Interest Account and the right to receive Net Swap Payments from the Swap Counterparty.
 
Supplemental Interest Trust Posted Collateral Account:  The segregated non-interest bearing trust account created and maintained by the Supplemental Interest Trust Trustee pursuant to Section 4.08 hereof.
 
Supplemental Interest Trust Trustee:  The Trustee, acting not in its individual or corporate capacity but solely as trustee of the Supplemental Interest Trust.
 
Supplemental Trust Payment:  An amount equal to the product of (a) 5.15%, (b) a fraction, the numerator of which is 30 (except with respect to the first Swap Payment Date, in which case the numerator will be the number of days in the first Swap Calculation Period) and the denominator of which is 360 and (c) the Swap Notional Amount.
 
Swap Agreement:  The swap agreement relating to the Offered Certificates consisting of ISDA Master Agreement (Multicurrency Cross-Border), a schedule, credit support annex and the related confirmation thereto, each dated as of the Closing Date, between the Supplemental Interest Trust Trustee, on behalf of the Supplemental Interest Trust, and the Swap Counterparty, as such agreement may be amended and supplemented in accordance with its terms.
 
Swap Calculation Period:  Each period from and including the Distribution Date in the preceding calendar month to, but excluding, the related Distribution Date, except that the initial Swap Calculation Period will commence on, and include, October 25, 2007 and the final Swap Calculation Period will end on, but exclude, the Swap Termination Date, provided that such Swap Calculation Period shall be adjusted pursuant to the “Following Business Day Convention” (as defined in the Swap Agreement).
 
Swap Certificate:  Each of the Offered Certificates.
 
Swap Counterparty:  The swap provider under the Swap Agreement.  Initially, the Swap Counterparty shall be Credit Suisse International.
 
Swap Counterparty Payment:  An amount equal to the greater of (I) zero and (II) the product of (a) One-Month LIBOR for the related Distribution Date, (b) a fraction, the numerator of which is the actual number of days elapsed in the related Swap Calculation Period and the denominator of which is 360 and (c) the Swap Notional Amount.
 
Swap Counterparty Trigger Event:  (i) an Event of Default (as defined in the Swap Agreement) with respect to which the Swap Counterparty is a Defaulting Party (as defined in the Swap Agreement), (ii) a Termination Event (as defined in the Swap Agreement) under the Swap Agreement with respect to which the Swap Counterparty is the sole Affected Party (as defined in the Swap Agreement) or (iii) an Additional Termination Event (as defined in the Swap Agreement) under the Swap Agreement with respect to which the Swap Counterparty is the sole Affected Party.
 
Swap Event of Default:  An “Event of Default” as such term is defined in the Swap Agreement.
 
Swap LIBOR:  LIBOR as determined pursuant to the Swap Agreement.
 
Swap Notional Amount:  The “Notional Amount” referred to in the Swap Agreement.
 
Swap Payment Date:  The “Business Day” (as defined in the Swap Agreement) before each Distribution Date.
 
Swap Suspension Event:  With respect to any Distribution Date, either (a) the occurrence of a default by the Swap Counterparty under the Swap Agreement in the timely payment of any Net Swap Payment owed by the Swap Counterparty to the Supplemental Interest Trust on the related Swap Payment Date or (b) the Swap Agreement has been terminated and no replacement Swap Agreement is in force and effect.
 
Swap Termination Date:  Immediately following the earliest to occur of (a) the Maturity Date, (b) the date on which the Terminating Entity has purchased all of the Mortgage Loans from the Trust, unless terminated earlier in accordance with the terms of the Swap Agreement and (c) the Distribution Date on which the Class Principal Balance of the Certificates has been reduced to zero.
 
Swap Termination Payment:  Upon the designation of an Early Termination Date (as defined in the Swap Agreement), the payment to be made by the Trust to the Supplemental Interest Account for payment to the Swap Counterparty, or by the Swap Counterparty to the Supplemental Interest Account for payment to the Trust, as applicable, pursuant to the terms of the Swap Agreement.
 
Targeted Overcollateralization Amount:  For any Distribution Date prior to the Stepdown Date, 8.80% of the Aggregate Loan Balance as of the Cut-off Date; with respect to any Distribution Date on or after the Stepdown Date and with respect to which a Trigger Event has not occurred, the greater of (a) 17.60% of the Aggregate Loan Balance for such Distribution Date, or (b) 0.50% of the Aggregate Loan Balance as of the Cut-off Date; with respect to any Distribution Date on or after the Stepdown Date with respect to which a Trigger Event has occurred and is continuing, the Targeted Overcollateralization Amount for the Distribution Date immediately preceding such Distribution Date.
 
Tax Matters Person: The person designated as “tax matters person” in the manner provided under Treasury regulation § 1.860F-4(d) and temporary Treasury regulation §301.6231(a)(7)-1T.
 
Terminating Entity: The Majority Class X Certificateholder.
 
Trigger Event: A Trigger Event will occur for any Distribution Date if either (i) the Rolling Three Month Delinquency Rate as of the last day of the related Collection Period equals or exceeds the applicable percentage (as set forth below) of the Most Senior Enhancement Percentage of the most senior Class or Classes of Certificates then outstanding for such Distribution Date:
 
Class
Percentage
Class 1-A, Class 2-A-1 or Class 2-A-2 Certificates
31.50%
Class M-1 Certificates
35.18%
Class M-2 Certificates
39.34%
Class M-3 Certificates
48.25%
Class M-4 Certificates
53.06%
Class M-5 Certificates
58.71%
Class M-6 Certificates
64.39%
Class M-7 Certificates
70.04%
Class M-8 Certificates
75.33%
Class M-9 Certificates
90.75%
 
or (ii) the cumulative Realized Losses as a percentage of the original Aggregate Loan Balance on the Closing Date for such Distribution Date is greater than the percentage set forth in the following table:
 
Range of Distribution Dates
Cumulative Loss Percentage
September 2009 – August 2010
2.25%*
September 2010 – August 2011
5.65%*
September 2011 – August 2012
8.80%*
September 2012 – August 2013
11.30%*
September 2013 and thereafter
12.75%*
 
* The percentages set forth above are the percentages applicable for the first Distribution Date in the corresponding range of Distribution Dates.  The percentage for each succeeding Distribution Date in a range increases incrementally by 1/12 of the positive difference between the percentage applicable to the first Distribution Date in that range and the percentage applicable to the first Distribution Date in the succeeding range.
 
Trust:  The trust created pursuant to Section 2.01 this Agreement.
 
Trust Fund: Collectively, the assets of REMIC I, REMIC II, REMIC III and the Basis Risk Reserve Fund.
 
Trustee:  U.S. Bank National Association, a national banking association, not in its individual capacity, but solely in its capacity as trustee for the benefit of the Certificateholders under this Agreement, and any successor thereto, as provided herein.
 
Trustee Fee:  The fee, if any, payable to the Trustee on each Distribution Date for its services as Trustee hereunder, in an amount equal to one twelfth of the Trustee Fee Rate multiplied by the Stated Principal Balance of the Mortgage Loans immediately prior to such Distribution Date.
 
Trustee Fee Rate:  0.0010% per annum.
 
Trustee:  U.S. Bank National Association, a national banking association, not in its individual capacity, but solely in its capacity as trustee for the benefit of the Certificateholders under this Agreement, and any successor thereto, as provided herein.
 
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 Reductions (allocated to such REMIC Regular Interests based on the priorities set forth in Section [1.03]).
 
Uncertificated Notional Amount:  With respect to REMIC II Regular Interest LT-IO and each Distribution Date listed below, the aggregate Uncertificated Balance of the REMIC I Regular Interests ending with the designation “A” listed below:
 
Distribution Date
 
REMIC I Regular Interests
1
 
I-1-A through I-54-A and II-1-A through II-54-A
2
 
I-2-A through I-54-A and II-2-A through II-54-A
3
 
I-3-A through I-54-A and II-3-A through II-54-A
4
 
I-4-A through I-54-A and II-4-A through II-54-A
5
 
I-5-A through I-54-A and II-5-A through II-54-A
6
 
I-6-A through I-54-A and II-6-A through II-54-A
7
 
I-7-A through I-54-A and  II-7-A through II-54-A
8
 
I-8-A through I-54-A and  II-8-A through II-54-A
9
 
I-9-A through I-54-A and  II-9-A through II-54-A
10
 
I-10-A through I-54-A and  II-10-A through II-54-A
11
 
I-11-A through I-54-A and  II-11-A through II-54-A
12
 
I-12-A through I-54-A and  II-12-A through II-54-A
13
 
I-13-A through I-54-A and  II-13-A through II-54-A
14
 
I-14-A through I-54-A and  II-14-A through II-54-A
15
 
I-15-A through I-54-A and  II-15-A through II-54-A
16
 
I-16-A through I-54-A and  II-16-A through II-54-A
17
 
I-17-A through I-54-A and  II-17-A through II-54-A
18
 
I-18-A through I-54-A and  II-18-A through II-54-A
19
 
I-19-A through I-54-A and II-19-A through II-54-A
20
 
I-20-A through I-54-A and II-20-A through II-54-A
21
 
I-21-A through I-54-A and II-21-A through II-54-A
22
 
I-22-A through I-54-A and II-22-A through II-54-A
23
 
I-23-A through I-54-A and II-23-A through II-54-A
24
 
I-24-A through I-54-A and II-24-A through II-54-A
25
 
I-25-A through I-54-A and II-25-A through II-54-A
26
 
I-26-A through I-54-A and II-26-A through II-54-A
27
 
I-27-A through I-54-A and II-27-A through II-54-A
28
 
I-28-A through I-54-A and II-28-A through II-54-A
29
 
I-29-A through I-54-A and II-29-A through II-54-A
30
 
I-30-A through I-54-A and II-30-A through II-54-A
31
 
I-31-A through I-54-A and II-31-A through II-54-A
32
 
I-32-A through I-54-A and II-32-A through II-54-A
33
 
I-33-A through I-54-A and II-33-A through II-54-A
34
 
I-34-A through I-54-A and II-34-A through II-54-A
35
 
I-35-A through I-54-A and II-35-A through II-54-A
36
 
I-36-A through I-54-A and II-36-A through II-54-A
37
 
I-37-A through I-54-A and II-37-A through II-54-A
38
 
I-38-A through I-54-A and II-38-A through II-54-A
39
 
I-39-A through I-54-A and II-39-A through II-54-A
40
 
I-40-A through I-54-A and II-40-A through II-54-A
41
 
I-41-A through I-54-A and II-41-A through II-54-A
42
 
I-42-A through I-54-A and II-42-A through II-54-A
43
 
I-43-A through I-54-A and II-43-A through II-54-A
44
 
I-44-A through I-54-A and II-44-A through II-54-A
45
 
I-45-A through I-54-A and II-45-A through II-54-A
46
 
I-46-A through I-54-A and II-46-A through II-54-A
47
 
I-47-A through I-54-A and II-47-A through II-54-A
48
 
I-48-A through I-54-A and II-48-A through II-54-A
49
 
I-49-A through I-54-A and II-49-A through II-54-A
50
 
I-50-A through I-54-A and II-50-A through II-54-A
51
 
I-51-A through I-54-A and II-51-A through II-54-A
52
 
I-52-A through I-54-A and II-52-A through II-54-A
53 through 57
 
I-53-A and I-54-A and II-53-A and II-54-A
58
 
I-54-A and II-54-A
thereafter
 
$0.00

With respect to the Class IO Interest and any Distribution Date, an amount equal to the Uncertificated Notional Amount of the REMIC II Regular Interest LT-IO.
 
Uncertificated Pass-Through Rate:  For any REMIC I Regular Interest or REMIC II Regular Interest, the per annum rate set forth or calculated in the manner described in the Preliminary Statement under “REMIC I” or “REMIC II,” respectively.
 
Uncertificated Principal Balance:  The principal amount of any REMIC I or REMIC II Regular Interest outstanding as of any date of determination.  As of the Closing Date, the Uncertificated Principal Balance of each REMIC I and REMIC II Regular Interest shall equal the amount set forth in the Preliminary Statement hereto as its Initial Uncertificated Principal Balance under “REMIC I” or “REMIC II,” respectively. On each Distribution Date, the Uncertificated Principal Balance of each REMIC I Regular Interest and REMIC II Regular Interest shall be reduced, (x) in the case of REMIC I Regular Interests, by the sum of (i) the principal portion of Realized Losses allocated to the REMIC I Regular Interests in accordance with the definition of REMIC I Realized Losses and (ii) the amounts deemed distributed on each Distribution Date in respect of principal on the REMIC I Regular Interests pursuant to Section 4.01(d)(i), and (y) in the case of REMIC II Regular Interests, by the sum of (i) the principal portion of Realized Losses allocated to the REMIC II Regular Interests in accordance with the definition of REMIC II Realized Losses and (ii) the amounts deemed distributed on each Distribution Date in respect of principal on the REMIC II Regular Interests pursuant to Section 4.01(d)(ii).
 
Uncertificated Regular Interest:  Any of the REMIC I Regular Interests and REMIC II Regular Interests.
 
Uncertificated REMIC I Pass-Through Rate: With respect to REMIC I Regular Interest I, a per annum rate equal to the weighted average of the Net Mortgage Rates on the Group 1 Mortgage Loans; With respect to REMIC I Regular Interest II, REMIC I Regular Interest P and REMIC I Regular Interest R, a per annum rate equal to the weighted average of the Net Mortgage Rates on the Group 2 Mortgage Loans; With respect to each REMIC I Group 1 Regular Interest ending with the designation “A”, a per annum rate equal to the weighted average of the Net Mortgage Rates on the Group 1 Mortgage Loans multiplied by 2, subject to a maximum rate of 10.30%;  With respect to each REMIC I Group 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 Net Mortgage Rates on the Group 1 Mortgage Loans over (ii) 10.30% and (y) 0.00%; With respect to each REMIC I Group 2 Regular Interest ending with the designation “A”, a per annum rate equal to the weighted average of the Net Mortgage Rates on the Group 2 Mortgage Loans multiplied by 2, subject to a maximum rate of 10.30%;  With respect to each REMIC I Group 2 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 Net Mortgage Rates on the Group 2 Mortgage Loans over (ii) 10.30% and (y) 0.00%.
 
Uncertificated REMIC II Pass-Through Rate:  With respect to REMIC II Regular Interests LT-AA, LT-1A, LT-2A1, LT-2A-1A, LT-2A2, LT-M-1, LT-M-2, LT-M-3, LT-M-4, LT-M-5, LT-M-6, LT-M-6, LT-M-7, LT-M-8, LT-M-9, LT-ZZ, LT-1SUB, LT-2SUB and LT-XX,  a per annum rate (but not less than zero) equal to the weighted average of (w) with respect to REMIC I Regular Interest I, REMIC I Regular Interest II, the Uncertificated REMIC I Pass-Through Rate for such REMIC I Regular Interest for each such Distribution Date, (x) with respect to REMIC I Regular Interests ending with the designation “B”, the weighted average of the Uncertificated REMIC I Pass-Through Rates for such REMIC I Regular Interests, weighted on the basis of the Uncertificated Balance of such REMIC I Regular Interests for each such Distribution Date and (y) with respect to REMIC I Regular Interests ending with the designation “A”, for each Distribution Date listed below, the weighted average of the rates listed below for each such REMIC I Regular Interest listed below, weighted on the basis of the Uncertificated Balance of each such REMIC I Regular Interest for each such Distribution Date:
 
Distribution Date
 
REMIC I Regular Interest
 
Rate
1
 
I-1-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-1-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
         
2
 
I-2-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-2-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate REMIC I Remittance Rate
   
I-1-A
 
REMIC I Remittance Rate
   
II-1-A
 
REMIC I Remittance Rate
         
3
 
I-3-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-3-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A and I-2-A
 
REMIC I Remittance Rate
   
II-1-A and II-2-A
 
REMIC I Remittance Rate
         
4
 
I-4-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-4-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-3-A
 
REMIC I Remittance Rate
   
II-1-A through II-3-A
 
REMIC I Remittance Rate
         
5
 
I-5-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-5-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-4-A
 
REMIC I Remittance Rate
   
II-1-A through II-4-A
 
REMIC I Remittance Rate
         
6
 
I-6-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-6-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-5-A
 
REMIC I Remittance Rate
   
II-1-A through II-5-A
 
REMIC I Remittance Rate
         
7
 
I-7-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-7-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-6-A
 
REMIC I Remittance Rate
   
II-1-A through II-6-A
 
REMIC I Remittance Rate
         
8
 
I-8-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-8-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-7-A
 
REMIC I Remittance Rate
   
II-1-A through II-7-A
 
REMIC I Remittance Rate
         
9
 
I-9-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-9-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-8-A
 
REMIC I Remittance Rate
   
II-1-A through II-8-A
 
REMIC I Remittance Rate
         
10
 
I-10-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-10-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-9-A
 
REMIC I Remittance Rate
   
II-1-A through II-9-A
 
REMIC I Remittance Rate
         
11
 
I-11-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-11-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-10-A
 
REMIC I Remittance Rate
   
II-1-A through II-10-A
 
REMIC I Remittance Rate
         
12
 
I-12-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-12-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-11-A
 
REMIC I Remittance Rate
   
II-1-A through II-11-A
 
REMIC I Remittance Rate
         
13
 
I-13-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-13-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-12-A
 
REMIC I Remittance Rate
   
II-1-A through II-12-A
 
REMIC I Remittance Rate
         
14
 
I-14-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-14-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-13-A
 
REMIC I Remittance Rate
   
II-1-A through II-13-A
 
REMIC I Remittance Rate
         
15
 
I-15-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-15-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-14-A
 
REMIC I Remittance Rate
   
II-1-A through II-14-A
 
REMIC I Remittance Rate
         
16
 
I-16-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-16-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-15-A
 
REMIC I Remittance Rate
   
II-1-A through II-15-A
 
REMIC I Remittance Rate
         
17
 
I-17-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-17-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-16-A
 
REMIC I Remittance Rate
   
II-1-A through II-16-A
 
REMIC I Remittance Rate
         
18
 
I-18-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-18-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-17-A
 
REMIC I Remittance Rate
   
II-1-A through II-17-A
 
REMIC I Remittance Rate
         
19
 
I-19-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-19-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-18-A
 
REMIC I Remittance Rate
   
II-1-A through II-18-A
 
REMIC I Remittance Rate
         
20
 
I-20-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-20-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-19-A
 
REMIC I Remittance Rate
   
II-1-A through II-19-A
 
REMIC I Remittance Rate
         
21
 
I-21-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-21-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-20-A
 
REMIC I Remittance Rate
   
II-1-A through II-20-A
 
REMIC I Remittance Rate
         
22
 
I-22-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-22-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-21-A
 
REMIC I Remittance Rate
   
II-1-A through II-21-A
 
REMIC I Remittance Rate
         
23
 
I-23-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-23-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-22-A
 
REMIC I Remittance Rate
   
II-1-A through II-22-A
 
REMIC I Remittance Rate
         
24
 
I-24-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-24-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-23-A
 
REMIC I Remittance Rate
   
II-1-A through II-23-A
 
REMIC I Remittance Rate
         
25
 
I-25-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-25-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-24-A
 
REMIC I Remittance Rate
   
II-1-A through II-24-A
 
REMIC I Remittance Rate
         
26
 
I-26-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-26-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-25-A
 
REMIC I Remittance Rate
   
II-1-A through II-25-A
 
REMIC I Remittance Rate
         
27
 
I-27-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-27-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-26-A
 
REMIC I Remittance Rate
   
II-1-A through II-26-A
 
REMIC I Remittance Rate
         
28
 
I-28-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-28-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-27-A
 
REMIC I Remittance Rate
   
II-1-A through II-27-A
 
REMIC I Remittance Rate
         
29
 
I-29-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-29-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-28-A
 
REMIC I Remittance Rate
   
II-1-A through II-28-A
 
REMIC I Remittance Rate
         
30
 
I-30-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-30-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-29-A
 
REMIC I Remittance Rate
   
II-1-A through II-29-A
 
REMIC I Remittance Rate
         
31
 
I-31-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-31-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-30-A
 
REMIC I Remittance Rate
   
II-1-A through II-30-A
 
REMIC I Remittance Rate
         
32
 
I-32-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-32-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-31-A
 
REMIC I Remittance Rate
   
II-1-A through II-31-A
 
REMIC I Remittance Rate
         
33
 
I-33-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-33-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-32-A
 
REMIC I Remittance Rate
   
II-1-A through II-32-A
 
REMIC I Remittance Rate
         
34
 
I-34-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-34-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-33-A
 
REMIC I Remittance Rate
   
II-1-A through II-33-A
 
REMIC I Remittance Rate
         
35
 
I-35-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-35-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-34-A
 
REMIC I Remittance Rate
   
II-1-A through II-34-A
 
REMIC I Remittance Rate
         
36
 
I-36-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-36-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-35-A
 
REMIC I Remittance Rate
   
II-1-A through II-35-A
 
REMIC I Remittance Rate
         
37
 
I-37-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-37-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-36-A
 
REMIC I Remittance Rate
   
II-1-A through II-36-A
 
REMIC I Remittance Rate
         
38
 
I-38-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-38-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-37-A
 
REMIC I Remittance Rate
   
II-1-A through II-37-A
 
REMIC I Remittance Rate
         
39
 
I-39-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-39-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-38-A
 
REMIC I Remittance Rate
   
II-1-A through II-38-A
 
REMIC I Remittance Rate
         
40
 
I-40-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-40-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-39-A
 
REMIC I Remittance Rate
   
II-1-A through II-39-A
 
REMIC I Remittance Rate
         
41
 
I-41-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-41-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-40-A
 
REMIC I Remittance Rate
   
II-1-A through II-40-A
 
REMIC I Remittance Rate
         
42
 
I-42-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-42-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-41-A
 
REMIC I Remittance Rate
   
II-1-A through II-41-A
 
REMIC I Remittance Rate
         
43
 
I-43-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-43-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-42-A
 
REMIC I Remittance Rate
   
II-1-A through II-42-A
 
REMIC I Remittance Rate
         
44
 
I-44-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-44-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-43-A
 
REMIC I Remittance Rate
   
II-1-A through II-43-A
 
REMIC I Remittance Rate
         
45
 
I-45-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-45-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-44-A
 
REMIC I Remittance Rate
   
II-1-A through II-44-A
 
REMIC I Remittance Rate
         
46
 
I-46-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-46-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-45-A
 
REMIC I Remittance Rate
   
II-1-A through II-45-A
 
REMIC I Remittance Rate
         
47
 
I-47-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-47-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-46-A
 
REMIC I Remittance Rate
   
II-1-A through II-46-A
 
REMIC I Remittance Rate
         
48
 
I-48-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-48-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-47-A
 
REMIC I Remittance Rate
   
II-1-A through II-47-A
 
REMIC I Remittance Rate
         
49
 
I-49-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-49-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-39-A
 
REMIC I Remittance Rate
   
II-1-A through II-39-A
 
REMIC I Remittance Rate
         
50
 
I-50-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-50-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-49-A
 
REMIC I Remittance Rate
   
II-1-A through II-49-A
 
REMIC I Remittance Rate
         
51
 
I-51-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-51-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-50-A
 
REMIC I Remittance Rate
   
II-1-A through II-50-A
 
REMIC I Remittance Rate
         
52
 
I-52-A through I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-52-A through II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-51-A
 
REMIC I Remittance Rate
   
II-1-A through II-51-A
 
REMIC I Remittance Rate
         
53 through 57
 
I-53-A and I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-53-A and II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-52-A
 
REMIC I Remittance Rate
   
II-1-A through II-52-A
 
REMIC I Remittance Rate
         
58
 
I-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
II-54-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
   
I-1-A through I-53-A
 
REMIC I Remittance Rate
   
II-1-A through II-53-A
 
REMIC I Remittance Rate
         
thereafter
 
I-1-A through I-54-A
 
REMIC I Remittance Rate
   
II-1-A through II-54-A
 
REMIC I Remittance Rate

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

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

With respect to REMIC II Regular Interest LT-IO, the excess of (i) the Uncertificated REMIC I Pass-Through Rates for REMIC I Regular Interests ending with the designation “A”, over (ii) 2 multiplied by Swap LIBOR.
 
Voting Rights:  The portion of the voting rights of all the Certificates that is allocated to any Certificate for purposes of the voting provisions of this Agreement.  At all times during the term of this Agreement, 99% of all Voting Rights shall be allocated among the Class 1-A, Class 2-A-1, Class 2-A-2, 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.  The portion of such 99% Voting Rights allocated to the Class 1-A, Class 2-A-1, Class 2-A-2, 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 shall be allocated based on the fraction, expressed as a percentage, the numerator of which is the aggregate Class Principal Balance then outstanding and the denominator of which is the Class Principal Balance of all such Classes then outstanding.  The Class X Certificates shall be allocated 1% of the Voting Rights; provided, however, for so long as the Class X Certificates, or any portion thereof, are held in a NIM Trust, the holders of the Class X Certificates shall not be entitled to exercise any Voting Rights with respect to their  Certificates and the Voting Rights otherwise allocable to the Class X Certificates shall be allocated to the other Classes of Certificates other than the Class R Certificates and Class P Certificates.  Voting Rights shall be allocated among the Certificates within each such Class in accordance with their respective Percentage Interests.  The Class P Certificates and Class R Certificates shall have no Voting Rights.
 
SECTION 1.02.                                           Allocation of Certain Interest Shortfalls.
 
For purposes of calculating the amount of Uncertificated Accrued Interest for the REMIC I Group 1 Regular Interests for any Distribution Date, the aggregate amount of any Prepayment Interest Shortfalls (net of any Compensating Interest Payment) and any Relief Act Reductions incurred in respect of the Group 1 Loans for any Distribution Date shall be allocated first, to REMIC I Regular Interest I and to the REMIC I Group 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 I Pass-Through Rates on the respective Uncertificated Principal Balances of each such REMIC I Regular Interest , and then, to REMIC I Group 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 I Pass-Through Rates on the respective Uncertificated Principal Balances of each such REMIC I Regular Interest.  For purposes of calculating the amount of Uncertificated Accrued Interest for the REMIC I Group 2 Regular Interests for any Distribution Date, the aggregate amount of any Prepayment Interest Shortfalls (net of any Compensating Interest Payment) and any Relief Act Reductions incurred in respect of the Group 2 Loans for any Distribution Date shall be allocated first, to REMIC I Regular Interest I and to the REMIC I Group 2 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 I Pass-Through Rates on the respective Uncertificated Principal Balances of each such REMIC I Regular Interest , and then, to REMIC I Group 2 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 I Pass-Through Rates on the respective Uncertificated Principal Balances of each such REMIC I Regular Interest.
 
For purposes of calculating the amount of Uncertificated Accrued Interest for the REMIC II Regular Interests for any Distribution Date the REMIC II Marker Allocation Percentage of any aggregate amount of any Prepayment Interest Shortfalls and any Relief Act Interest Shortfalls incurred in respect of the Mortgage Loans shall be allocated among REMIC II Regular Interests LT-AA, LT-1A, LT-2A1, LT-2A2, LT-M-1, LT-M-2, LT-M-3, LT-M-4, LT-M-5, LT-M-6, LT-M-7, LT-M-8, LT-M-9 and LT-ZZ pro rata based on, and to the extent of, one month’s interest at the then applicable respective Uncertificated REMIC II Pass-Through Rate on the respective Uncertificated Principal Balance of each such REMIC II Regular Interest.
 
For purposes of calculating the amount of Uncertificated Accrued Interest for the REMIC II Regular Interests for any Distribution Date the REMIC II Sub WAC Allocation Percentage of any aggregate amount of any Prepayment Interest Shortfalls and any Relief Act Interest Shortfalls incurred in respect of the Mortgage Loans shall be allocated among REMIC II Regular Interests LT-1SUB, LT-1GRP, LT-2SUB, LT-2GRP and LT-XX, pro rata based on, and to the extent of, one month’s interest at the then applicable respective Uncertificated REMIC II Pass-Through Rate on the respective Uncertificated Principal Balance of each such REMIC II Regular Interest.
 
ARTICLE II
 
CONVEYANCE OF MORTGAGE LOANS;
REPRESENTATIONS AND WARRANTIES
 
SECTION 2.01.                                           Conveyance of Trust Fund.
 
(a)           The Depositor does hereby establish the CSMC Asset-Backed Trust 2007-NC1 OSI (the “Trust”) and sells, transfers, assigns, delivers, sets over and otherwise conveys to the Trustee in trust for the benefit of the Certificateholders, without recourse, the Depositor’s right, title and interest in and to (a) the Mortgage Loans listed in the Mortgage Loan Schedule, including all interest and principal received or receivable by the Depositor on or with respect to the Mortgage Loans after the Cut-off Date, but not including payments of principal and interest due and payable on the Mortgage Loans on or before the Cut-off Date, together with the Mortgage Files relating to the Mortgage Loans, (b) REO Property, (c) the Collection Account, the Certificate Account and all amounts deposited therein pursuant to the applicable provisions of this Agreement, (d) any insurance policies with respect to the Mortgage Loans, (e) the Depositor’s rights under the Assignment and Assumption Agreement, (f) the Supplemental Interest Account and (g) all proceeds of the conversion, voluntary or involuntary, of any of the foregoing into cash or other liquid property.  The parties hereto agree that it is not intended that any mortgage loan be conveyed to the Trust that is either (i) a “High-Cost Home Loan” as defined in the New Jersey Home Ownership Act effective November 27, 2003, (ii) a “High-Cost Home Loan” as defined in the New Mexico Home Loan Protection Act effective January 1, 2004 (iii) a “High Cost Home Mortgage Loan” as defined in the Massachusetts Predatory Home Loan Practices Act effective November 7, 2004 or (iv) a “High-Cost Home Loan” as defined by the Indiana High Cost Home Loan Law effective January 1, 2005.
 
(b)  In connection with the transfer and assignment set forth in clause (a) above, the Depositor has delivered or caused to be delivered to a Custodian for the benefit of the Certificateholders, the documents and instruments with respect to each Mortgage Loan as assigned:
 
(i)           (A) the original Mortgage Note bearing all intervening endorsements and including any riders to the Mortgage Note, endorsed “Pay to the order of ________________, without recourse” and signed in the name of the last named endorsee by an authorized officer or (B) with respect to any Lost Mortgage Note, a lost note affidavit stating that the original Mortgage Note was lost or destroyed, (together with a copy of such Mortgage Note, if available);
 
(ii)           the original of any guarantee executed in connection with the Mortgage Note (if any);
 
(iii)           for each Mortgage Loan that is not a MERS Mortgage Loan, the original Mortgage, with evidence of recording thereon, or copies certified by the related recording office or if the original Mortgage has not yet been returned from the recording office, a copy certified by or on behalf of the Seller indicating that such Mortgage has been delivered for recording (the return directions for the original Mortgage should indicate, when recorded, mail to the Seller) and in the case of each MERS Mortgage Loan, the original Mortgage, noting the presence of the MIN of the related Mortgage Loan and either language indicating that the Mortgage Loan is a MOM Loan if the Mortgage Loan is a MOM Loan or if the Mortgage Loan was not a MOM Loan at origination, the original Mortgage and the assignment thereof to MERS, with evidence of recording indicated thereon or a copy of the Mortgage certified by the public recording office in which such Mortgage has been recorded;
 
(iv)           the originals of all assumption, modification, consolidation or extension agreements, (or, if an original of any of these documents has not been returned from the recording office, a copy thereof certified by or on behalf of the Seller, the original to be delivered to the Seller forthwith after return from such recording office) with evidence of recording thereon, if any;
 
(v)           for each Mortgage Loan that is not a MERS Mortgage Loan, the original Assignment of Mortgage as appropriate, in recordable form, for each Mortgage Loan from the last assignee assigned in blank;
 
(vi)           for each Mortgage Loan that was not a MERS Mortgage Loan at its origination, the originals of any intervening recorded Assignments of Mortgage, showing a complete chain of assignment from origination to the last assignee, including warehousing assignments, with evidence of recording thereon (or, if an original intervening Assignment of Mortgage has not been returned from the recording office, a copy thereof certified by or on behalf of the Seller, the original to be delivered to the Custodian forthwith after return from such recording office);
 
(vii)          the original mortgage title insurance policy, or copy of title commitment (or in appropriate jurisdictions, attorney’s opinion of title and abstract of title); and
 
(viii)         with respect to a Cooperative Loan, if any, the originals of the following documents or instruments:
 
(A)           the Cooperative Shares, together with the Stock Power in blank;
 
(B)           the executed Security Agreement;
 
(C)           the executed Proprietary Lease and the Assignment of Proprietary Lease to the originator of the Cooperative Loan;
 
(D)           the executed Recognition Agreement;
 
(E)           Copies of the original UCC financing statement, and any continuation statements, filed by the originator of such Cooperative Loan as secured party, each with evidence of recording thereof, evidencing the interest of the originator under the Security Agreement and the Assignment of Proprietary Lease, if any;
 
(F)           Copies of the filed UCC assignments or amendments of the security interest referenced in clause (E) above showing an unbroken chain of title from the originator to the Trust, each with evidence of recording thereof, evidencing the interest of the assignee under the Security Agreement and the Assignment of Proprietary Lease, if any;
 
(G)           An executed assignment of the interest of the originator in the Security Agreement, the Assignment of Proprietary Lease and the Recognition Agreement, showing an unbroken chain of title from the originator to the Trust, if any; and
 
(H)           The original instrument or instruments effecting any modification or amendment, if any.
 
 
In addition, in connection with the assignment of any MERS Mortgage Loan, the Seller agrees that it shall cause, at the Seller’s expense, the MERS® System to indicate that such Mortgage Loans have been assigned by the Seller to the Trustee in accordance with this Agreement for the benefit of the Certificateholders by including (or deleting, in the case of Mortgage Loans which are repurchased or substituted in accordance with this Agreement) the information required by the MERS® System to (a) identify the Trustee and (b) identify the series of the Certificates issued in connection with such Mortgage Loans.  On the date of the Trust Receipt and Final Certification, the Trustee shall provide the Seller a report describing whether or not such assignment has occurred.  The Seller further agrees that it shall not, and shall not permit a Servicer to, and each related Servicer agrees that it shall not, alter the information referenced in this paragraph with respect to any Mortgage Loan during the term of this Agreement unless and until such Mortgage Loan is repurchased or substituted in accordance with the terms of this Agreement.
 
Further, the Servicer is authorized and empowered by the Trustee, on behalf of the Certificateholders and the Trustee, in its own name or in the name of any Sub Servicer, when a Servicer or any Sub Servicer, as the case may be, believes it appropriate in its best judgment to register any Mortgage Loan on the MERS® System, or cause the removal from the registration of any Mortgage Loan on the MERS® System, to execute and deliver, on behalf of the Trustee and the Certificateholders or any of them, any and all instruments of assignment and other comparable instruments with respect to such assignment or re recording of a Mortgage in the name of MERS, solely as nominee for the Trustee and its successors and assigns.  Any costs incurred by a Servicer pursuant to this paragraph shall be considered a Servicing Advance and shall be reimburseable to such Servicer.
 
In the event the Depositor delivers to a Custodian certified copies of any document or instrument set forth in 2.01(b) because of a delay caused by the public recording office in returning any recorded document, the Depositor shall deliver or cause to be delivered to such Custodian, within 60 days of the Closing Date, an Officer’s Certificate which shall (i) identify the recorded document, (ii) state that the recorded document has not been delivered to such Custodian due solely to a delay caused by the public recording office, and (iii) state the amount of time generally required by the applicable recording office to record and return a document submitted for recordation.
 
In the event that in connection with any Mortgage Loan the Depositor cannot deliver (a) for a Mortgage Loan that is not a MERS Mortgage Loan, the original recorded Mortgage, (b) all interim recorded assignments or (c) the lender’s title policy (together with all riders thereto) satisfying the requirements set forth above, concurrently with the execution and delivery hereof because such document or documents have not been returned from the applicable public recording office in the case of clause (a) or (b) above, or because the title policy has not been delivered to the Seller or the Depositor by the applicable title insurer in the case of clause (c) above, the Depositor shall promptly deliver to the Custodian, in the case of clause (a) or (b) above, such original Mortgage or such interim assignment, as the case may be, with evidence of recording indicated thereon upon receipt thereof from the public recording office, or a copy thereof, certified, if appropriate, by the relevant recording office and, in the case of clause (c) above, any title policy upon receipt from the applicable title insurer.
 
(c)           As promptly as practicable subsequent to such transfer and assignment, and in any event, within thirty (30) days thereafter, DLJMC shall, at its expense, (i) affix or cause to be affixed the Trustee’s name to each Assignment of Mortgage, as the assignee thereof, (ii) cause such assignment to be in proper form for recording in the appropriate public office for real property records within thirty (30) days after receipt thereof and (iii) cause to be delivered for recording in the appropriate public office for real property records the assignments of the Mortgages to the Trustee, except that, with respect to any assignment of a Mortgage as to which DLJMC has not received the information required to prepare such assignment in recordable form, DLJMC’s obligation to do so and to deliver the same for such recording shall be as soon as practicable after receipt of such information and in any event within thirty (30) days after the receipt thereof, and DLJMC need not cause to be recorded any assignment which relates to a Mortgage Loan in any jurisdiction under the laws of which, as evidenced by an Opinion of Counsel delivered by the Depositor (at the Depositor’s expense) to the Trustee and DLJMC, acceptable to the Rating Agencies, the recordation of such assignment is not necessary to protect the Trustee’s and the Certificateholders’ interest in the related Mortgage Loan.
 
(d)           If any original Mortgage Note referred to in Section 2.01(b)(i) above cannot be located, the obligations of the Depositor to deliver such documents shall be deemed to be satisfied upon delivery to the Custodian of a photocopy of such Mortgage Note, if available, with a lost note affidavit and indemnity.  If any of the original Mortgage Notes for which a lost note affidavit and indemnity was delivered to the Custodian is subsequently located, such original Mortgage Note shall be delivered to such Custodian within three (3) Business Days.
 
(e)           As set forth in the Standard Terms.
 
(f)           As set forth in the Standard Terms.
 
(g)           As set forth in the Standard Terms.
 
(h)          Not applicable.
 
(i)           Not applicable.
 
(j)           As set forth in the Standard Terms.
 
(k)          As set forth in the Standard Terms.
 
SECTION 2.02.                                           Acceptance by the Trustee.
 
(a)           Pursuant to the Custodial Agreement, the Custodian agrees to execute and deliver on the Closing Date to the Depositor and the Trustee a Trust Receipt and Initial Certification in the form annexed to the Custodial Agreement as Exhibit 1.  Based on its review and examination, and only as to the documents identified in such Trust Receipt and Initial Certification, the Custodian acknowledges that such documents appear regular on their face and relate to such Mortgage Loan.  The Custodian shall be under no duty or obligation to inspect, review or examine said documents, instruments, certificates or other papers to determine that the same are genuine, enforceable or appropriate for the represented purpose or that they have actually been recorded in the real estate records or that they are other than what they purport to be on their face.
 
Pursuant to the Custodial Agreement, not later than 90 days after the Closing Date, the Custodian shall deliver to the Depositor and the Trustee a Trust Receipt and Final Certification in the form annexed to the Custodial Agreement as Exhibit 2, with any applicable exceptions noted thereon.
 
Based solely upon the Trust Receipt and Initial Certification received from the Custodian, and subject to the provisions of Section 2.01 and any exceptions noted on an exception report described in the next paragraph below, the Trustee acknowledges receipt of the documents referred to in Section 2.01 above and declares that it holds and shall hold such documents and the other documents delivered to it constituting the Mortgage File, and that it holds or shall hold all such assets and such other assets included in the definition of the Trust Fund in trust for the exclusive use and benefit of all present and future Certificateholders.
 
If, in the course of such review and in accordance with the Custodial Agreement, the Custodian finds any document constituting a part of a Mortgage File which does not meet the requirements of Section 2.01, the Custodian shall list such as an exception in the Trust Receipt and Final Certification pursuant to the Custodial Agreement; provided, however, that the Custodian shall not make any determination as to whether (i) any endorsement is sufficient to transfer all right, title and interest of the party so endorsing, as noteholder or assignee thereof, in and to that Mortgage Note or (ii) any assignment is in recordable form or is sufficient to effect the assignment of and transfer to the assignee thereof under the mortgage to which the assignment relates.
 
The Seller shall promptly correct or cure such defect within 90 days from the date it was so notified of such defect and, if the Seller does not correct or cure such defect within such period and such defect materially and adversely affects the interests of Certificateholders in the related Mortgage Loan, the Seller shall either (a) substitute for the related Mortgage Loan a Qualified Substitute Mortgage Loan, which substitution shall be accomplished in the manner and subject to the conditions set forth in Section 2.03, or (b) repurchase such Mortgage Loan within 90 days from the date that the Seller was notified of such defect in writing at the Purchase Price of such Mortgage Loan; or such longer period not to exceed 720 days from the Closing Date if the substitution or repurchase of a Mortgage Loan pursuant to this provision is required by reason of a delay in delivery of any documents by the appropriate recording office or title insurer, as applicable; provided, however, that the Seller shall have no liability for recording any Assignment of Mortgage in favor of the Trustee, and provided, further, that the Seller shall not be obligated to repurchase or cure any Mortgage Loan solely as a result of any other party’s failure to record such Assignment of Mortgage.  The Custodian, in accordance with the Custodial Agreement, shall deliver to each Rating Agency written notice, which may be an exception report, within 270 days from the Closing Date indicating each Mortgage Loan (a) for which a mortgage or assignment of mortgage required to be recorded hereunder has not been returned by the appropriate recording office or (b) as to which there is a dispute as to location or status of such Mortgage Loan.  Thereafter, upon request of the Depositor, the Trustee or a Rating Agency, the Custodian shall deliver an updated exception report.  In connection with any such substitution pursuant to clause (a) of the first sentence of this paragraph, the Custodian shall deliver an updated exception report.  Any such substitution pursuant to clause (a) of the first sentence of this paragraph shall shall not be effected prior to the delivery to the Trustee of (1) the Opinion of Counsel required by Section 2.05 hereof, and (2) a Request for Release substantially in the form of Exhibit 3 to the Custodial Agreement.  No substitution is permitted to be made in any calendar month after the Determination Date for such month.  The Purchase Price for any such Mortgage Loan shall be remitted by the Seller to the Servicer for deposit in the Collection Account on or prior to the Business Day immediately preceding such Distribution Date in the month following the month during which the Seller became obligated hereunder to repurchase or replace such Mortgage Loan.  Upon receipt of such remittance, the Servicer shall deliver a Request for Release with respect thereto substantially in the form of Exhibit 3 to the Custodial Agreement, with a copy to the Trustee, and upon receipt of such Request for Release, the Custodian shall release the related Mortgage File held for the benefit of the Certificateholders to the Seller, and the Trustee shall execute and deliver at the Seller’s direction such instruments of transfer or assignment prepared by the Seller, in each case without recourse, as shall be necessary to transfer title from the Trustee to the Seller.
 
If pursuant to the preceding paragraph the Seller repurchases a Mortgage Loan that is a MERS Mortgage Loan, the Servicer shall, at the Seller’s expense, either (i) cause MERS to execute and deliver an Assignment of Mortgage in recordable form to transfer the Mortgage from MERS to the Seller and shall cause such Mortgage to be removed from registration on the MERS® System in accordance with MERS’ rules and regulations or (ii) cause MERS to designate on the MERS® System the Seller as the beneficial holder of such Mortgage Loan.
 
(b)           Not Applicable.
 
(c)           As set forth in the Standard Terms.
 
(d)           As set forth in the Standard Terms.
 
(e)           Notwithstanding anything to the contrary contained herein, the parties hereto acknowledge that the functions with respect to the custody, acceptance, inspection, receipt  and release of the Mortgage Files and other documentation pursuant to Sections 2.01, 2.02 and 2.03 and preparation and delivery of the acknowledgements of receipt and the certifications required under such sections shall be performed by the Custodian pursuant to the terms and conditions of the Custodial Agreement.
 
SECTION 2.03.               Representations and Warranties of the Seller and Servicer.
 
(a)           Each of DLJMC, in its capacity as a Seller, SPS, in its capacity as Servicer and Ocwen, in its capacity as Servicer, in each case hereby makes the representations and warranties set forth in Schedules IIA, IIB and IIC hereto, respectively, and by this reference incorporated herein, to the Depositor and the Trustee, as of the Closing Date, or if so specified therein, as of the Cut off Date or such other date as may be specified.
 
(b)           As set forth in the Standard Terms.
 
(c)           Upon discovery by any of the parties hereto of a breach of a representation or warranty made pursuant to Section 2.03(b) that materially and adversely affects the interests of the Certificateholders in any Mortgage Loan, the party discovering such breach shall give prompt notice thereof to the other parties.  The Seller hereby covenants that within 90 days of the earlier of its discovery or its receipt of written notice from any party of a breach of any representation or warranty made by it pursuant to Section 2.03(b) which materially and adversely affects the interests of the Certificateholders in any Mortgage Loan sold by the Seller to the Trust, it shall cure such breach in all material respects, and if such breach is not so cured, shall, (i) if such 90 day period expires prior to the second anniversary of the Closing Date, remove such Mortgage Loan (a “Deleted Mortgage Loan”) from the Trust Fund and substitute in its place a Qualified Substitute Mortgage Loan, in the manner and subject to the conditions set forth in this Section 2.03; or (ii) repurchase the affected Mortgage Loan or Mortgage Loans at the Purchase Price in the manner set forth below; provided, however, that any such substitution pursuant to (i) above shall not be effected prior to the delivery to the Trustee of the Opinion of Counsel required by Section 2.05 hereof, if any, and any such substitution pursuant to (i) above shall not be effected prior to the additional delivery from the Servicer to the Trustee and the Custodian of a Request for Release substantially in the form of Exhibit 3 to the Custodial Agreement relating to the Deleted Mortgage Loan and the Mortgage File for any such Qualified Substitute Mortgage Loan. In connection with the breach of representation and warranty (xxv) set forth in Schedule III hereto, the Seller shall remit the amount of the Prepayment Premium to the Servicer for deposit in the Collection Account on or before the Business Day immediately preceding the Distribution Date in the month following the month during which the Seller became obligated hereunder to remit such Prepayment Premium.  The Seller shall promptly reimburse the Trustee, any Special Servicer and the Servicer (if the Servicer is not the Seller of such Mortgage Loan) for any actual out of pocket expenses reasonably incurred by the Trustee, any Special Servicer and the Servicer (if the Servicer is not the Seller of such Mortgage Loan) in respect of enforcing the remedies for such breach.  With respect to any representation and warranties described in this Section 2.03 which are made to the best of the Seller’s knowledge if it is discovered by any of the Depositor, the Seller, the Servicer, any Special Servicer or the Trustee that the substance of such representation and warranty is inaccurate and such inaccuracy materially and adversely affects the value of the related Mortgage Loan or the interests of the Certificateholders therein, notwithstanding the Seller’s lack of knowledge with respect to the substance of such representation or warranty, such inaccuracy shall be deemed a breach of the applicable representation or warranty.
 
With respect to any Qualified Substitute Mortgage Loan or Loans, the Seller shall deliver to the Custodian for the benefit of the Certificateholders the Mortgage Note, the Mortgage, the related assignment of the Mortgage, and such other documents and agreements as are required by Section 2.01(b), with the Mortgage Note endorsed and the Mortgage assigned as required by Section 2.01.  No substitution is permitted to be made in any calendar month after the Determination Date for such month.  Scheduled Payments due with respect to Qualified Substitute Mortgage Loans in the month of substitution shall not be part of the Trust Fund and shall be retained by the Seller on the next succeeding Distribution Date.  For the month of substitution, distributions to Certificateholders will include the monthly payment due on any Deleted Mortgage Loan for such month and thereafter the Seller shall be entitled to retain all amounts received in respect of such Deleted Mortgage Loan.  The Seller shall amend the Mortgage Loan Schedule for the benefit of the Certificateholders to reflect the removal of such Deleted Mortgage Loan and the substitution of the Qualified Substitute Mortgage Loan or Loans and the Seller shall deliver the amended Mortgage Loan Schedule to the Trustee and the Servicer.  Upon such substitution, the Qualified Substitute Mortgage Loan or Loans shall be subject to the terms of this Agreement in all respects, and the Seller shall be deemed to have made with respect to such Qualified Substitute Mortgage Loan or Loans, as of the date of substitution, the representations and warranties made pursuant to Section 2.03(b) with respect to such Mortgage Loan.  Upon any such substitution and the deposit to the Collection Account of the amount required to be deposited therein in connection with such substitution as described in the following paragraph, the Trustee shall instruct the Custodian to release the Mortgage File held for the benefit of the Certificateholders relating to such Deleted Mortgage Loan to the Seller and the Trustee shall execute and deliver at the Seller’s direction such instruments of transfer or assignment prepared by the Seller, in each case without recourse, as shall be necessary to vest title in the Seller, or its designee, the Trustee’s interest in any Deleted Mortgage Loan substituted for pursuant to this Section 2.03.
 
For any month in which the Seller substitutes one or more Qualified Substitute Mortgage Loans for one or more Deleted Mortgage Loans, the Trustee shall determine the amount (if any) by which the aggregate principal balance of all such Qualified Substitute Mortgage Loans as of the date of substitution is less than the aggregate Stated Principal Balance of all such Deleted Mortgage Loans (after application of the scheduled principal portion of the monthly payments due in the month of substitution).  The amount of such shortage (the “Substitution Adjustment Amount”) plus an amount equal to the aggregate of any unreimbursed Advances, Servicing Advances and unpaid Servicing Fees with respect to such Deleted Mortgage Loans shall be remitted to the Servicer for deposit in the Collection Account by the Seller on or before the Business Day immediately preceding the Distribution Date in the month succeeding the calendar month during which the related Mortgage Loan became required to be repurchased or replaced hereunder.  Upon receipt of such remittance, the Servicer shall deliver a Request for Release with respect thereto substantially in the form of Exhibit 3 to the Custodial Agreement to the Custodian, with a copy to the Trustee.
 
One or more mortgage loans may be substituted for one or more Deleted Mortgage Loans.  The determination of whether a mortgage loan is a Qualified Substitute Mortgage Loan may be satisfied on an individual basis.  Alternatively, if more than one mortgage loan is to be substituted for one or more Deleted Mortgage Loans, the characteristics of such mortgage loans and Deleted Mortgage Loans shall be aggregated or calculated on a weighted average basis, as applicable, in determining whether such mortgage loans are Qualified Substitute Mortgage Loans.
 
In the event that the Seller shall be required to repurchase a Mortgage Loan pursuant to this Agreement, the Purchase Price therefor shall be remitted to the Servicer for deposit in the Collection Account on or before the Business Day immediately preceding the Distribution Date in the month following the month during which the Seller became obligated hereunder to repurchase or replace such Mortgage Loan.  Upon receipt of such remittance of the Purchase Price, the Servicer shall deliver a Request for Release with respect thereto substantially in the form of Exhibit 3 to the Custodial Agreement to the Custodian, with a copy to the Trustee, and upon receipt of such Request for Release, the Custodian shall release the related Mortgage File held for the benefit of the Certificateholders to such Person, and the Trustee shall execute and deliver at such Person’s direction such instruments of transfer or assignment prepared by such Person, in each case without recourse, as shall be necessary to transfer title from the Trustee.  It is understood and agreed that the obligation under this Agreement of any Person to cure, repurchase or substitute any Mortgage Loan as to which a breach has occurred and is continuing shall constitute the sole remedy against such Persons respecting such breach available to Certificateholders, the Depositor or the Trustee on their behalf.
 
The representations and warranties made pursuant to this Section 2.03 shall survive delivery of the respective Mortgage Files to the Trustee or the Custodian for the benefit of the Certificateholders.
 
Notwithstanding the foregoing, the substitution of a Deleted Mortgage Loan or the repurchase of a Mortgage Loan by the Seller shall be subject to, and shall in no way adversely affect, the rights of the owner of the servicing rights related to such Deleted Mortgage Loan or Mortgage Loan, as applicable.
 
                SECTION 2.04.                   Representations and Warranties of the Depositor as to the Mortgage Loans.
 
As set forth in Section 2.04 of the Standard Terms.
 
                SECTION 2.05.                   Delivery of Opinion of Counsel in Connection with Substitutions.
 
As set forth in Section 2.05 of the Standard Terms.
 
SECTION 2.06.                                           Issuance of Certificates.
 
As set forth in Section 2.06 of the Standard Terms.
 
SECTION 2.07.                                           REMIC Provisions.
 
The Preliminary Statement sets forth the designations and “latest possible maturity date” for federal income tax purposes of all interests created hereby. The “Startup Day” for purposes of the REMIC Provisions shall be the Closing Date. The “tax matters person” with respect to each REMIC hereunder other than REMIC I shall be the holder of the Class R Certificate.  The tax matters person with respect to REMIC I shall be the holder of the Class R Certificate.  The Trustee on behalf of the holders of the Class R Certificates shall act as agent for the “tax matters person”.  By its acceptance of a Class R Certificate, each holder thereof shall have agreed to such appointment and shall have consented to the appointment of the Trustee as its agent to act on behalf of each REMIC pursuant to the specific duties outlined herein.  Each REMIC’s fiscal year shall be the calendar year.
 
The Trustee shall treat the beneficial owners of Certificates (other than the Class P, Class X and Class R Certificates) as having entered into a notional principal contract with respect to the beneficial owners of the Class X Certificates.  Pursuant to each such notional principal contract, all beneficial owners of Offered Certificates (other than the Residual Certificates) shall be treated as having agreed to pay, on each Distribution Date, to the beneficial owners of the Class X Certificates an aggregate amount equal to the excess, if any, of (i) the amount payable on such Distribution Date on the interest in REMIC III to each Class of Corresponding Certificates over (ii) the amount payable on such Class of Certificates on such Distribution Date (such excess, a “Class I Shortfall”).  A Class I Shortfall payable from interest collections shall be allocated pro rata among such Certificates based on the amount of interest otherwise payable to such Certificates, such interest being determined by substituting the REMIC Maximum Rate for the applicable Net Funds Cap in the definition of Pass-Through Rate for such Class of Certificates, and a Class I Shortfall 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 beneficial owner of the Class X Certificates shall be treated as having agreed to pay Basis Risk Shortfalls to the Owners of the Offered Certificates (other than the Residual Certificates) in accordance with the terms of this Agreement.  Any payments to the Certificates in light of the foregoing 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 of a Class I Shortfall shall be treated for tax purposes as having been received by the beneficial owners of such Certificates in respect of their Interests in REMIC III and as having been paid by such beneficial owners to the Supplemental Interest Trust pursuant to the notional principal contract.  Thus, each Certificate (other than a Class P and Class R Certificate) shall be treated as representing not only ownership of regular interests in the REMIC, but also ownership of an interest in (and obligations with respect to) a notional principal contract.  For tax purposes, the notional principal contract shall be deemed to have a value in favor of the Certificates entitled to receive Basis Risk Shortfalls of [$10,000.00] as of the Closing Date.
 
Notwithstanding the priority and sources of payments set forth in Article IV hereof or otherwise, the Trustee shall account for all distributions on the Certificates as set forth in this Section 2.07.  In no event shall any payments of Basis Risk Shortfalls provided for in this Section 2.07 be treated as payments with respect to a “regular interest” in a REMIC within the meaning of Code Section 860G(a)(1).
 
The Trustee, the Servicer and the Holders of Certificates shall take any action or cause any 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.  None of the Trustee, the Servicer nor the Holder of any Residual Certificate shall knowingly 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 any REMIC as a REMIC or (ii) result in the imposition of a tax upon any 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 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.
 
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.
 
The Trustee 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.
 
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.
 
SECTION 2.08.                                           Covenants of the Servicer.
 
(a)           The Servicer, severally and not jointly, hereby covenants to the Depositor and the Trustee as follows:
 
(i)           The Servicer shall comply in the performance of its obligations under this Agreement in all material respects with all reasonable rules and requirements of the insurer under each Mortgage Guaranty Insurance Policy; and
 
(ii)           No written information, certificate of an officer, statement furnished in writing or written report delivered to the Depositor, any affiliate of the Depositor or the Trustee and prepared by the Servicer pursuant to this Agreement shall contain any untrue statement of a material fact.
 
(b)           The Servicer hereby agrees to indemnify the Trust Fund, the Depositor and the Trustee for losses, damages, penalties, fines, forfeitures, reasonable and necessary legal fees and related costs, judgments and other costs and expenses imposed on or incurred by the Trust Fund, the Depositor or the Trustee, as a result of a breach of the Servicer’s, as applicable, covenants set forth above in Section 2.08(a).
 
SECTION 2.09.                                           Conveyance of REMIC Regular Interests and Acceptance of REMIC I, REMIC II and REMIC III 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 REMIC I Regular Interests for the benefit of the Holder of the REMIC II Regular Interests and the Holders of the Class R-2 Interest. The Trustee acknowledges receipt of the REMIC I Regular Interests (each of which is uncertificated) and declares that it holds and will hold the same in trust for the exclusive use and benefit of the Holders of the REMIC II Regular Interests and Holder of the Class R-2 Interest. The interests evidenced by the Class R-2 Interest, together with the REMIC II Regular Interests, constitute the entire beneficial ownership interest in REMIC II.
 
(b)           The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Trustee without recourse all the right, title and interest of the Depositor in and to the REMIC II Regular Interests for the benefit of the Holders of the Regular Certificates, the Class IO Interest and  the Class R-3 Interest. The Trustee acknowledges receipt of the REMIC II Regular Interests (each of which is uncertificated) and declares that it holds and will hold the same in trust for the exclusive use and benefit of the Holders of the Regular Certificates, the Class IO Interest and of the Class R-3 Interest. The interests evidenced by the Class R-3 Interest, together with the Regular Certificates and the Class IO Interest, constitute the entire beneficial ownership interest in REMIC III.
 
(c)           In exchange for the REMIC II Regular Interests and, concurrently with the assignment to the Trustee thereof, pursuant to the written request of the Depositor executed by an officer of the Depositor, the Trustee has executed, authenticated and delivered to or upon the order of the Depositor, the Regular Certificates in authorized denominations.
 
(d)           Concurrently with (i) the assignment and delivery to the Trustee of REMIC I (including the Residual Interest therein represented by the Class R-1 Interest) and the acceptance by the Trustee thereof, pursuant to Section 2.01, Section 2.02 and Section 2.09(a); (ii) the assignment and delivery to the Trustee of REMIC II (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 III (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) and the acceptance by the Trustee thereof, pursuant to Section 2.09(d), 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 Regular Certificates and the Class R Certificates in authorized denominations evidencing the Class R-1 Interest, the Class R-2 Interest and the Class R-3 Interest.
 
ARTICLE III
 
ADMINISTRATION AND SERVICING
OF MORTGAGE LOANS
 
SECTION 3.01.                                           Servicer to Service Mortgage Loans.
 
As set forth in Section 3.01 of the Standard Terms.
 
SECTION 3.02.                   Subservicing; Enforcement of the Obligations of Sub-Servicers.
 
As set forth in Section 3.02 of the Standard Terms.
 
SECTION 3.03.                                           [Reserved].
 
SECTION 3.04.                                           Trustee to Act as Servicer.
 
In the event that the Servicer shall for any reason no longer be a Servicer hereunder (including by reason of an Event of Default), then the Trustee or its successor shall thereupon assume all of the rights and obligations of the Servicer hereunder arising thereafter (except that the Trustee shall not be (i) liable for losses of the Servicer pursuant to Section 3.09 hereof or any acts or omissions of the related predecessor of the Servicer hereunder, (ii) obligated to make Advances if it is prohibited from doing so by applicable law, (iii) obligated to effectuate repurchases or substitutions of Mortgage Loans hereunder including, but not limited to, repurchases or substitutions of Mortgage Loans pursuant to Section 2.02, 2.03 or 3.17 hereof or (iv) deemed to have made any representations and warranties of the Servicer hereunder); (v) be obligated to perform any obligation of the Servicer under Article XIII with respect to any period of time during which the Trustee was not acting as Servicer).  Any such assumption shall be subject to Section 8.02 hereof.  Notwithstanding the foregoing, if the Trustee has become the successor to the Servicer hereunder, the Trustee may, if it shall be unwilling to so act, or shall, if it is unable to so act, appoint, or petition a court of competent jurisdiction to appoint, any established mortgage loan servicing institution, the appointment of which does not adversely affect the then-current rating of the Certificates, as the successor to the Servicer hereunder in the assumption of all or any part of the responsibilities, duties or liabilities of the Servicer, as applicable, provided that such successor to the Servicer, as applicable, shall not be deemed to have made any representation or warranty as to any Mortgage Loan made by the Servicer.
 
The Servicer shall, upon request of the Trustee, but at the expense of the Servicer, deliver to the assuming party all documents and records relating to each Subservicing Agreement or substitute Subservicing Agreement and the Mortgage Loans then being serviced thereunder and hereunder by the Servicer and an accounting of amounts collected or held by it and otherwise use its best efforts to effect the orderly and efficient transfer of the Subservicing Agreement or substitute Subservicing Agreement to the assuming party.
 
SECTION 3.05.                   Collection of Mortgage Loans; Collection Accounts; Certificate Account.
 
(a)           Continuously from the date hereof until the principal and interest on all Mortgage Loans have been paid in full or such Mortgage Loans have become Liquidated Mortgage Loans, each Servicer shall proceed in accordance with Accepted Servicing Practices to collect all payments due under each of the related Mortgage Loans when the same shall become due and payable to the extent consistent with this Agreement and the terms and provisions of any related Mortgage Guaranty Insurance Policy and shall take special care with respect to the Mortgage Loans for which the Servicer collects escrow payments in ascertaining and estimating Escrow Payments and all other charges that will become due and payable with respect to the Mortgage Loans and the related Mortgaged Properties, to the end that the installments payable by the related Mortgagors will be sufficient to pay such charges as and when they become due and payable. Consistent with the foregoing, the Servicer may in its discretion extend the Due Dates for payments due on a Mortgage Note for a period not greater than 180 days; provided, however, that the Servicer can extend the maturity of any such Mortgage Loan past the date on which the final payment is due on the latest maturing Mortgage Loan as of the Cut off Date.  In the event of any such arrangement, the Servicer shall make Advances on the Mortgage Loans in accordance with the provisions of Section 5.01 during the scheduled period in accordance with the amortization schedule of such Mortgage Loan without modification thereof by reason of such arrangements. The Servicer shall not be required to institute or join in litigation with respect to collection of any payment (whether under a Mortgage, Mortgage Note or otherwise or against any public or governmental authority with respect to a taking or condemnation) if it reasonably believes that enforcing the provision of the Mortgage or other instrument pursuant to which such payment is required is prohibited by applicable law.
 
In instances when a Mortgage Loan is in default or default is reasonably foreseeable (within the meaning of the REMIC Provisions), and if in the Servicer’s determination, in accordance with Accepted Servicing Practices, such modification is not materially adverse to the interests of the Certificateholders (taking into account any estimated Realized Loss that might result absent such action), the related Servicer may modify the terms of such Mortgage Loan to (1) capitalize to the outstanding principal balance of such Mortgage Loan unpaid principal and interest and other amounts owing under such Mortgage Loan and, without duplication, unreimbursed Advances, unreimbursed Servicing Advances, unpaid Servicing Fees and related amounts due to the related Servicer; (2) defer such amounts to a balloon payment due on the final payment date of such Mortgage Loan; (3) extend the maturity of any such Mortgage Loan, but in no instance past the date on which the final payment is due on the latest maturing Mortgage Loan in the related Loan Group as of the Cut off Date; (4) reduce the related Mortgage Rate; (5) accept less than the outstanding principal balance as satisfaction of such Mortgage Loan; (6) convert an adjustable rate Mortgage Loan to a fixed rate Mortgage Loan; and/or (7) reduce the outstanding principal balance and/or unpaid interest and other amounts owing under such Mortgage Loan.
 
(b)           As set forth in the Standard Terms.
 
(c)           As set forth in the Standard Terms.
 
(d)           On or prior to the Closing Date, the Trustee shall establish and maintain, on behalf of the Certificateholders, the Certificate Account.  The Trustee shall, promptly upon receipt, deposit in the Certificate Account and retain therein the following:
 
(i)           pursuant to Section 3.08(a)(ix), the aggregate amount remitted by the Servicer to the Trustee;
 
(ii)          any amount deposited by the Servicer or the Trustee pursuant to Section 3.05(e) in connection with any losses on Eligible Investments;
 
(iii)         any other amounts deposited hereunder which are required to be deposited in the Certificate Account.
 
In the event that the Servicer shall remit to the Trustee any amount not required to be remitted, the Servicer may at any time direct the Trustee to withdraw such amount from the Certificate Account, any provision herein to the contrary notwithstanding.  Such direction may be accomplished by delivering an Officer’s Certificate to the Trustee which describes the amounts deposited in error in the Certificate Account.  All funds deposited in the Certificate Account shall be held by the Trustee in trust for the Certificateholders until disbursed in accordance with this Agreement or withdrawn in accordance with Section 3.08(b).  In no event shall the Trustee incur liability for withdrawals from the Certificate Account at the direction of the Servicer.
 
(e)           Each institution at which a Collection Account or the Certificate Account is maintained shall either hold such funds on deposit uninvested or shall invest the funds therein as directed in writing by the Servicer or the Trustee, respectively, in Eligible Investments, which shall mature not later than (i) in the case of a Collection Account, the Cash Remittance Date and (ii) in the case of the Certificate Account or a Capitalized Interest Account, the Business Day immediately preceding the Distribution Date, or on the Distribution Date, with respect to Eligible Investments invested with an affiliate of the Trustee.  All income and gain net of any losses realized from any such balances or investment of funds on deposit in a Collection Account shall be for the benefit of the Servicer as servicing compensation and shall be remitted to it monthly as provided herein.  The amount of any realized losses in a Collection Account incurred in any such account in respect of any such investments shall promptly be deposited by the Servicer (from its own funds) in the Collection Account.  The Trustee shall not be liable for the amount of any loss incurred in respect of any investment or lack of investment of funds held in a Collection Account and made in accordance with this Section 3.05. All income and gain net of any losses realized from any such investment of funds on deposit in the Certificate Account shall be for the benefit of the Trustee as compensation and shall be remitted to it monthly as provided herein.  The amount of any realized losses in the Certificate Account incurred in any such account in respect of any such investments shall promptly be deposited by the Trustee (from its own funds) in the Certificate Account.
 
(f)           As set forth in the Standard Terms.
 
SECTION 3.06.                   Establishment of and Deposits to Escrow Accounts; Permitted Withdrawals from Escrow Accounts; Payments of Taxes, Insurance and Other Charges.
 
As set forth in Section 3.06 of the Standard Terms.
 
SECTION 3.07.                   Access to Certain Documentation and Information Regarding the Mortgage Loans; Inspections.
 
As set forth in Section 3.07 of the Standard Terms.
 
SECTION 3.08.                                           Permitted Withdrawals from the Collection Accounts and Certificate Account.
 
(a)           The Servicer may from time to time make withdrawals from the Collection Account for the following purposes:
 
(i)           to pay to the Servicer (to the extent not previously retained by the Servicer) the servicing compensation to which it is entitled pursuant to Section 3.14, and to pay to the Servicer, as additional servicing compensation, earnings on or investment income with respect to funds in or credited to such Collection Account;
 
(ii)          to reimburse the Servicer for unreimbursed Advances made by it, such right of reimbursement pursuant to this subclause (ii) being limited to amounts received on the Mortgage Loan(s) in respect of which any such Advance was made (including without limitation, late recoveries of payments, Liquidation Proceeds and Insurance Proceeds to the extent received by the Servicer);
 
(iii)         to reimburse the Servicer for any Nonrecoverable Advance previously made or any amount expended pursuant to Section 3.11(a);
 
(iv)         to reimburse the Servicer for (A) unreimbursed Servicing Advances or the Servicer’s right to reimbursement pursuant to this clause (A) with respect to any Mortgage Loan being limited to amounts received on such Mortgage Loan which represent late payments of principal and/or interest (including, without limitation, Liquidation Proceeds and Insurance Proceeds with respect to such Mortgage Loan) respecting which any such advance was made and (B) for unpaid Servicing Fees as provided in Section 3.11 hereof;
 
(v)         to pay to the purchaser, with respect to each Mortgage Loan or property acquired in respect thereof that has been purchased pursuant to Section 2.02, 2.03 or 3.11, all amounts received thereon after the date of such purchase;
 
(vi)           to make any payments required to be made pursuant to Section 2.07 (g);
 
(vii)          to reimburse the Seller, the Servicer or the Depositor for expenses incurred by any of them and reimbursable pursuant to Section 7.03 hereof;
 
(viii)         to withdraw any amount deposited in such Collection Account and not required to be deposited therein;
 
(ix)           on the Cash Remittance Date, to withdraw the amount required to make payments to the Certificateholders as set forth herein (including amounts in respect of any Purchase Price relating to the purchases of Mortgage Loans pursuant to Sections 2.02, 2.03 or 3.17 received during the related Repurchase Period) and shall remit the aggregate of such amounts to the Trustee for deposit in the Certificate Account;
 
(x)            with respect to each Mortgage Loan covered by a Lender Paid Mortgage Guaranty Insurance Policy, to effect timely payment of the related premiums on such Mortgage Guaranty Insurance Policy, as applicable, pursuant to Section 3.09(c), to the extent not deducted by the Servicer prior to deposit into the applicable Collection Account pursuant to Section 3.05(c);
 
(xi)           notwithstanding anything to the contrary herein, to reimburse the Servicer for any unreimbursed Advances or Servicing Advances to the extent of funds held in the Collection Account for future distribution that were not required to make payments to the Certificateholders for such Distribution Date (provided that such amounts must be deposited into the Collection Account prior to the next Cash Remittance Date on which such amounts are to be used to make payments to the Certificateholders for the related Distribution Date);
 
(xii)           to the extent not previously reimbursed pursuant to this Agreement, the Servicer may reimburse itself from amounts in the Collection Account to reimburse itself for litigation expenses incurred in connection with performing its servicing duties hereunder, subject to the Servicer’s indemnification obligations under this Agreement;
 
(xiii)          to clear and terminate such Collection Account upon termination of this Agreement pursuant to Section 11.01 hereof; and
 
(xiv)          to reimburse the Servicer for any Capitalization Reimbursement Amounts not previously reimbursed.
 
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 pursuant to such subclauses (i), (ii), (iv) and (v).  Prior to making any withdrawal from a Collection Account pursuant to subclause (iii) for reimbursement of a Nonrecoverable Advance, the Servicer shall deliver to the Trustee a certificate of a Servicing Officer indicating the amount of any previous Advance or Servicing Advance determined by the Servicer to be a Nonrecoverable Advance and identifying the related Mortgage Loans(s), and their respective portions of such Nonrecoverable Advance.  In connection with the payment of a Purchase Price, if the Servicer is not required to remit unreimbursed Advances and Servicing Advances as specified in the definition of Purchase Price, the Servicer shall be deemed to have been reimbursed for such amount.
 
If the Servicer fails to remit to the Trustee for distribution to the Certificateholders any payment, including any Advance to be made by the Servicer on a Cash Remittance Date (without regard to any grace period), the Servicer shall pay to the Trustee, for the account of the Trustee, interest on such late remittance from and including the Cash Remittance Date to but excluding the date on which such remittance is made, at an annual rate equal to the Federal Funds Rate plus one percentage point (but in no event greater than the maximum permitted by law).
 
(b)           The Trustee shall withdraw funds from the Certificate Account for distributions to Certificateholders, in the manner specified in this Agreement (and to withhold from the amounts so withdrawn, the amount of any taxes that it is authorized to withhold pursuant to Section 2.07).  In addition, the Trustee may from time to time make withdrawals from the Certificate Account for the following purposes:
 
(i)           to pay to itself any investment income earned for the related Distribution Date, and to pay to itself or any Custodian any other amounts (including any indemnification amounts) to which it or any Custodian is entitled to reimbursement or payment under the terms of this Agreement or the Custodial Agreement;
 
(ii)          to withdraw and return to itself or the Servicer for deposit to the applicable Collection Account any amount deposited in the Certificate Account and not required to be deposited therein; and
 
(iii)         to clear and terminate the Certificate Account upon termination of the Agreement pursuant to Section 11.01 hereof.
 
                SECTION 3.09.                                           Maintenance of Hazard Insurance; Mortgage Impairment Insurance and Mortgage Guaranty Insurance Policy;
                     Claims; Restoration of Mortgaged Property.
 
(a)           The Servicer shall cause to be maintained for each related Mortgage Loan hazard insurance such that all buildings upon the related Mortgaged Property are insured by a generally acceptable insurer rated either: “V” or better in the current Best’s Key Rating Guide (“Best’s”) or acceptable to FNMA or FHLMC against loss by fire, hazards of extended coverage and such other hazards as are customary in the area where the related Mortgaged Property is located, in an amount which is at least equal to the lesser of (i) the replacement value of the improvements securing such Mortgage Loan and (ii) the greater of (A) the outstanding principal balance of such Mortgage Loan and (B) an amount such that the proceeds of such policy shall be sufficient to prevent the Mortgagor and/or the mortgagee from becoming a co insurer.
 
If upon origination of the Mortgage Loan, the related Mortgaged Property was located in an area identified in the Federal Register by the Federal Emergency Management Agency as having special flood hazards (and such flood insurance has been made available), the Servicer shall cause a flood insurance policy to be maintained with respect to such Mortgage Loan.  Such policy shall meet the requirements of the current guidelines of the Federal Insurance Administration and be in an amount representing coverage equal to the lesser of (i) the minimum amount required, under the terms of coverage, to compensate for any damage or loss on a replacement cost basis (or the unpaid principal balance of the mortgage if replacement cost coverage is not available for the type of building insured) and (ii) the maximum amount of insurance which is available under the Flood Disaster Protection Act of 1973, as amended.
 
If a Mortgage related to a Mortgage Loan is secured by a unit in a condominium project, the Servicer shall verify that the coverage required of the owner’s association, including hazard, flood, liability, and fidelity coverage, is being maintained in accordance with the requirements of the Servicer for mortgage loans that it services on its own account.
 
The Servicer shall cause to be maintained on each Mortgaged Property related to a Mortgage Loan such other additional special hazard insurance as may be required pursuant to such applicable laws and regulations as shall at any time be in force and as shall require such additional insurance, or pursuant to the requirements of any Mortgage Guaranty Insurance Policy insurer, or as may be required to conform with Accepted Servicing Practices to the extent permitted by the Mortgage Note, the Mortgage or applicable law provided that the Servicer shall not be required to bear the cost of such insurance.
 
All policies required hereunder shall name the Servicer as loss payee and shall be endorsed with standard or union mortgagee clauses, without contribution, which shall provide for prior written notice of any cancellation, reduction in amount or material change in coverage.
 
The Servicer shall not interfere with the Mortgagor’s freedom of choice at the origination of such Mortgage Loan in selecting either his insurance carrier or agent, provided, however, that the Servicer shall not accept any such insurance policies from insurance companies unless such companies are rated: B:III or better in Best’s or acceptable to FNMA or FHLMC and are licensed to do business in the jurisdiction in which the Mortgaged Property is located. The Servicer shall determine that such policies provide sufficient risk coverage and amounts, that they insure the property owner, and that they properly describe the property address.
 
Pursuant to Section 3.05, any amounts collected by the Servicer under any such policies (other than amounts to be deposited in the related Escrow Account and applied to the restoration or repair of the related Mortgaged Property, or property acquired in liquidation of the Mortgage Loan, or to be released to the Mortgagor, in accordance with the Servicer’s normal servicing procedures) shall be deposited in the Collection Account (subject to withdrawal pursuant to Section 3.08(a)).
 
Any cost incurred by the Servicer in maintaining any such insurance shall not, for the purpose of calculating monthly distributions to the Certificateholders or remittances to the Trustee for their benefit, be added to the principal balance of the Mortgage Loan, notwithstanding that the terms of the Mortgage Loan so permit; provided, however, that the limitations contained in this sentence shall not apply to modifications made pursuant to Section 3.05(a).  Such costs shall constitute a Servicing Advance and will be reimbursable to the Servicer to the extent permitted by Section 3.08 hereof.  It is understood and agreed that no earthquake or other additional insurance is to be required of any Mortgagor related to a Mortgage Loan or maintained on property acquired in respect of a Mortgage related to a Mortgage Loan other than pursuant to such applicable laws and regulations as shall at any time be in force and as shall require such additional insurance.
 
(b)           In the event that the Servicer shall obtain and maintain a blanket policy insuring against losses arising from fire and hazards covered under extended coverage on all of the related Mortgage Loans, then, to the extent such policy provides coverage in an amount equal to the amount required pursuant to Section 3.09(a) and otherwise complies with all other requirements of Section 3.09(a), it shall conclusively be deemed to have satisfied its obligations as set forth in Section 3.09(a).  Any amounts collected by the Servicer under any such policy relating to a Mortgage Loan shall be deposited in the Collection Account subject to withdrawal pursuant to Section 3.08(a).  Such policy may contain a deductible clause, in which case, in the event that there shall not have been maintained on the related Mortgaged Property a policy complying with Section 3.09(a), and there shall have been a loss which would have been covered by such policy, the Servicer shall deposit in the Collection Account at the time of such loss the amount not otherwise payable under the blanket policy because of such deductible clause, such amount to be deposited from the Servicer’s funds, without reimbursement therefor.  Upon request of the Trustee, the Servicer shall cause to be delivered to the Trustee a certified true copy of such policy and a statement from the insurer thereunder that such policy shall in no event be terminated or materially modified without 30 days’ prior written notice to the Trustee.  In connection with its activities as Servicer of the related Mortgage Loans, the Servicer agrees to present, on behalf of itself, the Depositor, and the Trustee for the benefit of the Certificateholders, claims under any such blanket policy.
 
(c)           As set forth in the Standard Terms.
 
(d)           As set forth in the Standard Terms.
 
(e)           As set forth in the Standard Terms.
 
(f)           With respect to any Mortgage Loan, if the Trustee is named as an additional loss payee, the Servicer is hereby empowered to endorse any loss draft issued in respect of such a claim in the name of the Trustee.
 
SECTION 3.10.                   Enforcement of Due on Sale Clauses; Assumption Agreements.
 
As set forth in Section 3.10 of the Standard Terms.
 
SECTION 3.11.                   Realization Upon Defaulted Mortgage Loans.
 
(a)           As set forth in the Standard Terms.
 
(b)           As set forth in the Standard Terms.
 
(c)           As set forth in the Standard Terms.
 
(d)           The decision of the Servicer to foreclose on a defaulted Mortgage Loan shall be subject to a determination by the Servicer that the proceeds of such foreclosure would exceed the costs and expenses of bringing such a proceeding; provided that with respect to any second-lien Mortgage Loan, the Servicer may charge off such Mortgage Loan at the time such Mortgage Loan becomes 180 days delinquent (unless the Servicer anticipates future recoveries on such Mortgage Loan) and such Mortgage Loan shall be treated as a Liquidated Mortgage Loan.  Once a Mortgage Loan that is 180 days delinquent has been charged off, the Servicer will discontinue making Servicing Advances and the the Servicer will not be entitled to accrue additional servicing fees (except as provided below).  Any charged off second-lien Mortgage Loan shall be released from the Trust Fund to the Holder of the Class X Certificates at the time such Mortgage Loan becomes 360 days delinquent.  Any mortgage loan that is 180 days delinquent that is charged off may continue to be serviced by the Servicer for the certificateholders using specialized collection procedures (including foreclosure, if appropriate).  The Servicer shall be entitled to servicing fees or reimbursement of expenses in connection with such second-lien Mortgage Loans serviced using specialized collection procedures after the date of charge off, but only to the extent of funds available from the aggregate amount of Recoveries on all such second-lien Mortgage Loans.  Prior to the release of a charged off second-lien Mortgage Loan to the Holder of the Class X Certificates, any Recovery on such Mortgage Loan shall be applied as described in this Agreement.  The income earned from the management of any REO Properties, net of reimbursement to such Servicer for expenses incurred (including any property or other taxes) in connection with such management and net of applicable accrued and unpaid Servicing Fees, and unreimbursed Advances and Servicing Advances, shall be applied to the payment of principal of and interest on the related defaulted Mortgage Loans (with interest accruing as though such Mortgage Loans were still current) and all such income shall be deemed, for all purposes in this Agreement, to be payments on account of principal and interest on the related Mortgage Notes and shall be deposited into the related Collection Account.  To the extent the net income received during any calendar month is in excess of the amount attributable to amortizing principal and accrued interest at the related Mortgage Rate on the related Mortgage Loan for such calendar month, such excess shall be considered to be a partial prepayment of principal of the related Mortgage Loan.
 
(e)           As set forth in the Standard Terms.
 
SECTION 3.12.                   Trustee to Cooperate; Release of Mortgage Files.
 
As set forth in Section 3.12 of the Standard Terms.
 
SECTION 3.13.                   Documents, Records and Funds in Possession of the Servicer to be Held for the Trust.
 
Notwithstanding any other provisions of this Agreement, the Servicer shall transmit to the Custodian, as required by this Agreement all documents and instruments in respect of a Mortgage Loan coming into the possession of the Servicer from time to time required to be delivered to the Trustee, or such Custodian on its behalf, pursuant to the terms hereof and shall account fully to the Trustee for any funds received by the Servicer or which otherwise are collected by the Servicer as Liquidation Proceeds or Insurance Proceeds in respect of any Mortgage Loan.  All Mortgage Files and funds collected or held by, or under the control of, the Servicer in respect of any Mortgage Loans, whether from the collection of principal and interest payments or from Liquidation Proceeds, including but not limited to, any funds on deposit in a Collection Account, shall be held by the Servicer for and on behalf of the Trust or the Trustee and shall be and remain the sole and exclusive property of the Trust, subject to the applicable provisions of this Agreement.  The Servicer also agrees that it shall not create, incur or subject any Mortgage File or any funds that are deposited in the Collection Account, Certificate Account or any related Escrow Account, or any funds that otherwise are or may become due or payable to the Trust or the Trustee for the benefit of the Certificateholders, to any claim, lien, security interest, judgment, levy, writ of attachment or other encumbrance, or assert by legal action or otherwise any claim or right of setoff against any Mortgage File or any funds collected on, or in connection with, a Mortgage Loan, except, however, that the Servicer shall be entitled to set off against and deduct from any such funds any amounts that are properly due and payable to the Servicer under this Agreement.
 
SECTION 3.14.                                           Servicing Fee.
 
(a)           As compensation for its services hereunder, the Servicer shall be entitled to withdraw from the applicable Collection Account or to retain from interest payments on the related Mortgage Loans, the amount of its Servicing Fee, for each Mortgage Loan serviced by it, less any amounts in respect of its Servicing Fee, as applicable, payable by the Servicer pursuant to Section 3.05(c)(vi). The Servicing Fee for the Servicer is limited to, and payable solely from, the interest portion of such Scheduled Payments collected by the Servicer or as otherwise provided in Section 3.08(a).  In connection with the servicing of any Special Serviced Mortgage Loan, any Special Servicer shall receive the Servicing Fee for such Special Serviced Mortgage Loan as its compensation and Ancillary Income with respect to Special Serviced Mortgage Loans.
 
(b)           With respect to each Mortgage Loan, additional servicing compensation in the form of Ancillary Income and Excess Proceeds shall be retained by the Servicer and additional servicing compensation in the form of Payoff Interest, to the extent not required to make payments in respect of Compensating Interest Payments, shall be retained by the Servicer.  The Servicer shall be required to pay all expenses incurred by it in connection with its servicing activities hereunder (including the payment of any expenses incurred in connection with any Subservicing Agreement entered into pursuant to Section 3.02 and the payment of any premiums for insurance required pursuant to Section 3.16) and shall not be entitled to reimbursement thereof except as specifically provided for in this Agreement.
 
(c)           Not applicable.
 
SECTION 3.15.                                           Access to Certain Documentation.
 
Upon reasonable advance notice in writing for any review requiring on-site access or upon reasonable notice for any other type of access, the Servicer shall provide to the Depositor and the Trustee certain reports and reasonable access to information and documentation regarding the Mortgage Loans sufficient to permit any Certificateholder to comply with applicable regulations of the OTS, the FDIC or other regulatory authorities with respect to investment in the Certificates; provided, that the Servicer shall be entitled to be reimbursed by each such Certificateholder for actual expenses incurred in providing such reports and access.  Nothing in this Section 3.15 shall limit the obligation of the Servicer to observe any applicable law prohibiting disclosure of information regarding the Mortgagors and the failure of the Servicer to provide access as provided in this Section 3.15 or Section 3.07 as a result of such obligation shall not constitute a breach of this Section 3.15 or Section 3.07.  Nothing in this Section 3.15 shall require the Servicer to collect, create, collate or otherwise generate any information that it does not generate in its usual course of business.
 
SECTION 3.16.                                           Maintenance of Fidelity Bond and Errors and Omissions Insurance.
 
The Servicer shall maintain with responsible companies, at its own expense, a blanket Fidelity Bond and an Errors and Omissions Insurance Policy, with broad coverage on all officers, employees or other persons acting in any capacity requiring such persons to handle funds, money, documents or papers relating to the Mortgage Loans (“Servicer Employees”). Any such Fidelity Bond and Errors and Omissions Insurance Policy shall be in the form of the Mortgage Banker’s Blanket Bond and shall protect and insure the Servicer against losses, including forgery, theft, embezzlement, fraud, errors and omissions and negligent acts of the Servicer Employees. Such Fidelity Bond and Errors and Omissions Insurance Policy also shall protect and insure the Servicer against losses in connection with the release or satisfaction of a related Mortgage Loan without having obtained payment in full of the indebtedness secured thereby.  No provision of this Section 3.16 requiring such Fidelity Bond and Errors and Omissions Insurance Policy shall diminish or relieve the Servicer from its duties and obligations as set forth in this Agreement.  The minimum coverage under any such bond and insurance policy shall be at least equal to the corresponding amounts required by FNMA, unless the Servicer has obtained a waiver of such requirement. Upon the request of the Trustee, the Servicer shall cause to be delivered to the Trustee a certificate of insurance of the insurer and the surety including a statement from the surety and the insurer that such fidelity bond and insurance policy shall in no event be terminated or materially modified without 30 days’ prior written notice to the Trustee.
 
SECTION 3.17.                                           Special Serviced Mortgage Loans; Repurchase of Certain Mortgage Loans.
 
(a)           The Holder of the largest Percentage Interest of Class X Certificates may, at its discretion, appoint a Special Servicer; provided, that any such successor Special Servicer shall meet all the requirements of the Servicer under this Agreement and shall comply in all respects with the provisions of this Agreement applicable to the Servicer.  The Class X Certificateholder shall notify the Trustee and the Depositor upon the appointment of a Special Servicer and the Trustee shall notify the Servicer of such appointment.
 
The Class X Certificateholder shall not appoint a Special Servicer under the terms of this Agreement with respect to any Mortgage Loans unless:
 
(i)           such Special Servicer first agrees in writing with the Class X Certificateholder to deliver an Annual Statement of Compliance in such manner and at such times as required by Section 13.02 of this Agreement; and
 
(ii)           such Special Servicer first agrees in writing with the Class X Certificateholder to deliver an Assessment of Compliance and an Accountant’s Attestation in such manner and at such times as required by Section 13.03(a) of this Agreement; and
 
(iii)           such Special Servicer agrees to indemnify and hold harmless each of the Depositor and the Trustee and each Person, if any, who “controls” the Depositor or the Trustee within the meaning of the Securities Act and their respective officers, directors and affiliates from and against any losses, damages, penalties, fines, forfeitures, reasonable and necessary legal fees and related costs, judgments and other costs and expenses that such Person may sustain arising out of third party claims based on (i) the failure of such Special Servicer to deliver or cause to be delivered when required any Annual Statement of Compliance, Assessment of Compliance or Accountant’s Attestation required pursuant to Sections 13.02 and 13.03(a), or (ii) any material misstatement or omission contained in any Annual Statement of Compliance or Assessment of Compliance provided pursuant to Sections 13.02 and 13.03(a).
 
(b)           The majority Class X Certificateholder may (but is not obligated to) direct any Special Servicer to assume the servicing from the Servicer (a “Transferring Servicer”) of any Mortgage Loan 90 days or more delinquent under the “MBA” method.  Such Special Servicer shall thereupon assume all of the rights and obligations of the Transferring Servicer, as Servicer, hereunder arising thereafter and the Transferring Servicer shall have no further rights or obligations, as Servicer, hereunder with respect to such Mortgage Loan (except that such Special Servicer shall not be (i) liable for losses of the Transferring Servicer pursuant to Section 3.10 hereof or for any acts or omissions of the Transferring Servicer hereunder prior to the servicing transfer date, (ii) obligated to effectuate repurchases or substitutions of Mortgage Loans hereunder including, but not limited to, repurchases or substitutions of Mortgage Loans pursuant to Section 2.02 or 2.03 hereof or (iii) deemed to have made any representations and warranties of the Transferring Servicer hereunder).  Upon the transfer of the servicing of any such Mortgage Loan to a Special Servicer, such Special Servicer shall be entitled to the applicable Servicing Fee and other compensation accruing after the servicing transfer date with respect to such Mortgage Loans pursuant to Section 3.15.
 
In connection with the transfer of the servicing of any Mortgage Loan to a Special Servicer, the Transferring Servicer, at such Special Servicer’s expense, shall deliver to such Special Servicer all documents and records relating to such Mortgage Loans and an accounting of amounts collected or held by it and otherwise use its best efforts to effect the orderly and efficient transfer of the servicing to such Special Servicer.  On the servicing transfer date, such Special Servicer shall reimburse the Transferring Servicer for all unreimbursed Advances, Servicing Advances and Servicing Fees relating to the Mortgage Loans for which the servicing is being transferred.  A Special Servicer shall be entitled to be reimbursed pursuant to Section 3.09 or otherwise pursuant to this Agreement for all such Advances, Servicing Advances and Servicing Fees paid by the Transferring Servicer pursuant to this Section 3.17.  In addition, a Special Servicer shall notify the Trustee of such transfer and the effective date of such transfer, and amend the Mortgage Loan Schedule to reflect that such Mortgage Loans are Special Serviced Mortgage Loans.As set forth in the Standard Terms.
 
(c)           The majority Class X Certificateholder, may (but is not obligated to) purchase from the Trust Fund, (a) any Mortgage Loan that is delinquent under the "MBA" method in payment 90 or more days for the purpose of loss mitigation or (b) any Mortgage Loan with respect to which there has been initiated legal action or other proceedings for the foreclosure of the related Mortgaged Property either judicially or non-judicially.  Any such purchase shall be made by such Certificateholder at a price equal to the Purchase Price for such Mortgage Loan.
 
SECTION 3.18.                                           [Reserved].
 
SECTION 3.19.                                           Notification of Adjustments.
 
With respect to each Mortgage Loan, the Servicer shall adjust the Mortgage Rate on the related Adjustment Date in compliance with the requirements of applicable law and the related Mortgage and Mortgage Note.  The Servicer shall execute and deliver any and all necessary notices required under applicable law and the terms of the related Mortgage Note and Mortgage regarding the Mortgage Rate adjustments.  Upon the discovery by the Servicer or the receipt of notice from the Trustee that the Servicer has failed to adjust a Mortgage Rate in accordance with the terms of the related Mortgage Note, the Servicer shall immediately deposit in the Certificate Account from its own funds the amount of any interest loss or deferral caused the Trustee thereby.
 
SECTION 3.20.                                           [Reserved].
 
SECTION 3.21.                                           Prepayment Premiums.
 
(a)           Notwithstanding anything in this Agreement to the contrary, in the event of a Principal Prepayment, the Servicer may not waive any Prepayment Premium or portion thereof required by the terms of the related Mortgage Note unless (i) the related Mortgage Loan is in default or foreseeable default and such waiver (a) is standard and customary in servicing mortgage loans similar to the Mortgage Loans and (b) would, in the reasonable judgment of the Servicer, maximize recovery of total proceeds taking into account the value of such Prepayment Premium and the related Mortgage Loan, (ii) (A) the enforceability thereof is limited (1) by bankruptcy, insolvency, moratorium, receivership, or other similar law relating to creditors’ rights generally or (2) due to acceleration in connection with a foreclosure or other involuntary payment, or (B) the enforceability is otherwise limited or prohibited by applicable law, (iii) the enforceability would be considered “predatory” pursuant to written guidelines issued by any applicable federal, state or local authority having jurisdiction over such matters, (iv) the Servicer is unable to locate documentation sufficient to allow it to confirm the existence and amount of such Prepayment Premium after using commercially reasonable efforts to locate such documentation, which efforts shall include, but are not limited to, seeking such documentation from the Depositor, the Seller, the Custodian and from its own records or files, (v) the related Mortgaged Property has been damaged such that the current value of the Mortgaged Property has been reduced by at least half as a result of a natural disaster or other insured or uninsured peril, and the borrower has elected to pay the loan in full rather than rebuild the Mortgaged Property, or (vi) with respect to SPS Serviced Mortgage Loans, SPS may waive Prepayment Premiums in connection with any refinancing of such Mortgage Loans by SPS or an affiliate thereof.  For the avoidance of doubt, the Servicer may waive an Prepayment Premium in connection with a short sale or short payoff on a defaulted Mortgage Loan.  If an applicable Servicer has waived all or a portion of an Prepayment Premium relating to a Principal Prepayment, other than as provided above, such Servicer shall deliver to the Trustee no later than the next succeeding Cash Remittance Date, for deposit into the Certificate Account, the amount of such Prepayment Premium (or such portion thereof as had been waived) for distribution in accordance with the terms of this Agreement, and if the Servicer fails to deliver such amount, any of the Trustee or the Seller may enforce such obligation of the Servicer to make such payment.  If the Servicer has waived all or a portion of an Prepayment Premium for any reason, it shall include such information, including the reason for such waiver, in any monthly reports it provides, and the Servicer shall notify the Trustee of such waiver.  Notwithstanding any provision in this Agreement to the contrary, in the event the Prepayment Premium payable under the terms of the related Mortgage Note is less than the amount of the Prepayment Premium set forth in the Mortgage Loan Schedule or other information provided to the Servicer, the Servicer shall not have any liability or obligation with respect to such difference.
 
(b)           [Reserved].
 
(c)           As set forth in the Standard Terms.
 
SECTION 3.22.                                           Advance Facility and Pledge of Servicing Rights.
 
(a)           The Servicer is hereby authorized to enter into a financing or other facility (any such arrangement, an “Advance Facility”) under which (1) the Servicer assigns or pledges to another Person (an “Advancing Person”) the Servicer’s rights under this Agreement to be reimbursed for any Advances or Servicing Advances and/or (2) an Advancing Person agrees to fund some or all Advances and/or Servicing Advances required to be made by the Servicer pursuant to this Agreement.  No consent of the Trustee, Certificateholders or any other party is required before the Servicer may enter into an Advance Facility; provided, however, that the consent of the Trustee shall be required before the Servicer may cause to be outstanding at one time more than one Advance Facility with respect to Advances or more than one Advance Facility with respect to Servicing Advances.  Notwithstanding the existence of any Advance Facility under which an Advancing Person agrees to fund Advances and/or Servicing Advances on the Servicer’s behalf, the Servicer shall remain obligated pursuant to this Agreement to make Advances and Servicing Advances pursuant to and as required by this Agreement, and shall not be relieved of such obligations by virtue of such Advance Facility.  If each the Servicer enters into an Advance Facility, and for so long as an Advancing Person remains entitled to receive reimbursement for any Advances or Servicing Advances outstanding and previously unreimbursed pursuant to this Agreement, then the Servicer shall identify amounts collected that would otherwise be retained by the Servicer to reimburse it for previously unreimbursed Advances (“Advance Reimbursement Amounts”) and/or previously unreimbursed Servicing Advances (“Servicing Advance Reimbursement Amounts” and together with Advance Reimbursement Amounts, “Reimbursement Amounts”) (in each case to the extent such type of Reimbursement Amount is included in the Advance Facility) as such amounts are received, consistently with the reimbursement rights set forth in this Agreement, and shall remit such Reimbursement Amounts in accordance with the documentation establishing the Advance Facility to such Advancing Person or to a trustee, agent or custodian (an “Advance Facility Trustee”) designated by such Advancing Person.  Notwithstanding the foregoing, if so required pursuant to the terms of the Advance Facility, the Servicer may direct the Trustee to, and if so directed the Trustee is hereby authorized to and shall, pay to the Advancing Person or the Advance Facility Trustee the Reimbursement Amounts identified pursuant to the preceding sentence.  Notwithstanding anything to the contrary herein, in no event shall Advance Reimbursement Amounts or Servicing Advance Reimbursement Amounts be included in Interest Remittance Amounts or Principal Remittance Amounts or distributed to Certificateholders.  The Servicer making an election to remit Reimbursement Amounts to the Trustee shall report to the Trustee the portions of the Reimbursement Amounts that consist of Advance Reimbursement Amounts and Servicing Advance Reimbursement Amounts, respectively.
 
(b)           If the Servicer enters into an Advance Facility and makes the election to remit Reimbursement Amounts to the Trustee as described in Section 3.22(a), the Servicer and the related Advancing Person shall deliver to the Trustee a written notice and payment instruction (an “Advance Facility Notice”), providing the Trustee with written payment instructions as to where to remit Advance Reimbursement Amounts and/or Servicing Advance Reimbursement Amounts (each to the extent such type of Reimbursement Amount is included within the Advance Facility) on subsequent Distribution Dates.  The payment instruction shall require the applicable Reimbursement Amounts to be distributed to the Advancing Person or to an Advance Facility Trustee designated in the Advance Facility Notice.  An Advance Facility Notice may only be terminated by the joint written direction of the Servicer and the related Advancing Person (and any related Advance Facility Trustee); provided, however, that the provisions of this Section 3.22 shall cease to be applicable when all Advances and Servicing Advances funded by an Advancing Person, and when all Advances and Servicing Advances (the rights to be reimbursed for which have been assigned or pledged to an Advancing Person), have been repaid to the related Advancing Person in full.
 
(c)           Reimbursement Amounts shall consist solely of amounts in respect of Advances and/or Servicing Advances made with respect to the Mortgage Loans for which the Servicer would be permitted to reimburse itself in accordance with Sections 3.07(d)(ii) and 3.09(a)(ii), (iii) and (iv) hereof, assuming the Servicer had made the related Advance(s) and/or Servicing Advance(s).  Notwithstanding the foregoing, no Person shall be entitled to reimbursement from funds held in the Collection Account for future distribution to Certificateholders pursuant to the provisions of Section 4.01.  The Trustee shall not have any duty or liability with respect to the calculation of any Reimbursement Amount and, if the Servicer has elected to remit Reimbursement Amounts to the Trustee, shall be entitled to rely without independent investigation on the Advance Facility Notice and on the Servicer’s report of the amount of Advance Reimbursement Amounts and Servicing Advance Reimbursement Amounts that were included in the remittance from the Servicer to the Trustee pursuant to Section 3.09(a)(viii) or (ix).  The Servicer shall maintain and provide to any successor Servicer a detailed accounting on a loan-by-loan basis as to amounts advanced by, pledged or assigned to, and reimbursed to any Advancing Person.  The successor Servicer shall be entitled to rely on any such information provided by the predecessor Servicer, and the successor Servicer shall not be liable for any errors in such information.
 
(d)           An Advancing Person who receives an assignment or pledge of the rights to be reimbursed for Advances and/or Servicing Advances, and/or whose obligations hereunder are limited to the funding of Advances and/or Servicing Advances shall not be required to meet the criteria for qualification of a Sub-Servicer set forth in Section 3.02 hereof.
 
(e)           Reimbursement Amounts distributed with respect to each Mortgage Loan shall be allocated to outstanding unreimbursed Advances or Servicing Advances (as the case may be) made with respect to that Mortgage Loan on a “first-in, first-out” (FIFO) basis.  The Servicer entering into an Advance Facility shall provide to the related Advancing Person or Advance Facility Trustee loan-by-loan information with respect to each Reimbursement Amount remitted to such Advancing Person or Advance Facility Trustee on each Distribution Date or otherwise, to enable the Advancing Person or Advance Facility Trustee to make the FIFO allocation of each Reimbursement Amount with respect to each Mortgage Loan.  The Servicer shall remain entitled to be reimbursed by the Advancing Person or Advance Facility Trustee for all Advances and Servicing Advances funded by the Servicer to the extent the related rights to be reimbursed therefor have not been assigned or pledged to an Advancing Person.
 
(f)           The Servicer who enters into an Advance Facility shall indemnify the Trustee, the Trust and any successor Servicer, as applicable, from and against any claims, losses, liabilities or damages resulting from any claim by the related Advancing Person, except to the extent that such claim, loss, liability or damage resulted from or arose out of negligence, recklessness or willful misconduct on the part of the Trustee or the successor Servicer, or failure by the successor Servicer or the Trustee to remit funds as required by this Agreement or the commission of an act or omission to act by the successor Servicer or the Trustee, and the passage of any applicable cure or grace period, such that an Event of Default under this Agreement occurs or such entity is subject to termination for cause under this Agreement.
 
(g)           Any amendment to this Section 3.22 or to any other provision of this Agreement that may be necessary or appropriate to effect the terms of an Advance Facility as described generally in this Section 3.22, including amendments to add provisions relating to a successor Servicer, may be entered into by the Trustee, the Seller and the Servicer without the consent of any Certificateholder, notwithstanding anything to the contrary in Section 11.01 of or elsewhere in this Agreement.
 
(h)           Notwithstanding anything to the contrary herein, the Servicer may pledge or assign as collateral all its rights, title and interest under this Agreement to a lender (the “Servicing Rights Lender”) and allow such Servicing Rights Lender (i) to cause the transfer of servicing to a successor Servicer that meets the successor servicer requirements if the Servicer defaults under its agreements with the Servicing Rights Lender and (ii) upon an Event of Default and receipt of notice of termination by the Servicer, the Servicing Rights Lender may direct the Servicer or its designee to appoint a successor Servicer pursuant to the provisions, and subject to the conditions set forth in Section 8.02 regarding the Servicer’s appointment of a successor Servicer, provided, that:  (i) the Servicing Rights Lender’s rights are subject to this Agreement; and (ii) the Servicer shall remain subject to termination as servicer under this Agreement pursuant to the terms hereof.
 
ARTICLE IV
 
PAYMENTS AND STATEMENTS TO CERTIFICATEHOLDERS
 
SECTION 4.01.                                           Priorities of Distribution.
 
(a)           On each Distribution Date, the Trustee shall distribute the Interest Remittance Amount for both Loan Groups for such date in the following order of priority; provided, however, that distributions made pursuant to subclause (iii) below will be made on the related Swap Payment Date to the extent such distributions are available to be made on such Distribution Date:
 
(i)            from the Interest Remittance Amount for Loan Group 2, to the Trustee, the Trustee Fee for such Distribution Date;
 
(ii)           from the Interest Remittance Amount for Loan Group 1, to the Trustee, any Trustee Fee remaining unpaid after giving effect to clause (i);
 
(iii)           from the Interest Remittance Amount for Loan Group 1 and Loan Group 2, to the Supplemental Interest Account, pro rata based on the Interest Remittance Amount for each Loan Group, any Net Swap Payment and Swap Termination Payment (unless the Swap Counterparty is the Defaulting Party or the sole Affected Party (as defined in the ISDA Master Agreement)) owed to the Swap Counterparty;
 
(iv)           from the Interest Remittance Amount for Loan Group 1 and Loan Group 2, to the Senior Certificates, pro rata based on amounts due, Current Interest and any Carryforward Interest for such Class and such Distribution Date, applied in accordance with the allocation rules set forth in (b) below;
 
(v)           first, from the Interest Remittance Amount for Loan Group 2 and then from the from the Interest Remittance Amount for Loan Group 1, to the Class M-1 Certificates, Current Interest and any Carryforward Interest for such Class and such Distribution Date;
 
(vi)           first, from the Interest Remittance Amount for Loan Group 2 and then from the Interest Remittance Amount for Loan Group 1, to the Class M-2 Certificates, Current Interest and any Carryforward Interest for such Class and such Distribution Date;
 
(vii)          first, from the Interest Remittance Amount for Loan Group 2 and then from the Interest Remittance Amount for Loan Group 1, to the Class M-3 Certificates, Current Interest and any Carryforward Interest for such Class and such Distribution Date;
 
(viii)         first, from the Interest Remittance Amount for Loan Group 2 and then from the Interest Remittance Amount for Loan Group 1, to the Class M-4 Certificates, Current Interest and any Carryforward Interest for such Class and such Distribution Date;
 
(ix)           first, from the Interest Remittance Amount for Loan Group 2 and then from the Interest Remittance Amount for Loan Group 1, to the Class M-5 Certificates, Current Interest and any Carryforward Interest for such Class and such Distribution Date;
 
(x)            first, from the Interest Remittance Amount for Loan Group 2 and then from the Interest Remittance Amount for Loan Group 1, to the Class M-6 Certificates, Current Interest and any Carryforward Interest for such Class and such Distribution Date;
 
(xi)           first, from the Interest Remittance Amount for Loan Group 2 and then from the Interest Remittance Amount for Loan Group 1, to the Class M-7 Certificates, Current Interest and any Carryforward Interest for such Class and such Distribution Date;
 
(xii)          first, from the Interest Remittance Amount for Loan Group 2 and then from the Interest Remittance Amount for Loan Group 1, to the Class M-8 Certificates, Current Interest and any Carryforward Interest for such Class and such Distribution Date;
 
(xiii)         first, from the Interest Remittance Amount for Loan Group 2 and then from the Interest Remittance Amount for Loan Group 1, to the Class M-9 Certificates, Current Interest and any Carryforward Interest for such Class and such Distribution Date; and
 
(xiv)         for application as part of Monthly Excess Cashflow for such Distribution Date, as provided in Section 4.01(e), any such Interest Remittance Amount remaining after application pursuant to clauses (i) through (xiii) above for such Distribution Date.
 
(b)           The Interest Remittance Amount for Loan Group 1 and Loan Group 2 distributed pursuant to clause (iv) above will be applied to the applicable Senior Certificates as follows:
 
(i)            amounts distributed to the Class 1-A Certificates will reduce the Interest Remittance Amount for Loan Group 1 before any reduction to the Interest Remittance Amount for Loan Group 2 in respect of such distribution; and
 
(ii)            amounts distributed to the Class 2-A-1 Certificates and Class 2-A-2 Certificates shall reduce the Interest Remittance Amount for Loan Group 2 before any reduction to the Interest Remittance Amount for Loan Group 1 in respect of such distributions.
 
(c)           On each Distribution Date (1) prior to the Stepdown Date or (2) with respect to which a Trigger Event has occurred and is continuing for that Distribution Date, the Trustee shall distribute the Principal Payment Amount for such date in the following order of priority; provided, however, that the distributions, if any, made pursuant to subclause (i) below will be made on the related Swap Payment Date to the extent such distributions are available to be made on such Distribution Date:
 
(i)            first from the Principal Remittance Amount derived from Loan Group 2 and then from the Principal Remittance Amount derived from Loan Group 1, to the Supplemental Interest Account any unpaid Swap Termination Payment owed to the Swap Counterparty (unless the Swap Counterparty is the Defaulting Party or the sole Affected Party (as defined in the ISDA Master Agreement));
 
(ii)           (A)           from the Principal Remittance Amount derived from Loan Group 1, sequentially, first to (x) the Class 1-A Certificates, until the Class Principal Balance thereof is reduced to zero and then to (y) the Class 2-A-1 Certificates and Class 2-A-2 Certificates, in that order, until the respective Class Principal Balance of such Class is reduced to zero; and
 
(B)           from the Principal Remittance Amount derived from Loan Group 2, sequentially, first to (w) the Class R Certificates, until its Class Principal Balance has been reduced to zero, second (x) on the first Distribution Date after the final Prepayment Premium on any Mortgage Loan is due, to the Class P Certificates, until the Class Principal Balance is reduced to zero, third to (y) the Class 2-A-1 Certificates and Class 2-A-2 Certificates, in that order, until the respective Class Principal Balance of such Class is reduced to zero, and fourth to (z) the Class 1-A Certificates, until the Class Principal Balance thereof is reduced to zero;
 
(iii)           to the Class M-1 Certificates, until the Class Principal Balance of such Class has been reduced to zero;
 
(iv)           to the Class M-2 Certificates, until the Class Principal Balance of such Class has been reduced to zero;
 
(v)            to the Class M-3 Certificates, until the Class Principal Balance of such Class has been reduced to zero;
 
(vi)           to the Class M-4 Certificates, until the Class Principal Balance of such Class has been reduced to zero;
 
(vii)          to the Class M-5 Certificates, until the Class Principal Balance of such Class has been reduced to zero;
 
(viii)         to the Class M-6 Certificates, until the Class Principal Balance of such Class has been reduced to zero;
 
(ix)           to the Class M-7 Certificates, until the Class Principal Balance of such Class has been reduced to zero;
 
(x)            to the Class M-8 Certificates, until the Class Principal Balance of such Class has been reduced to zero;
 
(xi)           to the Class M-9 Certificates, until the Class Principal Balance of such Class has been reduced to zero; and
 
(xii)           for application as part of Monthly Excess Cashflow for such Distribution Date, as provided in Section 4.01(e), any such Principal Payment Amount remaining after application pursuant to clauses (i) through (xi) above, for such Distribution Date.
 
(d)           On each Distribution Date (1) on or after the Stepdown Date and (2) with respect to which a Trigger Event has not occurred or is not continuing for that Distribution Date, the Principal Payment Amount for such date will be paid in the following order of priority; provided, however, that the distributions, if any, made pursuant to subclause (i) below will be made on the related Swap Payment Date to the extent such distributions are available to be made on such Distribution Date:
 
(i)           first from the Principal Remittance Amount derived from Loan Group 2 and then from the Principal Remittance Amount derived from Loan Group 1, to the Supplemental Interest Account any unpaid Swap Termination Payment owed to the Swap Counterparty (unless the Swap Counterparty is the Defaulting Party or the sole Affected Party (as defined in the ISDA Master Agreement));
 
(ii)           (A)           from the Principal Remittance Amount derived from Loan Group 1, sequentially, first to (x) the Class 1-A Certificates, until the Class Principal Balance thereof is reduced to zero, and then to (y) the Class 2-A-1 Certificates and Class 2-A-2 Certificates, in that order, until the respective Class Principal Balance of such Class is reduced to zero, the Group 1 Allocation Amount and the component of the Principal Remittance Amount representing payments under the Swap Agreement to cover Realized Losses on the Group 1 Mortgage Loans; and
 
(B)           from the Principal Remittance Amount derived from Loan Group 2, sequentially, to, first (x) on the first Distribution Date after the final Prepayment Premium on any Mortgage Loan is due, the Class P Certificates, until the Class Principal Balance is reduced to zero, second (y) the Class 2-A-1 Certificates and Class 2-A-2 Certificates, in that order, until the respective Class Principal Balance of such Class is reduced to zero, and third (z) the Class 1-A Certificates, until the Class Principal Balance thereof is reduced to zero, the Group 2 Allocation Amount and the component of the Principal Remittance Amount representing payments under the Swap Agreement to cover Realized Losses on the Group 2 Mortgage Loans;
 
(iii)           to the Class M-1 Certificates, the M-1 Principal Payment Amount for such Distribution Date, until the Class Principal Balance of such Class has been reduced to zero;
 
(iv)           to the Class M-2 Certificates, the M-2 Principal Payment Amount for such Distribution Date, until the Class Principal Balance of such Class has been reduced to zero;
 
(v)           to the Class M-3 Certificates, the M-3 Principal Payment Amount for such Distribution Date, until the Class Principal Balance of such Class has been reduced to zero;
 
(vi)           to the Class M-4 Certificates, the M-4 Principal Payment Amount for such Distribution Date, until the Class Principal Balance of such Class has been reduced to zero;
 
(vii)          to the Class M-5 Certificates, the M-5 Principal Payment Amount for such Distribution Date, until the Class Principal Balance of such Class has been reduced to zero;
 
(viii)         to the Class M-6 Certificates, the M-6 Principal Payment Amount for such Distribution Date, until the Class Principal Balance of such Class has been reduced to zero;
 
(ix)           to the Class M-7 Certificates, the M-7 Principal Payment Amount for such Distribution Date, until the Class Principal Balance of such Class has been reduced to zero;
 
(x)            to the Class M-8 Certificates, the M-8 Principal Payment Amount for such Distribution Date, until the Class Principal Balance of such Class has been reduced to zero;
 
(xi)           to the Class M-9 Certificates, the M-9 Principal Payment Amount for such Distribution Date, until the Class Principal Balance of such Class has been reduced to zero;
 
(xii)           for application as part of Monthly Excess Cashflow for such Distribution Date, as provided in Section 4.01(e), any such Principal Payment Amount remaining after application pursuant to clauses (i) through (xi) above, for such Distribution Date.
 
(e)           On each Distribution Date, the Trustee shall distribute the Monthly Excess Cashflow for such date in the following order of priority; provided, however, that the distributions, if any, made pursuant to subclause (xii) will be made on the related Swap Payment Date to the extent such distributions are available to be made on such Distribution Date:
 
(i)           (A)           until the aggregate Class Principal Balance of the LIBOR Certificates and the Class P Certificates equals the Aggregate Loan Balance for such Distribution Date minus the Targeted Overcollateralization Amount for such date, on each Distribution Date (a) prior to the Stepdown Date or (b) with respect to which a Trigger Event has occurred and is continuing for that Distribution Date, to the extent of Monthly Excess Interest for such Distribution Date, to the LIBOR Certificates, in the following order of priority:
 
(aa) (i) to the extent of the Monthly Excess Interest derived from Loan Group 1, sequentially, first to (x) the Class 1-A Certificates, until the Class Principal Balance thereof is reduced to zero and then to (y) the Class 2-A-1 Certificates and Class 2-A-2 Certificates, in that order, until the respective Class Principal Balance of such Class is reduced to zero, the Group 1 Excess Interest Amount; and
 
(ii) sequentially, first to (x) the Class 2-A-1 Certificates and Class 2-A-2 Certificates, in that order, until the respective Class Principal Balance of such Class is reduced to zero, and then to (y) the Class 1-A Certificates, until the Class Principal Balance thereof is reduced to zero;
 
(bb)           to the Class M-1 Certificates, until the Class Principal Balance of such Class has been reduced to zero;
 
(cc)           to the Class M-2 Certificates, until the Class Principal Balance of such Class has been reduced to zero;
 
(dd)           to the Class M-3 Certificates, until the Class Principal Balance of such Class has been reduced to zero;
 
(ee)          to the Class M-4 Certificates, until the Class Principal Balance of such Class has been reduced to zero;
 
(ff)           to the Class M-5 Certificates, until the Class Principal Balance of such Class has been reduced to zero;
 
(gg)         to the Class M-6 Certificates, until the Class Principal Balance of such Class has been reduced to zero;
 
(hh)         to the Class M-7 Certificates, until the Class Principal Balance of such Class has been reduced to zero;
 
(ii)            to the Class M-8 Certificates, until the Class Principal Balance of such Class has been reduced to zero; and
 
(jj)            to the Class M-9 Certificates, until the Class Principal Balance of such Class has been reduced to zero;
 
(B)           on each Distribution Date on or after the Stepdown Date and with respect to which a Trigger Event has not occurred or is not continuing for that Distribution Date, to fund any principal distributions required to be made on such Distribution Date pursuant to Section 4.01(d), after giving effect to the distribution of the Principal Payment Amount for such Distribution Date, in accordance with the priorities set forth therein (any distributions required to be made pursuant to Section 4.01(d)(ii)(A) or (B) will be made notwithstanding the limitation in such clauses that the amounts distributed are derived from the Principal Remittance Amount);
 
(ii)            to the Class M-1 Certificates, any Deferred Amount for such Class, with interest thereon at the applicable Pass-Through Rate;
 
(iii)           to the Class M-2 Certificates, any Deferred Amount for such Class, with interest thereon at the applicable Pass-Through Rate;
 
(iv)           to the Class M-3 Certificates, any Deferred Amount for such Class, with interest thereon at the applicable Pass-Through Rate;
 
(v)           to the Class M-4 Certificates, any Deferred Amount for such Class, with interest thereon at the applicable Pass-Through Rate;
 
(vi)           to the Class M-5 Certificates, any Deferred Amount for such Class, with interest thereon at the applicable Pass-Through Rate;
 
(vii)          to the Class M-6 Certificates, any Deferred Amount for such Class, with interest thereon at the applicable Pass-Through Rate;
 
(viii)         to the Class M-7 Certificates, any Deferred Amount for such Class, with interest thereon at the applicable Pass-Through Rate;
 
(ix)           to the Class M-8 Certificates, any Deferred Amount for such Class, with interest thereon at the applicable Pass-Through Rate;
 
(x)            to the Class M-9 Certificates, any Deferred Amount for such Class, with interest thereon at the applicable Pass-Through Rate;
 
(xi)           to the Basis Risk Reserve Fund, the Required Basis Risk Reserve Fund Deposit, and from the Basis Risk Reserve Fund sequentially as follows:
 
(A)           to the Class 1-A, Class 2-A-1 and Class 2-A-2 Certificates, pro rata based on amounts due, any applicable Basis Risk Shortfall for such Class;
 
(B)           to the Class M-1 Certificates, any applicable Basis Risk Shortfall for such Class;
 
(C)           to the Class M-2 Certificates, any applicable Basis Risk Shortfall for such Class;
 
(D)           to the Class M-3 Certificates, any applicable Basis Risk Shortfall for such Class;
 
(E)           to the Class M-4 Certificates, any applicable Basis Risk Shortfall for such Class;
 
(F)           to the Class M-5 Certificates, any applicable Basis Risk Shortfall for such Class;
 
(G)           to the Class M-6 Certificates, any applicable Basis Risk Shortfall for such Class;
 
(H)           to the Class M-7 Certificates, any applicable Basis Risk Shortfall for such Class;
 
(I)           to the Class M-8 Certificates, any applicable Basis Risk Shortfall for such Class; and
 
(J)           to the Class M-9 Certificates, any applicable Basis Risk Shortfall for such Class;
 
(xii)           to the Supplemental Interest Account, any Swap Termination Payment (only if the Swap Counterparty is the Defaulting Party or the sole Affected Party (as defined in the ISDA Master Agreement))  owed to the Swap Counterparty;
 
(xiii)         to the Class X Certificates, the Class X Distributable Amount for such Distribution Date together with amounts withdrawn from the Basis Risk Reserve Fund for distribution to the Class X Certificates pursuant to Sections 4.06(b), (c) and (d); and
 
(xiv)         to the Class R Certificate, any remaining amount, provided, however, that any amount that would be distributable pursuant to this priority (xiv) shall not be paid with respect to the Class R Certificate but shall be paid instead with respect to the Class X Certificates pursuant to a contract that exists under this Agreement between the Class R Certificateholders and the Class X Certificateholders.
 
Distributions pursuant to Section 4.01(e)(ii) through (x) on any Distribution Date will be made after giving effect to withdrawals from the Supplemental Interest Account to pay Deferred Amounts on such Distribution Date pursuant to Section 4.01(h).  Distributions pursuant to Section 4.01(e)(xi)(A) – (J) on any Distribution Date will be made after giving effect to withdrawals from the Supplemental Interest Account to pay Basis Risk Shortfalls to the LIBOR Certificates on such Distribution Date.
 
(f)           [Reserved].
 
(g)           [Reserved].
 
(h)           On each Distribution Date, the Trustee shall distribute any Net Counterparty Payment for such date, sequentially, as follows:
 
(i)            to the Senior Certificates, pro rata based on amounts due, Current Interest and any Carryforward Interest for such Class on such Distribution Date, after giving effect to distributions of interest pursuant to Section 4.01(a);
 
(ii)            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, Current Interest and any Carryforward Interest for such Class on such Distribution Date, after giving effect to distributions of interest pursuant to Section 4.01(a);
 
(iii)           to the Principal Remittance Amount, the Net Cumulative Realized Loss Amount on such Distribution Date;
 
(iv)           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, any applicable Deferred Amounts, with interest thereon at the applicable Pass-Through Rate, prior to giving effect to amounts available to be paid in respect of Deferred Amounts pursuant to Section 4.01(e);
 
(v)           to the LIBOR Certificates, any applicable Basis Risk Shortfalls in the same order and priority as described in Section 4.01(e), prior to giving effect to any withdrawals from the Basis Risk Reserve Fund or from amounts available to be paid in respect of Basis Risk Shortfalls pursuant to Section 4.01(e); and
 
(vi)           to the Class X Certificates, any remaining amounts.
 
On each Distribution Date, the Trustee shall withdraw any amounts then on deposit in the Certificate Account that represent Prepayment Premiums collected by the Servicer in connection with the Principal Prepayment of any Mortgage Loans or amounts deposited therein pursuant to Section 3.21 hereof and shall distribute such amounts to the Holder of the Class P Certificates.  Such distributions shall not be applied to reduce the Class Principal Balance of the Class P Certificates.
 
SECTION 4.02.                                           Allocation of Realized Losses.
 
(a)           On each Distribution Date, the Trustee shall determine the total of the Applied Loss Amount, if any, for such Distribution Date.  The Applied Loss Amount for any Distribution Date shall be applied by reducing the Class Principal Balance of each Class of Subordinate Certificates beginning with the Class of Subordinate Certificates then outstanding with the lowest relative payment priority, in each case until the respective Class Principal Balance thereof is reduced to zero.  Any Applied Loss Amount allocated to a Class of Subordinate Certificates shall be allocated among the Subordinate Certificates of such Class in proportion to their respective Percentage Interests.
 
(b)           All Realized Losses on the Group 1 Loans shall be allocated on each Distribution Date to the following REMIC I Regular Interests: first, to REMIC I Regular Interest I until the Uncertificated Principal Balance has been reduced to zero, and second, to REMIC I Regular Interest I-1-A through REMIC I Regular Interest I-54-B, starting with the lowest numerical denomination until such REMIC I Regular Interest has been reduced to zero, provided that, for REMIC I Regular Interests with the same numerical denomination, such Realized Losses shall be allocated pro rata between such REMIC I Regular Interests.  All Realized Losses on the Group 2 Loans shall be allocated on each Distribution Date to the following REMIC I Regular Interests: first, to REMIC I Regular Interest II until the Uncertificated Principal Balance has been reduced to zero, and second, to REMIC I Regular Interest II-1-A through REMIC I Regular Interest II-54-B, starting with the lowest numerical denomination until such REMIC I Regular Interest has been reduced to zero, provided that, for REMIC I Regular Interests with the same numerical denomination, such Realized Losses shall be allocated pro rata between such REMIC I Regular Interests.
 
The REMIC II Marker Allocation Percentage of all Realized Losses on the REMIC II Regular Interests shall be deemed to have been allocated to the following REMIC II Regular Interests in the specified percentages, as follows: first to Uncertificated Accrued Interest payable to the REMIC II Regular Interests LT-AA and LT-ZZ up to an aggregate amount equal to the excess of (a) the REMIC II Interest Loss Allocation Amount over (b) Prepayment Interest Shortfalls (to the extent not covered by Compensating Interest) relating to the Mortgage Loans for such Distribution Date, 98% and 2%, respectively; second, to the Uncertificated Principal Balances of the REMIC II Regular Interests LT-AA and LT-ZZ up to an aggregate amount equal to the REMIC II Principal Loss Allocation Amount, 98% and 2%, respectively; third, to the Uncertificated Principal Balances of REMIC II Regular Interest LT-AA, REMIC II Regular Interest LT-M-9 and REMIC II Regular Interest LT-ZZ, 98%, 1% and 1%, respectively, until the Uncertificated Principal Balance of REMIC II Regular Interest LT-M-9 has been reduced to zero; fourth, to the Uncertificated Principal Balances of REMIC II Regular Interest LT-AA, REMIC II Regular Interest LT-M-8 and REMIC II Regular Interest LT-ZZ, 98%, 1% and 1%, respectively, until the Uncertificated Principal Balance of REMIC II Regular Interest LT-M-8 has been reduced to zero; fifth, to the Uncertificated Principal Balances of REMIC II Regular Interest LT-AA, REMIC II Regular Interest LT-M-7 and REMIC II Regular Interest LT-ZZ, 98%, 1% and 1%, respectively, until the Uncertificated Principal Balance of REMIC II Regular Interest LT-M-7 has been reduced to zero; sixth, to the Uncertificated Principal Balances of REMIC II Regular Interest LT-AA, REMIC II Regular Interest LT-M-6 and REMIC II Regular Interest LT-ZZ, 98%, 1% and 1%, respectively, until the Uncertificated Principal Balance of REMIC II Regular Interest LT-M-6 has been reduced to zero; seventh, to the Uncertificated Principal Balances of REMIC II Regular Interest LT-AA, REMIC II Regular Interest LT-M-5 and REMIC II Regular Interest LT-ZZ, 98%, 1% and 1%, respectively, until the Uncertificated Principal Balance of REMIC II Regular Interest LT-M-5 has been reduced to zero; eighth, to the Uncertificated Principal Balances of REMIC II Regular Interest LT-AA, REMIC II Regular Interest LT-M-4 and REMIC II Regular Interest LT-ZZ, 98%, 1% and 1%, respectively, until the Uncertificated Principal Balance of REMIC II Regular Interest LT-M-4 has been reduced to zero; seventh, to the Uncertificated Principal Balances of REMIC II Regular Interest LT-AA, REMIC II Regular Interest LT-M-3 and REMIC II Regular Interest LT-ZZ, 98%, 1% and 1%, respectively, until the Uncertificated Principal Balance of REMIC II Regular Interest LT-M-3 has been reduced to zero; sixth, to the Uncertificated Principal Balances of REMIC II Regular Interest LT-AA, REMIC II Regular Interest LT-M-2 and REMIC II Regular Interest LT-ZZ, 98%, 1% and 1%, respectively, until the Uncertificated Principal Balance of REMIC II Regular Interest LT-M-2 has been reduced to zero; and eighth, to the Uncertificated Principal Balances of REMIC II Regular Interest LT-AA, REMIC II Regular Interest LT-M-1 and REMIC II Regular Interest LT-ZZ, 98%, 1% and 1%, respectively, until the Uncertificated Principal Balance of REMIC II Regular Interest LT-M-1 has been reduced to zero.
 
The REMIC II Sub WAC Allocation Percentage of all Realized Losses on the REMIC I Regular Interests shall be deemed to have been allocated so as to keep the Uncertificated Principal Balance of each REMIC II Regular Interest ending with the designation “GRP” equal to 1.00% of the aggregate Stated Principal Balance of the Mortgage Loans in the related Loan Group; second, to each REMIC II Regular Interest ending with the designation “SUB,” so that the Uncertificated Principal Balance of each such REMIC II Regular Interest is equal to 1.00% of the excess of (x) the aggregate Stated Principal Balance of the Mortgage Loans in the related Loan Group over (y) the current Class Principal Balance of the Senior Certificates in the related Loan Group (except that if any such excess is a larger number than in the preceding distribution period, the least amount of Realized Losses shall be applied to such REMIC II Regular Interests such that the REMIC II Subordinated Balance Ratio is maintained); and third, any remaining Realized Losses shall be allocated to REMIC II Regular Interest LT-XX.
 
SECTION 4.03.                                           Recoveries.
 
(a)           With respect to any Class of Certificates to which a Realized Loss or Applied Loss Amount, as applicable, has been allocated (including any such Class for which the related Class Principal Balance has been reduced to zero), the Class Principal Balance of such Class will be increased, up to the amount of related Recoveries for such Distribution Date as follows:
 
the Class Principal Balance of the LIBOR Certificates will be increased in order of seniority, up to the Deferred Amount such Class is entitled to receive pursuant to Section 4.01(e) on such Distribution Date prior to giving effect to payments pursuant to Section 4.01(e) on such Distribution Date.
 
(b)           Any increase to the Class Principal Balance of a Class of Certificates shall increase the Certificate Balance of the related Class pro rata in accordance with each Certificate Percentage Interest.
 
SECTION 4.04.                                           Monthly Statements to Certificateholders.
 
(a)           Not later than each Distribution Date, the Trustee shall prepare and cause to be forwarded by first class mail to each Certificateholder, the Servicer, the Depositor, the Swap Counterparty and each Rating Agency, a statement based, in part, on the information provided by the Servicer pursuant to Section 4.05 herein setting forth with respect to the related distribution:
 
(i)             the amount thereof allocable to principal, indicating the portion thereof attributable to Scheduled Payments and Principal Prepayments;
 
(ii)            the amount thereof allocable to interest or any Carryforward Interest included in such distribution;
 
(iii)           if the distribution to the Holders of such Class of Certificates is less than the full amount that would be distributable to such Holders if there were sufficient funds available therefor, the amount of the shortfall and the allocation thereof as between principal and interest;
 
(iv)           the Class Principal Balance of each Class of Certificates after giving effect to the distribution of principal on such Distribution Date;
 
(v)            the Aggregate Loan Balance and the Aggregate Loan Group Balance for such Distribution Date;
 
(vi)           the Overcollateralization Amount for such Distribution Date;
 
(vii)          the amount of the Servicing Fees, the Trustee Fee and any other mortgage insurance fees, if applicable, with respect to such Distribution Date;
 
(viii)         the Pass-Through Rate for each Class of LIBOR Certificates with respect to such Distribution Date;
 
(ix)           the amount of Advances included in the distribution on such Distribution Date and the aggregate amount of Advances outstanding as of the last day of the calendar month preceding such Distribution Date;
 
(x)            the beginning and ending number and aggregate Stated Principal Balance of the Mortgage Loans;
 
(xi)           the number and aggregate principal amounts of Mortgage Loans which are Delinquent (1) 30 to 59 days, (2) 60 to 89 days and (3) 90 or more days (to include such delinquent loans which are also in bankruptcy or foreclosure), for each Loan Group and for the Mortgage Loans in the aggregate, as of the close of business on the last day of the calendar month preceding such Distribution Date;
 
(xii)          the number and aggregate principal amounts of Mortgage Loans that were in foreclosure, for each Loan Group and for the Mortgage Loans in the aggregate, as of the close of business on the last day of the calendar month preceding such Distribution Date;
 
(xiii)         the number and aggregate principal amounts of Mortgage Loans that were in bankruptcy, for each Loan Group and for the Mortgage Loans in the aggregate, as of the close of business on the last day of the calendar month preceding such Distribution Date;
 
(xiv)         the number and aggregate principal amounts of Mortgage Loans with respect to which Prepayment Premiums were collected and the aggregate amount of such Prepayment Premiums;
 
(xv)          the Rolling Three Month Delinquency Rate for such Distribution Date;
 
(xvi)         the total number and principal balance of any REO Properties (and market value, if available), for each Loan Group and for the Mortgage Loans in the aggregate, as of the last day of the calendar month preceding such Distribution Date;
 
(xvii)        the total number and principal balance of any Mortgage Loans that were repurchased during the related Prepayment Period;
 
(xviii)       the aggregate amount of Realized Losses incurred during the preceding calendar month and aggregate Realized Losses included in such distribution;
 
(xix)          the weighted average term to maturity of the Mortgage Loans as of the close of business on the last day of the calendar month preceding such Distribution Date;
 
(xx)           the gross weighted average coupon of the Mortgage Loans as of the first date of the applicable period for such Distribution Date;
 
(xxi)          the aggregate number of Mortgage Loans in the pool;
 
(xxii)         the Net WAC Rate;
 
(xxiii)        the Senior Enhancement Percentage;
 
(xxiv)        the beginning balance of the Basis Risk Reserve Fund, any amounts deposited in the Basis Risk Reserve Fund on such Distribution Date pursuant to Section 4.01(e)(xi) (together with a breakdown of amounts withdrawn in connection with such Distribution Date) and the balance of the Basis Risk Reserve Fund after all distributions have been made on such Distribution Date;
 
(xxv)         the beginning balance of the Supplemental Interest Account, the amount deposited to the Supplemental Interest Account on such Distribution Date (together with a breakdown of amounts withdrawn in connection with such Distribution Date) and the balance of the Supplemental Interest Account after all distributions have been made on such Distribution Date;
 
(xxvi)        the related Record Date;
 
(xxvii)       the related Accrual Period;
 
(xxviii)      the related Determination Date;
 
(xxix)         the related Distribution Date; and
 
(xxx)          the amount of cash received with respect to the related Accrual Period.
 
In addition, not later than the first Business Day immediately following the Determination Date, the Servicer shall provide to the Trustee for inclusion in each statement required to be provided pursuant to this Section 4.04(a) any other information required by Form 10-D, including, but not limited to, the information required by Item 1121 (17 C.F.R. § 229.1121) of Regulation AB.
 
The Trustee’s responsibility for disbursing the above information to the Certificateholders is limited to the availability, timeliness and accuracy of the information derived from the Servicer, which shall be provided as required above and in Section 4.05.
 
On each Distribution Date, the Trustee shall provide Bloomberg Financial Markets, L.P. (“Bloomberg”) CUSIP level factors for each Class of Offered Certificates as of such Distribution Date, using a format and media mutually acceptable to the Trustee and Bloomberg.  In connection with providing the information specified in this Section 4.04(a) to Bloomberg, the Trustee and any director, officer, employee or agent of the Trustee shall be indemnified and held harmless by DLJMC, to the extent, in the manner and subject to the limitations provided in Section 9.05.  The Trustee shall also make the monthly statements to Certificateholders available each month to each party referred to in Section 4.04(a) via the Trustee’s website.  The Trustee’s website can be accessed at http://www.usbank.com/abs or at such other site as the Trustee may designate from time to time.  The Trustee shall have the right to change the way the reports referred to in this Section 4.04(a) are distributed in order to make such distribution more convenient and/or more accessible to the above parties and to the Certificateholders.  The Trustee shall provide timely and adequate notification to all above parties and to the Certificateholders regarding any such change.  The Trustee may fully rely upon and shall have no liability with respect to information provided by the Servicer.
 
(b)           Upon request, within a reasonable period of time after the end of each calendar year, the Trustee shall cause to be furnished to each Person who at any time during the calendar year was a Certificateholder, a statement containing the information set forth in clauses (a)(i), (a)(ii) and (a)(vii) of Section 4.04(a) aggregated for such calendar year or applicable portion thereof during which such Person was a Certificateholder.  Such obligation of the Trustee shall be deemed to have been satisfied to the extent that substantially comparable information shall be provided by the Trustee pursuant to any requirements of the Code as from time to time in effect.
 
(c)           In addition to the foregoing, the Trustee shall post an electronic file containing loan level data with respect to the Mortgage Loans (“Loan Level Data”) on a monthly basis, to the website referred to in Section 4.04(a).  The Loan Level Data will include fields as agreed to by the Depositor and the Trustee from time to time.  The Loan Level Data will be based solely on information provided by the Servicer, and the Trustee’s provision of the Loan Level Data is subject to the availability, timeliness and accuracy of the information provided by the Servicer.  The Loan Level Data will not include any personally identifiable information, including but not limited to:  borrower name, borrower address, property address, borrower social security number, and originator’s loan account number.  The Loan Level Data may include recent property valuation information, including based on a recent broker’s price opinion.  As agreed to by the Depositor and the Trustee, the format of the Loan Level Data may be modified at any time, and the posting of the Loan Level Data may be discontinued at any time.  The Trustee shall not be required to provide the Loan Level Data in paper form.  The Trustee shall, upon request, provide the majority holder of the Class X Certificates with loan level information reasonably available to the Servicer and the Trustee; provided however, that the provision of any such loan level information shall be subject to an appropriate confidentiality agreement and shall comply with all applicable laws.
 
SECTION 4.05.                                           Servicer to Cooperate.
 
The Servicer and any Special Servicer shall provide to the Trustee information identified on Exhibit H-1 which is mutually agreeable to the Trustee and the Servicer or such Special Servicer, as the case may be, with respect to each Mortgage Loan serviced by it no later than the first Business Day immediately following the Determination Date.  This information is necessary to enable the Trustee to perform its distribution, accounting and reporting requirements hereunder.  Such information shall also include the applicable information set forth in Exhibit H-2 hereto regarding the terms of any Modified Mortgage Loan.  In addition, Ocwen shall provide to the Trustee a copy of any modification agreement entered into with respect to a Modified Mortgage Loan.
 
SECTION 4.06.                                           Basis Risk Reserve Fund.
 
(a)           On the Closing Date, the Trustee shall establish and maintain in its name, in trust for the benefit of the Holders of the Certificates, the Basis Risk Reserve Fund.  The Basis Risk Reserve Fund 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 held by the Trustee pursuant to this Agreement.
 
(b)           On the Closing Date, $5,000.00 will be deposited by the Depositor into the Basis Risk Reserve Fund.  On each Distribution Date, the Trustee shall transfer from the Certificate Account to the Basis Risk Reserve Fund pursuant to Section 4.01(e)(xi) the Required Basis Risk Reserve Fund Deposit.  Amounts on deposit in the Basis Risk Reserve Fund shall be withdrawn by the Trustee in connection with any Distribution Date to fund the amounts required to be distributed to holders of the LIBOR Certificates in respect of Basis Risk Shortfalls.  Any distributions of Monthly Excess Cashflow to the holders of the LIBOR Certificates pursuant to Sections 4.01(e)(xi)(A)-(J) shall be deemed to have been deposited in the Basis Risk Reserve Fund and paid to such holders.  On any Distribution Date, any amounts on deposit in the Basis Risk Reserve Fund in excess of the Required Basis Risk Reserve Fund Amount shall be distributed to the Class X Certificateholder pursuant to Section 4.01(e)(xiii).
 
(c)           Funds in the Basis Risk Reserve Fund may be invested in Eligible Investments by the Trustee at the direction of the holders of the Class X Certificates maturing on or prior to the next succeeding Distribution Date. Any net investment earnings on such amounts shall be payable to the holders of the Class X Certificates. The Trustee shall account for the Basis Risk Reserve Fund as an outside reserve fund within the meaning of Treasury regulation 1.860G-2(h) and not an asset of any REMIC created pursuant to this Agreement.  The Class X Certificates shall evidence ownership of the Basis Risk Reserve Fund for federal tax purposes and the Holders thereof shall direct the Trustee in writing as to the investment of amounts therein.  The Trustee shall treat amounts transferred by the Master REMIC to the Basis Risk Reserve Fund as distributions to the Class X Certificateholder for all federal tax purposes.  In the absence of such written direction, all funds in the Basis Risk Reserve Fund shall remain uninvested.  The Trustee shall have no liability for losses on investments in Eligible Investments made pursuant to this Section 4.06(c) (other than as obligor on any such investments).  Upon termination of the Trust Fund, any amounts remaining in the Basis Risk Reserve Fund shall be distributed to the Holders of the Class X Certificates in the same manner as if distributed pursuant to Section 4.01(e)(xiii) hereof.
 
(d)           On the Distribution Date immediately after the Distribution Date on which the aggregate Class Principal Balance of the LIBOR Certificates equals zero, any amounts on deposit in the Basis Risk Reserve Fund not payable on the LIBOR Certificates shall be deposited into the Certificate Account and distributed to the Holders of the Class X Certificates in the same manner as if distributed pursuant to Section 4.01(e)(xiii) hereof.
 
SECTION 4.07.                                           Distributions on the REMIC I Regular Interests and REMIC II Regular Interests.
 
(a)           Distributions on the REMIC I Regular Interests.
 
On each Distribution Date, the Trustee shall cause in the following order of priority, the following amounts to be distributed by REMIC I to REMIC II on account of the REMIC I Regular Interests or withdrawn from the Distribution Account and distributed to the holders of the Class A-R Certificates (in respect of the Class R-1 Interest), as the case may be:
 
With respect to the Group 1 Loans:
 
(i)            first, to Holders of each of REMIC I Regular Interest I and REMIC I Regular Interest I-1-A through I-54-B, pro rata, in an amount equal to (A) Uncertificated Accrued Interest for such REMIC I Regular Interests for such Distribution Date, plus (B) any amounts payable in respect thereof remaining unpaid from previous Distribution Dates;
 
(ii)            to the extent of amounts remaining after the distributions made pursuant to clause (i) above, payments of principal shall be allocated as follows: to REMIC I Regular Interest I, then to REMIC I Regular Interests I-1-A through I-54-B starting with the lowest numerical denomination until the Uncertificated Principal Balance of each such REMIC I Regular Interest is reduced to zero, provided that, for REMIC I Regular Interests with the same numerical denomination, such payments of principal shall be allocated pro rata between such REMIC I Regular Interests; and
 
(iii)           to the Holders of REMIC I Regular Interest P, the amount of any Prepayment Charges for such Distribution Date.
 
(iv)           Any remaining amount to the Holders of the Class R Certificates (in respect of the Class R-1 Interest).
 
With respect to the Group 2 Loans:
 
(v)           first, to Holders of each of REMIC I Regular Interest II, REMIC I Regular Interest II-1-A through II-54-B, REMIC I Regular Interest P and REMIC I Regular Interest R, pro rata, in an amount equal to (A) Uncertificated Accrued Interest for such REMIC I Regular Interests for such Distribution Date, plus (B) any amounts payable in respect thereof remaining unpaid from previous Distribution Dates;
 
(vi)           to the extent of amounts remaining after the distributions made pursuant to clause (i) above, payments of principal shall be allocated as follows: to REMIC I Regular Interest II, then to REMIC I Regular Interests II-1-A through II-54-B starting with the lowest numerical denomination until the Uncertificated Principal Balance of each such REMIC I Regular Interest is reduced to zero, provided that, for REMIC I Regular Interests with the same numerical denomination, such payments of principal shall be allocated pro rata between such REMIC I Regular Interests; and
 
(vii)          to the Holders of REMIC I Regular Interest P, the amount of any Prepayment Charges for such Distribution Date.
 
(viii)         Any remaining amount to the Holders of the Class R Certificates (in respect of the Class R-1 Interest).
 
On each Distribution Date, the Trustee shall cause in the following order of priority, the following amounts to be distributed by REMIC II to REMIC III on account of the REMIC II Regular Interests or withdrawn from the Distribution Account and distributed to the Holders of the Class R Certificates (in respect of the Class R-2 Interest), as the case may be:
 
(i)            first, to the extent of the sum of Available Funds for such Distribution Date, to the Holder of REMIC II Regular Interest LT-IO 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, and then to Holders of REMIC II Regular Interests LT-AA, LT-1A, LT-2A1, LT-2A2, LT-M-1, LT-M-2, LT-M-3, LT-M-4, LT-M-5, LT-M-6, LT-M-7, LT-M-8, LT-M-9, LT-ZZ, LT-P and LT-R 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 II Regular Interest LT-ZZ shall be reduced when the REMIC II Overcollateralization Amount is less than the REMIC II Overcollateralization Target Amount, by the lesser of (x) the amount of such difference and (y) the REMIC II Regular Interest LT-ZZ Maximum Interest Deferral Amount and such amount will be payable to the Holders of REMIC II Regular Interest LT-1A, LT-2A1, LT-2A2, LT-M-1, LT-M-2, LT-M-3, LT-M-4, LT-M-5, LT-M-6, LT-M-7, LT-M-8, LT-M-9 in the same proportion as the amounts are allocated to the Corresponding Certificate, pursuant to Section 4.02(b) herein, for each such REMIC II Regular Interest, and the Uncertificated Principal Balance of the REMIC II Regular Interest LT-ZZ shall be increased by such amount;
 
(ii)            second, to the Holders of REMIC II 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 and, in the case of distributions made pursuant to Section 4.07(c)(ii)(B), the amount of any Prepayment Charges for such Distribution Date, allocated as follows:
 
(A)           to the Holders of REMIC II Regular Interest LT-R, an amount equal to the amount of principal distributed to the holder of the Corresponding Certificate on such Distribution Date pursuant to Section 4.02(b); and
 
(B)           to the Holders of REMIC II Regular Interest LT-P, an amount equal to the amount of principal distributed to the holder of the Corresponding Certificate on such Distribution Date pursuant to Section 4.02(b); and
 
(iii)           third, to the Holders of REMIC II Regular Interests, in an amount equal to the remainder of the REMIC II Marker Allocation Percentage of Available Funds for such Distribution Date after the distributions made pursuant to clauses (i) and (ii) above, allocated as follows:
 
(A)           98% of such remainder to the Holders of REMIC II Regular Interest LT-AA, until the Uncertificated Principal Balance of such REMIC II Regular Interest is reduced to zero;
 
(B)           2% of such remainder, first, to the Holders of REMIC II Regular Interest LT-1A, LT-2A1, LT-2A2, LT-M-1, LT-M-2, LT-M-3, LT-M-4, LT-M-5, LT-M-6, LT-M-7, LT-M-8, LT-M-9 equal to 1% of and in the same proportion as principal payments are allocated to the Corresponding Certificates, until the Uncertificated Principal Balances of such REMIC II Regular Interests are reduced to zero; and second, to the Holders of REMIC II Regular Interest LT-ZZ, until the Uncertificated Principal Balance of such REMIC II Regular Interest is reduced to zero;
 
(iv)           fourth, to the Holders of REMIC II Regular Interests, in an amount equal to the remainder of the REMIC II Sub WAC Allocation Percentage of Available Funds for such Distribution Date after the distributions made pursuant to clause (iii) above, such that distributions of principal shall be deemed to be made to the REMIC II Regular Interests first, so as to keep the Uncertificated Principal Balance of each REMIC II Regular Interest ending with the designation “GRP” equal to 1.00% of the aggregate Stated Principal Balance of the Mortgage Loans in the related Loan Group; second, to each REMIC II Regular Interest ending with the designation “SUB,” so that the Uncertificated Principal Balance of each such REMIC II Regular Interest is equal to 1.00% of the excess of (x) the aggregate Stated Principal Balance of the Mortgage Loans in the related Loan Group over (y) the current Class Principal Balance of the Senior Certificates in the related Loan Group (except that if any such excess is a larger number than in the preceding distribution period, the least amount of principal shall be distributed to such REMIC II Regular Interests such that the REMIC II Subordinated Balance Ratio is maintained); and third, any remaining principal to REMIC II Regular Interest LT-XX;
 
(C)           any remaining amount to the Holders of the Class R Certificates (in respect of the Class R-2 Interest).
 
SECTION 4.08.                                           Supplemental Interest Trust.
 
(a)           A separate trust is hereby established (the “Supplemental Interest Trust”), the corpus of which shall be held by the Supplemental Interest Trust Trustee, in trust, for the benefit of the holders of the Certificates.  On the Closing Date, the Supplemental Interest Trust Trustee shall establish and maintain in its name, a separate account for the benefit of the holders of the Certificates (the “Supplemental Interest Account”).  The Supplemental Interest Account shall be an Eligible Account, and funds on deposit therein shall be held separate and apart from, and shall not be commingled with, any other moneys, including, without limitation, other moneys of the Trustee held pursuant to this Agreement.
 
(b)           The Trustee shall deposit into the Supplemental Interest Account the amounts set forth in Section 4.01(b)(i) and (ii).  The Supplemental Interest Trust Trustee shall deposit into the Supplemental Interest Account any Net Swap Payments received from the Swap Counterparty.  On any Swap Payment Date on which a Net Swap Payment is owed to the Swap Counterparty, the Supplemental Interest Trust Trustee shall withdraw from the Supplemental Interest Account an amount equal to such Net Swap Payment and pay such amount to the Swap Counterparty.  On each Swap Payment Date on which a Net Swap Payment is owed to the Trust Fund, the Supplemental Interest Trust Trustee shall withdraw from the Supplemental Interest Account an amount equal to such Net Swap Payment and pay such amount to the Trust Fund for distribution on the related Distribution Date in accordance with the provisions of subparagraph (h) of Section 4.01.
 
(c)           Funds in the Supplemental Interest Account shall be invested in Eligible Investments, which shall mature not later than the Business Day prior to the Swap Payment Date.  The Class X Certificates shall evidence ownership of the Supplemental Interest Trust for federal income tax purposes and the Holder thereof shall direct the Trustee, in writing, as to investment of amounts on deposit therein.  In the absence of written instructions from the Class X Certificateholders as to investment of funds on deposit in the Supplemental Interest Account, such funds shall be invested in the First American Prime Obligations Fund (Class A).  The Supplemental Interest Trust Trustee shall have no liability for losses on investments in Eligible Investments made pursuant to this Section 4.08(c) (other than as obligor on any such investments).  Any earnings on such amounts shall be distributed on each Distribution Date pursuant to paragraph (h) of Section 4.01.
 
(d)           Upon termination of the Trust Fund and after payment of any moneys to the holders of the Certificates as provided in paragraph (h) of Section 4.01, any amounts remaining in the Supplemental Interest Account after payment of amounts owing to the Swap Counterparty shall be distributed to the holder of the Class X Certificates.
 
(e)           The Trustee is hereby directed, as Supplemental Interest Trust Trustee, and not in its individual capacity, on or prior to the Closing Date, on behalf of the Supplemental Interest Trust, to enter into and assume the obligations under the Swap Agreement with the Swap Counterparty for the benefit of the Holders of the Certificates, in the form presented to it by the Depositor.  Neither the Trustee nor the Supplemental Interest Trust Trustee shall, individually or personally, have any liability to perform any covenant either express or implied contained in the Swap Agreement and under no circumstance shall the Trustee or the Supplemental Interest Trust Trustee be personally liable for the payment of any amounts payable by the Supplemental Interest Trust under the Swap Agreement or any expenses of the Supplemental Interest Trust or be liable for the breach or failure of any obligation, representation, warranty or covenant made or undertaken by the Supplemental Interest Trust under the Swap Agreement.  Neither the Trustee nor Supplemental Interest Trust Trustee shall have a duty to review or otherwise determine the adequacy of the Swap Agreement (or any amendment or supplement thereto).  Every provision of this Agreement relating to the conduct or affecting the liability of or affording protection to the Trustee shall apply to the Trustee’s execution of and performance of any obligations under the Swap Agreement.
 
(f)           [Reserved]
 
(g)           The Supplemental Interest Trust Trustee shall deliver to the Swap Counterparty the notice contemplated by Paragraph 7(i) of the Credit Support Annex attached to the Swap Agreement (as modified by Paragraph 13 of the Credit Support Annex) if the Swap Counterparty fails to make, when due, any Transfer of Eligible Collateral, Posted Collateral or the Interest Amount (as such terms are defined in the Swap Agreement) required to be made by the Swap Counterparty.  The Supplemental Interest Trust Trustee shall deliver such notice no later than 1:00 p.m. eastern time on the Business Day immediately following any such failure by the Swap Counterparty.
 
(h)           Supplemental Interest Trust Posted Collateral Account.
 
(i)           The Supplemental Interest Trust Trustee is hereby directed to perform the obligations of the Custodian as defined under the Credit Support Annex (the “Swap Custodian”).
 
(ii)          On or before the Closing Date, the Swap Custodian shall establish a Supplemental Interest Trust Posted Collateral Account in trust for the benefit of the Holders of the Certificates. The Supplemental Interest Trust Posted Collateral Account must be an Eligible Account and shall be entitled “Supplemental Interest Trust Posted Collateral Account, U.S. Bank National Association in trust for registered holders of CSMC Asset-Backed Pass-Through Certificates, Series 2007-NC1 OSI.”
 
(iii)         The Swap Custodian shall credit to the Supplemental Interest Trust Posted Collateral Account all collateral (whether in the form of cash or securities) posted by the Swap Counterparty to secure the obligations of the Swap Counterparty in accordance with the terms of the Swap Agreement.  Except for investment earnings, if any, the Swap Counterparty shall not have any legal, equitable or beneficial interest in the Supplemental Interest Trust Posted Collateral Account other than in accordance with this Agreement, the Swap Agreement and applicable law.  The Swap Custodian shall maintain and apply all collateral and earnings thereon on deposit in the Supplemental Interest Trust Posted Collateral Account in accordance with Credit Support Annex.
 
(iv)         Cash collateral posted by the Swap Counterparty in accordance with the Credit Support Annex shall be invested at the direction of the Swap Counterparty in Eligible Investments in accordance with the requirements of the Credit Support Annex.  All amounts earned on amounts on deposit in the Collateral Account (whether cash collateral or securities) shall be for the account of and taxable to the Swap Counterparty.
 
(v)           Upon the occurrence of an Event of Default or Specified Condition (each as defined in the Swap Agreement) with respect to the Swap Counterparty or upon occurrence or designation of an Early Termination Date (as defined in the Swap Agreement) as a result of any such Event of Default or Specified Condition with respect to the Swap Counterparty, and, in either such case, unless the Swap Counterparty has paid in full all of its Obligations (as defined in the Credit Support Annex) that are then due, then any collateral posted by the Swap Counterparty in accordance with the Credit Support Annex shall be applied to the payment of any Obligations due to Party B (as defined in the Swap Agreement) in accordance with the Credit Support Annex.  To the extent the Supplemental Interest Trust Trustee is required to return any of the Posted Collateral to the Swap Counterparty under the terms of the Credit Support Annex, the Swap Custodian shall return such collateral in accordance with the terms of the Credit Support Annex.
 
(i)           In the event that the Swap Counterparty fails to perform any of its obligations under the 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 Swap Agreement) occurs with respect to the Swap Agreement, the Supplemental Interest Trust Trustee shall, promptly following actual notice by a Responsible Officer of the Trustee 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 Swap Agreement.
 
In the event that the Swap Counterparty’s obligations are guaranteed by a third party under a guaranty relating to the Swap Agreement (such guaranty the “Guaranty” and such third party the “Guarantor”), then to the extent that the Counterparty fails to make any payment by the close of business on the day it is required to make payment under the terms of the Swap Agreement, the Supplemental Interest Trust Trustee shall, promptly following actual notice by a Responsible Officer of the Trustee of the Swap Counterparty’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 Supplemental Interest Trust Trustee shall in no event be liable for any failure or delay in the performance by the Swap Counterparty or any Guarantor of its obligations hereunder or pursuant to the 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.
 
SECTION 4.09.                                           Rights of Swap Counterparty.
 
The Swap Counterparty 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 its rights under this Agreement.  For the protection and enforcement of the provisions of this Section, the Swap Counterparty shall be entitled to relief as can be given either at law or in equity.
 
SECTION 4.10.                                           Replacement Swap Counterparty.
 
(a)           Upon a Swap Early Termination (as defined in the Swap Agreement) other than in connection with the optional termination of the Trust, the Supplemental Interest Trust Trustee will cooperate with the Depositor in the Depositor’s appointment of a successor Swap Counterparty and will, at the direction of the Depositor and on behalf of the Supplemental Interest Trust, enter into a new swap agreement on substantially similar terms as the Swap Agreement, with a successor Swap Counterparty meeting all rating agency requirements and any third party consent requirements. If the Supplemental Interest Trust Trustee receives a Swap Termination Payment (as defined in the Swap Agreement) from the Swap Counterparty in connection with such Swap Early Termination, the Supplemental Interest Trust Trustee will apply such Swap Termination Payment to any upfront payment required to appoint the successor Swap Counterparty. If the Supplemental Interest Trust Trustee is required to pay a Swap Termination Payment to the Swap Counterparty in connection with such Swap Early Termination, the Supplemental Interest Trust Trustee will apply any upfront payment received from the successor Swap Counterparty to pay such Swap Termination Payment.  If a successor Swap Counterparty is not appointed within 30 days of the Swap Early Termination, then the Supplemental Interest Trust Trustee will deposit any Swap Termination Payment received from the original Swap Counterparty into a separate, non-interest bearing reserve account and will, on or before 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 Supplemental Interest Trust Trustee by the original Swap Counterparty calculated in accordance with the terms of the original Swap Agreement, and distribute such amount in accordance with Section 4.01 of this Agreement.
 
Upon a Swap Early Termination (as defined in the Swap Agreement) in connection with the optional termination of the Trust, if the Supplemental Interest Trust Trustee is required to make a Swap Termination Payment (as defined in the Swap Agreement) to the Swap Counterparty, the party exercising such optional termination of the Trust will be required to include in its payment an amount equal to such Swap Termination Payment.  If the Supplemental Interest Trust Trustee receives a Swap Termination Payment from the Swap Counterparty, the Supplemental Interest Trust Trustee will distribute such Swap Termination Payment in accordance with Section 4.01 of this Agreement.
 
In the event that the Supplemental Interest Trust Trustee, on behalf of the Supplemental Interest Trust, and at the direction of the Depositor, enters into a replacement interest rate swap agreement with a replacement swap counterparty (the “Replacement Swap Counterparty”), then (a) to the extent that the Supplemental Interest Trust would be required to make a Swap Termination Payment to the Swap Counterparty and (b) to the extent the Replacement Swap Counterparty pays to assume the rights and obligations of the Swap Counterparty under the Swap Agreement (the “Replacement Payment”), the Supplemental Interest Trust Trustee, on behalf of the Supplemental Interest Trust, and the Swap Counterparty agree that such Replacement Payment shall be paid to the Swap Counterparty and shall, only to the extent actually paid by the Replacement Swap Counterparty to the Swap Counterparty, constitute satisfaction in full of the obligations of the Supplemental Interest Trust to the Swap Counterparty in respect of the assignment of the outstanding transaction under the Swap Agreement to the Replacement Swap Counterparty or the replacement of such transaction with the Replacement Swap Counterparty.  In addition, upon termination of the Swap Counterparty and to the extent that the Swap Counterparty would be required to make a Swap Termination Payment to the Supplemental Interest Trust, such Swap Termination Payment shall be deposited into the Supplement Interest Account and shall be used to make any upfront payment required to be made to a Replacement Swap Counterparty.
 
(b)           Notwithstanding anything to the contrary contained herein, in the event that a replacement swap agreement is not obtained within 30 days after receipt by the Supplemental Interest Trust Trustee of the Swap Termination Payment paid by the terminated Swap Counterparty, the Supplemental Interest Trust Trustee shall deposit such Swap Termination Payment into the Supplemental Interest Account and the Supplemental Interest Trust Trustee shall, on each Distribution Date, withdraw from such Supplemental Interest Account, an amount equal to the Net Swap Payment, if any, that would have been paid to the Supplemental Interest Trust by the original Swap Counterparty (computed in accordance with the terms of the original Swap Agreement) and distribute such amount in accordance with Section 4.01 of this Agreement.
 
ARTICLE V
 
ADVANCES BY THE SERVICER
 
SECTION 5.01.                                           Advances by the Servicer.
 
With respect to the Mortgage Loans, the Servicer shall deposit in the Collection Account as Advances an amount equal to all Scheduled Payments (with interest at the Mortgage Rate less the Servicing Fee Rate) which were due on such Mortgage Loans serviced by it during the applicable Collection Period and which were delinquent (under the MBA method) at the close of business on the immediately preceding Determination Date; provided, however, that with respect to any Balloon Loan that is delinquent on its maturity date, the Servicer shall not be required to advance the related balloon payment but shall be required to continue to make Advances in accordance with this Section 5.01 with respect to such Balloon Loan in an amount equal to an assumed scheduled payment that would otherwise be due based on the original amortization schedule for that Mortgage Loan (with interest at the Mortgage Rate less the Servicing Fee Rate) to the extent the Servicer deems such amount to be recoverable.  The Servicer’s obligation to make such Advances as to any related Mortgage Loan shall continue through the last Scheduled Payment due prior to the payment in full of such Mortgage Loan, or through the date that the related Mortgaged Property has, in the judgment of the Servicer, been completely liquidated.  The Servicer shall not be required to advance shortfalls of principal or interest resulting from the application of the Relief Act.
 
The Servicer will be obligated to advance or cause to be advanced to the Trustee, from time to time, from (i) its own funds, (ii) funds in the Collection Account that are not required to make payments to the Certificateholders for such Distribution Date or (iii) a combination of (i) and (ii), Advances and Servicing Advances.  In addition, the servicer may reimburse itself for any unreimbursed Advances and Servicing Advances to the extent of funds held in the collection account for future distribution that were not required to make payments to the Certificateholders for such Distribution Date (provided that such amounts must be deposited into the Collection Account prior to the next Cash Remittance Date on which such amounts are to be included in the distribution for the related Distribution Date).
 
With respect to any Mortgage Loan, to the extent required by Accepted Servicing Practices, the Servicer shall be obligated to make Advances in accordance with the provisions of this Agreement; provided, however, that such obligation with respect to any related Mortgage Loan shall cease if the Servicer determines, in its reasonable opinion, that Advances with respect to such Mortgage Loan are Nonrecoverable Advances.  In the event that the Servicer determines that any such Advances are Nonrecoverable Advances, the Servicer shall provide the Trustee with a certificate signed by a Servicing Officer evidencing such determination.
 
With respect to any of the Mortgage Loans, if an Advance is required to be made hereunder by the Servicer, the Servicer shall prior to 12:00 Noon, New York City time, on the Cash Remittance Date either (i) deposit in the Collection Account from its own funds an amount equal to such Advance, (ii) cause to be made an appropriate entry in the records of the Collection Account that funds in such account being held for future distribution or withdrawal have been, as permitted by this Section 5.01, used by the Servicer to make such Advance or (iii) make Advances in the form of any combination of clauses (i) and (ii) aggregating the amount of such Advance. Any such funds being held in a Collection Account for future distribution and so used shall be replaced by the Servicer from its own funds by deposit in such Collection Account on or before any future Distribution Date in which such funds would be due or from other funds in such Collection Account being held for future distribution at that time.
 
ARTICLE VI
 
THE CERTIFICATES
 
SECTION 6.01.                                           The Certificates.
 
As set forth in Section 6.01 of ARTICLE VI of the Standard Terms.
 
SECTION 6.02.                                           Registration of Transfer and Exchange of Certificates.
 
(a)           As set forth in the Standard Terms.
 
(b)           As set forth in the Standard Terms.
 
(c)           As set forth in the Standard Terms.
 
(d)           As set forth in the Standard Terms.
 
(e)           As set forth in the Standard Terms.
 
(f)           No transfer of a Private Certificate or a Residual Certificate shall be made unless the Trustee and the Depositor shall have received either (i) a representation from the transferee of such Certificate, substantially in the form of Exhibit M-1 or Exhibit M-2, or Exhibit M-3, as applicable, to the effect that such transferee is not an employee benefit plan or arrangement subject to Section 406 of ERISA or a plan subject to Section 4975 of the Code (or comparable provisions of any subsequent enactments) (each, a “Plan”), nor a person acting on behalf of a Plan nor using the assets of a Plan to effect such transfer or (ii) in the case of any such Certificate presented for registration in the name of a Plan, or a trustee of a Plan or any other person acting on behalf of a Plan or using such Plan’s assets, an Opinion of Counsel satisfactory to the Trustee, which Opinion of Counsel shall not be an expense of either the Trustee or the Trust Fund, addressed to the Trustee and the Depositor for the benefit of the Trustee, the Depositor and the Servicer and on which they may rely, to the effect that the purchase or holding of such Certificate will be permitted under applicable law, will not result in a non-exempt prohibited transaction under ERISA or Section 4975 of the Code and will not subject the Trustee, any Depositor, the Special Servicer or the Servicer to any obligation or any liability in addition to those expressly undertaken in this Agreement. Notwithstanding anything else to the contrary herein, any purported transfer of a Private Certificate or a Residual Certificate to or on behalf of a Plan without the delivery to the Trustee and the Depositor of an Opinion of Counsel satisfactory to the Trustee as described above shall be void and of no effect.
 
Except in the case of a Private Certificate or Residual Certificate, prior to the termination of the Supplemental Interest Trust, no transfer of a Certificate shall be made unless either (i) the Trustee and the Depositor shall have received a representation from the transferee of such Certificate acceptable to and in form and substance satisfactory to the Trustee and the Depositor, to the effect that such transferee is not a Plan or a Person acting on behalf of a Plan or using the assets of a Plan or (ii) the transferee provides a representation, or is deemed to represent in the case of the Book-Entry Certificates that (A) it is an accredited investor within the meaning of the Underwriter’s Exemption and (B) that the proposed transfer and holding of such Certificate are eligible for exemptive relief under Prohibited Transaction Exemption (“PTE”) 95-60 or, except in the case of an ERISA-Restricted Certificate, PTE 84-14, PTE 91-38, PTE 90-1, PTE 95-60 or PTE 96-23. Any Holder of a Certificate or any interest therein that is a Book-Entry Certificate shall be deemed to have made the representations described in the preceding sentence.
 
Except in the case of a Private Certificate or Residual Certificate, subsequent to the termination of the Supplemental Interest Trust, each beneficial owner of an ERISA-Restricted 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 investing with assets of a Plan or (ii) (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 PTE 95-60, and (3) the conditions in Sections I and III of PTE 95-60 have been satisfied.
 
To the extent permitted under applicable law (including, but not limited to, ERISA), the Trustee shall be under no liability to any Person for any registration of transfer of any Certificate that is in fact not permitted by this Section 6.02(f) or for making any payments due on such 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 transfer was registered by the Trustee in accordance with the foregoing requirements.
 
No transfer of the Class X Certificates shall be made unless the transferee of such Certificates provides to the Trustee the appropriate tax certification form (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)), as a condition to such transfer 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. Upon receipt of any such tax certification form from a transferee of any Class X Certificate, the Trustee shall provide a copy of such tax certification form to the Supplemental Interest Trust Trustee. The Supplemental Interest Trust Trustee shall provide to the Swap Provider a copy of any such tax certification form received from the Trustee.
 
(g)           As set forth in the Standard Terms.
 
(h)           As set forth in the Standard Terms.
 
(i)           As set forth in the Standard Terms.
 
SECTION 6.03.                                           Mutilated, Destroyed, Lost or Stolen Certificates.
 
As set forth in Section 6.03 of ARTICLE VI of the Standard Terms.
 
SECTION 6.04.                                           Persons Deemed Owners.
 
As set forth in Section 6.04 of ARTICLE VI of the Standard Terms.
 
SECTION 6.05.                                           Access to List of Certificateholders’ Names and Addresses.
 
As set forth in Section 6.05 of ARTICLE VI of the Standard Terms.
 
SECTION 6.06.                                           Maintenance of Office or Agency.
 
As set forth in Section 6.06 of ARTICLE VI of the Standard Terms.
 
SECTION 6.07.                                           Book Entry Certificates.
 
As set forth in Section 6.07 of ARTICLE VI of the Standard Terms.
 
SECTION 6.08.                                           Notices to Clearing Agency.
 
As set forth in Section 6.08 of ARTICLE VI of the Standard Terms.
 
SECTION 6.09.                                           Definitive Certificates.
 
As set forth in Section 6.09 of ARTICLE VI of the Standard Terms.
 
ARTICLE VII
 
THE DEPOSITOR, THE SELLER, THE SERVICER AND THE SPECIAL SERVICER
 
                SECTION 7.01.                   Liabilities of the Seller, the Depositor, the Servicer and the Special Servicer.
 
As set forth in Section 7.01 of ARTICLE VII of the Standard Terms.
 
                SECTION 7.02.                           Merger or Consolidation of the Seller, the Depositor, the Servicer or the Special Servicer.
 
As set forth in Section 7.02 of ARTICLE VII of the Standard Terms.
 
                SECTION 7.03.                   Limitation on Liability of the Seller, the Depositor, the Servicer, the Special Servicer and Others.
 
As set forth in Section 7.03 of ARTICLE VII of the Standard Terms.
 
SECTION 7.04.                   The Servicer and the Special Servicer Not to Resign; Transfer of Servicing.
 
As set forth in Section 7.04 of ARTICLE VII of the Standard Terms.
 
SECTION 7.05.                   The Seller, the Special Servicer and the Servicer May Own Certificates.
 
As set forth in Section 7.05 of ARTICLE VII of the Standard Terms.
 
ARTICLE VIII
 
DEFAULT
 
SECTION 8.01.                                           Events of Default.
 
“Event of Default,” wherever used herein, and as to the Servicer, means any one of the following events (whatever reason for such Event of Default and whether it shall be voluntary or involuntary or be effected by operation of law or pursuant to any judgment, decree or order of any court or any order, rule or regulation of any administrative or governmental body):
 
(a)           any failure by the Servicer to remit to the Certificateholders or to the Trustee any payment other than an Advance required to be made by the Servicer under the terms of this Agreement, which failure shall continue 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 the Depositor or to the Servicer and the Trustee by the Holders of Certificates having not less than 25% of the Voting Rights evidenced by the Certificates; or
 
(b)           any failure by the Servicer to observe or perform in any material respect any other of the covenants or agreements on the part of the Servicer contained in this Agreement (except as set forth in (c) and (g) below) which failure (i) materially affects the rights of the Certificateholders and (ii) shall continue unremedied for a period of 60 days after the date on which written notice of such failure shall have been given to the Servicer by the Trustee or the Depositor, or to the Servicer and the Trustee by the Holders of Certificates evidencing not less than 25% of the Voting Rights evidenced by the Certificates; or
 
(c)           if a representation or warranty set forth in Section 2.03 hereof made solely in its capacity as the Servicer shall prove to be materially incorrect as of the time made in any respect that materially and adversely affects interests of the Certificateholders, and the circumstances or condition in respect of which such representation or warranty was incorrect shall not have been eliminated or cured within 90 days after the date on which written notice thereof shall have been given to the Servicer by the Trustee for the benefit of the Certificateholders or by the Depositor; or
 
(d)           a decree or order of a court or agency or supervisory authority having jurisdiction in the premises for the appointment of a conservator or receiver or liquidator in any insolvency, readjustment of debt, marshalling of assets and liabilities or similar proceedings, or for the winding-up or liquidation of its affairs, shall have been entered against the Servicer and such decree or order shall have remained in force undischarged or unstayed for a period of 60 days; or
 
(e)           the Servicer shall consent to the appointment of a conservator or receiver or liquidator in any insolvency, readjustment of debt, marshalling of assets and liabilities or similar proceedings of or relating to the Servicer or all or substantially all of the property of the Servicer; or
 
(f)           the Servicer shall admit in writing its inability to pay its debts generally as they become due, file a petition to take advantage of, or commence a voluntary case under, any applicable insolvency or reorganization statute, make an assignment for the benefit of its creditors, or voluntarily suspend payment of its obligations; or
 
(g)           any failure of the Servicer to make any Advance in the manner and at the time required to be made from its own funds pursuant to Section 5.01 of this Agreement; or
 
(h)           either (a) the servicer rankings or ratings for the Servicer are downgraded to “below average” status by one or more of the Rating Agencies rating the Certificates or (b) one or more Classes of the Certificates are downgraded or placed on negative watch due in whole or in part to the performance or servicing of the Servicer; or
 
(i)           the servicer rankings or ratings for the Servicer are downgraded two or more levels below the level in effect on the Closing Date by one or more of the Rating Agencies rating the Certificates; or
 
(j)           any failure by the Servicer to either (a) remit payment of an Assigned Prepayment Premium to the Collection Account or (b) remit funds in the amount equal to an Assigned Prepayment Premium which the Servicer has failed to collect, in each case as required pursuant to this Agreement, which failure continues unremedied for a period of one Business Day after the date upon which written notice of such failure, requiring the same to be remedied, shall have been given to the Servicer by the Trustee or the Depositor; or
 
(k)           any failure by the Servicer to comply with the provisions of Article XIII.
 
If an Event of Default due to the actions or inaction of the Servicer described in clauses (a) through (f)  and (k) of this Section 8.01 shall occur, then, and in each and every such case, so long as such Event of Default shall not have been remedied, the Trustee shall at the direction of DLJMC or the Holders of Certificates evidencing not less than 25% of the Voting Rights evidenced by the Certificates, by notice in writing to the Servicer (with a copy to the Rating Agencies), terminate all of the rights and obligations of the Servicer under this Agreement (other than rights to reimbursement for Advances and Servicing Advances previously made, as provided in Section 3.08).
 
If an Event of Default described in clause (g) shall occur and if the Servicer has failed to make any Advance, the Trustee, shall prior to the next Distribution Date, immediately make such Advance and terminate the rights and obligations of the Servicer, as applicable, hereunder and succeed to the rights and obligations of the Servicer, as applicable, hereunder pursuant to Section 8.02, including the obligation to make Advances on such succeeding Distribution Date pursuant to the terms hereof.
 
If an Event of Default described in clause (h), (i) or (j) occurs, the Trustee shall at the direction of DLJMC, by notice in writing to the Servicer, terminate all of the rights and obligations of the Servicer under this Agreement (other than rights to reimbursement for Advances and Servicing Advances previously made, as provided in Section 3.08) and shall appoint as successor Servicer the entity selected by DLJMC in accordance with Section 8.02; provided that DLJMC shall first furnish to the Trustee a letter from each Rating Agency that the appointment of such successor will not result in a downgrading of the rating of any of the Certificates.
 
SECTION 8.02.              Trustee to Act; Appointment of Successor.
 
On and after the time the Servicer receives a notice of termination pursuant to Section 8.01 hereof or resigns pursuant to Section 7.04 hereof, subject to the provisions of Section 3.04 hereof, the Trustee shall be the successor in all respects to the Servicer, as applicable, in its capacity as servicer under this Agreement and with respect to 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; provided, that the Trustee shall not be deemed to have made any representation or warranty as to any Mortgage Loan made by the Servicer and shall not effect any repurchases or substitutions of any Mortgage Loan.  As compensation therefor, the Trustee shall be entitled to all funds relating to the Mortgage Loans that the Servicer (the “Replaced Servicer”) would have been entitled to charge to the Collection Account if the Replaced Servicer had continued to act hereunder (except that the Replaced Servicer shall retain the right to be reimbursed for advances (including, without limitation, Advances and Servicing Advances) theretofore made by the Replaced Servicer with respect to which it would be entitled to be reimbursed as provided in Section 3.08 if it had not been so terminated or resigned).  Notwithstanding the foregoing, if the Trustee has become the successor to a Replaced Servicer, in accordance with this Section 8.02, the Trustee may, if it shall be unwilling to so act, or shall, if it is unable to so act, appoint, or petition a court of competent jurisdiction to appoint, any established mortgage loan servicing institution, the appointment of which does not adversely affect the then current rating of the Certificates, as the successor to the Servicer hereunder in the assumption of all or any part of the responsibilities, duties or liabilities of the Servicer, provided that such successor to the Servicer shall not be deemed to have made any representation or warranty as to any Mortgage Loan made by the Servicer.  Pending appointment of a successor to the Servicer hereunder, the Trustee, unless such party is prohibited by law from so acting, shall act in such capacity as provided herein.  In connection with such appointment and assumption, the Trustee may make such arrangements for the compensation of such successor out of payments on Mortgage Loans as it and such successor shall agree; provided, however, that no such compensation shall be in excess of that permitted the Replaced Servicer, hereunder.  The Trustee and such successor shall take such action, consistent with this Agreement, as shall be necessary to effectuate any such succession.  Neither of the Trustee nor any other successor servicer shall be deemed to be in default hereunder by reason of any failure to make, or any delay in making, any distribution hereunder or any portion thereof caused by the failure of a Replaced Servicer to deliver, or any delay in delivering, cash, documents or records to it.
 
A Replaced Servicer that has been terminated shall, at the request of the Trustee, but at the expense of such Replaced Servicer deliver to the assuming party all documents and records relating to the applicable Mortgage Loans and an accounting of amounts collected and held by it and otherwise use commercially reasonable efforts to effect the orderly and efficient transfer and assignment of such servicing, but only to the extent of the Mortgage Loans serviced thereunder, to the assuming party.  Notwithstanding anything to the contrary contained herein, the termination of the Servicer under this Agreement shall not extend to any Sub-Servicer meeting the requirements of Section 3.02(a) and otherwise servicing the related Mortgage Loans in accordance with the servicing provisions of this Agreement.
 
The Servicer shall cooperate with the Trustee and any successor servicer in effecting the termination of a Replaced Servicer’s responsibilities and rights hereunder, including without limitation, the transfer to such successor for administration by it of all cash amounts which shall at the time be credited by the Servicer to the Collection Account or thereafter received with respect to the Mortgage Loans.
 
Neither the Trustee nor any other successor servicer shall be deemed to be in default hereunder by reason of any failure to make, or any delay in making, any distribution hereunder or any portion thereof caused by (a) the failure of the Servicer to (i) deliver, or any delay in delivering, cash, documents or records to it, or (ii) cooperate as required by this Agreement, or (b) restrictions imposed by any regulatory authority having jurisdiction over the Servicer.
 
Any successor to the Servicer as servicer shall during the term of its service as servicer maintain in force the policy or policies that the Servicer is required to maintain pursuant to Section 3.09(b) hereof.
 
All reasonable out of pocket costs and expenses (including attorney’s fees) incurred in connection with transferring servicing to a successor Servicer 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.  If the Servicer that has been terminated fails to pay all costs related to the transition of servicing to the successor Servicer, the successor Servicer shall be entitled to reimbursement of those amounts from the Trust.
 
In connection with the termination or resignation of the Servicer hereunder, either (i) the successor Servicer, including the Trustee if it is acting as successor Servicer, shall represent and warrant that it or an affiliate is a member of MERS in good standing and shall agree to comply in all material respects with the rules and procedures of MERS in connection with the servicing of the related Mortgage Loans that are registered with MERS, or (ii) the Replaced Servicer, at its sole expense, shall cooperate with the successor Servicer either (x) in causing MERS to execute and deliver an Assignment of Mortgage in recordable form to transfer the Mortgage from MERS to the Trustee and to execute and deliver such other notices, documents and other instruments as may be necessary or desirable to effect a transfer of such Mortgage Loan or servicing of such Mortgage Loan on the MERS® System to the successor Servicer or (y) in causing MERS to designate on the MERS® System the successor Servicer as the servicer of such Mortgage Loan (at the cost and expense of the successor Servicer to the extent such costs relate to the qualification of such successor Servicer as a member of MERS, otherwise at the cost and expense of the Replaced Servicer).  The Replaced Servicer shall file or cause to be filed any such assignment in the appropriate recording office.  The successor Servicer shall cause such assignment to be delivered to the Trustee promptly upon receipt of the original with evidence of recording thereon or a copy certified by the public recording office in which such assignment was recorded.
 
SECTION 8.03.                                           Notification to Certificateholders.
 
(a)           Upon any termination or appointment of a successor to the Servicer, the Trustee shall give prompt written notice thereof to the Seller and the Certificateholders at their respective addresses appearing in the Certificate Register and to the Rating Agencies.
 
(b)           Within two Business Days after the occurrence of any Event of Default, the Trustee shall transmit by mail to the Seller and all Certificateholders, and the Rating Agencies notice of each such Event of Default hereunder known to the Trustee, unless such Event of Default shall have been cured or waived.
 
SECTION 8.04.                                           Waiver of Events of Default.
 
As set forth in Section 8.04 of ARTICLE VIII of the Standard Terms.
 
ARTICLE IX
 
CONCERNING THE TRUSTEE
 
SECTION 9.01.                                           Duties of Trustee.
 
The Trustee, prior to the occurrence of an Event of Default and after the curing or waiver of all Events of Default that may have occurred, undertakes with respect to the Trust Fund to perform such duties and only such duties as are specifically set forth in this Agreement.  In case an Event of Default of which a  Responsible Officer of the Trustee shall have actual knowledge has occurred and remains uncured, the Trustee shall exercise such of the rights and powers vested in it by this Agreement, and use the same degree of care and skill in their exercise, as a prudent person would exercise or use under the circumstances in the conduct of such person’s own affairs.  Any permissive right of the Trustee set forth in this Agreement shall not be construed as a duty.
 
The Trustee, upon receipt of all resolutions, certificates, statements, opinions, reports, documents, orders or other instruments furnished to the Trustee that 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.  The Trustee shall have no duty to recompute, recalculate or verify the accuracy of any resolution, certificate, statement, opinion, report, document, order or other instrument so furnished to the Trustee.  If any such instrument is found not to conform in any material respect to the requirements of this Agreement, the Trustee shall notify the Certificateholders of such instrument in the event that the Trustee, after so requesting, does not receive a satisfactorily corrected instrument.
 
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, its negligent failure to perform its obligations in compliance with this Agreement, or any liability which would be imposed by reason of its willful misfeasance or bad faith; provided, however, that:
 
(a)           prior to the occurrence of an Event of Default of which a  Responsible Officer of the Trustee shall have actual knowledge, and after the curing or of all such Events of Default that 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 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 which it reasonably believed in good faith to be genuine and to have been duly executed by the proper authorities respecting any matters arising hereunder;
 
(b)           the Trustee shall not be liable for an error of judgment made in good faith by a Responsible Officer or Responsible Officers of the Trustee, unless it shall be finally proven that the Trustee was negligent in ascertaining the pertinent facts;
 
(c)           the Trustee shall not be liable with respect to any action taken, suffered or omitted to be taken by it in good faith in accordance with this Agreement at the direction of the Holders of Certificates evidencing greater than 50% of the Voting Rights allocated to each Class of Certificates relating to the time, method and place of conducting any proceeding for any remedy available to the Trustee, or exercising any trust or power conferred upon the Trustee, under this Agreement;
 
(d)           no provision of this Agreement shall require the Trustee to expend or risk its own funds or otherwise incur any financial liability in the performance of any of its duties hereunder or in the exercise of any of its rights or powers if it shall have reasonable grounds for believing that repayment of such funds or adequate indemnity against such risk or liability is not reasonably assured to it; and
 
(e)           the Trustee shall have no responsibility for any act or omission of a Custodian, it being understood and agreed that the Trustee and any Custodian are independent contractors and not agents, partners or joint venturers.
 
The Trustee shall not be deemed to have knowledge of any Event of Default or event which, with notice or lapse of time, or both, would become an Event of Default, unless a Responsible Officer of the Trustee shall have received written notice thereof from the Servicer, the Depositor or a Certificateholder, or a Responsible Officer of the Trustee has actual notice thereof, and in the absence of such notice no provision hereof requiring the taking of any action or the assumption of any duties or responsibility by the Trustee following the occurrence of any Event of Default or event which, with notice or lapse of time or both, would become an Event of Default, shall be effective as to the Trustee.
 
The Trustee shall have no duty hereunder with respect to any complaint, claim, demand, notice or other document it may receive or which may be alleged to have been delivered to or served upon it by the parties as a consequence of the assignment of any Mortgage Loan hereunder; provided, however, that the Trustee shall use its best efforts to remit to the Servicer upon receipt of any such complaint, claim, demand, notice or other document (i) which is delivered to the Corporate Trust Office of the Trustee, (ii) of which a Responsible Officer has actual knowledge, and (iii) which contains information sufficient to permit the Trustee to make a determination that the real property to which such document relates is a Mortgaged Property.
 
SECTION 9.02.                                           Certain Matters Affecting the Trustee.
 
As set forth in Section 9.02 of ARTICLE IX of the Standard Terms.
 
SECTION 9.03.                                           Trustee Not Liable for Certificates or Mortgage Loans.
 
As set forth in Section 9.03 of ARTICLE IX of the Standard Terms.
 
SECTION 9.04.                                           Trustee May Own Certificates.
 
As set forth in Section 9.04 of ARTICLE IX of the Standard Terms.
 
SECTION 9.05.                                           Trustee’s Fees and Expenses.
 
(a)           In addition to the Trustee Fee, the Trustee, as compensation for its activities hereunder, shall be entitled to withdraw from the Certificate Account on each Distribution Date prior to making distributions pursuant to Section 4.01 any investment income or other benefit derived from balances in the Certificate Account for such Distribution Date pursuant to Section 3.05(e).  Subject to the limitations set forth in Section 9.05(b), the Trustee and any director, officer, employee or agent of the Trustee shall be indemnified by by DLJMC (or if DLJMC shall fail to do so, by the Trust) and held harmless against any loss, liability or expense (including reasonable attorney’s fees and expenses) incurred in connection with any claim or legal action relating to (a) this Agreement, any Custodial Agreement or any Swap Agreement, (b) the Certificates, or (c) the performance of any of the Trustee’s duties hereunder (including, without limitation, website posting of statements, reports or other information as required under this Agreement) or under any Custodial Agreement or the Swap Agreement, other than any loss, liability or expense incurred by reason of willful misfeasance, bad faith or negligence in the performance of any of the Trustee’s duties hereunder or incurred by reason of any action of the Trustee taken at the direction of the Certificateholders. Such indemnity shall survive the termination of this Agreement or the resignation or removal of the Trustee hereunder. Without limiting the foregoing, DLJMC (or if DLJMC shall fail to do so, by the Trust) shall, subject to the limitation set forth in Section 9.05(b), and except for any such expense, disbursement or advance as may arise from the Trustee’s negligence, bad faith or willful misconduct, pay or reimburse the Trustee, for all reasonable expenses, disbursements and advances incurred or made by the Trustee in accordance with any of the provisions of this Agreement with respect to: (A) the reasonable compensation and the expenses and disbursements of its counsel not associated with the closing of the issuance of the Certificates, (B) the reasonable compensation, expenses and disbursements of any accountant, engineer or appraiser that is not regularly employed by the Trustee, to the extent that the Trustee must engage such persons to perform acts or services hereunder, (C) printing and engraving expenses in connection with preparing any Definitive Certificates and (D) any other reasonable expenses incurred other than in the ordinary course of its business by the Trustee in connection with its duties hereunder. Except as otherwise provided herein, the Trustee shall not be entitled to payment or reimbursement for any routine ongoing expenses incurred by the Trustee in the ordinary course of its duties as Trustee or Paying Agent hereunder or for any other expenses.
 
(b)           Notwithstanding anything to the contrary in this Agreement, DLJMC (or if DLJMC shall fail to do so, by the Trust) shall not be obligated to pay to the Trustee more than, in the aggregate, $150,000 per year pursuant to Section 9.05(a) hereof; provided that any amounts not payable by DLJMC or the Trust to the Trustee due to such limitation shall be payable by DLJMC (or if DLJMC fails to do so, by the Trust) in any succeeding year, subject to the aggregate $150,000 per annum limitation imposed by the preceding limitation.  Other than as set forth in this Section 9.05, the Trustee shall not be entitled to any other compensation or reimbursement for loss or expenses.  Anything in this Agreement to the contrary notwithstanding, in no event shall the Trustee be liable for special, indirect or consequential loss or damage of any kind whatsoever (including but not limited to lost profits), even if the Trustee has been advised of the likelihood of such loss or damage and regardless of the form of action.
 
SECTION 9.06.                                           Eligibility Requirements for Trustee.
 
The Trustee hereunder shall at all times be a corporation or association organized and doing business under the laws of any state or the United States of America, authorized under such laws to exercise corporate trust powers, having ratings on its long term debt obligations at the time of such appointment in at least the third highest rating category by both Moody’s and S&P (provided that if such rating is in the third highest rating category of S&P, the Trustee shall also have a short-term rating from S&P of A-1) or such lower ratings as will not cause Moody’s or S&P to lower their then current ratings of the Certificates, having a combined capital and surplus of at least $50,000,000 and subject to supervision or examination by federal or state authority.  If such corporation or association publishes reports of 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 9.06 the combined capital and surplus of such corporation or association shall be deemed to be its combined capital and surplus as set forth in its most recent report of condition so published.  In case at any time the Trustee shall cease to be eligible in accordance with the provisions of this Section 9.06, the Trustee shall resign immediately in the manner and with the effect specified in Section 9.07 hereof.
 
SECTION 9.07.                                           Resignation and Removal of Trustee.
 
As set forth in Section 9.07 of ARTICLE IX of the Standard Terms.
 
SECTION 9.08.                                           Successor Trustee.
 
Any successor trustee appointed as provided in Section 9.07 hereof shall execute, acknowledge and deliver to the Depositor and to its predecessor trustee an instrument accepting such appointment hereunder and thereupon the resignation or removal of the predecessor trustee shall become effective and such successor trustee, without any further act, deed or conveyance, shall become fully vested with all the rights, powers, duties and obligations of its predecessor hereunder, with the like effect as if originally named as trustee herein.  The Depositor, upon receipt of all amounts due it hereunder, and the predecessor trustee shall execute and deliver such instruments and do such other things as may reasonably be required for more fully and certainly vesting and confirming in the successor trustee all such rights, powers, duties, and obligations.
 
No successor trustee shall accept appointment as provided in this Section 9.08 unless at the time of such acceptance such successor trustee shall be eligible under the provisions of Section 9.06 hereof and its acceptance shall not adversely affect the then current rating of the Certificates.
 
Upon acceptance of appointment by a successor trustee as provided in this Section 9.08, the Depositor shall mail notice of the succession of such trustee hereunder to all Holders of Certificates at their addresses as shown in the Certificate Register.  If the Depositor fails to mail such notice within ten days after acceptance of appointment by the successor trustee, the successor trustee shall cause such notice to be mailed at the expense of the Depositor.
 
Any Person appointed as successor trustee pursuant to Section 9.07 of Article IX of the Standard Terms shall also be required to serve as successor Supplemental Interest Trust Trustee under the Swap Agreement.
 
SECTION 9.09.                                           Merger or Consolidation of Trustee.
 
As set forth in Section 9.09 of ARTICLE IX of the Standard Terms.
 
SECTION 9.10.                                           Appointment of Co-Trustee or Separate Trustee.
 
As set forth in Section 9.10 of ARTICLE IX of the Standard Terms.
 
SECTION 9.11.                                           Office of the Trustee.
 
As set forth in Section 9.11 of ARTICLE IX of the Standard Terms.
 
SECTION 9.12.                                           Tax Return.
 
The Servicer, upon request, shall furnish the Trustee with all such information related to the Mortgage Loans in the possession of the Servicer as may be reasonably required in connection with the preparation by the Trustee of all tax and information returns of the Trust Fund, and the Trustee shall sign such returns. The Servicer shall indemnify the Trustee for all reasonable costs, including legal fees and expenses, related to errors in such tax returns due to errors only in such information provided by the Servicer.
 
SECTION 9.13.                                           Determination of Certificate Index.
 
On each Interest Determination Date, the Trustee shall determine each Certificate Index for the Accrual Period and such rate shall be final and binding, absent a manifest error of the Trustee.
 
SECTION 9.14.                                           Tax Matters.
 
It is intended that the assets with respect to which the REMIC elections are to be made, as set forth in the Preliminary Statement, shall constitute, and that the conduct of matters relating to each such segregated pool of assets shall be such as to qualify such assets as, a “real estate mortgage investment conduit” as defined in and in accordance with the Trust Fund Provisions. In furtherance of such intention, the Trustee covenants and agrees that it shall act as agent (and the Trustee is hereby appointed to act as agent) for the Tax Matters Person and on behalf of the Trust Fund and that in such capacity it shall: (a) prepare and file, or cause to be prepared and filed, in a timely manner, a U.S. Real Estate Mortgage Investment Conduit Income Tax Return (Form 1066 or any successor form adopted by the Internal Revenue Service) and prepare and file or cause to be prepared and filed with the Internal Revenue Service and applicable state or local tax authorities income tax or information returns for each taxable year with respect to each of REMIC I, REMIC II and REMIC III containing such information and at the times and in the manner as may be required by the Code or state or local tax laws, regulations, or rules, and furnish or cause to be furnished to Certificateholders the schedules, statements or information at such times and in such manner as may be required thereby; (b) within thirty days of the Closing Date, furnish or cause to be furnished to the Internal Revenue Service, on Forms 8811 or as otherwise may be required by the Code, the name, title, address, and telephone number of the person that the holders of the Certificates may contact for tax information relating thereto, together with such additional information as may be required by such form, and update such information at the time or times in the manner required by the Code; (c) make or cause to be made elections that the assets of each of REMIC I, REMIC II and REMIC III be treated as a REMIC on the federal tax return for its first taxable year (and, if necessary, under applicable state law); (d) prepare and forward, or cause to be prepared and forwarded, to the Certificateholders and to the Internal Revenue Service and, if necessary, state tax authorities, all information returns and reports as and when required to be provided to them in accordance with the REMIC Provisions, including without limitation, the calculation of any original issue discount using the Prepayment Assumption; (e) provide information necessary for the computation of tax imposed on the transfer of a Residual Certificate to a Person that is not a Permitted Transferee, or an agent (including a broker, nominee or other middleman) of a Non-Permitted Transferee, or a pass-through entity in which a Non-Permitted Transferee is the record holder of an interest (the reasonable cost of computing and furnishing such information may be charged to the Person liable for such tax); (f) to the extent that they are under its control, conduct matters relating to such assets at all times that any Certificates are outstanding so as to maintain the status of REMIC I, REMIC II and REMIC III as a REMIC under the REMIC Provisions; (g) not knowingly or intentionally take any action or omit to take any action that would cause the termination of the REMIC status of REMIC I, REMIC II and REMIC III; (h) pay, from the sources specified in the fourth paragraph of this Section 9.14, the amount of any federal or state tax, including prohibited transaction taxes as described below, imposed on the Trust Fund prior to its termination when and as the same shall be due and payable (but such obligation shall not prevent the Trustee or any other appropriate Person from contesting any such tax in appropriate proceedings and shall not prevent the Trustee from withholding payment of such tax, if permitted by law, pending the outcome of such proceedings); (i) ensure that federal, state or local income tax or information returns shall be signed by the Trustee or such other person as may be required to sign such returns by the Code or state or local laws, regulations or rules; (j) maintain records relating to the Trust Fund, including but not limited to the income, expenses, assets and liabilities thereof and the fair market value and adjusted basis of the assets determined at such intervals as may be required by the Code, as may be necessary to prepare the foregoing returns, schedules, statements or information; and (k) as and when necessary and appropriate, represent the Trust Fund 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 the Trust Fund, enter into settlement agreements with any governmental taxing agency, extend any statute of limitations relating to any tax item of the Trust Fund, and otherwise act on behalf of the Trust Fund in relation to any tax matter or controversy involving it.
 
To the extent that they are under its control, the Servicer shall conduct matters relating to the assets of each REMIC at all times that any Certificates are outstanding so as to maintain the status of REMIC I, REMIC II and REMIC III as a REMIC under the REMIC Provisions. No Servicer shall knowingly or intentionally take any action that would cause the termination of the REMIC status of REMIC I, REMIC II and REMIC III.
 
In order to enable the Trustee to perform its duties as set forth herein, the Depositor shall provide, or cause to be provided, to the Trustee within ten (10) days after the Closing Date all information or data that the Trustee requests in writing and determines to be relevant for tax purposes to the valuations and offering prices of the Certificates, including, without limitation, the price, yield, prepayment assumption and projected cash flows of the Certificates and the Mortgage Loans. Thereafter, the Depositor shall provide to the Trustee promptly upon written request therefor any such additional information or data that the Trustee may, from time to time, reasonably request in order to enable the Trustee to perform its duties as set forth herein. DLJMC hereby indemnifies the Trustee for any losses, liabilities, damages, claims or expenses of the Trustee arising from any errors or miscalculations of the Trustee that result from any failure of the Depositor to provide, or to cause to be provided, accurate information or data to the Trustee on a timely basis.
 
In the event that any tax is imposed on “prohibited transactions” of the Trust Fund as defined in Section 860F(a)(2) of the Code, on the “net income from foreclosure property” of the Trust Fund as defined in Section 860G(c) of the Code, on any contribution to the Trust Fund after the Startup Day pursuant to Section 860G(d) of the Code, or any other tax is imposed, if not paid as otherwise provided for herein, such tax shall be paid by (i) the Trustee, if any such other tax arises out of or results from a breach by the Trustee of any of its obligations under this Agreement, (ii) the related Servicer or the Seller, in the case of any such minimum tax, if such tax arises out of or results from a breach by such Servicer or the Seller of any of their obligations under this Agreement or (iii) the Seller, if any such tax arises out of or results from the Seller’s obligation to repurchase a related Mortgage Loan pursuant to Section 2.02 or 2.03 or (iv) in all other cases, or in the event that the Trustee, the related Servicer or Seller fails to honor its obligations under the preceding clauses (i), (ii) or (iii), any such tax will be paid with amounts otherwise to be distributed to the Certificateholders, as provided in Section 4.02.
 
Neither a Servicer nor the Trustee shall enter into any arrangement by which any of REMIC I, REMIC II or REMIC III will receive a fee or other compensation for services nor permit any of REMIC I, REMIC II or REMIC III to receive any income from assets other than “qualified mortgages” as defined in Section 860G(a)(3) of the Code or “permitted investments” as defined in Section 860G(a)(5) of the Code.
 
SECTION 9.15.                                           Indemnification with Respect to Certain Taxes and Loss of REMIC Status.
 
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 Servicer of its duties and obligations set forth herein, the Servicer shall indemnify 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 negligence of the Trustee, the Depositor or the Holder of such Class R Certificate, as applicable, nor for any such Losses resulting from misinformation provided by the Holder of such Class R 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 Class R 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 by it 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).
 
ARTICLE X
 
[Reserved].
 
ARTICLE XI
 
TERMINATION
 
                SECTION 11.01.                 Termination upon Liquidation or Purchase of all Mortgage Loans.
 
The obligations and responsibilities of any Special Servicer, the Servicer, the Seller, the Depositor and the Trustee created hereby with respect to the related Loan Group(s) created hereby shall terminate upon the earlier of:
 
(a)           the purchase by the Terminating Entity, at its election, of all Mortgage Loans and all property acquired in respect of any remaining Mortgage Loan, which purchase right the Terminating Entity may exercise at its sole and exclusive election as of any Distribution Date (such applicable Distribution Date with respect to such Mortgage Loans being herein referred to as the “Optional Termination Date”) on or after the date on which the aggregate Principal Balance of the Mortgage Loans, at the time of the purchase is less than or equal to 10% of the Aggregate Loan Balance; provided that if the Terminating Entity does not exercise such option, Ocwen, in its capacity as Servicer, may exercise such option on or after the date which the aggregate Principal Balance of the Mortgage Loans declines below 5% of the Aggregate Loan Balance as of the Cut-off Date; or
 
(b)           the later of (i) twelve months after the maturity of the last Mortgage Loan remaining in the Trust Fund, (ii) the liquidation (or any advance with respect thereto) of the last Mortgage Loan remaining in the Trust Fund and the disposition of all REO Property and (iii) the distribution to Certificateholders of all amounts required to be distributed to them pursuant to this Agreement.
 
In no event shall the trust created hereby continue beyond the earlier of (i) the expiration of 21 years from the death of the last survivor of the descendants of Mr. Joseph P. Kennedy, former Ambassador of the United States to Great Britain, living on the date of execution of this Agreement or (ii) the Distribution Date following the third anniversary of the scheduled maturity date of the Mortgage Loan having the latest scheduled maturity date as of the Cut-off Date.
 
The “Mortgage Loan Purchase Price” for any such Optional Termination shall be equal to the sum of (i) 100% of the Stated Principal Balance of each Mortgage Loan in the applicable Loan Group(s) (other than in respect of REO Property) plus accrued and unpaid interest thereon from the date to which such interest was paid or advanced at the applicable Mortgage Rate, to but not including the Due Date in the month of the final Distribution Date (or the Net Mortgage Rate with respect to any related Mortgage Loan currently serviced by the entity exercising such Optional Termination) and (ii) with respect to any REO Property, the lesser of (x) the appraised value of any REO Property as determined by the higher of two appraisals completed by two independent appraisers selected by the Depositor at the expense of the Depositor and (y) the Stated Principal Balance of each related Mortgage Loan related to any REO Property, in each case and (iii) (A) any remaining unreimbursed Advances, Servicing Advances and unpaid Servicing Fees (other than any remaining unreimbursed Advances and Servicing Advances and unpaid Servicing Fees, if any, due to the Terminating Entity) and other amounts payable to the Servicer, the Custodian and the Trustee and (B) any Swap Termination Payments owed to the Swap Counterparty which remains unpaid or which is due to the exercise of such option (the “Swap Optional Termination Payment”).
 
(c)           [Reserved].
 
(d)           [Reserved].
 
SECTION 11.02.                                           [Reserved].
 
SECTION 11.03.                                           Procedure Upon Optional Termination.
 
(a)           In case of any Optional Termination, the Terminating Entity or Ocwen, as applicable, shall, no later than ten (10) days prior to the first day of the related Optional Termination Notice Period, notify the Trustee of such Optional Termination Date and of the applicable purchase price of the Mortgage Loans to be purchased.  Upon purchase by the Terminating Entity or Ocwen, as applicable, of any Mortgage Loans pursuant to Section 11.01, the Trustee shall notify the Servicer that is servicing any of such Mortgage Loans (and with respect to the purchase of the Mortgage Loans in any Loan Group to which a Swap or a Cap relates, the related Counterparty) of such purchase.
 
In connection with any Optional Termination, four (4) Business Days prior to the final Distribution Date specified in the notice required pursuant to this Section 11.03(a), the Trustee shall, no later than 4:00 pm New York City time on such day, request in writing (in accordance with the applicable provision in the Swap Agreement) and by phone from the Swap Counterparty the amount of the Estimated Swap Termination Payment.  The Swap Counterparty shall, no later than 2:00 pm on the following Business Day, notify in writing (which may be done in electronic format) the Trustee of the amount of the Estimated Swap Termination Payment; the Trustee shall promptly on the same day notify the Terminating Entity of the amount of the Estimated Swap Termination Payment.
 
(b)           Any purchase of the Mortgage Loans by the Terminating Entity or Ocwen, as applicable, shall be made on an Optional Termination Date in accordance with the following procedures. Two (2) Business Days prior to the final Distribution Date specified in the notice required pursuant to this Section 11.03, (i) the Terminating Entity or Ocwen, as applicable, shall, no later than 1:00 pm New York City time on such day, deposit funds in the Certificate Account in an amount equal to the sum of the Mortgage Loan Purchase Price (other than the Swap Optional Termination Payment) and the Estimated Swap Termination Payment, and (ii) if the Trustee shall have determined that the aggregate Stated Principal Balance of all of the Mortgage Loans in the Trust Fund and the appraised value of the REO Properties as of the related Determination Date is less than 10% or 5%, as applicable, of the Aggregate Loan Balance as of the Cut-off Date and that all other requirements of the Optional Termination have been met, including without limitation, the deposit required pursuant to the second paragraph of this Section 11.03 as well as the requirements specified in Section 11.04, then the Trustee shall, on the same Business Day, provide written notice to the Terminating Entity or Ocwen, as applicable, the Depositor, the Servicer and the Swap Counterparty (in accordance with the applicable provision of the Swap Agreement) confirming (a) its receipt of the Mortgage Loan Purchase Price (other than the Swap Optional Termination Payment) and the Estimated Swap Termination Payment and (b) that all other requirements of the Optional Termination have been met.  Upon the Trustee’s providing the notice described in the preceding sentence, the Optional Termination shall become irrevocable, the notice to Certificateholders of such Optional Termination provided pursuant to the preceding paragraph of this Section 11.03 shall become unrescindable, the Swap Counterparty shall determine the Swap Optional Termination Payment in accordance with the Swap Agreement, and the Swap Counterparty shall provide to the Trustee written notice of the amount of the Swap Optional Termination Payment not later than one Business Day prior to the final Distribution Date specified in the notice required pursuant to this Section 11.03.  Upon receipt by the Trustee of an Officer’s Certificate of the Terminating Entity or Ocwen, as applicable, certifying as to the deposit of such amounts into the Certificate Account, the Trustee shall, upon request and at the expense of the Terminating Entity or Ocwen, as applicable, execute and deliver all such instruments of transfer or assignment delivered to it by the Terminating Entity, or Ocwen, as applicable, in each case without recourse, as shall be reasonably requested by the Terminating Entity or Ocwen, as applicable, to vest title in the Terminating Entity or Ocwen, as applicable, in the Mortgage Loans so purchased and shall transfer or deliver to the Terminating Entity or Ocwen, as applicable, the purchased Mortgage Loans.  Any distributions on the Mortgage Loans which have been subject to an Optional Termination received by the Trustee subsequent to (or with respect to any period subsequent to) the Optional Termination Date shall be promptly remitted by it to the Terminating Entity.
 
(c)           Notice of the Distribution Date on which the Trustee anticipates that the final distribution shall be made on a Class of Certificates (whether upon Optional Termination or otherwise), shall be given promptly by the Trustee by first class mail to Holders of the affected Certificates.  Such notice shall be mailed no earlier than the 15th day and not later than the 10th day preceding the applicable Optional Termination Date or date of final distribution, as the case may be.  Such notice shall specify (i) the Distribution Date upon which final distribution on the affected Certificates shall be made upon presentation and surrender of such Certificates at the office or agency therein designated, (ii) the amount of such final distribution and (iii) that the Record Date otherwise applicable to such Distribution Date is not applicable, such distribution being made only upon presentation and surrender of such Certificates at the office or agency maintained for such purposes (the address of which shall be set forth in such notice).
 
(d)           Upon presentation and surrender of the Certificates, the Trustee shall cause the final distribution to the Certificateholders of each Class on the final Distribution Date to be made in accordance with the priorities of Section 4.01.  In connection with any Optional Termination, only an amount equal to the Mortgage Loan Purchase Price less any Swap Optional Termination Payment shall be made available for distribution to the Regular Certificates. Any Estimated Swap Termination Payment deposited into the Certificate Account by the Terminating Entity or Ocwen, as applicable, shall be withdrawn by the Trustee from the Certificate Account on the related final Distribution Date and distributed as follows:  (i) to the Supplemental Interest Trust for payment to the Swap Counterparty in accordance with Section 4.08, an amount equal to the Swap Optional Termination Amount calculated pursuant to the Swap Agreement, provided that in no event shall the amount distributed to the Swap Counterparty in respect of the Swap Optional Termination Amount exceed the Estimated Swap Termination Payment, and (ii) to the Terminating Entity or Ocwen, as applicable, an amount equal to the excess, if any, of the Estimated Swap Termination Payment over the Swap Optional Termination Payment.  The Swap Optional Termination Payment shall not be part of any REMIC and shall not be paid into any account which is part of any REMIC.
 
(e)           In the event that any Certificateholders shall not surrender Certificates for cancellation within six months after the date specified in the above mentioned written notice, the Trustee shall give a second written notice to the remaining such Certificateholders to surrender their Certificates for cancellation and receive the final distribution with respect thereto.  If within six months after the second notice all the Certificates shall not have been surrendered for cancellation, the Trustee may take appropriate steps, or may appoint an agent to take appropriate steps, to contact the remaining Certificateholders concerning surrender of their Certificates, and the cost thereof shall be paid out of the funds and other assets which remain subject to the Trust Fund.
 
(f)           Notwithstanding anything to the contrary herein, the occurrence of an Optional Termination shall be subject to, and shall in no way adversely affect, the rights of the owner of the servicing rights related to the Mortgage Loans purchased in such Optional Termination.
 
SECTION 11.04.                                           Additional Termination Requirements.
 
(a)           In the event the Terminating Entity or Ocwen, as applicable, exercises its purchase option pursuant to Section 11.01(A), the related subsidiary REMIC shall be terminated in accordance with the following additional requirements, unless the Trustee has received an Opinion of Counsel to the effect that the failure to comply with the requirements of this Section 11.04 will not (i) result in the imposition of taxes on a “prohibited transaction” of any REMIC created hereunder, as described in Section 860F of the Code, or (ii) cause any REMIC created hereunder 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 set forth in the notice given by Terminating Entity or Ocwen, as applicable, under Section 11.03, the Holder of the related Residual Certificates shall adopt a plan of complete liquidation for the related REMIC; and
 
(ii)          at or after the time of adoption of any such plan of complete liquidation for such REMIC and at or prior to the final Distribution Date, the Trustee shall sell all of the assets of such REMIC to the Depositor for cash.
 
(b)           Upon the exercise of an Optional Termination by the Terminating Entity or Ocwen, as applicable, in respect of the final remaining subsidiary REMIC (the “Remaining Subsidiary REMIC”) pursuant to Section 11.01, each remaining REMIC shall be terminated in accordance with the following additional requirements, unless the Trustee has received an Opinion of Counsel to the effect that the failure to comply with the requirements of this Section 11.04 will not (i) result in the imposition of taxes on a “prohibited transaction” of a REMIC, as described in Section 860F of the Code, or (ii) cause any REMIC created hereunder to fail to qualify as a REMIC at any time that any Certificates are outstanding:
 
(i)           concurrently with the adoption of the plan of complete liquidation of the Remaining Subsidiary REMIC, as set forth in paragraph (a) of this Section 11.04, the Holder of the related Residual Certificates, as applicable, shall adopt a plan of complete liquidation of each remaining REMIC; and
 
(ii)          at or after the time of adoption of any such plan of complete liquidation for each such remaining REMIC, at or prior to the final Distribution Date of the Remaining Subsidiary REMIC to be terminated, the Trustee shall sell all of the assets of each such remaining REMIC to the Depositor for cash.
 
(c)           By its acceptance of a Residual Certificate, the Holder thereof hereby agrees to adopt such a plan of complete liquidation and to take such other action in connection therewith as may be reasonably required to liquidate and otherwise terminate the related REMIC created pursuant to this Agreement.
 
ARTICLE XII
 
MISCELLANEOUS PROVISIONS
 
SECTION 12.01.                                           Amendment.
 
(a)           This Agreement may be amended from time to time by the Depositor, the Servicer, any Special Servicer, the Seller and the Trustee, without the consent of any of the Certificateholders,
 
(i)           to cure any error or ambiguity,
 
(ii)          to correct or supplement any provisions herein that may be inconsistent with any other provisions herein or in the Prospectus Supplement,
 
(iii)         to modify, eliminate or add to any of its provisions to such extent as shall be necessary or desirable to maintain the qualification of the Trust Fund as a REMIC at all times that any Certificate is outstanding or to avoid or minimize the risk of the imposition of any federal income tax on the Trust Fund pursuant to the Code that would be a claim against the Trust Fund, provided that the Trustee has received an Opinion of Counsel to the effect that (A) such action is necessary or desirable to maintain such qualification or to avoid or minimize the risk of the imposition of any such federal income tax and (B) such action will not adversely affect the status of the Trust Fund as a REMIC or adversely affect in any material respect the interests of any Certificateholder,
 
(iv)          in connection with the appointment of a successor servicer, to modify, eliminate or add to any of the servicing provisions, provided the Rating Agencies confirm the rating of the Certificates, or
 
(v)          to make any other provisions with respect to matters or questions arising under this Agreement that are not materially inconsistent with the provisions of this Agreement, provided that such action shall not adversely affect in any material respect the interests of any Certificateholder or cause an Adverse REMIC Event.  Any Amendment pursuant to Section 12.01(a)(v) shall not be deemed to adversely affect in any material respect the interests of any Certificateholder if a letter is obtained from each Rating Agency stating that such amendment would not result in the downgrading or withdrawal of the respective ratings then assigned to the Certificates; or to comply with the provisions of Regulation AB.
 
(b)           Except as provided in Section 12.01(c), this Agreement may be amended from time to time by the Depositor, the Servicer, the Seller and the Trustee with the consent of the Holders of Certificates evidencing, in the aggregate, not less than 66 2/3% of the Voting Rights of all the Certificates for the purpose of adding any provisions to or changing in any manner or eliminating any of the provisions of this Agreement or of modifying in any manner the rights of the Holders of the Certificates; provided, however, that no such amendment may (i) reduce in any manner the amount of, delay the timing of or change the manner in which payments received on or with respect to Mortgage Loans are required to be distributed with respect to any Certificate without the consent of the Holder of such Certificate, (ii) adversely affect in any material respect the interests of the Holders of a Class of Certificates in a manner other than as set forth in (i) above without the consent of the Holders of Certificates evidencing not less than 66 2/3% of the Voting Rights of such Class, (iii) reduce the aforesaid percentages of Voting Rights, the holders of which are required to consent to any such amendment without the consent of 100% of the Holders of Certificates of the Class affected thereby, (iv) change the percentage of the Stated Principal Balance of the Mortgage Loans specified in Section 11.01(a) relating to optional termination of the Trust Fund, (v) modify the provisions of this Section 12.01.
 
It shall not be necessary for the consent of Certificateholders under this Section 12.01 to approve the particular form of any proposed amendment, but it shall be sufficient if such consent shall approve the substance thereof.  The manner of obtaining such consents and of evidencing the authorization of the execution thereof by Certificateholders shall be subject to such reasonable regulations as the Trustee may prescribe.
 
(c)           This Agreement may be amended from time to time by the Depositor, any Special Servicer, the Servicer and the Trustee for the purpose of making one or more REMIC elections with respect to one or more Classes of Certificates delivered to the Trustee and issuing one or more additional classes of certificates representing interests in the Classes of Certificates delivered to the Trustee; provided, however, such amendment shall require the consent of 100% of the Holders of the Certificates of the Class or Classes delivered to the Trustee and such amendment shall not cause an Adverse REMIC Event.
 
(d)           Promptly after the execution of any amendment to this Agreement, the Trustee shall furnish written notification of the substance of such amendment to each Certificateholder, and the Rating Agencies.
 
(e)           Prior to the execution of any amendment to this Agreement,the Trustee shall receive and be entitled to conclusively rely on an Opinion of Counsel (at the expense of the Person seeking such amendment) stating that the execution of such amendment is authorized and permitted by this Agreement.  The Trustee may, but shall not be obligated to, enter into any such amendment which affects the Trustee’s own rights, duties or immunities under this Agreement.
 
(f)           [Reserved].
 
(g)          [Reserved].
 
(h)          [Reserved].
 
(i)           Notwithstanding anything to the contrary in this Section 12.01, any Special Servicer, the Servicer, the Seller and the Trustee shall reasonably cooperate with the Depositor and its counsel to enter into such amendments or modifications to the Agreement as may be necessary to comply with Regulation AB and any interpretation thereof by the Commission.
 
(j)           Notwithstanding any of the other provisions of this section 12.01, 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 Counterparty 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, master servicer, securities administrator, trustee or other service provider) without the prior written consent of the Swap Counterparty, which consent shall not be unreasonably withheld, conditioned or delayed.
 
SECTION 12.02.                                           Recordation of Agreement; Counterparts.
 
As set forth in Section 12.02 of ARTICLE XII of the Standard Terms.
 
SECTION 12.03.                                           Governing Law.
 
As set forth in Section 12.03 of ARTICLE XII of the Standard Terms.
 
SECTION 12.04.                                           Intention of Parties.
 
As set forth in Section 12.04 of ARTICLE XII of the Standard Terms.
 
SECTION 12.05.                                           Notices.
 
In addition to other notices provided under this Agreement, the Trustee shall notify the Rating Agencies, and the Swap Counterparty with respect to clauses (c) and (d), in writing: (a) of any substitution of any Mortgage Loan; (b) of any payment or draw on any insurance policy applicable to the Mortgage Loans; (c) of the final payment of any amounts owing to a Class of Certificates; (d) any Event of Default under this Agreement; and (e) in the event any Mortgage Loan is purchased in accordance with this Agreement.
 
All directions, demands and notices hereunder shall be in writing and shall be deemed to have been duly given when received (i) in the case of the Depositor, with respect to notices required to be delivered by the Trustee pursuant to Article XIII, Credit Suisse First Boston Mortgage Securities Corp. via facsimile to (917) 326-7936 or via email to Bruce.Kaiserman@Credit-Suisse.com, and for all other purposes, Credit Suisse First Boston Mortgage Securities Corp., 11 Madison Avenue, 4th Floor, New York, New York 10010, Attention: Peter Sack (with a copy to DLJ Mortgage Acceptance Corp., 11 Madison Avenue, 4th Floor, New York, New York 10010, Attention: Peter Sack); (ii) in the case of the Trustee, the Corporate Trust Office, Attention: Structured Finance – CSMC 2007-NC1 OSI, or such other address as may hereafter be furnished to the Depositor in writing by the Trustee; (iii) in the case of DLJMC, 11 Madison Avenue, 4th Floor, New York, New York 10010, Attention: Peter Sack, Fax: (212) 743-5261 (with a copy to DLJ Mortgage Acceptance Corp., 11 Madison Avenue, 4th Floor, New York, New York 10010, Attention: Bruce Kaiserman, Fax: (917) 326-7936), or such other address as may be hereafter furnished to the Depositor and the Trustee by DLJMC in writing; (iv) in the case of Fitch, Fitch Ratings, 1 State Street Plaza, New York, New York 10004, Attention:  CSMC Asset-Backed Trust 2007-NC1 OSI, or such other address as Fitch may hereafter furnish to the Depositor, the Servicer and the Trustee; (v) in the case of Standard & Poor’s, 55 Water Street, New York, New York 10041; (vi) in the case of SPS, 3815 South West Temple, Salt Lake City, Utah 84115, Attention: Lester Cheng, with a copy to 3815 South West Temple, Salt Lake City, Utah 84115, Attention: General Counsel; (vii) in the case of Ocwen Loan Servicing, LLC, 1661 Worthington Road, Suite 100, West Palm Beach, Florida 33409; (viii)  in the case of the Swap Counterparty, Credit Suisse International, One Cabot Square, London E14 4QJ, Attention: Head of Credit Risk Management, with copies to: Managing Director - Operations Department and Managing Director - Legal Department, or such other address as may be hereafter furnished in writing by the Swap Counterparty and (ix) with respect to any other party, as set forth in the Series Supplement.
 
Notices to Certificateholders shall be deemed given when mailed, first class postage prepaid.
 
SECTION 12.06.                                           Severability of Provisions.
 
As set forth in Section 12.06 of ARTICLE XII of the Standard Terms.
 
SECTION 12.07.                                           Limitation on Rights of Certificateholders.
 
As set forth in Section 12.07 of ARTICLE XII of the Standard Terms.
 
SECTION 12.08.                                           Certificates Nonassessable and Fully Paid.
 
As set forth in Section 12.08 of ARTICLE XII of the Standard Terms.
 
SECTION 12.09.                                           Protection of Assets.
 
As set forth in Section 12.09 of ARTICLE XII of the Standard Terms.
 
SECTION 12.10.                                           Non Solicitation.
 
As set forth in Section 12.10 of ARTICLE XII of the Standard Terms.
 
ARTICLE XIII
 
EXCHANGE ACT REPORTING
 
SECTION 13.01.                                           Periodic Filings.
 
(a)           The Trustee, the Servicer and any Special Servicer shall reasonably cooperate with the Depositor in connection with the Trust’s satisfying the reporting requirements under the Exchange Act.  As set forth below, the Trustee shall prepare on behalf of the Depositor any Forms 8-K, 10-D and 10-K customary for similar securities as required by the Exchange Act and the rules and regulations of the Commission thereunder, and the Depositor shall sign and the Trustee shall file (via EDGAR) such Forms on behalf of the Depositor.  The Depositor hereby grants to the Trustee a limited power of attorney to execute and file each such document on behalf of the Depositor.  Such power of attorney shall continue until the earlier of (i) receipt by the Trustee from the Depositor of written termination of such power of attorney and (ii) the termination of the Trust.  The Depositor agrees to provide individual powers of attorney and a board resolution authorizing the grant of such power of attorney each time the Trustee acts in such capacity, and the Trustee shall file such powers of attorney and resolutions in accordance with the Exchange Act and the rules and regulations promulgated thereunder.
 
(b)           The Trustee will prepare and file Current Reports on Form 8-K in respect of the Trust at the direction and expense of the Depositor, provided, that, the Depositor, the Seller, any Special Servicer or the Servicer shall have timely notified the Trustee of an item reportable on a Form 8-K (unless such item is specific to the Trustee, in which case the Trustee will be deemed to have notice) and shall have delivered to the Trustee no later than two Business Days prior to the filing deadline for such Form 8-K, all information, signatures, data, and exhibits required to be provided or filed with such Form 8-K.  Any disclosure required to be included on the Form 8-K (“Additional Form 8-K Disclosure”) shall be determined and prepared by the Trustee provided the entity indicated in Exhibit AA as the responsible party for providing that information notifies the Trustee in writing thereof no later than two Business Day prior to the filing deadline for such Form 8-K, and the Trustee shall have no liability with respect to any failure to properly prepare or file such Form 8-K resulting from or relating to the Trustee’s inability or failure to obtain any information in a timely manner from the party responsible for delivery of such Additional Form 8-K Disclosure (unless the Trustee was the responsible party for providing such information)
 
(c)           Within 15 days after each Distribution Date, the Trustee shall, in accordance with industry standards and the rules of the Commission as in effect from time to time, prepare and file with the Commission via the Electronic Data Gathering and Retrieval System (“EDGAR”), and the Depositor shall sign, a Form 10-D that includes (i) a copy of the statement to the Certificateholders for such Distribution Date prepared by the Trustee pursuant to Section 4.04, (ii) such other information provided to the Trustee by the Servicer or any Special Servicer as is required by Form 10-D, including, but not limited to, the information required by Item 1121 (17 C.F.R. § 229.1121) of Regulation AB and (iii) such other information provided to the Trustee by the Depositor as is required by Item 7 of Form 10-D; provided that such information is provided to the Trustee no later than the first Business Day immediately following the related Determination Date.  Any disclosure in addition to the Distribution Date Statement required to be included on the Form 10-D (“Additional Form 10-D Disclosure”) shall be determined and prepared by the Trustee provided the entity indicated in Exhibit AA as the responsible party for providing that information notifies the Trustee in writing thereof within 5 calendar days after each Distribution Date, and the Trustee shall have no liability with respect to any failure to properly prepare or file such Form 10-D resulting from or relating to the Trustee’s inability or failure to obtain any information in a timely manner from the party responsible for delivery of such Additional Form 10-D Disclosure (unless the Trustee was the responsible party for providing such information).
 
(d)           Prior to March 31st of the calendar year following the calendar year during which the Closing Date occurs (or such earlier date as may be required by the Exchange Act and the rules and regulations of the Commission) (the “Form 10-K Filing Deadline”), the Trustee shall file a Form 10-K, in substance as required by applicable law or applicable Commission staff’s interpretations.  To facilitate the Trustee’s preparation of the Form 10-K, the Trustee shall provide to the Depositor its proposed Form 10-K template no later than forty-five (45) days prior to the Form 10-K Filing Deadline and the Depositor shall review such template and provide to the Trustee, no later than thirty (30) days prior to the Form 10-K Filing Deadline, any comments to such Form 10-K template. Such Form 10-K shall include as exhibits, each annual statement of compliance required to be delivered pursuant to Section 13.02 and each Accountant’s Attestation and Assessment of Compliance required to be furnished pursuant to Section 13.03, in each case to the extent they have been timely delivered to the Trustee (or the Depositor, in the case of the Trustee’s Assessment of Compliance) and such other information as is required by Regulation AB.
 
Any disclosure or information in addition to that described in the preceding paragraph that is required to be included on Form 10-K (“Additional Form 10-K Disclosure”) shall be determined and provided to the Trustee by the entity that is indicated in Exhibit AA as the responsible party for providing that information, if other than the Trustee, in an EDGAR-compatible form (which may be Word or Excel documents easily convertible to EDGAR format), in each case no later than March 15 of each year.
 
If such documents are not so timely delivered, the Trustee shall file an amended Form 10-K including such documents as exhibits promptly after they are delivered to the Trustee.  The Trustee shall have no liability with respect to any failure to properly or timely prepare or file such periodic reports resulting from or relating to the Trustee’s inability or failure to obtain any information not resulting from its own negligence or willful misconduct.  The Form 10-K shall also include a certification in the form attached hereto as Exhibit BB (the “Depositor Certification”), which shall be signed by the senior officer of the Depositor in charge of securitization.  Not later than 5 Business Days before the date on which the Depositor’s Form 10-K is required to be filed in accordance with the Exchange Act and the rules and regulations of the Commission, the Depositor will deliver to the Trustee a form of the Depositor Certification.  The Depositor shall subsequently deliver to the Trustee the executed Depositor Certification no later than the date on which the Form 10-K is required to be filed.  The Trustee shall have no responsibility to file any items other than those specified in this Section 13.01; 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 Regulation AB.  The Trustee shall not be responsible for determining what information is required to be filed on a Form 10-K in connection with the transactions contemplated by this Agreement and shall not be liable for any late filing of a Form 10-K or for the expenses of filing an amendment to a Form 10-K in the event that it does not receive the documents required to be delivered to it in accordance with Section 13.02, Section 13.03 or this Section 13.01 or an executed copy of the Form 10-K from the Depositor later than the times set forth herein.
 
(e)           Not later than 15 calendar days before the date on which the Depositor’s Form 10-K is required to be filed in accordance with the Exchange Act and the rules and regulations of the Commission (or, if such day is not a Business Day, the immediately preceding Business Day, the Trustee shall sign a certification in the form attached hereto as Exhibit CC (the “Trustee Certification”) for the benefit of the Depositor and its officers, directors and affiliates regarding certain aspects of items 1 through 3 of the Depositor Certification.  In addition, the Trustee shall, subject to the provisions of Sections 9.01 and 9.02 hereof, indemnify and hold harmless the Depositor, the Servicer, each Person, if any, that “controls” the Depositor or the Servicer within the meaning of the Securities Act and their respective officers, directors and affiliates from and against any losses, damages, penalties, fines, forfeitures, reasonable and necessary legal fees and related costs, judgments and other costs and expenses arising out of or based upon a breach of the Trustee’s obligations under this Section 13.01 or any inaccuracy made in the Trustee Certification.  If the indemnification provided for in this Section 13.01(d) is unavailable or insufficient to hold harmless such Persons, then the Trustee shall contribute to the amount paid or payable by such Persons as a result of the losses, claims, damages or liabilities of such Persons in such proportion as is appropriate to reflect the relative fault of the Depositor or the Servicer on the one hand and the Trustee on the other.  The Trustee acknowledges that the Depositor is relying on the Trustee’s performance of its obligations under this Section 13.01 in order to perform its obligations under Section 13.01(b) above.
 
(f)           Not later than 15 calendar days before the date on which the Depositor’s Form 10-K is required to be filed in accordance with the Exchange Act and the rules and regulations of the Commissions (or, if such day is not a Business Day, the immediately preceding Business Day) the Servicer will deliver to the Depositor and the Trustee an Officer’s Certificate for the prior calendar year, substantially in the form attached hereto as Exhibit DD (a “Servicer Certification”).  The Servicer agrees to indemnify and hold harmless each of the Depositor, the Trustee, each Person, if any, who “controls” the Depositor or the Trustee within the meaning of the Securities Act and their respective officers, directors and affiliates from and against any losses, damages, penalties, fines, forfeitures, reasonable and necessary legal fees and related costs, judgments and other costs and expenses that such Person may sustain arising out of third party claims based on (i) the failure of the Servicer to deliver or cause to be delivered when required any Officer’s Certificate required pursuant to this Section 13.01(d), or (ii) any material misstatement or omission contained in any Officer’s Certificate provided pursuant to this Section 8.12(e).  If an event occurs that would otherwise result in an indemnification obligation under clauses (i) or (ii) above, but the indemnification provided for in this Section 13.01(e) by the Servicer is unavailable or insufficient to hold harmless such Persons, then the Servicer shall contribute to the amount paid or payable by such Persons as a result of the losses, claims, damages or liabilities of such Persons in such proportion as is appropriate to reflect the relative fault of the Depositor or the Trustee on the one hand and the Servicer on the other.  The Servicer acknowledges that the Depositor and the Trustee are relying on the Servicer’s performance of its obligations under this Agreement in order to perform their respective obligations under this Section 13.01.
 
(g)           Upon any filing with the Commission, the Trustee shall promptly deliver to the Depositor and the Servicer a copy of any executed report, statement or information.
 
(h)           If the Commission issues additional interpretative guidance or promulgates additional rules or regulations with respect to Regulation AB or otherwise, or if other changes in applicable law occur, that would require the reporting arrangements, or the allocation of responsibilities with respect thereto, described in this Section 13.01, to be conducted differently than as described, the Depositor, the Servicer and the Trustee will reasonably cooperate to amend the provisions of this Section 13.01 in order to comply with such amended reporting requirements and such amendment of this Section 13.01.  Any such amendment shall be made in accordance with Section 12.01 without the consent of the Certificateholders, and may result in a change in the reports filed by the Trustee on behalf of the Trust under the Exchange Act.  Notwithstanding the foregoing, the Depositor, the Servicer and the Trustee shall not be obligated to enter into any amendment pursuant to this Section 13.01 that adversely affects its obligations and immunities under this Agreement.
 
(i)           Prior to January 31 of the first year in which the Trustee is able to do so under applicable law, the Trustee shall file a Form 15D Suspension Notification with respect to the Trust.
 
(j)           For each Distribution Date through and including the Distribution Date in December 2007, the Trustee shall calculate the Significance Percentage and include the Significance Percentage on the related Monthly Statement.  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 Swap Counterparty.  If, on any 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 Swap Counterparty of the Significance Percentage and the Depositor shall, within 5 Business Days of such Distribution Date, deliver to the Trustee the financial information to the extent required, pursuant to the Swap Agreement, to be provided to it by the Swap Counterparty, respectively, for inclusion in the Form 10-D relating to such Distribution Date pursuant to Section 13.01(c).
 
SECTION 13.02.                                           Annual Statements as to Compliance.
 
Not later than the earlier of (a) March 15th of each calendar year (other than the calendar year during which the Closing Date occurs) or (b) with respect to any calendar year during which the Depositor’s annual report on Form 10-K is required to be filed in accordance with the Exchange Act and the rules and regulations of the Commission, 15 calendar days before the date on which the Depositor’s annual report on Form 10-K is required to be filed in accordance with the Exchange Act and the rules and regulations of the Commission (or, in each case, if such day is not a Business Day, the immediately preceding Business Day) and the Servicer shall deliver to the Depositor, the Rating Agencies and the Trustee an Officer’s Certificate (an “Annual Statement of Compliance”) stating, as to the signer thereof, that (i) a review of the activities of the Servicer during the preceding calendar year (or applicable portion thereof) and of the performance of the Servicer under this Agreement has been made under such officer’s supervision, and (ii) to the best of such officer’s knowledge, based on such review, the Servicer has fulfilled all its obligations under this Agreement in all material respects throughout such year (or applicable portion thereof), or, if there has been a failure to fulfill any such obligation in any material respect, specifying each failure known to such officer and the nature and status thereof.  With respect to any Subservicer that meets the criteria of Item 1108(a)(2)(i) through (iii) of Regulation AB, the Servicer shall deliver, on behalf of that Subservicer, the Officer’s Certificate set forth in this Section 13.02 as and when required with respect to the Servicer.
 
SECTION 13.03.                                           Report on Assessment of Compliance and Attestation.
 
(a)           (i)           Not later than the earlier of (a) March 15th of each calendar year (other than the calendar year during which the Closing Date occurs) or (b) with respect to any calendar year during which the Depositor’s annual report on Form 10-K is required to be filed in accordance with the Exchange Act and the rules and regulations of the Commission, 15 calendar days before the date on which the Depositor’s annual report on Form 10-K is required to be filed in accordance with the Exchange Act and the rules and regulations of the Commission (or, in each case, if such day is not a Business Day, the immediately preceding Business Day), the Servicer and any Special Servicer, at its expense, shall deliver to the Depositor and the Trustee an officer’s certification and assessment of its compliance with the Servicing Criteria applicable to it (as indicated on Exhibit R hereto) during the preceding calendar year as required by Rules 13a-18 and 15d-18 of the Exchange Act and Item 1122 of Regulation AB (the “Assessment of Compliance”), which assessment shall be substantially in the form of Exhibit EE hereto.
 
(ii)           Not later than the earlier of (a) March 15th of each calendar year (other than the calendar year during which the Closing Date occurs) or (b) with respect to any calendar year during which the Depositor’s annual report on Form 10-K is required to be filed in accordance with the Exchange Act and the rules and regulations of the Commission, 15 calendar days before the date on which the Depositor’s annual report on Form 10-K is required to be filed in accordance with the Exchange Act and the rules and regulations of the Commission (or, in each case, if such day is not a Business Day, the immediately preceding Business Day), the Servicer and any Special Servicer, at its expense, shall cause a nationally or regionally recognized firm of independent registered public accountants (who may also render other services to the Servicer, the Seller or any affiliate thereof) which is a member of the American Institute of Certified Public Accountants to furnish a statement to the Depositor and the Trustee that attests to and reports on the Assessment of Compliance provided by the Servicer and any Special Servicer, as applicable, pursuant to Section 13.03(a)(i) above (the “Accountant’s Attestation”).  Such Accountant’s Attestation shall be in accordance with Rules 1-02(a)(3) and 2-02(g) of Regulation S-X under the Securities Act and the Exchange Act.
 
(b)           (i)           The Servicer, and if required by the Depositor, any Special Servicer shall deliver on behalf of any Subservicer and each Subcontractor engaged by it not later than the earlier of (a) March 15th of each calendar year (other than the calendar year during which the Closing Date occurs) or (b) with respect to any calendar year during which the Depositor’s annual report on Form 10-K is required to be filed in accordance with the Exchange Act and the rules and regulations of the Commission, 15 calendar days before the date on which the Depositor’s annual report on Form 10-K is required to be filed in accordance with the Exchange Act and the rules and regulations of the Commission (or, in each case, if such day is not a Business Day, the immediately preceding Business Day) to the Depositor and the Trustee an Assessment of Compliance, which assessment shall be substantially in the form of Exhibit EE hereto.
 
(ii)           Not later than the earlier of (a) March 15th of each calendar year (other than the calendar year during which the Closing Date occurs) or (b) with respect to any calendar year during which the Depositor’s annual report on Form 10-K is required to be filed in accordance with the Exchange Act and the rules and regulations of the Commission, 15 calendar days before the date on which the Depositor’s annual report on Form 10-K is required to be filed in accordance with the Exchange Act and the rules and regulations of the Commission (or, in each case, if such day is not a Business Day, the immediately preceding Business Day), the Servicer shall cause each Subservicer and each Subcontractor to deliver to the Depositor and the Trustee an Accountant’s Attestation by a registered public accounting firm that attests to, and reports on, the Assessment of Compliance pursuant to Section 13.03(b)(i) above.
 
(c)           (i)           Not later than 15 calendar days before the date on which the Depositor’s annual report on Form 10-K with respect to the transactions contemplated by this Agreement is required to be filed in accordance with the Exchange Act and the rules and regulations of the Commission (or, in each case, if such day is not a Business Day, the immediately preceding Business Day), the Trustee shall deliver to the Depositor an Assessment of Compliance with regard to the Servicing Criteria applicable to the Trustee (as indicated on Exhibit R hereto) during the preceding calendar year, which assessment shall be substantially in the form of Exhibit EE hereto.
 
(ii)           Not later than 15 calendar days before the date on which the Depositor’s annual report on Form 10-K with respect to the transactions contemplated by this Agreement is required to be filed in accordance with the Exchange Act and the rules and regulations of the Commission (or, in each case, if such day is not a Business Day, the immediately preceding Business Day), the Trustee shall deliver to the Depositor an Accountant’s Attestation by a nationally recognized registered public accounting firm that attests to, and reports on, the Assessment of Compliance pursuant to Section 13.03(c)(i) above.
 
(d)           (i)           If required by the Commission pursuant to Regulation AB, not later than, with respect to any calendar year during which the Depositor’s annual report on Form 10-K is required to be filed in accordance with the Exchange Act and the rules and regulations of the Commission, 15 calendar days before the date on which the Depositor’s annual report on Form 10-K is required to be filed in accordance with the Exchange Act and the rules and regulations of the Commission (or, in each case, if such day is not a Business Day, the immediately preceding Business Day), the Depositor shall cause the Custodian to deliver to the Depositor and the Trustee, pursuant to the Custodial Agreement, an Assessment of Compliance with regard to the Servicing Criteria applicable to such Custodian (as indicated on Exhibit 7 to the Custodial Agreement) during the preceding calendar year.  Each such report shall include (i) a statement of the party’s responsibility for assessing compliance with the servicing criteria applicable to such party, (ii) a statement that such party used the criteria identified in Item 1122(d)(4)(i) and Item 1122(d)(4)(ii) of Regulation AB (as defined herein) to assess compliance with the applicable servicing criteria and that no other Servicing Criteria are applicable to such party, (iii) a statement that such party was in compliance with the servicing criteria applicable to such party, (iv) disclosure of any material instance of noncompliance identified by such party, and (iv) a statement that a registered public accounting firm has issued an attestation report on such party’s assessment of compliance with the applicable servicing criteria.
 
(ii)           If the Custodian is required by the Commission pursuant to Regulation AB to deliver an Assessment of Compliance pursuant to clause (d)(i) above, not later than, with respect to any calendar year during which the Depositor’s annual report on Form 10-K is required to be filed in accordance with the Exchange Act and the rules and regulations of the Commission, 15 calendar days before the date on which the Depositor’s annual report on Form 10-K is required to be filed in accordance with the Exchange Act and the rules and regulations of the Commission (or, in each case, if such day is not a Business Day, the immediately preceding Business Day), the Depositor shall cause the Custodian to deliver to the Depositor and the Trustee an Accountant’s Attestation by a registered public accounting firm that attests to, and reports on, the Assessment of Compliance pursuant to Section 13.03(d)(i) above.
 
(e)           [RESERVED]
 
(f)           (i)           The Servicer agrees to indemnify and hold harmless each of the Depositor and the Trustee and each Person, if any, who “controls” the Depositor or the Trustee within the meaning of the Securities Act and their respective officers, directors and affiliates from and against any losses, damages, penalties, fines, forfeitures, reasonable and necessary legal fees and related costs, judgments and other costs and expenses that such Person may sustain arising out of third party claims based on (i) the failure of the Servicer or any related Subservicer or Subcontractor to deliver or cause to be delivered when required any Assessment of Compliance or Accountant’s Attestation required pursuant to Section 13.03(a) or 13.03(b), as applicable, or (ii) any material misstatement or omission contained in any Assessment of Compliance provided pursuant to Section 13.03(a) or 13.03(b), as applicable.
 
(ii)           The Trustee agrees to indemnify and hold harmless the Depositor and each Person, if any, who “controls” the Depositor within the meaning of the Securities Act 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 reasonable costs and expenses that such Person may sustain arising out of third party claims based on (i) the failure of the Trustee to deliver when required any Assessment of Compliance or Accountant’s Attestation required pursuant to Section 13.03(c) or (ii) any material misstatement or omission contained in any Assessment of Compliance provided pursuant to Section 13.03(c).  Notwithstanding the foregoing, in no event shall the Trustee be liable for any consequential, indirect or punitive damages pursuant to this Section 13.03.
 
(iii)           The Custodian agrees to indemnify and hold harmless the Depositor and the Trustee and each Person, if any, who “controls” the Depositor or the Trustee within the meaning of the Securities Act and their respective officers, directors and affiliates from and against any losses, damages, penalties, fines, forfeitures, reasonable and necessary legal fees and related costs, judgments and other costs and expenses that such Person may sustain arising out of third party claims based on (i) the failure of such Custodian to deliver or cause to be delivered when required any Assessment of Compliance or Accountant’s Attestation required pursuant to Section 13.03(d) or (ii) any material misstatement or omission contained in any Assessment of Compliance provided pursuant to Section 13.03(d).
 
(g)           Copies of such Assessments of Compliance and Accountant’s Attestations shall be provided by the Trustee to any Certificateholder, upon request, provided such statement is delivered to the Trustee.  The initial Assessments of Compliance and Accountant’s Attestations required pursuant to this Section 13.03 shall be delivered to the Trustee and the Depositor, as applicable, by each party no later than March 15, 2008.
 
(h)           Each of the parties hereto acknowledges and agrees that the purpose of this Section 13.03 is to facilitate compliance by the Seller and the Depositor with the provisions of Regulation AB, as such may be amended or clarified from time to time.  Therefore, each of the parties agrees that 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 and the parties shall comply, to the extent practicable from a timing and information systems perspective, with requests made by the Seller or the Depositor for delivery of additional or different information as the Seller or the Depositor may determine in good faith is necessary to comply with the provisions of Regulation AB.
 
 
 

 
IN WITNESS WHEREOF, the Depositor, the Seller, the Trustee, Ocwen and SPS have caused their names to be signed hereto by their respective officers thereunto duly authorized all as of the date first written above.
 
 
CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP.,
 
 
as Depositor
 
       
 
By:
 /s/ Kevin Steele  
 
Name:   
 Kevin Steele  
 
Title:
 Vice President  
       
 
 
DLJ MORTGAGE CAPITAL, INC.,
 
 
as Seller
 
       
 
By:
 /s/ Tim Kuo  
 
Name:  
Tim Kuo   
 
Title:
Vice President    
       
 
  U.S. BANK NATIONAL ASSOCIATION,  
  as Trustee  
       
 
By:
 /s/ Becky Warren  
  Name:     Becky Warren  
  Title:
 Vice President
 
       
 
  OCWEN LOAN SERVICING, LLC,  
  as a Servicer  
       
 
By:
 /s/ Richard Delado  
  Name:    Richard Delado   
  Title: Authorized Representative    
       
 
  SELECT PORTFOLIO SERVICING, INC.,  
  as a Servicer  
       
 
By:
 /s/ Lester Cheng  
  Name:   Lester Cheng   
  Title: Senior Vice President    
       
 
 
 

 

STATE OF NEW YORK )
  ) ss.:
COUNTY OF NEW YORK  )
 
On this 31 day of August, 2007 before me, personally appeared Kevin Steele, known to me to be a Vice President of Credit Suisse First Boston Mortgage Securities Corp., one of the corporations that executed the within instrument, and also known to me to be the person who executed it on behalf of said corporation, and acknowledged to me that such corporation executed the within instrument.
 
IN WITNESS WHEREOF, I have hereunto set my hand and affixed my official seal the day and year in this certificate first above written.
 
Notary Public
[NOTARIAL SEAL]
 
 
  /s/ Shirley Stakeman
  SHIRLEY STAKEMAN
  Notary Publi, State of New York
  No. 01-ST6085126
  Qualified in New York County
  Commission Expires April 13, 2011
 
 
 

 

STATE OF NEW YORK )
  ) ss.:
COUNTY OF NEW YORK  )
 
On the 31th day of August, 2007 before me, personally appeared Tim Kuo, known to me to be a Vice President of DLJ Mortgage Capital, Inc., one of the corporations that executed the within instrument and also known to me to be the person who executed it on behalf of said corporation, and acknowledged to me that such corporation executed the within instrument.
 
IN WITNESS WHEREOF, I have hereunto set my hand and affixed my official seal the day and year in this certificate first above written.
 
Notary Public
[NOTARIAL SEAL]
 
  /s/ Shirley Stakeman
  SHIRLEY STAKEMAN
  Notary Publi, State of New York
  No. 01-ST6085126
  Qualified in New York County
  Commission Expires April 13, 2011
 
 
 
 
 

 

STATE OF UTAH )
  ) ss.:
COUNTY OF SALT LAKE )
 
 
On the 30th day of August, 2007 before me, a Notary Public in and for said State, personally appeared Lester Cheng, known to me to be a SVP of SPS, the Utah 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 limited partnership executed the within instrument.
 
IN WITNESS WHEREOF, I have hereunto set my hand and affixed my official seal the day and year in this certificate first above written.
 
Notary Public
 
[NOTARIAL SEAL]
 
  /s/ Carmen Barraza
  CARMEN BARRAZA
  Layton, Utah 84041
  My Commission Expires
  May 30, 2011
  STATE OF UTAH
 
 

 

STATE OF FLORIDA )
  ) ss.:
COUNTY OF PALM BEACH )
 
On the 30st day of August, 2007 before me, a Notary Public in and for said State, personally appeared Richard Delgado, known to me to be a Authorized Representative of Ocwen Loan Servicing, LLC, one of the corporations that executed the within instrument and also known to me to be the person who executed it on behalf of said national banking association, and acknowledged to me that such banking corporation executed the within instrument.
 
IN WITNESS WHEREOF, I have hereunto set my hand and affixed my official seal the day and year in this certificate first above written.
 
Notary Public
 
[NOTARIAL SEAL]
  /s/ K.S. Ferruggia
  K.S. Ferruggia
  Notary Public - State of Florida
  My Commission Expires Jun 3, 2009
  Commission # DD 422809
   
 
 

 

STATE OF NEW YORK )
  ) ss.:
COUNTY OF NEW YORK  )
 
On the 31st day of August, 2007 before me, a Notary Public in and for said State, personally appeared Becky Warren, known to me to be a Vice President of U.S. Bank National Association, the national banking association that executed the within instrument and also known to me to be the person who executed it on behalf of said national banking association, and acknowledged to me that such national banking association executed the within instrument.
 
IN WITNESS WHEREOF, I have hereunto set my hand and affixed my official seal the day and year in this certificate first above written.
 
Notary Public
 
[NOTARIAL SEAL]
  /s/ Trisha L. Willett
  Trisha L. Willett
  NOTARY PUBLI - MINNESOTA
  My Commission Expires jAN. 31, 2013
 
 

 
Exhibit A
 
Standard Terms of Pooling and Servicing Agreement
 
(see attached)
 
 
 

 
 
EXHIBIT M-1
 
FORM OF INVESTMENT LETTER
[date]
 
Credit Suisse First Boston Mortgage Securities Corp.
11 Madison Avenue, 4th Floor
New York, New York 10010
Attention: Peter Sack
 
U.S. Bank National Association,
as Trustee for the
CSMC Asset-Backed Trust 2007-NC1 OSI
60 Livingston Avenue,
St. Paul, Minnesota 55107
 
 
Re:
CSMC Asset-Backed Pass-Through Certificates, Series 2007-NC1 OSI
 
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 are an “accredited 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 or arrangement that is subject to the Employee Retirement Income Security Act of 1974, as amended, or Section 4975 of the Internal Revenue Code of 1986, as amended, nor are we using the assets of any such plan or arrangement or (ii) we are providing an Opinion of Counsel which establishes to the reasonable satisfaction of the Trustee that the purchase and holding of ERISA-Restricted Certificates by, on behalf of or with “plan assets” of such plan or arrangement will not result in non-exempt prohibited transactions under Section 406 of ERISA or Section 4975 of the Code, and will not subject the Depositor, the Trustee or the Servicer to any obligation in addition to those undertaken in this 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 Series Supplement dated as of August 1, 2007 and the Standard Terms of Pooling and Servicing Agreement dated August 1, 2007 (collectively, the “Agreement”) by and among the Depositor, the Seller, the Trustee and the Servicers that are party to the Series Supplement.
 
  Very truly yours,  
     
     
  Print Name of Transferor  
       
 
By:
   
   
Authorized Officer
 
       
 
 
 
 
 
 

 
 
EXHIBIT M-2
 
FORM OF RULE 144A LETTER
[date]
 
Credit Suisse First Boston Mortgage Securities Corp.
11 Madison Avenue, 4th Floor
New York, New York 10010
Attention: Peter Sack
 
U.S. Bank National Association,
as Trustee for the
CSMC Asset-Backed Trust 2007-NC1 OSI
60 Livingston Avenue,
St. Paul, Minnesota 55107
 
 
Re:
CSMC Asset-Backed Pass-Through Certificates, Series 2007-NC1 OSI
 
Ladies and Gentlemen:
 
In connection with our acquisition of the above Certificates we certify that (a) we understand that the Certificates are not being registered under the Securities Act of 1933, as amended (the “Act”), or any state securities laws and are being transferred to us in a transaction that is exempt from the registration requirements of the Act and any such laws, (b) we have such knowledge and experience in financial and business matters that we are capable of evaluating the merits and risks of investments in the Certificates, (c) we have had the opportunity to ask questions of and receive answers from the Depositor concerning the purchase of the Certificates and all matters relating thereto or any additional information deemed necessary to our decision to purchase the Certificates, (d) either (i) we are not an employee benefit plan or arrangement that is subject to the Employee Retirement Income Security Act of 1974, as amended,  or Section 4975 of the Internal Revenue Code of 1986, as amended, nor are we using the assets of any such plan or arrangement or (ii) we are providing an Opinion of Counsel which establishes to the reasonable satisfaction of the Trustee that the purchase and holding of ERISA-Restricted Certificates by, on behalf of or with “plan assets” of such plan will not result in a non-exempt prohibited transaction under Section 406 of ERISA or Section 4975 of the Code, and will not subject the Depositor, the Trustee or the Servicer to any obligation in addition to those undertaken in this Agreement, (e) we have not, nor has anyone acting on our behalf offered, transferred, pledged, sold or otherwise disposed of the Certificates, any interest in the Certificates or any other similar security to, or solicited any offer to buy or accept a transfer, pledge or other disposition of the Certificates, any interest in the Certificates or any other similar security from, or otherwise approached or negotiated with respect to the Certificates, any interest in the Certificates or any other similar security with, any person in any manner, or made any general solicitation by means of general advertising or in any other manner, or taken any other action, that would constitute a distribution of the Certificates under the Act or that would render the disposition of the Certificates a violation of Section 5 of the Act or require registration pursuant thereto, nor will act, nor has authorized or will authorize any person to act, in such manner with respect to the Certificates, (f) we are a “qualified institutional buyer” as that term is defined in Rule 144A under the Act (“Rule 144A”) and have completed either of the forms of certification to that effect attached hereto as Annex 1 or Annex 2, (g) we are aware that the sale to us is being made in reliance on Rule 144A, and (i) 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 (A) 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 (B) pursuant to another exemption from registration under the Act.
 
 
  Very truly yours,  
     
     
  Print Name of Transferor  
       
 
By:
   
   
Authorized Officer
 
       
 
 
 
 

 
 
EXHIBIT M-3
 
FORM OF REGULATION S LETTER
 
Credit Suisse First Boston Mortgage Securities Corp.
11 Madison Avenue, 4th Floor
New York, New York 10010
Attention: Peter Sack
 
U.S. Bank National Association,
as Trustee for the
CSMC Asset-Backed Trust 2007-NC1 OSI
60 Livingston Avenue,
St. Paul, Minnesota 55107
 
 
Re:
CSMC Asset-Backed Pass-Through Certificates, Series 2007-NC1 OSI (the “Certificates”)
 
 
 
 
Ladies and Gentlemen:
 
In connection with our acquisition of the above Certificates we certify that (a) we understand that the Certificates are not being registered under the Securities Act of 1933, as amended (the “Act”), or any state securities laws and are being transferred to us in a transaction that is exempt from the registration requirements of the Act and any such laws, (b) we have such knowledge and experience in financial and business matters that we are capable of evaluating the merits and risks of investments in the Certificates, (c) we have had the opportunity to ask questions of and receive answers from the Depositor concerning the purchase of the Certificates and all matters relating thereto or any additional information deemed necessary to our decision to purchase the Certificates, (d) either (i) we are not an employee benefit plan or arrangement that is subject to the Employee Retirement Income Security Act of 1974, as amended,  or Section 4975 of the Internal Revenue Code of 1986, as amended, nor are we using the assets of any such plan or arrangement or (ii) we are providing an Opinion of Counsel which establishes to the reasonable satisfaction of the Trustee that the purchase and holding of ERISA-Restricted Certificates by, on behalf of or with “plan assets” of such plan will not result in a non-exempt prohibited transaction under Section 406 of ERISA or Section 4975 of the Code, and will not subject the Depositor, the Trustee or the Servicer to any obligation in addition to those undertaken in this Agreement, (e) we have not, nor has anyone acting on our behalf offered, transferred, pledged, sold or otherwise disposed of the Certificates, any interest in the Certificates or any other similar security to, or solicited any offer to buy or accept a transfer, pledge or other disposition of the Certificates, any interest in the Certificates or any other similar security from, or otherwise approached or negotiated with respect to the Certificates, any interest in the Certificates or any other similar security with, any person in any manner, or made any general solicitation by means of general advertising or in any other manner, or taken any other action, that would constitute a distribution of the Certificates under the Act or that would render the disposition of the Certificates a violation of Section 5 of the Act or require registration pursuant thereto, nor will act, nor has authorized or will authorize any person to act, in such manner with respect to the Certificates, (f) we are not a “U.S. person” within the meaning of Regulation S under the Act (a “Non-U.S. Person”), (g) we are aware that the sale to us is being made in reliance on Regulation S, and (h) we are acquiring the Certificates for our own account or for resale pursuant to Regulation S under the Act and further, understand that such Certificates may be resold, pledged or transferred only (A) 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, (B) to a Non-U.S. Person in accordance with Regulation S under the Act or (C) pursuant to another exemption from registration under the Act.
 
 
  Very truly yours,  
     
     
  [Print Name of Transferee]  
       
 
By:
   
   
Authorized Officer
 
       
 
 
 

 
EXHIBIT H-1
 
FORM OF SERVICER REPORT
 
The following information will be e-mailed by the Servicer to Trustee in accordance with Sections 4.04 and 4.05:
 
 
FIELD
DESCRIPTION
LOAN
loan number
STOP_ADV_FLAG
stop advance flag (Y = Yes, blank or N = No)
RATE
interest rate (entered as a %)
SF_RATE
servicing fee rate (entered as a %)
LPMI_RATE
lpmi rate (entered as a %)
BEG_SCHED
beg scheduled balance
END_SCHED
end scheduled balance
END_ACT
end actual balance
P&I
monthly p&i
GROSS_INT
gross scheduled interest
NEG_AM
negative amortization
SCHED_P
scheduled principal
CURTAIL
curtailments
PREPAY
prepayments or liquidation principal
PREPAY_DATE
prepayment or liquidation date
PREPAY_CODE
PIF=60, repurchase = 65, liquidation = 2
NEXT_DUE
borrower’s next payment due
STATUS
Bankruptcy, Foreclosure, REQ
BKCY_DATE
date the loan went into Bkcy
FCLS_DATE
date the loan went into Fcls
REQ_DATE
date the loan went into REQ
DELINQ
0,1,30,60,90,120 (1 = 1-29, 30 = 30-59, etc...)
PPIS
prepayment interest shortfall (negative is excess)
RAIS
relief act interest shortfall
CURRLTV
current loan to value ratio (entered as %)
BOOK_VALUE
latest BPO or market value or other book value as defined in governing doc
PPP_Collected
PPPs collected from borrower
PPP_Waived
PPPs waived by the servicer
PPPServicer
PPPs waived but paid by the servicer
NON_REC_ADV
nonrecoverable advances claimed (reimbursed) in the current period
REIN_STOP_GINT
reinstated stop advance gross interest
REIN_STOP_NINT
reinstated stop advance net interest
REMIT
total remit for the loan
MAT_DATE
Maturity Date
ADV_P&I_CUR
current period delinquent P&l advances made by servicer
ADV_P&I_OUT
cumulative outstanding delinquent P&l advances
ADV_SERV_MADE
current period servicer advances made by servicer (not including delinquent P&I advances)
ADV_SERV_REIM
current period servicer advances reimbursed to servicer (not including delinquent P&l advances)
ADV_SERV_DESC
description of current period servicer advances made/reimbursed by servicer (purpose, terms)
MOD_EXT_WAIVE_FLAG
Y if mod
MOD_EXT_WAIVE
description of modification, extensions or waivers to asset terms, fees or penalties
MTHROLL
Month until the next rate adjustment occurs (for ARMs only)
DNEXTRATE
Next Rate Adjustment Date
NEXT_RATE
next period’s interest rate
LIQUIDATION_FLAG
liquidation flag (Y = Yes, blank or N = No)
GROSS_PROCEEDS
gross sales proceeds
SERV_ADV
unpaid servicing advances
DEL_ADV
unpaid delinquency advances
SERV_FEES_UNPAID
unpaid servicing fees
LEGAL_FEES
unpaid legal fees
NET_PROCEEDS
net proceeds (gross_proceeds - serv_adv - del_adv - serv_fees_unpaid - legal_fees)
LOSS
loss (beg_sched - net_proceeds)
LOSS_ADD
trailing loss/ (gain)
LOSS_ADD_DATE
trailing loss/ (gain) date
 
 

 
EXHIBIT H-2
 
INFORMATION TO BE PROVIDED BY THE SERVICER RELATING TO MODIFIED MORTGAGE LOANS
 
Loan Number
Modification Date
Unpaid Principal Balance Prior to Modification
Unpaid Principal Balance Post Modification
Scheduled Payment Prior to Modification
Scheduled Payment Post Modification
Mortgage Rate Prior to Modification
Mortgage Rate Post Modification
Maturity Date Prior to Modification
Maturity Date Post Modification
 

 
 
EXHIBIT R
 
RELEVANT SERVICING CRITERIA
 
The assessment of compliance to be delivered by the Master Servicer and the Trust Administrator shall address, at a minimum, the criteria identified as below as “Applicable Servicing Criteria” with respect to such party:
 
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.
 

Regulation AB Reference
Servicing Criteria
Servicers
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
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
 
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
 
 
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
 
1122(d)(2)(ii)
Disbursements made via wire transfer on behalf of an obligor or to an investor are made only by authorized personnel.
X
X
1122(d)(2)(iii)
Advances of funds or guarantees regarding collections, cash flows or distributions, and any interest or other fees charged for such advances, are made, reviewed and approved as specified in the transaction agreements.
X
 
1122(d)(2)(iv)
The related accounts for the transaction, such as cash reserve accounts or accounts established as a form of over collateralization, are separately maintained (e.g., with respect to commingling of cash) as set forth in the transaction agreements.
X
X
1122(d)(2)(v)
Each custodial account is maintained at a federally insured depository institution as set forth in the transaction agreements. For purposes of this criterion, “federally insured depository institution” with respect to a foreign financial institution means a foreign financial institution that meets the requirements of Rule 13k-1(b)(1) of the Securities Exchange Act.
X
 
1122(d)(2)(vi)
Unissued checks are safeguarded so as to prevent unauthorized access.
X
 
1122(d)(2)(vii)
Reconciliations are prepared on a monthly basis for all asset-backed securities related bank accounts, including custodial accounts and related bank clearing accounts. These reconciliations are (A) mathematically accurate; (B) prepared within 30 calendar days after the bank statement cutoff date, or such other number of days specified in the transaction agreements; (C) reviewed and approved by someone other than the person who prepared the reconciliation; and (D) contain explanations for reconciling items. These reconciling items are resolved within 90 calendar days of their original identification, or such other number of days specified in the transaction agreements.
X
 
 
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
1122(d)(3)(ii)
Amounts due to investors are allocated and remitted in accordance with timeframes, distribution priority and other terms set forth in the transaction agreements.
X
X
1122(d)(3)(iii)
Disbursements made to an investor are posted within two business days to the Servicer’s investor records, or such other number of days specified in the transaction agreements.
X
 
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
 
 
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
 
1122(d)(4)(ii)
Pool assets  and related documents are safeguarded as required by the transaction agreements
X
 
1122(d)(4)(iii)
Any additions, removals or substitutions to the asset pool are made, reviewed and approved in accordance with any conditions or requirements in the transaction agreements.
X
X
1122(d)(4)(iv)
Payments on pool assets, including any payoffs, made in accordance with the related pool asset documents are posted to the Servicer’s obligor records maintained no more than two business days after receipt, or such other number of days specified in the transaction agreements, and allocated to principal, interest or other items (e.g., escrow) in accordance with the related pool asset documents.
X
 
1122(d)(4)(v)
The Servicer’s records regarding the pool assets agree with the Servicer’s records with respect to an obligor’s unpaid principal balance.
X
 
1122(d)(4)(vi)
Changes with respect to the terms or status of an obligor’s pool assets (e.g., loan modifications or re-agings) are made, reviewed and approved by authorized personnel in accordance with the transaction agreements and related pool asset documents.
X
 
1122(d)(4)(vii)
Loss mitigation or recovery actions (e.g., forbearance plans, modifications and deeds in lieu of foreclosure, foreclosures and repossessions, as applicable) are initiated, conducted and concluded in accordance with the timeframes or other requirements established by the transaction agreements.
X
 
1122(d)(4)(viii)
Records documenting collection efforts are maintained during the period a pool asset is delinquent in accordance with the transaction agreements. Such records are maintained on at least a monthly basis, or such other period specified in the transaction agreements, and describe the entity’s activities in monitoring delinquent pool assets including, for example, phone calls, letters and payment rescheduling plans in cases where delinquency is deemed temporary (e.g., illness or unemployment).
X
 
1122(d)(4)(ix)
Adjustments to interest rates or rates of return for pool assets with variable rates are computed based on the related pool asset documents.
X
 
1122(d)(4)(x)
Regarding any funds held in trust for an obligor (such as escrow accounts): (A) such funds are analyzed, in accordance with the obligor’s pool asset documents, on at least an annual basis, or such other period specified in the transaction agreements; (B) interest on such funds is paid, or credited, to obligors in accordance with applicable pool asset documents and state laws; and (C) such funds are returned to the obligor within 30 calendar days of full repayment of the related pool assets, or such other number of days specified in the transaction agreements.
X
 
1122(d)(4)(xi)
Payments made on behalf of an obligor (such as tax or insurance payments) are made on or before the related penalty or expiration dates, as indicated on the appropriate bills or notices for such payments, provided that such support has been received by the servicer at least 30 calendar days prior to these dates, or such other number of days specified in the transaction agreements.
X
 
1122(d)(4)(xii)
Any late payment penalties in connection with any payment to be made on behalf of an obligor are paid from the Servicer’s funds and not charged to the obligor, unless the late payment was due to the obligor’s error or omission.
X
 
1122(d)(4)(xiii)
Disbursements made on behalf of an obligor are posted within two business days to the obligor’s records maintained by the servicer, or such other number of days specified in the transaction agreements.
X
 
1122(d)(4)(xiv)
Delinquencies, charge-offs and uncollectible accounts are recognized and recorded in accordance with the transaction agreements.
X
 
1122(d)(4)(xv)
Any external enhancement or other support, identified in Item 1114(a)(1) through (3) or Item 1115 of Regulation AB, is maintained as set forth in the transaction agreements.
 
X

 
[NAME OF COMPANY]
 
Date:     _________________________
By:
Name:   _______________________________
Title:     _______________________________
 
 
 

 
EXHIBIT AA
 
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 13.01(b), (c) and (d).  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 “4.04 statement” are required to be included in the Monthly Statement under Section 4.04, provided by the Trustee based on information received from the Servicer to the extent required of the Servicer under the Pooling and Servicing Agreement; and b) items marked “Form 10-D report” are required to be in the Form 10-D report but not the 4.04 statement, provided by the party indicated.  Information under all other Items of Form 10-D is to be included in the Form 10-D report.  Items indicated as “N/A” are not applicable to the transaction.
 
For purposes of this Exhibit, “Servicer” includes any Special Servicer.

Form
Item
Description
Responsible Party
10-D
     
1
Distribution and Pool Performance Information
 
Item 1121(a) – Distribution and Pool Performance Information
 
(1) Any applicable record dates, accrual dates, determination dates for calculating distributions and actual distribution dates for the distribution period.
4.04 statement
(2) Cash flows received and the sources thereof for distributions, fees and expenses.
4.04 statement
(3) Calculated amounts and distribution of the flow of funds for the period itemized by type and priority of payment, including:
4.04 statement
(i) Fees or expenses accrued and paid, with an identification of the general purpose of such fees and the party receiving such fees or expenses.
4.04 statement
(ii) Payments accrued or paid with respect to enhancement or other support identified in Item 1114 of Regulation AB (such as insurance premiums or other enhancement maintenance fees), with an identification of the general purpose of such payments and the party receiving such payments.
N/A
(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.
4.04 statement
(iv) The amount of excess cash flow or excess spread and the disposition of excess cash flow.
4.04 statement
(4) Beginning and ending principal balances of the asset-backed securities.
4.04 statement
(5) Interest rates applicable to the pool assets and the asset-backed securities, as applicable. Consider providing interest rate information for pool assets in appropriate distributional groups or incremental ranges.
4.04 statement
(6) Beginning and ending balances of transaction accounts, such as reserve accounts, and material account activity during the period.
4.04 statement
(7) Any amounts drawn on any credit enhancement or other support identified in Item 1114 of Regulation AB, as applicable, and the amount of coverage remaining under any such enhancement, if known and applicable.
N/A
(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.
4.04 statement
Updated pool composition information fields to be as reasonably requested by Depositor in writing to the Servicer and the Trustee at least 30 days prior to the related Servicer Remittance Date 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.
4.04 statement.
Form 10-D report: Servicer/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.
4.04 statement
(11) Any material modifications, extensions or waivers to pool asset terms, fees, penalties or payments during the distribution period or that have cumulatively become material over time.
Form 10-D report: Depositor
(12) Material breaches of pool asset representations or warranties or transaction covenants.
Form 10-D report: Seller (subject to Depositor approval)
(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.
4.04 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: Seller (subject to Depositor approval)
Form 10-D report: Seller (subject to Depositor approval)
Item 1121(b) – Pre-Funding or Revolving Period Information
Updated pool information as required under Item 1121(b).
Seller (subject to Depositor approval)
2
Legal Proceedings
 
Item 1117 – Legal proceedings pending against the following entities, or their respective property, that is material to Certificateholders, including proceedings known to be contemplated by governmental authorities:
Sponsor (Seller)
Depositor
Trustee
Issuing entity
Servicer or any Subservicer to which Servicer delegates servicing function to that is servicing 20% or more of pool assets at time of report
Originator of 20% or more of pool assets as of the Cut-off Date
Custodian
 
 
Seller
Depositor
Trustee
Depositor
Servicer
Depositor
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 of which the Trustee has received written notice or has actual knowledge (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*
N/A
*This information need only be reported on the Form 10-D for the distribution period in which updated information is required pursuant to the Item.
 
7
Significant Enhancement Provider Information
 
Item 1114(b)(2) – Credit Enhancement Provider Financial Information*
Determining applicable disclosure threshold
Obtaining required financial information or effecting incorporation by reference
N/A
Item 1115(b) – Derivative Counterparty Financial Information*
Determining current maximum probable exposure
Determining current significance percentage
Obtaining required financial information or effecting incorporation by reference
 
Depositor
Depositor
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
     
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
Any of the following that is entering into a material definitive agreement: Servicer, Trustee, Seller, 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.
 
Any of the following that is requesting termination of a material definitive agreement: Servicer, Trustee, Seller, Depositor
1.03
Bankruptcy or Receivership
 
Disclosure is required regarding the bankruptcy or receivership, if known to the Depositor, with respect to any of the following:
Sponsor (Seller), Depositor, affiliated Servicer, other Servicer servicing 20% or more of pool assets at time of report, other material servicers, Trustee, significant obligor, credit enhancer (10% or more), derivatives counterparty, Custodian
Any of the following that is in bankruptcy or receivership: Servicer, Trustee, Seller, Depositor, Custodian
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 4.04 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 (or Depositor, if the Trustee is not a party to such agreement or required to provide prior written consent to such amendment)
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]
N/A
6.01
ABS Informational and Computational Material
Depositor
[Not included in reports to be filed under Section 8.12]
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.
Servicer (as to replacement of Servicer) or Trustee (as to replacement of Trustee)
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.
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
     
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
N/A
Item 1115(b) – Derivative Counterparty Financial Information
Determining current maximum probable exposure
Determining current significance percentage
Obtaining required financial information or effecting incorporation by reference
 
Depositor
Depositor
Depositor
Item 1117 – Legal proceedings pending against the following entities, or their respective property, that is material to Certificateholders, including proceedings known to be contemplated by governmental authorities:
Sponsor (Seller)
Depositor
Trustee
Issuing entity
Servicer or any other Subservicer to which Servicer delegates servicing function to that is servicing 20% or more of pool assets at time of report
Originator of 20% or more of pool assets as of the Cut-off Date
Custodian
 
 
Seller
Depositor
Trustee
Depositor
Servicer
Depositor
Custodian
Item 1119 – Affiliations and relationships between the following entities, or their respective affiliates, that are material to Certificateholders:
Sponsor (Seller)
Depositor
Trustee
Servicer or any other Subservicer to which Servicer delegates servicing function to that is servicing 20% or more of pool assets at time of report
Originator
Custodian
Counterparty
 
 
Seller
Depositor
Trustee
Servicer
Depositor
Custodian
Depositor
Item 1122 – Assessment of Compliance with Servicing Criteria
Trustee, Servicer, Custodian
Item 1123 – Servicer Compliance Statement
Servicer
 
 
 

 
EXHIBIT BB
 
FORM OF DEPOSITOR CERTIFICATION
 
Re:  Credit Suisse First Boston Mortgage Securities Corp.
CSMC Asset-Backed Trust 2007-NC1 OSI
CSMC Asset-Backed Pass-Through Certificates, Series 2007-NC1 OSI

I, [Name of Signer], certify that:
 
1.  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 CSMC Asset-Backed Trust 2007-NC1 OSI CSMC Asset-Backed Pass-Through Certificates, Series 2007-NC1 OSI (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 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 agreements in all material respects; and
 
5.  All of the reports on assessment of compliance with servicing criteria for asset-backed securities and their related attestation reports on assessment of compliance with servicing criteria for asset-backed securities required to be included in this report in accordance with Item 1122 of Regulation AB and Exchange Act Rules 13a-18 and 15d-18 have been included as an exhibit to this report, except as otherwise disclosed in this report. Any material instances of noncompliance described in such reports have been disclosed in this report on Form 10-K.
 
In giving the certifications above, I have reasonably relied on information provided to me by the following unaffiliated parties: [INSERT NAME OF SERVICER, CUSTODIAN OR TRUSTEE]
 
Dated:    _________________________
 
By: /s/     _________________________
Title:        _________________________
CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP.
 
 

 
EXHIBIT CC
 
FORM OF TRUSTEE CERTIFICATION FOR MONTHLY STATEMENTS
 
Re:  Credit Suisse First Boston Mortgage Securities Corp.
CSMC Asset-Backed Trust 2007-NC1 OSI
CSMC Asset-Backed Pass-Through Certificates, Series 2007-NC1 OSI
 
U.S. Bank National Association (the “Trustee”) hereby certifies to Credit Suisse First Boston Mortgage Securities Corp. (the “Depositor”), and each Person, if any, who “controls” the Depositor within the meaning of the Securities Act of 1933, as amended, and its officers, directors and affiliates, and with the knowledge and intent that they will rely upon this certification, that:
 
1.           The Trustee has reviewed the annual report on Form 10-K for the fiscal year [___], all reports on Form 10-D containing Monthly Statements filed in respect of periods included in the year covered by that annual report, of the Depositor relating to the above-referenced trust and all Current Reports on Form 8-K;
 
2.           Subject to paragraph 4 hereof, based on the Trustee’s knowledge, and assuming the accuracy and completeness of the information supplied to the Trustee by the Servicer, the Distribution Information in the Monthly Statements contained in such reports on Form 10-D, taken as a whole, does not contain any untrue statement of a material fact or omit to state a material fact required by the Pooling and Servicing Agreement to be included therein and necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading as of the last day of the period covered by that annual report;
 
3.           Based on the Trustee’s knowledge, the Distribution Information required to be provided by the Trustee under the Pooling and Servicing Agreement is included in these reports; and
 
4.           In compiling the Distribution Information and making the foregoing certifications, the Trustee has relied upon information furnished to it by the Servicer under the Pooling and Servicing Agreement.  The Trustee shall have no responsibility or liability for any inaccuracy in such reports on Form 10-D to the extent such inaccuracy results from information received from the Servicer.
 
For purposes of this Certificate, the following terms shall have the meanings ascribed below:
 
Distribution Information” shall mean that information (x) calculated and reported by the Trustee and (y) reported by the Trustee, in either case, pursuant to Section 4.04 of the Pooling and Servicing Agreement.
 
Monthly Statements” shall mean the monthly statements prepared by the Trustee pursuant to Section 4.04 of the Pooling and Servicing Agreement.
 
Any additional capitalized terms used but not defined herein have the meanings ascribed to them in the Series Supplement to the Standard Terms of Pooling and Servicing Agreement dated as of August 1, 2007 (the “Pooling and Servicing Agreement”), among Credit Suisse First Boston Mortgage Securities Corp., as depositor (the “Depositor”), DLJ Mortgage Capital, Inc., as seller (the “Seller”), Select Portfolio Servicing, Inc., as servicer (“SPS”), Ocwen Loan Servicing, LLC, as servicer (“Ocwen”) and U.S. Bank National Association as trustee (the “Trustee”).
 
  [____________________],
  as Trustee
   
  By: __________________
   
  [Name]
  [Title]
  [Date]
 
 

 
 
EXHIBIT DD
 
FORM OF SERVICER CERTIFICATION
 
Re:  Credit Suisse First Boston Mortgage Securities Corp.
CSMC Asset-Backed Trust 2007-NC1 OSI
CSMC Asset-Backed Pass-Through Certificates, Series 2007-NC1 OSI
 

I, [name of certifying individual], a duly elected and acting officer of [__________________________] (the “Servicer”), certify pursuant to Section 13.01(f) of the Pooling and Servicing Agreement to the Depositor, the Trustee and each Person, if any, who “controls” the Depositor or the Trustee within the meaning of the Securities Act of 1933, as amended, and their respective officers and directors, with respect to the calendar year immediately preceding the date of this Certificate (the “Relevant Year”), as follows:
 
1.           I have reviewed the servicer compliance statement of the Servicer and [SUBSERVICER] (the “Subservicer”) provided in accordance with Item 1123 of Regulation AB (the “Compliance Statement”), the report on assessment of the Servicer’s and Subservicer’s compliance with the Servicing Criteria provided in accordance with Rules 13a-18 and 15d-18 under the Exchange Act and Item 1122 of Regulation AB (the “Servicing Assessment”), the registered public accounting firm’s attestation report provided in accordance with Rules 13a-18 and 15d-18 under the Exchange Act and Section 1122(b) of Regulation AB (the “Attestation Report”), and all servicing reports, officer’s certificates and other information relating to the servicing of the related Mortgage Loans by the Servicer during the Relevant Year (collectively, the “Relevant Information”).
 
2.           Based on my knowledge, the Relevant Information, taken as a whole, does not contain any untrue statement of a material fact or omit to state a material fact required to be stated therein which is necessary to make the statements made therein, in light of the circumstances under which such statements were made, not misleading as of the last day of the Relevant Year.
 
3.           The Relevant Information has been provided to those Persons entitled to receive it.
 
4.           I am responsible for reviewing the activities performed by the Servicer as the servicer under the Pooling and Servicing Agreement, and based on my knowledge and the compliance review conducted in preparing the Compliance Statement and except as disclosed in the Compliance Statement, the Servicing Assessment or the Attestation Report, the Servicer has fulfilled its obligations under the Pooling and Servicing Agreement.
 
5.           Any material instances of noncompliance described in the Compliance Statement, the Servicing Assessment or the Attestation Report have been disclosed to the Depositor and the Trustee.  Any material instances of noncompliance with the Servicing Criteria have been disclosed in such reports.
 
Capitalized terms used but not defined herein have the meanings ascribed to them in the Series Supplement to the Standard Terms of Pooling and Servicing Agreement dated as of August 1, 2007 (the “Pooling and Servicing Agreement”), among Credit Suisse First Boston Mortgage Securities Corp., as depositor (the “Depositor”), DLJ Mortgage Capital, Inc., as seller (the “Seller”), Select Portfolio Servicing, Inc., as servicer (“SPS”), Ocwen Loan Servicing, LLC, as servicer (“Ocwen”) and U.S. Bank National Association as trustee (the “Trustee”).
 
 
  [____________________],
  as Servicer
   
  By: __________________
   
  [Name]
  [Title]
  [Date]
 
 

 
 
EXHIBIT EE
 
FORM OF ASSESSMENT OF COMPLIANCE
 

 
Re: Credit Suisse First Boston Mortgage Securities Corp.
CSMC Asset-Backed Trust 2007-NC1 OSI
CSMC Asset-Backed Pass-Through Certificates, Series 2007-NC1 OSI
 
I, [name of certifying individual], a duly elected and acting officer of [_____________________] (the “Assessing Party”), certify pursuant to Section 13.03 of the Series Supplement to the Standard Terms of Pooling and Servicing Agreement dated as of August 1, 2007 (the “Pooling and Servicing Agreement”), among Credit Suisse First Boston Mortgage Securities Corp., as depositor (the “Depositor”), DLJ Mortgage Capital, Inc., as seller (in such capacity, the “Seller”), Select Portfolio Servicing, Inc., as servicer (“SPS”), Ocwen Loan Servicing, LLC, as servicer (“Ocwen”) and U.S. Bank National Association as trustee (the “Trustee”), to the Depositor, [the Trustee] and each Person, if any, who “controls” the Depositor [or the Trustee] within the meaning of the Securities Act of 1933, as amended, and their respective officers and directors, with respect to the calendar year immediately preceding the date of this Certificate (the “Relevant Year”), as follows:
 
1.           I am responsible for assessing compliance with the Servicing Criteria applicable to the Assessing Party during the Relevant Year. For purposes of this assessment, I have used the Servicing Criteria as set forth in Item 1122 of Regulation AB and as set forth on Exhibit Y of the Pooling and Servicing Agreement.
 
2.           Based on my knowledge, the Assessing Party was in compliance with the Servicing Criteria applicable to the Assessing Party during the Relevant Year other than [state any material instance of noncompliance with respect thereto during such period]. This assessment is based on the activities the Assessing Party performs with respect to asset-backed securities transactions taken as a whole involving the Assessing Party, that are backed by the same asset type as the related Mortgage Loans serviced by it.
 
3.           Based on the activities the Assessing Party performs with respect to asset-backed securities transactions taken as a whole involving the Assessing Party, that are backed by the same asset type as the related Mortgage Loans serviced by it, the following Servicing Criteria are not applicable to the Assessing Party:  [_______________].
 
4.           A registered public accounting firm has issued an attestation report on the Assessing Party’s assessment of compliance for the period consisting of Relevant Year.
 
Capitalized terms used but not defined herein have the meanings ascribed to them in the Pooling and Servicing Agreement.
 
 
 
  [____________________],
  as Assessing Party
   
  By: __________________
   
  [Name]
  [Title]
  [Date]
 
 

 
 
Schedule I
 
Mortgage Loan Schedule
 
LOAN_ID            STATE       ZIPCODE   OCCUPANCY      PROPERTY_TYPE       ORIG_TERM      REMAINING_TERM     LTV      COMBINED LTV     CURR_RATE      FIRST_PAY_DATE     MATURITY DATE
-------            -----       -------   ---------      -------------       ---------      --------------     ---      ------------     ---------      --------------     -------------
412446135           TX          75686    P              SFR                       360                 351    77.32            77.32           9.6          12/1/2006         11/1/2036
412451223           FL          33024    I              SFR                       360                 350       55               55         8.675          11/1/2006         10/1/2036
412446196           SC          29588    P              SFR                       360                 350    61.54            61.54          9.55          11/1/2006         10/1/2036
412446256           SC          29687    P              PUD                       360                 350       95               95          8.05          11/1/2006         10/1/2036
412446262           NV          89121    P              SFR                       360                 350    85.09            85.09          8.15          11/1/2006         10/1/2036
412451343           FL          33023    P              SFR                       360                 351       85               85           8.6          12/1/2006         11/1/2036
412446314           GA          30008    P              SFR                       360                 351    79.67            79.67          9.55          12/1/2006         11/1/2036
412446332           MD          20737    P              SFR                       360                 351       60               60         9.575          12/1/2006         11/1/2036
412446454           FL          32907    P              SFR                       360                 352    63.64            63.64          9.45           1/1/2007         12/1/2036
412446524           GA          31216    P              SFR                       360                 352       95               95          9.75           1/1/2007         12/1/2036
412446556           MO          63125    P              SFR                       360                 352    90.96            90.96         8.775           1/1/2007         12/1/2036
412448441           FL          32174    P              SFR                       360                 355       85               85         9.925           4/1/2007          3/1/2037
412445622           OR          97222    P              SFR                       360                 351       80              100         7.525          12/1/2006         11/1/2036
412446355           PA          19149    P              SFR                       360                 355       90               90          8.45           4/1/2007          3/1/2037
412446393           NY          12553    P              SFR                       360                 354       80              100         9.075           3/1/2007          2/1/2037
412446427           FL          33160    S              CO                        360                 353      100              100         11.05           2/1/2007          1/1/2037
412446428           FL          33160    S              CO                        360                 353       80              100           6.9           2/1/2007          1/1/2037
412446445           TX          78250    P              SFR                       360                 355       80               80          10.6           4/1/2007          3/1/2037
412446481           NY          11422    P              SFR                       360                 351       85               85          6.95          12/1/2006         11/1/2036
412446621           GA          30274    P              SFR                       360                 352       95               95         10.05           1/1/2007         12/1/2036
412446697           NV          89178    P              PUD                       360                 353       80              100          7.95           2/1/2007          1/1/2037
412451703           FL          33055    P              SFR                       360                 352       80              100         8.575           1/1/2007         12/1/2036
412446781           CA          91405    P              SFR                       360                 353       80               80          9.52           2/1/2007          1/1/2037
412451799           TX          75137    I              SFR                       360                 354       95               95         9.875           3/1/2007          2/1/2037
412451833           MI          48111    I              SFR                       360                 354       90               90        10.225           3/1/2007          2/1/2037
412446889           PA          17356    P              SFR                       360                 354       85               85           8.9           3/1/2007          2/1/2037
412446905           GA          30683    P              SFR                       360                 354       80              100         7.725           3/1/2007          2/1/2037
412446907           GA          30683    P              SFR                       360                 354      100              100         12.05           3/1/2007          2/1/2037
412446911           NJ          08203    S              SFR                       360                 353       80              100         7.175           2/1/2007          1/1/2037
412446929           PA          18346    P              PUD                       360                 354       80              100           8.4           3/1/2007          2/1/2037
412446930           PA          18346    P              PUD                       360                 354      100              100          12.1           3/1/2007          2/1/2037
412446953           CO          80816    P              SFR                       360                 355       80              100         7.625           4/1/2007          3/1/2037
412451990           CA          95822    P              SFR                       360                 353       95               95           8.6           2/1/2007          1/1/2037
412451995           CO          81427    P              SFR                       180                 174     71.6              100          6.99           3/1/2007          2/1/2022
412447046           FL          34952    I              SFR                       360                 353    83.68            83.68           6.6           2/1/2007          1/1/2037
412452007           NV          89183    P              PUD                       360                 353       80              100          7.25           2/1/2007          1/1/2037
412452008           NV          89183    P              PUD                       360                 353      100              100        11.425           2/1/2007          1/1/2037
412447050           MI          48023    P              SFR                       360                 354       90               90           8.5           3/1/2007          2/1/2037
412447051           MA          02777    P              SFR                       360                 353    88.54            88.54          7.45           2/1/2007          1/1/2037
412447066           CA          90806    P              SFR                       360                 355       95               95          7.15           4/1/2007          3/1/2037
412447076           NJ          08094    P              SFR                       360                 353       90               90          7.55           2/1/2007          1/1/2037
412447083           OH          45069    P              CO                        360                 355       95               95         9.538           4/1/2007          3/1/2037
412447114           NV          89521    P              PUD                       360                 353    77.09            77.09          6.55           2/1/2007          1/1/2037
412447117           CA          93728    P              SFR                       360                 353     83.2             83.2          9.65           2/1/2007          1/1/2037
412447122           NJ          07753    P              SFR                       360                 354       85               85           9.5           3/1/2007          2/1/2037
412447132           NV          89179    S              PUD                       360                 354       80              100         7.575           3/1/2007          2/1/2037
412447148           DC          20032    I              SFR                       360                 354       95               95           9.8           3/1/2007          2/1/2037
412447149           CA          90807    P              SFR                       360                 354       80              100         6.525           3/1/2007          2/1/2037
412447152           CA          95949    P              CO                        360                 354       80              100         7.375           3/1/2007          2/1/2037
412447156           TX          76131    P              PUD                       360                 353      100              100           9.8           2/1/2007          1/1/2037
412447157           TX          76131    P              PUD                       360                 353       80              100         8.325           2/1/2007          1/1/2037
412447160           CA          92701    P              CO                        360                 355    49.73            49.73          7.75           4/1/2007          3/1/2037
412447177           PA          17339    P              SFR                       360                 355    68.77            94.78           7.4           4/1/2007          3/1/2037
412447187           MA          01746    I              SFR                       360                 354    79.38            79.38          10.4           3/1/2007          2/1/2037
412447214           TX          75217    P              SFR                       360                 354       80              100         8.925           3/1/2007          2/1/2037
412447215           CA          94803    P              SFR                       360                 353       80              100         7.275           2/1/2007          1/1/2037
412447251           IN          47432    P              SFR                       360                 354    78.87            78.87         8.588           3/1/2007          2/1/2037
412447261           SC          29541    P              PUD                       360                 353       80              100          7.65           2/1/2007          1/1/2037
412452152           FL          33404    S              SFR                       360                 355       80              100         9.475           4/1/2007          3/1/2037
412447273           CA          92705    P              CO                        360                 354       80              100         7.625           3/1/2007          2/1/2037
412447292           TX          77095    P              PUD                       360                 353       90               90         9.825           2/1/2007          1/1/2037
412447298           SC          29316    S              SFR                       360                 354       80              100         7.275           3/1/2007          2/1/2037
412447299           SC          29316    S              SFR                       360                 354      100              100          10.7           3/1/2007          2/1/2037
412447302           FL          33463    P              CO                        360                 354       95               95           9.4           3/1/2007          2/1/2037
412447320           FL          33068    P              SFR                       360                 354    78.26            78.26          8.15           3/1/2007          2/1/2037
412447363           FL          34210    P              CO                        360                 354       95               95           9.1           3/1/2007          2/1/2037
412447364           NJ          07036    P              SFR                       360                 355      100              100          11.9           4/1/2007          3/1/2037
412447365           NJ          07036    P              SFR                       360                 355       80              100         8.613           4/1/2007          3/1/2037
412447375           CA          93551    P              SFR                       360                 355      100              100          10.6           4/1/2007          3/1/2037
412447376           CA          93551    P              SFR                       360                 355       80              100          6.99           4/1/2007          3/1/2037
412447382           MI          49448    P              SFR                       360                 354       80              100           6.8           3/1/2007          2/1/2037
412447383           MI          49448    P              SFR                       360                 354      100              100         12.35           3/1/2007          2/1/2037
412447408           MI          48879    P              SFR                       360                 355       80               80          9.35           4/1/2007          3/1/2037
412447412           GA          30044    S              SFR                       360                 355       95               95           8.6           4/1/2007          3/1/2037
412447419           NJ          07302    P              CO                        360                 354    91.63            91.63         8.865           3/1/2007          2/1/2037
412447422           NM          87401    P              SFR                       360                 354       90               90             9           3/1/2007          2/1/2037
412447429           FL          34212    P              PUD                       360                 353       80            99.99         7.725           2/1/2007          1/1/2037
412447437           FL          32837    S              CO                        360                 354       80              100         8.725           3/1/2007          2/1/2037
412447441           GA          30331    S              CO                        360                 355       80            99.99         7.575           4/1/2007          3/1/2037
412447442           GA          30331    S              CO                        360                 355    99.99            99.99          10.2           4/1/2007          3/1/2037
412452231           OH          43076    P              SFR                       360                 355       80              100          8.85           4/1/2007          3/1/2037
412447462           CA          92592    P              PUD                       360                 354       95               95         8.125           3/1/2007          2/1/2037
412452234           TX          75060    I              2F                        360                 354       95               95          7.49           3/1/2007          2/1/2037
412452235           TX          75060    I              2F                        360                 354       95               95          7.99           3/1/2007          2/1/2037
412447476           TX          78251    P              SFR                       360                 354       80              100         7.675           3/1/2007          2/1/2037
412447495           FL          33852    P              SFR                       360                 355       85               85         11.35           4/1/2007          3/1/2037
412447500           OH          44107    I              SFR                       360                 354       95               95           9.9           3/1/2007          2/1/2037
412447510           NJ          07108    P              SFR                       360                 355       80              100         7.925           4/1/2007          3/1/2037
412447522           PA          18337    P              PUD                       360                 354    83.87            83.87           7.5           3/1/2007          2/1/2037
412447526           IL          60637    P              SFR                       360                 355       80              100         7.725           4/1/2007          3/1/2037
412452252           WI          53206    I              2F                        360                 354       90              100          9.65           3/1/2007          2/1/2037
412447528           CA          91762    P              SFR                       360                 354       85               85           9.3           3/1/2007          2/1/2037
412447536           IN          46342    P              SFR                       360                 354    75.73            75.73         10.45           3/1/2007          2/1/2037
412447541           CA          91752    P              SFR                       360                 354    79.99              100         6.475           3/1/2007          2/1/2037
412447543           CA          91752    P              SFR                       360                 354      100              100         11.65           3/1/2007          2/1/2037
412447552           AZ          85335    P              SFR                       360                 355       80              100         9.425           4/1/2007          3/1/2037
412447553           AZ          85335    P              SFR                       360                 355      100              100          13.1           4/1/2007          3/1/2037
412447554           FL          32822    S              CO                        360                 355       80              100         8.625           4/1/2007          3/1/2037
412447557           TN          37029    P              SFR                       360                 354       85               85          10.8           3/1/2007          2/1/2037
412447559           PA          17036    P              SFR                       360                 354    54.38            73.11           9.9           3/1/2007          2/1/2037
412447560           FL          33467    S              PUD                       360                 354       95               95        10.175           3/1/2007          2/1/2037
412447565           IL          60478    P              CO                        360                 355    83.61            83.61         9.475           4/1/2007          3/1/2037
412447566           MD          21207    P              SFR                       360                 354      100              100          7.99           3/1/2007          2/1/2037
412447571           HI          96778    P              SFR                       360                 355       90               90         6.975           4/1/2007          3/1/2037
412447573           DE          19702    P              SFR                       360                 355    83.33            83.33          6.25           4/1/2007          3/1/2037
412447575           MA          02301    P              SFR                       360                 355      100              100         10.65           4/1/2007          3/1/2037
412447576           MA          02301    P              SFR                       360                 355    78.82              100         5.825           4/1/2007          3/1/2037
412452259           KY          40475    I              SFR                       360                 354       90               90        10.875           3/1/2007          2/1/2037
412447579           FL          33067    S              CO                        360                 355       80              100         8.825           4/1/2007          3/1/2037
412452260           CA          92591    P              PUD                       360                 355       80            99.99         6.075           4/1/2007          3/1/2037
412452262           CA          92591    P              PUD                       360                 355    99.99            99.99          10.2           4/1/2007          3/1/2037
412447582           DC          20011    P              SFR                       360                 355    72.99            72.99           7.5           4/1/2007          3/1/2037
412447588           NJ          08330    S              PUD                       360                 355       90               90         9.525           4/1/2007          3/1/2037
412447589           CA          93257    P              SFR                       360                 355       85               85           8.5           4/1/2007          3/1/2037
412447591           AZ          85268    S              PUD                       360                 354       80               80           9.8           3/1/2007          2/1/2037
412447598           MD          21230    P              SFR                       360                 354    58.25            58.25          10.4           3/1/2007          2/1/2037
412447604           CA          92882    P              SFR                       360                 354       80               80          7.05           3/1/2007          2/1/2037
412447606           NC          28043    P              SFR                       360                 355      100              100         12.05           4/1/2007          3/1/2037
412447607           NC          28043    P              SFR                       360                 355       80              100          7.25           4/1/2007          3/1/2037
412447609           NY          11205    I              3F                        360                 354    64.08            96.95         8.975           3/1/2007          2/1/2037
412447610           FL          33128    P              CO                        360                 355    79.94            79.94          7.99           4/1/2007          3/1/2037
412447614           VA          22304    P              SFR                       360                 355       90               90         8.775           4/1/2007          3/1/2037
412447628           NY          10033    P              CO                        360                 355       80              100         7.875           4/1/2007          3/1/2037
412447632           WA          98133    P              SFR                       360                 355       80              100          7.25           4/1/2007          3/1/2037
412447633           WA          98133    P              SFR                       360                 355      100              100          11.6           4/1/2007          3/1/2037
412447635           IL          60633    I              SFR                       360                 355    67.92            67.92          9.45           4/1/2007          3/1/2037
412447638           FL          33314    P              CO                        360                 354       90               90          7.95           3/1/2007          2/1/2037
412447641           FL          32808    P              SFR                       360                 355       75               75          7.75           4/1/2007          3/1/2037
412447642           CA          92391    P              SFR                       360                 355       90               90         8.525           4/1/2007          3/1/2037
412452278           FL          32218    P              SFR                       360                 355       80              100          8.55           4/1/2007          3/1/2037
412447645           NJ          08003    P              SFR                       360                 354       95               95         9.913           3/1/2007          2/1/2037
412447650           FL          34473    I              SFR                       360                 355       95               95          9.05           4/1/2007          3/1/2037
412447653           NC          27405    I              SFR                       360                 354       90               90         9.525           3/1/2007          2/1/2037
412447654           TX          77450    P              PUD                       360                 354    83.98            83.98         9.775           3/1/2007          2/1/2037
412447656           TX          76248    S              SFR                       360                 355      100              100           9.8           4/1/2007          3/1/2037
412447657           KS          66047    P              SFR                       360                 355       80              100         7.713           4/1/2007          3/1/2037
412447664           FL          33010    I              2F                        360                 354       95               95          8.95           3/1/2007          2/1/2037
412447666           WI          54820    P              SFR                       360                 355      100              100         10.75           4/1/2007          3/1/2037
412447667           WI          54820    P              SFR                       360                 355       80              100         7.775           4/1/2007          3/1/2037
412447670           MD          21850    P              SFR                       360                 355       75               75          9.35           4/1/2007          3/1/2037
412447674           AZ          85239    S              PUD                       360                 354       80              100         7.775           3/1/2007          2/1/2037
412452289           KY          40475    I              SFR                       360                 354       90               90        10.875           3/1/2007          2/1/2037
412447679           CA          92392    P              SFR                       360                 354      100              100         10.45           3/1/2007          2/1/2037
412447680           CA          92392    P              SFR                       360                 354       80              100         6.825           3/1/2007          2/1/2037
412447682           IL          60103    P              PUD                       360                 354       90               90          9.55           3/1/2007          2/1/2037
412447687           NJ          07501    P              SFR                       360                 355       90               90         9.975           4/1/2007          3/1/2037
412447698           CA          91345    P              CO                        360                 354       80              100         7.925           3/1/2007          2/1/2037
412447700           CA          91345    P              CO                        360                 354      100              100            11           3/1/2007          2/1/2037
412447706           FL          32703    S              PUD                       360                 355       95               95          6.25           4/1/2007          3/1/2037
412447707           NJ          08232    P              CO                        360                 355       90               90           8.7           4/1/2007          3/1/2037
412447712           CA          90640    P              CO                        360                 354       95               95          8.25           3/1/2007          2/1/2037
412452298           CA          91913    P              CO                        360                 355       80              100         6.475           4/1/2007          3/1/2037
412447718           VA          23324    P              SFR                       360                 354      100              100          10.1           3/1/2007          2/1/2037
412447719           VA          23324    P              SFR                       360                 354       80              100         7.325           3/1/2007          2/1/2037
412452300           TN          37013    S              PUD                       360                 354       80              100         8.475           3/1/2007          2/1/2037
412447720           NY          11226    P              SFR                       360                 355       85              100           5.5           4/1/2007          3/1/2037
412447721           AL          35210    P              SFR                       360                 355    71.96            71.96          8.05           4/1/2007          3/1/2037
412447727           FL          33543    P              PUD                       360                 355       85               85           7.5           4/1/2007          3/1/2037
412447728           UT          84120    I              SFR                       360                 354       85               85         8.525           3/1/2007          2/1/2037
412447732           NM          87020    P              SFR                       360                 355     87.1             87.1          9.75           4/1/2007          3/1/2037
412447734           FL          33771    S              CO                        360                 355       80              100         8.775           4/1/2007          3/1/2037
412447735           MN          55398    P              SFR                       360                 355       80              100         8.275           4/1/2007          3/1/2037
412447736           MD          21054    P              SFR                       360                 355    88.29            88.29          6.99           4/1/2007          3/1/2037
412447737           AZ          85365    I              PUD                       360                 355       90               90          8.35           4/1/2007          3/1/2037
412447753           NY          11967    I              SFR                       360                 354       95               95           9.6           3/1/2007          2/1/2037
412447757           CA          90606    P              SFR                       360                 354       80               80           7.7           3/1/2007          2/1/2037
412447760           CA          90221    P              SFR                       360                 354       80               80         9.175           3/1/2007          2/1/2037
412447766           GA          31024    P              SFR                       360                 355       90               90         9.325           4/1/2007          3/1/2037
412452312           MA          01760    P              SFR                       360                 355       90               90          8.25           4/1/2007          3/1/2037
412447767           FL          32804    P              SFR                       360                 355       95               95         8.725           4/1/2007          3/1/2037
412447773           MA          02359    P              SFR                       360                 355      100              100         11.15           4/1/2007          3/1/2037
412447774           MA          02359    P              SFR                       360                 355       80              100         8.975           4/1/2007          3/1/2037
412452314           CA          92057    P              PUD                       360                 354       80              100           5.6           3/1/2007          2/1/2037
412447780           CO          80108    P              CO                        360                 354       95               95          8.95           3/1/2007          2/1/2037
412447781           CA          90220    P              PUD                       360                 354    94.79            94.79           8.2           3/1/2007          2/1/2037
412447784           TX          79707    P              SFR                       360                 355       85               85         9.625           4/1/2007          3/1/2037
412452324           GA          30296    S              PUD                       360                 355       80              100         7.275           4/1/2007          3/1/2037
412447802           VA          23837    P              SFR                       360                 355       75               75          9.75           4/1/2007          3/1/2037
412447803           FL          32934    P              PUD                       360                 355    56.41            56.41          7.65           4/1/2007          3/1/2037
412447804           MA          01420    P              SFR                       360                 355    88.65            88.65          10.4           4/1/2007          3/1/2037
412447805           MA          01420    P              SFR                       360                 355    74.65            88.65          7.95           4/1/2007          3/1/2037
412447808           TX          75835    P              SFR                       360                 354       80              100           8.4           3/1/2007          2/1/2037
412447809           NJ          08046    I              PUD                       360                 354       90               90          8.65           3/1/2007          2/1/2037
412447811           AZ          85029    P              SFR                       360                 355       65               65           7.4           4/1/2007          3/1/2037
412447815           MI          48235    P              SFR                       360                 355    75.52            75.52        10.538           4/1/2007          3/1/2037
412447827           TX          77015    P              PUD                       360                 355    76.59            76.59           7.6           4/1/2007          3/1/2037
412447828           WA          98930    P              SFR                       360                 355       85               85           9.5           4/1/2007          3/1/2037
412447829           CA          91913    P              SFR                       360                 355      100              100          11.7           4/1/2007          3/1/2037
412447830           CA          91913    P              SFR                       360                 355       80              100          8.45           4/1/2007          3/1/2037
412447831           MA          02351    P              SFR                       360                 354      100              100         10.35           3/1/2007          2/1/2037
412447832           MA          02351    P              SFR                       360                 354       80              100         7.875           3/1/2007          2/1/2037
412447833           MA          02155    P              SFR                       360                 355      100              100         11.15           4/1/2007          3/1/2037
412447834           MA          02155    P              SFR                       360                 355       80              100         7.975           4/1/2007          3/1/2037
412447843           PA          18104    P              SFR                       360                 354    53.13            53.13         8.975           3/1/2007          2/1/2037
412447844           CA          90222    I              SFR                       360                 354       95               95          9.05           3/1/2007          2/1/2037
412447847           SC          29910    P              PUD                       360                 355       95               95          8.25           4/1/2007          3/1/2037
412447848           NJ          08080    P              SFR                       360                 355       90               90             9           4/1/2007          3/1/2037
412447850           FL          33157    P              SFR                       360                 355    39.34            39.34         7.175           4/1/2007          3/1/2037
412447854           NY          10302    P              SFR                       360                 354       80              100          6.99           3/1/2007          2/1/2037
412447856           FL          32034    I              CO                        360                 355    74.12            74.12          8.99           4/1/2007          3/1/2037
412447859           CA          95404    P              SFR                       360                 354       80              100         8.263           3/1/2007          2/1/2037
412447861           CA          95404    P              SFR                       360                 354      100              100          11.4           3/1/2007          2/1/2037
412447872           CA          90018    P              SFR                       360                 355       75               75           9.1           4/1/2007          3/1/2037
412447881           MO          64082    P              PUD                       360                 355       90               90         9.075           4/1/2007          3/1/2037
412447885           MA          01851    P              SFR                       360                 355       95               95          8.15           4/1/2007          3/1/2037
412447886           CA          91331    P              SFR                       360                 354      100              100          11.8           3/1/2007          2/1/2037
412447887           CA          91331    P              SFR                       360                 354       80              100         6.575           3/1/2007          2/1/2037
412447891           FL          33056    P              SFR                       360                 355       80               80           8.3           4/1/2007          3/1/2037
412447892           MA          01810    P              SFR                       360                 355       85               85           7.9           4/1/2007          3/1/2037
412447893           OR          97702    I              SFR                       360                 355       80               80          7.45           4/1/2007          3/1/2037
412447896           MA          02556    P              SFR                       360                 355     67.5             67.5             7           4/1/2007          3/1/2037
412447900           AZ          85041    P              SFR                       360                 355       70               70          10.1           4/1/2007          3/1/2037
412452352           OR          97007    P              PUD                       360                 354       80              100         7.725           3/1/2007          2/1/2037
412452354           AZ          85648    I              SFR                       360                 355       80               80           8.9           4/1/2007          3/1/2037
412447901           MI          48221    I              SFR                       360                 355       90               90          9.99           4/1/2007          3/1/2037
412447903           NY          11210    P              SFR                       360                 355       80               95         8.225           4/1/2007          3/1/2037
412447904           NY          11210    P              SFR                       360                 355       95               95         11.85           4/1/2007          3/1/2037
412447905           TX          79936    P              SFR                       360                 355    79.44            79.44           8.8           4/1/2007          3/1/2037
412447906           IL          60543    P              PUD                       360                 355       80              100         8.275           4/1/2007          3/1/2037
412452358           MA          01821    I              SFR                       360                 354       95               95          9.65           3/1/2007          2/1/2037
412447908           CA          92071    P              SFR                       360                 355    64.41            64.41         8.375           4/1/2007          3/1/2037
412452361           FL          33064    P              CO                        360                 355       80              100          8.95           4/1/2007          3/1/2037
412452362           FL          33064    P              CO                        360                 355      100              100          11.4           4/1/2007          3/1/2037
412447913           AZ          85653    I              PUD                       360                 354       90               90           9.8           3/1/2007          2/1/2037
412447917           PA          15052    I              2F                        360                 355       95               95         11.25           4/1/2007          3/1/2037
412447918           MD          21144    I              CO                        360                 355       95               95          10.5           4/1/2007          3/1/2037
412447919           TX          78723    P              SFR                       360                 355    79.33            79.33          10.9           4/1/2007          3/1/2037
412447922           WI          53010    P              SFR                       360                 354    62.09            62.09          8.15           3/1/2007          2/1/2037
412447923           FL          32207    P              SFR                       360                 354       85               85          8.99           3/1/2007          2/1/2037
412447928           MA          01778    P              SFR                       360                 355    69.01            69.01          6.45           4/1/2007          3/1/2037
412447929           NJ          08087    P              SFR                       360                 355    81.63            81.63             9           4/1/2007          3/1/2037
412447930           TX          77025    P              PUD                       360                 354       95               95         10.15           3/1/2007          2/1/2037
412447931           HI          96826    S              CO                        360                 355       80              100          6.99           4/1/2007          3/1/2037
412447936           MD          21863    P              SFR                       360                 354    79.96            99.96         8.825           3/1/2007          2/1/2037
412447940           PA          18360    P              SFR                       360                 355    83.73            83.73         8.675           4/1/2007          3/1/2037
412447941           CA          92225    P              SFR                       360                 355       90               90           6.9           4/1/2007          3/1/2037
412447943           CA          90706    P              SFR                       360                 352       80              100         7.535           1/1/2007         12/1/2036
412447947           MD          21136    P              SFR                       360                 355       80            94.93         7.325           4/1/2007          3/1/2037
412447949           NY          10472    P              SFR                       360                 354       95               95          9.45           3/1/2007          2/1/2037
412447950           CA          92677    P              SFR                       360                 355    92.95            92.95          6.65           4/1/2007          3/1/2037
412447955           PA          19136    P              SFR                       360                 355     67.8             67.8          7.05           4/1/2007          3/1/2037
412447959           CO          80134    I              PUD                       360                 354       95               95           9.6           3/1/2007          2/1/2037
412447961           WA          98007    P              CO                        360                 355    61.25            61.25           8.7           4/1/2007          3/1/2037
412447962           IL          60073    P              PUD                       360                 355       80               80           9.8           4/1/2007          3/1/2037
412447963           IL          60631    P              CO                        360                 355    89.31            89.31          8.25           4/1/2007          3/1/2037
412447964           NY          11949    I              SFR                       360                 355       90               90          6.99           4/1/2007          3/1/2037
412447969           AZ          85648    P              SFR                       360                 354    88.14            88.14         8.575           3/1/2007          2/1/2037
412452373           TX          75189    I              PUD                       360                 355       95               95         7.975           4/1/2007          3/1/2037
412447971           NV          89506    P              PUD                       360                 354    79.99            99.98         7.975           3/1/2007          2/1/2037
412447972           NV          89506    P              PUD                       360                 354    99.98            99.98         12.05           3/1/2007          2/1/2037
412447977           VA          23434    I              SFR                       360                 355       85               85         9.475           4/1/2007          3/1/2037
412447980           MO          64151    P              SFR                       360                 355       87               87          10.2           4/1/2007          3/1/2037
412447981           MD          21209    P              SFR                       360                 355       80              100         7.975           4/1/2007          3/1/2037
412447983           FL          32808    P              PUD                       360                 355    72.16            72.16             7           4/1/2007          3/1/2037
412447984           NJ          07065    P              SFR                       360                 355       80              100         7.525           4/1/2007          3/1/2037
412447989           CA          93312    P              SFR                       360                 354    94.99            94.99          7.85           3/1/2007          2/1/2037
412447992           IN          46360    P              SFR                       360                 355       85               85         9.975           4/1/2007          3/1/2037
412448004           GA          30045    P              SFR                       360                 355       85               85          9.55           4/1/2007          3/1/2037
412448006           AZ          85015    P              SFR                       360                 355    77.92            77.92           9.8           4/1/2007          3/1/2037
412448008           NJ          08005    P              SFR                       360                 355       80               80         7.975           4/1/2007          3/1/2037
412448012           CA          93004    P              SFR                       360                 355       80              100          6.65           4/1/2007          3/1/2037
412448013           CA          93004    P              SFR                       360                 355      100              100           9.6           4/1/2007          3/1/2037
412448014           NV          89506    P              SFR                       360                 355       60               60         6.925           4/1/2007          3/1/2037
412448015           WA          98374    I              SFR                       360                 355    88.58            88.58           8.7           4/1/2007          3/1/2037
412448018           NY          10457    P              SFR                       360                 356       80              100         7.575           5/1/2007          4/1/2037
412448019           NY          10457    P              SFR                       360                 356      100              100          11.8           5/1/2007          4/1/2037
412448020           MA          02072    P              SFR                       360                 355       90               90           7.8           4/1/2007          3/1/2037
412448021           LA          70058    P              SFR                       360                 355    63.29            63.29         8.325           4/1/2007          3/1/2037
412448023           MD          20637    P              SFR                       360                 354    82.67            82.67         7.663           3/1/2007          2/1/2037
412448031           FL          33477    S              SFR                       360                 355    94.94            94.94             9           4/1/2007          3/1/2037
412448032           FL          34446    P              PUD                       360                 355    75.66            75.66           9.2           4/1/2007          3/1/2037
412448037           NC          28732    P              SFR                       360                 355       80              100           8.6           4/1/2007          3/1/2037
412448039           VA          23669    P              SFR                       360                 355       80              100         7.275           4/1/2007          3/1/2037
412448043           VA          23669    P              SFR                       360                 355      100              100          11.1           4/1/2007          3/1/2037
412448045           AZ          85339    P              PUD                       360                 355    79.98            99.96         5.975           4/1/2007          3/1/2037
412448046           ID          83833    P              SFR                       360                 355    69.81            69.81         8.698           4/1/2007          3/1/2037
412448048           AZ          85339    P              PUD                       360                 355    99.96            99.96          10.6           4/1/2007          3/1/2037
412448053           CA          90047    P              SFR                       360                 355    74.53            74.53           7.1           4/1/2007          3/1/2037
412448059           CT          06615    P              SFR                       360                 355       75               75          9.95           4/1/2007          3/1/2037
412448062           CA          92805    P              SFR                       360                 355       80              100           6.6           4/1/2007          3/1/2037
412448063           WA          98125    P              CO                        360                 355       80              100         7.975           4/1/2007          3/1/2037
412448064           CA          92805    P              SFR                       360                 355      100              100           9.6           4/1/2007          3/1/2037
412448065           MD          20619    P              SFR                       360                 355       80              100         7.375           4/1/2007          3/1/2037
412448066           AZ          85746    P              PUD                       360                 354       80               80          7.99           3/1/2007          2/1/2037
412448067           TX          76135    P              SFR                       180                 175    29.14            29.14        11.025           4/1/2007          3/1/2022
412448069           FL          32725    P              SFR                       360                 355       80              100         8.575           4/1/2007          3/1/2037
412448070           FL          32725    P              SFR                       360                 355      100              100         11.45           4/1/2007          3/1/2037
412448073           AZ          85041    P              SFR                       360                 355       95               95           8.1           4/1/2007          3/1/2037
412448078           PA          18104    I              SFR                       360                 355       95               95           9.5           4/1/2007          3/1/2037
412448085           UT          84043    P              SFR                       360                 355       90               90          9.75           4/1/2007          3/1/2037
412452399           MA          01851    P              SFR                       360                 355    99.37            99.37          11.8           4/1/2007          3/1/2037
412448089           CA          93263    P              SFR                       360                 355       80               80          6.85           4/1/2007          3/1/2037
412452401           MA          01851    P              SFR                       360                 355     79.5            99.37          7.55           4/1/2007          3/1/2037
412448092           CA          91761    P              SFR                       360                 355       80              100          6.65           4/1/2007          3/1/2037
412448093           CA          91761    P              SFR                       360                 355      100              100          10.1           4/1/2007          3/1/2037
412448095           AR          72703    I              CO                        360                 355    56.82            56.82          8.65           4/1/2007          3/1/2037
412448098           TX          79936    P              SFR                       360                 355    77.55            77.55           7.6           4/1/2007          3/1/2037
412448106           TN          37138    P              PUD                       360                 355       80              100         8.675           4/1/2007          3/1/2037
412448107           TN          37138    P              PUD                       360                 355      100              100          8.71           4/1/2007          3/1/2037
412448108           MO          65079    S              PUD                       360                 355       90               90         8.875           4/1/2007          3/1/2037
412448109           CT          06371    P              SFR                       360                 355       90               90          9.99           4/1/2007          3/1/2037
412448113           MA          01821    P              SFR                       360                 355       90               90          7.95           4/1/2007          3/1/2037
412448114           MA          01606    P              SFR                       360                 355    60.73            60.73           8.2           4/1/2007          3/1/2037
412448115           NJ          07107    P              SFR                       360                 355       80              100         7.225           4/1/2007          3/1/2037
412448120           GA          30315    P              SFR                       360                 355    61.25            61.25         10.05           4/1/2007          3/1/2037
412448121           NY          11520    P              SFR                       360                 355       60               60         8.975           4/1/2007          3/1/2037
412448123           IL          60194    P              CO                        360                 355       80               80          8.45           4/1/2007          3/1/2037
412448125           WA          98611    P              SFR                       360                 355       80              100           6.9           4/1/2007          3/1/2037
412448126           WA          98611    P              SFR                       360                 355      100              100         12.05           4/1/2007          3/1/2037
412448128           CA          92509    P              SFR                       360                 355    66.74            66.74           5.9           4/1/2007          3/1/2037
412448129           NV          89144    S              PUD                       360                 355       80              100          7.95           4/1/2007          3/1/2037
412448131           PA          19001    P              SFR                       360                 355       80               80         11.05           4/1/2007          3/1/2037
412448132           NV          89144    S              PUD                       360                 355      100              100         11.25           4/1/2007          3/1/2037
412448134           CA          91406    P              SFR                       360                 355       80              100         7.225           4/1/2007          3/1/2037
412452410           UT          84312    P              SFR                       360                 355       80              100         8.375           4/1/2007          3/1/2037
412448136           NJ          07751    P              SFR                       360                 355    94.79            94.79           8.8           4/1/2007          3/1/2037
412452411           UT          84312    P              SFR                       360                 355      100              100          12.1           4/1/2007          3/1/2037
412448138           CA          93550    P              SFR                       360                 355      100              100         11.75           4/1/2007          3/1/2037
412448139           CA          93505    P              SFR                       360                 355       80              100          7.65           4/1/2007          3/1/2037
412448140           CA          93550    P              SFR                       360                 355       80              100         7.325           4/1/2007          3/1/2037
412448145           NY          12446    P              SFR                       360                 355       90               90          7.15           4/1/2007          3/1/2037
412448147           AZ          85032    P              SFR                       360                 355       95               95          8.85           4/1/2007          3/1/2037
412448148           AZ          85719    P              CO                        360                 355       80              100         8.225           4/1/2007          3/1/2037
412448152           AZ          85719    P              CO                        360                 355      100              100          10.5           4/1/2007          3/1/2037
412448154           OR          97030    P              CO                        360                 355    92.86            92.86           8.9           4/1/2007          3/1/2037
412448155           CA          91325    P              SFR                       360                 355    56.95            56.95           5.7           4/1/2007          3/1/2037
412448156           AZ          85042    P              SFR                       360                 355       70               70          8.05           4/1/2007          3/1/2037
412448160           MD          21206    P              SFR                       360                 355       90               90          9.35           4/1/2007          3/1/2037
412448162           AZ          85379    S              PUD                       360                 355       80              100         8.975           4/1/2007          3/1/2037
412448165           CA          95076    P              SFR                       360                 355    60.94            60.94         8.325           4/1/2007          3/1/2037
412448166           PA          19126    P              SFR                       360                 355    79.26            79.26         9.925           4/1/2007          3/1/2037
412448167           NJ          07052    P              SFR                       360                 355     90.2             90.2          6.49           4/1/2007          3/1/2037
412452426           NV          89506    P              SFR                       360                 355       80              100         7.525           4/1/2007          3/1/2037
412452427           NV          89506    P              SFR                       360                 355      100              100         13.05           4/1/2007          3/1/2037
412448170           WA          98155    I              CO                        360                 355    76.11            76.11          10.1           4/1/2007          3/1/2037
412448171           IA          52405    P              SFR                       360                 355       90               90          9.55           4/1/2007          3/1/2037
412448173           AZ          85303    P              SFR                       360                 355    49.55            49.55         8.275           4/1/2007          3/1/2037
412448174           CA          90247    P              CO                        360                 354       80              100          7.65           3/1/2007          2/1/2037
412452430           NJ          07108    P              2F                        360                 355    94.75            94.75           9.1           4/1/2007          3/1/2037
412448179           TX          77041    P              PUD                       360                 355      100              100           9.8           4/1/2007          3/1/2037
412448180           TX          77041    P              PUD                       360                 355       80              100             8           4/1/2007          3/1/2037
412448181           WV          25425    P              PUD                       360                 354       80              100         7.175           3/1/2007          2/1/2037
412448185           PA          18951    P              SFR                       360                 355    72.46            72.46          8.95           4/1/2007          3/1/2037
412448189           TX          78227    P              SFR                       360                 355       80               80         9.775           4/1/2007          3/1/2037
412448191           TX          78526    P              SFR                       360                 355     79.4             79.4           9.6           4/1/2007          3/1/2037
412448195           FL          34119    S              CO                        360                 355       80              100         9.075           4/1/2007          3/1/2037
412448198           IL          60126    P              SFR                       360                 355       65               65           9.9           4/1/2007          3/1/2037
412448200           MD          20774    P              SFR                       360                 355    61.95            61.95           8.2           4/1/2007          3/1/2037
412448205           CA          90278    P              CO                        360                 355       80              100           7.8           4/1/2007          3/1/2037
412448207           CA          90278    P              CO                        360                 355      100              100          10.8           4/1/2007          3/1/2037
412448209           CA          90504    P              SFR                       360                 355       80               80          7.99           4/1/2007          3/1/2037
412448210           PA          19022    P              SFR                       360                 355    79.67            79.67          9.95           4/1/2007          3/1/2037
412448211           VA          23462    P              SFR                       360                 355       80               80           8.7           4/1/2007          3/1/2037
412448212           MA          02721    P              SFR                       360                 355       80               80           7.4           4/1/2007          3/1/2037
412448213           FL          33418    P              PUD                       360                 355    89.06            89.06          8.35           4/1/2007          3/1/2037
412448216           CA          93535    P              SFR                       360                 354       90               90          7.25           3/1/2007          2/1/2037
412448217           NJ          08007    P              SFR                       360                 355       80              100             7           4/1/2007          3/1/2037
412448218           NY          11226    I              SFR                       360                 355       85               85          6.25           4/1/2007          3/1/2037
412448219           MA          02563    P              SFR                       360                 355       70               70          9.95           4/1/2007          3/1/2037
412448220           MA          02740    S              SFR                       360                 355       95               95         9.725           4/1/2007          3/1/2037
412448222           AZ          85016    P              SFR                       360                 355       90               90          9.15           4/1/2007          3/1/2037
412448223           AL          35661    P              SFR                       360                 355    33.96            33.96         9.325           4/1/2007          3/1/2037
412448224           CA          91343    P              SFR                       360                 355       90               90         8.975           4/1/2007          3/1/2037
412448226           CA          94591    P              SFR                       360                 355    92.53            92.53           7.4           4/1/2007          3/1/2037
412448227           CT          06033    P              SFR                       360                 355    87.59            87.59          8.45           4/1/2007          3/1/2037
412448228           NJ          08753    P              SFR                       360                 355       90               90             9           4/1/2007          3/1/2037
412448229           NJ          08046    I              PUD                       360                 355       85               85        10.513           4/1/2007          3/1/2037
412448234           OK          73401    S              SFR                       360                 355       90               90         9.675           4/1/2007          3/1/2037
412448236           AK          99645    P              SFR                       360                 355       95               95          8.45           4/1/2007          3/1/2037
412448238           AZ          85236    S              PUD                       360                 355       80              100         7.075           4/1/2007          3/1/2037
412448240           FL          33909    P              SFR                       360                 355    79.58            79.58           8.9           4/1/2007          3/1/2037
412448242           NC          27127    I              SFR                       360                 354       95               95           9.2           3/1/2007          2/1/2037
412448243           GA          30032    P              SFR                       360                 355       85               85          9.75           4/1/2007          3/1/2037
412448246           AZ          85024    P              SFR                       360                 355    45.94            45.94         9.175           4/1/2007          3/1/2037
412448248           GA          30349    P              SFR                       180                 175    65.83            65.83          9.55           4/1/2007          3/1/2022
412448250           AZ          85020    P              SFR                       360                 355    62.85            62.85           6.7           4/1/2007          3/1/2037
412448253           FL          34691    P              PUD                       360                 355       50               50          11.9           4/1/2007          3/1/2037
412448254           IL          60565    P              SFR                       360                 355       80              100         6.625           4/1/2007          3/1/2037
412448256           GA          30331    S              PUD                       360                 355       80              100           8.9           4/1/2007          3/1/2037
412452443           MI          48420    P              SFR                       360                 355       80              100         8.525           4/1/2007          3/1/2037
412448263           TX          75154    I              2F                        360                 355       95               95           8.7           4/1/2007          3/1/2037
412448264           TN          37918    P              SFR                       360                 355       80              100         8.925           4/1/2007          3/1/2037
412448265           TN          37918    P              SFR                       360                 355      100              100          8.71           4/1/2007          3/1/2037
412448267           CA          92111    P              SFR                       360                 355       80               80          7.25           4/1/2007          3/1/2037
412448269           WI          53072    P              CO                        360                 355       95               95          9.25           4/1/2007          3/1/2037
412448271           OR          97015    P              SFR                       360                 355    74.49            74.49           9.3           4/1/2007          3/1/2037
412448273           IL          60638    P              SFR                       360                 355       85               85         9.975           4/1/2007          3/1/2037
412448274           NJ          07631    P              SFR                       360                 355       80               80          6.75           4/1/2007          3/1/2037
412448275           PA          16502    I              SFR                       360                 355       90               90        10.075           4/1/2007          3/1/2037
412448276           TX          77433    P              PUD                       360                 355       80               80          8.95           4/1/2007          3/1/2037
412448287           CA          92562    P              SFR                       360                 355     72.9             72.9           7.4           4/1/2007          3/1/2037
412448289           CT          06514    P              SFR                       360                 355       85               85          9.99           4/1/2007          3/1/2037
412448290           MD          21209    P              SFR                       360                 355      100              100            11           4/1/2007          3/1/2037
412448292           NY          11731    P              SFR                       360                 355    59.95            59.95           7.5           4/1/2007          3/1/2037
412448293           NC          28262    P              PUD                       360                 355       85               85          9.95           4/1/2007          3/1/2037
412448295           CA          93550    P              SFR                       360                 355      100              100           9.1           4/1/2007          3/1/2037
412452449           MI          49106    P              SFR                       360                 355    63.64            63.64          8.95           4/1/2007          3/1/2037
412448296           CA          95824    P              SFR                       360                 355    84.23            84.23          7.55           4/1/2007          3/1/2037
412452451           TX          78063    P              SFR                       360                 355    49.46            49.46          9.55           4/1/2007          3/1/2037
412448302           NC          28152    P              PUD                       360                 355      100              100          11.6           4/1/2007          3/1/2037
412448303           NC          28152    P              PUD                       360                 355       80              100          6.75           4/1/2007          3/1/2037
412448305           IL          60061    P              PUD                       360                 355       80              100           7.8           4/1/2007          3/1/2037
412448309           AZ          85242    P              PUD                       360                 355       80              100         7.775           4/1/2007          3/1/2037
412448310           NJ          08520    P              PUD                       360                 355       80              100         7.725           4/1/2007          3/1/2037
412448311           NJ          08520    P              PUD                       360                 355      100              100         10.65           4/1/2007          3/1/2037
412448312           CA          93041    P              CO                        360                 355       65               65           6.5           4/1/2007          3/1/2037
412448313           AZ          85242    P              PUD                       360                 355      100              100         12.05           4/1/2007          3/1/2037
412448314           FL          32725    I              SFR                       360                 355       95               95         10.55           4/1/2007          3/1/2037
412448315           CA          93722    P              SFR                       360                 355    40.43            40.43         7.475           4/1/2007          3/1/2037
412448317           AR          72023    P              SFR                       360                 355       80              100         8.875           4/1/2007          3/1/2037
412448318           FL          34609    P              PUD                       360                 355       80              100         8.425           4/1/2007          3/1/2037
412448320           FL          34609    P              PUD                       360                 355      100              100         12.05           4/1/2007          3/1/2037
412448321           IL          60104    P              SFR                       360                 355       75               75           9.8           4/1/2007          3/1/2037
412448322           NJ          07105    P              SFR                       360                 355       80              100         7.325           4/1/2007          3/1/2037
412448323           LA          71107    P              SFR                       360                 355       85               85          9.55           4/1/2007          3/1/2037
412448324           WA          99001    I              PUD                       360                 355       90               90         8.825           4/1/2007          3/1/2037
412448325           MI          48911    P              SFR                       360                 355       85               85         9.575           4/1/2007          3/1/2037
412448327           MA          01905    P              CO                        360                 355       80              100         7.475           4/1/2007          3/1/2037
412448328           MA          01905    P              CO                        360                 355      100              100         11.05           4/1/2007          3/1/2037
412448331           IL          60192    P              CO                        360                 355       80              100           7.2           4/1/2007          3/1/2037
412448333           FL          33024    P              SFR                       360                 355    88.15            88.15          6.55           4/1/2007          3/1/2037
412448343           TX          77833    I              SFR                       360                 356       90               90          7.65           5/1/2007          4/1/2037
412448345           CA          90046    P              SFR                       360                 355    79.74            79.74           7.5           4/1/2007          3/1/2037
412448346           CA          91701    P              SFR                       360                 355      100              100           9.1           4/1/2007          3/1/2037
412448347           IL          60478    P              SFR                       360                 355       90               90          6.75           4/1/2007          3/1/2037
412448348           FL          32807    P              PUD                       360                 355      100              100         11.45           4/1/2007          3/1/2037
412448349           AZ          85210    I              SFR                       360                 355       90               90          9.05           4/1/2007          3/1/2037
412448350           FL          32807    P              PUD                       360                 355       80              100         7.075           4/1/2007          3/1/2037
412448352           CA          95035    P              SFR                       360                 355       80              100           7.2           4/1/2007          3/1/2037
412448353           CA          95035    P              SFR                       360                 355      100              100          10.7           4/1/2007          3/1/2037
412448354           FL          34953    P              PUD                       360                 355    77.74            77.74           6.6           4/1/2007          3/1/2037
412452461           CA          90262    P              PUD                       360                 355       80              100         8.325           4/1/2007          3/1/2037
412452462           CA          90262    P              PUD                       360                 355      100              100          11.7           4/1/2007          3/1/2037
412448356           VA          23223    P              SFR                       360                 355       80               95         7.825           4/1/2007          3/1/2037
412448357           VA          23223    P              SFR                       360                 355       95               95          12.5           4/1/2007          3/1/2037
412448358           PA          15106    P              SFR                       360                 355       75               75          10.9           4/1/2007          3/1/2037
412448360           NJ          08816    P              PUD                       360                 355       80              100         7.025           4/1/2007          3/1/2037
412448361           NJ          08816    P              PUD                       360                 355      100              100         11.45           4/1/2007          3/1/2037
412452465           MA          02136    P              SFR                       360                 355    50.63            50.63        11.975           4/1/2007          3/1/2037
412448363           FL          32937    P              SFR                       360                 355       75               75         10.25           4/1/2007          3/1/2037
412448369           NY          10550    P              SFR                       360                 355       80               80          9.85           4/1/2007          3/1/2037
412448372           VA          23320    P              SFR                       360                 355    74.42            74.42           9.6           4/1/2007          3/1/2037
412448373           MA          02132    P              SFR                       360                 355     84.9             84.9           7.6           4/1/2007          3/1/2037
412448377           OH          43147    P              SFR                       360                 355      100              100          11.8           4/1/2007          3/1/2037
412448378           MA          01109    P              SFR                       360                 355    89.24            89.24          9.45           4/1/2007          3/1/2037
412448380           MA          01420    P              SFR                       360                 355       85               85           7.8           4/1/2007          3/1/2037
412448381           NJ          08085    P              SFR                       360                 355       80              100         6.875           4/1/2007          3/1/2037
412448388           PA          18017    P              SFR                       360                 355       65               65           7.4           4/1/2007          3/1/2037
412448389           MA          02478    I              SFR                       360                 355    67.91            67.91          8.99           4/1/2007          3/1/2037
412448390           KY          42436    P              SFR                       360                 355    79.74            79.74          8.55           4/1/2007          3/1/2037
412448391           FL          33018    P              SFR                       360                 355    67.14            67.14           6.8           4/1/2007          3/1/2037
412448392           CA          90623    P              SFR                       360                 355       80               80             7           4/1/2007          3/1/2037
412448395           NC          28411    P              SFR                       360                 355       85               85          8.99           4/1/2007          3/1/2037
412452470           FL          32837    P              PUD                       360                 355    69.35            69.35          7.99           4/1/2007          3/1/2037
412448397           GA          30310    I              SFR                       360                 355       85               85           9.5           4/1/2007          3/1/2037
412448401           CA          92505    P              SFR                       360                 355       95               95          9.99           4/1/2007          3/1/2037
412448402           FL          33027    P              PUD                       360                 355    79.55            79.55             8           4/1/2007          3/1/2037
412448403           IN          47885    P              SFR                       360                 355       90               90        10.925           4/1/2007          3/1/2037
412448405           AZ          85042    P              SFR                       360                 355       85               85          7.85           4/1/2007          3/1/2037
412448406           WA          98022    P              PUD                       360                 355       63               63           7.6           4/1/2007          3/1/2037
412448407           NE          68137    P              SFR                       360                 355    94.78            94.78          7.65           4/1/2007          3/1/2037
412448408           VA          23455    P              SFR                       360                 355       65               65          8.15           4/1/2007          3/1/2037
412448409           NJ          08648    I              CO                        360                 355       85               85        10.775           4/1/2007          3/1/2037
412448410           NY          11433    P              SFR                       360                 355       90               90          7.75           4/1/2007          3/1/2037
412448415           AZ          85714    P              SFR                       360                 355       85               85          11.1           4/1/2007          3/1/2037
412448418           AZ          85031    P              SFR                       360                 355    74.26            74.26         8.475           4/1/2007          3/1/2037
412448419           CA          95382    P              SFR                       360                 355       80              100           7.6           4/1/2007          3/1/2037
412448422           NJ          08520    P              SFR                       360                 355       80              100          6.75           4/1/2007          3/1/2037
412448427           MA          01835    P              SFR                       360                 355       85               85           7.5           4/1/2007          3/1/2037
412448428           OK          73127    P              SFR                       360                 355       85               85          8.99           4/1/2007          3/1/2037
412448432           PA          15003    P              SFR                       360                 355       70               70          11.3           4/1/2007          3/1/2037
412448436           PA          19030    P              SFR                       360                 355     82.5             82.5          9.35           4/1/2007          3/1/2037
412448438           AL          36606    P              SFR                       180                 175    71.43            71.43          11.1           4/1/2007          3/1/2022
412448439           MA          02301    P              SFR                       360                 355       95               95           7.5           4/1/2007          3/1/2037
412448442           MO          64485    P              SFR                       360                 355       85               85          9.75           4/1/2007          3/1/2037
412448448           MA          02067    P              SFR                       360                 355    72.56            72.56           8.2           4/1/2007          3/1/2037
412448450           AZ          85345    P              PUD                       360                 355       80               80         8.488           4/1/2007          3/1/2037
412448454           MA          02719    P              SFR                       360                 355      100              100          9.35           4/1/2007          3/1/2037
412448455           MA          01821    P              SFR                       360                 355       75               75          8.99           4/1/2007          3/1/2037
412448457           MA          02719    P              SFR                       360                 355       80              100         7.225           4/1/2007          3/1/2037
412448458           AZ          85041    P              PUD                       360                 355       80              100         8.325           4/1/2007          3/1/2037
412448460           AZ          85041    P              PUD                       360                 355      100              100         10.85           4/1/2007          3/1/2037
412448461           DE          19804    P              SFR                       360                 355       95               95           7.4           4/1/2007          3/1/2037
412448465           NJ          07017    P              SFR                       360                 355    51.89            51.89         9.375           4/1/2007          3/1/2037
412448466           TX          78228    P              SFR                       360                 355       80               80         10.05           4/1/2007          3/1/2037
412448467           FL          34224    P              SFR                       360                 355    69.12            69.12           8.5           4/1/2007          3/1/2037
412448468           MA          02703    P              CO                        360                 355       90               90          8.25           4/1/2007          3/1/2037
412448470           GA          30013    P              SFR                       360                 355    83.69            83.69          9.65           4/1/2007          3/1/2037
412448474           CA          93307    P              SFR                       360                 355    74.92            74.92          8.65           4/1/2007          3/1/2037
412448475           AZ          85033    P              SFR                       360                 355       90               90          9.25           4/1/2007          3/1/2037
412452480           PA          15226    P              2F                        360                 355       85               85         11.25           4/1/2007          3/1/2037
412448476           MA          01602    P              SFR                       360                 355    78.57            78.57          7.85           4/1/2007          3/1/2037
412448478           IL          60712    P              SFR                       360                 355       80              100         7.525           4/1/2007          3/1/2037
412448479           MA          01040    P              SFR                       360                 355       85               85         7.675           4/1/2007          3/1/2037
412448482           CO          80831    P              SFR                       360                 355       80              100         8.175           4/1/2007          3/1/2037
412448483           VA          22408    P              PUD                       360                 355      100              100         12.25           4/1/2007          3/1/2037
412448484           CO          80831    P              SFR                       360                 355      100              100          11.9           4/1/2007          3/1/2037
412448485           KS          66208    P              SFR                       360                 355    81.15            81.15          9.25           4/1/2007          3/1/2037
412448486           MA          01104    P              SFR                       360                 355    84.85            84.85           7.5           4/1/2007          3/1/2037
412448487           MA          01970    P              CO                        360                 355       80              100          7.75           4/1/2007          3/1/2037
412448489           MA          01970    P              CO                        360                 355      100              100         10.75           4/1/2007          3/1/2037
412448491           MD          21001    P              SFR                       360                 355       90               90          8.25           4/1/2007          3/1/2037
412448492           FL          33055    P              SFR                       360                 355       44               44         8.675           4/1/2007          3/1/2037
412448493           IL          60620    P              SFR                       360                 355       85               85           9.7           4/1/2007          3/1/2037
412448494           AZ          85338    P              SFR                       360                 354      100              100          12.4           3/1/2007          2/1/2037
412448497           AZ          85338    P              SFR                       360                 354       80              100         9.011           3/1/2007          2/1/2037
412448501           CA          90001    P              SFR                       360                 355       65               65         8.525           4/1/2007          3/1/2037
412448503           NY          10928    P              SFR                       360                 355       75               75          8.65           4/1/2007          3/1/2037
412448504           CA          92804    P              CO                        360                 355       80              100         6.525           4/1/2007          3/1/2037
412448505           DE          19720    P              SFR                       360                 355       85               85          8.75           4/1/2007          3/1/2037
412448507           CA          92804    P              CO                        360                 355      100              100          11.9           4/1/2007          3/1/2037
412448508           CA          90061    P              SFR                       360                 355    84.84            84.84          8.75           4/1/2007          3/1/2037
412448509           NC          27406    P              SFR                       360                 355       80               80           9.3           4/1/2007          3/1/2037
412448510           WY          82520    I              SFR                       360                 355       90               90          8.75           4/1/2007          3/1/2037
412448511           TX          77584    I              SFR                       360                 355    76.82            76.82           7.7           4/1/2007          3/1/2037
412448514           FL          32169    P              SFR                       360                 355    77.97            77.97           8.6           4/1/2007          3/1/2037
412448518           AZ          85301    P              SFR                       360                 355       80               80          6.25           4/1/2007          3/1/2037
412448519           SC          29693    P              SFR                       360                 355       90               90         9.963           4/1/2007          3/1/2037
412448520           TX          78214    P              SFR                       360                 355       80               80          10.8           4/1/2007          3/1/2037
412448523           CA          93291    P              SFR                       360                 355     79.5             79.5           7.1           4/1/2007          3/1/2037
412448524           CA          95605    P              SFR                       360                 355       80               80          9.45           4/1/2007          3/1/2037
412448527           NM          88005    P              SFR                       360                 355       80               80          6.99           4/1/2007          3/1/2037
412448530           IL          60411    P              SFR                       360                 355    82.09            82.09          7.99           4/1/2007          3/1/2037
412448531           TX          77045    P              SFR                       360                 355       90               90          9.35           4/1/2007          3/1/2037
412448532           UT          84058    P              SFR                       360                 355       75               75           9.7           4/1/2007          3/1/2037
412448534           AZ          85008    P              SFR                       360                 355       85               85          6.45           4/1/2007          3/1/2037
412448535           AZ          85705    P              SFR                       360                 355    86.61            86.61           8.5           4/1/2007          3/1/2037
412448536           FL          33069    P              SFR                       360                 355    76.84            76.84          8.85           4/1/2007          3/1/2037
412448537           AZ          85306    P              SFR                       360                 355       60               60         5.775           4/1/2007          3/1/2037
412448538           CA          93307    P              SFR                       360                 354       65               65          6.85           3/1/2007          2/1/2037
412448540           CA          90222    P              SFR                       360                 354    51.28            51.28         7.925           3/1/2007          2/1/2037
412448541           CA          90278    P              SFR                       360                 355       80              100          6.55           4/1/2007          3/1/2037
412448543           WI          53115    P              SFR                       360                 355       80               80           7.5           4/1/2007          3/1/2037
412448547           CA          92201    P              SFR                       360                 354       95               95          7.25           3/1/2007          2/1/2037
412448548           WA          98003    P              SFR                       360                 355    77.94            77.94          7.05           4/1/2007          3/1/2037
412448550           CA          90201    I              SFR                       360                 354       64               64         7.775           3/1/2007          2/1/2037
412448551           CA          96161    P              PUD                       360                 355    32.73            32.73         7.575           4/1/2007          3/1/2037
412448554           AZ          85302    P              PUD                       360                 355       70               70         9.125           4/1/2007          3/1/2037
412448556           NJ          08360    P              SFR                       360                 355       85               85          9.15           4/1/2007          3/1/2037
412448557           IL          60655    P              SFR                       360                 355       80              100           7.3           4/1/2007          3/1/2037
412448558           FL          32818    P              PUD                       360                 355    64.29            64.29          8.35           4/1/2007          3/1/2037
412448559           IL          60030    P              SFR                       360                 355       85               85         7.875           4/1/2007          3/1/2037
412448563           RI          02879    P              SFR                       360                 355       85               85         8.575           4/1/2007          3/1/2037
412448564           MA          01501    P              SFR                       360                 355       80              100         8.125           4/1/2007          3/1/2037
412448566           MA          02131    P              SFR                       360                 355    89.76            89.76          7.99           4/1/2007          3/1/2037
412448567           MA          01501    P              SFR                       360                 355      100              100         11.35           4/1/2007          3/1/2037
412448569           FL          32738    P              SFR                       360                 355    75.93            75.93          7.45           4/1/2007          3/1/2037
412448573           NJ          07205    P              SFR                       360                 355    91.13            91.13          7.99           4/1/2007          3/1/2037
412448577           MN          55112    P              SFR                       360                 355       95               95          9.65           4/1/2007          3/1/2037
412448580           MA          01013    P              SFR                       360                 355       80               80           8.6           4/1/2007          3/1/2037
412448586           OR          97030    P              SFR                       360                 355       80              100           6.5           4/1/2007          3/1/2037
412448590           NY          14094    P              SFR                       360                 355    89.41            89.41           8.6           4/1/2007          3/1/2037
412448592           MD          21244    P              SFR                       360                 355    60.75            60.75         7.825           4/1/2007          3/1/2037
412448593           AZ          85203    P              SFR                       360                 355    78.59            78.59          5.55           4/1/2007          3/1/2037
412448594           NC          28387    P              SFR                       360                 355       95               95          9.55           4/1/2007          3/1/2037
412448596           LA          70605    P              SFR                       360                 355    80.92            80.92           8.6           4/1/2007          3/1/2037
412448597           CA          90660    P              SFR                       360                 355       70               70          8.15           4/1/2007          3/1/2037
412448600           AZ          85257    P              SFR                       360                 355    69.63            69.63           7.5           4/1/2007          3/1/2037
412448601           OK          74105    P              SFR                       360                 355    69.44            69.44          10.6           4/1/2007          3/1/2037
412448605           GA          30263    I              SFR                       360                 355       90               90          9.85           4/1/2007          3/1/2037
412448606           CA          91328    P              SFR                       360                 355    75.79              100           7.3           4/1/2007          3/1/2037
412448607           NJ          08332    P              SFR                       360                 355    85.04            85.04           8.9           4/1/2007          3/1/2037
412448608           MN          55013    P              SFR                       360                 355    75.19            75.19           7.9           4/1/2007          3/1/2037
412452499           NV          89110    P              SFR                       360                 355       85            98.25           6.3           4/1/2007          3/1/2037
412448610           NJ          08003    P              CO                        360                 355       90               90          8.55           4/1/2007          3/1/2037
412448617           MA          01603    P              SFR                       360                 355       85               85          6.65           4/1/2007          3/1/2037
412448620           AZ          85019    S              SFR                       360                 355       80               80          6.35           4/1/2007          3/1/2037
412448622           NY          12538    P              SFR                       360                 355       70               70          7.15           4/1/2007          3/1/2037
412448623           CA          95123    P              CO                        360                 355       90               90           8.6           4/1/2007          3/1/2037
412448625           NY          11701    P              SFR                       360                 355       80              100          7.25           4/1/2007          3/1/2037
412448628           WI          53104    P              SFR                       360                 355       95               95           7.7           4/1/2007          3/1/2037
412448629           NY          10312    P              SFR                       360                 356       80               80             6           5/1/2007          4/1/2037
412448631           MA          02648    P              SFR                       360                 355    89.99            89.99           8.4           4/1/2007          3/1/2037
412448634           TX          78750    P              SFR                       360                 355    46.88            46.88         9.925           4/1/2007          3/1/2037
412448635           NY          12182    P              2F                        360                 355    83.81            83.81          9.95           4/1/2007          3/1/2037
412448636           MA          02360    P              SFR                       360                 355       95               95           8.1           4/1/2007          3/1/2037
412448637           MA          02043    P              SFR                       360                 355    75.76            75.76          7.95           4/1/2007          3/1/2037
412448639           MA          02720    P              SFR                       360                 355       57               57          9.45           4/1/2007          3/1/2037
412448641           NV          89434    P              SFR                       360                 355       85               85          7.75           4/1/2007          3/1/2037
412448644           CA          92553    P              SFR                       360                 355       90               90          8.05           4/1/2007          3/1/2037
412448646           MA          01887    P              SFR                       360                 355    73.44            73.44          7.99           4/1/2007          3/1/2037
412448647           FL          33619    P              SFR                       360                 355       90               90          7.55           4/1/2007          3/1/2037
412448648           TX          75672    P              SFR                       360                 355       80               80          9.05           4/1/2007          3/1/2037
412448649           FL          34974    P              SFR                       360                 355       75               75          6.25           4/1/2007          3/1/2037
412448650           CA          93268    P              SFR                       360                 355      100              100          9.35           4/1/2007          3/1/2037
412448651           CA          93268    P              SFR                       360                 355       80              100         8.675           4/1/2007          3/1/2037
412448654           CA          95503    P              SFR                       360                 355       85               85          7.95           4/1/2007          3/1/2037
412452509           FL          33014    P              SFR                       360                 355    72.52            72.52           6.9           4/1/2007          3/1/2037
412448655           MD          21207    P              SFR                       360                 355    65.13            65.13         11.15           4/1/2007          3/1/2037
412448658           FL          33185    P              SFR                       360                 355    55.56            55.56         6.475           4/1/2007          3/1/2037
412448659           CA          92675    P              SFR                       360                 355    68.63            68.63         8.425           4/1/2007          3/1/2037
412448660           DE          19802    P              SFR                       360                 355       85               85           9.6           4/1/2007          3/1/2037
412448661           FL          33172    P              CO                        360                 355       80              100         8.375           4/1/2007          3/1/2037
412448663           FL          32609    P              SFR                       360                 355       95               95           8.7           4/1/2007          3/1/2037
412448666           MA          02760    P              SFR                       360                 355       90               90          7.99           4/1/2007          3/1/2037
412448667           TX          75002    P              SFR                       360                 355       80               80          8.35           4/1/2007          3/1/2037
412448668           NJ          07001    P              SFR                       360                 355     59.7             59.7           7.6           4/1/2007          3/1/2037
412448669           WI          53085    P              SFR                       360                 355       90               90          9.65           4/1/2007          3/1/2037
412448671           FL          34473    P              SFR                       360                 355     67.5             67.5          7.15           4/1/2007          3/1/2037
412448672           FL          33510    P              SFR                       360                 355       90               90          7.85           4/1/2007          3/1/2037
412448673           TX          77568    P              PUD                       360                 355    56.67            56.67         8.975           4/1/2007          3/1/2037
412448674           FL          34711    P              PUD                       360                 355    77.56            77.56           6.7           4/1/2007          3/1/2037
412448675           WA          98443    I              SFR                       360                 355       85               85          7.95           4/1/2007          3/1/2037
412448676           CO          80634    P              PUD                       360                 355    83.57            83.57          8.54           4/1/2007          3/1/2037
412448677           CA          92705    P              CO                        360                 355       80              100         7.875           4/1/2007          3/1/2037
412448678           CA          90713    P              SFR                       360                 355       80              100         6.575           4/1/2007          3/1/2037
412448682           VA          23832    P              SFR                       360                 355    76.67            76.67          7.15           4/1/2007          3/1/2037
412448685           TN          37918    P              SFR                       360                 355       90               90         9.088           4/1/2007          3/1/2037
412448687           KY          41042    P              PUD                       360                 355       90               90          8.45           4/1/2007          3/1/2037
412448688           MA          02121    P              SFR                       360                 355    29.55            29.55         9.463           4/1/2007          3/1/2037
412448689           NV          89110    P              PUD                       360                 355       95               95          9.99           4/1/2007          3/1/2037
412448690           ME          04276    P              SFR                       360                 356       80               80          6.99           5/1/2007          4/1/2037
412448692           WA          98019    P              SFR                       360                 355    79.14            79.14           9.8           4/1/2007          3/1/2037
412448693           NY          10310    P              SFR                       360                 355       80              100          8.85           4/1/2007          3/1/2037
412448694           NY          10310    P              SFR                       360                 355      100              100          11.2           4/1/2007          3/1/2037
412448695           AZ          85361    P              SFR                       360                 355       80              100         7.925           4/1/2007          3/1/2037
412448696           MA          02125    I              CO                        360                 355       90               90        10.625           4/1/2007          3/1/2037
412448697           NY          11778    P              SFR                       360                 355    89.86            89.86           7.7           4/1/2007          3/1/2037
412448699           WI          54166    P              SFR                       360                 355       95               95          9.75           4/1/2007          3/1/2037
412448700           FL          32820    P              PUD                       360                 355       85               85          9.25           4/1/2007          3/1/2037
412448702           AZ          85205    P              PUD                       360                 355       80              100         6.975           4/1/2007          3/1/2037
412448705           MA          02136    P              SFR                       360                 355       85               85          6.99           4/1/2007          3/1/2037
412448706           MD          21014    P              SFR                       360                 353     66.3             66.3          7.65           2/1/2007          1/1/2037
412448708           AZ          85205    P              PUD                       360                 355      100              100          11.6           4/1/2007          3/1/2037
412448711           VA          20111    P              SFR                       360                 355       80              100           7.5           4/1/2007          3/1/2037
412448712           NM          87507    P              SFR                       360                 355    60.73            60.73          7.95           4/1/2007          3/1/2037
412448713           AZ          85308    P              SFR                       360                 355    64.29            64.29          9.45           4/1/2007          3/1/2037
412448714           MA          01605    P              SFR                       360                 355       80               80         10.15           4/1/2007          3/1/2037
412448716           AZ          85051    P              SFR                       360                 355       80              100          9.45           4/1/2007          3/1/2037
412448717           CA          90638    P              SFR                       360                 355    60.95            60.95           9.7           4/1/2007          3/1/2037
412448720           WI          54901    P              SFR                       360                 355       85               85        10.575           4/1/2007          3/1/2037
412448721           MA          01453    P              SFR                       360                 355    74.89            74.89          6.75           4/1/2007          3/1/2037
412448726           PA          17110    P              SFR                       360                 355       75               75          10.6           4/1/2007          3/1/2037
412452522           VA          23851    P              SFR                       360                 355       88             96.1          9.15           4/1/2007          3/1/2037
412448731           MT          59405    P              SFR                       360                 355       80               80          8.35           4/1/2007          3/1/2037
412448732           NV          89015    P              SFR                       360                 355     88.1             88.1           8.5           4/1/2007          3/1/2037
412448735           CT          06513    I              SFR                       360                 355       78               78          9.59           4/1/2007          3/1/2037
412448736           CA          91384    P              SFR                       360                 355       75               75           8.6           4/1/2007          3/1/2037
412452527           MA          02338    P              SFR                       360                 355       65               65          8.99           4/1/2007          3/1/2037
412448740           MA          02367    P              SFR                       360                 355    84.76            84.76         7.725           4/1/2007          3/1/2037
412448741           MA          01844    P              SFR                       360                 355    82.95            82.95          6.25           4/1/2007          3/1/2037
412448745           MA          02301    P              SFR                       360                 355       95               95          6.85           4/1/2007          3/1/2037
412448748           VA          22947    P              SFR                       360                 355    59.73            59.73          7.85           4/1/2007          3/1/2037
412448749           CT          06112    P              SFR                       360                 355       85               85         9.275           4/1/2007          3/1/2037
412448753           CO          80231    P              CO                        360                 355       95               95             7           4/1/2007          3/1/2037
412448756           NV          89134    P              PUD                       360                 355       85               85          6.65           4/1/2007          3/1/2037
412448757           WA          98290    P              SFR                       360                 355    74.86            74.86          7.95           4/1/2007          3/1/2037
412448758           CO          80247    I              CO                        360                 355    87.09            87.09        11.375           4/1/2007          3/1/2037
412448759           CA          94603    P              SFR                       360                 355    79.18            79.18          9.65           4/1/2007          3/1/2037
412448760           MN          55350    P              SFR                       360                 355    87.58            87.58         9.725           4/1/2007          3/1/2037
412448762           TX          78664    P              PUD                       360                 355       80              100          6.99           4/1/2007          3/1/2037
412448763           TX          78664    P              PUD                       360                 355      100              100           9.8           4/1/2007          3/1/2037
412448765           TX          76010    P              SFR                       360                 355       80               80          9.99           4/1/2007          3/1/2037
412448766           MA          01834    P              SFR                       360                 355     69.7             69.7          7.55           4/1/2007          3/1/2037
412448767           MT          59602    P              SFR                       360                 355       80              100         7.775           4/1/2007          3/1/2037
412448769           NM          88012    P              SFR                       360                 355    51.05            51.05         8.675           4/1/2007          3/1/2037
412448771           TX          76034    P              PUD                       360                 355       80               80           7.9           4/1/2007          3/1/2037
412448773           MN          55378    P              SFR                       360                 355       70               70          7.65           4/1/2007          3/1/2037
412448774           TX          75070    P              PUD                       360                 355       80              100         7.825           4/1/2007          3/1/2037
412452533           MA          01095    P              SFR                       360                 355     75.3             75.3         7.125           4/1/2007          3/1/2037
412448779           AR          72745    P              SFR                       360                 355       90               90         8.938           4/1/2007          3/1/2037
412448780           PA          17360    P              SFR                       360                 355       90               90          7.45           4/1/2007          3/1/2037
412448781           NY          11937    P              SFR                       360                 355    78.04            78.04         8.375           4/1/2007          3/1/2037
412448783           SC          29687    P              SFR                       360                 355       95               95          10.2           4/1/2007          3/1/2037
412448785           NJ          07104    P              SFR                       360                 355       95               95             9           4/1/2007          3/1/2037
412448786           MN          55410    P              SFR                       360                 355       80               80          8.55           4/1/2007          3/1/2037
412448787           CA          96001    P              SFR                       360                 355      100              100          10.8           4/1/2007          3/1/2037
412448788           TX          75773    P              SFR                       360                 355       80              100           7.8           4/1/2007          3/1/2037
412448791           MA          01516    P              SFR                       360                 355       95               95           8.4           4/1/2007          3/1/2037
412448794           FL          32277    P              SFR                       360                 355       90               90           8.4           4/1/2007          3/1/2037
412448795           CA          92595    P              SFR                       360                 355      100              100         10.85           4/1/2007          3/1/2037
412448796           CA          92595    P              SFR                       360                 355       80              100         6.875           4/1/2007          3/1/2037
412448798           CA          91351    P              CO                        360                 355       80              100          7.85           4/1/2007          3/1/2037
412448799           FL          33801    P              SFR                       360                 355    79.84            79.84          8.35           4/1/2007          3/1/2037
412448801           ND          58102    P              SFR                       360                 355     84.3             84.3          9.85           4/1/2007          3/1/2037
412448803           WI          53029    P              SFR                       360                 355     88.3             88.3           8.8           4/1/2007          3/1/2037
412448805           FL          33351    P              PUD                       360                 355    69.51            69.51          6.75           4/1/2007          3/1/2037
412448807           GA          30728    P              SFR                       360                 355       85               85          9.99           4/1/2007          3/1/2037
412452538           MI          48458    P              SFR                       360                 355       85               85           9.9           4/1/2007          3/1/2037
412448811           WI          53151    P              SFR                       360                 355    62.03            62.03         8.963           4/1/2007          3/1/2037
412448812           IL          60632    P              SFR                       360                 355       90               90          8.99           4/1/2007          3/1/2037
412448813           MD          21228    P              SFR                       360                 355       85               85           8.4           4/1/2007          3/1/2037
412448814           MD          20695    P              PUD                       360                 355    74.11            74.11           9.4           4/1/2007          3/1/2037
412448816           IN          46360    P              SFR                       360                 355    64.86            64.86            10           4/1/2007          3/1/2037
412448820           MA          01536    P              CO                        360                 355       80              100         7.725           4/1/2007          3/1/2037
412448821           TN          37918    P              SFR                       360                 355       75               75          8.95           4/1/2007          3/1/2037
412448822           FL          33018    P              SFR                       360                 355       75               75             9           4/1/2007          3/1/2037
412448824           IL          60165    P              SFR                       360                 355       95               95          7.99           4/1/2007          3/1/2037
412452540           MA          01950    P              SFR                       360                 355    13.95            13.95         9.775           4/1/2007          3/1/2037
412448829           CA          92336    P              SFR                       360                 355    84.36            84.36         6.375           4/1/2007          3/1/2037
412448830           WA          98674    P              PUD                       360                 355       95               95           8.5           4/1/2007          3/1/2037
412448831           TX          78028    P              SFR                       360                 355      100              100           9.8           4/1/2007          3/1/2037
412448832           TX          78028    P              SFR                       360                 355       80              100           8.7           4/1/2007          3/1/2037
412448833           MA          01109    P              SFR                       360                 355       95               95          6.99           4/1/2007          3/1/2037
412448834           MA          02563    P              SFR                       360                 355    74.29            74.29           9.7           4/1/2007          3/1/2037
412448835           MA          02301    I              SFR                       360                 355       85               85           8.5           4/1/2007          3/1/2037
412448836           MA          01570    P              SFR                       360                 355       80               80          7.35           4/1/2007          3/1/2037
412448837           NJ          08751    P              CO                        360                 355       85               85           8.3           4/1/2007          3/1/2037
412448838           CA          92344    P              PUD                       360                 355       90               90           8.4           4/1/2007          3/1/2037
412448839           GA          30005    P              PUD                       360                 355       85               85         9.075           4/1/2007          3/1/2037
412448840           WA          98498    P              CO                        360                 355       80              100          7.49           4/1/2007          3/1/2037
412448843           GA          30144    P              PUD                       360                 355       80              100         8.425           4/1/2007          3/1/2037
412448844           TX          76118    P              SFR                       360                 355       80              100         8.625           4/1/2007          3/1/2037
412452543           NY          11427    P              SFR                       360                 355    74.91            74.91          6.99           4/1/2007          3/1/2037
412448845           TX          76118    P              SFR                       360                 355      100              100           9.8           4/1/2007          3/1/2037
412448851           MA          01536    P              CO                        360                 355      100              100         11.35           4/1/2007          3/1/2037
412448852           WA          98826    P              SFR                       360                 355    77.55            96.94         7.575           4/1/2007          3/1/2037
412448856           MA          02743    P              SFR                       360                 356       95               95          7.45           5/1/2007          4/1/2037
412448857           MA          02125    P              SFR                       360                 355       65               65          8.75           4/1/2007          3/1/2037
412448858           FL          32225    P              SFR                       360                 355       95               95          8.15           4/1/2007          3/1/2037
412448859           FL          33594    P              SFR                       360                 355    44.57            44.57         8.525           4/1/2007          3/1/2037
412448860           MA          01801    P              CO                        360                 355    73.96            73.96         6.975           4/1/2007          3/1/2037
412448861           TX          76106    P              SFR                       360                 355       90               90        10.825           4/1/2007          3/1/2037
412448862           CA          95330    P              SFR                       360                 354       80               80          9.75           3/1/2007          2/1/2037
412452551           TX          75180    P              SFR                       360                 355     76.7              100         8.725           4/1/2007          3/1/2037
412452552           TX          75180    P              SFR                       360                 355      100              100           9.8           4/1/2007          3/1/2037
412448871           MO          63376    P              SFR                       360                 355       75               75         11.05           4/1/2007          3/1/2037
412448872           NJ          08401    P              SFR                       360                 355      100              100          11.9           4/1/2007          3/1/2037
412448873           AZ          85323    P              PUD                       360                 355       95               95           6.5           4/1/2007          3/1/2037
412448874           LA          70422    P              SFR                       360                 355       85               85           8.7           4/1/2007          3/1/2037
412448875           NJ          08401    P              SFR                       360                 355       80              100          9.75           4/1/2007          3/1/2037
412448879           MD          21740    P              SFR                       360                 355       85               85           9.5           4/1/2007          3/1/2037
412448880           MA          01605    P              SFR                       360                 355    83.33            83.33         8.538           4/1/2007          3/1/2037
412448881           OR          97015    P              PUD                       360                 355    91.64            91.64           7.2           4/1/2007          3/1/2037
412448882           CA          92411    P              SFR                       360                 355       80               80           7.4           4/1/2007          3/1/2037
412448883           NJ          07410    P              SFR                       360                 355       85               85          7.95           4/1/2007          3/1/2037
412448885           TX          78213    P              SFR                       360                 355       80               80           8.7           4/1/2007          3/1/2037
412448886           AZ          86314    P              SFR                       360                 355    82.95            82.95          9.75           4/1/2007          3/1/2037
412448887           MA          01341    P              SFR                       360                 355    77.78            77.78           7.3           4/1/2007          3/1/2037
412448888           MI          49418    P              SFR                       360                 355    63.46            63.46             7           4/1/2007          3/1/2037
412448889           MA          01864    P              SFR                       360                 355     93.5             93.5          8.99           4/1/2007          3/1/2037
412448893           CA          91722    P              SFR                       360                 355       80              100          6.15           4/1/2007          3/1/2037
412448896           WA          98270    P              PUD                       360                 355       90               90          7.49           4/1/2007          3/1/2037
412448897           RI          02816    P              SFR                       360                 355    54.81            54.81         8.125           4/1/2007          3/1/2037
412452560           FL          34691    P              SFR                       360                 355    61.54            61.54          10.5           4/1/2007          3/1/2037
412448898           IL          60623    P              SFR                       360                 355    61.85            61.85          8.95           4/1/2007          3/1/2037
412448899           WI          53704    P              SFR                       360                 355       80              100           7.1           4/1/2007          3/1/2037
412448901           FL          32738    P              SFR                       360                 355    79.15            79.15           6.3           4/1/2007          3/1/2037
412448902           MN          55016    P              SFR                       360                 355       80              100         7.675           4/1/2007          3/1/2037
412448903           MA          01581    P              SFR                       360                 355    56.76            56.76           8.5           4/1/2007          3/1/2037
412448905           IL          60618    P              SFR                       360                 356       90               90         7.475           5/1/2007          4/1/2037
412448906           TN          37921    P              SFR                       360                 355      100              100          8.87           4/1/2007          3/1/2037
412448907           TN          37921    P              SFR                       360                 355       80              100         7.875           4/1/2007          3/1/2037
412448908           NY          11550    P              SFR                       360                 355    78.48            78.48           8.2           4/1/2007          3/1/2037
412448911           TX          75019    P              PUD                       360                 355       80              100         7.175           4/1/2007          3/1/2037
412448912           LA          70043    P              SFR                       360                 355       90               90          7.49           4/1/2007          3/1/2037
412448914           IL          60548    P              SFR                       360                 355    77.36            77.36          6.85           4/1/2007          3/1/2037
412448917           KS          66067    P              SFR                       360                 355       90               90           7.2           4/1/2007          3/1/2037
412448918           FL          32218    P              PUD                       360                 355       85               85          10.2           4/1/2007          3/1/2037
412448919           IA          51501    P              SFR                       360                 355       85               85         10.45           4/1/2007          3/1/2037
412448921           CA          92395    P              PUD                       360                 355       85               85          8.35           4/1/2007          3/1/2037
412448922           NJ          08251    I              SFR                       360                 355       90               90        10.625           4/1/2007          3/1/2037
412448923           VA          23836    P              SFR                       360                 355       80               95          6.49           4/1/2007          3/1/2037
412448931           MN          55119    P              SFR                       360                 355       80              100         7.025           4/1/2007          3/1/2037
412448932           IN          46324    P              SFR                       360                 355      100              100         12.05           4/1/2007          3/1/2037
412448933           IN          46324    P              SFR                       360                 355       80              100         7.775           4/1/2007          3/1/2037
412448934           MD          21113    P              CO                        360                 355       80              100         7.775           4/1/2007          3/1/2037
412448935           FL          34759    P              PUD                       360                 355     94.9             94.9          6.99           4/1/2007          3/1/2037
412448937           MA          01588    P              SFR                       360                 355       80              100         7.525           4/1/2007          3/1/2037
412448942           MA          01588    P              SFR                       360                 355      100              100         10.65           4/1/2007          3/1/2037
412452568           NE          68152    P              SFR                       360                 355       80              100         7.875           4/1/2007          3/1/2037
412448945           NV          89503    P              SFR                       360                 355       95               95           6.4           4/1/2007          3/1/2037
412448946           CA          90302    P              SFR                       360                 355       85               85         6.875           4/1/2007          3/1/2037
412448948           MD          20724    P              PUD                       360                 355       90               90         7.475           4/1/2007          3/1/2037
412448950           AZ          85745    S              PUD                       360                 356       90               90          8.99           5/1/2007          4/1/2037
412448951           CA          95361    P              SFR                       360                 355    87.76            87.76         6.125           4/1/2007          3/1/2037
412448958           NM          88012    P              SFR                       360                 355       85               85         9.113           4/1/2007          3/1/2037
412448959           MA          01945    P              SFR                       360                 355    53.13            53.13         5.825           4/1/2007          3/1/2037
412452573           TX          78245    P              PUD                       360                 356    94.06            94.06          7.35           5/1/2007          4/1/2037
412448961           CA          93065    P              SFR                       360                 356    77.51              100           7.9           5/1/2007          4/1/2037
412448962           TX          77382    P              PUD                       360                 355      100              100           9.8           4/1/2007          3/1/2037
412448963           TX          77382    P              PUD                       360                 355       80              100         9.075           4/1/2007          3/1/2037
412448964           NJ          07029    P              SFR                       360                 356    57.14            57.14           6.7           5/1/2007          4/1/2037
412448969           CA          94590    P              CO                        360                 355       80              100         7.775           4/1/2007          3/1/2037
412448979           NV          89015    P              SFR                       360                 356      100              100           9.9           5/1/2007          4/1/2037
412448990           OR          97702    P              2F                        360                 353       80              100         7.525           2/1/2007          1/1/2037
412449010           CA          92592    P              SFR                       360                 351    67.23            67.23           9.8          12/1/2006         11/1/2036
412449018           NV          89121    P              SFR                       360                 350       85               85          9.25          11/1/2006         10/1/2036
412449141           UT          84118    P              SFR                       360                 351       80               80           9.1          12/1/2006         11/1/2036
412449147           MO          63136    P              SFR                       360                 351       75               75          10.6          12/1/2006         11/1/2036
412449156           IL          60070    P              SFR                       360                 351    76.92            76.92           6.7          12/1/2006         11/1/2036
412449162           NJ          08901    I              2F                        360                 351    78.38            78.38           8.9          12/1/2006         11/1/2036
412449200           AZ          85226    P              SFR                       360                 351       95               95         10.85          12/1/2006         11/1/2036
412449204           OH          44320    P              SFR                       360                 351       85               85          10.3          12/1/2006         11/1/2036
412452752           OH          44667    P              SFR                       360                 351       90               95         10.35          12/1/2006         11/1/2036
412449214           CT          06515    P              SFR                       360                 351    69.77            69.77          9.05          12/1/2006         11/1/2036
412449216           NH          03079    P              SFR                       360                 351    81.82            81.82         7.925          12/1/2006         11/1/2036
412452774           GA          30058    P              SFR                       360                 351       80              100           9.2          12/1/2006         11/1/2036
412449457           AZ          85242    P              PUD                       360                 350       90               90         8.275          11/1/2006         10/1/2036
412452936           AZ          85202    P              PUD                       360                 351       80              100         6.375          12/1/2006         11/1/2036
412450522           TX          77459    P              PUD                       360                 355      100              100         6.625           4/1/2007          3/1/2037
412450523           TX          77459    P              PUD                       360                 355       80              100         6.625           4/1/2007          3/1/2037
412445515           TX          77089    P              PUD                       360                 355       90               90             6           4/1/2007          3/1/2037
412445520           TX          77494    P              PUD                       480                 475       80              100         7.475           4/1/2007          3/1/2047
412450536           TX          77568    P              PUD                       360                 355       80              100         6.625           4/1/2007          3/1/2037
412445529           TX          77469    P              PUD                       360                 355       95               95             9           4/1/2007          3/1/2037
412445530           TX          77373    P              PUD                       360                 355       80              100           6.5           4/1/2007          3/1/2037
412445531           TX          77433    P              PUD                       360                 355       80              100           6.5           4/1/2007          3/1/2037
412445535           TX          77396    P              PUD                       360                 355       80              100         6.625           4/1/2007          3/1/2037
412450541           TX          77377    P              PUD                       360                 355      100              100         6.375           4/1/2007          3/1/2037
412450542           TX          77459    P              PUD                       360                 355       80               80             6           4/1/2007          3/1/2037
412445541           TX          77545    P              PUD                       360                 355      100              100           6.5           4/1/2007          3/1/2037
412445542           TX          77396    P              PUD                       180                 175      100              100           8.5           4/1/2007          3/1/2022
412450549           TX          77459    P              PUD                       360                 355       80              100         6.375           4/1/2007          3/1/2037
412450553           TX          77459    P              PUD                       360                 355      100              100          8.25           4/1/2007          3/1/2037
412445546           TX          77092    P              PUD                       180                 175    89.98            89.98          7.75           4/1/2007          3/1/2022
412445547           TX          77584    P              PUD                       180                 175       95               95         8.125           4/1/2007          3/1/2022
412445550           TX          76123    P              PUD                       360                 355    89.98            89.98           7.5           4/1/2007          3/1/2037
412450556           TX          75201    P              PUD                       360                 355    79.99            99.98         6.125           4/1/2007          3/1/2037
412450557           TX          75201    P              PUD                       360                 355    99.98            99.98         7.875           4/1/2007          3/1/2037
412445554           TX          76123    P              PUD                       360                 355    79.99            89.95          5.75           4/1/2007          3/1/2037
412445555           TX          76123    P              PUD                       360                 355    89.95            89.95          7.75           4/1/2007          3/1/2037
412445556           TX          75208    P              TH                        360                 355       80               90         5.875           4/1/2007          3/1/2037
412445557           TX          75208    P              TH                        360                 355       90               90          7.75           4/1/2007          3/1/2037
412450558           TX          75209    P              PUD                       360                 355    79.99            99.99          6.75           4/1/2007          3/1/2037
412445558           TX          75209    P              PUD                       360                 355    99.99            99.99             9           4/1/2007          3/1/2037
412450559           TX          75002    P              SFR                       360                 355      100              100         6.625           4/1/2007          3/1/2037
412450560           TX          78006    P              PUD                       360                 355       80              100           6.5           4/1/2007          3/1/2037
412445576           TX          77581    P              PUD                       180                 175      100              100           8.5           4/1/2007          3/1/2022
412445583           TX          77044    P              PUD                       180                 175      100              100          7.75           4/1/2007          3/1/2022
412445586           TX          78735    P              PUD                       360                 355      100              100           7.5           4/1/2007          3/1/2037
412450569           TX          78641    P              PUD                       360                 355       90               90             6           4/1/2007          3/1/2037
412445591           TX          78653    P              PUD                       360                 355       80              100         6.875           4/1/2007          3/1/2037
412445593           TX          78735    P              PUD                       360                 355    89.99            89.99        10.375           4/1/2007          3/1/2037
412450597           TX          78221    P              PUD                       360                 355    98.45            98.45          6.25           4/1/2007          3/1/2037
412450598           TX          78108    P              PUD                       360                 355    73.82            73.82             6           4/1/2007          3/1/2037
412452680           TX          76207    P              PUD                       360                 355    99.98            99.98         6.375           4/1/2007          3/1/2037
412449068           TX          76227    P              PUD                       180                 175    99.99            99.99         8.375           4/1/2007          3/1/2022
412449072           CO          80910    P              PUD                       360                 355      100              100         7.125           4/1/2007          3/1/2037
412449073           CO          80863    P              SFR                       180                 175    94.98            94.98         8.375           4/1/2007          3/1/2022
412449074           CO          80817    P              SFR                       180                 175      100              100         8.375           4/1/2007          3/1/2022
412452711           TX          77386    P              PUD                       360                 355       80               95           5.5           4/1/2007          3/1/2037
412449099           TX          77433    P              PUD                       360                 355      100              100          6.75           4/1/2007          3/1/2037
412449102           TX          77396    P              PUD                       360                 355      100              100          6.75           4/1/2007          3/1/2037
412449110           CO          80601    P              PUD                       360                 355    89.97            89.97         7.775           4/1/2007          3/1/2037
412449111           CO          80230    P              PUD                       360                 355       80               80         6.375           4/1/2007          3/1/2037
412449116           CO          80109    I              PUD                       360                 355       80              100             7           4/1/2007          3/1/2037
412449117           CO          80109    P              PUD                       360                 355       80            99.99         8.125           4/1/2007          3/1/2037
412452716           CO          80603    P              PUD                       360                 355       80            89.97             6           4/1/2007          3/1/2037
412449121           CO          80603    P              PUD                       360                 355    89.97            89.97         7.375           4/1/2007          3/1/2037
412449185           TX          76248    P              PUD                       360                 355    75.62            75.62             6           4/1/2007          3/1/2037
412452746           TX          75409    P              PUD                       360                 355    99.22            99.22           6.5           4/1/2007          3/1/2037
412449189           TX          76248    P              PUD                       360                 355      100              100         7.875           4/1/2007          3/1/2037
412452920           TX          78641    P              PUD                       360                 355       80              100         6.875           4/1/2007          3/1/2037
412449442           TX          78653    P              PUD                       360                 355       95               95           7.5           4/1/2007          3/1/2037
412449443           TX          76574    P              SFR                       360                 355    93.33            93.33           8.5           4/1/2007          3/1/2037
412447648           CT          06606    P              SFR                       360                 355    85.79            85.79          6.25           4/1/2007          3/1/2037
412447868           TX          79764    P              SFR                       360                 355       80              100           6.5           4/1/2007          3/1/2037
412447869           TX          79764    P              SFR                       360                 355      100              100         9.375           4/1/2007          3/1/2037
412452380           CA          92113    P              SFR                       360                 355       80               80          7.25           4/1/2007          3/1/2037
412448094           CA          92503    P              SFR                       360                 355       90               90          6.75           4/1/2007          3/1/2037
412448175           CA          92270    P              SFR                       360                 356       80              100           7.5           5/1/2007          4/1/2037
412448176           CA          92270    P              SFR                       360                 356      100              100        12.625           5/1/2007          4/1/2037
412448196           NY          11427    P              SFR                       360                 355       80              100             7           4/1/2007          3/1/2037
412448214           WI          53716    P              SFR                       360                 355       80              100           6.5           4/1/2007          3/1/2037
412448215           WI          53716    P              SFR                       360                 355      100              100         11.75           4/1/2007          3/1/2037
412448286           MI          49071    P              SFR                       360                 355       80              100             8           4/1/2007          3/1/2037
412448288           MI          49071    P              SFR                       360                 355      100              100            12           4/1/2007          3/1/2037
412448298           CA          93551    P              SFR                       360                 355    64.68            64.68          6.75           4/1/2007          3/1/2037
412448299           NY          11432    P              SFR                       360                 355    33.85            33.85           6.5           4/1/2007          3/1/2037
412448336           FL          33993    P              SFR                       360                 355      100              100        11.625           4/1/2007          3/1/2037
412448337           FL          33993    P              SFR                       360                 355       80              100             7           4/1/2007          3/1/2037
412452459           MI          48187    P              SFR                       360                 355       80              100         6.625           4/1/2007          3/1/2037
412452460           MI          48187    P              SFR                       360                 355      100              100            12           4/1/2007          3/1/2037
412448371           FL          32958    P              SFR                       360                 355       70               70           6.5           4/1/2007          3/1/2037
412448382           CA          94044    P              SFR                       360                 355       80              100         7.125           4/1/2007          3/1/2037
412448424           CA          91911    P              SFR                       360                 355    67.31            67.31         6.625           4/1/2007          3/1/2037
412448447           CA          94536    P              PUD                       360                 355       80              100         7.375           4/1/2007          3/1/2037
412448451           VA          22204    P              SFR                       360                 355       80               80         7.375           4/1/2007          3/1/2037
412448452           CA          94536    P              PUD                       360                 355      100              100         11.75           4/1/2007          3/1/2037
412448471           CA          91342    P              SFR                       360                 355    75.82            75.82         6.125           4/1/2007          3/1/2037
412448506           CA          94044    P              SFR                       360                 355      100              100            12           4/1/2007          3/1/2037
412448515           WI          53536    P              SFR                       360                 355       80              100          6.75           4/1/2007          3/1/2037
412448516           WI          53536    P              SFR                       360                 355      100              100            12           4/1/2007          3/1/2037
412448579           FL          33189    P              SFR                       360                 355       80              100           6.5           4/1/2007          3/1/2037
412448583           FL          33189    P              SFR                       360                 355      100              100            12           4/1/2007          3/1/2037
412448611           FL          33165    P              SFR                       360                 355      100              100        11.875           4/1/2007          3/1/2037
412448613           FL          33165    P              SFR                       360                 355       80              100         6.875           4/1/2007          3/1/2037
412448614           MN          55014    P              SFR                       360                 355       80              100          6.25           4/1/2007          3/1/2037
412448618           FL          34761    P              PUD                       360                 355       90               90         6.875           4/1/2007          3/1/2037
412448621           CA          92377    P              SFR                       360                 355       80              100           6.5           4/1/2007          3/1/2037
412448624           CA          92377    P              SFR                       360                 355      100              100          11.5           4/1/2007          3/1/2037
412448645           TX          78750    P              SFR                       360                 355    76.62            76.62          6.75           4/1/2007          3/1/2037
412448652           CA          94303    P              SFR                       360                 355       80              100         7.625           4/1/2007          3/1/2037
412448653           CA          94303    P              SFR                       360                 355      100              100         11.75           4/1/2007          3/1/2037
412448656           CA          91505    P              SFR                       360                 355       80              100          6.75           4/1/2007          3/1/2037
412448657           CA          91505    P              SFR                       360                 355      100              100         11.75           4/1/2007          3/1/2037
412448681           CA          92154    P              PUD                       360                 355       80               95         6.875           4/1/2007          3/1/2037
412448724           FL          34688    P              PUD                       360                 355    72.22            72.22             7           4/1/2007          3/1/2037
412448734           FL          34984    P              SFR                       360                 355       90               90          7.75           4/1/2007          3/1/2037
412448744           CA          95762    P              SFR                       360                 355       80              100          6.25           4/1/2007          3/1/2037
412448750           CA          91701    P              SFR                       360                 355       80              100           6.5           4/1/2007          3/1/2037
412448751           CA          91701    P              SFR                       360                 355      100              100            12           4/1/2007          3/1/2037
412448752           OR          97402    P              SFR                       360                 355       80              100          6.25           4/1/2007          3/1/2037
412448754           OR          97402    P              SFR                       360                 355      100              100        11.125           4/1/2007          3/1/2037
412448777           TN          37764    P              SFR                       360                 355       80               80         6.625           4/1/2007          3/1/2037
412448778           CO          80219    P              SFR                       360                 355     67.1             67.1          6.75           4/1/2007          3/1/2037
412448782           TX          77073    P              PUD                       360                 355      100              100          9.75           4/1/2007          3/1/2037
412448792           CA          93635    P              SFR                       360                 356       80               80         6.375           5/1/2007          4/1/2037
412452536           CA          95660    P              SFR                       360                 355      100              100            12           4/1/2007          3/1/2037
412452537           CA          95660    P              SFR                       360                 355       80              100          6.25           4/1/2007          3/1/2037
412448817           FL          33414    P              PUD                       360                 355      100              100         11.75           4/1/2007          3/1/2037
412448818           FL          33414    P              PUD                       360                 355       80              100         6.625           4/1/2007          3/1/2037
412448819           GA          31027    P              SFR                       360                 355      100              100         9.375           4/1/2007          3/1/2037
412448847           OR          97132    P              PUD                       360                 355      100              100         9.125           4/1/2007          3/1/2037
412448848           OR          97132    P              PUD                       360                 355       80              100         6.375           4/1/2007          3/1/2037
412448854           FL          32778    P              SFR                       360                 356       80              100           6.5           5/1/2007          4/1/2037
412448855           FL          32778    P              SFR                       360                 356      100              100        10.875           5/1/2007          4/1/2037
412448865           CA          95356    P              SFR                       360                 355       80               90          7.25           4/1/2007          3/1/2037
412448866           CA          95356    P              SFR                       360                 355       90               90         10.75           4/1/2007          3/1/2037
412448877           NY          11717    P              SFR                       360                 355       80               80           6.5           4/1/2007          3/1/2037
412452556           AR          72120    P              SFR                       360                 355       80              100         6.375           4/1/2007          3/1/2037
412452557           AR          72120    P              SFR                       360                 355      100              100         9.625           4/1/2007          3/1/2037
412448894           CA          93535    P              SFR                       360                 355       80              100         6.625           4/1/2007          3/1/2037
412448895           CA          93535    P              SFR                       360                 355      100              100        10.875           4/1/2007          3/1/2037
412448913           MN          56529    P              SFR                       360                 355       90               90         6.625           4/1/2007          3/1/2037
412448915           FL          33060    P              SFR                       360                 355       80              100           6.5           4/1/2007          3/1/2037
412448916           FL          33060    P              SFR                       360                 355      100              100        11.875           4/1/2007          3/1/2037
412448924           TX          77003    P              PUD                       360                 355      100              100         9.875           4/1/2007          3/1/2037
412448925           TX          77003    P              PUD                       360                 355       80              100         6.625           4/1/2007          3/1/2037
412448926           AZ          85015    P              SFR                       360                 355    70.17            70.17         6.375           4/1/2007          3/1/2037
412448938           FL          32065    P              PUD                       360                 356      100              100          12.5           5/1/2007          4/1/2037
412448940           FL          32065    P              PUD                       360                 356       80              100          6.75           5/1/2007          4/1/2037
412448943           FL          34953    P              SFR                       360                 355      100              100            11           4/1/2007          3/1/2037
412448954           FL          33442    P              PUD                       360                 355      100              100         8.625           4/1/2007          3/1/2037
412448956           MN          55364    P              SFR                       360                 355       95               95             7           4/1/2007          3/1/2037
412448967           NY          11520    P              SFR                       360                 355       80              100          7.25           4/1/2007          3/1/2037
412448968           NY          11520    P              SFR                       360                 355      100              100        11.875           4/1/2007          3/1/2037
412448972           CA          95122    P              SFR                       360                 356    69.34            69.34         6.625           5/1/2007          4/1/2037
412448977           CA          93313    P              SFR                       360                 355       80              100         6.375           4/1/2007          3/1/2037
412448978           CA          93313    P              SFR                       360                 355      100              100         9.125           4/1/2007          3/1/2037
412448994           CA          92509    P              SFR                       420                 415      100              100          6.25           4/1/2007          3/1/2042
412452633           CA          93535    P              SFR                       360                 355       80               80         5.375           4/1/2007          3/1/2037
412449025           CA          93536    P              SFR                       360                 355    79.98            99.96           7.5           4/1/2007          3/1/2037
412449027           CA          93536    P              SFR                       180                 175    99.96            99.96          12.5           4/1/2007          3/1/2022
412452652           CA          95928    P              SFR                       360                 355    48.04            48.04           6.5           4/1/2007          3/1/2037
412449032           FL          32746    P              PUD                       180                 158       90               90         7.125          11/1/2005         10/1/2020
412452670           TX          75654    P              SFR                       360                 355      100              100          7.25           4/1/2007          3/1/2037
412449175           WA          98499    P              PUD                       360                 355      100              100          8.25           4/1/2007          3/1/2037
412449202           AZ          85008    P              CO                        360                 355    96.97            96.97          5.99           4/1/2007          3/1/2037
412452754           OH          44112    P              2F                        360                 355      100              100             8           4/1/2007          3/1/2037
412449219           NC          27377    P              PUD                       360                 355    79.84            79.84           6.5           4/1/2007          3/1/2037
412452777           GA          30252    S              PUD                       360                 355       80              100          7.75           4/1/2007          3/1/2037
412449257           AZ          85743    I              PUD                       360                 355       70               70           6.5           4/1/2007          3/1/2037
412449260           AZ          85249    P              PUD                       360                 355       80              100         6.625           4/1/2007          3/1/2037
412449265           NV          89103    P              SFR                       360                 355       80              100          6.25           4/1/2007          3/1/2037
412449266           NV          89103    P              SFR                       180                 175      100              100          9.25           4/1/2007          3/1/2022
412449267           AZ          85085    I              PUD                       360                 355       80            89.99         7.125           4/1/2007          3/1/2037
412449269           AZ          85014    P              TH                        360                 355      100              100             7           4/1/2007          3/1/2037
412449272           AZ          85016    P              PUD                       180                 175      100              100         9.875           4/1/2007          3/1/2022
412452784           AZ          85022    P              PUD                       360                 355    39.71            39.71             6           4/1/2007          3/1/2037
412449283           NC          27312    P              SFR                       360                 355      100              100          6.25           4/1/2007          3/1/2037
412452803           OH          44310    I              SFR                       360                 355       80               80           6.5           4/1/2007          3/1/2037
412449294           IL          60022    P              SFR                       360                 355       50               50           6.5           4/1/2007          3/1/2037
412452807           GA          30044    P              SFR                       360                 355      100              100           6.5           4/1/2007          3/1/2037
412449305           FL          32208    P              SFR                       360                 355       74               74           6.5           4/1/2007          3/1/2037
412449306           NC          27603    P              PUD                       480                 475      100              100         6.375           4/1/2007          3/1/2047
412449307           NC          27103    P              SFR                       480                 475      100              100           6.5           4/1/2007          3/1/2047
412449309           NC          28411    P              SFR                       360                 355       80               90           6.5           4/1/2007          3/1/2037
412449312           IN          46703    P              SFR                       360                 355      100              100         6.875           4/1/2007          3/1/2037
412449318           NC          27103    P              SFR                       480                 475      100              100         6.625           4/1/2007          3/1/2047
412452813           FL          32210    P              SFR                       360                 355    79.27            79.27          5.75           4/1/2007          3/1/2037
412452814           FL          32439    P              SFR                       360                 355    36.69            36.69             6           4/1/2007          3/1/2037
412449322           GA          30022    P              PUD                       360                 355    94.94            94.94         6.375           4/1/2007          3/1/2037
412449333           CA          94545    I              SFR                       360                 355    62.62            62.62         6.375           4/1/2007          3/1/2037
412449336           CA          92026    P              SFR                       360                 355    88.09            88.09         8.125           4/1/2007          3/1/2037
412449344           CA          90631    P              PUD                       360                 355      100              100             8           4/1/2007          3/1/2037
412449352           CA          90620    P              SFR                       360                 355    84.96            84.96         8.125           4/1/2007          3/1/2037
412449354           CA          93292    P              SFR                       360                 355       90               90         7.875           4/1/2007          3/1/2037
412449356           CA          92604    P              SFR                       360                 355       80               80           5.5           4/1/2007          3/1/2037
412449358           CA          92009    P              CO                        360                 355    79.31            79.31          6.25           4/1/2007          3/1/2037
412449374           NM          87401    P              SFR                       360                 355      100              100         6.625           4/1/2007          3/1/2037
412452865           MA          02703    P              SFR                       360                 355      100              100         6.625           4/1/2007          3/1/2037
412449393           CO          80013    I              SFR                       360                 355      100              100           9.5           4/1/2007          3/1/2037
412452871           CO          80134    I              PUD                       360                 355       75               95          8.75           4/1/2007          3/1/2037
412449398           KS          66073    P              SFR                       360                 355      100              100         6.625           4/1/2007          3/1/2037
412452875           CO          80128    P              CO                        360                 355      100              100           6.5           4/1/2007          3/1/2037
412452882           CO          80013    P              SFR                       360                 355       75              100             6           4/1/2007          3/1/2037
412452883           CO          80013    P              SFR                       360                 355      100              100             9           4/1/2007          3/1/2037
412452884           TX          77083    P              PUD                       360                 355       80              100         7.125           4/1/2007          3/1/2037
412452885           TX          77083    P              PUD                       180                 175      100              100          9.25           4/1/2007          3/1/2022
412449403           CO          80205    P              SFR                       180                 175      100              100          8.75           4/1/2007          3/1/2022
412449404           CO          80128    P              PUD                       360                 355    79.08            79.08         6.125           4/1/2007          3/1/2037
412452889           CO          80241    P              PUD                       360                 355    82.97            82.97          6.25           4/1/2007          3/1/2037
412452897           CO          80504    P              PUD                       480                 475      100              100         6.375           4/1/2007          3/1/2047
412449409           TN          37863    P              SFR                       360                 355    79.82            79.82         6.375           4/1/2007          3/1/2037
412449412           CO          80118    P              PUD                       360                 355       90               90          6.25           4/1/2007          3/1/2037
412449413           MO          65807    I              SFR                       240                 235       75               75         6.125           4/1/2007          3/1/2027
412449415           CO          80234    P              PUD                       360                 355       90               90             8           4/1/2007          3/1/2037
412449416           CO          80209    P              SFR                       360                 355       95               95          7.75           4/1/2007          3/1/2037
412452902           MO          64015    P              SFR                       360                 355      100              100         6.875           4/1/2007          3/1/2037
412449417           CO          81001    P              SFR                       360                 355    73.94            73.94             8           4/1/2007          3/1/2037
412449418           AK          99611    P              SFR                       360                 355    73.64            73.64         6.125           4/1/2007          3/1/2037
412449419           CO          81001    I              SFR                       360                 355    67.39            67.39         6.625           4/1/2007          3/1/2037
412449423           TN          37922    P              SFR                       360                 355      100              100           6.5           4/1/2007          3/1/2037
412449424           CO          80228    I              CO                        360                 355      100              100          8.75           4/1/2007          3/1/2037
412449425           CO          80219    P              SFR                       180                 175      100              100         8.375           4/1/2007          3/1/2022
412449433           KS          66061    P              PUD                       180                 175      100              100          8.25           4/1/2007          3/1/2022
412449472           AZ          85032    P              CO                        360                 355    75.56            86.67         6.375           4/1/2007          3/1/2037
412449474           AZ          85032    P              CO                        360                 355    86.67            86.67         8.625           4/1/2007          3/1/2037
412449503           TX          75662    P              SFR                       360                 355    98.45            98.45             7           4/1/2007          3/1/2037
412452940           CA          92128    P              CO                        360                 355       80            98.14         6.625           4/1/2007          3/1/2037
412452941           CA          92128    P              CO                        360                 355    98.14            98.14         8.125           4/1/2007          3/1/2037
412449514           NJ          08096    P              SFR                       360                 355       75               95             7           4/1/2007          3/1/2037
412449515           NJ          08096    P              SFR                       360                 355      100              100        13.375           4/1/2007          3/1/2037
412449518           NJ          08046    P              SFR                       360                 355       80               90         7.125           4/1/2007          3/1/2037
412449522           NJ          08046    P              SFR                       360                 355       90               90         11.75           4/1/2007          3/1/2037
412449524           NJ          08060    P              TH                        360                 355       80            99.91             7           4/1/2007          3/1/2037
412449525           NJ          08060    P              TH                        360                 355      100              100            13           4/1/2007          3/1/2037
412449526           FL          33801    P              SFR                       360                 355       80              100         7.625           4/1/2007          3/1/2037
412449530           FL          32953    I              SFR                       360                 355       80               90         7.125           4/1/2007          3/1/2037
412452946           FL          32953    I              SFR                       360                 355       80               95         7.125           4/1/2007          3/1/2037
412449535           PA          19006    P              SFR                       360                 355       80               80          7.75           4/1/2007          3/1/2037
412449540           VA          22315    P              CO                        360                 355     97.1             97.1          6.75           4/1/2007          3/1/2037
412449543           TX          79602    P              SFR                       360                 355      100              100           6.5           4/1/2007          3/1/2037
412449544           TX          79762    P              SFR                       360                 355    56.69            56.69          6.75           4/1/2007          3/1/2037
412449549           TX          79761    P              SFR                       180                 175    77.32            77.32          8.25           4/1/2007          3/1/2022
412449550           TX          79763    P              SFR                       360                 355      100              100          8.25           4/1/2007          3/1/2037
412449551           TX          79714    P              SFR                       360                 355      100              100             7           4/1/2007          3/1/2037
412449552           TX          79762    P              SFR                       360                 355      100              100          7.75           4/1/2007          3/1/2037
412452955           TX          79763    P              SFR                       360                 355      100              100           7.5           4/1/2007          3/1/2037
412449555           TX          79761    P              SFR                       360                 355       80              100         6.625           4/1/2007          3/1/2037
412449557           TX          79764    P              SFR                       360                 355      100              100         8.375           4/1/2007          3/1/2037
412449570           TX          77511    P              SFR                       180                 175       90               90         7.625           4/1/2007          3/1/2022
412452965           TX          77007    P              PUD                       360                 355       80              100         6.375           4/1/2007          3/1/2037
412452966           TX          77007    P              PUD                       180                 175      100              100          8.25           4/1/2007          3/1/2022
412449578           NV          89408    P              SFR                       360                 355       80              100          6.25           4/1/2007          3/1/2037
412452994           LA          71106    P              SFR                       360                 355      100              100           6.5           4/1/2007          3/1/2037
412449606           LA          71111    P              SFR                       360                 355      100              100           6.5           4/1/2007          3/1/2037
412449609           LA          71129    P              PUD                       360                 355      100              100           6.5           4/1/2007          3/1/2037
412449615           TX          78332    P              SFR                       360                 355      100              100         8.125           4/1/2007          3/1/2037
412449620           TX          78380    P              SFR                       360                 355      100              100         8.125           4/1/2007          3/1/2037
412449624           OR          97754    P              SFR                       480                 475    99.98            99.98         6.625           4/1/2007          3/1/2047
412449625           OR          97754    P              SFR                       360                 355      100              100         6.625           4/1/2007          3/1/2037
412449630           GA          30008    P              SFR                       360                 355      100              100         8.875           4/1/2007          3/1/2037
412449635           IL          61834    P              SFR                       360                 355       80              100             7           4/1/2007          3/1/2037
412449638           IL          61834    P              SFR                       360                 355      100              100          9.75           4/1/2007          3/1/2037
412449646           NC          28806    P              SFR                       360                 355    68.57            68.57           6.5           4/1/2007          3/1/2037
412449648           NC          28792    P              PUD                       360                 355      100              100         7.875           4/1/2007          3/1/2037
412449649           NC          28037    P              PUD                       360                 355       80               90         5.875           4/1/2007          3/1/2037
412449650           NC          28114    P              SFR                       360                 355    69.23            69.23          7.25           4/1/2007          3/1/2037
412449651           NC          28721    P              SFR                       180                 175      100              100          7.75           4/1/2007          3/1/2022
412449652           NC          28270    S              PUD                       360                 355       80              100         6.825           4/1/2007          3/1/2037
412449659           VA          22204    P              SFR                       360                 355    47.23            47.23        11.075           4/1/2007          3/1/2037
412449660           MD          21217    I              TH                        360                 355       75               75          7.75           4/1/2007          3/1/2037
412449662           MD          20744    P              SFR                       360                 355    70.08            70.08          6.75           4/1/2007          3/1/2037
412449679           NC          28212    P              PUD                       360                 355      100              100          7.25           4/1/2007          3/1/2037
412449682           TX          76063    P              SFR                       360                 355       80            93.33         6.125           4/1/2007          3/1/2037
412449683           TX          76063    P              SFR                       360                 355    93.33            93.33          11.5           4/1/2007          3/1/2037
412453023           NM          87121    P              SFR                       360                 355    96.48            96.48          7.75           4/1/2007          3/1/2037
412453024           NM          87121    P              SFR                       360                 355       80            96.48           6.5           4/1/2007          3/1/2037
412449686           NY          10606    S              SFR                       360                 355    70.78            70.78          6.75           4/1/2007          3/1/2037
412449687           IL          61008    P              SFR                       360                 355    79.55            79.55          7.25           4/1/2007          3/1/2037
412449688           PA          19136    P              SFR                       360                 355       80            97.42          6.25           4/1/2007          3/1/2037
412449689           PA          19136    P              SFR                       360                 355    97.42            97.42           8.5           4/1/2007          3/1/2037
412449690           IN          46038    P              SFR                       360                 355      100              100             7           4/1/2007          3/1/2037
412449691           FL          32766    P              SFR                       360                 355    67.56            67.56         6.625           4/1/2007          3/1/2037
412449692           IL          60185    P              SFR                       360                 355    81.59            81.59         7.125           4/1/2007          3/1/2037
412449693           FL          33876    P              SFR                       360                 355       67               67             7           4/1/2007          3/1/2037
412449694           AZ          85251    I              CO                        360                 355    78.54            78.54             7           4/1/2007          3/1/2037
412449695           TN          37737    P              SFR                       360                 355    87.92            87.92         7.125           4/1/2007          3/1/2037
412449696           TX          79606    P              SFR                       360                 355       80            97.44           6.5           4/1/2007          3/1/2037
412449697           TX          79606    P              SFR                       360                 355    97.44            97.44           7.5           4/1/2007          3/1/2037
412449698           NJ          07719    P              SFR                       360                 355       80            91.89         6.875           4/1/2007          3/1/2037
412449699           NJ          07719    P              SFR                       360                 355    91.89            91.89           9.5           4/1/2007          3/1/2037
412449705           PA          18067    P              SFR                       360                 355    66.43            87.99          6.75           4/1/2007          3/1/2037
412449706           CA          91342    I              SFR                       360                 355    64.67            64.67         6.625           4/1/2007          3/1/2037
412449711           CA          92557    P              SFR                       360                 355    58.33            58.33         6.625           4/1/2007          3/1/2037
412449712           MN          55387    P              SFR                       360                 355    94.72            94.72        10.125           4/1/2007          3/1/2037
412449713           CT          06790    P              SFR                       360                 355      100              100             8           4/1/2007          3/1/2037
412453031           CT          06108    P              SFR                       360                 355       80             95.3           6.5           4/1/2007          3/1/2037
412453032           CT          06108    P              SFR                       360                 355    95.41            95.41        10.625           4/1/2007          3/1/2037
412449714           MA          01040    P              2F                        360                 355       75               75           6.5           4/1/2007          3/1/2037
412453033           AZ          85281    P              CO                        360                 355    79.87            79.87           6.5           4/1/2007          3/1/2037
412449719           AZ          85201    P              CO                        360                 355       80               80         5.875           4/1/2007          3/1/2037
412449720           WA          98294    P              SFR                       360                 355      100              100             7           4/1/2007          3/1/2037
412449724           NH          03820    P              CO                        360                 355      100              100         7.875           4/1/2007          3/1/2037
412449727           MA          02740    P              SFR                       360                 355      100              100          9.35           4/1/2007          3/1/2037
412453035           PA          18901    P              SFR                       360                 355    49.68            49.68           6.5           4/1/2007          3/1/2037
412449733           CA          92832    P              SFR                       360                 355    41.06            41.06          5.75           4/1/2007          3/1/2037
412449743           FL          33042    P              SFR                       360                 355     66.7             66.7         6.125           4/1/2007          3/1/2037
412449747           CA          92545    P              CO                        180                 175      100              100          8.25           4/1/2007          3/1/2022
412449748           FL          33190    P              PUD                       360                 355    76.71            76.71         4.375           4/1/2007          3/1/2037
412449749           CA          92694    I              SFR                       360                 355    57.08            57.08           6.5           4/1/2007          3/1/2037
412449751           CA          95245    P              SFR                       360                 355    33.27            33.27           5.5           4/1/2007          3/1/2037
412449752           MA          02135    P              MU                        360                 355    62.59            62.59         5.875           4/1/2007          3/1/2037
412449763           CA          94533    P              SFR                       360                 355    74.52            74.52             6           4/1/2007          3/1/2037
412449764           CA          94590    P              MU                        360                 355       70               70           6.5           4/1/2007          3/1/2037
412449765           CA          94585    P              SFR                       360                 355       80            93.91          5.75           4/1/2007          3/1/2037
412449766           CA          94585    P              SFR                       360                 355    93.91            93.91         8.875           4/1/2007          3/1/2037
412449767           OH          45714    P              SFR                       360                 355       80              100         7.125           4/1/2007          3/1/2037
412449768           OH          45714    P              SFR                       180                 175      100              100         8.875           4/1/2007          3/1/2022
412449770           OH          45750    P              SFR                       360                 355      100              100          9.75           4/1/2007          3/1/2037
412449773           PA          19406    P              CO                        360                 355      100              100           7.5           4/1/2007          3/1/2037
412449774           MD          20748    P              SFR                       360                 355       65               65          8.95           4/1/2007          3/1/2037
412449776           MD          20886    P              CO                        360                 355    78.57            78.57           8.4           4/1/2007          3/1/2037
412449777           VA          22304    P              CO                        180                 175      100              100           8.5           4/1/2007          3/1/2022
412449780           WA          98406    P              SFR                       360                 355       75               75         10.25           4/1/2007          3/1/2037
412449782           OR          97386    P              SFR                       480                 475      100              100           6.5           4/1/2007          3/1/2047
412453055           OR          97386    P              SFR                       480                 475      100              100         6.625           4/1/2007          3/1/2047
412449786           FL          33916    P              CO                        360                 355    72.97            72.97         6.375           4/1/2007          3/1/2037
412446627           NH          03842    S              SFR                       360                 356       90               90          9.85           5/1/2007          4/1/2037
412447254           MS          39358    P              SFR                       360                 356    71.43            71.43        10.838           5/1/2007          4/1/2037
412447461           CA          93907    P              SFR                       360                 356    77.19            77.19          6.25           5/1/2007          4/1/2037
412447671           MN          55396    P              SFR                       360                 355       80            98.57           8.5           4/1/2007          3/1/2037
412448030           OH          44105    I              SFR                       360                 356       85               85          9.65           5/1/2007          4/1/2037
412448074           CA          92705    P              CO                        360                 356       90               90          9.35           5/1/2007          4/1/2037
412448103           FL          34744    P              SFR                       360                 356       70               70          6.35           5/1/2007          4/1/2037
412448111           NY          11233    I              SFR                       360                 356       90               90          7.75           5/1/2007          4/1/2037
412448124           FL          34983    P              SFR                       360                 356    49.78            49.78         7.425           5/1/2007          4/1/2037
412448184           TX          79525    P              SFR                       360                 356       90               90         7.875           5/1/2007          4/1/2037
412448188           NJ          08831    I              SFR                       360                 356       95               95           9.8           5/1/2007          4/1/2037
412448237           NM          87544    P              SFR                       360                 355     87.5             87.5          7.55           4/1/2007          3/1/2037
412448281           MN          55985    P              SFR                       360                 355    94.95            94.95         7.875           4/1/2007          3/1/2037
412448306           LA          70117    S              SFR                       360                 356       95               95          8.55           5/1/2007          4/1/2037
412448330           MD          20744    P              SFR                       360                 356       85               85          7.85           5/1/2007          4/1/2037
412448332           CA          91730    P              PUD                       360                 355    87.58            87.58          6.85           4/1/2007          3/1/2037
412448341           CA          95307    P              SFR                       360                 355    68.21            68.21           6.7           4/1/2007          3/1/2037
412448362           OH          44110    I              SFR                       360                 356       90               90         8.725           5/1/2007          4/1/2037
412448367           CT          06604    P              SFR                       360                 355       80              100         7.825           4/1/2007          3/1/2037
412448368           CT          06604    P              SFR                       360                 355      100              100          9.65           4/1/2007          3/1/2037
412448374           NJ          07481    P              SFR                       360                 356       90               90         9.275           5/1/2007          4/1/2037
412448412           MA          01610    P              SFR                       360                 355      100              100         10.15           4/1/2007          3/1/2037
412448413           MA          01610    P              SFR                       360                 355       80              100         7.275           4/1/2007          3/1/2037
412448414           FL          34668    P              SFR                       360                 356       85               85           7.7           5/1/2007          4/1/2037
412448459           KY          40006    P              SFR                       360                 355       95               95          8.35           4/1/2007          3/1/2037
412448462           MA          02129    I              SFR                       360                 355       95               95           9.8           4/1/2007          3/1/2037
412448499           CA          90008    P              SFR                       360                 356       90               90          8.25           5/1/2007          4/1/2037
412452495           NJ          08046    P              SFR                       360                 356    87.95            87.95          6.65           5/1/2007          4/1/2037
412448679           FL          34482    P              SFR                       360                 356    74.15            74.15           6.8           5/1/2007          4/1/2037
412448691           TX          78757    P              PUD                       360                 355       80               80          10.1           4/1/2007          3/1/2037
412448698           NJ          07503    P              SFR                       360                 355     87.1             87.1          8.15           4/1/2007          3/1/2037
412448742           WA          98902    P              SFR                       360                 355       95               95           9.1           4/1/2007          3/1/2037
412448755           TX          77546    P              PUD                       360                 356       90               90         9.525           5/1/2007          4/1/2037
412448827           NJ          07106    I              SFR                       360                 355    84.99            84.99           7.9           4/1/2007          3/1/2037
412448842           FL          34683    P              PUD                       360                 356       90               90           6.1           5/1/2007          4/1/2037
412448870           PA          18976    P              SFR                       360                 356       95               95           9.3           5/1/2007          4/1/2037
412448884           TX          77089    P              PUD                       360                 356       80               80         7.415           5/1/2007          4/1/2037
412448892           NV          89109    P              CO                        360                 355    94.99            94.99         10.35           4/1/2007          3/1/2037
412452563           TX          78217    P              CO                        360                 356    94.99            94.99         9.538           5/1/2007          4/1/2037
412448944           TX          76021    P              SFR                       360                 355       80               80          6.95           4/1/2007          3/1/2037
412448949           MI          48322    P              CO                        360                 355       90               90           9.8           4/1/2007          3/1/2037
412448955           WI          54495    P              SFR                       360                 356    84.69            84.69          9.05           5/1/2007          4/1/2037
412448957           CA          92592    P              SFR                       360                 356       95               95           7.7           5/1/2007          4/1/2037
412448966           NV          89434    P              SFR                       360                 355    74.29            74.29          7.35           4/1/2007          3/1/2037
412448971           OH          43138    P              SFR                       360                 356       95               95          8.15           5/1/2007          4/1/2037
412448973           LA          70115    I              SFR                       360                 356       75               75          9.95           5/1/2007          4/1/2037
412448975           MA          02066    I              SFR                       360                 355       90               90        10.375           4/1/2007          3/1/2037
412448980           PA          19144    I              SFR                       360                 356       90               90         7.975           5/1/2007          4/1/2037
412448984           MD          21237    P              SFR                       360                 356       85               85         7.775           5/1/2007          4/1/2037
412448985           MD          20784    P              SFR                       360                 356       95               95         10.15           5/1/2007          4/1/2037
412448986           ND          58203    P              SFR                       360                 356       95               95          9.95           5/1/2007          4/1/2037
412449455           IN          47172    P              SFR                       360                 355      100              100           8.5           4/1/2007          3/1/2037
412447417           CA          93534    P              SFR                       360                 355    73.53            73.53          6.75           4/1/2007          3/1/2037
412448703           FL          33566    P              SFR                       360                 356       90               90         7.375           5/1/2007          4/1/2037
412448747           CA          91762    P              PUD                       360                 355       80               80         6.875           4/1/2007          3/1/2037
412448776           TX          77469    P              PUD                       360                 356    88.99            88.99          7.75           5/1/2007          4/1/2037
412448947           WI          54143    P              SFR                       360                 355       80              100          6.75           4/1/2007          3/1/2037
412448952           WI          53217    P              SFR                       360                 355       95               95         14.25           4/1/2007          3/1/2037
412448953           WI          53217    P              SFR                       360                 355       80               95           7.5           4/1/2007          3/1/2037
412448960           NV          89801    P              SFR                       360                 355      100              100        10.875           4/1/2007          3/1/2037
412449328           CA          92648    P              CO                        360                 355      100              100          8.75           4/1/2007          3/1/2037
412449450           NY          12834    S              SFR                       360                 355      100              100        11.375           4/1/2007          3/1/2037
412449545           TX          79762    P              SFR                       360                 355       95               95         8.125           4/1/2007          3/1/2037
412449621           TX          78332    P              SFR                       360                 355      100              100         7.625           4/1/2007          3/1/2037
412452998           TX          78330    P              SFR                       360                 355      100              100         7.375           4/1/2007          3/1/2037
412449657           VA          20181    P              SFR                       360                 355     86.4             86.4             7           4/1/2007          3/1/2037
412449677           NC          28112    P              SFR                       360                 355       95               95         8.125           4/1/2007          3/1/2037
412449740           CO          80130    P              PUD                       360                 355    88.66            88.66         7.625           4/1/2007          3/1/2037
412449741           CA          92407    P              SFR                       360                 355       80               80          6.75           4/1/2007          3/1/2037
412449744           CO          80550    P              SFR                       360                 355    88.98            88.98         7.625           4/1/2007          3/1/2037
412449746           AZ          85338    P              PUD                       360                 355    77.38            77.38             8           4/1/2007          3/1/2037
412449755           PA          17331    P              SFR                       360                 355       85              100         7.875           4/1/2007          3/1/2037
412450538           TX          77590    P              PUD                       360                 355      100              100           6.5           4/1/2007          3/1/2037
412449375           KS          67060    P              SFR                       360                 355    94.94            94.94           6.5           4/1/2007          3/1/2037
412452925           GA          30214    P              CO                        360                 355      100              100         12.75           4/1/2007          3/1/2037
412449363           CO          80123    P              PUD                       360                 355       95               95         10.75           4/1/2007          3/1/2037
412448241           CA          90706    P              SFR                       360                 355    86.21            86.21          6.75           4/1/2007          3/1/2037
412445565           TX          78572    P              PUD                       360                 355       95               95           9.3           4/1/2007          3/1/2037
412449783           CT          06854    P              SFR                       360                 355    69.38            69.38         6.125           4/1/2007          3/1/2037
412452839           GA          30606    P              SFR                       360                 355      100              100             8           4/1/2007          3/1/2037
412449547           TX          79762    P              SFR                       180                 175      100              100         9.625           4/1/2007          3/1/2022
412449112           CO          80126    P              PUD                       360                 355    77.22            77.22          7.25           4/1/2007          3/1/2037
412449490           AZ          85234    P              SFR                       480                 475       80              100         7.075           4/1/2007          3/1/2047
412449491           AZ          85234    P              SFR                       360                 355      100              100          10.1           4/1/2007          3/1/2037
412449337           CA          90720    I              SFR                       360                 355    79.27            79.27          6.75           4/1/2007          3/1/2037
412447395           IN          46237    P              SFR                       360                 355      100              100            12           4/1/2007          3/1/2037
412449303           GA          30043    P              PUD                       480                 475      100              100         7.375           4/1/2007          3/1/2047
412449604           LA          71112    P              SFR                       360                 355      100              100         7.875           4/1/2007          3/1/2037
412447748           IL          60406    P              SFR                       360                 355       80               80         7.125           4/1/2007          3/1/2037
412445540           TX          77583    P              PUD                       360                 355      100              100           8.5           4/1/2007          3/1/2037
412449338           NV          89110    P              CO                        360                 355       80               80          6.75           4/1/2007          3/1/2037
412449339           CA          90638    P              SFR                       360                 355      100              100          8.25           4/1/2007          3/1/2037
412447311           NY          10472    P              2F                        360                 354       80              100           8.1           3/1/2007          2/1/2037
412447673           CA          91791    P              CO                        360                 355       80              100          7.25           4/1/2007          3/1/2037
412446837           CA          90638    P              PUD                       360                 354       80              100           8.7           3/1/2007          2/1/2037
412447484           CA          94954    P              SFR                       360                 354       80              100         7.825           3/1/2007          2/1/2037
412447418           NV          89030    S              SFR                       360                 354       80              100           7.5           3/1/2007          2/1/2037
412447421           CA          90660    P              SFR                       360                 354       80              100         7.475           3/1/2007          2/1/2037
412447697           CA          95076    P              CO                        360                 354       80              100         6.825           3/1/2007          2/1/2037
412449760           CA          95203    P              SFR                       360                 355       80               80           6.5           4/1/2007          3/1/2037
412449775           DC          20008    P              SFR                       360                 355    57.89            57.89          6.75           4/1/2007          3/1/2037
412452800           NC          28610    P              SFR                       480                 475      100              100         6.625           4/1/2007          3/1/2047
412449379           NM          87120    P              SFR                       360                 355    79.99            99.97         6.375           4/1/2007          3/1/2037
412449380           NM          87120    P              SFR                       360                 355    99.97            99.97         8.125           4/1/2007          3/1/2037
412449390           KS          67220    P              SFR                       360                 355      100              100           6.5           4/1/2007          3/1/2037
412447583           AZ          85374    P              PUD                       360                 354       80              100           7.4           3/1/2007          2/1/2037
412447361           CA          90002    P              2F                        360                 354       80              100           7.5           3/1/2007          2/1/2037
412452330           CA          92127    S              CO                        360                 354       80              100          8.25           3/1/2007          2/1/2037
412447465           NY          11710    P              SFR                       360                 354       80              100           6.2           3/1/2007          2/1/2037
412452708           TX          77494    P              PUD                       360                 355    98.45            98.45         5.875           4/1/2007          3/1/2037
412452844           CA          96130    P              SFR                       360                 355       90               90         6.875           4/1/2007          3/1/2037
412449351           TX          78258    P              SFR                       360                 355       80              100           6.5           4/1/2007          3/1/2037
412447852           CA          91384    P              SFR                       360                 355       85               85             7           4/1/2007          3/1/2037
412449296           SC          29108    P              SFR                       360                 355       80               80         6.875           4/1/2007          3/1/2037
412447323           CA          92392    P              SFR                       360                 354       80              100         6.025           3/1/2007          2/1/2037
412447501           AZ          85353    P              PUD                       360                 354       80              100           6.5           3/1/2007          2/1/2037
412447509           CA          94538    P              SFR                       360                 354       80              100          6.99           3/1/2007          2/1/2037
412447570           NV          89509    P              SFR                       360                 354       80              100         6.575           3/1/2007          2/1/2037
412447460           CA          95062    P              SFR                       360                 354       80              100         6.375           3/1/2007          2/1/2037
412447535           CA          92392    P              SFR                       360                 354       80              100         6.625           3/1/2007          2/1/2037
412447140           OR          97458    P              SFR                       360                 354       80              100         6.675           3/1/2007          2/1/2037
412447447           CA          92880    P              SFR                       360                 354       80              100         7.225           3/1/2007          2/1/2037
412452104           AR          72745    P              SFR                       360                 354       80              100           8.4           3/1/2007          2/1/2037
412447616           CA          95838    P              SFR                       360                 354       80              100          6.68           3/1/2007          2/1/2037
412447480           VA          22701    P              PUD                       360                 354       80              100         8.125           3/1/2007          2/1/2037
412447067           NJ          08817    P              SFR                       360                 354       80              100         6.675           3/1/2007          2/1/2037
412449736           CA          91709    P              SFR                       360                 354    66.91            66.91         6.625           3/1/2007          2/1/2037
412448334           NY          11758    P              SFR                       360                 355       80              100           6.8           4/1/2007          3/1/2037
412447304           CA          91104    P              SFR                       360                 354       80              100           8.6           3/1/2007          2/1/2037
412447685           CA          95035    P              SFR                       360                 354       80              100         6.625           3/1/2007          2/1/2037
412447725           CA          90303    P              SFR                       360                 354       80              100         6.975           3/1/2007          2/1/2037
412447344           CA          92703    P              SFR                       360                 354       80              100          7.35           3/1/2007          2/1/2037
412447355           CA          92596    P              PUD                       360                 354       80              100         6.675           3/1/2007          2/1/2037
412447384           CA          92026    P              SFR                       360                 354       80              100         7.225           3/1/2007          2/1/2037
412447567           CA          91402    P              SFR                       360                 353       80              100         7.275           2/1/2007          1/1/2037
412447325           CA          96094    P              PUD                       360                 354       80              100         8.975           3/1/2007          2/1/2037
412447366           CA          91350    P              PUD                       360                 354       80              100         6.775           3/1/2007          2/1/2037
412447312           CA          92203    P              SFR                       360                 354       80              100         7.475           3/1/2007          2/1/2037
412447367           CA          93535    P              SFR                       360                 354       80              100         7.375           3/1/2007          2/1/2037
412447405           CA          91342    P              CO                        360                 354       80              100          6.99           3/1/2007          2/1/2037
412447074           GA          30013    S              PUD                       360                 353       95               95          8.95           2/1/2007          1/1/2037
412452696           KS          66044    P              SFR                       480                 475      100              100         6.875           4/1/2007          3/1/2047
412447154           MD          20657    P              PUD                       360                 354       80              100         7.425           3/1/2007          2/1/2037
412449115           CO          80018    P              PUD                       360                 355    99.97            99.97           8.5           4/1/2007          3/1/2037
412449589           OK          74134    P              SFR                       180                 175      100              100             9           4/1/2007          3/1/2022
412446398           FL          34953    P              PUD                       360                 351       85               85         8.975          12/1/2006         11/1/2036
412446829           CA          90250    P              CO                        360                 353       75               75          8.45           2/1/2007          1/1/2037
412446406           RI          02814    P              SFR                       360                 351    53.01            53.01          9.25          12/1/2006         11/1/2036
412453029           NJ          08225    P              SFR                       360                 355    74.51            74.51         6.875           4/1/2007          3/1/2037
412453041           CA          92407    I              SFR                       180                 175    45.45            45.45          6.25           4/1/2007          3/1/2022
412447631           FL          32244    P              SFR                       360                 355       90               90           8.7           4/1/2007          3/1/2037
412448061           GA          30005    P              PUD                       360                 355       90               90         7.975           4/1/2007          3/1/2037
412449310           NC          28574    P              SFR                       360                 355      100              100         9.875           4/1/2007          3/1/2037
412449468           AZ          85044    P              PUD                       360                 355    74.64            74.64          7.75           4/1/2007          3/1/2037
412445553           TX          75052    P              PUD                       360                 354    99.98            99.98          7.75           3/1/2007          2/1/2037
412448077           NJ          07008    P              SFR                       360                 355    94.62            94.62          8.95           4/1/2007          3/1/2037
412448351           CO          81503    P              SFR                       360                 355    79.37            79.37           8.7           4/1/2007          3/1/2037
412447993           CT          06790    P              SFR                       360                 355    53.13            53.13         9.875           4/1/2007          3/1/2037
412449617           TX          78332    P              SFR                       360                 355      100              100           7.5           4/1/2007          3/1/2037
412448304           AZ          85331    P              PUD                       360                 355       90               90           9.4           4/1/2007          3/1/2037
412447471           CA          91403    P              CO                        360                 355       80              100         7.475           4/1/2007          3/1/2037
412447779           GA          30161    P              SFR                       360                 354       80               80             8           3/1/2007          2/1/2037
412449350           FL          34105    P              PUD                       360                 355    47.62            47.62         6.625           4/1/2007          3/1/2037
412449357           CA          92117    P              CO                        360                 355       80               80          6.25           4/1/2007          3/1/2037
412447267           OH          43065    P              SFR                       360                 353      100              100         11.45           2/1/2007          1/1/2037
412446998           PA          19460    P              SFR                       360                 353      100              100         11.05           2/1/2007          1/1/2037
412449730           CA          92201    P              SFR                       360                 355    85.34            85.34         7.625           4/1/2007          3/1/2037
412446638           NY          12601    P              SFR                       360                 353      100              100          11.4           2/1/2007          1/1/2037
412448071           NE          68505    P              SFR                       360                 355       80              100          7.65           4/1/2007          3/1/2037
412447799           MA          02128    P              2F                        360                 355      100              100          9.35           4/1/2007          3/1/2037
412447800           MA          02128    P              2F                        360                 355       80              100         5.925           4/1/2007          3/1/2037
412449330           VA          23116    P              PUD                       360                 355    48.19            48.19           7.5           4/1/2007          3/1/2037
412449541           PA          19341    P              SFR                       360                 355      100              100         8.875           4/1/2007          3/1/2037
412452981           NV          89447    P              SFR                       360                 355    34.56            34.56         6.375           4/1/2007          3/1/2037
412448797           WA          98105    P              SFR                       360                 355       95               95         9.425           4/1/2007          3/1/2037
412452316           MA          02571    S              SFR                       360                 355      100              100         11.75           4/1/2007          3/1/2037
412452317           MA          02571    S              SFR                       360                 355       80              100          7.75           4/1/2007          3/1/2037
412452924           GA          30214    P              CO                        360                 355       80              100             7           4/1/2007          3/1/2037
412452980           NV          89506    P              PUD                       360                 355    73.81            73.81          6.25           4/1/2007          3/1/2037
412449603           LA          71112    P              SFR                       360                 355    99.92            99.92         9.125           4/1/2007          3/1/2037
412451942           MI          48091    P              SFR                       360                 353      100              100         11.45           2/1/2007          1/1/2037
412446927           TX          79423    P              SFR                       360                 353      100              100           9.8           2/1/2007          1/1/2037
412449329           CA          90042    P              SFR                       480                 475    72.65            72.65           6.5           4/1/2007          3/1/2047
412452876           CO          81004    P              SFR                       360                 355      100              100           6.5           4/1/2007          3/1/2037
412447394           IN          46237    P              SFR                       360                 355       80              100         7.125           4/1/2007          3/1/2037
412449295           DE          19806    P              SFR                       180                 175    79.25            79.25         7.875           4/1/2007          3/1/2022
412449372           MO          64444    P              SFR                       360                 355    71.32            71.32         6.375           4/1/2007          3/1/2037
412452695           KS          66047    P              SFR                       360                 355       95               95         6.125           4/1/2007          3/1/2037
412445532           TX          77386    P              PUD                       360                 355      100              100         6.625           4/1/2007          3/1/2037
412447672           CA          92596    P              SFR                       360                 354       80              100         6.625           3/1/2007          2/1/2037
412447088           UT          84043    P              SFR                       360                 353       80              100           6.4           2/1/2007          1/1/2037
412447713           MA          02539    P              SFR                       360                 354    77.33              100           7.4           3/1/2007          2/1/2037
412447624           CA          91605    P              SFR                       360                 355       80              100          7.75           4/1/2007          3/1/2037
412447297           WA          99016    P              PUD                       360                 354       80              100          7.75           3/1/2007          2/1/2037
412452196           CA          92101    P              CO                        360                 354       80              100         6.375           3/1/2007          2/1/2037
412447258           CA          92054    P              CO                        360                 354       80              100         7.375           3/1/2007          2/1/2037
412447094           CA          92407    P              SFR                       360                 354       90              100           9.1           3/1/2007          2/1/2037
412447547           TX          77578    S              PUD                       360                 354       80              100         7.725           3/1/2007          2/1/2037
412447284           MA          01364    P              SFR                       360                 353    77.78              100         7.725           2/1/2007          1/1/2037
412447661           CA          92392    P              SFR                       360                 355       95               95           6.5           4/1/2007          3/1/2037
412449287           GA          30331    I              SFR                       360                 355       80               95         8.875           4/1/2007          3/1/2037
412449335           CA          94706    P              CO                        180                 175      100              100             8           4/1/2007          3/1/2022
412447185           CA          93311    P              SFR                       360                 354       80              100         7.175           3/1/2007          2/1/2037
412447217           AZ          85297    P              PUD                       360                 353       80              100         8.875           2/1/2007          1/1/2037
412449761           CA          94533    P              CO                        360                 355    59.09            59.09          6.75           4/1/2007          3/1/2037
412447870           UT          84655    P              SFR                       360                 355       85               85         6.625           4/1/2007          3/1/2037
412449342           AZ          85379    P              SFR                       360                 355    96.61            96.61         6.625           4/1/2007          3/1/2037
412449346           CA          90630    P              SFR                       360                 355      100              100         8.375           4/1/2007          3/1/2037
412449438           MO          64083    P              SFR                       360                 355    96.09            96.09         6.875           4/1/2007          3/1/2037
412448116           WA          98226    P              SFR                       360                 355       95               95          11.5           4/1/2007          3/1/2037
412450548           TX          77090    S              PUD                       360                 355      100              100           9.8           4/1/2007          3/1/2037
412449587           OK          74134    P              SFR                       360                 355       80              100         6.875           4/1/2007          3/1/2037
412452694           KS          66049    P              SFR                       480                 475      100              100         7.125           4/1/2007          3/1/2047
412450544           TX          77090    S              PUD                       360                 355       80              100         8.675           4/1/2007          3/1/2037
412449754           PA          17111    P              PUD                       360                 354       85              100         7.675           3/1/2007          2/1/2037
412446864           UT          84065    P              SFR                       360                 353       75               75         11.75           2/1/2007          1/1/2037
412446361           FL          33068    P              CO                        360                 351       90               90          8.65          12/1/2006         11/1/2036
412447269           CA          95125    P              SFR                       360                 353       80              100         6.875           2/1/2007          1/1/2037
412446663           FL          32907    P              SFR                       360                 353       90               90          8.65           2/1/2007          1/1/2037
412446732           ME          04064    P              SFR                       360                 353       85               85         9.125           2/1/2007          1/1/2037
412446751           TX          77450    P              PUD                       120                 112    84.52            84.52         8.613           1/1/2007         12/1/2016
412446882           NY          11798    I              SFR                       360                 353       65               65         10.25           2/1/2007          1/1/2037
412449308           NC          28574    P              SFR                       360                 355    79.93              100         7.125           4/1/2007          3/1/2037
412452379           CA          92027    P              SFR                       360                 355       95               95          9.25           4/1/2007          3/1/2037
412448068           TX          75147    P              SFR                       360                 355    79.94            79.94          11.5           4/1/2007          3/1/2037
412452389           MO          63031    P              SFR                       360                 355       90               90         10.05           4/1/2007          3/1/2037
412448539           CA          92509    P              SFR                       360                 354       80              100         6.525           3/1/2007          2/1/2037
412448268           FL          33809    P              CO                        360                 354    79.99            79.99         8.325           3/1/2007          2/1/2037
412448159           TX          75052    S              PUD                       360                 355       95               95          8.25           4/1/2007          3/1/2037
412448149           PA          19003    P              SFR                       360                 355       85               85           8.3           4/1/2007          3/1/2037
412448225           FL          33319    P              PUD                       360                 355       72               72          8.99           4/1/2007          3/1/2037
412448266           MO          63136    P              SFR                       360                 355       85               85          11.5           4/1/2007          3/1/2037
412449588           OK          74037    P              SFR                       180                 175      100              100         8.375           4/1/2007          3/1/2022
412448552           CA          93534    P              SFR                       360                 355    88.77            88.77         10.99           4/1/2007          3/1/2037
412447825           NV          89502    P              PUD                       360                 354    79.71            79.71          7.95           3/1/2007          2/1/2037
412448638           VA          23505    P              SFR                       360                 355       95               95          6.85           4/1/2007          3/1/2037
412447540           MA          01420    P              3F                        360                 355       80               80          8.85           4/1/2007          3/1/2037
412450526           TX          77459    P              PUD                       360                 355      100              100         6.375           4/1/2007          3/1/2037
412449080           KS          66046    P              PUD                       480                 475      100              100             7           4/1/2007          3/1/2047
412447688           NJ          08081    P              SFR                       360                 354    73.83            73.83          9.55           3/1/2007          2/1/2037
412449273           AZ          85220    P              PUD                       360                 355    74.98            74.98         6.375           4/1/2007          3/1/2037
412449280           NC          28467    P              PUD                       360                 355    71.43            71.43         6.375           4/1/2007          3/1/2037
412447040           CA          93041    P              CO                        360                 354       80              100          6.75           3/1/2007          2/1/2037
412447518           NY          11236    P              2F                        360                 355       80              100           7.8           4/1/2007          3/1/2037
412448169           TX          77084    P              PUD                       360                 355    88.22            88.22           9.3           4/1/2007          3/1/2037
412448329           TX          78043    P              SFR                       360                 355       80              100         8.125           4/1/2007          3/1/2037
412447765           NY          11236    P              2F                        360                 355    60.75            60.75             7           4/1/2007          3/1/2037
412449284           SC          29210    P              CO                        360                 355    84.12            84.12         6.875           4/1/2007          3/1/2037
412452859           CO          80022    P              PUD                       360                 355       80               80         5.875           4/1/2007          3/1/2037
412447822           FL          32955    P              PUD                       360                 355       90               90        13.125           4/1/2007          3/1/2037
412447988           CA          94565    P              SFR                       360                 355       80            99.34         6.625           4/1/2007          3/1/2037
412449258           AZ          85745    P              PUD                       360                 355       80               95         6.125           4/1/2007          3/1/2037
412452801           NC          28092    P              SFR                       360                 355    77.88            77.88           6.5           4/1/2007          3/1/2037
412449026           CA          93551    P              SFR                       360                 355    79.99            99.97         6.875           4/1/2007          3/1/2037
412449028           CA          93551    P              SFR                       180                 175    99.97            99.97            12           4/1/2007          3/1/2022
412446830           NC          28584    P              SFR                       360                 353       90               90        10.275           2/1/2007          1/1/2037
412446823           AZ          85303    I              PUD                       360                 352       75               75         10.25           1/1/2007         12/1/2036
412451645           NJ          08070    P              SFR                       360                 352       40               40          9.85           1/1/2007         12/1/2036
412449262           AZ          85730    P              PUD                       360                 355       90               90          7.75           4/1/2007          3/1/2037
412449473           AZ          85016    I              CO                        360                 355    43.75            43.75         6.375           4/1/2007          3/1/2037
412449489           AZ          85226    P              PUD                       360                 355    77.78            77.78          5.75           4/1/2007          3/1/2037
412449513           NJ          08360    P              SFR                       360                 355       80               90          6.75           4/1/2007          3/1/2037
412446657           TN          38111    P              SFR                       360                 352    79.39            79.39             9           1/1/2007         12/1/2036
412446410           UT          84062    P              SFR                       360                 352       90               90          8.75           1/1/2007         12/1/2036
412446421           GA          30017    P              PUD                       360                 351    94.95            94.95          8.05          12/1/2006         11/1/2036
412446614           NJ          08401    S              SFR                       360                 352    53.33            53.33         8.325           1/1/2007         12/1/2036
412448335           NY          11735    P              SFR                       360                 355    68.63            68.63           7.4           4/1/2007          3/1/2037
412448075           MD          21222    P              SFR                       360                 355       85               85          9.65           4/1/2007          3/1/2037
412447467           MO          64506    P              2F                        360                 354       90               90            11           3/1/2007          2/1/2037
412447341           CA          95122    P              SFR                       360                 354      100              100         11.35           3/1/2007          2/1/2037
412447944           AZ          85706    P              SFR                       360                 354       80              100         6.925           3/1/2007          2/1/2037
412448010           AZ          85382    I              SFR                       360                 355       80               80          9.95           4/1/2007          3/1/2037
412446672           NM          87109    P              SFR                       360                 352    56.25            56.25         8.975           1/1/2007         12/1/2036
412448112           FL          32805    P              SFR                       360                 355    89.73            89.73           6.5           4/1/2007          3/1/2037
412448549           CA          90604    P              SFR                       360                 354    52.35            52.35         6.425           3/1/2007          2/1/2037
412447855           NY          11791    S              SFR                       360                 355       80               80         7.675           4/1/2007          3/1/2037
412448425           VA          22735    P              SFR                       360                 355       80              100         7.025           4/1/2007          3/1/2037
412447369           MN          55316    P              CO                        360                 355       80              100         8.013           4/1/2007          3/1/2037
412448585           VA          22191    P              PUD                       360                 355       85              100         6.525           4/1/2007          3/1/2037
412447762           NM          87122    P              SFR                       360                 355       80               80           9.4           4/1/2007          3/1/2037
412448001           VA          22304    P              SFR                       360                 354       80              100         7.625           3/1/2007          2/1/2037
412447968           FL          33065    P              CO                        360                 354    74.42            74.42         10.25           3/1/2007          2/1/2037
412448003           AZ          85225    P              PUD                       360                 355       80               80           8.4           4/1/2007          3/1/2037
412448097           NY          11207    P              2F                        360                 355    48.18            48.18         7.675           4/1/2007          3/1/2037
412445588           TX          78732    P              PUD                       360                 355       90               90         6.875           4/1/2007          3/1/2037
412449389           CO          80127    P              PUD                       360                 355    89.99            89.99         7.875           4/1/2007          3/1/2037
412449291           NC          28208    I              SFR                       360                 355      100              100           7.5           4/1/2007          3/1/2037
412449302           WV          26101    P              SFR                       360                 355      100              100             8           4/1/2007          3/1/2037
412449581           NV          89509    P              PUD                       360                 355    55.75            55.75          5.75           4/1/2007          3/1/2037
412452456           UT          84067    P              SFR                       360                 355       80              100           6.5           4/1/2007          3/1/2037
412452457           UT          84067    P              SFR                       360                 355      100              100         9.375           4/1/2007          3/1/2037
412448247           NJ          08016    P              SFR                       360                 355       90               90          8.95           4/1/2007          3/1/2037
412452387           TX          77316    P              PUD                       360                 355       80               80         10.65           4/1/2007          3/1/2037
412448079           FL          33566    P              PUD                       360                 355       90               90           8.3           4/1/2007          3/1/2037
412448437           IL          60440    P              SFR                       360                 355    93.96            93.96          9.35           4/1/2007          3/1/2037
412448080           PA          18518    I              SFR                       360                 355       90               90         8.625           4/1/2007          3/1/2037
412447866           FL          33168    P              SFR                       360                 355       75               75          10.5           4/1/2007          3/1/2037
412448526           ID          83815    P              SFR                       360                 355      100              100         10.55           4/1/2007          3/1/2037
412448665           TX          78404    I              SFR                       360                 355       90               90           9.7           4/1/2007          3/1/2037
412447640           CA          92582    I              SFR                       360                 354       90               90          9.65           3/1/2007          2/1/2037
412448081           TX          77389    P              PUD                       360                 355       80              100        10.175           4/1/2007          3/1/2037
412448249           NE          68333    P              SFR                       360                 355       80              100         7.775           4/1/2007          3/1/2037
412449290           OH          44310    I              2F                        360                 355    72.93            72.93         6.375           4/1/2007          3/1/2037
412452835           CA          93615    I              SFR                       360                 355       70               70           6.5           4/1/2007          3/1/2037
412449396           CO          80138    P              PUD                       360                 355       80              100         6.625           4/1/2007          3/1/2037
412449601           LA          71108    P              SFR                       360                 355      100              100           6.5           4/1/2007          3/1/2037
412447788           FL          33186    P              SFR                       360                 355     64.1             64.1         6.125           4/1/2007          3/1/2037
412449297           PA          15956    P              SFR                       240                 235    84.38            84.38          6.75           4/1/2007          3/1/2027
412448083           WI          53913    P              SFR                       360                 355       85               85          7.55           4/1/2007          3/1/2037
412447835           NY          12401    P              SFR                       360                 355      100              100         10.35           4/1/2007          3/1/2037
412448025           NJ          08628    P              SFR                       360                 355       80              100         6.275           4/1/2007          3/1/2037
412448142           FL          32707    P              SFR                       360                 355       95               95           7.2           4/1/2007          3/1/2037
412448502           VA          23456    P              SFR                       360                 355       80              100         7.925           4/1/2007          3/1/2037
412452406           MI          48195    P              CO                        360                 355       80              100           8.4           4/1/2007          3/1/2037
412451529           NC          27822    P              SFR                       360                 351       90               90        11.075          12/1/2006         11/1/2036
412446574           RI          02920    P              SFR                       360                 352    38.46            38.46         7.775           1/1/2007         12/1/2036
412446452           WI          54817    P              SFR                       360                 352    92.78            92.78         8.875           1/1/2007         12/1/2036
412447974           CA          93704    P              SFR                       360                 355    89.25            89.25          6.09           4/1/2007          3/1/2037
412448232           UT          84010    P              SFR                       360                 355       85               85         8.375           4/1/2007          3/1/2037
412452309           CA          95765    P              PUD                       360                 355       80              100          7.05           4/1/2007          3/1/2037
412452398           NV          89706    P              SFR                       360                 355       80              100         7.725           4/1/2007          3/1/2037
412447529           FL          34743    P              PUD                       360                 355       80               80           9.9           4/1/2007          3/1/2037
412449367           CO          80237    P              CO                        360                 355      100              100         6.375           4/1/2007          3/1/2037
412449637           IL          61832    P              SFR                       360                 355      100              100          7.25           4/1/2007          3/1/2037
412447821           FL          32955    P              PUD                       360                 355       80               90         7.875           4/1/2007          3/1/2037
412449268           AZ          85260    P              SFR                       360                 355    49.58            49.58          6.25           4/1/2007          3/1/2037
412446558           NV          89110    I              PUD                       360                 354       90              100           9.8           3/1/2007          2/1/2037
412448042           ID          83705    P              SFR                       360                 354       85               85         8.638           3/1/2007          2/1/2037
412447207           MD          20721    P              PUD                       360                 353    56.18            56.18         6.675           2/1/2007          1/1/2037
412447746           MS          39564    P              SFR                       360                 355       90               90          10.8           4/1/2007          3/1/2037
412447948           AZ          85706    P              SFR                       360                 354      100              100         11.65           3/1/2007          2/1/2037
412448011           AR          72076    P              SFR                       360                 355    93.14            93.14          9.85           4/1/2007          3/1/2037
412452404           GA          30038    P              SFR                       360                 355      100              100         12.15           4/1/2007          3/1/2037
412452412           GA          30035    I              SFR                       360                 355     93.1             93.1           8.9           4/1/2007          3/1/2037
412452403           GA          30038    P              SFR                       360                 355       80              100         9.047           4/1/2007          3/1/2037
412447192           CA          92807    P              SFR                       360                 353       80               80          7.05           2/1/2007          1/1/2037
412452798           GA          30038    P              PUD                       360                 355      100              100           6.5           4/1/2007          3/1/2037
412449285           FL          34953    P              SFR                       360                 355       80               80         6.375           4/1/2007          3/1/2037
412449633           CA          95482    P              SFR                       360                 355       80              100          6.75           4/1/2007          3/1/2037
412449634           CA          95482    P              SFR                       180                 175      100              100           9.5           4/1/2007          3/1/2022
412452405           MI          48195    P              CO                        360                 355      100              100          10.8           4/1/2007          3/1/2037
412447470           MI          48386    P              SFR                       360                 355    29.85            29.85        11.475           4/1/2007          3/1/2037
412448555           NV          89015    P              PUD                       360                 355       80              100         6.725           4/1/2007          3/1/2037
412447481           MA          01331    P              2F                        360                 354      100              100         10.65           3/1/2007          2/1/2037
412447483           MA          01331    P              2F                        360                 354       80              100         8.325           3/1/2007          2/1/2037
412447373           NY          10314    P              2F                        360                 354       85               85         7.375           3/1/2007          2/1/2037
412449100           TX          77049    P              PUD                       360                 355    99.22            99.22           6.5           4/1/2007          3/1/2037
412448445           FL          33325    P              PUD                       360                 355       80              100         6.325           4/1/2007          3/1/2037
412446608           TX          75125    P              SFR                       360                 352      100              100           9.8           1/1/2007         12/1/2036
412447402           FL          32696    P              SFR                       360                 354       95               95           8.6           3/1/2007          2/1/2037
412447812           WA          98662    P              SFR                       360                 354      100              100          11.6           3/1/2007          2/1/2037
412447593           TX          75035    P              PUD                       360                 355    68.15            68.15          7.25           4/1/2007          3/1/2037
412447636           OK          73051    P              SFR                       360                 355       80               80           8.6           4/1/2007          3/1/2037
412447646           TX          78261    P              PUD                       360                 355      100              100           9.8           4/1/2007          3/1/2037
412447647           TX          78261    P              PUD                       360                 355       80              100         8.175           4/1/2007          3/1/2037
412452257           NY          12401    P              SFR                       360                 355       80              100         7.975           4/1/2007          3/1/2037
412448186           GA          30316    P              PUD                       360                 355       80              100         7.575           4/1/2007          3/1/2037
412448300           NJ          07461    P              SFR                       360                 355    61.02            61.02          7.99           4/1/2007          3/1/2037
412448598           NC          27107    P              SFR                       360                 355    55.94            55.94          8.85           4/1/2007          3/1/2037
412448627           FL          33056    P              SFR                       360                 355       75               75          6.74           4/1/2007          3/1/2037
412448416           NJ          08043    P              CO                        360                 355      100              100         11.45           4/1/2007          3/1/2037
412449220           TX          78006    P              PUD                       360                 355    79.96            94.95         6.875           4/1/2007          3/1/2037
412449221           TX          78006    P              PUD                       360                 355    94.95            94.95        12.125           4/1/2007          3/1/2037
412449572           TX          77590    I              SFR                       360                 355      100              100         8.875           4/1/2007          3/1/2037
412452804           IN          47374    P              SFR                       360                 355       90               90         7.125           4/1/2007          3/1/2037
412452297           SC          29445    S              SFR                       360                 355       70               70          9.35           4/1/2007          3/1/2037
412446667           NJ          07420    P              SFR                       360                 353       75               75          8.55           2/1/2007          1/1/2037
412447618           CA          94591    P              SFR                       360                 354      100              100          10.1           3/1/2007          2/1/2037
412447875           FL          33312    P              SFR                       360                 355    83.08            83.08          6.95           4/1/2007          3/1/2037
412447193           WA          98337    P              SFR                       360                 354       90               90          8.75           3/1/2007          2/1/2037
412449187           TX          76063    P              PUD                       360                 355       80              100          6.75           4/1/2007          3/1/2037
412448342           CT          06074    P              SFR                       360                 355       80              100         7.225           4/1/2007          3/1/2037
412448453           FL          33325    P              PUD                       360                 355      100              100         10.25           4/1/2007          3/1/2037
412447976           CA          91710    P              CO                        360                 354       80              100         7.575           3/1/2007          2/1/2037
412448307           NJ          08050    P              SFR                       360                 355    71.72            71.72          8.95           4/1/2007          3/1/2037
412447916           MA          02777    P              SFR                       360                 355    89.44            89.44          7.45           4/1/2007          3/1/2037
412447683           NY          11762    P              SFR                       360                 355       95               95          7.75           4/1/2007          3/1/2037
412447786           AZ          85254    P              PUD                       360                 355    42.22            42.22         8.025           4/1/2007          3/1/2037
412448087           CA          94112    P              SFR                       360                 354       80              100         8.325           3/1/2007          2/1/2037
412447372           AL          36703    P              SFR                       360                 354       80              100        10.425           3/1/2007          2/1/2037
412447380           MD          21237    P              PUD                       360                 354       95               95           7.9           3/1/2007          2/1/2037
412447397           FL          33542    P              2F                        360                 355       90               90         8.525           4/1/2007          3/1/2037
412447880           FL          34743    P              SFR                       360                 355     40.3             40.3         8.775           4/1/2007          3/1/2037
412447826           MD          21229    P              SFR                       360                 354       85               85         9.975           3/1/2007          2/1/2037
412447708           VA          22830    P              SFR                       360                 354       70               70           8.3           3/1/2007          2/1/2037
412449553           TX          79714    P              SFR                       360                 355       80              100         7.675           4/1/2007          3/1/2037
412449678           NC          28213    P              PUD                       360                 355      100              100         7.875           4/1/2007          3/1/2037
412449781           AL          36830    P              SFR                       360                 355      100              100          7.25           4/1/2007          3/1/2037
412448260           CT          06614    P              SFR                       360                 355       90               90           6.5           4/1/2007          3/1/2037
412447276           OR          97266    P              SFR                       360                 355    84.21            84.21           7.2           4/1/2007          3/1/2037
412447934           FL          33990    P              SFR                       360                 355    68.24            68.24          7.75           4/1/2007          3/1/2037
412445538           TX          77494    P              PUD                       180                 175       95               95         7.625           4/1/2007          3/1/2022
412450599           TX          78006    P              PUD                       360                 355    59.11            59.11             6           4/1/2007          3/1/2037
412449103           TX          77584    P              PUD                       180                 175    89.78            89.78           7.5           4/1/2007          3/1/2022
412448058           AZ          85207    P              PUD                       360                 355       95               95          6.85           4/1/2007          3/1/2037
412447978           CA          91710    P              CO                        360                 354      100              100          11.8           3/1/2007          2/1/2037
412448258           CA          91792    P              PUD                       360                 355       95               95           7.7           4/1/2007          3/1/2037
412447954           SC          29906    P              SFR                       360                 355    88.46            88.46           7.8           4/1/2007          3/1/2037
412448034           AZ          85212    P              PUD                       360                 355       80               80             6           4/1/2007          3/1/2037
412450532           TX          77494    P              PUD                       360                 355    79.97            99.96           6.5           4/1/2007          3/1/2037
412450540           TX          77494    P              PUD                       360                 355    79.97            79.97         5.875           4/1/2007          3/1/2037
412448157           CA          92553    P              SFR                       360                 355    66.51            66.51           8.7           4/1/2007          3/1/2037
412448319           MA          01960    P              SFR                       360                 355    32.17            32.17         8.075           4/1/2007          3/1/2037
412448033           TX          75229    P              SFR                       180                 175    28.81            28.81         8.665           4/1/2007          3/1/2022
412447925           CT          06488    P              SFR                       360                 354       80              100         7.275           3/1/2007          2/1/2037
412447626           FL          32347    P              SFR                       360                 354    39.22            39.22           9.7           3/1/2007          2/1/2037
412446675           AL          35064    P              SFR                       360                 354    72.73            72.73        10.275           3/1/2007          2/1/2037
412450550           TX          77494    P              PUD                       180                 175    99.96            99.96          9.75           4/1/2007          3/1/2022
412448091           CA          94112    P              SFR                       360                 354      100              100          11.8           3/1/2007          2/1/2037
412447658           GA          30143    P              SFR                       360                 354       90               90           9.6           3/1/2007          2/1/2037
412447999           WA          98513    P              PUD                       360                 354      100              100         12.05           3/1/2007          2/1/2037
412447998           WA          98513    P              PUD                       360                 354       80              100         6.225           3/1/2007          2/1/2037
412445543           TX          77375    P              PUD                       180                 175      100              100          8.25           4/1/2007          3/1/2022
412445545           TX          77573    P              PUD                       180                 175    99.96            99.96            11           4/1/2007          3/1/2022
412452342           CA          94565    P              SFR                       360                 354      100              100         10.95           3/1/2007          2/1/2037
412449434           KS          66208    P              SFR                       360                 355       75              100          6.25           4/1/2007          3/1/2037
412447741           FL          34747    P              PUD                       360                 354    54.61            54.61         7.813           3/1/2007          2/1/2037
412448151           CA          95133    P              SFR                       360                 353       80               80          8.89           2/1/2007          1/1/2037
412449264           AZ          85204    P              SFR                       360                 355       80               80         6.125           4/1/2007          3/1/2037
412452603           CA          92129    P              CO                        360                 355    79.99              100           7.5           4/1/2007          3/1/2037
412449247           GA          30281    P              SFR                       360                 355    99.22            99.22         6.375           4/1/2007          3/1/2037
412446750           MD          20706    P              PUD                       360                 353      100              100         11.45           2/1/2007          1/1/2037
412448257           PA          18618    S              SFR                       360                 355       80               95         8.875           4/1/2007          3/1/2037
412448259           PA          18618    S              SFR                       360                 355       95               95          11.5           4/1/2007          3/1/2037
412448568           NE          68505    P              SFR                       360                 355      100              100          11.8           4/1/2007          3/1/2037
412449410           CO          80229    P              SFR                       360                 355    99.96            99.96          8.25           4/1/2007          3/1/2037
412453045           CA          93065    P              SFR                       360                 355    51.66            51.66          6.25           4/1/2007          3/1/2037
412452846           CA          92596    P              PUD                       360                 355    78.12              100           6.5           4/1/2007          3/1/2037
412449292           NC          27704    I              SFR                       360                 355      100              100         7.625           4/1/2007          3/1/2037
412447503           GA          30331    P              SFR                       360                 354    71.67            71.67          8.95           3/1/2007          2/1/2037
412448784           MN          56469    S              SFR                       360                 355    76.19            76.19           8.9           4/1/2007          3/1/2037
412448049           NJ          08753    P              SFR                       360                 355       95               95           9.7           4/1/2007          3/1/2037
412448423           NY          12569    P              SFR                       360                 355      100              100            12           4/1/2007          3/1/2037
412448028           CT          06897    P              SFR                       360                 355       65               65         6.375           4/1/2007          3/1/2037
412447550           FL          33569    P              PUD                       360                 355       85               85         6.875           4/1/2007          3/1/2037
412447069           DE          19901    P              SFR                       360                 355       80               80           9.8           4/1/2007          3/1/2037
412448488           WI          53209    P              2F                        360                 355       85               85          7.35           4/1/2007          3/1/2037
412448560           VA          22312    P              CO                        360                 355    48.08            48.08          7.35           4/1/2007          3/1/2037
412448262           MA          01104    P              2F                        360                 355    84.61            84.61          7.25           4/1/2007          3/1/2037
412448261           TN          37379    P              SFR                       360                 355       85               85        10.175           4/1/2007          3/1/2037
412448199           IL          61822    P              SFR                       360                 355       85               85           7.9           4/1/2007          3/1/2037
412448029           FL          32068    P              PUD                       360                 355    89.86            89.86           7.9           4/1/2007          3/1/2037
412448449           UT          84790    P              SFR                       360                 355      100              100          12.5           4/1/2007          3/1/2037
412448574           MA          02780    P              SFR                       360                 355      100              100         11.05           4/1/2007          3/1/2037
412448804           FL          34743    P              PUD                       360                 355      100              100         10.85           4/1/2007          3/1/2037
412447951           UT          84092    P              SFR                       360                 355       70               70          9.65           4/1/2007          3/1/2037
412448153           MA          02721    P              SFR                       360                 355       80               80          6.92           4/1/2007          3/1/2037
412452864           CO          80015    P              PUD                       480                 475      100              100           6.5           4/1/2007          3/1/2047
412449394           CO          80631    P              SFR                       360                 355       80            99.98         7.125           4/1/2007          3/1/2037
412449395           CO          80631    P              SFR                       360                 355    99.98            99.98          8.75           4/1/2007          3/1/2037
412452869           CO          80020    P              SFR                       360                 355      100              100         6.375           4/1/2007          3/1/2037
412449738           FL          32563    P              SFR                       360                 355       90               90         7.875           4/1/2007          3/1/2037
412448102           CA          92587    P              SFR                       360                 355      100              100            11           4/1/2007          3/1/2037
412452886           CO          80108    P              SFR                       360                 355    67.72            67.72         6.125           4/1/2007          3/1/2037
412449392           CO          80011    P              SFR                       480                 475      100              100             7           4/1/2007          3/1/2047
412449494           AZ          85364    P              SFR                       360                 355    75.47            75.47             6           4/1/2007          3/1/2037
412448664           MA          02766    P              SFR                       360                 355       90               90           9.2           4/1/2007          3/1/2037
412448387           LA          71111    P              SFR                       360                 355       85               85           7.5           4/1/2007          3/1/2037
412448384           ME          04901    P              SFR                       300                 295     84.5             84.5           7.7           4/1/2007          3/1/2032
412448525           ID          83815    P              SFR                       360                 355       80              100         7.675           4/1/2007          3/1/2037
412448444           UT          84790    P              SFR                       360                 355       80              100             7           4/1/2007          3/1/2037
412448584           MA          02150    P              2F                        360                 355       80              100          5.65           4/1/2007          3/1/2037
412448808           GA          30518    P              PUD                       360                 355       80              100         7.375           4/1/2007          3/1/2037
412448190           FL          33607    P              SFR                       360                 355       95               95           9.3           4/1/2007          3/1/2037
412447849           FL          32940    P              PUD                       360                 355       90               90          9.15           4/1/2007          3/1/2037
412448394           DC          20011    P              SFR                       360                 355       75               75           7.1           4/1/2007          3/1/2037
412448849           FL          33991    P              SFR                       360                 355       80              100         7.025           4/1/2007          3/1/2037
412448359           GA          30106    P              SFR                       360                 355       80               80        10.337           4/1/2007          3/1/2037
412448619           WI          54130    P              SFR                       360                 355       80              100         7.625           4/1/2007          3/1/2037
412448308           IL          60115    P              SFR                       360                 355       75               75         10.45           4/1/2007          3/1/2037
412448429           IN          46106    I              SFR                       360                 355       85               85           9.9           4/1/2007          3/1/2037
412449734           CA          90810    P              SFR                       360                 355    89.09            89.09        12.125           4/1/2007          3/1/2037
412452847           CA          92596    P              PUD                       360                 355      100              100          8.75           4/1/2007          3/1/2037
412448615           CA          91744    P              SFR                       360                 355       90               90          6.75           4/1/2007          3/1/2037
412447790           CA          94603    P              SFR                       360                 355    58.14            58.14           6.5           4/1/2007          3/1/2037
412447413           TX          75602    P              SFR                       360                 355       90               90          8.99           4/1/2007          3/1/2037
412448770           MA          01201    P              SFR                       360                 355       80              100          7.99           4/1/2007          3/1/2037
412448575           MA          02780    P              SFR                       360                 355       80              100         7.075           4/1/2007          3/1/2037
412447453           MI          49265    P              SFR                       360                 355       95               95           8.5           4/1/2007          3/1/2037
412448565           CA          93245    P              SFR                       360                 355    84.28            84.28           7.4           4/1/2007          3/1/2037
412448733           GA          30064    P              SFR                       360                 355       85               85        10.075           4/1/2007          3/1/2037
412447521           IN          46143    P              SFR                       360                 355       80               80            10           4/1/2007          3/1/2037
412448168           CA          92373    P              SFR                       360                 355       80              100         7.475           4/1/2007          3/1/2037
412453025           AL          35214    P              SFR                       360                 355       80              100          6.75           4/1/2007          3/1/2037
412449778           MD          20874    P              TH                        360                 355       80               80         6.125           4/1/2007          3/1/2037
412449779           GA          30215    P              PUD                       360                 355       95               95           8.8           4/1/2007          3/1/2037
412447914           TX          77459    P              PUD                       360                 355       80              100         6.625           4/1/2007          3/1/2037
412447915           TX          77459    P              PUD                       360                 355      100              100         9.875           4/1/2007          3/1/2037
412448144           CA          93535    P              SFR                       360                 355       80              100           7.9           4/1/2007          3/1/2037
412448158           NM          87122    P              SFR                       360                 355       80              100         8.663           4/1/2007          3/1/2037
412448587           NJ          07203    P              SFR                       360                 355    69.77            69.77           9.8           4/1/2007          3/1/2037
412448529           TN          38125    P              SFR                       360                 355       80              100         7.825           4/1/2007          3/1/2037
412447986           TX          76207    P              SFR                       360                 355    74.64            74.64          7.45           4/1/2007          3/1/2037
412447838           TX          78148    P              PUD                       360                 355       80               80          7.89           4/1/2007          3/1/2037
412448469           MA          01970    I              CO                        360                 355    69.96            69.96           8.8           4/1/2007          3/1/2037
412448251           GA          30742    P              SFR                       360                 355       85               85            10           4/1/2007          3/1/2037
412452452           MA          02131    P              SFR                       360                 355    79.56            79.56           8.6           4/1/2007          3/1/2037
412452943           NJ          08081    P              PUD                       360                 355       80               90             7           4/1/2007          3/1/2037
412448709           WI          53189    P              SFR                       360                 355       80            92.73          7.25           4/1/2007          3/1/2037
412449348           CA          91762    P              SFR                       360                 355       80              100           6.5           4/1/2007          3/1/2037
412449349           CA          91762    P              SFR                       360                 355      100              100           8.5           4/1/2007          3/1/2037
412449737           CA          94561    P              SFR                       180                 175    77.57            77.57           6.5           4/1/2007          3/1/2022
412448355           CA          93304    P              SFR                       360                 355    72.22            72.22           6.5           4/1/2007          3/1/2037
412449642           VA          23181    P              SFR                       360                 355      100              100           8.5           4/1/2007          3/1/2037
412447816           CA          93309    I              SFR                       360                 354    70.18            70.18          6.99           3/1/2007          2/1/2037
412449470           AZ          85233    P              PUD                       360                 355       80               90         6.875           4/1/2007          3/1/2037
412449762           CA          94928    P              SFR                       180                 175    88.52            88.52           7.5           4/1/2007          3/1/2022
412453049           OH          45750    P              SFR                       360                 355       80               90           6.5           4/1/2007          3/1/2037
412452976           LA          71112    P              SFR                       360                 355      100              100           6.5           4/1/2007          3/1/2037
412446553           AZ          85748    P              SFR                       360                 352    42.55            42.55             7           1/1/2007         12/1/2036
412452341           CA          94565    P              SFR                       360                 354       80              100         7.863           3/1/2007          2/1/2037
412448035           CA          93535    P              SFR                       360                 354       80              100         7.975           3/1/2007          2/1/2037
412447724           OH          45041    P              SFR                       360                 355    79.77            79.77           8.9           4/1/2007          3/1/2037
412449593           LA          71108    P              SFR                       360                 355      100              100             7           4/1/2007          3/1/2037
412447777           CA          90221    P              SFR                       360                 354       80               80          7.65           3/1/2007          2/1/2037
412447729           CA          92251    P              SFR                       360                 355       85               85           8.8           4/1/2007          3/1/2037
412446330           FL          34711    S              PUD                       360                 354    94.99            94.99           7.9           3/1/2007          2/1/2037
412448054           GA          30038    S              PUD                       360                 355       85               85         8.125           4/1/2007          3/1/2037
412448141           MS          38676    P              SFR                       360                 355      100              100          11.2           4/1/2007          3/1/2037
412448208           CA          93065    P              PUD                       360                 355    82.14            82.14          7.99           4/1/2007          3/1/2037
412447942           GA          31558    P              SFR                       360                 354      100              100        11.213           3/1/2007          2/1/2037
412447278           MI          48214    I              2F                        360                 354     88.7             88.7         9.525           3/1/2007          2/1/2037
412448297           AZ          85335    P              PUD                       360                 355       95               95          6.45           4/1/2007          3/1/2037
412448339           GA          30052    P              SFR                       360                 355      100              100          10.9           4/1/2007          3/1/2037
412448338           GA          30052    P              SFR                       360                 355       80              100         8.025           4/1/2007          3/1/2037
412447264           FL          34287    P              SFR                       360                 354       65               65         9.975           3/1/2007          2/1/2037
412448026           FL          33173    P              SFR                       360                 355       85               85          9.15           4/1/2007          3/1/2037
412448544           CA          90044    P              SFR                       360                 354       90               90         7.675           3/1/2007          2/1/2037
412447879           CA          95066    P              SFR                       360                 355      100              100          10.4           4/1/2007          3/1/2037
412448542           CA          90723    P              SFR                       360                 354       80              100             6           3/1/2007          2/1/2037
412447818           FL          33525    S              PUD                       360                 355       95               95         7.925           4/1/2007          3/1/2037
412445559           TX          75208    P              SFR                       360                 355      100              100          8.25           4/1/2007          3/1/2037
412447577           FL          33067    S              CO                        360                 355      100              100         11.95           4/1/2007          3/1/2037
412450551           TX          77375    P              PUD                       360                 355       80              100           6.5           4/1/2007          3/1/2037
412445564           TX          78240    P              PUD                       360                 355       80              100         6.625           4/1/2007          3/1/2037
412448163           AZ          85379    S              PUD                       360                 355      100              100          12.4           4/1/2007          3/1/2037
412445578           TX          77494    P              PUD                       180                 175       90               90           7.5           4/1/2007          3/1/2022
412447733           FL          33771    S              CO                        360                 355      100              100         10.55           4/1/2007          3/1/2037
412452299           TN          37013    S              PUD                       360                 354      100              100          8.71           3/1/2007          2/1/2037
412448255           GA          30331    S              PUD                       360                 355      100              100          11.7           4/1/2007          3/1/2037
412448364           NY          11429    P              2F                        360                 355       90               90          8.25           4/1/2007          3/1/2037
412448252           FL          34472    P              SFR                       360                 355    69.46            69.46          6.95           4/1/2007          3/1/2037
412448643           CA          95758    P              SFR                       360                 355    89.14            89.14         8.025           4/1/2007          3/1/2037
412448365           NC          27330    P              SFR                       360                 355       85               85          8.95           4/1/2007          3/1/2037
412448463           MA          02673    P              SFR                       360                 355    94.08            94.08         9.525           4/1/2007          3/1/2037
412448082           HI          96706    P              PUD                       360                 354    78.92            78.92           6.4           3/1/2007          2/1/2037
412448421           FL          32948    P              SFR                       360                 355       80               80          8.85           4/1/2007          3/1/2037
412447967           FL          34119    S              CO                        360                 355      100              100          11.6           4/1/2007          3/1/2037
412448239           AZ          85236    S              PUD                       360                 355      100              100            11           4/1/2007          3/1/2037
412452381           MA          01701    P              SFR                       360                 355       95               95         8.875           4/1/2007          3/1/2037
412447865           IL          60119    P              SFR                       360                 355       70               70          8.25           4/1/2007          3/1/2037
412452951           PA          19446    I              SFR                       360                 355       75               75         7.125           4/1/2007          3/1/2037
412449608           LA          71112    P              SFR                       360                 355      100              100         6.875           4/1/2007          3/1/2037
412448710           WI          53189    P              SFR                       360                 355    92.73            92.73        14.625           4/1/2007          3/1/2037
412447945           CA          90706    P              SFR                       360                 352      100              100          12.8           1/1/2007         12/1/2036
412447430           FL          34212    P              PUD                       360                 353    99.99            99.99          12.3           2/1/2007          1/1/2037
412452153           FL          33404    S              SFR                       360                 355      100              100         11.75           4/1/2007          3/1/2037
412447731           TN          37830    P              SFR                       360                 354      100              100          8.71           3/1/2007          2/1/2037
412447091           NJ          08203    S              SFR                       360                 353      100              100          11.1           2/1/2007          1/1/2037
412447440           FL          32837    S              CO                        360                 354      100              100         10.75           3/1/2007          2/1/2037
412451704           FL          33055    P              SFR                       360                 352      100              100         10.75           1/1/2007         12/1/2036
412447644           FL          34741    S              PUD                       360                 354      100              100         10.75           3/1/2007          2/1/2037
412448104           IL          60174    P              PUD                       360                 355    79.98            99.98         6.675           4/1/2007          3/1/2037
412447899           MA          01960    P              SFR                       360                 354    73.08            73.08         7.475           3/1/2007          2/1/2037
412447937           MI          49426    P              SFR                       360                 355    93.25            93.25          8.65           4/1/2007          3/1/2037
412448595           PA          19040    P              SFR                       360                 355    77.33            77.33           6.7           4/1/2007          3/1/2037
412447877           MO          63116    P              2F                        360                 355       85               85             9           4/1/2007          3/1/2037
412448194           FL          34119    S              CO                        360                 355      100              100          11.6           4/1/2007          3/1/2037
412448117           WA          98226    P              SFR                       360                 355       80               95             6           4/1/2007          3/1/2037
412448604           PA          17265    P              SFR                       360                 355       85               85          9.95           4/1/2007          3/1/2037
412452608           CA          92129    P              CO                        360                 355      100              100          12.5           4/1/2007          3/1/2037
412449293           NC          27704    I              SFR                       360                 355      100              100         7.625           4/1/2007          3/1/2037
412449340           NM          87120    I              SFR                       360                 355    79.76               95          8.75           4/1/2007          3/1/2037
412449517           NJ          08360    P              SFR                       360                 355       90               90            13           4/1/2007          3/1/2037
412449528           FL          32773    P              SFR                       360                 355       80              100         6.375           4/1/2007          3/1/2037
412449731           CA          92677    P              SFR                       180                 175    79.54            79.54          7.25           4/1/2007          3/1/2022
412449378           CO          80003    P              CO                        480                 475      100              100             7           4/1/2007          3/1/2047
412452880           KS          67207    P              SFR                       360                 355       80               80           6.5           4/1/2007          3/1/2037
412447990           CA          94565    P              SFR                       360                 355    99.34            99.34        11.625           4/1/2007          3/1/2037
412449108           TX          78737    P              PUD                       180                 175    94.97            94.97         8.625           4/1/2007          3/1/2022
412449259           AZ          85745    P              PUD                       180                 175       95               95         10.25           4/1/2007          3/1/2022
412449327           CA          90047    P              3F                        360                 355       80               80          6.25           4/1/2007          3/1/2037
412447677           NJ          07060    I              2F                        360                 354    79.07            79.07          8.65           3/1/2007          2/1/2037
412447814           VA          23518    P              2F                        360                 354      100              100          10.7           3/1/2007          2/1/2037
412447813           VA          23518    P              2F                        360                 354       80              100          6.99           3/1/2007          2/1/2037
412447443           AL          36606    P              SFR                       360                 354       85               85          7.75           3/1/2007          2/1/2037
412448280           MD          21221    I              PUD                       360                 355       90               90          8.95           4/1/2007          3/1/2037
412447188           VA          23704    I              SFR                       360                 354       80               80           9.3           3/1/2007          2/1/2037
412448326           IL          60629    P              SFR                       360                 355    72.69            72.69          7.99           4/1/2007          3/1/2037
412448869           VA          20164    P              SFR                       360                 355       80              100         7.675           4/1/2007          3/1/2037
412448589           PA          19067    P              SFR                       360                 355       80              100          7.95           4/1/2007          3/1/2037
412447041           CA          93041    P              CO                        360                 354      100              100          10.5           3/1/2007          2/1/2037
412448473           MS          38922    P              SFR                       360                 355       85               90         9.475           4/1/2007          3/1/2037
412447836           SC          29582    S              CO                        360                 355       95               95         7.475           4/1/2007          3/1/2037
412449411           CO          80138    P              PUD                       180                 175      100              100             9           4/1/2007          3/1/2022
412449278           FL          32765    P              PUD                       360                 355       90               90         8.125           4/1/2007          3/1/2037
412449369           MO          64086    P              SFR                       360                 355       80               95          7.25           4/1/2007          3/1/2037
412449432           NY          13350    P              SFR                       360                 355    99.09            99.09             7           4/1/2007          3/1/2037
412449435           KS          66208    P              SFR                       180                 175      100              100         8.375           4/1/2007          3/1/2022
412452386           FL          33909    P              SFR                       360                 355    89.84            89.84          9.05           4/1/2007          3/1/2037
412448099           FL          33168    P              SFR                       360                 355    55.36            55.36         8.925           4/1/2007          3/1/2037
412448301           NC          28791    P              SFR                       360                 355       80              100         7.275           4/1/2007          3/1/2037
412448500           ME          04351    S              SFR                       360                 355    75.94            75.94          8.55           4/1/2007          3/1/2037
412448533           AZ          85706    P              SFR                       360                 355       80              100           7.4           4/1/2007          3/1/2037
412448417           NJ          08043    P              CO                        360                 355       80              100         7.225           4/1/2007          3/1/2037
412447965           WI          53209    P              SFR                       360                 355       85               85         9.888           4/1/2007          3/1/2037
412448127           CA          91950    P              SFR                       360                 355    77.63            77.63         7.475           4/1/2007          3/1/2037
412446753           TX          79925    P              SFR                       360                 353    84.75            84.75          9.25           2/1/2007          1/1/2037
412446606           FL          33176    P              SFR                       360                 352    72.12            72.12           9.2           1/1/2007         12/1/2036
412446437           NV          89130    P              SFR                       360                 352       70               70          7.99           1/1/2007         12/1/2036
412448197           NJ          08046    P              SFR                       360                 355    44.74            44.74         9.475           4/1/2007          3/1/2037
412447620           CA          91311    P              CO                        360                 355       80              100         7.725           4/1/2007          3/1/2037
412447876           NC          28205    P              SFR                       360                 355       80              100           7.9           4/1/2007          3/1/2037
412448270           CA          92544    P              SFR                       360                 355       80               80          7.99           4/1/2007          3/1/2037
412448024           NY          11411    P              SFR                       360                 354       95               95          6.75           3/1/2007          2/1/2037
412448000           VA          22304    P              SFR                       360                 354      100              100         10.95           3/1/2007          2/1/2037
412447349           NJ          08401    P              SFR                       360                 354       60               60           7.4           3/1/2007          2/1/2037
412447973           IL          62062    P              SFR                       360                 355       80               80        10.336           4/1/2007          3/1/2037
412447935           CA          95111    P              SFR                       360                 355       90               90         9.475           4/1/2007          3/1/2037
412446609           TX          75125    P              SFR                       360                 352       80              100         8.125           1/1/2007         12/1/2036
412447340           CA          95122    P              SFR                       360                 354       80              100          6.65           3/1/2007          2/1/2037
412447542           NY          11550    P              SFR                       360                 354    93.56            93.56          6.85           3/1/2007          2/1/2037
412448105           CA          92344    P              SFR                       360                 355    77.61            77.61           7.9           4/1/2007          3/1/2037
412448202           CA          90221    P              2F                        360                 353       90               90          8.85           2/1/2007          1/1/2037
412447810           WA          98662    P              SFR                       360                 354       80              100          8.75           3/1/2007          2/1/2037
412446487           NJ          07630    P              SFR                       360                 354    78.02            78.02          6.99           3/1/2007          2/1/2037
412448110           CA          95662    P              SFR                       360                 355       80              100          6.75           4/1/2007          3/1/2037
412448435           CA          92870    P              SFR                       360                 355       80               80             7           4/1/2007          3/1/2037
412448090           MS          39212    P              SFR                       360                 355       75               75          10.5           4/1/2007          3/1/2037
412447758           FL          32043    P              SFR                       360                 354    74.84            74.84           8.8           3/1/2007          2/1/2037
412449582           NV          89441    P              SFR                       360                 355    72.84            72.84           8.8           4/1/2007          3/1/2037
412449256           AZ          85755    I              PUD                       360                 355     62.5             62.5          7.25           4/1/2007          3/1/2037
412447619           CA          94591    P              SFR                       360                 354     76.5              100         7.325           3/1/2007          2/1/2037
412447952           GA          30082    P              PUD                       360                 355       90               90          8.25           3/1/2007          2/1/2037
412446530           NY          11234    P              SFR                       360                 352    61.36            61.36           6.5           1/1/2007         12/1/2036
412450534           TX          77546    P              PUD                       360                 355       80              100         6.375           4/1/2007          3/1/2037
412445537           TX          77044    P              PUD                       360                 355       80               80             6           4/1/2007          3/1/2037
412449188           TX          76063    P              PUD                       180                 175      100              100         9.625           4/1/2007          3/1/2022
412448344           CT          06074    P              SFR                       360                 355      100              100         10.15           4/1/2007          3/1/2037
412447924           CT          06488    P              SFR                       360                 354      100              100         10.65           3/1/2007          2/1/2037
412448022           VA          23805    P              SFR                       360                 354    64.49            64.49         9.725           3/1/2007          2/1/2037
412448440           CA          92376    P              SFR                       360                 353    91.67            91.67          9.18           2/1/2007          1/1/2037
412448230           FL          33189    P              PUD                       360                 355    83.08            83.08          7.75           4/1/2007          3/1/2037
412449300           OH          44301    I              SFR                       360                 355    73.97            73.97          6.25           4/1/2007          3/1/2037
412447705           NY          10461    P              SFR                       360                 355       65               65         6.825           4/1/2007          3/1/2037
412447966           IL          60123    P              CO                        360                 354    94.84            94.84          8.55           3/1/2007          2/1/2037
412448420           NY          12569    P              SFR                       360                 355       80              100         6.875           4/1/2007          3/1/2037
412448282           MA          02176    P              SFR                       360                 355    54.35            54.35         8.338           4/1/2007          3/1/2037
412448570           MA          02346    P              SFR                       360                 355       75               75         9.025           4/1/2007          3/1/2037
412448446           NC          27265    P              SFR                       360                 355       80               80        10.575           4/1/2007          3/1/2037
412448582           MA          02150    P              2F                        360                 355      100              100         10.15           4/1/2007          3/1/2037
412448291           MA          02719    P              SFR                       360                 355       80               80            10           4/1/2007          3/1/2037
412452407           OK          74066    P              SFR                       360                 355       85               85          8.55           4/1/2007          3/1/2037
412448192           NJ          07304    P              2F                        360                 355       80               95         8.225           4/1/2007          3/1/2037
412448806           FL          34743    P              PUD                       360                 355       80              100         7.975           4/1/2007          3/1/2037
412448572           CA          92243    P              SFR                       360                 355    88.16            88.16          7.45           4/1/2007          3/1/2037
412448076           FL          34222    P              SFR                       360                 355    37.78            37.78         7.725           4/1/2007          3/1/2037
412447581           NY          11210    P              2F                        360                 355       80              100         5.575           4/1/2007          3/1/2037
412448588           PA          19067    P              SFR                       360                 355      100              100         11.95           4/1/2007          3/1/2037
412448772           MA          01201    P              SFR                       360                 355      100              100          10.4           4/1/2007          3/1/2037
412448052           TX          79423    P              SFR                       360                 355    67.25            67.25         7.125           4/1/2007          3/1/2037
412452926           NY          11207    P              2F                        360                 355       74               74          6.25           4/1/2007          3/1/2037
412453026           AL          35214    P              SFR                       360                 355      100              100          8.75           4/1/2007          3/1/2037
412449709           CO          80634    P              SFR                       360                 355       95               95          8.75           4/1/2007          3/1/2037
412448100           CA          92587    P              SFR                       360                 355       80              100          6.25           4/1/2007          3/1/2037
412449408           CO          80403    P              SFR                       360                 355    99.98            99.98         8.625           4/1/2007          3/1/2037
412449516           NJ          08081    P              PUD                       360                 355       90               90             8           4/1/2007          3/1/2037
412449579           CA          95240    P              SFR                       360                 355    53.52            53.52         5.875           4/1/2007          3/1/2037
412449745           AZ          85024    P              SFR                       360                 355    20.36            20.36           5.5           4/1/2007          3/1/2037
412448602           VA          24019    P              SFR                       360                 355       80               80         6.875           4/1/2007          3/1/2037
412452922           TX          78640    P              PUD                       360                 355      100              100           6.5           4/1/2007          3/1/2037
412448137           MS          38676    P              SFR                       360                 355       80              100           8.3           4/1/2007          3/1/2037
412447445           MI          48214    I              2F                        360                 354       90               90         9.525           3/1/2007          2/1/2037
412447878           CA          95066    P              SFR                       360                 355       80              100         5.975           4/1/2007          3/1/2037
412448007           AZ          85365    P              SFR                       360                 355       75               75           7.2           4/1/2007          3/1/2037
412448545           CA          90723    P              SFR                       360                 354      100              100         11.25           3/1/2007          2/1/2037
412445573           TX          77379    P              PUD                       180                 175      100              100           8.5           4/1/2007          3/1/2022
412452710           TX          77373    P              PUD                       360                 355       80              100           6.5           4/1/2007          3/1/2037
412450547           TX          77469    P              PUD                       360                 355       97               97         6.125           4/1/2007          3/1/2037
412448235           TX          75154    S              SFR                       360                 355      100              100           9.8           4/1/2007          3/1/2037
412447135           NV          89179    S              PUD                       360                 354      100              100            11           3/1/2007          2/1/2037
412449571           TX          77511    P              SFR                       360                 355       80              100           8.5           4/1/2007          3/1/2037
412447516           FL          33068    P              SFR                       360                 354    78.49            78.49           7.5           3/1/2007          2/1/2037
412447750           FL          32736    P              SFR                       360                 354    51.52            51.52         8.285           3/1/2007          2/1/2037
412448283           TX          78239    P              PUD                       360                 355     75.7             75.7          7.65           4/1/2007          3/1/2037
412447927           NY          10466    P              4F                        360                 355       95               95         8.225           4/1/2007          3/1/2037
412448630           MA          02370    P              2F                        360                 355       90               90          8.55           4/1/2007          3/1/2037
412448480           AK          99504    P              SFR                       360                 355       85               85         9.688           4/1/2007          3/1/2037
412447406           SC          29672    S              SFR                       360                 354      100              100          11.4           3/1/2007          2/1/2037
412450525           TX          77429    P              PUD                       360                 349      100              100           9.8          10/1/2006          9/1/2036
412452918           TX          78634    P              PUD                       360                 349       80              100         7.875          10/1/2006          9/1/2036
412452919           TX          78634    P              PUD                       360                 349      100              100           9.8          10/1/2006          9/1/2036
412445507           TX          77429    P              PUD                       360                 349       80              100         8.725          10/1/2006          9/1/2036
412449451           IN          47150    I              3F                        360                 349       75               75         8.575          10/1/2006          9/1/2036
412445770           IN          46402    P              SFR                       360                 347       80               80        11.475           8/1/2006          7/1/2036
412449668           NY          11776    P              SFR                       360                 350    73.87            73.87           8.7          11/1/2006         10/1/2036
412449483           AZ          85239    I              PUD                       360                 350       85               85          7.15          11/1/2006         10/1/2036
412449725           MT          59041    P              SFR                       180                 170     62.5             62.5          8.05          11/1/2006         10/1/2021
412449479           AZ          85242    P              PUD                       360                 350      100              100         11.15          11/1/2006         10/1/2036
412449558           TX          77388    P              PUD                       360                 350       80              100         8.625          11/1/2006         10/1/2036
412449478           AZ          85242    P              PUD                       360                 350       80              100         6.375          11/1/2006         10/1/2036
412445509           TX          77459    P              PUD                       360                 350       80               80         7.575          11/1/2006         10/1/2036
412449628           GA          30088    P              SFR                       360                 350       95               95           9.3          11/1/2006         10/1/2036
412449612           TX          78411    S              SFR                       360                 350       85               85        10.925          11/1/2006         10/1/2036
412450563           TX          77089    P              PUD                       360                 350       80              100         8.875          11/1/2006         10/1/2036
412450564           TX          77089    P              PUD                       360                 350      100              100           9.8          11/1/2006         10/1/2036
412445514           TX          77087    P              PUD                       360                 350      100              100           9.8          11/1/2006         10/1/2036
412449051           TX          75766    P              SFR                       360                 348      100              100          7.75           9/1/2006          8/1/2036
412445895           IN          46750    P              SFR                       360                 348      100              100           8.9           9/1/2006          8/1/2036
412445643           TX          78221    P              PUD                       360                 350       90               90         9.075          11/1/2006         10/1/2036
412449461           AZ          85243    P              PUD                       360                 350       80              100         6.975          11/1/2006         10/1/2036
412449462           AZ          85243    P              PUD                       360                 350      100              100         11.65          11/1/2006         10/1/2036
412449496           TX          75762    P              SFR                       360                 350       90               90         7.575          11/1/2006         10/1/2036
412449626           CO          81401    P              SFR                       360                 350       80              100          7.65          11/1/2006         10/1/2036
412449495           TX          75703    P              SFR                       360                 351       90               90         8.925          12/1/2006         11/1/2036
412449583           OK          74055    P              PUD                       360                 351       80              100         8.375          12/1/2006         11/1/2036
412449584           OK          74055    P              PUD                       360                 351      100              100          12.3          12/1/2006         11/1/2036
412449534           NJ          08108    P              SFR                       360                 350       80              100         6.975          11/1/2006         10/1/2036
412452929           AZ          85232    S              PUD                       360                 351       80              100         8.475          12/1/2006         11/1/2036
412452930           AZ          85232    S              PUD                       360                 351      100              100         12.15          12/1/2006         11/1/2036
412449359           KS          67740    P              SFR                       360                 351    99.96            99.96         7.625          12/1/2006         11/1/2036
412452749           NM          87002    P              SFR                       360                 350       95               95          8.15          11/1/2006         10/1/2036
412449563           TX          77459    P              PUD                       360                 351       80               80         8.025          12/1/2006         11/1/2036
412449560           TX          77026    I              SFR                       360                 351       90               90        10.625          12/1/2006         11/1/2036
412445516           TX          77377    P              PUD                       360                 351    77.42            77.42           8.4          12/1/2006         11/1/2036
412449324           OK          73115    P              SFR                       360                 351       85               85        10.125          12/1/2006         11/1/2036
412452937           AZ          85202    P              PUD                       360                 351      100              100          11.4          12/1/2006         11/1/2036
412449096           TX          77379    P              PUD                       360                 351       80              100         6.725          12/1/2006         11/1/2036
412449097           TX          77379    P              PUD                       360                 351      100              100           9.8          12/1/2006         11/1/2036
412449482           AZ          85250    P              PUD                       360                 351    20.55            20.55           6.5          12/1/2006         11/1/2036
412449576           NV          89436    P              PUD                       360                 351       80               80         7.025          12/1/2006         11/1/2036
412449663           TX          77573    P              PUD                       360                 351       80              100         8.025          12/1/2006         11/1/2036
412449664           TX          77573    P              SFR                       360                 351      100              100           9.8          12/1/2006         11/1/2036
412445632           TX          77018    P              SFR                       360                 351       90               90         8.875          12/1/2006         11/1/2036
412445506           TX          77429    P              PUD                       360                 351       80              100         6.875          12/1/2006         11/1/2036
412445641           TX          78154    P              PUD                       360                 351    85.52            85.52         8.425          12/1/2006         11/1/2036
412449497           TX          75701    P              SFR                       360                 351       80              100         7.375          12/1/2006         11/1/2036
412449498           TX          75701    P              SFR                       360                 351      100              100           9.8          12/1/2006         11/1/2036
412449481           TX          77084    P              PUD                       360                 351       80               80          7.75          12/1/2006         11/1/2036
412449459           AZ          85355    P              PUD                       360                 351       80              100          6.62          12/1/2006         11/1/2036
412449460           AZ          85355    P              PUD                       360                 351      100              100          9.45          12/1/2006         11/1/2036
412445634           TX          77346    P              PUD                       360                 350       80              100         8.575          11/1/2006         10/1/2036
412445635           TX          77346    P              PUD                       360                 350      100              100           9.8          11/1/2006         10/1/2036
412445511           TX          77584    P              PUD                       360                 351       80              100         7.875          12/1/2006         11/1/2036
412445512           TX          77584    P              PUD                       360                 351      100              100           9.8          12/1/2006         11/1/2036
412449046           CA          93306    P              SFR                       360                 350       80              100         6.725          11/1/2006         10/1/2036
412449715           AZ          85212    P              PUD                       360                 351    80.69            80.69          8.05          12/1/2006         11/1/2036
412449485           AZ          85396    P              PUD                       360                 351    94.29            94.29         7.175          12/1/2006         11/1/2036
412452674           TX          76227    I              PUD                       360                 351       95               95           8.1          12/1/2006         11/1/2036
412449566           TX          77554    S              PUD                       360                 351       90               90           7.5          12/1/2006         11/1/2036
412445563           TX          78240    I              PUD                       360                 351       90               90         8.275          12/1/2006         11/1/2036
412449505           TX          79521    P              SFR                       360                 351    94.97            94.97          8.35          12/1/2006         11/1/2036
412451306           TX          77377    P              SFR                       360                 350      100              100           9.8          11/1/2006         10/1/2036
412451278           TX          77060    P              SFR                       240                 230       90               90          10.6          11/1/2006         10/1/2026
412445997           CA          93063    P              SFR                       360                 350    94.85            94.85         8.875          11/1/2006         10/1/2036
412446119           IL          60007    P              CO                        360                 350       90               90          9.95          11/1/2006         10/1/2036
412446120           TN          37128    P              SFR                       360                 350       80              100          9.05          11/1/2006         10/1/2036
412446170           CA          90001    P              SFR                       360                 350       90               90           8.5          11/1/2006         10/1/2036
412451231           CA          94587    P              SFR                       360                 350       95               95           9.8          11/1/2006         10/1/2036
412446209           OH          44128    P              SFR                       360                 350       90              100           7.9          11/1/2006         10/1/2036
412446278           MD          20783    P              CO                        360                 350      100              100          12.5          11/1/2006         10/1/2036
412446187           CA          94590    P              SFR                       360                 350      100              100          11.2          11/1/2006         10/1/2036
412446299           ME          04237    S              SFR                       360                 350       95               95         9.325          11/1/2006         10/1/2036
412446131           IA          52806    P              PUD                       360                 350       90               90          9.95          11/1/2006         10/1/2036
412451259           TX          75069    P              SFR                       360                 350     84.5             84.5         9.975          11/1/2006         10/1/2036
412451361           MA          02780    P              SFR                       360                 350       90               90          8.45          11/1/2006         10/1/2036
412446224           TX          78521    I              SFR                       360                 350       75               75         10.55          11/1/2006         10/1/2036
412446307           VA          20152    I              PUD                       360                 350       90               90         8.975          11/1/2006         10/1/2036
412446188           CA          92880    P              PUD                       360                 350    94.38            94.38         10.25          11/1/2006         10/1/2036
412446217           FL          33954    P              SFR                       360                 350       80               80           8.9          11/1/2006         10/1/2036
412446222           AZ          85706    P              PUD                       360                 350       90               90        10.625          11/1/2006         10/1/2036
412446231           NJ          08360    P              2F                        360                 350       70               70          10.5          11/1/2006         10/1/2036
412446197           KY          40229    P              SFR                       360                 350      100              100         11.75          11/1/2006         10/1/2036
412446292           TX          75241    I              SFR                       360                 351       90               90         10.95          12/1/2006         11/1/2036
412445928           CA          91767    P              SFR                       360                 349       90               90          9.99          10/1/2006          9/1/2036
412450997           SC          29609    P              SFR                       360                 349    84.01            84.01            10          10/1/2006          9/1/2036
412445562           TX          78240    P              PUD                       360                 351       90               90         8.925          12/1/2006         11/1/2036
412451176           AR          72209    P              SFR                       360                 350      100              100           8.5          11/1/2006         10/1/2036
412449484           AZ          85031    P              SFR                       480                 472    45.79            45.79          6.75           1/1/2007         12/1/2046
412452743           TX          76108    P              PUD                       360                 352       80              100         7.225           1/1/2007         12/1/2036
412452744           TX          76108    P              PUD                       360                 352      100              100           9.8           1/1/2007         12/1/2036
412449229           AZ          86401    P              SFR                       360                 351       65               65           7.8          12/1/2006         11/1/2036
412445815           NJ          08015    P              SFR                       360                 348       80              100            11           9/1/2006          8/1/2036
412445911           TX          76140    P              SFR                       360                 349       80              100          9.15          10/1/2006          9/1/2036
412450966           TX          77070    P              PUD                       360                 349       80              100         8.575          10/1/2006          9/1/2036
412446083           TX          78664    S              PUD                       360                 349    80.26            80.26        10.675          10/1/2006          9/1/2036
412445988           CA          95050    P              CO                        360                 349       80              100         7.825          10/1/2006          9/1/2036
412449585           OK          74112    P              SFR                       360                 351       80              100         7.825          12/1/2006         11/1/2036
412449586           OK          74112    P              SFR                       360                 351      100              100          12.1          12/1/2006         11/1/2036
412445521           TX          77469    P              PUD                       360                 352       80              100         8.275           1/1/2007         12/1/2036
412445522           TX          77469    P              PUD                       360                 352      100              100           9.8           1/1/2007         12/1/2036
412449360           CO          81401    P              PUD                       360                 352      100              100           7.5           1/1/2007         12/1/2036
412449599           LA          71118    P              SFR                       360                 352       95               95         5.875           1/1/2007         12/1/2036
412445644           TX          78163    P              SFR                       360                 352    77.78            77.78         8.625           1/1/2007         12/1/2036
412446032           MD          21085    P              SFR                       360                 349       85              100          8.85          10/1/2006          9/1/2036
412446012           MS          39560    P              2F                        360                 349      100              100           9.6          10/1/2006          9/1/2036
412446009           CA          90011    P              SFR                       360                 349       95               95           8.5          10/1/2006          9/1/2036
412449361           KS          67601    P              SFR                       360                 352       80               80         7.875           1/1/2007         12/1/2036
412449182           TX          76248    P              PUD                       360                 352       80              100           7.6           1/1/2007         12/1/2036
412449458           AZ          85204    P              SFR                       360                 352       70               70           9.3           1/1/2007         12/1/2036
412449475           AZ          85364    P              SFR                       360                 352       80              100         6.425           1/1/2007         12/1/2036
412445492           LA          71104    P              SFR                       360                 351      100              100          11.5          12/1/2006         11/1/2036
412445640           TX          77379    P              PUD                       360                 351      100              100           9.8          12/1/2006         11/1/2036
412445623           OR          97222    P              SFR                       360                 351      100              100         10.85          12/1/2006         11/1/2036
412445608           WA          98360    P              PUD                       360                 351      100              100           9.9          12/1/2006         11/1/2036
412449020           NV          89144    S              CO                        360                 351      100              100          9.95          12/1/2006         11/1/2036
412449148           MO          63121    P              SFR                       360                 351       65               65         10.15          12/1/2006         11/1/2036
412449130           IL          62040    P              SFR                       360                 351       95               95            11          12/1/2006         11/1/2036
412448999           CA          92102    P              CO                        360                 351      100              100         11.65          12/1/2006         11/1/2036
412449039           TX          79912    P              SFR                       360                 351      100              100           9.8          12/1/2006         11/1/2036
412445491           LA          71104    P              SFR                       360                 351       80            99.17         9.525          12/1/2006         11/1/2036
412445639           TX          77379    P              PUD                       360                 351       80              100           8.4          12/1/2006         11/1/2036
412445627           TX          77536    P              SFR                       360                 351       85               85         10.55          12/1/2006         11/1/2036
412452770           GA          30288    P              PUD                       360                 351      100              100         10.95          12/1/2006         11/1/2036
412445614           WA          98823    P              SFR                       360                 351       90               90          10.5          12/1/2006         11/1/2036
412449252           WA          98802    P              SFR                       360                 351       80               80         8.025          12/1/2006         11/1/2036
412445633           TX          77065    P              PUD                       360                 351       90               90          9.65          12/1/2006         11/1/2036
412449230           TN          37221    P              SFR                       360                 351       80              100         8.388          12/1/2006         11/1/2036
412449029           CA          95407    P              SFR                       360                 351    37.32            37.32         9.925          12/1/2006         11/1/2036
412449034           FL          33604    P              PUD                       360                 351       80              100          9.75          12/1/2006         11/1/2036
412445606           WA          98360    P              PUD                       360                 351       80              100         7.525          12/1/2006         11/1/2036
412449154           IL          60014    P              CO                        360                 350      100              100          11.2          11/1/2006         10/1/2036
412449019           NV          89144    S              CO                        360                 351       80              100         6.475          12/1/2006         11/1/2036
412448997           CA          92102    P              CO                        360                 351       80              100         6.775          12/1/2006         11/1/2036
412449038           TX          79912    P              SFR                       360                 351       80              100         6.275          12/1/2006         11/1/2036
412449217           FL          34952    P              SFR                       360                 351    74.35            74.35         8.588          12/1/2006         11/1/2036
412449215           CO          80112    P              PUD                       360                 351    88.99            88.99           7.4          12/1/2006         11/1/2036
412445625           WA          98685    P              SFR                       360                 351    60.67            60.67          10.6          12/1/2006         11/1/2036
412449155           IL          60525    P              SFR                       360                 351       80              100         8.575          12/1/2006         11/1/2036
412452769           GA          30288    P              PUD                       360                 351       80              100         6.375          12/1/2006         11/1/2036
412449124           IL          61802    P              SFR                       360                 351      100              100         11.45          12/1/2006         11/1/2036
412445595           TX          78664    P              SFR                       360                 351    76.69            76.69         9.575          12/1/2006         11/1/2036
412449123           IL          61802    P              SFR                       360                 351       80              100         6.975          12/1/2006         11/1/2036
412449196           NM          87002    P              SFR                       360                 351       90               90         9.125          12/1/2006         11/1/2036
412449086           FL          33446    P              PUD                       360                 351       95               95          8.85          12/1/2006         11/1/2036
412446284           FL          33912    P              2F                        360                 350       90              100             9          11/1/2006         10/1/2036
412449037           TX          75090    I              SFR                       360                 350       90               90         9.125          11/1/2006         10/1/2036
412446056           OH          45042    P              SFR                       360                 349      100              100         11.45          10/1/2006          9/1/2036
412445601           AZ          85648    P              SFR                       360                 349    72.22            72.22         8.225          10/1/2006          9/1/2036
412452773           GA          30039    S              PUD                       360                 349       80              100         8.025          10/1/2006          9/1/2036
412445594           TX          78641    P              PUD                       360                 349    79.99            99.95         8.175          10/1/2006          9/1/2036
412452588           CA          92021    S              CO                        360                 349      100              100         11.75          10/1/2006          9/1/2036
412449015           NV          89129    P              CO                        480                 469    69.23            69.23             9          10/1/2006          9/1/2046
412449016           NV          89145    P              CO                        360                 349       80               95           7.8          10/1/2006          9/1/2036
412449093           TX          77379    S              PUD                       360                 349      100              100           9.8          10/1/2006          9/1/2036
412449243           HI          96822    I              CO                        360                 349    74.47            74.47          8.55          10/1/2006          9/1/2036
412452587           CA          92021    S              CO                        360                 349       80              100         7.125          10/1/2006          9/1/2036
412449088           TX          77379    S              PUD                       360                 349       80              100           7.6          10/1/2006          9/1/2036
412449171           ID          83705    S              SFR                       360                 349       80              100         8.525          10/1/2006          9/1/2036
412449480           AZ          85225    P              SFR                       360                 349       95               95           5.9          10/1/2006          9/1/2036
412445612           WA          98837    S              SFR                       360                 350       80               80         7.725          11/1/2006         10/1/2036
412445621           OR          97124    P              SFR                       360                 349       85               85          9.25          10/1/2006          9/1/2036
412449430           NY          14424    P              SFR                       360                 352       80              100         7.875           1/1/2007         12/1/2036
412449431           NY          14424    P              SFR                       360                 352      100              100          12.4           1/1/2007         12/1/2036
412449639           CA          90059    P              2F                        360                 352       65               65           8.3           1/1/2007         12/1/2036
412449365           MO          65723    P              SFR                       360                 352      100              100         7.875           1/1/2007         12/1/2036
412449616           TX          78332    P              SFR                       360                 352       95               95          9.65           1/1/2007         12/1/2036
412449501           TX          75703    P              SFR                       360                 352       80              100           7.9           1/1/2007         12/1/2036
412449502           TX          75703    P              SFR                       360                 352      100              100           9.8           1/1/2007         12/1/2036
412446854           CA          91381    P              SFR                       360                 352       80              100           8.4           1/1/2007         12/1/2036
412446857           VA          20164    P              SFR                       360                 352       80              100         7.725           1/1/2007         12/1/2036
412446762           SC          29108    P              SFR                       360                 352       85               95          8.55           1/1/2007         12/1/2036
412449665           TX          77546    P              PUD                       360                 352       80              100         8.325           1/1/2007         12/1/2036
412449716           AZ          85331    P              PUD                       360                 352       80              100           7.2           1/1/2007         12/1/2036
412449717           AZ          85331    P              PUD                       360                 352      100              100         10.65           1/1/2007         12/1/2036
412446849           CA          90247    P              CO                        360                 353       80              100         6.925           2/1/2007          1/1/2037
412446912           AL          35601    P              SFR                       360                 353       90               95           9.9           2/1/2007          1/1/2037
412449486           AZ          85710    P              SFR                       360                 352       90               90           8.8           1/1/2007         12/1/2036
412445790           PA          18853    P              SFR                       360                 348      100              100           9.9           9/1/2006          8/1/2036
412445599           AZ          85032    P              SFR                       360                 351    63.03            63.03           8.3          12/1/2006         11/1/2036
412451072           CA          93722    P              SFR                       360                 349    71.11            71.11          7.99          10/1/2006          9/1/2036
412446949           MA          01109    I              SFR                       360                 353    82.55            82.55          9.45           2/1/2007          1/1/2037
412452831           CA          92374    P              SFR                       360                 352       95               95        12.875           1/1/2007         12/1/2036
412446274           MA          01603    P              SFR                       360                 350      100              100         11.95          11/1/2006         10/1/2036
412446166           MD          20748    P              SFR                       360                 350       90               90          8.25          11/1/2006         10/1/2036
412446236           UT          84010    I              SFR                       360                 350       85               85        10.325          11/1/2006         10/1/2036
412450535           TX          77396    P              PUD                       360                 353      100              100           9.8           2/1/2007          1/1/2037
412449564           TX          77573    P              PUD                       360                 353       90               90         9.325           2/1/2007          1/1/2037
412449488           AZ          85364    P              SFR                       360                 353       90               90          6.75           2/1/2007          1/1/2037
412446051           TX          78221    P              SFR                       360                 349    69.78            69.78          10.8          10/1/2006          9/1/2036
412446072           WV          25430    I              SFR                       360                 349       65               65         11.49          10/1/2006          9/1/2036
412446125           MD          20877    P              CO                        360                 350       95               95         10.05          11/1/2006         10/1/2036
412449655           TN          37332    P              SFR                       360                 353       60               60         9.575           2/1/2007          1/1/2037
412449673           SC          29412    P              SFR                       360                 353       80              100         7.375           2/1/2007          1/1/2037
412449533           NJ          08648    P              SFR                       360                 353       95               95          9.35           2/1/2007          1/1/2037
412449546           TX          79764    P              SFR                       180                 173      100              100           9.8           2/1/2007          1/1/2022
412445498           GA          30040    P              PUD                       360                 353    94.99            94.99           8.9           2/1/2007          1/1/2037
412449164           NJ          07920    P              SFR                       360                 352       95               95         8.875           1/1/2007         12/1/2036
412446846           OR          97355    S              SFR                       360                 352    65.64            65.64           7.6           1/1/2007         12/1/2036
412449463           AZ          85228    P              PUD                       360                 353       80              100         7.075           2/1/2007          1/1/2037
412449465           AZ          85228    P              PUD                       360                 353      100              100         10.55           2/1/2007          1/1/2037
412451518           CA          91911    P              SFR                       360                 352       80              100         7.675           1/1/2007         12/1/2036
412449590           LA          71111    P              SFR                       360                 353       85              100          7.25           2/1/2007          1/1/2037
412449591           LA          71111    P              SFR                       360                 353      100              100         12.05           2/1/2007          1/1/2037
412449467           AZ          85242    P              PUD                       360                 353       80               80         7.875           2/1/2007          1/1/2037
412449063           TX          75454    P              PUD                       360                 353       80              100         6.675           2/1/2007          1/1/2037
412449064           TX          75454    P              PUD                       360                 353      100              100           9.8           2/1/2007          1/1/2037
412449133           IL          62040    P              SFR                       360                 353       80              100         9.825           2/1/2007          1/1/2037
412447151           CA          92704    P              SFR                       360                 353    78.79            78.79         6.625           2/1/2007          1/1/2037
412449245           GA          30296    S              SFR                       360                 351       95               95        10.375          12/1/2006         11/1/2036
412445596           TX          78745    P              SFR                       360                 352       90               90         9.175           1/1/2007         12/1/2036
412449228           OK          74017    P              SFR                       360                 352    82.17            82.17          8.75           1/1/2007         12/1/2036
412445482           TX          77338    P              SFR                       360                 352       90               90         9.825           1/1/2007         12/1/2036
412445617           CO          81004    I              2F                        360                 352       85               85          9.95           1/1/2007         12/1/2036
412449163           NJ          07631    P              CO                        360                 352       95               95           9.1           1/1/2007         12/1/2036
412449126           IL          61842    P              SFR                       360                 352       80              100           9.3           1/1/2007         12/1/2036
412449158           IL          60532    P              PUD                       360                 352       80              100         7.863           1/1/2007         12/1/2036
412445609           WA          98580    P              SFR                       360                 352       90               90         8.675           1/1/2007         12/1/2036
412445637           TX          77073    P              PUD                       360                 352       80              100         8.525           1/1/2007         12/1/2036
412449007           CA          93551    P              SFR                       360                 352       75               75          6.25           1/1/2007         12/1/2036
412445493           LA          71105    P              SFR                       360                 352       80               80         9.725           1/1/2007         12/1/2036
412452718           IL          62040    P              SFR                       360                 352       90               95            10           1/1/2007         12/1/2036
412449000           CA          92019    P              CO                        360                 352       80              100         7.025           1/1/2007         12/1/2036
412449234           TN          37086    P              SFR                       360                 352       80              100         7.475           1/1/2007         12/1/2036
412449246           GA          30248    I              SFR                       360                 352    69.37            69.37          9.55           1/1/2007         12/1/2036
412449159           IL          60089    P              SFR                       360                 352       80               80         8.075           1/1/2007         12/1/2036
412449142           IN          46229    P              PUD                       360                 352       80              100         8.525           1/1/2007         12/1/2036
412448989           OR          97702    P              SFR                       360                 352    88.49            88.49          7.25           1/1/2007         12/1/2036
412445619           OR          97402    P              SFR                       360                 352       90               90          10.1           1/1/2007         12/1/2036
412449232           TN          37042    I              4F                        360                 352       85               85          8.35           1/1/2007         12/1/2036
412449233           TN          37042    I              4F                        360                 352       85               85          8.35           1/1/2007         12/1/2036
412445638           TX          77073    P              PUD                       360                 352      100              100           9.8           1/1/2007         12/1/2036
412445602           AZ          85648    P              SFR                       480                 472    33.49            33.49         7.725           1/1/2007         12/1/2046
412449143           IN          46229    P              PUD                       360                 352      100              100          11.8           1/1/2007         12/1/2036
412445480           TX          79912    P              SFR                       360                 352       80              100         7.225           1/1/2007         12/1/2036
412449017           NV          89145    I              CO                        360                 352    89.97            89.97         9.225           1/1/2007         12/1/2036
412449150           MO          63106    P              SFR                       360                 352    78.79            78.79          8.05           1/1/2007         12/1/2036
412449047           CA          93312    P              SFR                       360                 353       80              100         6.825           2/1/2007          1/1/2037
412445496           TX          78245    P              PUD                       360                 353       80              100          8.05           2/1/2007          1/1/2037
412449235           AZ          86401    I              SFR                       360                 353       90               90         8.325           2/1/2007          1/1/2037
412449198           NM          87120    P              PUD                       360                 353      100              100           8.9           2/1/2007          1/1/2037
412449631           CA          95470    P              SFR                       360                 353       95               95           8.3           2/1/2007          1/1/2037
412447086           NV          89032    P              SFR                       360                 353       85               85          6.75           2/1/2007          1/1/2037
412452776           GA          30294    P              SFR                       360                 353       95               95           9.1           2/1/2007          1/1/2037
412449253           WA          98801    I              2F                        360                 353       80               80         7.925           2/1/2007          1/1/2037
412447332           FL          33407    I              SFR                       360                 353       90               90          10.2           2/1/2007          1/1/2037
412449511           NJ          08360    P              SFR                       360                 353       95               95          9.75           2/1/2007          1/1/2037
412452066           PA          15666    P              SFR                       360                 353       75              100          7.35           2/1/2007          1/1/2037
412447024           MA          01841    P              SFR                       360                 353      100              100         10.15           2/1/2007          1/1/2037
412447025           MA          01841    P              SFR                       360                 353       80              100         8.175           2/1/2007          1/1/2037
412452017           FL          34473    S              SFR                       360                 353       90               90         9.525           2/1/2007          1/1/2037
412452115           GA          31516    P              SFR                       360                 353       80              100          10.6           2/1/2007          1/1/2037
412447234           CO          80631    P              SFR                       360                 353    78.49            98.11           6.5           2/1/2007          1/1/2037
412447286           CA          93635    P              SFR                       360                 353      100              100         9.125           2/1/2007          1/1/2037
412447287           MA          02721    P              2F                        360                 353      100              100         11.85           2/1/2007          1/1/2037
412447288           MA          02721    P              2F                        360                 353       80              100          7.99           2/1/2007          1/1/2037
412449681           NY          12203    P              SFR                       360                 353       90               90           7.5           2/1/2007          1/1/2037
412446509           NV          89139    S              PUD                       360                 353    79.99            99.99           7.9           2/1/2007          1/1/2037
412449186           TX          76131    S              PUD                       360                 353       80              100         7.625           2/1/2007          1/1/2037
412447263           AZ          85207    P              PUD                       360                 353       80              100           6.5           2/1/2007          1/1/2037
412447243           NY          11412    P              SFR                       360                 354       80              100         6.625           3/1/2007          2/1/2037
412451738           CA          91913    P              SFR                       360                 352       95               95         8.775           1/1/2007         12/1/2036
412451762           CA          90802    P              CO                        360                 352       95               95           8.3           1/1/2007         12/1/2036
412446478           TX          78612    P              SFR                       360                 352       80               80         8.225           1/1/2007         12/1/2036
412446546           DC          20017    P              SFR                       360                 352       95               95          9.55           1/1/2007         12/1/2036
412446683           OR          97301    P              SFR                       360                 352      100              100         10.95           1/1/2007         12/1/2036
412446538           MO          64130    I              2F                        360                 352    73.71            73.71          9.25           1/1/2007         12/1/2036
412446591           CO          80829    I              4F                        360                 352       75               75           9.7           1/1/2007         12/1/2036
412446788           IL          60827    P              3F                        360                 352       85               85          7.99           1/1/2007         12/1/2036
412446831           MD          21221    P              PUD                       360                 352      100              100          9.35           1/1/2007         12/1/2036
412446598           CA          90621    I              SFR                       360                 352       90               90         8.325           1/1/2007         12/1/2036
412446616           FL          33619    P              SFR                       360                 352       95               95         9.125           1/1/2007         12/1/2036
412446625           CA          91335    P              CO                        360                 352       95               95          9.75           1/1/2007         12/1/2036
412446766           RI          02889    P              SFR                       360                 352    93.75            93.75          8.99           1/1/2007         12/1/2036
412446780           VA          23320    P              SFR                       360                 352    92.59            92.59          10.4           1/1/2007         12/1/2036
412446763           WI          53212    P              SFR                       360                 353    58.48            58.48         8.475           2/1/2007          1/1/2037
412446840           TN          38107    I              SFR                       360                 353       90               90         10.95           2/1/2007          1/1/2037
412446624           OH          44109    P              2F                        360                 352    77.98            77.98          8.05           1/1/2007         12/1/2036
412446632           CA          95386    P              SFR                       360                 352      100              100            11           1/1/2007         12/1/2036
412446876           FL          33020    I              SFR                       360                 353       90               90            10           2/1/2007          1/1/2037
412446637           VA          24541    P              SFR                       360                 353       95               95          9.65           2/1/2007          1/1/2037
412446668           FL          33147    I              2F                        360                 352       90               90          7.55           1/1/2007         12/1/2036
412446459           NE          68005    P              SFR                       240                 231    89.73            89.73          10.2          12/1/2006         11/1/2026
412451440           MO          64123    P              SFR                       360                 351    73.72            73.72          9.45          12/1/2006         11/1/2036
412446343           FL          33139    S              CO                        360                 351       95               95          8.85          12/1/2006         11/1/2036
412451462           NJ          08070    I              2F                        360                 351       95               95          9.35          12/1/2006         11/1/2036
412446429           VA          23435    I              CO                        360                 351    89.29            89.29          9.25          12/1/2006         11/1/2036
412446158           AZ          85324    P              SFR                       360                 350    40.62            40.62        10.225          11/1/2006         10/1/2036
412447401           MS          38654    P              SFR                       360                 354       80              100         6.375           3/1/2007          2/1/2037
412447228           IL          60634    P              SFR                       360                 354       80              100           6.5           3/1/2007          2/1/2037
412447407           CA          90631    P              SFR                       360                 354       80              100         6.875           3/1/2007          2/1/2037
412447409           CA          90631    P              SFR                       360                 354      100              100        12.625           3/1/2007          2/1/2037
412447415           CA          92139    P              SFR                       360                 354       80              100         6.375           3/1/2007          2/1/2037
412447425           MN          55128    P              SFR                       360                 353       80              100           6.5           2/1/2007          1/1/2037
412447097           NY          12601    P              SFR                       360                 354       80              100           6.5           3/1/2007          2/1/2037
412446345           PA          19126    P              SFR                       360                 352       95               95           9.1           1/1/2007         12/1/2036
412446485           CA          94605    P              SFR                       360                 352       85               85        10.325           1/1/2007         12/1/2036
412451545           TX          78839    P              SFR                       360                 353       80               80         8.225           2/1/2007          1/1/2037
412446523           NY          10552    P              2F                        360                 352       90               90         8.725           1/1/2007         12/1/2036
412446533           AR          71701    I              SFR                       360                 353       70               70          10.4           2/1/2007          1/1/2037
412446534           IN          46405    P              SFR                       360                 352       95               95           9.3           1/1/2007         12/1/2036
412451575           PA          15210    I              SFR                       360                 352       95               95           9.8           1/1/2007         12/1/2036
412451589           FL          33607    I              SFR                       360                 352       85               85          9.15           1/1/2007         12/1/2036
412446569           MD          21228    P              SFR                       360                 352       80               80         9.875           1/1/2007         12/1/2036
412446579           LA          70501    P              SFR                       360                 352    79.94            79.94           9.5           1/1/2007         12/1/2036
412446584           CA          92270    P              PUD                       360                 352      100              100          10.7           1/1/2007         12/1/2036
412451619           OH          43201    I              SFR                       360                 352       95               95           9.3           1/1/2007         12/1/2036
412451633           NY          11234    P              SFR                       360                 352    73.39            73.39           8.7           1/1/2007         12/1/2036
412451670           TX          75119    P              SFR                       360                 352     70.6             70.6           6.7           1/1/2007         12/1/2036
412451686           WI          53216    P              SFR                       360                 353       83               83           9.2           2/1/2007          1/1/2037
412446685           GA          30316    I              SFR                       360                 352    83.33            83.33          8.75           1/1/2007         12/1/2036
412446690           CA          95212    P              SFR                       360                 352       75               75           9.5           1/1/2007         12/1/2036
412451707           MI          48227    P              SFR                       360                 353       75               75          11.2           2/1/2007          1/1/2037
412446707           NV          89014    P              SFR                       360                 353     67.2             67.2          9.45           2/1/2007          1/1/2037
412446709           KS          66048    P              SFR                       360                 353       80              100           8.7           2/1/2007          1/1/2037
412446727           PA          19144    P              SFR                       360                 353    79.53            79.53           9.1           2/1/2007          1/1/2037
412446744           OK          74106    I              SFR                       360                 353       90               90        10.075           2/1/2007          1/1/2037
412446752           AR          71603    I              SFR                       360                 352       90               90           9.4           1/1/2007         12/1/2036
412446759           TN          37416    P              SFR                       360                 353    84.48            84.48          9.55           2/1/2007          1/1/2037
412446775           TN          37087    P              PUD                       360                 352       80              100           8.9           1/1/2007         12/1/2036
412446776           PA          16101    P              SFR                       360                 353       85               85           7.1           2/1/2007          1/1/2037
412446803           CA          93436    P              SFR                       360                 353       80               80          8.95           2/1/2007          1/1/2037
412446808           CA          93618    P              SFR                       360                 353    54.09            54.09         10.25           2/1/2007          1/1/2037
412446812           CA          90007    P              SFR                       360                 352    68.75            68.75         9.875           1/1/2007         12/1/2036
412446819           OH          43222    I              SFR                       360                 352       90               90         9.225           1/1/2007         12/1/2036
412451810           SC          29150    P              SFR                       360                 353       95               95          9.55           2/1/2007          1/1/2037
412446835           WV          26150    I              SFR                       360                 353       90               90         10.55           2/1/2007          1/1/2037
412446839           TX          78070    P              PUD                       360                 353       80               80          7.85           2/1/2007          1/1/2037
412446841           IA          51501    P              SFR                       360                 352       95               95           9.2           1/1/2007         12/1/2036
412446855           PA          19403    P              SFR                       360                 353       85               85           9.1           2/1/2007          1/1/2037
412451845           PA          19021    P              SFR                       360                 353       80              100         9.075           2/1/2007          1/1/2037
412446871           PA          16313    P              SFR                       360                 352       90               90         9.788           1/1/2007         12/1/2036
412446887           MI          48224    P              SFR                       360                 353       85               85           9.7           2/1/2007          1/1/2037
412446901           FL          33905    P              SFR                       360                 353       60               60         9.525           2/1/2007          1/1/2037
412446933           NV          89108    P              SFR                       360                 353    77.91            77.91         10.35           2/1/2007          1/1/2037
412446078           IN          46140    P              SFR                       360                 350       95               95         9.125          11/1/2006         10/1/2036
412447444           CO          80907    P              SFR                       360                 354       80              100           6.5           3/1/2007          2/1/2037
412447463           OH          43055    P              SFR                       360                 354       80              100         6.375           3/1/2007          2/1/2037
412447211           CA          91913    P              PUD                       360                 354      100              100         9.375           3/1/2007          2/1/2037
412447327           CA          93907    P              SFR                       360                 354       80              100           6.5           3/1/2007          2/1/2037
412447330           CA          93907    P              SFR                       360                 354      100              100         11.75           3/1/2007          2/1/2037
412447448           CA          92078    P              PUD                       360                 354       80               80           6.5           3/1/2007          2/1/2037
412447502           FL          34759    P              PUD                       360                 354      100              100            11           3/1/2007          2/1/2037
412452242           CA          92019    P              PUD                       360                 354       80              100          6.75           3/1/2007          2/1/2037
412452268           CO          80223    P              SFR                       360                 354       80              100         6.375           3/1/2007          2/1/2037
412452269           CO          80223    P              SFR                       360                 354      100              100        11.875           3/1/2007          2/1/2037
412447203           NV          89110    P              PUD                       360                 354    84.72            84.72           6.5           3/1/2007          2/1/2037
412445973           NJ          07712    P              SFR                       360                 352       90               90         9.475           1/1/2007         12/1/2036
412446017           NJ          07103    I              3F                        360                 352       90               90         8.925           1/1/2007         12/1/2036
412446168           PA          19151    I              SFR                       360                 351       95               95         10.35          12/1/2006         11/1/2036
412446177           DC          20032    I              SFR                       360                 351       95               95           9.4          12/1/2006         11/1/2036
412451271           MD          21205    I              SFR                       360                 351       95               95          10.3          12/1/2006         11/1/2036
412446342           ME          04073    I              4F                        360                 351       90               90          10.3          12/1/2006         11/1/2036
412446463           WV          26408    I              SFR                       360                 352    90.91            90.91         10.65           1/1/2007         12/1/2036
412451478           OH          43211    I              SFR                       360                 352       85               85        11.375           1/1/2007         12/1/2036
412446473           PA          18612    P              SFR                       360                 352    94.98            94.98          9.75           1/1/2007         12/1/2036
412446477           TX          77539    S              SFR                       360                 352       95               95          9.05           1/1/2007         12/1/2036
412446498           NV          89123    P              CO                        360                 353       80              100         8.025           2/1/2007          1/1/2037
412446501           CA          92706    P              SFR                       360                 352       95               95         8.775           1/1/2007         12/1/2036
412446571           NY          12550    I              4F                        360                 352       90               90         9.475           1/1/2007         12/1/2036
412446573           FL          33570    P              SFR                       360                 352       80              100         8.625           1/1/2007         12/1/2036
412451627           NJ          07203    P              2F                        360                 352       95               95          8.15           1/1/2007         12/1/2036
412446593           AL          36877    P              SFR                       360                 352       80               95           8.6           1/1/2007         12/1/2036
412446605           NJ          08015    I              SFR                       360                 352    90.33            90.33          9.85           1/1/2007         12/1/2036
412446607           SC          29445    I              SFR                       360                 352    70.59            70.59          10.2           1/1/2007         12/1/2036
412446620           FL          33334    P              SFR                       360                 353       90               90           8.7           2/1/2007          1/1/2037
412446641           MD          20737    P              2F                        360                 353       90               90         8.925           2/1/2007          1/1/2037
412446644           CT          06070    P              SFR                       360                 353       90               90          8.65           2/1/2007          1/1/2037
412446676           OR          97115    P              SFR                       360                 352       85               85          8.65           1/1/2007         12/1/2036
412446679           AZ          85344    P              SFR                       360                 352    89.89            89.89          7.95           1/1/2007         12/1/2036
412446696           TX          75602    P              SFR                       360                 352       85              100           9.7           1/1/2007         12/1/2036
412451705           MD          21133    P              PUD                       360                 352    93.97            93.97          7.55           1/1/2007         12/1/2036
412446728           CA          92399    P              SFR                       360                 353       95               95          8.75           2/1/2007          1/1/2037
412446729           MD          20721    P              PUD                       360                 352       90               90         8.775           1/1/2007         12/1/2036
412446765           CA          90650    P              SFR                       360                 352       80              100          8.55           1/1/2007         12/1/2036
412446774           FL          33884    P              PUD                       360                 352    79.98            99.97         9.175           1/1/2007         12/1/2036
412446785           CA          90002    P              SFR                       360                 353       80              100         8.625           2/1/2007          1/1/2037
412451774           CA          95116    P              PUD                       360                 352      100              100          11.7           1/1/2007         12/1/2036
412446798           CA          93561    P              SFR                       360                 353       85               85         8.675           2/1/2007          1/1/2037
412446805           MO          64063    P              SFR                       360                 353    85.09            85.09           9.1           2/1/2007          1/1/2037
412446810           CA          91722    P              SFR                       360                 352    84.84            84.84          8.25           1/1/2007         12/1/2036
412451814           MN          55303    P              SFR                       360                 352       80              100         7.975           1/1/2007         12/1/2036
412446885           HI          96793    P              SFR                       360                 353       95               95         8.825           2/1/2007          1/1/2037
412446096           NJ          08873    P              SFR                       360                 350       95               95         8.775          11/1/2006         10/1/2036
412451178           OH          43311    I              SFR                       360                 351       95               95          9.05          12/1/2006         11/1/2036
412446160           MI          48228    I              SFR                       360                 350       95               95          10.7          11/1/2006         10/1/2036
412446178           NC          28540    P              SFR                       360                 350       80               80           8.6          11/1/2006         10/1/2036
412451263           TX          76033    S              SFR                       360                 351       95               95        10.225          12/1/2006         11/1/2036
412446215           FL          34772    I              PUD                       360                 350    94.96            94.96          9.85          11/1/2006         10/1/2036
412446238           IL          60435    P              PUD                       360                 350       90               90         9.925          11/1/2006         10/1/2036
412446300           NJ          08033    P              SFR                       360                 351    91.94            91.94         9.175          12/1/2006         11/1/2036
412446313           GA          30340    S              PUD                       360                 351       85               85          10.6          12/1/2006         11/1/2036
412446320           GA          31406    I              SFR                       360                 352       80               80         10.15           1/1/2007         12/1/2036
412446324           GA          31405    I              SFR                       360                 352       80               80         10.15           1/1/2007         12/1/2036
412446328           FL          32712    P              PUD                       360                 350    79.98            94.96         7.825          11/1/2006         10/1/2036
412446329           MA          01852    P              2F                        360                 351       95               95          8.55          12/1/2006         11/1/2036
412446344           WI          53185    P              SFR                       360                 351      100              100         11.55          12/1/2006         11/1/2036
412451394           MA          01851    P              CO                        360                 351       95               95           9.6          12/1/2006         11/1/2036
412446367           NJ          07514    P              2F                        360                 351       95               95           8.1          12/1/2006         11/1/2036
412446369           FL          33162    P              SFR                       360                 352       95               95          8.65           1/1/2007         12/1/2036
412446386           AZ          85044    P              SFR                       360                 351    93.82            93.82           9.3          12/1/2006         11/1/2036
412446397           AR          72904    P              SFR                       360                 351    84.17            84.17           9.3          12/1/2006         11/1/2036
412446401           FL          33966    S              SFR                       360                 351       95               95         10.35          12/1/2006         11/1/2036
412446422           NY          11413    P              SFR                       360                 351       75               75           7.8          12/1/2006         11/1/2036
412446426           GA          30135    I              SFR                       360                 351    84.23            84.23          9.75          12/1/2006         11/1/2036
412451455           MA          01109    P              SFR                       360                 351       80              100         9.075          12/1/2006         11/1/2036
412446430           NJ          08873    P              SFR                       360                 352       95               95          8.05           1/1/2007         12/1/2036
412446434           CA          90706    P              SFR                       360                 351       95               95           9.5          12/1/2006         11/1/2036
412446453           CA          93536    P              SFR                       360                 351       95               95           8.9          12/1/2006         11/1/2036
412446462           OR          97355    P              SFR                       360                 351       90               90         8.775          12/1/2006         11/1/2036
412446464           OH          45044    I              SFR                       360                 351    82.95            82.95          11.3          12/1/2006         11/1/2036
412446470           SC          29575    I              PUD                       360                 351       90               90        10.225          12/1/2006         11/1/2036
412446474           PA          19050    P              SFR                       360                 351       90               90         9.175          12/1/2006         11/1/2036
412451492           OH          44110    I              2F                        360                 351       95               95           9.4          12/1/2006         11/1/2036
412446479           FL          33993    P              SFR                       360                 352       85               85           7.9           1/1/2007         12/1/2036
412451503           FL          32401    P              SFR                       360                 351    94.83            94.83           8.9          12/1/2006         11/1/2036
412446483           CA          93635    P              SFR                       360                 351       95               95         9.675          12/1/2006         11/1/2036
412451513           IN          46517    I              SFR                       360                 352       95               95          9.55           1/1/2007         12/1/2036
412446497           GA          31419    P              PUD                       360                 351       95               95          9.15          12/1/2006         11/1/2036
412446499           IN          47421    P              SFR                       360                 352       90               90          7.85           1/1/2007         12/1/2036
412446504           CA          94579    P              SFR                       360                 351    84.93            84.93         7.275          12/1/2006         11/1/2036
412446506           CO          80013    P              SFR                       360                 352       80               95         8.375           1/1/2007         12/1/2036
412446525           OK          73120    P              SFR                       360                 351    79.89            79.89         8.425          12/1/2006         11/1/2036
412446576           NV          89502    P              SFR                       360                 352     87.8             87.8          7.85           1/1/2007         12/1/2036
412446586           CA          91709    P              SFR                       360                 352       95               95          8.25           1/1/2007         12/1/2036
412446613           FL          33713    I              SFR                       360                 352       95               95           8.7           1/1/2007         12/1/2036
412446617           NJ          07083    P              SFR                       360                 352       95               95           7.6           1/1/2007         12/1/2036
412446631           WA          98584    P              SFR                       360                 352       95               95          8.59           1/1/2007         12/1/2036
412449536           PA          19146    P              CO                        360                 353      100              100             8           2/1/2007          1/1/2037
412447038           CA          92570    P              SFR                       360                 354      100              100         11.25           3/1/2007          2/1/2037
412449055           TX          75087    P              PUD                       360                 341    28.37            28.37           4.5           2/1/2006          1/1/2036
412447676           FL          33023    P              SFR                       360                 354      100              100        11.125           3/1/2007          2/1/2037
412446944           CA          92029    P              SFR                       360                 353      100              100            12           2/1/2007          1/1/2037
412447023           CA          91340    P              SFR                       360                 353      100              100          11.8           2/1/2007          1/1/2037
412446976           NJ          08260    S              CO                        360                 353      100              100          11.8           2/1/2007          1/1/2037
412447006           CO          80424    S              SFR                       360                 353      100              100          11.8           2/1/2007          1/1/2037
412447277           OR          97124    P              SFR                       360                 353      100              100         12.05           2/1/2007          1/1/2037
412446975           UT          84041    S              SFR                       360                 353      100              100         11.95           2/1/2007          1/1/2037
412446800           TX          78043    P              SFR                       240                 232      100              100           9.8           1/1/2007         12/1/2026
412446909           NJ          07066    P              SFR                       360                 354    94.12            94.12         7.625           3/1/2007          2/1/2037
412447123           CA          92307    P              SFR                       360                 354       90               90           6.5           3/1/2007          2/1/2037
412447759           CA          94565    P              SFR                       360                 354       80               80         6.625           3/1/2007          2/1/2037
412449168           OR          97539    P              SFR                       360                 353       80              100          9.05           2/1/2007          1/1/2037
412452753           OH          44601    P              SFR                       360                 353       80               85         11.35           2/1/2007          1/1/2037
412449160           IL          60103    P              SFR                       360                 353       85               85          7.55           2/1/2007          1/1/2037
412449218           FL          33486    P              SFR                       360                 353       80               80         8.175           2/1/2007          1/1/2037
412449567           TX          77598    P              PUD                       360                 353    89.08            89.08          6.65           2/1/2007          1/1/2037
412445484           TX          77339    P              PUD                       360                 353       80              100         9.025           2/1/2007          1/1/2037
412449241           GA          31326    P              SFR                       360                 353       80              100         6.925           2/1/2007          1/1/2037
412445624           OR          97415    P              SFR                       360                 353       95               95         7.875           2/1/2007          1/1/2037
412449022           NV          89117    P              CO                        360                 353      100              100         10.35           2/1/2007          1/1/2037
412449021           NV          89117    P              CO                        360                 353       80              100         6.975           2/1/2007          1/1/2037
412449166           NJ          07885    P              SFR                       360                 353    73.89            73.89          8.15           2/1/2007          1/1/2037
412449192           TX          75034    P              PUD                       360                 353       90               90         7.725           2/1/2007          1/1/2037
412449125           IL          61832    P              SFR                       360                 353       95               95        10.231           2/1/2007          1/1/2037
412445497           TX          78382    S              SFR                       360                 353    94.99            94.99           9.5           2/1/2007          1/1/2037
412449011           CA          92284    P              SFR                       360                 353    78.43            78.43         7.525           2/1/2007          1/1/2037
412445600           AZ          85648    P              SFR                       360                 353       95               95          8.75           2/1/2007          1/1/2037
412449054           TX          75652    P              SFR                       360                 353    89.93            89.93         8.663           2/1/2007          1/1/2037
412452599           CA          92021    P              CO                        360                 353      100              100          12.5           2/1/2007          1/1/2037
412452597           CA          92021    P              CO                        360                 353       80              100         8.075           2/1/2007          1/1/2037
412452596           CA          92021    P              CO                        360                 353      100              100          9.15           2/1/2007          1/1/2037
412452595           CA          92021    P              CO                        360                 353       80              100         5.625           2/1/2007          1/1/2037
412449083           TX          78418    P              PUD                       360                 353       80               80         8.825           2/1/2007          1/1/2037
412445611           UT          84604    P              SFR                       360                 353      100              100         10.65           2/1/2007          1/1/2037
412445610           UT          84604    P              SFR                       360                 353       80              100         7.375           2/1/2007          1/1/2037
412449009           CA          93536    P              SFR                       360                 353      100              100          10.5           2/1/2007          1/1/2037
412449008           CA          93536    P              SFR                       360                 353       80              100         7.025           2/1/2007          1/1/2037
412449240           GA          31407    P              SFR                       360                 353      100              100         10.65           2/1/2007          1/1/2037
412449239           GA          31407    P              SFR                       360                 353       80              100         7.675           2/1/2007          1/1/2037
412445607           WA          98058    P              SFR                       360                 353    78.79            78.79        10.675           2/1/2007          1/1/2037
412447693           PA          19038    P              SFR                       360                 354      100              100            12           3/1/2007          2/1/2037
412447696           PA          19038    P              SFR                       360                 354       80              100         6.875           3/1/2007          2/1/2037
412447451           CA          93550    P              SFR                       360                 354       65               65         6.375           3/1/2007          2/1/2037
412447563           CA          91722    P              SFR                       360                 354       80              100         6.375           3/1/2007          2/1/2037
412447564           CA          91722    P              SFR                       360                 354      100              100        10.875           3/1/2007          2/1/2037
412447611           NY          10952    P              SFR                       360                 354       80              100           6.5           3/1/2007          2/1/2037
412447613           NY          10952    P              SFR                       360                 354      100              100         11.75           3/1/2007          2/1/2037
412452285           CA          93257    P              SFR                       360                 354       80              100          6.75           3/1/2007          2/1/2037
412447692           CA          92672    P              SFR                       360                 354    59.78            59.78         6.625           3/1/2007          2/1/2037
412445572           TX          77379    P              PUD                       360                 353       90               90          10.7           2/1/2007          1/1/2037
412450527           TX          77396    P              PUD                       360                 353       80              100         7.875           2/1/2007          1/1/2037
412445656           AZ          85746    S              PUD                       360                 349    89.51            89.51           9.4          10/1/2006          9/1/2036
412447603           TX          78681    P              PUD                       360                 354      100              100          9.75           3/1/2007          2/1/2037
412447652           FL          33914    P              SFR                       360                 354    89.78            89.78         7.375           3/1/2007          2/1/2037
412447783           FL          34711    P              PUD                       360                 354       80              100         6.625           3/1/2007          2/1/2037
412447743           TX          77375    P              PUD                       360                 354       80              100          6.75           3/1/2007          2/1/2037
412447745           TX          77375    P              PUD                       360                 354      100              100          9.75           3/1/2007          2/1/2037
412449644           NY          11942    P              SFR                       360                 353       80            86.06         6.625           2/1/2007          1/1/2037
412447391           MD          20876    P              SFR                       360                 354       80               90         6.375           3/1/2007          2/1/2037
412447592           CA          93591    P              SFR                       360                 354      100              100          10.5           3/1/2007          2/1/2037
412447594           CA          93591    P              SFR                       360                 354       80              100          6.75           3/1/2007          2/1/2037
412447739           CA          91306    P              SFR                       360                 354      100              100        11.875           3/1/2007          2/1/2037
412447740           CA          91306    P              SFR                       360                 354       80              100           6.5           3/1/2007          2/1/2037
412447794           CA          91739    P              SFR                       360                 354    89.25            89.25         6.375           3/1/2007          2/1/2037
412447797           CA          95843    P              SFR                       360                 354      100              100            12           3/1/2007          2/1/2037
412447798           CA          95843    P              SFR                       360                 354       80              100          6.75           3/1/2007          2/1/2037
412445499           GA          30040    P              PUD                       360                 354    79.99            99.98         6.375           3/1/2007          2/1/2037
412447424           AZ          85323    P              PUD                       360                 354       80               80           6.5           3/1/2007          2/1/2037
412447532           CA          94558    P              SFR                       360                 354       80               80         6.625           3/1/2007          2/1/2037
412447801           MN          55432    P              SFR                       360                 354       80               80         7.125           3/1/2007          2/1/2037
412452978           CA          96161    S              CO                        360                 354    79.93            79.93         6.375           3/1/2007          2/1/2037
412445525           TX          77082    P              PUD                       360                 354      100              100           9.8           3/1/2007          2/1/2037
412445524           TX          77082    P              PUD                       360                 354       80              100         8.575           3/1/2007          2/1/2037
412445528           TX          77089    P              PUD                       360                 353      100              100           9.8           2/1/2007          1/1/2037
412445503           TX          77089    P              PUD                       360                 353       80              100         7.775           2/1/2007          1/1/2037
412447568           CA          92260    P              SFR                       360                 354      100              100        10.875           3/1/2007          2/1/2037
412447572           CA          92260    P              SFR                       360                 354       80              100          6.25           3/1/2007          2/1/2037
412447789           GA          30132    P              PUD                       360                 354      100              100            11           3/1/2007          2/1/2037
412447096           MD          20708    P              PUD                       360                 354       85               85         8.925           3/1/2007          2/1/2037
412452244           MA          02148    P              2F                        360                 354       95               95         8.175           3/1/2007          2/1/2037
412447806           MA          02186    P              SFR                       360                 354       94               94          7.75           3/1/2007          2/1/2037
412449368           MO          63629    P              SFR                       360                 354    99.22            99.22           6.5           3/1/2007          2/1/2037
412452856           KS          66046    P              SFR                       480                 474      100              100          6.25           3/1/2007          2/1/2047
412449539           PA          19128    P              3F                        360                 354    38.46            38.46         9.175           3/1/2007          2/1/2037
412452992           LA          71082    P              SFR                       360                 354      100              100         5.875           3/1/2007          2/1/2037
412447546           CO          80218    P              SFR                       360                 354       80              100          7.25           3/1/2007          2/1/2037
412447659           FL          33993    P              SFR                       360                 354       80              100          6.75           3/1/2007          2/1/2037
412447660           FL          33993    P              SFR                       360                 354      100              100        11.375           3/1/2007          2/1/2037
412447678           TX          78045    P              SFR                       360                 354      100              100          9.75           3/1/2007          2/1/2037
412447715           FL          34135    P              SFR                       360                 354       80              100           6.5           3/1/2007          2/1/2037
412447716           FL          34135    P              SFR                       360                 354      100              100          11.5           3/1/2007          2/1/2037
412447782           CA          91765    P              SFR                       360                 354       80               80         7.375           3/1/2007          2/1/2037
412447795           AZ          85323    P              SFR                       360                 354       80              100         6.375           3/1/2007          2/1/2037
412447796           AZ          85323    P              SFR                       360                 354      100              100            11           3/1/2007          2/1/2037
412452223           MA          02124    P              2F                        360                 354       80              100         6.275           3/1/2007          2/1/2037
412447970           CT          06370    P              SFR                       360                 354       90               90           8.9           3/1/2007          2/1/2037
412447627           KS          66062    P              SFR                       360                 354      100              100          9.04           3/1/2007          2/1/2037
412446549           NJ          07087    I              2F                        360                 353       70               70         10.25           2/1/2007          1/1/2037
412451375           MA          01109    I              2F                        360                 353       85               85           9.9           2/1/2007          1/1/2037
412446939           CA          93033    I              SFR                       360                 353       75               75          8.45           2/1/2007          1/1/2037
412451740           MO          63147    P              SFR                       360                 352       80              100          10.5           1/1/2007         12/1/2036
412451865           MA          02081    P              SFR                       360                 353       90               90          8.99           2/1/2007          1/1/2037
412451838           CA          93726    P              SFR                       360                 353       95               95          6.45           2/1/2007          1/1/2037
412446583           MA          02346    P              SFR                       360                 353    93.39            93.39         8.075           2/1/2007          1/1/2037
412446820           NY          10956    I              SFR                       360                 353    90.26            90.26         9.175           2/1/2007          1/1/2037
412446807           CO          80919    P              PUD                       360                 353       90               90           8.7           2/1/2007          1/1/2037
412446612           PA          18240    P              PUD                       360                 352       90               90         9.625           1/1/2007         12/1/2036
412446877           CA          92336    P              SFR                       360                 353       80              100         6.725           2/1/2007          1/1/2037
412446943           CA          92029    P              SFR                       360                 353       80              100          6.85           2/1/2007          1/1/2037
412446900           CA          92701    P              CO                        360                 353       90               90           7.7           2/1/2007          1/1/2037
412446764           CA          92311    I              PUD                       360                 352       90               90           9.9           1/1/2007         12/1/2036
412447171           MN          55421    P              SFR                       360                 353       80              100         6.625           2/1/2007          1/1/2037
412446924           CA          94577    P              SFR                       360                 353    88.46            88.46         8.125           2/1/2007          1/1/2037
412446958           OH          43213    I              SFR                       360                 353       90               90         8.975           2/1/2007          1/1/2037
412446878           CA          93637    P              SFR                       360                 353       80              100         7.325           2/1/2007          1/1/2037
412446863           NJ          08831    I              SFR                       360                 353       90               90           9.7           2/1/2007          1/1/2037
412446843           CA          92307    P              SFR                       360                 353       95               95          9.15           2/1/2007          1/1/2037
412446932           CA          91350    P              SFR                       360                 353       95               95          8.95           2/1/2007          1/1/2037
412452028           MI          48023    P              SFR                       360                 353       80               80          7.45           2/1/2007          1/1/2037
412446661           CA          92505    P              SFR                       360                 352       80              100          7.95           1/1/2007         12/1/2036
412446671           UT          84043    P              SFR                       360                 352       80              100         8.775           1/1/2007         12/1/2036
412446694           UT          84043    P              SFR                       360                 352      100              100          12.1           1/1/2007         12/1/2036
412447000           CT          06111    P              SFR                       360                 353      100              100         12.15           2/1/2007          1/1/2037
412446874           VA          23434    I              SFR                       360                 352       90               90          9.75           1/1/2007         12/1/2036
412446643           RI          02907    I              SFR                       360                 353       90               90          7.85           2/1/2007          1/1/2037
412446951           MA          02151    I              2F                        360                 353       90               90           9.3           2/1/2007          1/1/2037
412446789           NY          11413    I              2F                        360                 353    88.45            88.45         9.275           2/1/2007          1/1/2037
412452168           CA          92071    P              SFR                       360                 353    94.22            94.22          6.75           2/1/2007          1/1/2037
412451699           WI          53210    I              2F                        360                 353       90               90             8           2/1/2007          1/1/2037
412446822           AZ          85326    S              PUD                       360                 352       80              100         7.775           1/1/2007         12/1/2036
412447163           CA          90011    P              2F                        360                 353      100              100          11.6           2/1/2007          1/1/2037
412446981           CA          92313    P              SFR                       360                 353       95               95          7.45           2/1/2007          1/1/2037
412446713           MA          02130    I              CO                        360                 353    80.85            80.85          9.25           2/1/2007          1/1/2037
412446910           CA          92563    P              SFR                       360                 353       80              100         7.275           2/1/2007          1/1/2037
412446836           VA          23504    P              SFR                       360                 353       80              100         8.275           2/1/2007          1/1/2037
412447052           FL          33463    P              PUD                       360                 353      100              100         11.45           2/1/2007          1/1/2037
412446444           NY          13212    P              SFR                       360                 353    95.96            95.96          11.5           2/1/2007          1/1/2037
412451660           CA          93637    P              SFR                       360                 353       90               90           7.5           2/1/2007          1/1/2037
412446580           CA          90002    P              3F                        360                 352       95               95          7.85           1/1/2007         12/1/2036
412446990           CA          90806    P              SFR                       360                 353       80              100         7.825           2/1/2007          1/1/2037
412451728           CA          95032    P              SFR                       360                 353       90              100          8.45           2/1/2007          1/1/2037
412451517           CA          91950    I              SFR                       360                 353       95               95          8.35           2/1/2007          1/1/2037
412446636           IL          60410    P              SFR                       360                 353    88.95            88.95           8.9           2/1/2007          1/1/2037
412447182           TX          77379    I              PUD                       360                 353       90               90          7.95           2/1/2007          1/1/2037
412446748           AZ          85382    P              PUD                       360                 352       80              100           7.4           1/1/2007         12/1/2036
412451821           CA          95350    P              SFR                       360                 353    92.13            92.13          6.55           2/1/2007          1/1/2037
412446719           OR          97028    S              CO                        360                 353       95               95           9.5           2/1/2007          1/1/2037
412446853           MD          20735    P              PUD                       360                 352       80              100          7.75           1/1/2007         12/1/2036
412451915           NY          11411    P              SFR                       360                 353       80              100          7.05           2/1/2007          1/1/2037
412446543           FL          32092    S              PUD                       360                 352    79.99            94.98         8.075           1/1/2007         12/1/2036
412446544           FL          32092    S              PUD                       360                 352    94.98            94.98         11.05           1/1/2007         12/1/2036
412452133           TX          75104    S              SFR                       360                 353      100              100           9.8           2/1/2007          1/1/2037
412446897           CA          92705    P              2F                        360                 353       95               95          7.85           2/1/2007          1/1/2037
412446773           FL          32712    P              PUD                       360                 353       80              100         6.275           2/1/2007          1/1/2037
412446938           MI          48864    I              SFR                       360                 353       90               90         9.375           2/1/2007          1/1/2037
412446868           NJ          07111    I              SFR                       360                 353       90               90          8.65           2/1/2007          1/1/2037
412446680           FL          33311    S              SFR                       360                 353       95               95          8.55           2/1/2007          1/1/2037
412447195           MI          48306    S              SFR                       360                 353      100              100          10.2           2/1/2007          1/1/2037
412446550           NJ          07076    P              SFR                       360                 353       80              100             8           2/1/2007          1/1/2037
412451851           CA          92056    P              PUD                       360                 353       95               95          8.75           2/1/2007          1/1/2037
412446821           CA          92201    S              SFR                       360                 353       80              100         7.938           2/1/2007          1/1/2037
412446961           CA          92562    P              SFR                       360                 353       80              100         7.725           2/1/2007          1/1/2037
412446894           CA          95490    P              SFR                       360                 354       75              100          7.95           3/1/2007          2/1/2037
412447399           TX          75115    P              PUD                       360                 354      100              100           9.8           3/1/2007          2/1/2037
412447084           TX          75115    P              PUD                       360                 354       85              100          7.19           3/1/2007          2/1/2037
412447499           MA          01570    P              SFR                       360                 354    64.52            64.52           6.4           3/1/2007          2/1/2037
412447186           CA          93311    P              SFR                       360                 354      100              100          11.8           3/1/2007          2/1/2037
412447538           CA          92392    P              SFR                       360                 354      100              100         12.05           3/1/2007          2/1/2037
412447726           CA          90303    P              SFR                       360                 354      100              100         11.55           3/1/2007          2/1/2037
412447714           OH          44123    P              SFR                       360                 354      100              100         12.05           3/1/2007          2/1/2037
412452100           CA          92065    P              SFR                       360                 353       80              100          6.45           2/1/2007          1/1/2037
412447512           CA          94538    P              SFR                       360                 354      100              100          11.3           3/1/2007          2/1/2037
412446618           CA          93536    P              SFR                       360                 352       95               95           8.7           1/1/2007         12/1/2036
412446873           MA          02538    P              SFR                       360                 353       80              100           7.2           2/1/2007          1/1/2037
412451870           MI          48047    P              SFR                       360                 353       95               95           7.6           2/1/2007          1/1/2037
412447689           CA          95035    P              SFR                       360                 354      100              100          10.8           3/1/2007          2/1/2037
412446714           NJ          07208    P              SFR                       360                 352       95               95           8.6           1/1/2007         12/1/2036
412447121           WA          98203    P              SFR                       360                 354       80            99.87         7.525           3/1/2007          2/1/2037
412447199           FL          33410    P              SFR                       360                 354       95               95          7.25           3/1/2007          2/1/2037
412446838           WI          53181    P              2F                        360                 352    57.39            57.39         7.225           1/1/2007         12/1/2036
412452188           CA          93309    P              SFR                       360                 354       80              100         7.225           3/1/2007          2/1/2037
412447433           MD          20735    P              SFR                       360                 354      100              100           7.3           3/1/2007          2/1/2037
412447346           CA          92703    P              SFR                       360                 354      100              100          11.8           3/1/2007          2/1/2037
412447133           VA          23602    P              SFR                       360                 353       95               95          6.75           2/1/2007          1/1/2037
412447078           TX          78410    P              SFR                       360                 353      100              100           9.8           2/1/2007          1/1/2037
412447141           OR          97458    P              SFR                       360                 354      100              100          10.9           3/1/2007          2/1/2037
412447241           AK          99577    P              SFR                       360                 354       95               95           9.1           3/1/2007          2/1/2037
412446921           MA          01604    P              SFR                       360                 353       80              100         8.125           2/1/2007          1/1/2037
412446701           NY          12550    P              SFR                       360                 353       80              100         7.775           2/1/2007          1/1/2037
412446899           FL          33463    P              PUD                       360                 353       75               75          8.44           2/1/2007          1/1/2037
412447569           CA          91402    P              SFR                       360                 353      100              100         11.95           2/1/2007          1/1/2037
412447454           NY          11950    P              SFR                       360                 354       80              100         7.125           3/1/2007          2/1/2037
412447305           CA          91104    P              SFR                       360                 354      100              100         11.95           3/1/2007          2/1/2037
412447147           PA          18466    S              PUD                       360                 353      100              100         11.05           2/1/2007          1/1/2037
412446959           TX          77471    P              2F                        360                 354      100              100           9.8           3/1/2007          2/1/2037
412446666           NY          11727    P              SFR                       360                 354       80              100          8.05           3/1/2007          2/1/2037
412447398           LA          70817    S              SFR                       360                 354      100              100            12           3/1/2007          2/1/2037
412452121           TX          77083    P              PUD                       360                 353      100              100           9.8           2/1/2007          1/1/2037
412447634           TX          77449    P              PUD                       360                 354      100              100           9.8           3/1/2007          2/1/2037
412447244           CA          94545    S              SFR                       360                 353      100              100            11           2/1/2007          1/1/2037
412452077           TX          77530    S              PUD                       360                 353      100              100           9.8           2/1/2007          1/1/2037
412447308           TX          75211    P              SFR                       360                 354      100              100           9.8           3/1/2007          2/1/2037
412446883           SC          29582    S              PUD                       360                 353       95               95          7.99           2/1/2007          1/1/2037
412446794           FL          32712    S              PUD                       360                 352    72.27               95         7.375           1/1/2007         12/1/2036
412446287           FL          34772    P              PUD                       360                 352       80              100          6.25           1/1/2007         12/1/2036
412446872           TX          76180    P              SFR                       360                 352      100              100           9.8           1/1/2007         12/1/2036
412447212           CA          92411    P              SFR                       360                 354       80              100         7.225           3/1/2007          2/1/2037
412447860           AL          36618    P              SFR                       360                 354      100              100         12.05           3/1/2007          2/1/2037
412447864           AL          36618    P              SFR                       360                 354       80              100          7.99           3/1/2007          2/1/2037
412452349           CA          90604    P              SFR                       360                 354    56.33            56.33          6.25           3/1/2007          2/1/2037
412447912           CA          91505    P              SFR                       360                 354       80              100         8.425           3/1/2007          2/1/2037
412450543           TX          77521    P              PUD                       360                 354       80               80          6.25           3/1/2007          2/1/2037
412452991           LA          71111    P              SFR                       360                 354      100              100         6.375           3/1/2007          2/1/2037
412449684           NJ          08234    P              SFR                       360                 354       80               90           6.5           3/1/2007          2/1/2037
412449735           CA          94588    P              SFR                       180                 174    65.74            65.74             7           3/1/2007          2/1/2022
412447485           TX          78526    P              SFR                       360                 354       80              100         6.875           3/1/2007          2/1/2037
412447487           TX          78526    P              SFR                       360                 354      100              100          9.75           3/1/2007          2/1/2037
412447587           FL          32808    P              SFR                       360                 354       90               90          7.75           3/1/2007          2/1/2037
412447596           CA          92505    P              SFR                       360                 354    84.14            84.14          6.25           3/1/2007          2/1/2037
412447630           CA          94804    P              SFR                       360                 354     77.5             77.5         6.875           3/1/2007          2/1/2037
412447694           TX          78046    P              PUD                       360                 354       80              100           6.5           3/1/2007          2/1/2037
412447695           TX          78046    P              PUD                       360                 354      100              100          9.75           3/1/2007          2/1/2037
412447722           VT          05363    P              SFR                       360                 354      100              100          11.5           3/1/2007          2/1/2037
412447723           VT          05363    P              SFR                       360                 354       80              100         6.875           3/1/2007          2/1/2037
412447755           FL          33334    P              SFR                       360                 354       80              100          6.25           3/1/2007          2/1/2037
412447756           FL          33334    P              SFR                       360                 354      100              100        12.125           3/1/2007          2/1/2037
412447763           HI          96818    P              SFR                       360                 354      100              100        11.625           3/1/2007          2/1/2037
412447764           HI          96818    P              SFR                       360                 354       80              100          6.75           3/1/2007          2/1/2037
412447837           CA          95307    P              SFR                       360                 354       80               80          6.75           3/1/2007          2/1/2037
412447846           CA          92363    P              SFR                       360                 354      100              100          9.75           3/1/2007          2/1/2037
412447889           CT          06811    P              SFR                       360                 354    89.76            89.76         6.875           3/1/2007          2/1/2037
412452359           MI          48180    P              SFR                       360                 354      100              100         12.25           3/1/2007          2/1/2037
412452360           MI          48180    P              SFR                       360                 354       80              100           6.5           3/1/2007          2/1/2037
412447909           TX          78043    P              PUD                       360                 354       80              100           6.5           3/1/2007          2/1/2037
412447910           TX          78043    P              PUD                       360                 354      100              100          9.75           3/1/2007          2/1/2037
412447932           CA          95008    P              SFR                       360                 354    78.74            78.74         7.625           3/1/2007          2/1/2037
412450566           TX          77009    P              PUD                       360                 354       80              100           6.5           3/1/2007          2/1/2037
412445575           TX          77386    P              PUD                       180                 174      100              100          8.75           3/1/2007          2/1/2022
412452056           CA          93535    P              SFR                       360                 354    81.16            81.16         6.875           3/1/2007          2/1/2037
412447845           CA          90047    P              SFR                       360                 354    63.11            63.11         6.875           3/1/2007          2/1/2037
412445568           TX          77386    P              PUD                       360                 354       80              100          6.75           3/1/2007          2/1/2037
412447871           CA          90220    P              SFR                       360                 354      100              100         11.25           3/1/2007          2/1/2037
412447873           CA          90220    P              SFR                       360                 354       80              100          6.25           3/1/2007          2/1/2037
412452392           TX          78557    P              SFR                       360                 354       80              100         7.125           3/1/2007          2/1/2037
412452393           TX          78557    P              SFR                       360                 354      100              100          9.75           3/1/2007          2/1/2037
412452376           TX          77429    P              PUD                       360                 354      100              100          9.75           3/1/2007          2/1/2037
412452378           TX          77429    P              PUD                       360                 354       80              100         6.625           3/1/2007          2/1/2037
412447601           CA          95111    P              SFR                       360                 354       80              100          7.25           3/1/2007          2/1/2037
412447602           CA          95111    P              SFR                       360                 354      100              100         12.25           3/1/2007          2/1/2037
412450567           TX          77009    P              PUD                       360                 354      100              100          8.75           3/1/2007          2/1/2037
412447819           CA          90062    P              SFR                       360                 354      100              100        12.625           3/1/2007          2/1/2037
412447791           CA          90062    P              SFR                       360                 354       80              100         6.875           3/1/2007          2/1/2037
412449729           CA          95765    P              SFR                       360                 354    83.59            83.59          7.75           3/1/2007          2/1/2037
412447960           FL          33412    P              PUD                       360                 354    16.83            16.83         6.375           3/1/2007          2/1/2037
412452382           CA          95823    P              SFR                       360                 354       80              100           6.5           3/1/2007          2/1/2037
412452384           CA          95823    P              SFR                       360                 354      100              100        11.125           3/1/2007          2/1/2037
412447749           TX          77469    P              PUD                       360                 355      100              100          9.75           4/1/2007          3/1/2037
412452310           TX          77469    P              PUD                       360                 355       80              100         6.875           4/1/2007          3/1/2037
412447533           CA          95219    P              PUD                       360                 354    71.07            71.07          6.25           3/1/2007          2/1/2037
412449282           FL          32539    I              PUD                       360                 354       80               90         7.375           3/1/2007          2/1/2037
412452838           CA          93960    P              SFR                       360                 354    78.09            78.09         6.625           3/1/2007          2/1/2037
412449332           CA          92841    P              PUD                       360                 355    99.99            99.99          8.25           4/1/2007          3/1/2037
412445574           TX          77386    P              PUD                       180                 175      100              100          8.25           4/1/2007          3/1/2022
412445577           TX          77379    P              PUD                       180                 175       95               95         11.75           4/1/2007          3/1/2022
412452914           ID          83605    P              SFR                       360                 355       80               95         6.625           4/1/2007          3/1/2037
412452950           PA          19403    P              CO                        360                 355      100              100             7           4/1/2007          3/1/2037
412447823           FL          33967    P              PUD                       360                 355       80              100           6.5           4/1/2007          3/1/2037
412447824           FL          33967    P              PUD                       360                 355      100              100        12.125           4/1/2007          3/1/2037
412449537           PA          19082    P              SFR                       360                 355    70.83            70.83           8.8           4/1/2007          3/1/2037
412449542           TX          79762    P              SFR                       360                 355     84.2             84.2         6.375           4/1/2007          3/1/2037
412446755           TX          78217    P              SFR                       360                 353       80               80          9.65           2/1/2007          1/1/2037
412446962           HI          96701    P              CO                        360                 353       80              100         7.825           2/1/2007          1/1/2037
412451879           TX          78721    P              SFR                       360                 353       80               80            10           2/1/2007          1/1/2037
412447075           VA          23505    I              4F                        360                 353    68.55            68.55           8.9           2/1/2007          1/1/2037
412446875           CA          91331    P              SFR                       360                 353     79.5             79.5         6.875           2/1/2007          1/1/2037
412447119           IN          46226    P              SFR                       360                 353       80               80           8.4           2/1/2007          1/1/2037
412447080           TX          78410    P              SFR                       360                 353       80              100         7.625           2/1/2007          1/1/2037
412446989           OK          74104    P              SFR                       360                 353    94.74            94.74             9           2/1/2007          1/1/2037
412447107           IL          60608    P              SFR                       360                 353       65               65          9.95           2/1/2007          1/1/2037
412447124           FL          33325    P              SFR                       360                 353    91.89            91.89          9.35           2/1/2007          1/1/2037
412447032           TN          37914    P              SFR                       360                 353       80              100         7.825           2/1/2007          1/1/2037
412446442           NY          13212    P              SFR                       360                 353    76.77            95.96         9.375           2/1/2007          1/1/2037
412451998           OH          45050    P              SFR                       360                 353       95               95           8.9           2/1/2007          1/1/2037
412451917           GA          30291    P              PUD                       360                 353       95               95          10.4           2/1/2007          1/1/2037
412447033           GA          30501    P              SFR                       360                 353       95               95          9.96           2/1/2007          1/1/2037
412446639           TX          77064    P              PUD                       360                 353       90               90         9.525           2/1/2007          1/1/2037
412447116           RI          02909    P              SFR                       360                 353    74.47            74.47          7.65           2/1/2007          1/1/2037
412447081           IA          51039    P              SFR                       360                 353       80               80          11.2           2/1/2007          1/1/2037
412446552           MT          59741    P              SFR                       360                 353       85               90          9.75           2/1/2007          1/1/2037
412446945           TX          77037    P              SFR                       240                 233       95               95           9.7           2/1/2007          1/1/2027
412452041           TX          78247    P              SFR                       360                 353       80               80           7.8           2/1/2007          1/1/2037
412446928           NM          87109    P              SFR                       360                 353       80              100         8.075           2/1/2007          1/1/2037
412446977           NJ          08260    S              CO                        360                 353       80              100         8.875           2/1/2007          1/1/2037
412451878           TN          38127    I              SFR                       360                 353       90               90        10.625           2/1/2007          1/1/2037
412447098           TN          37218    P              SFR                       180                 173    93.98            93.98          8.15           2/1/2007          1/1/2022
412446997           OH          44104    I              SFR                       360                 353       90               90        10.775           2/1/2007          1/1/2037
412447092           IA          50317    P              SFR                       360                 353       95               95          10.2           2/1/2007          1/1/2037
412451999           KY          42103    P              SFR                       360                 353       95               95          8.85           2/1/2007          1/1/2037
412447106           FL          33950    I              SFR                       360                 353       90               90          10.1           2/1/2007          1/1/2037
412451459           LA          70116    I              SFR                       360                 353       75               75         7.875           2/1/2007          1/1/2037
412451984           TN          38127    P              SFR                       360                 353       95               95         10.25           2/1/2007          1/1/2037
412446582           CA          93654    I              3F                        360                 352    78.43            78.43          10.6           1/1/2007         12/1/2036
412447063           MD          21229    P              PUD                       360                 353       85               85          10.4           2/1/2007          1/1/2037
412447145           TN          37076    I              SFR                       360                 353       95               95          10.3           2/1/2007          1/1/2037
412447070           NM          87507    P              SFR                       360                 353       80               80           8.2           2/1/2007          1/1/2037
412446475           CT          06111    P              SFR                       360                 353       80              100         8.725           2/1/2007          1/1/2037
412452034           IL          60563    P              CO                        360                 353       80              100         8.925           2/1/2007          1/1/2037
412447077           TX          75050    I              SFR                       360                 353       90               95          11.4           2/1/2007          1/1/2037
412446940           FL          33971    I              2F                        360                 353       80               80         8.775           2/1/2007          1/1/2037
412446551           FL          33570    P              PUD                       360                 353       80              100         8.975           2/1/2007          1/1/2037
412446902           MD          21045    P              SFR                       360                 353    86.24            86.24          9.55           2/1/2007          1/1/2037
412451925           TX          77598    P              CO                        360                 353    93.91            93.91        10.913           2/1/2007          1/1/2037
412446866           TX          77063    P              CO                        360                 353    78.85            78.85          7.19           2/1/2007          1/1/2037
412446782           TX          78213    I              SFR                       360                 353       95               95           7.6           2/1/2007          1/1/2037
412446935           IN          46205    I              SFR                       360                 353       90               90         9.575           2/1/2007          1/1/2037
412446623           MD          20746    P              CO                        360                 353       75               75          10.6           2/1/2007          1/1/2037
412451946           MI          49017    I              SFR                       360                 353       75               75          11.8           2/1/2007          1/1/2037
412447071           SC          29418    P              SFR                       360                 353       95               95          8.99           2/1/2007          1/1/2037
412447109           TX          75180    P              SFR                       360                 353       95               95          10.5           2/1/2007          1/1/2037
412446777           FL          33884    P              PUD                       360                 352    99.97            99.97          12.7           1/1/2007         12/1/2036
412446545           CA          94703    P              SFR                       360                 352      100              100         11.95           1/1/2007         12/1/2036
412447236           CA          91744    P              SFR                       360                 353      100              100          12.4           2/1/2007          1/1/2037
412446351           WI          53215    I              3F                        360                 351    70.67            70.67          9.75          12/1/2006         11/1/2036
412446570           FL          33012    P              SFR                       360                 352       84               84           7.6           1/1/2007         12/1/2036
412446455           MA          01913    P              CO                        360                 352       90               90         8.725           1/1/2007         12/1/2036
412446578           OH          44123    P              SFR                       360                 352      100              100          10.9           1/1/2007         12/1/2036
412446288           NY          10474    P              2F                        360                 351       80              100         7.475          12/1/2006         11/1/2036
412446417           GA          30741    I              SFR                       360                 352    84.92            84.92          8.95           1/1/2007         12/1/2036
412446379           NY          10940    P              SFR                       360                 351    94.92            94.92           6.2          12/1/2006         11/1/2036
412446695           TX          77301    I              SFR                       360                 352       90               90        10.475           1/1/2007         12/1/2036
412446670           MD          21224    P              SFR                       360                 352       85               85         6.675           1/1/2007         12/1/2036
412446867           MD          20659    P              SFR                       360                 353    82.64            82.64          6.95           2/1/2007          1/1/2037
412446180           MD          21224    P              SFR                       360                 351       90               90           9.1          12/1/2006         11/1/2036
412446813           IL          60619    I              SFR                       360                 352       85               85          8.85           1/1/2007         12/1/2036
412446756           MO          65802    I              2F                        360                 352       90               90         9.375           1/1/2007         12/1/2036
412446920           OH          44305    I              2F                        360                 353       90               95          10.3           2/1/2007          1/1/2037
412451311           TX          75074    P              SFR                       360                 351       80              100         6.975          12/1/2006         11/1/2036
412446233           MA          01506    P              SFR                       360                 351    94.65            94.65           7.8          12/1/2006         11/1/2036
412451318           CA          95661    P              SFR                       360                 351       95               95           8.6          12/1/2006         11/1/2036
412451470           OH          44301    P              SFR                       360                 352    74.21            74.21           8.3           1/1/2007         12/1/2036
412451296           FL          33461    P              SFR                       360                 351       85               85          7.95          12/1/2006         11/1/2036
412446451           OH          44103    I              2F                        360                 352       95               95           9.5           1/1/2007         12/1/2036
412446201           NY          10456    P              3F                        360                 351       90               90          6.95          12/1/2006         11/1/2036
412451286           TX          75032    P              PUD                       360                 351       88               88           5.7          12/1/2006         11/1/2036
412446316           TX          78046    P              SFR                       360                 351       90               95          10.4          12/1/2006         11/1/2036
412446226           PA          18656    I              SFR                       360                 351       75               75         10.55          12/1/2006         11/1/2036
412446503           FL          34608    P              SFR                       360                 352    50.83            50.83         7.375           1/1/2007         12/1/2036
412446692           NJ          08724    P              SFR                       360                 352       90               90          8.15           1/1/2007         12/1/2036
412451289           MO          63135    P              SFR                       360                 351       80               90         9.375          12/1/2006         11/1/2036
412451555           NJ          08360    P              SFR                       360                 352       80               80           9.1           1/1/2007         12/1/2036
412446302           NJ          07065    P              SFR                       360                 351       80              100         8.975          12/1/2006         11/1/2036
412446317           WA          98258    P              SFR                       360                 351       80              100         6.775          12/1/2006         11/1/2036
412451431           TX          78210    I              SFR                       360                 351       80               80           8.4          12/1/2006         11/1/2036
412446295           CA          92376    P              SFR                       360                 351       95               95          8.99          12/1/2006         11/1/2036
412446259           WV          25962    P              SFR                       360                 351    84.75            84.75           9.8          12/1/2006         11/1/2036
412446577           PA          19138    P              SFR                       360                 352       65               65           8.7           1/1/2007         12/1/2036
412446457           OH          43506    P              SFR                       360                 352       70               70         10.35           1/1/2007         12/1/2036
412446362           MA          01201    P              2F                        360                 351       90               90           8.4          12/1/2006         11/1/2036
412451554           OH          44115    P              SFR                       360                 352       85            99.72          8.85           1/1/2007         12/1/2036
412445763           CA          91040    P              SFR                       360                 351       70               70          7.65          12/1/2006         11/1/2036
412446304           MI          49053    P              SFR                       360                 351       95               95          8.95          12/1/2006         11/1/2036
412446378           MA          01104    P              2F                        360                 351       85               85          9.05          12/1/2006         11/1/2036
412451498           MD          20744    P              SFR                       360                 352       75               75         10.05           1/1/2007         12/1/2036
412446587           FL          34653    P              SFR                       360                 352    59.33            59.33         9.175           1/1/2007         12/1/2036
412446326           TX          75479    P              SFR                       360                 351       80               80        10.775          12/1/2006         11/1/2036
412446717           TX          78336    I              SFR                       360                 352       90               90           8.3           1/1/2007         12/1/2036
412446648           FL          34668    P              SFR                       360                 352       80               95         8.575           1/1/2007         12/1/2036
412446521           NY          11722    P              SFR                       360                 352    94.78            94.78          7.99           1/1/2007         12/1/2036
412446515           CA          94560    P              SFR                       360                 352       80              100         8.225           1/1/2007         12/1/2036
412446280           MA          02125    P              3F                        360                 351       95               95          7.98          12/1/2006         11/1/2036
412446306           CA          93722    I              SFR                       360                 351       95               95          9.75          12/1/2006         11/1/2036
412446305           CA          93722    I              SFR                       360                 351       95               95          9.75          12/1/2006         11/1/2036
412446531           IN          46616    I              SFR                       360                 352       90               90        11.875           1/1/2007         12/1/2036
412446385           PA          17602    I              SFR                       360                 351       90               90           8.3          12/1/2006         11/1/2036
412451119           OH          44112    P              2F                        360                 351       90               90         11.15          12/1/2006         11/1/2036
412451786           MD          21842    P              PUD                       360                 352       90               90         8.975           1/1/2007         12/1/2036
412451421           TX          76401    P              SFR                       360                 351       75               75         11.05          12/1/2006         11/1/2036
412446500           MA          02601    P              CO                        360                 352      100              100         11.15           1/1/2007         12/1/2036
412446660           IL          60120    P              SFR                       360                 352       95               95          11.4           1/1/2007         12/1/2036
412446511           NJ          07018    P              SFR                       360                 352       95               95         11.15           1/1/2007         12/1/2036
412446087           NY          11434    P              SFR                       360                 350      100              100          10.8          11/1/2006         10/1/2036
412446095           NJ          07111    P              2F                        360                 351      100              100          10.8          12/1/2006         11/1/2036
412446195           FL          34761    P              SFR                       360                 351       95               95          10.9          12/1/2006         11/1/2036
412446130           CA          91355    P              CO                        360                 350    99.98            99.98          12.2          11/1/2006         10/1/2036
412446327           FL          32712    P              PUD                       360                 350    94.96            94.96          10.8          11/1/2006         10/1/2036
412446439           AZ          85367    P              PUD                       360                 351      100              100          10.5          12/1/2006         11/1/2036
412446239           AZ          85335    P              PUD                       360                 350      100              100          10.8          11/1/2006         10/1/2036
412446132           PA          19508    P              SFR                       360                 350      100              100          9.75          11/1/2006         10/1/2036
412446710           TX          78552    P              SFR                       360                 352      100              100           9.8           1/1/2007         12/1/2036
412446264           IN          46176    P              SFR                       360                 351      100              100         11.75          12/1/2006         11/1/2036
412446373           MN          55423    P              SFR                       360                 350       95               95        10.334          11/1/2006         10/1/2036
412446856           VA          20164    P              SFR                       360                 352      100              100         12.05           1/1/2007         12/1/2036
412446725           TX          75040    P              SFR                       360                 352      100              100           9.8           1/1/2007         12/1/2036
412451609           FL          33570    P              SFR                       360                 352      100              100         11.45           1/1/2007         12/1/2036
412446568           OH          45373    P              SFR                       360                 352      100              100          11.6           1/1/2007         12/1/2036
412446301           NJ          07065    P              SFR                       360                 351      100              100          11.9          12/1/2006         11/1/2036
412446507           CO          80013    P              SFR                       360                 352       95               95         11.45           1/1/2007         12/1/2036
412446529           WI          54738    P              SFR                       360                 352       95               95          10.8           1/1/2007         12/1/2036
412446374           WA          98258    P              SFR                       360                 351      100              100         12.25          12/1/2006         11/1/2036
412446456           CA          92704    P              SFR                       360                 351      100              100          12.1          12/1/2006         11/1/2036
412446436           NY          10302    P              SFR                       360                 351       90               90         10.65          12/1/2006         11/1/2036
412446296           CA          95252    P              SFR                       360                 351      100              100            11          12/1/2006         11/1/2036
412446011           CA          91331    P              SFR                       360                 351      100              100          11.1          12/1/2006         11/1/2036
412446526           IL          60477    P              SFR                       360                 352      100              100         11.35           1/1/2007         12/1/2036
412451748           CA          90650    P              SFR                       360                 352      100              100          12.4           1/1/2007         12/1/2036
412446879           GA          30253    S              SFR                       360                 352      100              100         12.95           1/1/2007         12/1/2036
412446466           AZ          85603    P              SFR                       360                 351      100              100         10.85          12/1/2006         11/1/2036
412446651           MA          02720    P              SFR                       360                 352       95               95         10.95           1/1/2007         12/1/2036
412452661           CA          95128    P              CO                        360                 355       80               80         5.625           4/1/2007          3/1/2037
412449281           NC          28215    I              CO                        360                 354      100              100          9.25           3/1/2007          2/1/2037
412449289           NC          28105    P              SFR                       180                 174    87.41            87.41           8.5           3/1/2007          2/1/2022
412449510           NJ          08107    P              2F                        360                 355       80            99.99             7           4/1/2007          3/1/2037
412452805           MD          20747    P              PUD                       360                 355    75.52            75.52             7           4/1/2007          3/1/2037
412449492           AZ          85226    P              PUD                       360                 355       80              100         5.875           4/1/2007          3/1/2037
412449493           AZ          85226    P              PUD                       360                 355      100              100           8.1           4/1/2007          3/1/2037
412449726           PA          19085    P              SFR                       360                 354       80               80          7.75           3/1/2007          2/1/2037
412447356           CA          94533    P              SFR                       360                 355       75               75          6.75           4/1/2007          3/1/2037
412447599           TX          78045    P              PUD                       360                 355       80              100             6           4/1/2007          3/1/2037
412447600           TX          78045    P              PUD                       360                 355      100              100          9.75           4/1/2007          3/1/2037
412447703           TX          77083    P              PUD                       360                 355       80              100           6.5           4/1/2007          3/1/2037
412447704           TX          77083    P              PUD                       360                 355      100              100          9.75           4/1/2007          3/1/2037
412447318           CA          92324    P              SFR                       360                 354       80               80         6.875           3/1/2007          2/1/2037
412449106           TX          78749    P              SFR                       360                 355      100              100           6.5           4/1/2007          3/1/2037
412449331           CA          92591    P              PUD                       360                 355      100              100         8.875           4/1/2007          3/1/2037
412452840           GA          30643    S              SFR                       360                 355    79.37            89.37         7.625           4/1/2007          3/1/2037
412452841           GA          30643    S              SFR                       360                 355    89.37            89.37         7.875           4/1/2007          3/1/2037
412449345           CA          90755    P              CO                        360                 355    23.01            23.01          6.75           4/1/2007          3/1/2037
412449538           PA          19525    P              SFR                       360                 355    89.13            89.13         7.875           4/1/2007          3/1/2037
412447751           CA          94559    P              SFR                       360                 354    94.96            94.96          11.5           3/1/2007          2/1/2037
412447752           CA          94559    P              SFR                       360                 354       80            94.96           6.5           3/1/2007          2/1/2037
412448146           MI          49621    P              SFR                       360                 354       95               95             7           3/1/2007          2/1/2037
412447956           TX          78572    P              PUD                       360                 355       80              100             7           4/1/2007          3/1/2037
412448055           CA          92324    P              SFR                       360                 355      100              100            12           4/1/2007          3/1/2037
412448056           CA          92324    P              SFR                       360                 355       80              100         6.375           4/1/2007          3/1/2037
412447957           TX          78572    P              PUD                       360                 355      100              100         9.875           4/1/2007          3/1/2037
412447888           CA          91750    P              SFR                       360                 355    68.18            68.18           6.5           4/1/2007          3/1/2037
412449728           CA          92679    P              PUD                       180                 175    69.17            69.17             7           4/1/2007          3/1/2022
412445500           GA          30066    P              SFR                       360                 355    79.97            99.93           6.5           4/1/2007          3/1/2037
412445518           TX          77339    P              PUD                       360                 355       80              100          6.75           4/1/2007          3/1/2037
412449065           TX          76108    P              PUD                       360                 355       80            99.99          6.75           4/1/2007          3/1/2037
412449382           CO          80128    P              CO                        360                 355       80              100         6.875           4/1/2007          3/1/2037
412449383           CO          80126    P              CO                        360                 355      100              100           8.5           4/1/2007          3/1/2037
412449447           NY          11417    P              2F                        360                 355       90               90          7.25           4/1/2007          3/1/2037
412447851           CA          90631    P              SFR                       360                 355    55.56            55.56         6.375           4/1/2007          3/1/2037
412447597           TX          78046    P              SFR                       360                 355      100              100          9.25           4/1/2007          3/1/2037
412452836           CA          95661    P              SFR                       360                 355       80              100          6.75           4/1/2007          3/1/2037
412449343           CA          92646    S              SFR                       180                 175    89.63            89.63          8.25           4/1/2007          3/1/2022
412449397           CO          81019    P              SFR                       360                 355      100              100         8.375           4/1/2007          3/1/2037
412449708           CT          06516    P              SFR                       360                 355    93.43            93.43         8.125           4/1/2007          3/1/2037
412449721           AZ          85296    P              PUD                       360                 355       80            94.71          7.25           4/1/2007          3/1/2037
412449722           AZ          85296    P              PUD                       360                 355    94.71            94.71         8.875           4/1/2007          3/1/2037
412445587           TX          78681    P              PUD                       360                 355    79.99            79.99          6.75           4/1/2007          3/1/2037
412449370           CO          80205    P              SFR                       360                 355    79.68            79.68           6.5           4/1/2007          3/1/2037
412449381           CO          80132    P              PUD                       180                 175      100              100         7.875           4/1/2007          3/1/2022
412449388           IN          46725    P              PUD                       360                 355       90               90             7           4/1/2007          3/1/2037
412449602           LA          71112    P              SFR                       360                 354       80              100          7.25           3/1/2007          2/1/2037
412449605           LA          71112    P              SFR                       360                 354      100              100        14.375           3/1/2007          2/1/2037
412449618           TX          78332    P              SFR                       180                 175    93.59            93.59           6.5           4/1/2007          3/1/2022
412449643           VA          23030    P              SFR                       180                 175    62.43            62.43         6.625           4/1/2007          3/1/2022
412449772           FL          34116    P              SFR                       360                 355       85               85         6.625           4/1/2007          3/1/2037
412445579           TX          77429    P              PUD                       180                 175       95               95           8.5           4/1/2007          3/1/2022
412445590           TX          78641    P              PUD                       360                 355      100              100          8.75           4/1/2007          3/1/2037
412449104           TX          77014    P              PUD                       360                 355      100              100         6.625           4/1/2007          3/1/2037
412449263           AZ          85615    P              SFR                       360                 355      100              100          7.75           4/1/2007          3/1/2037
412449286           IA          51541    P              SFR                       360                 355       80               80          7.75           4/1/2007          3/1/2037
412449301           GA          30157    P              PUD                       360                 355       75              100           6.5           4/1/2007          3/1/2037
412449304           GA          30157    P              PUD                       360                 355      100              100          8.75           4/1/2007          3/1/2037
412452873           MO          65803    P              SFR                       360                 355    79.98            99.93          7.75           4/1/2007          3/1/2037
412449399           CO          80237    P              CO                        360                 355       80              100          6.75           4/1/2007          3/1/2037
412447464           FL          33647    P              PUD                       360                 355       80              100         6.375           4/1/2007          3/1/2037
412447466           FL          33647    P              PUD                       360                 355      100              100         12.25           4/1/2007          3/1/2037
412447882           OR          97330    P              SFR                       360                 355       80              100         7.625           4/1/2007          3/1/2037
412447883           OR          97330    P              SFR                       360                 355      100              100        11.625           4/1/2007          3/1/2037
412448231           CA          92377    P              SFR                       360                 355    83.33            83.33         6.625           4/1/2007          3/1/2037
412452440           CA          92028    P              SFR                       360                 355       80              100         6.375           4/1/2007          3/1/2037
412452441           CA          92028    P              SFR                       360                 355      100              100            11           4/1/2007          3/1/2037
412450568           TX          78641    P              PUD                       360                 355    45.79            45.79             6           4/1/2007          3/1/2037
412452959           TX          77586    P              PUD                       360                 355       75              100         6.125           4/1/2007          3/1/2037
412452960           TX          77586    P              PUD                       360                 355      100              100          8.75           4/1/2007          3/1/2037
412446418           MA          02302    P              SFR                       360                 352       80               80         9.875           1/1/2007         12/1/2036
412447125           NY          11946    P              SFR                       360                 354       80              100         7.225           3/1/2007          2/1/2037
412450606           MA          02122    P              2F                        360                 339       80               95           6.1          12/1/2005         11/1/2035
412445647           NJ          08069    I              SFR                       360                 339    89.29            89.29           8.4          12/1/2005         11/1/2035
412445653           MA          01107    P              3F                        360                 341       85               85         8.925           2/1/2006          1/1/2036
412449223           FL          33415    P              PUD                       360                 341       80            99.45           6.9           2/1/2006          1/1/2036
412449209           FL          33408    I              CO                        360                 341    61.54            61.54         9.525           2/1/2006          1/1/2036
412449193           NM          87123    P              SFR                       360                 341       80              100          6.95           2/1/2006          1/1/2036
412449004           CA          92507    P              CO                        360                 349      100              100         5.875          10/1/2006          9/1/2036
412445697           VA          24301    P              SFR                       360                 347       95               95           8.3           8/1/2006          7/1/2036
412445679           DC          20011    P              SFR                       360                 346       80              100          7.99           7/1/2006          6/1/2036
412449180           TX          75071    P              PUD                       360                 350       80              100         7.925          11/1/2006         10/1/2036
412449181           TX          75071    P              PUD                       360                 350      100              100           9.8          11/1/2006         10/1/2036
412445502           TX          77087    P              PUD                       360                 350       80              100         7.625          11/1/2006         10/1/2036
412449087           TX          77433    P              PUD                       360                 350       80            99.99         8.825          11/1/2006         10/1/2036
412448995           AZ          85008    P              CO                        360                 348    79.99            99.97         6.875           9/1/2006          8/1/2036
412450519           TX          77082    P              PUD                       360                 346       80              100           8.6           7/1/2006          6/1/2036
412452712           CO          80012    P              SFR                       360                 347       80              100           9.3           8/1/2006          7/1/2036
412445847           AL          36542    P              CO                        360                 348       90               90          10.4           9/1/2006          8/1/2036
412445948           TX          77449    I              PUD                       360                 349       80               95          8.95          10/1/2006          9/1/2036
412445993           MO          63401    P              SFR                       360                 348       85              100         10.25           9/1/2006          8/1/2036
412445805           TX          78412    P              SFR                       360                 348       80              100        10.875           9/1/2006          8/1/2036
412445748           TX          76248    P              PUD                       360                 347       80              100           8.6           8/1/2006          7/1/2036
412445934           CO          81650    P              SFR                       360                 348       80              100          9.45           9/1/2006          8/1/2036
412445846           NY          10965    P              SFR                       360                 349       85               95         8.425          10/1/2006          9/1/2036
412445806           NY          12414    P              SFR                       360                 348    75.56            75.56          9.95           9/1/2006          8/1/2036
412450891           TN          37912    P              CO                        360                 348      100              100          9.06           9/1/2006          8/1/2036
412445800           AZ          86333    P              SFR                       360                 347       80              100         7.925           8/1/2006          7/1/2036
412445969           MN          55316    P              SFR                       360                 349       85               85         10.45          10/1/2006          9/1/2036
412445855           MA          01516    P              SFR                       360                 348      100              100          9.45           9/1/2006          8/1/2036
412445713           OR          97601    P              SFR                       360                 347      100              100          11.9           8/1/2006          7/1/2036
412445721           TX          76015    P              SFR                       360                 347      100              100           9.8           8/1/2006          7/1/2036
412450753           OH          44405    P              SFR                       360                 347      100              100         11.35           8/1/2006          7/1/2036
412445495           TX          78245    P              PUD                       360                 348       80              100        10.875           9/1/2006          8/1/2036
412445603           CA          95991    P              SFR                       360                 348    67.58            67.58          7.35           9/1/2006          8/1/2036
412445616           CA          90016    S              CO                        360                 349    39.47            39.47         7.775          10/1/2006          9/1/2036
412449167           WA          98642    P              SFR                       360                 349    62.05            62.05         6.575          10/1/2006          9/1/2036
412449197           NM          87121    P              SFR                       360                 349       90               90         9.375          10/1/2006          9/1/2036
412449532           PA          19403    P              SFR                       360                 349    89.24            89.24           8.6          10/1/2006          9/1/2036
412449627           GA          30519    P              PUD                       360                 349     89.5             89.5         8.875          10/1/2006          9/1/2036
412445613           WA          98837    P              SFR                       360                 347       80              100          7.75           8/1/2006          7/1/2036
412449213           NY          11798    P              SFR                       360                 347       80              100         6.725           8/1/2006          7/1/2036
412445504           TX          77469    P              PUD                       360                 348       90               90         8.975           9/1/2006          8/1/2036
412449014           NV          89145    S              CO                        360                 348       80              100         7.675           9/1/2006          8/1/2036
412449456           AZ          85243    P              PUD                       360                 349       80            99.99         8.125          10/1/2006          9/1/2036
412450587           TX          77520    P              PUD                       360                 349       80              100         9.463          10/1/2006          9/1/2036
412449238           GA          31410    P              SFR                       360                 349       80              100         7.795          10/1/2006          9/1/2036
412449071           WA          98019    P              SFR                       360                 347      100              100          12.7           8/1/2006          7/1/2036
412450520           TX          77521    P              SFR                       360                 347       80              100         9.875           8/1/2006          7/1/2036
412445505           TX          77521    P              PUD                       360                 347      100              100           9.8           8/1/2006          7/1/2036
412445615           WA          98837    P              SFR                       360                 347      100              100          12.5           8/1/2006          7/1/2036
412452671           TX          75043    P              SFR                       360                 347       80              100         8.975           8/1/2006          7/1/2036
412452672           TX          75043    P              SFR                       360                 347      100              100           9.8           8/1/2006          7/1/2036
412452713           CO          80012    P              SFR                       360                 347      100              100          11.8           8/1/2006          7/1/2036
412449170           MT          59010    P              SFR                       360                 347      100              100          12.5           8/1/2006          7/1/2036
412449190           OH          45069    P              SFR                       360                 347       80              100           8.5           8/1/2006          7/1/2036
412449070           WA          98019    P              SFR                       360                 347       80              100          7.85           8/1/2006          7/1/2036
412449138           IN          47362    P              SFR                       360                 347    79.98            99.94         8.825           8/1/2006          7/1/2036
412445487           LA          71109    P              SFR                       360                 348       80              100         8.575           9/1/2006          8/1/2036
412449169           MT          59019    P              SFR                       360                 347       80              100         8.313           8/1/2006          7/1/2036
412449012           NV          89052    I              CO                        360                 348       90               90         7.875           9/1/2006          8/1/2036
412449203           OH          44445    P              SFR                       360                 348       95               95          8.65           9/1/2006          8/1/2036
412448996           AZ          85008    I              CO                        360                 349       75               75         7.725          10/1/2006          9/1/2036
412449426           MO          65355    P              SFR                       360                 349       80              100         10.25          10/1/2006          9/1/2036
412449005           CA          93536    P              SFR                       360                 347    39.71            39.71         9.525           8/1/2006          7/1/2036
412449559           TX          77377    P              PUD                       360                 347       95               95           8.6           8/1/2006          7/1/2036
412449206           WI          53144    I              SFR                       360                 349       85               85          10.9          10/1/2006          9/1/2036
412449504           IN          46406    P              SFR                       480                 469       90               90           9.5          10/1/2006          9/1/2046
412449139           IN          47362    P              SFR                       360                 347    99.94            99.94         12.95           8/1/2006          7/1/2036
412445667           CA          92677    P              CO                        360                 346      100              100          9.75           7/1/2006          6/1/2036
412445673           TX          79413    P              SFR                       360                 346      100              100           9.8           7/1/2006          6/1/2036
412445618           OR          97488    P              SFR                       360                 348    82.93            82.93           9.6           9/1/2006          8/1/2036
412449069           WI          54403    P              SFR                       360                 348       95               95          6.35           9/1/2006          8/1/2036
412452705           TX          77469    P              PUD                       360                 348    79.95            99.94         8.125           9/1/2006          8/1/2036
412449173           WA          98038    P              SFR                       360                 348    69.99            69.99         8.975           9/1/2006          8/1/2036
412449476           AZ          85027    P              PUD                       360                 348       80              100         8.225           9/1/2006          8/1/2036
412451075           GA          30528    P              SFR                       360                 349       95               95          10.4          10/1/2006          9/1/2036
412445998           MN          55330    P              SFR                       360                 349       85               85        10.075          10/1/2006          9/1/2036
412446071           OH          45431    P              SFR                       360                 349      100              100          12.5          10/1/2006          9/1/2036
412445925           OH          45424    P              SFR                       360                 349      100              100          12.2          10/1/2006          9/1/2036
412445857           TX          77318    P              PUD                       360                 348    84.21            84.21         6.875           9/1/2006          8/1/2036
412445898           TX          77545    S              PUD                       360                 348      100              100           9.8           9/1/2006          8/1/2036
412446000           OK          73119    P              SFR                       360                 350    67.57            67.57          9.75          11/1/2006         10/1/2036
412451019           TX          78526    P              SFR                       360                 349       85               85         10.15          10/1/2006          9/1/2036
412445991           IL          60901    P              SFR                       360                 350       90               90           8.5          11/1/2006         10/1/2036
412446015           TX          77859    P              SFR                       360                 349       80               80          8.65          10/1/2006          9/1/2036
412445926           NY          11722    P              SFR                       360                 349       90               90           9.8          10/1/2006          9/1/2036
412446033           CA          92604    P              SFR                       360                 349    89.33            89.33          8.75          10/1/2006          9/1/2036
412445944           AL          35206    I              SFR                       360                 349    68.57            68.57        10.638          10/1/2006          9/1/2036
412445878           MA          02302    P              SFR                       360                 348    97.82            97.82           9.7           9/1/2006          8/1/2036
412445876           GA          31537    P              SFR                       360                 348       85               85         9.925           9/1/2006          8/1/2036
412445958           MA          01571    P              SFR                       360                 349       80              100         8.275          10/1/2006          9/1/2036
412451157           FL          33584    P              SFR                       360                 349    84.94            84.94           9.2          10/1/2006          9/1/2036
412445875           TX          75249    P              SFR                       360                 348    74.51            74.51           8.6           9/1/2006          8/1/2036
412450763           MA          01038    P              SFR                       360                 348    61.87            61.87          7.95           9/1/2006          8/1/2036
412445870           AL          36526    P              SFR                       360                 348       95               95           7.8           9/1/2006          8/1/2036
412445736           AZ          85353    P              PUD                       360                 347       80               80           6.5           8/1/2006          7/1/2036
412451146           TX          77494    P              PUD                       360                 350       85               85           7.9          11/1/2006         10/1/2036
412445953           TX          78521    P              SFR                       360                 350    58.56            58.56          11.2          11/1/2006         10/1/2036
412446050           MA          01760    P              CO                        360                 350    26.27            26.27         8.225          11/1/2006         10/1/2036
412446105           TX          75229    P              SFR                       360                 350       75               75          11.8          11/1/2006         10/1/2036
412446026           NY          14445    I              SFR                       360                 349       95               95         10.45          10/1/2006          9/1/2036
412445731           PA          18015    I              SFR                       360                 348       80               90         8.775           9/1/2006          8/1/2036
412445818           IA          52404    P              SFR                       360                 348       85               85         8.875           9/1/2006          8/1/2036
412445995           NV          89429    P              SFR                       360                 349       85               85           9.9          10/1/2006          9/1/2036
412445767           FL          33033    P              CO                        360                 348    94.98            94.98           7.9           9/1/2006          8/1/2036
412445823           VT          05652    P              SFR                       360                 349       90               90          8.99          10/1/2006          9/1/2036
412446107           NY          11772    P              SFR                       360                 350    63.58            63.58         7.875          11/1/2006         10/1/2036
412451138           MO          63389    P              SFR                       360                 350       95               95         10.45          11/1/2006         10/1/2036
412446099           FL          34956    P              SFR                       360                 350      100              100         10.15          11/1/2006         10/1/2036
412446185           MA          02536    P              SFR                       360                 350    64.93            64.93          9.99          11/1/2006         10/1/2036
412449176           WA          98116    P              SFR                       360                 343       80              100         7.425           4/1/2006          3/1/2036
412445552           TX          75206    P              SFR                       360                 354       80            94.98          6.25           3/1/2007          2/1/2037
412445772           GA          30228    S              PUD                       360                 348      100              100         12.65           9/1/2006          8/1/2036
412445692           CA          91306    P              SFR                       360                 347      100              100          12.1           8/1/2006          7/1/2036
412445705           MA          02301    P              SFR                       360                 349       95               95         5.625          10/1/2006          9/1/2036
412445755           OK          73165    P              SFR                       360                 349       90               90          8.85          10/1/2006          9/1/2036
412445822           RI          02879    P              SFR                       360                 349       80              100         8.675          10/1/2006          9/1/2036
412445838           GA          31201    P              SFR                       180                 169       90               90          10.5          10/1/2006          9/1/2021
412445844           MN          55005    P              SFR                       360                 349    84.92            84.92         10.05          10/1/2006          9/1/2036
412445852           FL          33193    P              CO                        360                 349    84.86            84.86          10.5          10/1/2006          9/1/2036
412450897           CA          93307    P              SFR                       360                 349    55.56            55.56         6.775          10/1/2006          9/1/2036
412450916           NJ          07002    P              3F                        360                 349       80               80         9.375          10/1/2006          9/1/2036
412445879           IL          60126    P              SFR                       360                 349    82.57            82.57           7.6          10/1/2006          9/1/2036
412445880           NY          14225    P              SFR                       360                 349    84.34            84.34          10.1          10/1/2006          9/1/2036
412445902           TX          79936    P              SFR                       360                 349      100              100         11.15          10/1/2006          9/1/2036
412445904           CA          92234    P              SFR                       360                 349       80               80          7.65          10/1/2006          9/1/2036
412445907           MA          02601    P              CO                        360                 349     84.9             84.9           9.5          10/1/2006          9/1/2036
412445929           NM          88101    P              SFR                       360                 349      100              100          12.5          10/1/2006          9/1/2036
412445932           CA          94612    I              CO                        360                 349       90               90          9.95          10/1/2006          9/1/2036
412451009           OH          43213    I              2F                        360                 349       95               95           9.6          10/1/2006          9/1/2036
412445952           NJ          07601    P              2F                        360                 349       75               75          8.85          10/1/2006          9/1/2036
412445960           CA          90001    P              3F                        360                 349       90               90          7.75          10/1/2006          9/1/2036
412445961           CA          94804    P              SFR                       360                 349    53.71            53.71           9.1          10/1/2006          9/1/2036
412445967           NY          11413    I              2F                        360                 349       85               85         10.25          10/1/2006          9/1/2036
412445974           TN          38018    I              SFR                       360                 349       87               87          10.3          10/1/2006          9/1/2036
412445979           TX          77072    P              SFR                       360                 349       76               76          8.25          10/1/2006          9/1/2036
412445989           MA          02649    P              SFR                       360                 349       80               80         8.925          10/1/2006          9/1/2036
412446003           NJ          07522    P              2F                        360                 349       85               85           9.5          10/1/2006          9/1/2036
412446006           TX          79705    P              SFR                       360                 349       80               80         12.45          10/1/2006          9/1/2036
412446007           FL          32905    P              PUD                       360                 349       95               95          9.45          10/1/2006          9/1/2036
412446008           AL          35614    P              SFR                       360                 349       90               90         8.975          10/1/2006          9/1/2036
412446010           HI          96797    P              PUD                       360                 349       80               80          6.75          10/1/2006          9/1/2036
412446013           NY          11434    P              2F                        360                 349    87.71            87.71          8.45          10/1/2006          9/1/2036
412451068           MA          01109    P              SFR                       360                 349       80               95         8.925          10/1/2006          9/1/2036
412446019           OH          43211    I              SFR                       360                 349       95               95          9.55          10/1/2006          9/1/2036
412446025           NC          28079    I              PUD                       360                 349       90               90          11.7          10/1/2006          9/1/2036
412446028           GA          31419    P              SFR                       360                 349       80               80          9.15          10/1/2006          9/1/2036
412446029           NJ          07013    I              CO                        360                 349     83.4             83.4         10.35          10/1/2006          9/1/2036
412451081           CA          93428    I              SFR                       360                 349       85               85          9.65          10/1/2006          9/1/2036
412446037           IN          47512    P              SFR                       360                 349       90               90          9.45          10/1/2006          9/1/2036
412446039           OH          45406    P              SFR                       360                 349       80              100          8.45          10/1/2006          9/1/2036
412451091           TX          77510    P              SFR                       360                 349       80              100           7.8          10/1/2006          9/1/2036
412451094           DC          20002    I              SFR                       360                 349       80               80         10.45          10/1/2006          9/1/2036
412446046           TX          76522    I              SFR                       360                 351       90               90          9.35          12/1/2006         11/1/2036
412446049           CA          92243    I              4F                        360                 349    72.73            72.73          7.35          10/1/2006          9/1/2036
412446052           MN          55418    P              SFR                       360                 349       80               80         8.275          10/1/2006          9/1/2036
412446053           IL          60649    I              SFR                       360                 349    56.82            56.82          8.99          10/1/2006          9/1/2036
412446058           AZ          85043    P              PUD                       360                 349    73.98            73.98         10.45          10/1/2006          9/1/2036
412451109           TX          75216    P              SFR                       360                 349       80               80         11.65          10/1/2006          9/1/2036
412446062           FL          33953    S              SFR                       360                 350    64.96            64.96          7.85          11/1/2006         10/1/2036
412446063           OK          73112    P              SFR                       360                 349       80               80           8.9          10/1/2006          9/1/2036
412446067           FL          33971    P              SFR                       360                 350       95               95          8.15          11/1/2006         10/1/2036
412446070           NJ          08054    P              CO                        360                 349    54.76            54.76          7.55          10/1/2006          9/1/2036
412446079           FL          33142    P              2F                        360                 349    82.68            82.68          8.85          10/1/2006          9/1/2036
412446082           FL          34759    I              2F                        360                 350       80               80         9.075          11/1/2006         10/1/2036
412446084           AL          36116    P              SFR                       360                 349       90               90         9.775          10/1/2006          9/1/2036
412446085           OH          45601    I              SFR                       360                 349       95               95          10.6          10/1/2006          9/1/2036
412446088           CA          90019    P              4F                        360                 350       70               70         8.525          11/1/2006         10/1/2036
412446090           MA          01453    I              3F                        360                 349       95               95         12.05          10/1/2006          9/1/2036
412446092           MD          20743    P              SFR                       360                 349    72.73            72.73         8.175          10/1/2006          9/1/2036
412446109           OH          45229    P              SFR                       360                 350       90               90        11.175          11/1/2006         10/1/2036
412446115           VA          23223    P              SFR                       180                 170       50               50         9.675          11/1/2006         10/1/2021
412451164           TX          75469    P              SFR                       360                 350     73.6             73.6           9.7          11/1/2006         10/1/2036
412446118           IN          46368    P              SFR                       360                 350       85               85         9.525          11/1/2006         10/1/2036
412446127           MD          20747    P              SFR                       360                 350       95               95           9.3          11/1/2006         10/1/2036
412451174           MO          63137    P              SFR                       360                 350       80              100         7.275          11/1/2006         10/1/2036
412451175           MD          20748    P              SFR                       360                 350    69.83            69.83         10.99          11/1/2006         10/1/2036
412446129           CA          90044    P              3F                        360                 350    69.81            69.81          7.95          11/1/2006         10/1/2036
412446134           VA          22407    P              PUD                       360                 350       80              100         8.325          11/1/2006         10/1/2036
412446139           CA          93309    P              SFR                       360                 350    68.89            68.89          8.45          11/1/2006         10/1/2036
412451184           CA          94509    P              SFR                       360                 351    89.34            89.34          7.25          12/1/2006         11/1/2036
412451191           NJ          08318    P              SFR                       360                 350       80               80          8.55          11/1/2006         10/1/2036
412446144           MA          01844    P              SFR                       360                 350       80               95         8.025          11/1/2006         10/1/2036
412446145           IL          62269    P              SFR                       360                 350    82.46            82.46        10.725          11/1/2006         10/1/2036
412446146           FL          32514    P              PUD                       360                 350       95               95         11.15          11/1/2006         10/1/2036
412446152           NJ          07050    I              2F                        360                 350       85               85          9.75          11/1/2006         10/1/2036
412446157           CT          06401    P              2F                        360                 351       95               95          8.35          12/1/2006         11/1/2036
412446162           CA          91706    P              2F                        360                 350       80               80          7.99          11/1/2006         10/1/2036
412446165           MD          21136    P              PUD                       360                 350    79.07            79.07           7.3          11/1/2006         10/1/2036
412446167           VA          22207    P              SFR                       360                 350       85               85          7.75          11/1/2006         10/1/2036
412451206           CT          06606    P              CO                        360                 350       80               95         7.725          11/1/2006         10/1/2036
412451207           OH          44118    P              SFR                       360                 350       95               95           8.1          11/1/2006         10/1/2036
412446175           MA          02045    P              SFR                       360                 351       95               95           8.4          12/1/2006         11/1/2036
412446183           MD          20904    P              SFR                       360                 351    79.33            79.33            10          12/1/2006         11/1/2036
412446192           OH          44102    I              SFR                       360                 350       90               90        11.075          11/1/2006         10/1/2036
412446193           OH          44314    I              SFR                       360                 351       80               80         10.55          12/1/2006         11/1/2036
412446206           MA          02122    P              CO                        360                 350       80               95          7.85          11/1/2006         10/1/2036
412451258           CA          92084    P              SFR                       360                 351       80              100          8.65          12/1/2006         11/1/2036
412446216           MD          21045    P              SFR                       360                 350       95               95          8.45          11/1/2006         10/1/2036
412446218           MN          55024    P              SFR                       360                 350       95               95           9.5          11/1/2006         10/1/2036
412446219           CA          93534    P              SFR                       360                 350       90               90         7.625          11/1/2006         10/1/2036
412446227           MA          01109    I              SFR                       360                 350       95               95          9.25          11/1/2006         10/1/2036
412446240           OH          43227    I              SFR                       360                 350       95               95         10.55          11/1/2006         10/1/2036
412446252           NY          11706    P              SFR                       360                 350       95               95           8.1          11/1/2006         10/1/2036
412446258           FL          33437    P              PUD                       360                 350       80               95         8.475          11/1/2006         10/1/2036
412446261           FL          33162    P              SFR                       360                 350     59.4             59.4         8.125          11/1/2006         10/1/2036
412446263           OH          45236    I              SFR                       360                 350       80               80          10.8          11/1/2006         10/1/2036
412446277           FL          33076    P              PUD                       360                 351       95               95          8.05          12/1/2006         11/1/2036
412446279           IL          60619    P              2F                        360                 350       85               85         10.25          11/1/2006         10/1/2036
412446282           CA          91331    P              SFR                       360                 350       80               80          7.85          11/1/2006         10/1/2036
412446285           OR          97211    P              SFR                       360                 351       95               95          9.99          12/1/2006         11/1/2036
412446289           NY          10474    P              2F                        360                 351      100              100         10.75          12/1/2006         11/1/2036
412446294           OH          45231    I              SFR                       360                 350       95               95          8.65          11/1/2006         10/1/2036
412446311           FL          33916    S              SFR                       360                 351       80              100         9.175          12/1/2006         11/1/2036
412446319           RI          02909    P              3F                        360                 351       90               90           7.7          12/1/2006         11/1/2036
412446321           FL          33126    P              SFR                       360                 351       95               95           8.3          12/1/2006         11/1/2036
412446325           MD          20601    P              SFR                       360                 351       95               95           8.7          12/1/2006         11/1/2036
412446333           MT          59864    I              SFR                       360                 351       90               90          8.99          12/1/2006         11/1/2036
412446337           NY          11727    P              SFR                       360                 351       95               95          8.45          12/1/2006         11/1/2036
412446346           OR          97524    P              SFR                       360                 351       95               95         9.075          12/1/2006         11/1/2036
412446348           HI          96782    P              SFR                       360                 351       95               95         8.825          12/1/2006         11/1/2036
412446352           PA          18705    I              2F                        360                 351       90               90         9.575          12/1/2006         11/1/2036
412446370           CA          94521    P              CO                        360                 351       95               95           9.3          12/1/2006         11/1/2036
412446372           MN          55423    P              SFR                       360                 350       80               95          8.35          11/1/2006         10/1/2036
412446412           GA          30102    P              SFR                       360                 351       95               95           9.1          12/1/2006         11/1/2036
412446435           NY          10302    P              SFR                       360                 351       80               90         7.375          12/1/2006         11/1/2036
412450934           NY          12401    P              SFR                       360                 348    76.76            76.76           8.4           9/1/2006          8/1/2036
412445889           KS          67501    P              SFR                       360                 348     87.5             87.5             9           9/1/2006          8/1/2036
412445920           GA          31535    P              SFR                       360                 348       90               90         8.675           9/1/2006          8/1/2036
412450600           OH          44120    I              2F                        360                 328       90               90         10.65           1/1/2005         12/1/2034
412445816           FL          33825    S              SFR                       360                 348    69.54            69.54          8.95           9/1/2006          8/1/2036
412445884           OR          97223    P              PUD                       360                 348       90               90          7.75           9/1/2006          8/1/2036
412445965           NY          11369    P              2F                        360                 348       80              100         6.725           9/1/2006          8/1/2036
412445696           TX          75650    P              SFR                       360                 348       80               80          8.45           9/1/2006          8/1/2036
412450503           TX          75159    P              SFR                       360                 349       20              100           7.5          10/1/2006          9/1/2036
412445869           RI          02906    P              2F                        360                 348      100              100          10.7           9/1/2006          8/1/2036
412445658           TX          78411    P              SFR                       360                 344    73.91            73.91         9.775           5/1/2006          4/1/2036
412445811           PA          16137    P              SFR                       360                 348    85.91            85.91          9.15           9/1/2006          8/1/2036
412445663           NY          11432    P              3F                        360                 347       90               90           7.5           8/1/2006          7/1/2036
412445951           FL          32810    I              PUD                       360                 348       85               85          7.25           9/1/2006          8/1/2036
412449177           GA          30101    P              PUD                       360                 339       80              100             7          12/1/2005         11/1/2035
412449210           FL          33071    P              PUD                       360                 342      100              100          12.5           3/1/2006          2/1/2036
412446275           MA          01603    P              SFR                       360                 350       80              100         8.525          11/1/2006         10/1/2036
412446335           NY          10304    P              SFR                       360                 351       95               95          7.15          12/1/2006         11/1/2036
412446230           NY          10310    I              SFR                       360                 350       90               90         8.625          11/1/2006         10/1/2036
412451225           FL          33936    S              SFR                       240                 230      100              100         11.35          11/1/2006         10/1/2026
412446423           WA          98530    S              SFR                       360                 351      100              100            11          12/1/2006         11/1/2036
412446126           NJ          07107    P              2F                        360                 351       80              100         8.125          12/1/2006         11/1/2036
412446200           CA          90605    P              SFR                       360                 350      100              100          10.7          11/1/2006         10/1/2036
412445921           CT          06878    P              SFR                       360                 349       70               70         7.875          10/1/2006          9/1/2036
412445631           TX          77022    P              SFR                       360                 348      100              100           9.8           9/1/2006          8/1/2036
412449211           MA          02554    P              2F                        360                 342    83.96            83.96           8.7           3/1/2006          2/1/2036
412449085           FL          32808    S              SFR                       360                 342       90               90         9.875           3/1/2006          2/1/2036
412445479           TX          79930    P              SFR                       360                 348      100              100         7.875           9/1/2006          8/1/2036
412445709           IN          46060    I              2F                        360                 347       90               90           9.8           8/1/2006          7/1/2036
412451287           VA          22193    P              PUD                       360                 350       80               80        10.425          11/1/2006         10/1/2036
412445710           IL          60636    I              SFR                       360                 348       85               85          7.99           9/1/2006          8/1/2036
412450712           FL          33130    P              2F                        360                 347       80              100         7.625           8/1/2006          7/1/2036
412445739           NY          10473    P              SFR                       360                 348       90               90         6.625           9/1/2006          8/1/2036
412445742           IL          60660    I              CO                        360                 348       85               85           8.6           9/1/2006          8/1/2036
412445765           OH          43050    I              SFR                       360                 347       90               90           8.3           8/1/2006          7/1/2036
412445766           MI          48221    P              SFR                       360                 347      100              100          9.75           8/1/2006          7/1/2036
412450797           TX          75206    P              SFR                       360                 347       80              100          6.05           8/1/2006          7/1/2036
412445785           IL          60411    I              2F                        360                 348       90               90          8.35           9/1/2006          8/1/2036
412445788           IL          60638    P              SFR                       360                 348       80               80         7.425           9/1/2006          8/1/2036
412445798           NJ          07035    P              SFR                       360                 348      100              100        11.125           9/1/2006          8/1/2036
412445814           AZ          85710    P              SFR                       360                 348       80               80           9.4           9/1/2006          8/1/2036
412445834           IN          47591    I              SFR                       360                 348       90               90           9.8           9/1/2006          8/1/2036
412445845           IL          60435    P              SFR                       360                 348       90               90          7.85           9/1/2006          8/1/2036
412445849           MA          01440    P              3F                        360                 348       95               95           8.9           9/1/2006          8/1/2036
412445862           IN          46164    P              SFR                       360                 348       85               85           8.3           9/1/2006          8/1/2036
412445863           CA          90270    P              2F                        360                 348      100              100          11.9           9/1/2006          8/1/2036
412445868           NV          89081    P              PUD                       360                 348       85               85             8           9/1/2006          8/1/2036
412445873           GA          31906    I              SFR                       360                 348       90               90           9.9           9/1/2006          8/1/2036
412445887           KY          40601    I              2F                        360                 348       90               90          9.25           9/1/2006          8/1/2036
412445896           TX          76015    P              SFR                       360                 348       80              100         7.925           9/1/2006          8/1/2036
412445901           OH          44120    I              SFR                       360                 348       90               90           8.8           9/1/2006          8/1/2036
412445912           MA          02131    P              SFR                       360                 348       85               85         9.925           9/1/2006          8/1/2036
412445942           OH          45503    P              CO                        360                 348      100              100         12.15           9/1/2006          8/1/2036
412445706           FL          34667    P              PUD                       360                 347       80               80           8.8           8/1/2006          7/1/2036
412445719           IL          60520    P              SFR                       360                 347    89.53            89.53          7.95           8/1/2006          7/1/2036
412445729           IL          60827    P              SFR                       360                 347      100              100         10.25           8/1/2006          7/1/2036
412450733           IL          60611    S              CO                        360                 347       95               95          9.95           8/1/2006          7/1/2036
412445734           MN          55128    P              SFR                       360                 347      100              100          8.99           8/1/2006          7/1/2036
412445740           MS          39042    I              SFR                       360                 347       85               85         9.825           8/1/2006          7/1/2036
412450747           IN          47591    P              SFR                       360                 347       95               95          8.05           8/1/2006          7/1/2036
412445809           TX          78383    P              SFR                       360                 348       80               80          8.55           9/1/2006          8/1/2036
412445819           IN          46407    I              SFR                       360                 348       85               85        10.225           9/1/2006          8/1/2036
412450858           GA          30120    P              PUD                       360                 348       75               75         9.725           9/1/2006          8/1/2036
412445655           IL          61021    P              SFR                       360                 345       90               90             9           6/1/2006          5/1/2036
412450646           NE          68017    P              SFR                       360                 344       75               75          9.05           5/1/2006          4/1/2036
412445548           TX          77568    P              PUD                       360                 355       80              100         7.225           4/1/2007          3/1/2037
412445589           TX          78735    P              PUD                       360                 356       80               80         5.625           5/1/2007          4/1/2037
412449067           TX          76248    P              PUD                       180                 175    99.98            99.98          8.25           4/1/2007          3/1/2022
412452783           AZ          85730    P              MH                        360                 355    65.38            65.38          6.25           4/1/2007          3/1/2037
412449274           AZ          86004    P              CO                        360                 355       95               95           6.5           4/1/2007          3/1/2037
412449632           CA          95482    P              SFR                       180                 175    46.92            46.92         7.625           4/1/2007          3/1/2022
412453020           NV          89406    P              MH                        360                 355       80               80         6.625           4/1/2007          3/1/2037
412449742           CO          80550    P              PUD                       360                 355      100              100          8.25           4/1/2007          3/1/2037
412445527           TX          77471    P              PUD                       360                 356    53.93            53.93             6           5/1/2007          4/1/2037
412450555           TX          77459    P              PUD                       360                 355      100              100         6.375           4/1/2007          3/1/2037
412445549           TX          77568    P              PUD                       360                 355      100              100           9.8           4/1/2007          3/1/2037
412445571           TX          77573    P              PUD                       180                 175       90               90         7.125           4/1/2007          3/1/2022
412445580           TX          77449    P              PUD                       360                 355      100              100         7.375           4/1/2007          3/1/2037
412445581           TX          77578    P              PUD                       180                 175      100              100         8.375           4/1/2007          3/1/2022
412445582           TX          77382    I              PUD                       360                 355       80              100         7.875           4/1/2007          3/1/2037
412445584           TX          77573    P              PUD                       180                 175      100              100           7.5           4/1/2007          3/1/2022
412449060           TX          76108    P              PUD                       360                 355    81.19            81.19             6           4/1/2007          3/1/2037
412449079           KS          66025    P              SFR                       480                 475      100              100         6.875           4/1/2007          3/1/2047
412449081           KS          66049    P              SFR                       480                 476      100              100             7           5/1/2007          4/1/2047
412449452           IN          47172    P              SFR                       360                 356      100              100           8.5           5/1/2007          4/1/2037
412449454           IN          47130    P              SFR                       360                 355      100              100         9.375           4/1/2007          3/1/2037
412452785           AZ          85259    P              PUD                       360                 355    78.38            78.38         6.125           4/1/2007          3/1/2037
412449298           PA          19120    P              SFR                       360                 356      100              100         6.875           5/1/2007          4/1/2037
412449316           NC          28412    I              PUD                       360                 356       80               80          7.25           5/1/2007          4/1/2037
412452812           PA          19002    P              PUD                       180                 175       80               90         6.375           4/1/2007          3/1/2022
412449317           MD          21042    P              SFR                       360                 355       80               80          6.25           4/1/2007          3/1/2037
412449320           PA          15227    P              SFR                       360                 356      100              100         6.125           5/1/2007          4/1/2037
412449355           CA          92677    P              PUD                       360                 355    44.12            44.12         6.125           4/1/2007          3/1/2037
412449376           TX          75082    P              PUD                       360                 355    78.99            78.99         6.125           4/1/2007          3/1/2037
412452334           CO          80504    S              MH                        360                 354    60.97            60.97           9.6           3/1/2007          2/1/2037
412449611           TX          78380    P              SFR                       360                 349      100              100         8.125          10/1/2006          9/1/2036
412452825           NV          89406    P              MH                        240                 229    62.66            62.66         7.875          10/1/2006          9/1/2026
412449670           TX          77316    P              PUD                       360                 349    40.51            40.51         6.625          10/1/2006          9/1/2036
412452916           WY          82732    P              MH                        240                 229    38.46            38.46         8.125          10/1/2006          9/1/2026
412452982           SC          29073    P              MH                        240                 231    74.18            74.18         7.875          12/1/2006         11/1/2026
412452828           OR          97630    P              MH                        240                 231    52.83            52.83          6.75          12/1/2006         11/1/2026
412452582           OR          97701    P              MH                        240                 229       62               62             8          10/1/2006          9/1/2026
412452851           CO          81154    S              MH                        360                 351    59.16            59.16         6.125          12/1/2006         11/1/2036
412452782           AZ          86429    P              MH                        240                 231    55.71            55.71         7.125          12/1/2006         11/1/2026
412452935           AZ          86301    P              MH                        360                 351    72.37            72.37         6.125          12/1/2006         11/1/2036
412445570           TX          77469    I              PUD                       360                 351       80              100          7.75          12/1/2006         11/1/2036
412449061           TX          76131    P              PUD                       360                 351    58.75            58.75          6.75          12/1/2006         11/1/2036
412449508           NJ          07034    P              SFR                       360                 352    79.04            79.04           6.5           1/1/2007         12/1/2036
412449276           GA          30542    I              PUD                       360                 352       70               70         7.125           1/1/2007         12/1/2036
412452792           SC          29461    P              MH                        240                 232       95               95         7.625           1/1/2007         12/1/2026
412449362           CO          80205    P              SFR                       360                 352       80              100         6.875           1/1/2007         12/1/2036
412449277           IL          60153    P              SFR                       360                 352       95               95          10.5           1/1/2007         12/1/2036
412449325           CA          92374    P              SFR                       360                 352       80               95          6.75           1/1/2007         12/1/2036
412452709           TX          77084    P              PUD                       360                 353       80              100         7.575           2/1/2007          1/1/2037
412452781           AZ          86436    S              MH                        360                 353    76.01            76.01          6.75           2/1/2007          1/1/2037
412452775           GA          30134    S              SFR                       360                 353       80              100         7.875           2/1/2007          1/1/2037
412449771           PA          19087    I              SFR                       360                 353       80              100          7.75           2/1/2007          1/1/2037
412449199           AZ          85204    P              SFR                       360                 341    98.61            98.61          6.75           2/1/2006          1/1/2036
412449680           NY          12203    P              SFR                       360                 353       80               90          6.75           2/1/2007          1/1/2037
412452861           CO          80231    P              PUD                       360                 354       80              100          7.75           3/1/2007          2/1/2037
412452780           AZ          85640    P              SFR                       360                 348       80               80          8.25           9/1/2006          8/1/2036
412453008           IL          61858    P              SFR                       360                 349      100              100         7.875          10/1/2006          9/1/2036
412452912           NJ          08833    P              SFR                       480                 462       90               90          8.55           3/1/2006          2/1/2046

LOAN_ID      ORIG_PANDI    CURR_PANDI     PAID_THRU_DATE      ORIG_BALANCE     SCHED_BALANCE       LOAN_PURPOSE      ORIG_RATE     DOC_TYPE      RISK_GRADE     APPRAISAL_VALUE      SALE_PRICE    CURRENT_BALANCE       PREPAYSCHED
-------      ----------    ----------     --------------      ------------     -------------       ------------      ---------     --------      ----------     ---------------      ----------    ---------------       -----------
412446135        586.93         586.93           8/1/2007         69,200.00          68,854.44     RT                       9.6    FULL          AA                    89,500.00     NA                     68,890.25    CA STYLE
412451223      1,293.53       1,293.53           7/1/2007        165,550.00         164,446.54     CO                     8.675    STATED        A+                   301,000.00     NA                    164,653.73    CA STYLE
412446196        675.61         675.61           7/1/2007         80,000.00          79,528.98     CO                      9.55    LITE          AA                   130,000.00     NA                     79,613.36    NO PPP
412446256      2,498.19       2,498.19           7/1/2007        372,400.00         372,399.94     CO                      8.05    STATED        AA                   392,000.00     NA                    372,399.95    NO PPP
412446262      1,531.53       1,531.53           7/1/2007        225,500.00         225,484.95     CO                      8.15    LITE          AA                   265,000.00     NA                    225,484.95    CA STYLE
412451343      2,046.22       2,046.22           7/1/2007        276,250.00         275,563.87     CO                       8.6    LITE          A+                   325,000.00     NA                    275,705.04    CA STYLE
412446314        827.61         827.61           7/1/2007         98,000.00          97,505.61     CO                      9.55    FULL          C                    123,000.00     NA                     97,607.65    CA STYLE
412446332      1,233.65       1,233.65           7/1/2007        151,200.00         150,918.01     CO                     9.575    LITE          C                    252,000.00     NA                    150,976.21    NO PPP
412446454        846.49         846.49           7/1/2007        105,000.00         104,817.80     CO                      9.45    STATED        A-                   165,000.00     NA                    104,859.41    CA STYLE
412446524      1,273.27       1,273.27           8/1/2007        148,200.00         147,557.10     RT                      9.75    STATED        AA                   156,000.00     NA                    147,630.87    CA STYLE
412446556      1,282.70       1,282.70           8/1/2007        170,100.00         169,740.01     CO                     8.775    LITE          AAA                  187,000.00     NA                    169,781.19               2%
412448441      1,741.89       1,741.89           8/1/2007        199,750.00         199,199.99     CO                     9.925    FULL          AA                   235,000.00     NA                    199,293.56    NO PPP
412445622      1,182.58       1,182.58           7/1/2007        179,200.00         178,594.62     P                      7.525    FULL          AAA                  228,000.00     224,000.00            178,718.74    CA STYLE
412446355        816.27         816.27           7/1/2007        106,650.00         103,733.74     CO                      8.45    FULL          AA                   118,500.00     NA                    103,903.57    CA STYLE
412446393      1,367.30       1,367.30           7/1/2007        180,800.00         180,800.00     P                      9.075    RED           AA                   230,000.00     226,000.00            180,800.00    CA STYLE
412446427        669.27         669.27           7/1/2007         70,000.00          69,796.00     P                      11.05    STATED        AAA                  366,000.00     350,000.00             69,848.41    NO PPP
412446428      1,719.71       1,719.71           7/1/2007        280,000.00         279,104.45     P                        6.9    STATED        AAA                  366,000.00     350,000.00            279,332.20    CA STYLE
412446445         966.5          966.5           7/1/2007        104,800.00         104,548.38     CO                      10.6    FULL          AA                   131,000.00     NA                    104,633.23    NO PPP
412446481      2,658.37       2,658.37           7/1/2007        459,000.00         459,000.03     CO                      6.95    FULL          A+                   540,000.00     NA                    459,000.02    CA STYLE
412446621      1,077.86       1,077.86           7/1/2007        126,350.00         126,165.79     P                      10.05    STATED        AA                   133,000.00     133,000.00            126,207.71    CA STYLE
412446697      1,681.81       1,681.81           7/1/2007        243,190.00         242,611.28     P                       7.95    STATED        AAA                  303,990.00     303,990.00            242,758.83    CA STYLE
412451703      1,029.00       1,029.00           7/1/2007        144,000.00         144,000.00     P                      8.575    LITE          AA                   180,000.00     180,000.00            144,000.00    CA STYLE
412446781      4,447.67       4,447.67           7/1/2007        548,000.00         547,175.76     CO                      9.52    STATED        A-                   685,000.00     NA                    547,386.73    CA STYLE
412451799        895.06         895.06           7/1/2007        103,075.00         102,738.93     P                      9.875    RED           AA                   108,500.00     108,500.00            102,836.93    CA STYLE
412451833      1,810.84       1,810.84           7/1/2007        202,500.00         201,886.90     P                     10.225    FULL          AA                   225,000.00     225,000.00            202,065.80    NO PPP
412446889      1,298.24       1,298.24           7/1/2007        170,000.00         169,732.24     CO                       8.9    STATED        A+                   200,000.00     NA                    169,810.16    NO PPP
412446905      1,565.44       1,565.44           7/1/2007        232,000.00         231,486.59     RT                     7.725    FULL          AA                   290,000.00     NA                    231,635.64    NO PPP
412446907        598.83         598.83           7/1/2007         58,000.00          57,881.60     CO                     12.05    FULL          AA                   290,000.00     NA                     57,916.28    NO PPP
412446911      1,471.30       1,471.30           7/1/2007        232,000.00         231,312.67     P                      7.175    LITE          AAA                  293,000.00     290,000.00            231,487.59    NO PPP
412446929      1,288.00       1,288.00           7/1/2007        184,000.00         184,000.00     RT                       8.4    FULL          AA                   230,000.00     NA                    184,000.00    CA STYLE
412446930        476.71         476.71           7/1/2007         46,000.00          45,907.09     CO                      12.1    FULL          AA                   230,000.00     NA                     45,934.30    NO PPP
412446953      1,377.59       1,377.59           7/1/2007        216,800.00         216,799.97     P                      7.625    FULL          AA                   280,000.00     271,000.00            216,799.98    CA STYLE
412451990      2,657.83       2,657.83           7/1/2007        365,750.00         365,449.58     P                        8.6    STATED        AA                   450,000.00     385,000.00            365,526.30    CA STYLE
412451995      2,604.98       2,604.98           7/1/2007        290,000.00         283,476.77     CO                      6.99    STATED        AA                   405,000.00     NA                    285,367.69    CA STYLE
412447046        942.23         942.23           7/1/2007        159,000.00         158,447.62     RT                       6.6    FULL          AA                   190,000.00     NA                    158,588.00    CA STYLE
412452007      1,098.42       1,098.42           7/1/2007        181,808.00         181,808.01     P                       7.25    FULL          AA                   280,000.00     227,261.00            181,808.00    CA STYLE
412452008        447.51         447.51           7/1/2007         45,452.00          45,329.83     P                     11.425    FULL          AA                   280,000.00     227,261.00             45,361.25    NO PPP
412447050      1,799.26       1,799.26           7/1/2007        234,000.00         232,986.35     CO                       8.5    FULL          AA                   260,000.00     NA                    233,281.09               1%
412447051      2,217.84       2,217.84           7/1/2007        318,750.00         316,796.46     CO                      7.45    FULL          AA                   360,000.00     NA                    317,293.95    NO PPP
412447066      2,660.40       2,660.39           7/1/2007        446,500.00         446,497.56     CO                      7.15    STATED        AAA                  470,000.00     NA                    446,497.56    NO PPP
412447076      2,098.55       2,097.37           7/1/2007        333,544.00         333,356.71     P                       7.55    FULL          AA                   395,000.00     370,605.00            333,356.71    NO PPP
412447083        889.61         889.61           8/1/2007        105,450.00         105,135.04     CO                     9.538    FULL          A+                   111,000.00     NA                    105,188.58               1%
412447114      2,061.58       2,061.58           7/1/2007        350,001.00         348,768.35     CO                      6.55    FULL          AA                   454,000.00     NA                    349,081.56    CA STYLE
412447117      1,686.47       1,686.47           7/1/2007        208,000.00         207,886.41     RT                      9.65    STATED        A+                   250,000.00     NA                    207,915.49    NO PPP
412447122      2,072.71       2,072.71           7/1/2007        246,500.00         245,630.71     CO                       9.5    FULL          A+                   290,000.00     NA                    245,883.97    NO PPP
412447132      1,469.20       1,469.20           7/1/2007        221,392.00         220,880.55     P                      7.575    LITE          AAA                  277,000.00     276,741.00            221,028.93    CA STYLE
412447148      2,177.44       2,177.44           7/1/2007        261,250.00         260,935.08     P                        9.8    RED           AA                   275,000.00     275,000.00            261,026.89    2 MO INT
412447149      2,079.30       2,079.30           7/1/2007        382,400.00         382,400.00     P                      6.525    FULL          AAA                  478,000.00     478,000.00            382,400.00    CA STYLE
412447152      1,336.76       1,336.76           7/1/2007        212,000.00         211,758.69     P                      7.375    FULL          AA                   265,000.00     265,000.00            211,828.70    CA STYLE
412447156        413.98         413.98           7/1/2007         47,979.00          47,796.65     P                        9.8    FULL          AA                   245,000.00     239,897.00             47,843.36    NO PPP
412447157      1,451.94       1,451.94           7/1/2007        191,917.00         190,622.84     P                      8.325    FULL          AA                   245,000.00     239,897.00            190,879.16    CA STYLE
412447160      1,318.20       1,318.20           7/1/2007        184,000.00         183,208.10     CO                      7.75    FULL          AA                   370,000.00     NA                    183,475.47    CA STYLE
412447177      1,737.87       1,737.87           7/1/2007        251,000.00         249,842.05     CO                       7.4    STATED        AAA                  365,000.00     NA                    250,232.79    CA STYLE
412447187      2,880.59       2,880.59           7/1/2007        317,500.00         316,573.74     RT                      10.4    STATED        AA                   400,000.00     NA                    316,844.12    NO PPP
412447214        537.09         537.09           7/1/2007         67,200.00          66,904.68     P                      8.925    LITE          AA                    84,000.00      84,000.00             66,982.78    CA STYLE
412447215      2,247.85       2,247.85           7/1/2007        350,400.00         349,385.24     P                      7.275    STATED        AA                   452,000.00     438,000.00            349,642.30    NO PPP
412447251        565.94         565.94           7/1/2007         76,500.00          76,367.99     CO                     8.588    FULL          A+                    97,000.00     NA                     76,406.38    CA STYLE
412447261        964.81         964.81           7/1/2007        148,000.00         147,825.66     RT                      7.65    FULL          A+                   185,000.00     NA                    147,870.08    NO PPP
412452152      1,486.94       1,486.94           7/1/2007        184,000.00         183,791.27     P                      9.475    LITE          AA                   230,000.00     230,000.00            183,861.94    CA STYLE
412447273      2,084.17       2,082.26           7/1/2007        328,000.00         327,597.43     P                      7.625    RED           AA                   410,000.00     410,000.00            327,598.72    CA STYLE
412447292      1,658.55       1,658.55           7/1/2007        191,814.00         191,088.87     P                      9.825    STATED        AA                   214,000.00     213,127.00            191,274.61    NO PPP
412447298        820.61         820.61           7/1/2007        127,920.00         127,598.50     P                      7.275    STATED        AAA                  160,000.00     159,900.00            127,691.74    NO PPP
412447299        297.33         297.33           7/1/2007         31,980.00          31,892.46     P                       10.7    STATED        AAA                  160,000.00     159,900.00             31,918.03    NO PPP
412447302      2,591.31       2,591.31           7/1/2007        327,740.00         327,567.92     P                        9.4    LITE          AA                   344,990.00     344,990.00            327,618.05    CA STYLE
412447320      1,222.50       1,222.50           7/1/2007        180,000.00         180,000.00     CO                      8.15    FULL          A-                   230,000.00     NA                    180,000.00    CA STYLE
412447363      2,699.33       2,699.33           7/1/2007        332,500.00         331,226.21     CO                       9.1    STATED        AA                   350,000.00     NA                    331,597.05    CA STYLE
412447364        602.35         602.35           8/1/2007         59,000.00          58,893.79     P                       11.9    STATED        AA                   310,000.00     295,000.00             58,911.93    NO PPP
412447365      1,717.41       1,717.41           8/1/2007        236,000.00         235,856.32     P                      8.613    STATED        AA                   310,000.00     295,000.00            235,880.70    NO PPP
412447375      1,097.45       1,097.45           9/1/2007        119,000.00         115,663.91     P                       10.6    FULL          AA                   595,000.00     595,000.00            115,663.91    NO PPP
412447376      2,772.70       2,772.70           7/1/2007        476,000.00         476,000.00     P                       6.99    FULL          AA                   595,000.00     595,000.00            476,000.00    NO PPP
412447382        643.73         643.73           7/1/2007        113,600.00         113,600.01     P                        6.8    FULL          AA                   142,000.00     142,000.00            113,600.00               1%
412447383         299.8          299.8           7/1/2007         28,400.00          28,345.74     P                      12.35    FULL          AA                   142,000.00     142,000.00             28,361.64    NO PPP
412447408        743.62         743.62           7/1/2007         89,600.00          89,309.53     CO                      9.35    FULL          C                    112,000.00     NA                     89,403.93               1%
412447412        788.12         788.12           7/1/2007        106,400.00         106,243.71     P                        8.6    LITE          AAA                  112,000.00     112,000.00            106,296.55    CA STYLE
412447419      3,638.35       3,638.35           7/1/2007        492,500.00         492,499.96     P                      8.865    STATED        AA                   550,000.00     537,500.00            492,499.97    NO PPP
412447422      2,082.68       2,082.68           7/1/2007        270,000.00         269,587.04     CO                         9    FULL          AA                   300,000.00     NA                    269,707.24    NO PPP
412447429      3,130.21       3,130.21           7/1/2007        463,900.00         462,722.91     P                      7.725    LITE          AA                   650,000.00     579,900.00            463,022.87    CA STYLE
412447437        958.79         958.79           7/1/2007        130,160.00         130,071.15     P                      8.725    LITE          AA                   163,000.00     162,700.00            130,097.00    CA STYLE
412447441        779.47         779.47           8/1/2007        123,480.00         123,480.00     P                      7.575    STATED        AAA                  155,000.00     154,359.00            123,480.00    CA STYLE
412447442        275.49         275.49           8/1/2007         30,871.00          30,790.79     P                       10.2    STATED        AAA                  155,000.00     154,359.00             30,804.44    NO PPP
412452231        476.32         476.32           7/1/2007         60,000.00          59,788.44     P                       8.85    FULL          AA                    80,000.00      75,000.00             59,858.43    NO PPP
412447462      4,091.55       4,091.55           7/1/2007        593,750.00         593,224.64     RT                     8.125    STATED        A+                   625,000.00     NA                    593,372.98    CA STYLE
412452234        779.74         779.74           7/1/2007        111,625.00         111,032.91     P                       7.49    FULL          AA                   120,000.00     117,500.00            111,204.72    CA STYLE
412452235        818.29         818.29           7/1/2007        111,625.00         111,089.02     P                       7.99    FULL          A+                   120,000.00     117,500.00            111,244.71    CA STYLE
412447476        799.34         799.34           7/1/2007        119,120.00         118,592.37     P                      7.675    STATED        AAA                  148,900.00     148,900.00            118,673.28    CA STYLE
412447495        648.99         648.99           7/1/2007         66,300.00          66,165.44     CO                     11.35    LITE          AA                    78,000.00     NA                     66,211.14    CA STYLE
412447500        599.35         599.35           7/1/2007         68,875.00          68,648.26     P                        9.9    LITE          AA                    75,000.00      72,500.00             68,713.46    NO PPP
412447510      1,369.67       1,369.67           8/1/2007        188,000.00         187,218.69     P                      7.925    STATED        AAA                  235,000.00     235,000.00            187,351.06    NO PPP
412447522      1,636.16       1,636.16           8/1/2007        234,000.00         232,761.33     CO                       7.5    FULL          A-                   279,000.00     NA                    232,941.60    CA STYLE
412447526      1,604.90       1,604.90           8/1/2007        244,000.00         243,791.78     P                      7.725    FULL          AA                   305,000.00     305,000.00            243,827.04    CA STYLE
412452252        559.65         559.65           7/1/2007         65,700.00          65,455.29     P                       9.65    FULL          AA                    78,000.00      73,000.00             65,521.06    NO PPP
412447528      3,241.69       3,241.69           8/1/2007        408,000.00         407,429.01     CO                       9.3    STATED        AA                   480,000.00     NA                    407,512.48    CA STYLE
412447536        758.87         758.87           7/1/2007         83,300.00          83,059.52     CO                     10.45    FULL          A-                   110,000.00     NA                     83,129.72    NO PPP
412447541      2,385.23       2,385.23           7/1/2007        442,050.00         442,050.00     P                      6.475    FULL          AA                   553,000.00     552,614.00            442,050.00    CA STYLE
412447543      1,107.44       1,107.44           7/1/2007        110,550.00         110,303.43     P                      11.65    FULL          AA                   553,000.00     552,614.00            110,375.53    NO PPP
412447552      1,351.11       1,351.11           7/1/2007        168,000.00         166,415.36     P                      9.425    STATED        AAA                  210,000.00     210,000.00            166,502.44    NO PPP
412447553        467.89         467.89           7/1/2007         42,000.00          41,453.45     P                       13.1    STATED        AAA                  210,000.00     210,000.00             41,483.67    NO PPP
412447554      1,063.43       1,063.43           7/1/2007        143,200.00         142,991.20     P                      8.625    LITE          AA                   179,000.00     179,990.00            143,061.80    CA STYLE
412447557      1,938.79       1,938.79           7/1/2007        212,500.00         212,310.91     CO                      10.8    STATED        AA                   250,000.00     NA                    212,366.15    CA STYLE
412447559        783.17         783.17           7/1/2007         90,000.00          89,705.27     CO                       9.9    FULL          C                    165,500.00     NA                     89,790.42    CA STYLE
412447560      4,228.98       4,228.98           7/1/2007        498,750.00         498,750.01     P                     10.175    LITE          AA                   611,000.00     525,000.00            498,750.00    CA STYLE
412447565        855.81         855.81           7/1/2007        102,000.00         101,689.23     CO                     9.475    FULL          A-                   122,000.00     NA                    101,793.77    NO PPP
412447566      1,462.06       1,462.06           7/1/2007        210,500.00         210,063.14     CO                      7.99    FULL          AA                   210,500.00     NA                    210,188.66    NO PPP
412447571      1,194.53       1,194.53           7/1/2007        180,000.00         179,097.29     P                      6.975    FULL          AA                   200,000.00     200,000.00            179,401.69    NO PPP
412447573        709.68         709.68           7/1/2007        125,000.00         124,643.56     RT                      6.25    FULL          C-                   150,000.00     NA                    124,763.61    NO PPP
412447575        777.82         777.82           7/1/2007         84,000.00          83,801.17     CO                     10.65    FULL          AA                   426,300.00     NA                     83,868.44    NO PPP
412447576      1,807.90       1,807.90           7/1/2007        336,000.00         334,925.33     RT                     5.825    FULL          AA                   426,300.00     NA                    335,286.93    NO PPP
412452259        568.56         568.56           7/1/2007         60,300.00          60,141.09     P                     10.875    FULL          A+                    67,000.00      67,000.00             60,187.52               5%
412447579      1,566.57       1,566.57           7/1/2007        210,392.00         210,273.98     P                      8.825    LITE          AAA                  265,000.00     262,990.00            210,313.90    NO PPP
412452260      2,556.75       2,556.75           7/1/2007        460,300.00         458,923.80     P                      6.075    STATED        AA                   576,500.00     575,384.00            459,387.17    CA STYLE
412452262      1,026.70       1,026.70           7/1/2007        115,050.00         114,751.06     P                       10.2    STATED        AA                   576,500.00     575,384.00            114,852.40    NO PPP
412447582      2,329.58       2,329.58           7/1/2007        354,000.00         353,286.45     CO                       7.5    LITE          AA                   485,000.00     NA                    353,527.27    2 MO INT
412447588      1,549.31       1,549.31           7/1/2007        190,800.00         190,586.08     P                      9.525    STATED        AA                   212,000.00     212,000.00            190,658.29    NO PPP
412447589      1,204.17       1,204.17           7/1/2007        170,000.00         169,999.99     CO                       8.5    FULL          AA                   200,000.00     NA                    170,000.00    NO PPP
412447591      4,048.76       4,048.76           7/1/2007        492,000.00         491,779.33     CO                       9.8    STATED        B                    615,000.00     NA                    491,843.67    CA STYLE
412447598        544.37         544.37           8/1/2007         60,000.00          59,608.75     CO                      10.4    FULL          C                    103,000.00     NA                     59,636.27    NO PPP
412447604      2,900.31       2,900.31           7/1/2007        464,000.00         462,758.12     CO                      7.05    FULL          AA                   580,000.00     NA                    463,118.16    CA STYLE
412447606        443.96         443.96           8/1/2007         43,000.00          42,925.13     CO                     12.05    FULL          AA                   215,000.00     NA                     42,937.92    NO PPP
412447607      1,173.34       1,173.34           8/1/2007        172,000.00         171,182.70     RT                      7.25    FULL          AA                   215,000.00     NA                    171,320.98    CA STYLE
412447609      4,807.07       4,807.07           8/1/2007        624,750.00         623,787.39     P                      8.975    RED           AA                   995,000.00     975,000.00            623,928.00    NO PPP
412447610        955.03         955.03           7/1/2007        137,500.00         137,258.97     CO                      7.99    STATED        AA                   172,000.00     NA                    137,340.38    CA STYLE
412447614      4,165.91       4,165.91           7/1/2007        562,500.00         562,178.40     CO                     8.775    STATED        AA                   625,000.00     NA                    562,287.17    NO PPP
412447628      2,327.62       2,327.62           7/1/2007        347,680.00         347,399.61     P                      7.875    FULL          AA                   435,000.00     434,600.00            347,494.30    NO PPP
412447632      2,905.79       2,905.79           7/1/2007        468,000.00         467,523.11     RT                      7.25    FULL          A+                   585,000.00     NA                    467,683.99    CA STYLE
412447633      1,167.58       1,167.58           7/1/2007        117,000.00         116,775.15     CO                      11.6    FULL          A+                   585,000.00     NA                    116,851.55    NO PPP
412447635      1,364.65       1,364.65           8/1/2007        163,000.00         162,504.18     CO                      9.45    STATED        AA                   240,000.00     NA                    162,588.45    NO PPP
412447638      1,168.65       1,168.65           7/1/2007        176,400.00         176,400.00     CO                      7.95    FULL          AA                   196,000.00     NA                    176,400.00    CA STYLE
412447641        913.44         913.44           7/1/2007        135,000.00         134,746.55     CO                      7.75    FULL          B                    180,000.00     NA                    134,832.12    CA STYLE
412447642      1,508.21       1,508.21           7/1/2007        205,200.00         204,891.97     CO                     8.525    FULL          AA                   228,000.00     NA                    204,996.11    CA STYLE
412452278      1,040.25       1,040.25           7/1/2007        146,000.00         146,000.00     P                       8.55    LITE          AA                   198,000.00     182,500.00            146,000.00    CA STYLE
412447645      2,440.63       2,440.63           7/1/2007        289,750.00         289,412.36     P                      9.913    LITE          AA                   306,000.00     305,000.00            289,510.82    NO PPP
412447650        959.77         959.77           7/1/2007        118,750.00         118,357.48     P                       9.05    LITE          AA                   153,000.00     125,000.00            118,490.29    CA STYLE
412447653        694.27         694.27           7/1/2007         85,500.00          85,388.06     CO                     9.525    FULL          AA                    95,000.00     NA                     85,420.68               2%
412447654         889.4          889.4           8/1/2007        103,300.00         102,952.20     RT                     9.775    FULL          A-                   123,000.00     NA                    103,002.56    CA STYLE
412447656        144.96         144.96           7/1/2007         16,800.00          16,752.48     P                        9.8    FULL          AAA                   84,000.00      84,000.00             16,768.58    NO PPP
412447657      1,516.89       1,516.89           7/1/2007        236,000.00         236,000.00     RT                     7.713    FULL          AA                   295,000.00     NA                    236,000.00    NO PPP
412447664      2,624.90       2,624.90           7/1/2007        342,000.00         341,469.19     P                       8.95    RED           AA                   375,000.00     360,000.00            341,623.68    CA STYLE
412447666        255.59         255.59           7/1/2007         27,380.00          27,316.73     P                      10.75    FULL          AA                   140,000.00     136,900.00             27,338.20    NO PPP
412447667         709.6          709.6           7/1/2007        109,520.00         109,520.00     P                      7.775    FULL          AA                   140,000.00     136,900.00            109,520.00    NO PPP
412447670      1,137.73       1,137.73           7/1/2007        142,500.00         142,332.26     CO                      9.35    FULL          C                    190,000.00     NA                    142,389.04    NO PPP
412447674      1,942.98       1,942.98           8/1/2007        293,657.00         293,369.16     P                      7.775    RED           AA                   372,000.00     367,072.00            293,411.08    CA STYLE
412452289        568.56         568.56           7/1/2007         60,300.00          60,141.09     P                     10.875    FULL          A+                    67,000.00      67,000.00             60,187.52               5%
412447679        683.23         683.23           7/1/2007         74,998.00          74,781.54     P                      10.45    STATED        AAA                  375,000.00     374,990.00             74,844.73    NO PPP
412447680      1,706.20       1,706.20           7/1/2007        299,992.00         299,992.01     P                      6.825    STATED        AAA                  375,000.00     374,990.00            299,992.00    CA STYLE
412447682      3,008.25       3,008.25           7/1/2007        378,000.00         378,000.00     CO                      9.55    STATED        AA                   420,000.00     NA                    378,000.00    NO PPP
412447687      1,868.04       1,868.04           7/1/2007        220,500.00         220,284.76     CO                     9.975    STATED        A+                   245,000.00     NA                    220,357.70    NO PPP
412447698      1,898.03       1,898.03           7/1/2007        275,200.00         274,624.76     P                      7.925    STATED        AAA                  356,000.00     344,000.00            274,791.83    CA STYLE
412447700         655.2          655.2           7/1/2007         68,800.00          68,623.47     P                         11    STATED        AAA                  356,000.00     344,000.00             68,675.06    NO PPP
412447706      2,238.32       2,238.32           7/1/2007        394,250.00         393,125.84     P                       6.25    FULL          AA                   425,000.00     415,000.00            393,504.46    CA STYLE
412447707        972.65         972.65           7/1/2007        124,200.00         123,758.88     CO                       8.7    FULL          AA                   138,000.00     NA                    123,908.05    NO PPP
412447712      2,589.65       2,589.65           7/1/2007        370,500.00         370,143.37     P                       8.25    LITE          AA                   395,000.00     390,000.00            370,232.28    CA STYLE
412452298      1,728.75       1,728.75           7/1/2007        307,696.00         307,264.25     P                      6.475    STATED        AA                   385,000.00     384,620.00            307,404.72    CA STYLE
412447718        300.89         300.89           7/1/2007         34,000.00          33,894.29     CO                      10.1    FULL          AA                   170,000.00     NA                     33,925.13    NO PPP
412447719        852.29         852.29           7/1/2007        136,000.00         135,842.28     CO                     7.325    FULL          AA                   170,000.00     NA                    135,888.03               2%
412452300      1,276.52       1,276.52           8/1/2007        166,400.00         165,675.55     P                      8.475    LITE          AAA                  220,000.00     208,000.00            165,781.24    CA STYLE
412447720      2,960.84       2,960.83           7/1/2007        646,000.00         645,999.50     P                        5.5    FULL          AA                   770,000.00     760,000.00            645,999.50    NO PPP
412447721        950.73         950.73           8/1/2007        136,000.00         135,765.73     CO                      8.05    FULL          A+                   189,000.00     NA                    135,805.43    NO PPP
412447727      1,789.95       1,789.95           8/1/2007        272,000.00         271,451.79     CO                       7.5    FULL          B                    320,000.00     NA                    271,544.59    CA STYLE
412447728      1,929.22       1,929.22           7/1/2007        250,325.00         249,246.14     P                      8.525    FULL          AA                   295,000.00     294,500.00            249,559.86    CA STYLE
412447732        447.96         447.96           8/1/2007         54,000.00          53,943.40     CO                      9.75    FULL          AA                    62,000.00     NA                     53,952.99    NO PPP
412447734         977.1          977.1           7/1/2007        123,920.00         123,486.54     P                      8.775    LITE          AAA                  155,000.00     154,900.00            123,633.14    CA STYLE
412447735      1,434.34       1,433.34           7/1/2007        208,000.00         207,855.08     RT                     8.275    FULL          AAA                  260,000.00     NA                    207,855.07    NO PPP
412447736      2,699.89       2,699.82           7/1/2007        463,500.00         463,480.80     CO                      6.99    FULL          AA                   525,000.00     NA                    463,480.89    2 MO INT
412447737      1,596.58       1,596.58           7/1/2007        210,545.00         209,741.92     P                       8.35    LITE          AA                   233,939.00     233,939.00            210,013.34    CA STYLE
412447753      2,330.88       2,330.88           7/1/2007        285,000.00         284,635.17     P                        9.6    RED           AA                   300,000.00     300,000.00            284,741.49    NO PPP
412447757      3,439.33       3,439.33           7/1/2007        536,000.00         536,000.01     CO                       7.7    FULL          A-                   670,000.00     NA                    536,000.00    NO PPP
412447760      3,425.33       3,425.33           7/1/2007        448,000.00         448,000.01     CO                     9.175    STATED        A+                   560,000.00     NA                    448,000.00    CA STYLE
412447766      1,098.02       1,098.02           7/1/2007        141,300.00         141,300.00     P                      9.325    STATED        AA                   157,000.00     157,000.00            141,300.00    CA STYLE
412452312      2,892.27       2,892.27           7/1/2007        405,000.00         404,341.40     CO                      8.25    STATED        A+                   450,000.00     NA                    404,563.95    NO PPP
412447767      4,419.02       4,419.02           7/1/2007        589,000.00         588,165.97     CO                     8.725    STATED        A+                   620,000.00     NA                    588,448.02    CA STYLE
412447773        356.56         356.56           7/1/2007         37,000.00          36,403.67     P                      11.15    STATED        AA                   207,000.00     185,000.00             36,439.78    NO PPP
412447774      1,188.19       1,188.19           7/1/2007        148,000.00         147,503.16     P                      8.975    STATED        AA                   207,000.00     185,000.00            147,671.25    NO PPP
412452314      2,468.39       2,468.39           7/1/2007        528,940.00         528,939.99     P                        5.6    FULL          AAA                  661,500.00     661,175.00            528,940.00    CA STYLE
412447780      1,100.36       1,100.36           7/1/2007        145,825.00         145,733.74     P                       8.95    RED           A+                   154,000.00     153,500.00            145,760.30    CA STYLE
412447781      2,404.75       2,404.75           7/1/2007        346,000.00         345,711.22     CO                       8.2    FULL          AA                   365,000.00     NA                    345,795.14    NO PPP
412447784      1,148.77       1,148.77           7/1/2007        135,150.00         134,752.33     P                      9.625    STATED        A+                   161,000.00     159,000.00            134,886.60    CA STYLE
412452324        800.25         800.25           7/1/2007        132,000.00         132,000.00     P                      7.275    STATED        AAA                  165,000.00     165,000.00            132,000.00    CA STYLE
412447802        879.75         879.75           7/1/2007        106,050.00         105,939.21     CO                      9.75    FULL          B                    141,400.00     NA                    105,976.74               2%
412447803      1,560.94       1,560.94           7/1/2007        220,000.00         219,034.08     CO                      7.65    LITE          AA                   390,000.00     NA                    219,360.15    NO PPP
412447804        256.54         256.54           7/1/2007         28,275.00          28,204.55     CO                      10.4    FULL          AA                   202,000.00     NA                     28,228.44    NO PPP
412447805      1,018.43       1,018.43           7/1/2007        150,800.00         150,681.77     CO                      7.95    FULL          AA                   202,000.00     NA                    150,721.70    NO PPP
412447808      1,767.47       1,767.47           7/1/2007        232,000.00         230,953.50     P                        8.4    STATED        AA                   290,000.00     290,000.00            231,251.95    NO PPP
412447809      1,065.42       1,065.42           7/1/2007        143,100.00         142,664.01     P                       8.65    FULL          AA                   160,000.00     159,000.00            142,737.32    NO PPP
412447811        998.16         998.16           7/1/2007        153,400.00         153,081.97     CO                       7.4    FULL          AA                   236,000.00     NA                    153,189.29    CA STYLE
412447815        990.99         990.99           7/1/2007        108,000.00         107,738.91     CO                    10.538    FULL          B                    143,000.00     NA                    107,827.47               1%
412447827        578.63         578.63           7/1/2007         81,950.00          81,586.62     RT                       7.6    LITE          A+                   107,000.00     NA                     81,709.28    CA STYLE
412447828        791.84         791.84           7/1/2007         97,750.00          97,639.92     RT                       9.5    FULL          A+                   115,000.00     NA                     97,677.19    CA STYLE
412447829      1,427.93       1,427.93           7/1/2007        142,000.00         141,732.99     P                       11.7    STATED        AAA                  710,000.00     710,000.00            141,823.73    NO PPP
412447830      3,999.67       3,999.67           7/1/2007        568,000.00         567,999.99     P                       8.45    STATED        AAA                  710,000.00     710,000.00            568,000.00    NO PPP
412447831        777.05         777.05           7/1/2007         86,000.00          85,746.42     CO                     10.35    FULL          AAA                  430,000.00     NA                     85,820.44    NO PPP
412447832      2,257.50       2,257.50           7/1/2007        344,000.00         344,000.00     RT                     7.875    FULL          AAA                  430,000.00     NA                    344,000.00    NO PPP
412447833      1,011.86       1,011.86           7/1/2007        105,000.00         104,777.49     P                      11.15    STATED        AAA                  530,000.00     525,000.00            104,853.04    NO PPP
412447834      3,074.50       3,074.50           7/1/2007        420,000.00         418,272.01     P                      7.975    STATED        AAA                  530,000.00     525,000.00            418,855.65    NO PPP
412447843         682.4          682.4           8/1/2007         85,000.00          84,665.88     CO                     8.975    STATED        AA                   160,000.00     NA                     84,714.68    CA STYLE
412447844      3,455.16       3,455.16           7/1/2007        427,500.00         425,845.24     CO                      9.05    RED           AA                   450,000.00     NA                    426,326.94    CA STYLE
412447847      3,188.63       3,188.63           7/1/2007        446,500.00         445,762.05     RT                      8.25    FULL          AA                   470,000.00     NA                    446,007.55    NO PPP
412447848      1,909.12       1,909.12           7/1/2007        247,500.00         247,176.76     CO                         9    FULL          A+                   275,000.00     NA                    247,286.12    NO PPP
412447850        761.02         761.02           7/1/2007        120,000.00         119,714.36     CO                     7.175    STATED        AA                   305,000.00     NA                    119,804.01    CA STYLE
412447854      2,333.85       2,333.85           7/1/2007        376,000.00         374,970.43     P                       6.99    FULL          AA                   510,000.00     470,000.00            375,267.13    CA STYLE
412447856      2,025.84       2,025.84           8/1/2007        252,000.00         251,156.72     CO                      8.99    FULL          AA                   340,000.00     NA                    251,299.90    CA STYLE
412447859      1,959.96       1,959.96           7/1/2007        280,000.00         279,771.83     P                      8.263    STATED        AA                   371,000.00     350,000.00            279,838.14    CA STYLE
412447861        687.87         687.87           7/1/2007         70,000.00          69,835.00     P                       11.4    STATED        AA                   371,000.00     350,000.00             69,883.19    NO PPP
412447872      3,359.73       3,359.73           7/1/2007        431,250.00         430,600.14     CO                       9.1    STATED        A-                   575,000.00     NA                    430,786.71    CA STYLE
412447881      1,599.47       1,599.46           7/1/2007        211,500.00         211,498.38     P                      9.075    STATED        AA                   235,000.00     235,000.00            211,498.39               2%
412447885      2,557.52       2,557.52           8/1/2007        361,950.00         361,344.14     RT                      8.15    STATED        AA                   381,000.00     NA                    361,446.83    NO PPP
412447886      1,013.24       1,013.24           7/1/2007        100,000.00          99,784.36     P                       11.8    STATED        AAA                  500,000.00     500,000.00             99,847.48    NO PPP
412447887      2,191.67       2,191.64           7/1/2007        400,000.00         399,995.00     P                      6.575    STATED        AAA                  500,000.00     500,000.00            399,995.00    NO PPP
412447891      1,579.43       1,579.43           8/1/2007        220,000.00         219,625.14     CO                       8.3    STATED        AA                   275,000.00     NA                    219,685.08    CA STYLE
412447892      3,609.32       3,609.32           7/1/2007        548,250.00         548,249.96     P                        7.9    NINA          AAA                  660,000.00     645,000.00            548,249.98    NO PPP
412447893      1,701.38       1,701.38           7/1/2007        260,000.00         259,468.54     CO                      7.45    STATED        AA                   325,000.00     NA                    259,647.89    CA STYLE
412447896      1,624.56       1,624.56           8/1/2007        270,000.00         269,698.27     CO                         7    FULL          A+                   400,000.00     NA                    269,749.29    NO PPP
412447900      1,245.40       1,245.40           7/1/2007        147,000.00         146,950.05     RT                      10.1    FULL          C-                   210,000.00     NA                    146,966.98    CA STYLE
412452352      6,289.23       6,289.23           7/1/2007        880,000.00         875,545.08     RT                     7.725    FULL          AA                 1,100,000.00     NA                    876,838.40    CA STYLE
412452354      2,443.75       2,443.75           7/1/2007        320,000.00         319,569.59     CO                       8.9    STATED        AAA                  400,000.00     NA                    319,715.19    CA STYLE
412447901         431.4          431.4           7/1/2007         50,850.00          50,800.54     P                       9.99    STATED        AA                    56,500.00      56,500.00             50,817.30               1%
412447903      2,792.02       2,792.02           7/1/2007        392,000.00         391,357.97     RT                     8.225    STATED        AAA                  490,000.00     NA                    391,574.91    CA STYLE
412447904        747.55         747.55           7/1/2007         73,500.00          73,366.31     CO                     11.85    STATED        AAA                  490,000.00     NA                     73,411.75    NO PPP
412447905        671.74         671.74           7/1/2007         85,000.00          84,675.08     CO                       8.8    FULL          AA                   107,000.00     NA                     84,775.55    NO PPP
412447906      1,599.84       1,599.84           7/1/2007        232,000.00         231,999.97     P                      8.275    FULL          AA                   295,000.00     290,000.00            231,999.98    NO PPP
412452358      2,185.86       2,185.86           7/1/2007        266,000.00         265,664.44     P                       9.65    RED           AA                   280,000.00     280,000.00            265,762.21    3 MO INT
412447908      2,495.05       2,495.05           7/1/2007        357,500.00         357,499.04     CO                     8.375    STATED        AA                   555,000.00     NA                    357,499.05    CA STYLE
412452361        881.34         881.34           7/1/2007        116,800.00         116,736.93     P                       8.95    STATED        AA                   146,000.00     146,000.00            116,758.05    CA STYLE
412452362        286.94         286.94           7/1/2007         29,200.00          29,141.26     P                       11.4    STATED        AA                   146,000.00     146,000.00             29,161.17    NO PPP
412447913      3,488.07       3,488.07           7/1/2007        418,500.00         417,995.53     CO                       9.8    STATED        AA                   465,000.00     NA                    418,142.61    CA STYLE
412447917        507.49         507.49           7/1/2007         52,250.00          52,141.60     P                      11.25    RED           AA                    59,000.00      55,000.00             52,178.41    CA STYLE
412447918      1,455.58       1,455.58           7/1/2007        159,125.00         158,733.80     P                       10.5    RED           AA                   169,900.00     167,500.00            158,865.39    NO PPP
412447919      1,124.29       1,124.29           7/1/2007        119,000.00         118,733.78     CO                      10.9    FULL          A-                   150,000.00     NA                    118,824.13    NO PPP
412447922         943.3          943.3           7/1/2007        133,500.00         133,238.43     RT                      8.15    FULL          A+                   215,000.00     NA                    133,314.43    NO PPP
412447923      1,441.01       1,441.01           7/1/2007        187,000.00         186,713.13     CO                      8.99    FULL          AA                   220,000.00     NA                    186,796.63    CA STYLE
412447928      1,316.88       1,316.88           7/1/2007        245,000.00         244,999.99     CO                      6.45    FULL          AA                   355,000.00     NA                    245,000.00    NO PPP
412447929      1,517.14       1,517.14           7/1/2007        200,000.00         199,895.21     CO                         9    STATED        AA                   245,000.00     NA                    199,930.66    NO PPP
412447930      1,456.32       1,456.32           7/1/2007        163,875.00         163,370.88     P                      10.15    STATED        AA                   172,500.00     172,500.00            163,517.96    CA STYLE
412447931      2,097.00       2,097.00           7/1/2007        360,000.00         360,000.00     RT                      6.99    FULL          AA                   450,000.00     NA                    360,000.00    CA STYLE
412447936      1,448.77       1,448.77           7/1/2007        197,000.00         197,000.00     P                      8.825    STATED        AAA                  247,000.00     246,369.00            197,000.00    NO PPP
412447940      1,929.93       1,929.93           7/1/2007        247,000.00         246,078.37     CO                     8.675    FULL          AA                   295,000.00     NA                    246,377.10    CA STYLE
412447941      1,741.20       1,741.20           7/1/2007        283,500.00         282,621.60     CO                       6.9    FULL          AAA                  315,000.00     NA                    282,851.86    CA STYLE
412447943      2,265.52       2,265.52           7/1/2007        360,800.00         360,800.01     P                      7.535    LITE          AA                   455,000.00     451,000.00            360,800.00    NO PPP
412447947      1,635.92       1,635.92           7/1/2007        268,000.00         267,999.99     RT                     7.325    RED           A+                   335,000.00     NA                    268,000.00    NO PPP
412447949      4,365.43       4,365.43           7/1/2007        541,500.00         540,601.83     P                       9.45    STATED        AAA                  570,000.00     570,000.00            540,815.68    NO PPP
412447950      4,300.89       4,300.89           7/1/2007        776,100.00         776,099.99     RT                      6.65    STATED        AA                   835,000.00     NA                    776,100.00    NO PPP
412447955        500.05         500.05           7/1/2007         80,000.00          79,817.03     CO                      7.05    FULL          AA                   118,000.00     NA                     79,878.74    CA STYLE
412447959      2,256.11       2,256.11           7/1/2007        266,000.00         265,081.42     P                        9.6    RED           AA                   280,000.00     280,000.00            265,349.12    CA STYLE
412447961        916.72         916.72           7/1/2007        122,500.00         122,324.07     CO                       8.7    FULL          AA                   200,000.00     NA                    122,383.17    CA STYLE
412447962      1,666.94       1,666.94           7/1/2007        200,000.00         199,794.19     CO                       9.8    LITE          A-                   250,000.00     NA                    199,863.91    NO PPP
412447963      1,608.75       1,608.75           7/1/2007        234,000.00         234,000.00     RT                      8.25    FULL          AA                   262,000.00     NA                    234,000.00    NO PPP
412447964      2,346.27       2,346.27           7/1/2007        378,000.00         377,090.32     P                       6.99    FULL          AAA                  420,000.00     420,000.00            377,387.16    NO PPP
412447969        926.16         926.16           7/1/2007        127,800.00         127,697.37     CO                     8.575    FULL          AA                   145,000.00     NA                    127,724.39    CA STYLE
412452373      1,842.87       1,842.87           7/1/2007        251,750.00         250,714.23     P                      7.975    LITE          AA                   265,000.00     265,000.00            251,064.07    CA STYLE
412447971      1,944.57       1,944.57           8/1/2007        292,600.00         292,600.00     P                      7.975    FULL          AA                   365,810.00     365,810.00            292,600.00    CA STYLE
412447972        755.25         755.25           8/1/2007         73,150.00          73,000.65     P                      12.05    FULL          AA                   365,810.00     365,810.00             73,022.63    NO PPP
412447977      1,262.32       1,262.32           7/1/2007        150,450.00         149,994.75     P                      9.475    STATED        A+                   177,000.00     177,000.00            150,148.89               1%
412447980      1,125.75       1,125.75           7/1/2007        126,150.00         125,822.26     CO                      10.2    FULL          AA                   145,000.00     NA                    125,933.36    NO PPP
412447981      2,884.70       2,884.70           7/1/2007        416,000.00         415,267.74     RT                     7.975    STATED        AA                   520,000.00     NA                    415,515.07    2 MO INT
412447983      1,107.11       1,107.11           8/1/2007        184,000.00         183,794.37     CO                         7    FULL          AA                   255,000.00     NA                    183,829.14    CA STYLE
412447984      1,550.15       1,550.15           7/1/2007        247,200.00         247,200.00     RT                     7.525    RED           AA                   309,000.00     NA                    247,200.00    NO PPP
412447989      1,996.52       1,996.52           7/1/2007        305,200.00         305,199.99     CO                      7.85    FULL          AA                   321,300.00     NA                    305,200.00    NO PPP
412447992      1,878.78       1,878.78           7/1/2007        214,540.00         213,955.46     CO                     9.975    FULL          A-                   252,400.00     NA                    214,153.54    CA STYLE
412448004      1,695.06       1,695.06           7/1/2007        208,250.00         208,019.01     CO                      9.55    FULL          A-                   245,000.00     NA                    208,097.23    CA STYLE
412448006      1,553.09       1,553.09           7/1/2007        180,000.00         179,477.60     CO                       9.8    STATED        A-                   231,000.00     NA                    179,650.20    NO PPP
412448008      3,074.49       3,074.49           7/1/2007        420,000.00         418,272.08     CO                     7.975    STATED        AA                   525,000.00     NA                    418,855.70    NO PPP
412448012      3,059.00       3,059.00           7/1/2007        552,000.00         552,000.00     P                       6.65    FULL          AAA                  690,000.00     690,000.00            552,000.00    NO PPP
412448013      1,170.46       1,170.46           7/1/2007        138,000.00         137,593.18     P                        9.6    FULL          AAA                  690,000.00     690,000.00            137,730.95    NO PPP
412448014        922.54         922.54           7/1/2007        154,800.00         154,619.57     CO                     6.925    FULL          AA                   258,000.00     NA                    154,679.56    CA STYLE
412448015      1,683.78       1,683.78           7/1/2007        225,000.00         224,679.06     CO                       8.7    FULL          AA                   254,000.00     NA                    224,787.59    CA STYLE
412448018      2,982.58       2,982.58           7/1/2007        449,440.00         448,703.31     P                      7.575    STATED        AAA                  600,000.00     561,800.00            449,000.77    CA STYLE
412448019      1,138.49       1,138.49           7/1/2007        112,360.00         112,165.14     P                       11.8    STATED        AAA                  600,000.00     561,800.00            112,235.17    NO PPP
412448020      2,235.20       2,235.20           7/1/2007        310,500.00         309,176.96     RT                       7.8    FULL          AA                   345,000.00     NA                    309,623.70    NO PPP
412448021        756.55         756.55           7/1/2007        100,000.00          99,616.60     CO                     8.325    FULL          AA                   158,000.00     NA                     99,746.17            54321
412448023      2,077.46       2,077.46           8/1/2007        310,000.00         309,286.57     CO                     7.663    FULL          AA                   375,000.00     NA                    309,388.33    2 MO INT
412448031      2,892.61       2,892.61           7/1/2007        375,000.00         374,510.23     P                          9    LITE          AA                   395,000.00     395,000.00            374,675.93    CA STYLE
412448032      1,345.42       1,345.42           7/1/2007        171,000.00         170,789.48     CO                       9.2    FULL          A+                   226,000.00     NA                    170,860.73    CA STYLE
412448037      3,050.14       3,050.14           7/1/2007        425,600.00         425,599.98     RT                       8.6    STATED        AA                   532,000.00     NA                    425,599.99    CA STYLE
412448039      1,334.33       1,334.33           8/1/2007        208,000.00         207,552.60     RT                     7.275    STATED        AAA                  260,000.00     NA                    207,628.18    NO PPP
412448043        499.14         499.14           8/1/2007         52,000.00          51,886.83     CO                      11.1    STATED        AAA                  260,000.00     NA                     51,905.84    NO PPP
412448045      1,069.84       1,069.84           8/1/2007        203,950.00         203,568.62     P                      5.975    FULL          AA                   257,000.00     254,990.00            203,624.58    CA STYLE
412448046      2,893.64       2,893.64           7/1/2007        386,750.00         386,198.00     CO                     8.698    FULL          AA                   554,000.00     NA                    386,384.66    CA STYLE
412448048        469.88         469.88           7/1/2007         50,950.00          50,828.42     P                       10.6    FULL          AA                   257,000.00     254,990.00             50,869.66    NO PPP
412448053      2,337.09       2,337.09           7/1/2007        395,000.00         394,999.98     CO                       7.1    STATED        AA                   530,000.00     NA                    394,999.99    CA STYLE
412448059      2,567.37       2,567.37           7/1/2007        303,750.00         303,451.20     CO                      9.95    FULL          C                    405,000.00     NA                    303,552.45    CA STYLE
412448062      2,882.00       2,882.00           7/1/2007        524,000.00         523,963.90     P                        6.6    FULL          AAA                  655,000.00     655,000.00            523,963.90    NO PPP
412448063        840.03         839.93           8/1/2007        126,400.00         126,283.67     P                      7.975    FULL          AA                   158,000.00     158,000.00            126,284.34    CA STYLE
412448064      1,111.09       1,111.09           7/1/2007        131,000.00         130,573.96     P                        9.6    FULL          AAA                  655,000.00     655,000.00            130,705.38    NO PPP
412448065      2,664.84       2,662.67           7/1/2007        433,600.00         433,248.01     RT                     7.375    FULL          A+                   542,000.00     NA                    433,248.01    NO PPP
412448066      1,055.73       1,055.73           7/1/2007        152,000.00         151,688.18     P                       7.99    FULL          A-                   200,000.00     190,000.00            151,778.75    CA STYLE
412448067        580.47         580.47           7/1/2007         51,000.00          50,312.94     CO                    11.025    LITE          C                    175,000.00     NA                     50,546.16    NO PPP
412448069      1,269.66       1,269.66           7/1/2007        175,200.00         175,091.83     P                      8.575    FULL          AAA                  266,000.00     219,000.00            175,128.40    NO PPP
412448070        432.08         432.08           7/1/2007         43,800.00          43,713.02     P                      11.45    FULL          AAA                  266,000.00     219,000.00             43,742.57    NO PPP
412448073      1,535.68       1,535.68           7/1/2007        218,500.00         218,128.96     RT                       8.1    FULL          AA                   230,000.00     NA                    218,254.31    CA STYLE
412448078      1,593.63       1,593.63           7/1/2007        189,525.00         188,954.47     P                        9.5    STATED        AA                   210,000.00     199,500.00            189,147.65    CA STYLE
412448085      1,393.16       1,393.16           7/1/2007        167,940.00         167,258.11     P                       9.75    STATED        AA                   187,000.00     186,600.00            167,325.66    NO PPP
412452399        608.15         608.15           7/1/2007         60,020.00          59,909.60     CO                      11.8    FULL          AA                   302,000.00     NA                     59,947.12    NO PPP
412448089      1,227.68       1,227.68           7/1/2007        208,000.00         207,686.19     CO                      6.85    FULL          AA                   260,000.00     NA                    207,769.75    CA STYLE
412452401      1,686.91       1,686.91           7/1/2007        240,080.00         239,004.77     RT                      7.55    FULL          AA                   302,000.00     NA                    239,367.68    NO PPP
412448092      2,926.00       2,926.00           7/1/2007        528,000.00         528,000.00     P                       6.65    FULL          AAA                  660,000.00     660,000.00            528,000.00    CA STYLE
412448093      1,168.16       1,168.16           7/1/2007        132,000.00         131,649.73     P                       10.1    FULL          AAA                  660,000.00     660,000.00            131,768.45    NO PPP
412448095        558.39         558.39           7/1/2007         75,000.00          74,891.48     CO                      8.65    FULL          AA                   132,000.00     NA                     74,928.18              321
412448098        536.62         536.62           8/1/2007         76,000.00          75,662.98     CO                       7.6    LITE          AA                    98,000.00     NA                     75,720.04    NO PPP
412448106      1,156.40       1,156.40           8/1/2007        148,000.00         147,471.64     RT                     8.675    FULL          AA                   185,000.00     NA                    147,561.29    NO PPP
412448107        290.02         290.02           8/1/2007         37,000.00          36,868.88     CO                      8.71    FULL          AA                   185,000.00     NA                     36,891.13    NO PPP
412448108        823.49         823.49           7/1/2007        103,500.00         103,139.55     CO                     8.875    FULL          AA                   115,000.00     NA                    103,259.59               2%
412448109      2,030.21       2,030.21           7/1/2007        239,310.00         239,077.49     P                       9.99    STATED        AA                   273,000.00     265,900.00            239,156.28    CA STYLE
412448113      2,978.30       2,978.30           8/1/2007        441,000.00         440,566.02     P                       7.95    STATED        AA                   507,000.00     490,000.00            440,625.18    NO PPP
412448114      1,065.55       1,065.55           7/1/2007        150,000.00         149,737.29     CO                       8.2    FULL          C                    247,000.00     NA                    149,821.12    NO PPP
412448115      2,215.67       2,215.64           7/1/2007        368,000.00         367,990.35     P                      7.225    STATED        AAA                  460,000.00     460,000.00            367,990.35    NO PPP
412448120        627.01         627.01           8/1/2007         73,500.00          73,429.85     CO                     10.05    FULL          C                    120,000.00     NA                     73,441.79    NO PPP
412448121      1,708.15       1,708.15           7/1/2007        222,000.00         221,707.95     CO                     8.975    FULL          C                    370,000.00     NA                    221,806.76    NO PPP
412448123        581.69         581.69           7/1/2007         76,000.00          75,715.91     CO                      8.45    FULL          AA                    95,000.00     NA                     75,811.94    NO PPP
412448125        933.56         933.56           7/1/2007        152,000.00         151,589.98     RT                       6.9    FULL          AA                   190,000.00     NA                    151,712.76    CA STYLE
412448126        392.34         392.34           7/1/2007         38,000.00          37,933.83     CO                     12.05    FULL          AA                   190,000.00     NA                     37,956.33    NO PPP
412448128      1,132.06       1,132.06           7/1/2007        230,250.00         230,250.01     CO                       5.9    FULL          AA                   345,000.00     NA                    230,250.00    NO PPP
412448129      2,378.97       2,378.97           7/1/2007        344,000.00         343,390.16     P                       7.95    STATED        AAA                  445,000.00     430,000.00            343,596.13    CA STYLE
412448131      1,678.11       1,678.11           7/1/2007        180,000.00         179,682.19     CO                     11.05    FULL          B                    225,000.00     NA                    179,728.62    NO PPP
412448132        835.28         835.28           7/1/2007         86,000.00          85,821.69     P                      11.25    STATED        AAA                  445,000.00     430,000.00             85,882.24    NO PPP
412448134      3,058.59       3,058.59           7/1/2007        508,000.00         507,999.99     P                      7.225    LITE          AA                   635,000.00     635,000.00            508,000.00    CA STYLE
412452410        955.15         955.15           7/1/2007        132,000.00         131,764.23     P                      8.375    STATED        AA                   166,600.00     165,000.00            131,834.58    NO PPP
412448136      2,970.40       2,970.40           7/1/2007        400,000.00         399,773.48     P                        8.8    STATED        AA                   425,000.00     422,000.00            399,850.09    NO PPP
412452411        341.98         341.98           7/1/2007         33,000.00          32,943.21     P                       12.1    STATED        AA                   166,600.00     165,000.00             32,962.52    NO PPP
412448138        704.57         704.57           7/1/2007         69,800.00          69,670.18     P                      11.75    FULL          AA                   355,000.00     349,000.00             69,714.30    NO PPP
412448139      1,300.50       1,300.50           7/1/2007        204,000.00         204,000.00     RT                      7.65    FULL          AA                   255,000.00     NA                    204,000.00    NO PPP
412448140      1,704.28       1,704.28           7/1/2007        279,200.00         279,200.01     P                      7.325    FULL          AA                   355,000.00     349,000.00            279,200.00    CA STYLE
412448145        938.44         938.44           7/1/2007        157,500.00         157,499.99     CO                      7.15    FULL          AA                   175,000.00     NA                    157,500.00    CA STYLE
412448147      1,590.90       1,590.90           7/1/2007        209,375.00         209,089.23     P                       8.85    STATED        AA                   240,000.00     220,395.00            209,185.89    CA STYLE
412448148        935.39         935.39           7/1/2007        124,800.00         124,310.00     CO                     8.225    STATED        AAA                  156,000.00     NA                    124,475.00    CA STYLE
412448152         285.4          285.4           7/1/2007         31,200.00          31,063.75     CO                      10.5    STATED        AAA                  156,000.00     NA                     31,090.58    NO PPP
412448154        975.76         975.76           7/1/2007        130,000.00         129,929.14     CO                       8.9    FULL          AA                   140,000.00     NA                    129,953.11    CA STYLE
412448155      1,420.25       1,420.25           7/1/2007        299,000.00         299,000.00     CO                       5.7    FULL          AAA                  525,000.00     NA                    299,000.00    CA STYLE
412448156      1,057.96       1,057.96           7/1/2007        143,500.00         142,901.51     CO                      8.05    FULL          A+                   205,000.00     NA                    143,098.19    CA STYLE
412448160        919.77         919.77           7/1/2007        115,200.00         114,532.64     CO                      9.35    FULL          AA                   128,000.00     NA                    114,586.75    NO PPP
412448162      3,147.34       3,147.34           7/1/2007        416,000.00         415,769.72     P                      8.975    LITE          AA                   550,000.00     520,000.00            415,844.34    NO PPP
412448165      2,807.27       2,807.27           7/1/2007        390,000.00         389,335.22     CO                     8.325    FULL          B                    640,000.00     NA                    389,545.54    CA STYLE
412448166        933.08         933.08           7/1/2007        107,000.00         106,704.90     CO                     9.925    LITE          AA                   135,000.00     NA                    106,804.74    CA STYLE
412448167      2,439.16       2,439.16           7/1/2007        451,000.00         450,798.04     RT                      6.49    FULL          AA                   500,000.00     NA                    450,798.05    NO PPP
412452426      1,610.20       1,610.20           7/1/2007        244,000.00         243,511.70     RT                     7.525    FULL          AA                   305,000.00     NA                    243,676.51    CA STYLE
412452427        677.17         677.17           7/1/2007         61,000.00          60,914.95     CO                     13.05    FULL          AA                   305,000.00     NA                     60,943.92    NO PPP
412448170      1,206.66       1,206.66           8/1/2007        140,800.00         140,667.68     RT                      10.1    STATED        A-                   185,000.00     NA                    140,690.20    CA STYLE
412448171      1,254.09       1,254.09           7/1/2007        148,500.00         148,057.61     CO                      9.55    STATED        AA                   165,000.00     NA                    148,207.42    NO PPP
412448173         820.8          820.8           7/1/2007        109,000.00         108,577.87     CO                     8.275    FULL          AA                   220,000.00     NA                    108,720.52    CA STYLE
412448174      1,989.00       1,985.74           7/1/2007        312,000.00         311,995.26     P                       7.65    FULL          AA                   390,000.00     390,000.00            311,988.86    CA STYLE
412452430      2,730.93       2,730.93           7/1/2007        356,250.00         356,070.42     CO                       9.1    STATED        AA                   376,000.00     NA                    356,131.19    NO PPP
412448179        245.04         245.04           7/1/2007         28,400.00          28,319.74     P                        9.8    FULL          AA                   144,000.00     142,000.00             28,346.93    NO PPP
412448180        833.56         833.56           7/1/2007        113,600.00         113,134.95     P                          8    FULL          AA                   144,000.00     142,000.00            113,292.03    CA STYLE
412448181      1,564.89       1,564.89           7/1/2007        261,724.00         261,724.00     P                      7.175    FULL          A+                   334,000.00     327,156.00            261,724.00    NO PPP
412448185         928.7          928.7           7/1/2007        121,000.00         120,839.59     CO                      8.95    FULL          A+                   167,000.00     NA                    120,893.86    CA STYLE
412448189        482.16         482.16           7/1/2007         56,000.00          55,840.83     P                      9.775    LITE          AA                    81,000.00      70,000.00             55,894.75    CA STYLE
412448191      1,340.10       1,340.10           8/1/2007        158,000.00         154,506.91     CO                       9.6    FULL          AA                   199,000.00     NA                    154,610.13    NO PPP
412448195      1,771.88       1,771.88           8/1/2007        228,000.00         227,708.76     P                      9.075    LITE          AAA                  285,000.00     285,000.00            227,758.22    CA STYLE
412448198      1,640.54       1,640.54           8/1/2007        195,000.00         194,805.29     CO                       9.9    FULL          C                    300,000.00     NA                    194,838.41    NO PPP
412448200      2,486.28       2,486.28           7/1/2007        350,001.00         349,423.58     CO                       8.2    FULL          C                    565,000.00     NA                    349,618.68    NO PPP
412448205      4,319.22       4,319.22           7/1/2007        600,000.00         597,443.45     RT                       7.8    STATED        AA                   750,000.00     NA                    598,306.70    NO PPP
412448207      1,405.86       1,405.86           7/1/2007        150,000.00         149,657.21     CO                      10.8    STATED        AA                   750,000.00     NA                    149,773.53    NO PPP
412448209      3,355.80       3,355.80           8/1/2007        504,000.00         504,000.00     CO                      7.99    STATED        A-                   630,000.00     NA                    504,000.00    CA STYLE
412448210        828.32         828.32           7/1/2007         98,000.00          97,903.59     CO                      9.95    FULL          AA                   123,000.00     NA                     97,936.26    CA STYLE
412448211      1,734.20       1,734.20           7/1/2007        239,200.00         239,200.00     CO                       8.7    STATED        A-                   299,000.00     NA                    239,200.00               2%
412448212      2,023.95       2,023.95           7/1/2007        320,000.00         319,690.75     CO                       7.4    FULL          AAA                  400,000.00     NA                    319,794.83    NO PPP
412448213      2,056.86       2,056.86           7/1/2007        285,000.00         284,549.81     CO                      8.35    FULL          AA                   320,000.00     NA                    284,701.96    NO PPP
412448216      2,492.80       2,492.80           7/1/2007        389,700.00         388,713.71     CO                      7.25    FULL          AA                   433,000.00     NA                    388,999.76    CA STYLE
412448217      1,306.67       1,306.67           7/1/2007        224,000.00         223,999.99     RT                         7    FULL          A+                   280,000.00     NA                    224,000.00    NO PPP
412448218      2,678.31       2,678.31           7/1/2007        471,750.00         470,404.92     CO                      6.25    FULL          A+                   555,000.00     NA                    470,857.95    NO PPP
412448219      2,011.63       2,011.63           7/1/2007        238,000.00         237,765.92     CO                      9.95    STATED        C                    340,000.00     NA                    237,845.24    NO PPP
412448220      1,926.25       1,926.25           7/1/2007        232,750.00         232,505.04     P                      9.725    STATED        AA                   263,000.00     245,000.00            232,588.01    3 MO INT
412448222      1,754.01       1,754.01           8/1/2007        215,100.00         214,035.73     CO                      9.15    STATED        A+                   239,000.00     NA                    214,156.79    CA STYLE
412448223         430.1          430.1           7/1/2007         54,000.00          53,933.73     RT                     9.325    FULL          AA                   159,000.00     NA                     53,955.46    NO PPP
412448224      3,808.02       3,808.02           7/1/2007        494,910.00         494,258.90     P                      8.975    STATED        AA                   565,000.00     549,900.00            494,479.18    CA STYLE
412448226      2,253.22       2,253.22           7/1/2007        356,250.00         355,891.50     CO                       7.4    FULL          AA                   385,000.00     NA                    356,007.54    CA STYLE
412448227      1,714.65       1,714.57           7/1/2007        243,500.00         243,489.66     CO                      8.45    FULL          AA                   278,000.00     NA                    243,489.65    NO PPP
412448228      2,221.52       2,221.52           7/1/2007        288,000.00         287,622.41     CO                         9    FULL          A+                   320,000.00     NA                    287,749.68    NO PPP
412448229         846.9          846.9           7/1/2007         95,200.00          95,121.07     P                     10.513    STATED        AA                   120,000.00     112,000.00             95,147.84    NO PPP
412448234      1,259.99       1,259.99           8/1/2007        147,600.00         147,156.17     P                      9.675    STATED        AAA                  173,000.00     164,000.00            147,229.13    NO PPP
412448236      2,632.75       2,632.75           7/1/2007        361,000.00         360,446.07     CO                      8.45    FULL          AA                   380,000.00     NA                    360,633.31    NO PPP
412448238      1,708.92       1,708.92           7/1/2007        272,603.00         271,983.74     P                      7.075    LITE          AAA                  350,000.00     340,754.00            272,192.59    CA STYLE
412448240      1,401.75       1,401.75           7/1/2007        189,000.00         189,000.00     CO                       8.9    STATED        AA                   237,500.00     NA                    189,000.00    CA STYLE
412448242         746.2          746.2           7/1/2007         91,105.00          90,758.55     P                        9.2    LITE          AA                   118,500.00      95,900.00             90,858.17    NO PPP
412448243        881.41         881.41           7/1/2007        106,250.00         106,139.00     CO                      9.75    FULL          AA                   125,000.00     NA                    106,176.60    NO PPP
412448246      1,153.74       1,153.74           7/1/2007        147,000.00         146,817.74     CO                     9.175    STATED        A+                   320,000.00     NA                    146,879.42    CA STYLE
412448248        785.96         785.96           7/1/2007         75,050.00          73,895.11     CO                      9.55    LITE          AA                   114,000.00     NA                     74,286.19    NO PPP
412448250        799.18         799.18           7/1/2007        133,250.00         132,913.31     RT                       6.7    FULL          AA                   212,000.00     NA                    133,026.52    NO PPP
412448253        510.47         510.47           8/1/2007         50,000.00          35,607.55     CO                      11.9    RED           A-                   100,000.00     NA                     35,763.37    NO PPP
412448254      1,598.84       1,598.84           7/1/2007        289,600.00         289,599.97     P                      6.625    FULL          AA                   375,000.00     362,000.00            289,599.98    NO PPP
412448256      1,371.60       1,371.60           7/1/2007        172,000.00         171,413.64     P                        8.9    LITE          AAA                  215,000.00     215,000.00            171,611.99    NO PPP
412452443        694.85         694.85           7/1/2007         90,160.00          89,828.14     P                      8.525    FULL          AA                   113,000.00     112,700.00             89,940.33    NO PPP
412448263      1,208.58       1,208.58           7/1/2007        161,500.00         161,269.64     P                        8.7    FULL          AA                   170,000.00     170,000.00            161,347.54    CA STYLE
412448264      1,280.07       1,280.07           7/1/2007        167,200.00         166,976.76     P                      8.925    STATED        AAA                  220,000.00     209,000.00            167,052.28    CA STYLE
412448265        327.65         327.65           7/1/2007         41,800.00          41,651.82     P                       8.71    STATED        AAA                  220,000.00     209,000.00             41,701.93    NO PPP
412448267      2,974.29       2,974.29           8/1/2007        436,000.00         433,928.18     P                       7.25    FULL          AA                   545,000.00     545,000.00            434,278.70    NO PPP
412448269      1,774.44       1,774.44           7/1/2007        227,900.00         227,791.66     P                       9.25    FULL          AA                   239,900.00     239,900.00            227,828.33    NO PPP
412448271      2,343.88       2,343.88           7/1/2007        295,000.00         294,647.44     CO                       9.3    FULL          B                    396,000.00     NA                    294,766.78    CA STYLE
412448273      2,088.31       2,088.31           7/1/2007        246,500.00         246,259.37     CO                     9.975    FULL          B                    290,000.00     NA                    246,340.91    NO PPP
412448274      2,097.45       2,097.45           7/1/2007        360,000.00         359,559.14     CO                      6.75    STATED        AAA                  450,000.00     NA                    359,707.74    NO PPP
412448275      1,080.94       1,080.94           7/1/2007        122,400.00         122,073.47     P                     10.075    STATED        AA                   140,000.00     136,000.00            122,184.14    NO PPP
412448276      1,268.83       1,268.83           7/1/2007        158,400.00         157,865.54     CO                      8.95    FULL          AA                   198,000.00     NA                    158,046.35    NO PPP
412448287      1,913.58       1,913.58           7/1/2007        302,550.00         302,258.40     CO                       7.4    FULL          AA                   415,000.00     NA                    302,356.80    CA STYLE
412448289      1,490.62       1,490.62           7/1/2007        170,000.00         169,538.26     RT                      9.99    FULL          A-                   200,000.00     NA                    169,694.73    CA STYLE
412448290        990.42         990.42           7/1/2007        104,000.00         103,772.31     CO                        11    STATED        AA                   520,000.00     NA                    103,849.59    NO PPP
412448292      2,111.17       2,111.17           7/1/2007        329,750.00         329,443.86     CO                       7.5    FULL          AA                   550,000.00     NA                    329,547.18    NO PPP
412448293      1,314.75       1,314.75           7/1/2007        155,550.00         155,396.97     RT                      9.95    STATED        AA                   183,000.00     NA                    155,448.82    CA STYLE
412448295        738.77         738.77           7/1/2007         91,000.00          90,699.73     CO                       9.1    LITE          AA                   455,000.00     NA                     90,800.51    NO PPP
412452449        537.27         537.27           7/1/2007         70,000.00          69,856.04     CO                      8.95    FULL          A+                   110,000.00     NA                     69,888.20               1%
412448296      1,309.97       1,309.97           7/1/2007        197,950.00         197,489.51     CO                      7.55    FULL          AA                   235,000.00     NA                    197,623.11    NO PPP
412452451      1,152.75       1,152.75           7/1/2007        136,500.00         136,093.35     CO                      9.55    LITE          C                    276,000.00     NA                    136,231.05    NO PPP
412448302        359.26         359.26           7/1/2007         36,000.00          35,930.78     P                       11.6    FULL          AA                   180,000.00     180,000.00             35,954.30    NO PPP
412448303        838.99         838.99           7/1/2007        144,000.00         143,823.60     P                       6.75    FULL          AA                   180,000.00     180,000.00            143,883.06    NO PPP
412448305      2,730.00       2,729.74           7/1/2007        420,000.00         419,892.44     RT                       7.8    FULL          AA                   525,000.00     NA                    419,892.44    NO PPP
412448309        824.15         824.15           7/1/2007        127,200.00         127,200.00     P                      7.775    FULL          AA                   175,000.00     159,000.00            127,200.00    CA STYLE
412448310      1,403.50       1,403.50           7/1/2007        208,000.00         207,606.70     CO                     7.725    LITE          AA                   260,000.00     NA                    207,739.48    NO PPP
412448311        481.51         481.51           7/1/2007         52,000.00          51,877.24     CO                     10.65    FULL          AA                   260,000.00     NA                     51,918.88    NO PPP
412448312      1,478.75       1,478.36           7/1/2007        273,000.00         272,785.51     CO                       6.5    STATED        AA                   420,000.00     NA                    272,785.51    NO PPP
412448313        328.32         328.32           7/1/2007         31,800.00          31,744.65     P                      12.05    FULL          AA                   175,000.00     159,000.00             31,763.47    NO PPP
412448314      1,570.60       1,570.60           8/1/2007        171,000.00         170,586.88     P                      10.55    RED           AA                   197,000.00     180,000.00            170,657.12    CA STYLE
412448315        623.41         623.41           7/1/2007         95,000.00          94,807.19     CO                     7.475    FULL          A-                   235,000.00     NA                     94,872.26    NO PPP
412448317        616.83         616.83           7/1/2007         82,400.00          82,354.69     RT                     8.875    FULL          AA                   103,000.00     NA                     82,370.02    NO PPP
412448318      2,022.16       2,022.16           7/1/2007        278,000.00         277,570.31     P                      8.425    STATED        AAA                  348,000.00     347,500.00            277,715.55    CA STYLE
412448320        717.56         717.56           7/1/2007         69,500.00          69,378.55     P                      12.05    STATED        AAA                  348,000.00     347,500.00             69,419.70    NO PPP
412448321      1,164.82       1,164.82           7/1/2007        135,000.00         134,410.06     CO                       9.8    FULL          A-                   180,000.00     NA                    134,542.71    NO PPP
412448322      2,065.65       2,065.65           7/1/2007        338,400.00         338,400.00     P                      7.325    FULL          AA                   430,000.00     423,000.00            338,400.00    NO PPP
412448323        830.24         830.24           7/1/2007        102,000.00         101,882.66     RT                      9.55    LITE          B                    120,000.00     NA                    101,921.05            54321
412448324      1,405.18       1,405.18           7/1/2007        185,400.00         185,145.06     P                      8.825    STATED        AAA                  207,000.00     206,000.00            185,231.29    CA STYLE
412448325      1,665.37       1,665.37           8/1/2007        196,775.00         196,191.85     CO                     9.575    FULL          AA                   231,500.00     NA                    196,290.98               1%
412448327      1,501.27       1,501.27           7/1/2007        235,200.00         234,979.57     RT                     7.475    FULL          AAA                  294,000.00     NA                    235,053.96    NO PPP
412448328        562.19         562.19           7/1/2007         58,800.00          58,672.66     CO                     11.05    FULL          AAA                  294,000.00     NA                     58,715.89    NO PPP
412448331      1,502.40       1,502.40           8/1/2007        250,400.00         250,400.00     P                        7.2    STATED        AA                   315,000.00     313,000.00            250,400.00    NO PPP
412448333      1,948.63       1,948.63           7/1/2007        357,000.00         356,999.99     CO                      6.55    FULL          AA                   405,000.00     NA                    357,000.00    CA STYLE
412448343        862.06         862.06           7/1/2007        121,500.00         121,035.20     CO                      7.65    FULL          AA                   135,000.00     NA                    121,214.41    CA STYLE
412448345      7,625.00       7,625.00           7/1/2007      1,220,000.00       1,220,000.00     RT                       7.5    FULL          AAA                1,530,000.00     NA                  1,220,000.00    NO PPP
412448346        714.41         714.41           7/1/2007         88,000.00          87,712.13     P                        9.1    FULL          AAA                  500,000.00     440,000.00             87,809.54    NO PPP
412448347      2,072.28       2,072.28           7/1/2007        319,500.00         317,826.06     CO                      6.75    FULL          AA                   355,000.00     NA                    318,390.31    CA STYLE
412448348         562.3          562.3           7/1/2007         57,000.00          56,886.78     P                      11.45    FULL          AA                   292,000.00     285,000.00             56,925.24    NO PPP
412448349      1,454.07       1,454.07           7/1/2007        179,910.00         179,310.32     P                       9.05    STATED        AA                   199,900.00     199,900.00            179,511.58    CA STYLE
412448350      1,344.25       1,344.25           7/1/2007        228,000.00         228,000.00     P                      7.075    FULL          AA                   292,000.00     285,000.00            228,000.00    CA STYLE
412448352      3,376.46       3,376.46           7/1/2007        547,200.00         546,631.98     RT                       7.2    STATED        AAA                  684,000.00     NA                    546,823.59    CA STYLE
412448353      1,271.86       1,271.86           7/1/2007        136,800.00         136,480.61     RT                      10.7    STATED        AAA                  684,000.00     NA                    136,588.97    NO PPP
412448354      1,315.64       1,315.64           7/1/2007        206,000.00         204,888.99     RT                       6.6    FULL          AA                   265,000.00     NA                    205,263.40    NO PPP
412452461      2,677.71       2,677.71           7/1/2007        372,000.00         371,408.06     RT                     8.325    RED           AAA                  465,000.00     NA                    371,608.11    CA STYLE
412452462        935.19         935.19           7/1/2007         93,000.00          92,825.14     CO                      11.7    STATED        AAA                  465,000.00     NA                     92,884.56    NO PPP
412448356      1,512.83       1,512.83           7/1/2007        232,000.00         231,999.66     RT                     7.825    FULL          A+                   290,000.00     NA                    231,999.66               2%
412448357        464.26         464.26           7/1/2007         43,500.00          43,429.90     CO                      12.5    FULL          A+                   290,000.00     NA                     43,453.26    NO PPP
412448358         751.1          751.1           7/1/2007         79,500.00          79,322.16     RT                      10.9    FULL          C                    106,000.00     NA                     79,382.52    CA STYLE
412448360      2,927.08       2,927.08           7/1/2007        500,000.00         500,000.01     RT                     7.025    FULL          AA                   625,000.00     NA                    500,000.00    NO PPP
412448361      1,233.10       1,233.10           7/1/2007        125,000.00         124,751.79     CO                     11.45    FULL          AA                   625,000.00     NA                    124,836.10    NO PPP
412452465      2,053.38       2,053.38           7/1/2007        200,000.00         199,645.99     CO                    11.975    FULL          C-                   395,000.00     NA                    199,766.34    NO PPP
412448363      2,085.17       2,085.17           8/1/2007        240,000.00         239,780.23     CO                     10.25    STATED        B                    320,000.00     NA                    239,816.96    CA STYLE
412448369      2,947.59       2,947.59           7/1/2007        352,000.00         351,643.20     CO                      9.85    STATED        A-                   440,000.00     NA                    351,764.08    CA STYLE
412448372      1,308.56       1,308.56           7/1/2007        160,000.00         159,825.17     CO                       9.6    FULL          A-                   215,000.00     NA                    159,884.38    NO PPP
412448373      2,937.28       2,937.28           7/1/2007        416,000.00         414,145.02     RT                       7.6    FULL          AA                   490,000.00     NA                    414,767.82    NO PPP
412448377        451.91         451.91           7/1/2007         44,600.00          44,491.01     CO                      11.8    FULL          AA                   223,000.00     NA                     44,519.42    NO PPP
412448378      1,170.17       1,170.17           8/1/2007        147,250.00         147,185.28     RT                      9.45    FULL          AA                   165,000.00     NA                    147,196.28    NO PPP
412448380      1,353.22       1,353.22           7/1/2007        198,900.00         198,531.05     RT                       7.8    FULL          AA                   234,000.00     NA                    198,655.37    NO PPP
412448381      1,145.84       1,145.84           7/1/2007        200,000.00         199,999.99     RT                     6.875    FULL          A+                   250,000.00     NA                    200,000.00    NO PPP
412448388        634.43         634.43           7/1/2007         97,500.00          97,297.83     CO                       7.4    FULL          AA                   150,000.00     NA                     97,366.05    CA STYLE
412448389      3,506.20       3,506.20           7/1/2007        455,000.00         454,403.99     CO                      8.99    STATED        AA                   670,000.00     NA                    454,605.63    3 MO INT
412448390         931.9          931.9           7/1/2007        120,640.00         120,198.15     CO                      8.55    FULL          AA                   151,300.00     NA                    120,347.53               5%
412448391      1,331.67       1,331.67           7/1/2007        235,000.00         234,999.99     CO                       6.8    STATED        AA                   350,000.00     NA                    235,000.00    CA STYLE
412448392      4,474.31       4,474.31           7/1/2007        720,000.00         718,329.95     CO                         7    FULL          AA                   900,000.00     NA                    718,893.12    NO PPP
412448395      1,120.06       1,120.06           7/1/2007        145,350.00         145,159.59     RT                      8.99    STATED        A+                   171,000.00     NA                    145,224.01    NO PPP
412452470      1,854.48       1,854.48           7/1/2007        267,000.00         266,532.03     CO                      7.99    LITE          A+                   385,000.00     NA                    266,690.09    CA STYLE
412448397      1,239.39       1,239.39           7/1/2007        153,000.00         152,827.79     CO                       9.5    STATED        AAA                  180,000.00     NA                    152,886.10    CA STYLE
412448401      3,400.77       3,400.77           7/1/2007        408,500.00         408,489.79     P                       9.99    STATED        AA                   430,000.00     430,000.00            408,489.97    NO PPP
412448402      2,433.59       2,433.59           7/1/2007        350,000.00         349,388.34     CO                         8    STATED        AA                   440,000.00     NA                    349,594.94    CA STYLE
412448403        481.38         481.38           7/1/2007         50,850.00          50,736.86     CO                    10.925    LITE          A-                    56,500.00     NA                     50,775.26    CA STYLE
412448405      1,255.97       1,255.97           7/1/2007        183,600.00         183,265.05     CO                      7.85    STATED        A-                   216,000.00     NA                    183,378.16    NO PPP
412448406      2,246.38       2,246.38           7/1/2007        318,150.00         316,739.24     CO                       7.6    STATED        AA                   505,000.00     NA                    317,215.44    CA STYLE
412448407        710.57         710.57           7/1/2007        109,000.00         108,904.31     CO                      7.65    FULL          AA                   115,000.00     NA                    108,936.61    CA STYLE
412448408      1,765.83       1,765.83           8/1/2007        260,000.00         260,000.00     CO                      8.15    FULL          AA                   400,000.00     NA                    260,000.00               2%
412448409      1,578.61       1,578.61           7/1/2007        173,400.00         173,267.32     P                     10.775    STATED        A+                   204,000.00     204,000.00            173,312.34    NO PPP
412448410      3,044.79       3,044.79           7/1/2007        450,000.00         449,155.22     CO                      7.75    FULL          AA                   500,000.00     NA                    449,440.45    NO PPP
412448415      1,352.91       1,352.91           7/1/2007        144,500.00         144,400.00     CO                      11.1    STATED        AA                   170,000.00     NA                    144,433.95    CA STYLE
412448418      1,096.79       1,096.79           8/1/2007        150,000.00         149,423.55     CO                     8.475    STATED        AA                   202,000.00     NA                    149,464.75    CA STYLE
412448419      1,494.67       1,494.67           8/1/2007        236,000.00         236,000.00     P                        7.6    STATED        AA                   309,000.00     295,000.00            236,000.00    CA STYLE
412448422      1,957.50       1,957.50           7/1/2007        348,000.00         348,000.00     RT                      6.75    FULL          AA                   435,000.00     NA                    348,000.00    NO PPP
412448427      2,317.90       2,317.90           7/1/2007        331,500.00         330,000.60     CO                       7.5    FULL          AA                   390,000.00     NA                    330,506.64    NO PPP
412448428        860.99         860.99           7/1/2007        107,100.00         106,741.38     RT                      8.99    FULL          AA                   126,000.00     NA                    106,862.65    CA STYLE
412448432        614.29         614.29           7/1/2007         63,000.00          62,870.75     CO                      11.3    LITE          A+                    90,000.00     NA                     62,914.64    CA STYLE
412448436      1,369.39       1,369.39           7/1/2007        165,000.00         164,487.51     CO                      9.35    LITE          B                    200,000.00     NA                    164,661.00    CA STYLE
412448438        571.45         571.45           7/1/2007         50,000.00          49,331.00     CO                      11.1    LITE          A-                    70,000.00     NA                     49,558.12    NO PPP
412448439      2,390.32       2,390.32           7/1/2007        373,350.00         372,973.73     P                        7.5    FULL          A+                   393,000.00     393,000.00            373,091.10    NO PPP
412448442        927.46         927.46           7/1/2007        107,950.00         107,641.59     CO                      9.75    FULL          AA                   127,000.00     NA                    107,746.06               2%
412448448      1,633.84       1,633.84           7/1/2007        230,000.00         229,620.52     CO                       8.2    FULL          C                    317,000.00     NA                    229,748.74    NO PPP
412448450        803.92         803.92           7/1/2007        112,000.00         111,928.50     CO                     8.488    STATED        AA                   140,000.00     NA                    111,952.67    CA STYLE
412448454        395.05         395.05           7/1/2007         47,600.00          47,452.15     P                       9.35    FULL          AAA                  238,000.00     238,000.00             47,502.20    NO PPP
412448455      1,537.47       1,537.47           8/1/2007        191,250.00         190,566.22     P                       8.99    STATED        AA                   255,000.00     255,000.00            190,675.21    NO PPP
412448457      1,178.52       1,178.52           7/1/2007        190,400.00         190,204.15     P                      7.225    FULL          AAA                  238,000.00     238,000.00            190,270.22    NO PPP
412448458      1,525.99       1,525.99           7/1/2007        211,999.00         211,661.71     P                      8.325    STATED        AAA                  265,000.00     264,999.00            211,775.70    CA STYLE
412448460        498.72         498.72           7/1/2007         52,999.00          52,879.18     P                      10.85    STATED        AAA                  265,000.00     264,999.00             52,919.84    NO PPP
412448461      1,476.30       1,476.23           8/1/2007        239,400.00         239,376.11     CO                       7.4    FULL          AA                   252,000.00     NA                    239,376.19    CA STYLE
412448465      1,596.96       1,596.96           7/1/2007        192,000.00         191,406.76     CO                     9.375    FULL          B                    370,000.00     NA                    191,607.59    NO PPP
412448466        444.16         444.16           7/1/2007         50,400.00          50,264.84     CO                     10.05    FULL          B                     63,000.00     NA                     50,310.65    NO PPP
412448467        861.39         861.39           7/1/2007        117,500.00         117,322.29     CO                       8.5    FULL          B                    170,000.00     NA                    117,382.37    CA STYLE
412448468      1,703.23       1,703.23           7/1/2007        238,500.00         238,065.50     RT                      8.25    FULL          AA                   265,000.00     NA                    238,197.20    NO PPP
412448470      1,005.15       1,005.15           7/1/2007        118,000.00         117,551.66     CO                      9.65    FULL          AA                   141,000.00     NA                    117,669.91    CA STYLE
412448474      1,712.41       1,712.41           7/1/2007        230,000.00         229,667.09     CO                      8.65    STATED        A+                   307,000.00     NA                    229,779.66    CA STYLE
412448475      1,526.25       1,526.25           7/1/2007        198,000.00         198,000.00     CO                      9.25    STATED        AA                   220,000.00     NA                    198,000.00    CA STYLE
412452480        908.13         908.13           7/1/2007         93,500.00          93,306.11     RT                     11.25    LITE          A-                   110,000.00     NA                     93,371.95    CA STYLE
412448476      1,591.34       1,591.34           7/1/2007        220,000.00         219,071.90     CO                      7.85    FULL          AA                   280,000.00     NA                    219,385.31    NO PPP
412448478      2,982.83       2,982.83           7/1/2007        452,000.00         451,095.45     P                      7.525    FULL          AA                   565,000.00     565,000.00            451,400.75    NO PPP
412448479        647.39         647.39           7/1/2007         96,475.00          96,287.30     P                      7.675    FULL          AA                   133,000.00     113,500.00             96,349.80    NO PPP
412448482      1,776.97       1,776.97           7/1/2007        256,400.00         256,215.41     P                      8.175    STATED        AA                   336,000.00     320,500.00            256,277.78    CA STYLE
412448483        440.12         440.12           7/1/2007         42,000.00          41,930.02     P                      12.25    FULL          AA                   215,000.00     210,000.00             41,953.82    NO PPP
412448484        654.42         654.42           7/1/2007         64,100.00          63,984.59     P                       11.9    STATED        AA                   336,000.00     320,500.00             64,023.82    NO PPP
412448485      1,668.29       1,668.29           7/1/2007        211,000.00         210,744.12     CO                      9.25    FULL          AA                   260,000.00     NA                    210,830.73    NO PPP
412448486         921.3          921.3           7/1/2007        140,000.00         139,717.83     RT                       7.5    FULL          AA                   165,000.00     NA                    139,813.06    NO PPP
412448487      2,010.76       2,010.76           7/1/2007        304,800.00         304,542.32     RT                      7.75    FULL          A+                   381,000.00     NA                    304,629.32    NO PPP
412448489        711.32         711.32           7/1/2007         76,200.00          76,023.93     CO                     10.75    FULL          A+                   381,000.00     NA                     76,083.67    NO PPP
412448491        931.95         931.95           7/1/2007        130,500.00         130,287.82     CO                      8.25    FULL          AA                   145,000.00     NA                    130,359.52    NO PPP
412448492      1,067.41       1,067.41           8/1/2007        143,000.00         142,793.87     CO                     8.675    FULL          B                    325,000.00     NA                    142,828.75    CA STYLE
412448493      1,163.46       1,163.46           7/1/2007        136,000.00         135,605.79     CO                       9.7    LITE          A+                   160,000.00     NA                    135,738.80    NO PPP
412448494        447.11         447.11           7/1/2007         42,200.00          42,120.25     P                       12.4    STATED        AA                   220,000.00     211,000.00             42,143.62    NO PPP
412448497      1,359.54       1,359.54           7/1/2007        168,800.00         168,141.37     P                      9.011    STATED        AA                   220,000.00     211,000.00            168,333.08    NO PPP
412448501      1,686.45       1,686.45           7/1/2007        229,450.00         229,099.04     CO                     8.525    STATED        B                    353,000.00     NA                    229,215.58    CA STYLE
412448503      1,563.51       1,563.51           8/1/2007        210,000.00         209,696.01     CO                      8.65    FULL          A+                   280,000.00     NA                    209,747.59    NO PPP
412448504      2,458.81       2,458.81           7/1/2007        388,000.00         385,709.04     P                      6.525    STATED        AAA                  490,000.00     485,000.00            386,426.22    CA STYLE
412448505      2,237.71       2,237.71           7/1/2007        297,500.00         297,081.80     CO                      8.75    FULL          A+                   350,000.00     NA                    297,223.23    CA STYLE
412448507        990.29         990.29           7/1/2007         97,000.00          96,785.28     P                       11.9    STATED        AAA                  490,000.00     485,000.00             96,845.39    NO PPP
412448508      3,136.55       3,136.55           7/1/2007        417,000.00         416,379.17     CO                      8.75    STATED        A+                   491,500.00     NA                    416,577.90    CA STYLE
412448509        892.41         892.41           7/1/2007        108,000.00         107,661.03     CO                       9.3    FULL          AA                   135,000.00     NA                    107,775.77    NO PPP
412448510      1,118.69       1,118.69           7/1/2007        142,200.00         141,700.08     P                       8.75    FULL          AA                   158,000.00     158,000.00            141,869.15    CA STYLE
412448511        476.51         476.51           8/1/2007         66,835.00          66,544.45     CO                       7.7    FULL          AAA                   87,000.00     NA                     66,593.65    CA STYLE
412448514      2,289.04       2,289.04           7/1/2007        315,000.00         314,807.34     CO                       8.6    STATED        AA                   404,000.00     NA                    314,872.48    CA STYLE
412448518        883.33         883.33           7/1/2007        169,600.00         169,600.01     CO                      6.25    FULL          AA                   212,000.00     NA                    169,600.00    CA STYLE
412448519      1,142.43       1,142.43           7/1/2007        135,000.00         133,828.61     CO                     9.963    STATED        AA                   150,000.00     NA                    133,890.47    NO PPP
412448520        659.82         659.82           7/1/2007         70,400.00          70,239.10     CO                      10.8    LITE          B                     88,000.00     NA                     70,293.70    NO PPP
412448523      1,499.47       1,499.47           7/1/2007        238,500.00         237,960.41     CO                       7.1    STATED        AA                   300,000.00     NA                    238,141.87    CA STYLE
412448524      1,515.61       1,515.61           7/1/2007        188,000.00         187,785.14     CO                      9.45    FULL          A+                   235,000.00     NA                    187,857.88    CA STYLE
412448527           932         926.57           7/1/2007        160,000.00         160,000.00     CO                      6.99    FULL          AA                   200,000.00     NA                    160,000.00    NO PPP
412448530        806.38         806.38           7/1/2007        110,000.00         109,533.57     CO                      7.99    FULL          AA                   134,000.00     NA                    109,686.18    NO PPP
412448531        689.83         689.83           7/1/2007         86,400.00          86,298.26     RT                      9.35    LITE          AA                    96,000.00     NA                     86,332.70    CA STYLE
412448532      1,579.06       1,579.06           7/1/2007        191,250.00         191,047.21     CO                       9.7    FULL          B                    255,000.00     NA                    191,115.90    CA STYLE
412448534      1,105.64       1,105.64           7/1/2007        205,700.00         205,699.99     CO                      6.45    FULL          AA                   242,000.00     NA                    205,700.00    NO PPP
412448535      1,209.61       1,209.61           7/1/2007        165,000.00         164,750.46     CO                       8.5    STATED        AA                   190,500.00     NA                    164,834.82    CA STYLE
412448536      1,664.04       1,664.04           7/1/2007        219,000.00         218,685.71     CO                      8.85    LITE          AA                   285,000.00     NA                    218,787.05    CA STYLE
412448537        591.94         591.94           7/1/2007        123,000.00         122,999.99     CO                     5.775    FULL          AA                   205,000.00     NA                    123,000.00    CA STYLE
412448538      1,107.39       1,107.39           7/1/2007        169,000.00         167,983.95     CO                      6.85    FULL          A+                   260,000.00     NA                    168,278.39    CA STYLE
412448540      1,379.38       1,379.38           7/1/2007        200,000.00         199,581.97     CO                     7.925    STATED        B                    390,000.00     NA                    199,703.38    CA STYLE
412448541      3,711.67       3,711.67           7/1/2007        680,000.00         679,999.99     P                       6.55    FULL          AAA                  860,000.00     850,000.00            680,000.00    CA STYLE
412448543        917.37         917.37           7/1/2007        131,200.00         130,606.57     RT                       7.5    FULL          AA                   164,000.00     NA                    130,806.85    NO PPP
412448547      1,823.06       1,823.06           7/1/2007        285,000.00         284,278.73     CO                      7.25    FULL          AA                   300,000.00     NA                    284,487.92    CA STYLE
412448548      1,442.32       1,442.32           7/1/2007        245,500.00         245,499.98     CO                      7.05    STATED        AA                   315,000.00     NA                    245,500.00    CA STYLE
412448550      3,256.72       3,256.72           7/1/2007        480,000.00         478,937.38     CO                     7.775    STATED        AAA                  750,000.00     NA                    479,241.63    CA STYLE
412448551      1,194.52       1,194.52           7/1/2007        180,000.00         179,644.81     CO                     7.575    FULL          AA                   550,000.00     NA                    179,764.70    CA STYLE
412448554        932.13         932.13           7/1/2007        119,350.00         119,199.73     P                      9.125    STATED        AA                   175,000.00     170,500.00            119,250.58    CA STYLE
412448556      1,264.43       1,264.43           7/1/2007        161,500.00         161,298.24     CO                      9.15    FULL          A-                   190,000.00     NA                    161,366.52    NO PPP
412448557      1,216.67       1,216.67           7/1/2007        200,000.00         199,999.99     P                        7.3    FULL          AA                   250,000.00     250,000.00            200,000.00    CA STYLE
412448558      1,623.84       1,623.84           7/1/2007        225,000.00         224,644.57     CO                      8.35    FULL          AA                   350,000.00     NA                    224,764.69    CA STYLE
412448559      1,952.35       1,952.35           7/1/2007        297,500.00         297,499.99     RT                     7.875    FULL          A+                   350,000.00     NA                    297,500.00    NO PPP
412448563      4,859.17       4,859.17           7/1/2007        680,000.00         679,999.99     CO                     8.575    STATED        AA                   800,000.00     NA                    680,000.00    NO PPP
412448564      1,082.80       1,082.80           7/1/2007        159,920.00         159,919.95     P                      8.125    FULL          AA                   200,000.00     199,900.00            159,919.97    NO PPP
412448566      2,555.99       2,555.99           7/1/2007        368,000.00         367,265.81     CO                      7.99    FULL          AA                   410,000.00     NA                    367,484.84    NO PPP
412448567        391.35         391.35           7/1/2007         39,980.00          39,898.87     P                      11.35    FULL          AA                   200,000.00     199,900.00             39,926.42    NO PPP
412448569      1,063.37       1,063.37           7/1/2007        162,500.00         162,167.79     CO                      7.45    FULL          AA                   214,000.00     NA                    162,279.90    CA STYLE
412448573      2,942.99       2,942.99           7/1/2007        442,000.00         442,000.01     CO                      7.99    FULL          AA                   485,000.00     NA                    442,000.00    NO PPP
412448577      1,249.06       1,249.06           7/1/2007        152,000.00         151,779.93     P                       9.65    FULL          AA                   160,000.00     160,000.00            151,836.24    NO PPP
412448580      1,424.29       1,424.29           7/1/2007        196,000.00         195,880.13     RT                       8.6    LITE          AA                   245,000.00     NA                    195,920.66    NO PPP
412448586      1,170.00       1,169.68           7/1/2007        216,000.00         215,941.51     P                        6.5    FULL          AA                   272,000.00     270,000.00            215,941.50    CA STYLE
412448590        544.67         537.48           7/1/2007         76,000.00          73,975.43     CO                       8.6    FULL          AA                    85,000.00     NA                     73,989.92    NO PPP
412448592        938.08         938.08           7/1/2007        130,000.00         129,448.86     CO                     7.825    FULL          AA                   214,000.00     NA                    129,634.97    2 MO INT
412448593      1,448.51       1,448.51           7/1/2007        279,000.00         278,013.05     CO                      5.55    FULL          AA                   355,000.00     NA                    278,336.21    CA STYLE
412448594      1,753.98       1,753.98           7/1/2007        218,500.00         218,265.17     CO                      9.55    FULL          AA                   230,000.00     NA                    218,298.68    CA STYLE
412448596      1,412.85       1,412.85           7/1/2007        182,065.00         181,302.07     CO                       8.6    FULL          AA                   225,000.00     NA                    181,526.69            54321
412448597      2,275.23       2,275.23           7/1/2007        322,000.00         321,461.05     CO                      8.15    FULL          A+                   460,000.00     NA                    321,643.14    CA STYLE
412448600      1,237.17       1,237.17           8/1/2007        188,000.00         186,369.92     CO                       7.5    STATED        AA                   270,000.00     NA                    186,441.83    NO PPP
412448601        560.31         560.31           7/1/2007         62,500.00          62,449.53     CO                      10.6    FULL          C                     90,000.00     NA                     62,466.65    CA STYLE
412448605        753.64         753.64           7/1/2007         90,000.00          89,907.32     CO                      9.85    FULL          AA                   100,000.00     NA                     89,938.24    NO PPP
412448606      4,380.00       4,380.00           7/1/2007        720,000.00         720,000.00     RT                       7.3    FULL          AA                   950,000.00     NA                    720,000.00    NO PPP
412448607        824.77         824.77           8/1/2007        108,000.00         107,854.72     CO                       8.9    FULL          A-                   127,000.00     NA                    107,879.38    NO PPP
412448608      3,439.09       3,439.09           7/1/2007        500,000.00         499,100.79     CO                       7.9    NINA          AAA                  665,000.00     NA                    499,404.47    NO PPP
412452499      1,383.90       1,383.90           7/1/2007        242,250.00         241,568.58     RT                       6.3    LITE          AA                   285,000.00     NA                    241,798.10    CA STYLE
412448610      1,989.63       1,989.63           8/1/2007        270,000.00         269,597.61     CO                      8.55    STATED        AAA                  300,000.00     NA                    269,665.87    NO PPP
412448617        962.83         962.83           8/1/2007        161,500.00         161,087.21     CO                      6.65    FULL          A+                   190,000.00     NA                    161,156.96    NO PPP
412448620      1,049.87       1,049.87           7/1/2007        198,400.00         198,399.99     CO                      6.35    FULL          AA                   248,000.00     NA                    198,400.00    CA STYLE
412448622      1,536.55       1,536.55           8/1/2007        227,500.00         226,397.52     CO                      7.15    LITE          AAA                  325,000.00     NA                    226,584.01    CA STYLE
412448623      2,786.55       2,786.55           8/1/2007        376,200.00         375,647.48     CO                       8.6    STATED        AA                   418,000.00     NA                    375,741.22    CA STYLE
412448625      2,271.67       2,271.67           7/1/2007        376,000.00         375,999.99     RT                      7.25    STATED        AA                   470,000.00     NA                    376,000.00    CA STYLE
412448628      1,127.73       1,127.73           7/1/2007        175,750.00         175,750.00     RT                       7.7    FULL          AA                   185,000.00     NA                    175,750.00    NO PPP
412448629      1,642.39       1,642.39           7/1/2007        312,000.00         311,583.91     CO                         6    FULL          AAA                  390,000.00     NA                    311,751.59    NO PPP
412448631      3,221.94       3,221.94           7/1/2007        444,100.00         443,408.57     CO                       8.4    FULL          A+                   493,500.00     NA                    443,642.27    NO PPP
412448634        654.03         654.03           7/1/2007         75,000.00          74,788.37     CO                     9.925    FULL          C                    160,000.00     NA                     74,858.44    NO PPP
412448635         743.8          743.8           7/1/2007         88,000.00          87,913.42     RT                      9.95    FULL          AA                   105,000.00     NA                     87,942.76    CA STYLE
412448636      1,699.32       1,699.32           7/1/2007        251,750.00         251,749.97     P                        8.1    FULL          AA                   275,000.00     265,000.00            251,749.99    NO PPP
412448637      2,420.48       2,420.48           7/1/2007        350,001.00         349,380.46     CO                      7.95    FULL          B                    462,000.00     NA                    349,590.04    NO PPP
412448639      1,431.63       1,431.63           7/1/2007        171,000.00         170,479.83     CO                      9.45    FULL          B                    300,000.00     NA                    170,655.95    NO PPP
412448641      1,784.12       1,784.12           7/1/2007        276,250.00         276,249.97     CO                      7.75    STATED        AA                   325,000.00     NA                    276,249.98    CA STYLE
412448644      2,202.06       2,202.06           7/1/2007        315,000.00         314,454.48     CO                      8.05    FULL          AA                   350,000.00     NA                    314,637.82    NO PPP
412448646      1,632.22       1,632.22           7/1/2007        235,000.00         234,588.13     CO                      7.99    STATED        A+                   320,000.00     NA                    234,727.25    NO PPP
412448647        853.71         853.71           8/1/2007        121,500.00         120,955.87     CO                      7.55    FULL          AA                   135,000.00     NA                    121,047.99    NO PPP
412448648        840.56         840.56           7/1/2007        104,000.00         103,617.45     CO                      9.05    FULL          AA                   130,000.00     NA                    103,734.35    NO PPP
412448649      2,530.60       2,530.60           8/1/2007        411,000.00         408,629.47     CO                      6.25    FULL          AA                   548,000.00     NA                    409,029.71    CA STYLE
412448650         293.8          293.8           7/1/2007         35,400.00          35,290.02     P                       9.35    FULL          AAA                  177,500.00     177,000.00             35,327.25    NO PPP
412448651      1,023.65       1,023.65           7/1/2007        141,600.00         141,600.00     P                      8.675    FULL          AAA                  177,500.00     177,000.00            141,600.00    CA STYLE
412448654      2,156.77       2,156.77           8/1/2007        325,550.00         325,550.00     CO                      7.95    LITE          AA                   383,000.00     NA                    325,550.00    CA STYLE
412452509      1,750.42       1,750.42           7/1/2007        285,000.00         284,320.27     CO                       6.9    LITE          A+                   393,000.00     NA                    284,549.45    CA STYLE
412448655      1,192.55       1,192.55           8/1/2007        123,750.00         123,487.73     CO                     11.15    FULL          C                    190,000.00     NA                    123,532.46    NO PPP
412448658      1,295.00       1,295.00           8/1/2007        240,000.00         240,000.00     CO                     6.475    FULL          AA                   432,000.00     NA                    240,000.00    CA STYLE
412448659      3,993.40       3,993.40           7/1/2007        549,000.00         548,151.45     CO                     8.425    STATED        AA                   800,000.00     NA                    548,438.27    NO PPP
412448660      1,293.02       1,293.02           7/1/2007        158,100.00         157,927.26     CO                       9.6    FULL          A-                   186,000.00     NA                    157,985.76    CA STYLE
412448661        954.75         954.75           7/1/2007        136,799.00         136,798.98     P                      8.375    FULL          AA                   182,000.00     170,999.00            136,798.99    CA STYLE
412448663        981.09         981.09           7/1/2007        131,100.00         130,912.95     CO                       8.7    FULL          AA                   138,000.00     NA                    130,976.20    CA STYLE
412448666      2,856.74       2,856.74           7/1/2007        411,300.00         410,579.09     CO                      7.99    FULL          A+                   457,000.00     NA                    410,822.59    NO PPP
412448667      2,123.27       2,123.27           7/1/2007        280,000.00         278,931.95     RT                      8.35    LITE          AA                   350,000.00     NA                    279,292.92    NO PPP
412448668      1,330.95       1,330.95           7/1/2007        200,000.00         199,608.15     CO                       7.6    FULL          A+                   335,000.00     NA                    199,740.42    NO PPP
412448669        919.97         919.97           7/1/2007        108,000.00         107,684.91     RT                      9.65    FULL          AA                   120,000.00     NA                    107,791.63    NO PPP
412448671        547.08         547.08           7/1/2007         81,000.00          80,607.47     CO                      7.15    FULL          A+                   120,000.00     NA                     80,739.87    NO PPP
412448672      1,100.97       1,100.96           8/1/2007        168,300.00         168,299.89     RT                      7.85    FULL          AA                   187,000.00     NA                    168,299.89    CA STYLE
412448673        818.89         818.89           7/1/2007        102,000.00         101,510.02     CO                     8.975    LITE          A-                   180,000.00     NA                    101,628.05    NO PPP
412448674      2,006.81       2,006.81           7/1/2007        311,000.00         309,279.89     CO                       6.7    FULL          AA                   401,000.00     NA                    309,835.23    CA STYLE
412448675      2,427.73       2,427.73           8/1/2007        351,050.00         350,427.64     CO                      7.95    FULL          A+                   413,000.00     NA                    350,533.09    NO PPP
412448676      2,063.84       2,063.51           8/1/2007        290,000.00         289,954.94     RT                      8.54    STATED        AA                   347,000.00     NA                    289,954.94    NO PPP
412448677      1,047.38       1,047.38           7/1/2007        159,600.00         159,599.99     P                      7.875    FULL          AA                   200,000.00     199,500.00            159,600.00    CA STYLE
412448678      2,367.00       2,367.00           7/1/2007        432,000.00         432,000.00     RT                     6.575    FULL          AAA                  540,000.00     NA                    432,000.00    CA STYLE
412448682        872.66         872.66           7/1/2007        138,000.00         137,693.00     CO                      7.15    FULL          AA                   180,000.00     NA                    137,796.55               2%
412448685        693.38         693.38           7/1/2007         85,500.00          85,219.57     CO                     9.088    FULL          AA                    95,000.00     NA                     85,314.46    CA STYLE
412448687      1,496.51       1,496.51           7/1/2007        205,200.00         204,885.14     CO                      8.45    FULL          AA                   228,000.00     NA                    204,991.57               5%
412448688      1,238.38       1,238.38           7/1/2007        147,750.00         145,908.49     CO                     9.463    FULL          C                    500,000.00     NA                    146,081.98    NO PPP
412448689      1,210.50       1,210.50           7/1/2007        144,400.00         144,348.72     CO                      9.99    STATED        AA                   152,000.00     NA                    144,366.10    NO PPP
412448690        563.61         563.61           8/1/2007         84,800.00          84,447.67     CO                      6.99    FULL          AA                   106,000.00     NA                     84,518.96    NO PPP
412448692      2,407.48       2,407.48           7/1/2007        288,850.00         288,552.76     CO                       9.8    FULL          A-                   365,000.00     NA                    288,653.46    CA STYLE
412448693      2,262.69       2,262.69           7/1/2007        297,787.00         297,380.51     P                       8.85    STATED        AAA                  425,000.00     372,235.00            297,518.00    NO PPP
412448694        720.25         720.25           7/1/2007         74,447.00          74,290.93     P                       11.2    STATED        AAA                  425,000.00     372,235.00             74,343.92    NO PPP
412448695      1,791.05       1,791.05           7/1/2007        271,200.00         271,199.99     P                      7.925    FULL          AAA                  342,000.00     339,000.00            271,199.99    CA STYLE
412448696      2,296.51       2,296.51           7/1/2007        255,600.00         255,395.21     P                     10.625    STATED        AA                   305,000.00     284,000.00            255,464.68    NO PPP
412448697      2,085.98       2,085.98           7/1/2007        310,000.00         308,954.39     CO                       7.7    FULL          AA                   345,000.00     NA                    309,159.46    NO PPP
412448699      1,048.15       1,048.15           7/1/2007        126,350.00         126,217.64     RT                      9.75    STATED        AAA                  133,000.00     NA                    126,262.36    NO PPP
412448700      2,150.60       2,150.60           8/1/2007        272,000.00         271,670.10     RT                      9.25    LITE          A-                   320,000.00     NA                    271,726.14    CA STYLE
412448702      1,933.20       1,933.20           7/1/2007        312,000.00         311,271.27     RT                     6.975    FULL          AA                   390,000.00     NA                    311,517.00    NO PPP
412448705      2,400.58       2,400.58           7/1/2007        386,750.00         385,850.42     CO                      6.99    FULL          AA                   455,000.00     NA                    386,153.77    NO PPP
412448706      1,542.75       1,542.75           7/1/2007        242,000.00         242,000.00     CO                      7.65    FULL          AA                   365,000.00     NA                    242,000.00    NO PPP
412448708        778.38         778.38           7/1/2007         78,000.00          77,850.14     RT                      11.6    FULL          AA                   390,000.00     NA                     77,901.06    NO PPP
412448711      2,175.00       2,175.00           7/1/2007        348,000.00         348,000.00     P                        7.5    LITE          AA                   435,000.00     435,000.00            348,000.00               2%
412448712      1,037.35       1,037.35           8/1/2007        150,000.00         149,680.78     CO                      7.95    FULL          A+                   247,000.00     NA                    149,726.19    NO PPP
412448713      1,813.89       1,813.89           7/1/2007        225,000.00         224,727.65     CO                      9.45    FULL          C                    350,000.00     NA                    224,814.94    NO PPP
412448714      1,377.51       1,377.51           7/1/2007        160,000.00         159,851.83     CO                     10.15    STATED        A+                   200,000.00     NA                    159,902.05    NO PPP
412448716      1,385.97       1,385.97           7/1/2007        171,920.00         171,723.57     P                       9.45    STATED        AA                   215,000.00     214,900.00            171,790.08    CA STYLE
412448717      2,642.09       2,642.09           7/1/2007        320,000.00         319,660.67     CO                       9.7    FULL          C-                   525,000.00     NA                    319,775.61    CA STYLE
412448720        463.81         463.81           7/1/2007         51,850.00          51,792.39     P                     10.575    FULL          AA                    85,000.00      61,000.00             51,806.98    NO PPP
412448721      1,025.43       1,025.43           7/1/2007        176,000.00         175,784.41     CO                      6.75    FULL          A+                   235,000.00     NA                    175,857.08    NO PPP
412448726      1,122.19       1,122.19           7/1/2007        125,175.00         125,073.92     CO                      10.6    FULL          B                    166,900.00     NA                    125,108.21    CA STYLE
412452522      1,377.96       1,377.96           7/1/2007        176,000.00         175,780.09     CO                      9.15    FULL          AA                   200,000.00     NA                    175,854.51               2%
412448731      1,501.15       1,501.15           8/1/2007        208,000.00         207,621.27     CO                      8.35    FULL          AA                   260,000.00     NA                    207,677.33    CA STYLE
412448732      1,595.60       1,595.60           7/1/2007        222,000.00         221,732.74     CO                       8.5    FULL          AA                   252,000.00     NA                    221,782.20    CA STYLE
412448735      2,166.87       2,166.87           7/1/2007        265,200.00         264,889.07     CO                      9.59    STATED        AA                   340,000.00     NA                    264,987.81    CA STYLE
412448736      2,553.13       2,553.13           7/1/2007        356,250.00         356,249.99     CO                       8.6    STATED        A+                   475,000.00     NA                    356,250.00    CA STYLE
412452527      1,358.60       1,358.60           7/1/2007        169,000.00         168,434.45     CO                      8.99    LITE          C                    260,000.00     NA                    168,625.79    NO PPP
412448740      2,402.14       2,402.14           7/1/2007        356,000.00         355,318.11     CO                     7.725    FULL          AA                   420,000.00     NA                    355,545.47    NO PPP
412448741      1,436.39       1,436.39           7/1/2007        253,000.00         252,278.57     RT                      6.25    FULL          AA                   305,000.00     NA                    252,521.55    NO PPP
412448745      2,436.16       2,436.16           7/1/2007        399,000.00         398,034.26     RT                      6.85    FULL          AA                   420,000.00     NA                    398,359.57    NO PPP
412448748        923.51         923.51           7/1/2007        135,000.00         134,753.69     CO                      7.85    FULL          B                    226,000.00     NA                    134,836.87               2%
412448749      1,549.53       1,549.53           7/1/2007        195,500.00         195,264.61     CO                     9.275    FULL          AA                   230,000.00     NA                    195,344.28    CA STYLE
412448753        914.57         914.57           8/1/2007        152,000.00         151,830.12     P                          7    FULL          AA                   166,000.00     160,000.00            151,858.85    CA STYLE
412448756      1,413.13       1,411.96           8/1/2007        255,000.00         254,714.58     CO                      6.65    FULL          AA                   300,000.00     NA                    254,714.58    NO PPP
412448757      1,795.38       1,795.31           7/1/2007        271,000.00         270,986.03     CO                      7.95    STATED        AA                   362,000.00     NA                    270,986.03    NO PPP
412448758         516.6          516.6           7/1/2007         53,910.00          53,858.20     P                     11.375    STATED        AA                    61,900.00      61,900.00             53,870.17    NO PPP
412448759      3,155.52       3,155.52           7/1/2007        384,000.00         383,586.65     CO                      9.65    STATED        A+                   485,000.00     NA                    383,726.65    CA STYLE
412448760      1,195.89       1,195.89           7/1/2007        144,500.00         144,347.92     CO                     9.725    FULL          AA                   165,000.00     NA                    144,399.43    NO PPP
412448762      1,427.63       1,427.63           7/1/2007        214,800.00         213,725.94     P                       6.99    FULL          AA                   275,000.00     268,500.00            214,088.13    NO PPP
412448763        463.34         463.34           7/1/2007         53,700.00          53,548.19     P                        9.8    FULL          AA                   275,000.00     268,500.00             53,599.62    NO PPP
412448765        834.75         834.75           7/1/2007         95,200.00          94,941.41     CO                      9.99    FULL          C                    119,000.00     NA                     95,029.04    NO PPP
412448766      1,616.08       1,616.08           7/1/2007        230,000.00         227,316.75     CO                      7.55    FULL          B                    330,000.00     NA                    227,685.03    NO PPP
412448767      1,047.04       1,047.04           7/1/2007        161,600.00         161,599.99     P                      7.775    FULL          AA                   206,000.00     202,000.00            161,600.00    CA STYLE
412448769        757.91         757.91           7/1/2007         97,000.00          96,653.71     CO                     8.675    LITE          AA                   190,000.00     NA                     96,770.81    NO PPP
412448771      2,401.37       2,401.37           7/1/2007        330,400.00         329,020.03     RT                       7.9    FULL          A+                   413,000.00     NA                    329,486.07    NO PPP
412448773      1,217.92       1,217.92           7/1/2007        182,000.00         181,648.41     CO                      7.65    FULL          A+                   260,000.00     NA                    181,767.10    NO PPP
412448774         873.8          873.8           7/1/2007        134,000.00         133,999.96     P                      7.825    FULL          AA                   171,000.00     167,500.00            133,999.98    CA STYLE
412452533      1,595.25       1,595.25           7/1/2007        253,000.00         252,433.27     CO                     7.125    LITE          A+                   336,000.00     NA                    252,624.42    NO PPP
412448779      1,462.66       1,462.66           7/1/2007        190,800.00         190,546.20     CO                     8.938    FULL          AA                   212,000.00     NA                    190,632.06    NO PPP
412448780      1,145.44       1,145.44           7/1/2007        184,500.00         184,499.99     CO                      7.45    FULL          AAA                  205,000.00     NA                    184,500.00    CA STYLE
412448781      4,901.77       4,901.77           7/1/2007        702,343.00         700,946.65     CO                     8.375    STATED        AA                   900,000.00     NA                    700,965.94    CA STYLE
412448783        779.95         779.95           8/1/2007         87,400.00          87,172.93     RT                      10.2    FULL          AA                    92,000.00     NA                     87,211.58    NO PPP
412448785      2,671.88       2,671.88           7/1/2007        356,250.00         356,249.99     P                          9    STATED        AAA                  375,000.00     375,000.00            356,250.00    NO PPP
412448786      2,063.32       2,063.32           8/1/2007        280,000.00         279,570.26     CO                      8.55    FULL          A+                   350,000.00     NA                    279,641.14    NO PPP
412448787        581.09         581.09           8/1/2007         62,000.00          61,858.30     P                       10.8    STATED        AAA                  310,000.00     310,000.00             61,882.45    NO PPP
412448788      1,066.00       1,066.00           8/1/2007        164,000.00         164,000.00     P                        7.8    FULL          AA                   211,500.00     205,000.00            164,000.00    CA STYLE
412448791      2,261.00       2,261.00           8/1/2007        323,000.00         323,000.00     CO                       8.4    FULL          AA                   340,000.00     NA                    323,000.00    NO PPP
412448794      1,860.90       1,860.90           7/1/2007        256,500.00         255,530.51     CO                       8.4    FULL          B                    285,000.00     NA                    255,673.38    CA STYLE
412448795        750.92         750.92           7/1/2007         79,800.00          79,619.60     P                      10.85    FULL          AA                   400,000.00     399,000.00             79,680.82    NO PPP
412448796      1,954.69       1,954.69           7/1/2007        319,200.00         318,433.45     P                      6.875    FULL          AA                   400,000.00     399,000.00            318,691.89    NO PPP
412448798      1,622.34       1,622.34           8/1/2007        248,000.00         247,999.97     P                       7.85    LITE          AA                   310,000.00     310,000.00            247,999.98    CA STYLE
412448799      1,033.31       1,033.31           8/1/2007        148,500.00         148,500.00     CO                      8.35    STATED        AA                   186,000.00     NA                    148,500.00    NO PPP
412448801        883.84         883.84           7/1/2007        102,000.00         101,714.66     CO                      9.85    FULL          A-                   121,000.00     NA                    101,811.33    CA STYLE
412448803      1,849.25       1,849.25           7/1/2007        234,000.00         233,185.70     CO                       8.8    STATED        AA                   265,000.00     NA                    233,461.11    NO PPP
412448805      1,192.50       1,192.46           7/1/2007        212,000.00         211,984.83     CO                      6.75    FULL          AAA                  305,000.00     NA                    211,984.92    CA STYLE
412448807        592.52         592.52           7/1/2007         67,575.00          67,391.47     CO                      9.99    LITE          A+                    79,500.00     NA                     67,453.66    NO PPP
412452538        693.66         693.66           7/1/2007         82,450.00          82,367.63     CO                       9.9    FULL          A-                    97,000.00     NA                     82,395.54               1%
412448811      1,232.42       1,232.42           7/1/2007        165,000.00         164,999.96     CO                     8.963    STATED        AA                   266,000.00     NA                    164,999.98    NO PPP
412448812      1,595.13       1,595.13           7/1/2007        207,000.00         206,612.73     CO                      8.99    STATED        AA                   230,000.00     NA                    206,706.19    NO PPP
412448813      1,455.35       1,455.35           7/1/2007        200,600.00         200,287.68     CO                       8.4    FULL          AA                   236,000.00     NA                    200,393.24    NO PPP
412448814      2,663.61       2,663.61           7/1/2007        332,000.00         331,614.87     CO                       9.4    FULL          C                    448,000.00     NA                    331,745.26    NO PPP
412448816        526.55         526.55           7/1/2007         60,000.00          59,820.62     CO                        10    FULL          AA                    92,500.00     NA                     59,876.02    CA STYLE
412448820      1,392.71       1,392.71           7/1/2007        206,400.00         206,009.71     RT                     7.725    FULL          AA                   258,000.00     NA                    206,141.48    NO PPP
412448821      1,759.72       1,759.72           7/1/2007        229,275.00         228,971.13     CO                      8.95    FULL          AA                   305,700.00     NA                    229,073.93    CA STYLE
412448822      2,896.65       2,896.65           7/1/2007        360,000.00         358,797.76     CO                         9    STATED        AA                   480,000.00     NA                    359,204.51    CA STYLE
412448824      1,992.51       1,992.41           7/1/2007        299,250.00         299,219.53     RT                      7.99    FULL          AA                   315,000.00     NA                    299,219.74    CA STYLE
412452540        498.91         498.91           8/1/2007         60,000.00          59,321.84     CO                     9.775    FULL          C                    430,000.00     NA                     59,337.40    NO PPP
412448829      2,465.00       2,465.00           7/1/2007        464,000.00         464,000.00     CO                     6.375    FULL          AA                   550,000.00     NA                    464,000.00    CA STYLE
412448830      1,345.84       1,345.84           7/1/2007        190,000.00         189,999.96     CO                       8.5    FULL          AA                   200,000.00     NA                    189,999.97    CA STYLE
412448831        317.53         317.53           7/1/2007         36,800.00          36,695.90     P                        9.8    FULL          AA                   184,000.00     184,000.00             36,731.16    NO PPP
412448832      1,152.78       1,152.78           7/1/2007        147,200.00         146,677.12     P                        8.7    FULL          AA                   184,000.00     184,000.00            146,853.94    CA STYLE
412448833        972.96         972.96           8/1/2007        156,750.00         156,385.38     RT                      6.99    FULL          AA                   165,000.00     NA                    156,447.04    NO PPP
412448834      2,146.70       2,146.70           7/1/2007        260,000.00         259,708.78     RT                       9.7    STATED        A-                   350,000.00     NA                    259,802.42    NO PPP
412448835      2,928.72       2,928.72           7/1/2007        399,500.00         398,895.82     CO                       8.5    FULL          AA                   470,000.00     NA                    399,100.06    3 MO INT
412448836        983.46         983.46           7/1/2007        152,000.00         151,680.39     CO                      7.35    STATED        AAA                  190,000.00     NA                    151,788.23    NO PPP
412448837        854.33         854.33           7/1/2007        119,000.00         118,809.25     CO                       8.3    FULL          AA                   140,000.00     NA                    118,873.71    NO PPP
412448838      1,958.85       1,958.85           7/1/2007        270,000.00         269,579.60     CO                       8.4    FULL          AA                   300,000.00     NA                    269,721.69    NO PPP
412448839      1,915.66       1,915.66           7/1/2007        246,500.00         246,185.08     CO                     9.075    FULL          AA                   290,000.00     NA                    246,291.64    NO PPP
412448840        893.81         893.81           7/1/2007        143,200.00         143,199.40     RT                      7.49    FULL          AA                   179,000.00     NA                    143,199.39    CA STYLE
412448843        926.19         926.19           7/1/2007        131,920.00         131,920.00     P                      8.425    STATED        AAA                  164,900.00     164,900.00            131,920.00    CA STYLE
412448844        727.71         727.71           7/1/2007         93,560.00          93,221.32     P                      8.625    FULL          AA                   123,000.00     116,950.00             93,335.45    CA STYLE
412452543      2,487.28       2,487.28           7/1/2007        427,000.00         426,999.99     RT                      6.99    LITE          AA                   570,000.00     NA                    427,000.00    CA STYLE
412448845        201.82         201.82           7/1/2007         23,390.00          23,323.12     P                        9.8    FULL          AA                   123,000.00     116,950.00             23,345.54    NO PPP
412448851         505.1          505.1           7/1/2007         51,600.00          51,495.25     CO                     11.35    FULL          AA                   258,000.00     NA                     51,530.83    NO PPP
412448852      2,398.75       2,398.75           7/1/2007        380,000.00         380,000.00     RT                     7.575    STATED        AA                   490,000.00     NA                    380,000.00    CA STYLE
412448856      1,840.12       1,840.12           7/1/2007        281,200.00         280,536.87     RT                      7.45    FULL          AAA                  296,000.00     NA                    280,731.96    NO PPP
412448857      2,224.55       2,224.55           7/1/2007        295,750.00         295,334.24     CO                      8.75    FULL          B                    455,000.00     NA                    295,474.84    NO PPP
412448858      1,438.82       1,438.82           7/1/2007        211,850.00         211,849.97     CO                      8.15    FULL          AA                   223,000.00     NA                    211,849.98    CA STYLE
412448859        753.38         753.38           8/1/2007        102,500.00         102,346.08     CO                     8.525    FULL          AA                   230,000.00     NA                    102,372.19    CA STYLE
412448860        942.35         942.35           7/1/2007        142,000.00         141,272.32     P                      6.975    FULL          AA                   195,000.00     192,000.00            141,512.63    NO PPP
412448861        490.23         490.23           7/1/2007         52,200.00          52,081.30     P                     10.825    STATED        AA                    62,000.00      58,000.00             52,121.58    NO PPP
412448862      3,683.24       3,683.24           7/1/2007        444,000.00         443,456.70     CO                      9.75    STATED        B                    555,000.00     NA                    443,615.08    NO PPP
412452551         624.8          624.8           7/1/2007         79,600.00          79,318.68     P                      8.725    FULL          AA                   105,000.00     103,778.00             79,413.82    CA STYLE
412452552        171.71         171.71           7/1/2007         19,900.00          19,843.71     P                        9.8    FULL          AA                   105,000.00     103,778.00             19,862.78    NO PPP
412448871      1,048.82       1,048.82           7/1/2007        112,500.00         112,420.91     CO                     11.05    FULL          C                    150,000.00     NA                    112,447.76               2%
412448872        632.97         632.97           8/1/2007         62,000.00          61,888.44     P                       11.9    STATED        AA                   315,000.00     310,000.00             61,907.49    NO PPP
412448873      1,600.35       1,600.35           7/1/2007        295,450.00         295,450.01     RT                       6.5    FULL          AAA                  311,000.00     NA                    295,450.00    NO PPP
412448874         750.6          750.6           7/1/2007        100,300.00         100,156.88     CO                       8.7    FULL          A+                   118,000.00     NA                    100,205.28            54321
412448875      2,030.81       2,030.81           8/1/2007        248,000.00         247,903.19     P                       9.75    STATED        AA                   315,000.00     310,000.00            247,919.65    NO PPP
412448879        998.41         998.41           7/1/2007        123,250.00         123,059.67     CO                       9.5    FULL          A+                   145,000.00     NA                    123,107.48    NO PPP
412448880      1,736.12       1,736.12           7/1/2007        225,000.00         224,120.76     CO                     8.538    FULL          AA                   270,000.00     NA                    224,400.77    NO PPP
412448881      2,106.00       2,106.00           7/1/2007        351,000.00         351,000.00     CO                       7.2    FULL          AA                   383,000.00     NA                    351,000.00    CA STYLE
412448882      1,603.34       1,603.34           7/1/2007        260,000.00         259,999.97     CO                       7.4    STATED        AA                   325,000.00     NA                    259,999.98    CA STYLE
412448883      2,669.19       2,669.19           7/1/2007        365,500.00         363,988.65     CO                      7.95    FULL          A-                   430,000.00     NA                    364,499.10    NO PPP
412448885        632.78         632.78           7/1/2007         80,800.00          80,510.65     CO                       8.7    FULL          A-                   101,000.00     NA                     80,607.75    NO PPP
412448886      1,546.48       1,546.48           7/1/2007        180,000.00         179,470.53     CO                      9.75    FULL          A-                   217,000.00     NA                    179,644.97    CA STYLE
412448887        851.67         851.67           7/1/2007        140,000.00         139,999.99     RT                       7.3    FULL          AAA                  180,000.00     NA                    140,000.00    NO PPP
412448888      1,025.37       1,025.37           7/1/2007        165,000.00         164,617.22     CO                         7    FULL          A+                   260,000.00     NA                    164,746.30               1%
412448889      4,430.91       4,430.91           7/1/2007        575,000.00         574,246.82     CO                      8.99    STATED        A+                   615,000.00     NA                    574,501.64    NO PPP
412448893      2,070.50       2,070.50           7/1/2007        404,000.00         404,000.00     P                       6.15    FULL          AA                   505,000.00     505,000.00            404,000.00    CA STYLE
412448896      1,713.34       1,713.34           7/1/2007        274,500.00         274,499.99     CO                      7.49    FULL          A+                   305,000.00     NA                    274,500.00    CA STYLE
412448897      1,042.97       1,042.97           8/1/2007        148,000.00         146,373.78     CO                     8.125    FULL          C                    270,000.00     NA                    146,425.33    NO PPP
412452560        639.78         639.78           7/1/2007         72,000.00          71,940.02     CO                      10.5    LITE          A-                   117,000.00     NA                     71,960.36    CA STYLE
412448898        821.25         821.25           7/1/2007        107,000.00         106,858.12     CO                      8.95    FULL          AA                   173,000.00     NA                    106,906.12    NO PPP
412448899         887.5          887.5           7/1/2007        150,000.00         150,000.00     P                        7.1    FULL          AAA                  188,000.00     187,500.00            150,000.00    NO PPP
412448901         976.5          976.5           7/1/2007        186,000.00         186,000.00     CO                       6.3    LITE          AA                   235,000.00     NA                    186,000.00    CA STYLE
412448902      1,842.00       1,842.00           7/1/2007        288,000.00         288,000.00     RT                     7.675    FULL          A+                   360,000.00     NA                    288,000.00    NO PPP
412448903      3,079.00       3,079.00           7/1/2007        420,000.00         419,364.84     CO                       8.5    STATED        A-                   740,000.00     NA                    419,579.55    NO PPP
412448905      4,050.52       4,050.52           7/1/2007        650,250.00         650,249.99     P                      7.475    FULL          AAA                  722,500.00     722,500.00            650,250.00    NO PPP
412448906        209.96         209.96           7/1/2007         26,400.00          26,309.42     P                       8.87    FULL          AAA                  132,000.00     132,000.00             26,340.06    NO PPP
412448907        706.97         706.97           7/1/2007        105,600.00         105,514.80     P                      7.875    FULL          AAA                  132,000.00     132,000.00            105,543.57    NO PPP
412448908      2,202.13       2,202.13           7/1/2007        310,000.00         309,443.29     RT                       8.2    FULL          A+                   395,000.00     NA                    309,616.71    CA STYLE
412448911      1,578.50       1,578.24           8/1/2007        264,000.00         263,891.88     P                      7.175    FULL          AAA                  333,000.00     330,000.00            263,892.26    NO PPP
412448912      1,772.87       1,772.87           8/1/2007        253,800.00         252,365.35     CO                      7.49    FULL          AA                   282,000.00     NA                    252,561.81            54321
412448914      1,170.21       1,170.20           7/1/2007        205,000.00         204,994.17     CO                      6.85    FULL          AA                   265,000.00     NA                    204,994.18    CA STYLE
412448917           648            648           7/1/2007        108,000.00         108,000.00     CO                       7.2    FULL          A+                   120,000.00     NA                    108,000.00    NO PPP
412448918      2,120.90       2,120.90           7/1/2007        245,225.00         245,001.36     CO                      10.2    STATED        B                    288,500.00     NA                    245,077.17    CA STYLE
412448919         658.2          658.2           7/1/2007         72,250.00          72,072.02     RT                     10.45    FULL          A+                    85,000.00     NA                     72,132.38    NO PPP
412448921      2,791.20       2,791.20           7/1/2007        386,750.00         386,139.08     CO                      8.35    FULL          A-                   455,000.00     NA                    386,345.55    CA STYLE
412448922      2,495.07       2,495.07           7/1/2007        270,000.00         269,359.31     P                     10.625    STATED        AA                   300,000.00     300,000.00            269,576.65    NO PPP
412448923      1,241.76       1,241.76           7/1/2007        229,600.00         229,599.97     CO                      6.49    FULL          AA                   287,000.00     NA                    229,599.98               2%
412448931      1,311.34       1,311.34           7/1/2007        224,000.00         223,999.96     RT                     7.025    FULL          AA                   280,000.00     NA                    223,999.97    NO PPP
412448932        320.07         320.07           7/1/2007         31,000.00          30,945.98     P                      12.05    FULL          AA                   155,000.00     155,000.00             30,964.34    NO PPP
412448933         890.5          890.5           7/1/2007        124,000.00         123,468.96     P                      7.775    FULL          AA                   155,000.00     155,000.00            123,648.26    CA STYLE
412448934      1,430.60       1,430.60           7/1/2007        220,800.00         220,769.99     P                      7.775    FULL          AA                   276,000.00     276,000.00            220,770.00    NO PPP
412448935      1,312.88       1,312.88           7/1/2007        225,387.00         225,387.00     CO                      6.99    FULL          AA                   237,500.00     NA                    225,387.00    CA STYLE
412448937      2,428.51       2,428.51           7/1/2007        368,000.00         367,263.49     RT                     7.525    FULL          AA                   460,000.00     NA                    367,512.07    NO PPP
412448942         851.9          851.9           7/1/2007         92,000.00          91,782.84     CO                     10.65    FULL          AA                   460,000.00     NA                     91,856.51    NO PPP
412452568           630            630           7/1/2007         96,000.00          95,992.59     RT                     7.875    FULL          AA                   120,000.00     NA                     95,992.69    CA STYLE
412448945      1,686.76       1,686.76           8/1/2007        291,650.00         290,851.66     CO                       6.4    FULL          AA                   307,000.00     NA                    290,986.49    CA STYLE
412448946      3,043.62       3,043.62           7/1/2007        531,250.00         531,250.00     CO                     6.875    STATED        AA                   625,000.00     NA                    531,250.00    CA STYLE
412448948      2,270.54       2,270.54           7/1/2007        364,500.00         364,499.97     P                      7.475    FULL          AAA                  405,000.00     405,000.00            364,499.99    2 MO INT
412448950      2,216.48       2,216.48           7/1/2007        292,500.00         292,372.25     P                       8.99    STATED        A+                   325,000.00     325,000.00            292,423.92    NO PPP
412448951      3,001.25       3,001.25           7/1/2007        588,000.00         588,000.00     CO                     6.125    FULL          AAA                  670,000.00     NA                    588,000.00    CA STYLE
412448958      1,228.62       1,228.62           7/1/2007        157,500.00         157,300.70     CO                     9.113    FULL          AA                   185,300.00     NA                    157,368.04    NO PPP
412448959      2,286.78       2,286.78           7/1/2007        425,000.00         423,614.21     CO                     5.825    LITE          AAA                  800,000.00     NA                    424,071.85    NO PPP
412452573        654.53         654.53           7/1/2007         95,000.00          94,632.25     RT                      7.35    FULL          AAA                  101,000.00     NA                     94,780.70    NO PPP
412448961      2,799.87       2,799.87           8/1/2007        417,000.00         416,521.83     P                        7.9    STATED        AAA                  538,000.00     538,000.00            416,579.22    NO PPP
412448962        444.19         444.19           7/1/2007         51,480.00          51,334.44     P                        9.8    STATED        AA                   260,000.00     257,400.00             51,383.75    NO PPP
412448963      1,574.41       1,574.41           7/1/2007        205,920.00         205,815.20     P                      9.075    STATED        AA                   260,000.00     257,400.00            205,850.66    CA STYLE
412448964      1,079.58       1,079.58           7/1/2007        180,000.00         179,622.90     CO                       6.7    LITE          AA                   315,000.00     NA                    179,775.00    NO PPP
412448969      1,295.84       1,295.84           7/1/2007        200,000.00         199,999.99     P                      7.775    FULL          AA                   250,000.00     250,000.00            200,000.00    CA STYLE
412448979        475.13         475.13           7/1/2007         54,600.00          54,474.55     P                        9.9    FULL          AA                   275,000.00     273,000.00             54,525.35    NO PPP
412448990      1,895.29       1,895.29           7/1/2007        287,200.00         286,428.78     P                      7.525    NINA          AAA                  359,000.00     359,000.00            286,625.22    CA STYLE
412449010      6,667.76       6,667.76           7/1/2007        800,000.00         798,600.02     RT                       9.8    FULL          AA                 1,190,000.00     NA                    798,888.20    NO PPP
412449018      2,016.19       2,016.19           7/1/2007        255,000.00         254,335.89     RT                      9.25    FULL          A+                   300,000.00     NA                    254,445.98    CA STYLE
412449141      1,090.70       1,090.70           7/1/2007        140,000.00         139,694.36     RT                       9.1    FULL          AA                   175,000.00     NA                    139,756.36    CA STYLE
412449147        463.94         463.94           7/1/2007         51,750.00          51,679.07     RT                      10.6    FULL          C                     69,000.00     NA                     51,693.76               2%
412449156      2,099.17       2,099.17           7/1/2007        350,000.00         348,512.98     RT                       6.7    FULL          A+                   455,000.00     NA                    348,817.04    NO PPP
412449162      2,214.65       2,214.65           7/1/2007        290,000.00         289,339.82     RT                       8.9    FULL          AA                   370,000.00     NA                    289,475.73    NO PPP
412449200      2,655.12       2,655.12           7/1/2007        289,750.00         289,278.65     P                      10.85    FULL          AA                   305,000.00     305,000.00            289,356.71    NO PPP
412449204         437.7          437.7           7/1/2007         50,150.00          50,074.68     P                       10.3    FULL          AA                    61,000.00      59,000.00             50,090.26               1%
412452752        630.45         630.45           7/1/2007         71,910.00          71,803.69     P                      10.35    FULL          AA                    86,000.00      79,900.00             71,825.69               1%
412449214      1,162.82       1,162.82           7/1/2007        150,000.00         149,673.37     RT                      9.05    FULL          C                    215,000.00     NA                    149,740.67    CA STYLE
412449216      2,172.53       2,172.53           8/1/2007        315,000.00         314,049.92     P                      7.925    FULL          A+                   385,000.00     385,000.00            314,147.77    CA STYLE
412452774           834            834           7/1/2007        106,000.00         105,728.82     P                        9.2    FULL          AA                   132,500.00     132,500.00            105,775.11    CA STYLE
412449457      1,187.47       1,187.47           7/1/2007        165,840.00         165,320.08     P                      8.275    STATED        AA                   202,000.00     184,270.00            165,414.01    CA STYLE
412452936        650.38         650.38           7/1/2007        112,800.00         112,266.09     P                      6.375    FULL          AA                   142,000.00     141,000.00            112,373.17    CA STYLE
412450522      1,512.40       1,512.40           8/1/2007        236,197.00         234,929.23     P                      6.625    FULL          --                   251,500.00     236,197.00            235,143.44    NO PPP
412450523      1,303.93       1,303.93           7/1/2007        203,640.00         202,498.57     P                      6.625    FULL          --                   265,000.00     254,550.00            202,867.45    NO PPP
412445515      1,354.42       1,354.42           7/1/2007        225,906.00         224,539.69     P                          6    FULL          --                   253,000.00     251,007.00            224,999.68    NO PPP
412445520      1,420.67       1,420.67           7/1/2007        216,492.00         216,052.57     P                      7.475    NINA          AAA                  273,000.00     270,615.00            216,200.87    CA STYLE
412450536      1,039.60       1,039.60           7/1/2007        162,358.00         161,078.77     P                      6.625    RED           --                   205,000.00     202,948.00            161,376.92    NO PPP
412445529        143.85         143.85           7/1/2007         17,878.00          17,818.30     P                          9    STATED        --                   121,000.00     119,193.00             17,838.50    NO PPP
412445530      1,339.99       1,339.99           7/1/2007        212,001.00         210,823.92     P                        6.5    FULL          --                   268,000.00     265,002.00            211,216.78    NO PPP
412445531        846.52         846.52           8/1/2007        133,928.00         133,191.64     P                        6.5    FULL          --                   172,000.00     167,410.00            133,316.03    NO PPP
412445535        751.73         751.73           8/1/2007        117,400.00         116,769.84     P                      6.625    LITE          --                   150,000.00     146,750.00            116,876.32    NO PPP
412450541      1,020.81       1,020.81           7/1/2007        163,625.00         162,703.52     P                      6.375    FULL          --                   168,000.00     163,625.00            163,013.94    NO PPP
412450542      1,046.53       1,046.53           7/1/2007        174,552.00         173,496.24     P                          6    RED           --                   222,000.00     218,190.00            173,851.67    NO PPP
412445541      1,499.90       1,499.90           7/1/2007        237,300.00         235,995.29     P                        6.5    FULL          --                   240,000.00     237,300.00            236,434.90    NO PPP
412445542         353.7          353.7           8/1/2007         46,000.00          45,829.82     P                        8.5    FULL          --                   189,000.00     184,000.00             45,858.69    NO PPP
412450549      1,031.37       1,031.37           8/1/2007        165,318.00         164,313.77     P                      6.375    FULL          --                   208,000.00     206,648.00            164,471.39    NO PPP
412450553        310.49         310.49           8/1/2007         41,329.00          41,082.10     P                       8.25    FULL          --                   208,000.00     206,648.00             41,109.96    NO PPP
412445546        124.66         124.66           7/1/2007         17,400.00          17,223.14     P                       7.75    FULL          --                   174,500.00     174,025.00             17,249.74    NO PPP
412445547        272.76         272.76           8/1/2007         36,735.00          36,588.34     P                      8.125    FULL          --                   255,000.00     244,900.00             36,613.20    NO PPP
412445550        146.14         146.14           8/1/2007         20,900.00          20,805.44     P                        7.5    FULL          --                   210,000.00     209,500.00             20,821.45    NO PPP
412450556      1,466.17       1,466.17           8/1/2007        287,250.00         287,250.00     P                      6.125    FULL          --                   380,000.00     359,110.00            287,250.00    NO PPP
412450557         520.6          520.6           8/1/2007         71,800.00          71,471.64     P                      7.875    FULL          --                   380,000.00     359,110.00             71,522.87    NO PPP
412445554      1,087.20       1,087.20           8/1/2007        186,300.00         185,118.86     P                       5.75    FULL          --                   250,000.00     232,900.00            185,318.08    NO PPP
412445555        166.21         166.21           8/1/2007         23,200.00          23,100.14     P                       7.75    FULL          --                   250,000.00     232,900.00             23,117.05    NO PPP
412445556      1,537.52       1,537.52           8/1/2007        259,920.00         258,310.44     P                      5.875    FULL          --                   330,000.00     324,900.00            258,581.99    NO PPP
412445557        232.76         232.76           8/1/2007         32,490.00          32,350.17     P                       7.75    FULL          --                   330,000.00     324,900.00             32,373.85    NO PPP
412450558      1,491.75       1,491.75           8/1/2007        265,200.00         265,200.00     P                       6.75    FULL          --                   350,000.00     331,529.00            265,200.00    NO PPP
412445558        533.46         533.46           8/1/2007         66,300.00          66,078.62     P                          9    FULL          --                   350,000.00     331,529.00             66,116.21    NO PPP
412450559        716.51         716.51           7/1/2007        111,900.00         111,284.95     P                      6.625    FULL          --                   112,000.00     111,900.00            111,487.52    NO PPP
412450560      2,742.07       2,742.07           8/1/2007        433,825.00         431,439.81     P                        6.5    FULL          --                   544,000.00     542,282.00            431,842.73    NO PPP
412445576        417.32         417.32           7/1/2007         42,379.00          41,663.62     P                        8.5    FULL          --                   212,500.00     211,899.00             41,905.45    NO PPP
412445583        301.21         301.21           8/1/2007         32,000.00          31,423.50     P                       7.75    FULL          --                   165,000.00     160,000.00             31,521.14    NO PPP
412445586        872.78         872.78           7/1/2007        124,823.00         124,258.42     P                        7.5    FULL          --                   500,000.00     499,292.00            124,448.96    NO PPP
412450569        995.03         995.03           7/1/2007        165,963.00         164,959.24     P                          6    RED           --                   190,000.00     184,404.00            165,297.17    NO PPP
412445591      1,100.00       1,100.00           7/1/2007        192,000.00         192,000.00     P                      6.875    NO RATIO      --                   250,000.00     240,000.00            192,000.00    NO PPP
412445593        697.86         697.86           7/1/2007         77,077.00          76,884.07     P                     10.375    NINA          --                   390,000.00     385,386.00             76,949.49    NO PPP
412450597      1,086.47       1,086.47           7/1/2007        176,456.00         175,100.72     P                       6.25    RED           --                   184,000.00     179,226.00            175,446.99    NO PPP
412450598        815.49         815.49           7/1/2007        136,017.00         135,151.52     P                          6    LITE          --                   185,000.00     184,256.00            135,428.90    NO PPP
412452680      1,056.21       1,056.21           8/1/2007        169,300.00         168,346.60     P                      6.375    FULL          --                   185,000.00     169,335.00            168,507.61    NO PPP
412449068        260.32         260.32           7/1/2007         34,250.00          34,076.88     P                      8.375    FULL          --                   172,900.00     171,375.00             34,121.40    NO PPP
412449072        908.85         908.85           7/1/2007        134,900.00         134,243.03     P                      7.125    LITE          --                   166,000.00     134,900.00            134,464.62    NO PPP
412449073        267.55         267.55           8/1/2007         35,200.00          35,058.89     P                      8.375    FULL          --                   242,000.00     234,900.00             35,081.60    NO PPP
412449074        304.03         304.03           8/1/2007         40,000.00          39,848.20     P                      8.375    FULL          --                   208,000.00     200,000.00             39,873.94    NO PPP
412452711      1,759.56       1,759.56           8/1/2007        309,896.00         307,837.31     P                        5.5    FULL          --                   388,000.00     387,370.00            308,184.36    NO PPP
412449099      1,492.65       1,492.65           8/1/2007        230,135.00         226,654.64     P                       6.75    FULL          --                   235,000.00     230,135.00            226,871.14    NO PPP
412449102           940            940           7/1/2007        144,928.00         144,168.24     P                       6.75    FULL          --                   145,000.00     144,928.00            144,424.19    NO PPP
412449110      1,833.64       1,833.64           7/1/2007        283,005.00         283,004.99     P                      7.775    NINA          AA                   320,000.00     314,563.00            283,005.00    CA STYLE
412449111      1,714.10       1,714.10           7/1/2007        322,653.00         322,652.97     P                      6.375    FULL          --                   420,000.00     403,317.00            322,652.98    NO PPP
412449116      1,810.67       1,810.67           8/1/2007        310,400.00         310,400.00     P                          7    FULL          --                   400,000.00     388,000.00            310,400.00    NO PPP
412449117      2,225.19       2,225.19           7/1/2007        315,760.00         315,202.00     P                      8.125    STATED        --                   400,000.00     394,700.00            315,382.19    NO PPP
412452716      1,111.74       1,111.74           8/1/2007        185,429.00         184,307.49     P                          6    FULL          --                   272,000.00     231,787.00            184,496.75    NO PPP
412449121        159.55         159.55           8/1/2007         23,100.00          22,992.87     P                      7.375    FULL          --                   231,787.00     231,787.00             23,011.00    NO PPP
412449185        911.32         911.32           7/1/2007        152,000.00         151,080.65     P                          6    FULL          --                   210,000.00     201,011.00            151,390.16    NO PPP
412452746      1,128.74       1,128.74           7/1/2007        178,579.00         177,597.17     P                        6.5    FULL          --                   180,000.00     179,990.00            177,927.99    NO PPP
412449189        379.73         379.73           7/1/2007         52,371.00          52,151.15     P                      7.875    FULL          --                   213,000.00     209,485.00             52,225.39    NO PPP
412452920      3,224.38       3,224.38           7/1/2007        562,800.00         562,799.99     P                      6.875    NINA          --                   705,000.00     703,535.00            562,800.00    NO PPP
412449442        196.13         196.13           7/1/2007         28,050.00          27,923.12     P                        7.5    FULL          --                   195,000.00     187,000.00             27,965.94    NO PPP
412449443         98.42          98.42           7/1/2007         12,800.00          12,547.67     P                        8.5    FULL          --                    98,000.00      96,000.00             12,566.55    NO PPP
412447648      1,251.05       1,251.05           7/1/2007        240,200.00         240,199.98     RT                      6.25    FULL          ALTA                 280,000.00     NA                    240,200.00    CA STYLE
412447868        511.34         511.34           7/1/2007         94,400.00          94,399.98     P                        6.5    FULL          ALTA                 126,000.00     118,000.00             94,399.99    CA STYLE
412447869         196.3          196.3           7/1/2007         23,600.00          23,527.04     P                      9.375    FULL          ALTA                 126,000.00     118,000.00             23,551.74    NO PPP
412452380      2,548.62       2,548.62           7/1/2007        373,600.00         371,824.65     CO                      7.25    STATED        ALTA                 467,000.00     NA                    372,423.58    CA STYLE
412448094      2,202.19       2,202.19           8/1/2007        391,500.00         391,500.00     RT                      6.75    STATED        ALTA                 435,000.00     NA                    391,500.00    NO PPP
412448175      3,496.08       3,496.08           7/1/2007        500,000.00         498,121.26     P                        7.5    STATED        ALTA                 625,000.00     625,000.00            498,879.79    NO PPP
412448176      1,346.21       1,346.21           7/1/2007        125,000.00         124,841.17     P                     12.625    STATED        ALTA                 625,000.00     625,000.00            124,905.70    NO PPP
412448196      2,473.34       2,473.18           8/1/2007        424,000.00         423,973.32     P                          7    STATED        ALTA                 530,000.00     530,000.00            423,973.32    NO PPP
412448214      1,264.14       1,264.14           7/1/2007        200,000.00         198,900.36     RT                       6.5    FULL          ALTA                 250,000.00     NA                    199,270.87    NO PPP
412448215        504.71         504.71           7/1/2007         50,000.00          49,906.99     RT                     11.75    FULL          ALTA                 250,000.00     NA                     49,938.60    NO PPP
412448286      1,984.00       1,984.00           8/1/2007        297,600.00         297,600.00     P                          8    STATED        ALTA                 372,000.00     372,000.00            297,600.00    NO PPP
412448288        765.29         765.29           8/1/2007         74,400.00          74,269.02     P                         12    STATED        ALTA                 372,000.00     372,000.00             74,291.40    NO PPP
412448298      1,728.17       1,728.16           7/1/2007        307,229.00         307,228.99     CO                      6.75    NINA          ALTA                 475,000.00     NA                    307,228.98    NO PPP
412448299      1,390.55       1,390.55           7/1/2007        220,000.00         218,790.43     CO                       6.5    NINA          ALTA                 650,000.00     NA                    219,197.99    NO PPP
412448336        619.91         619.91           7/1/2007         62,000.00          61,881.46     P                     11.625    NINA          ALTA                 310,000.00     310,000.00             61,921.74    NO PPP
412448337      1,446.67       1,446.67           7/1/2007        248,000.00         247,999.99     P                          7    NINA          ALTA                 310,000.00     310,000.00            248,000.00    CA STYLE
412452459        891.32         891.32           7/1/2007        139,200.00         138,452.83     P                      6.625    STATED        ALTA                 205,000.00     174,000.00            138,704.63    NO PPP
412452460        357.96         357.96           7/1/2007         34,800.00          34,738.73     P                         12    STATED        ALTA                 205,000.00     174,000.00             34,759.56    NO PPP
412448371        625.63         625.49           7/1/2007        115,500.00         115,474.11     RT                       6.5    FULL          ALTA                 165,000.00     NA                    115,474.10    CA STYLE
412448382      3,648.00       3,648.00           7/1/2007        614,400.00         614,400.00     P                      7.125    NINA          ALTA                 770,000.00     768,000.00            614,400.00    NO PPP
412448424      1,739.07       1,739.06           7/1/2007        315,000.00         315,000.01     CO                     6.625    NINA          ALTA                 468,000.00     NA                    315,000.00    NO PPP
412448447      2,310.84       2,310.84           7/1/2007        376,000.00         375,999.99     P                      7.375    STATED        ALTA                 495,000.00     470,000.00            376,000.00    NO PPP
412448451      3,220.42       3,220.42           7/1/2007        524,000.00         523,999.99     CO                     7.375    NINA          ALTA                 655,000.00     NA                    524,000.00    NO PPP
412448452        948.85         948.85           7/1/2007         94,000.00          93,825.07     P                      11.75    STATED        ALTA                 495,000.00     470,000.00             93,884.49    NO PPP
412448471      2,533.74       2,533.74           7/1/2007        417,000.00         414,536.95     CO                     6.125    STATED        ALTA                 550,000.00     NA                    415,366.34    CA STYLE
412448506      1,579.95       1,579.95           7/1/2007        153,600.00         153,329.62     P                         12    NINA          ALTA                 770,000.00     768,000.00            153,421.55    NO PPP
412448515        658.46         658.46           7/1/2007        101,520.00         100,952.53     P                       6.75    STATED        ALTA                 127,000.00     126,900.00            101,132.22    NO PPP
412448516        261.07         261.07           7/1/2007         25,380.00          25,302.13     P                         12    STATED        ALTA                 127,000.00     126,900.00             25,317.99    NO PPP
412448579      1,200.34       1,200.34           7/1/2007        221,600.00         221,599.99     P                        6.5    STATED        ALTA                 295,000.00     277,000.00            221,600.00    CA STYLE
412448583        569.86         569.86           7/1/2007         55,400.00          55,302.43     P                         12    STATED        ALTA                 295,000.00     277,000.00             55,335.60    NO PPP
412448611        968.06         968.06           7/1/2007         95,000.00          94,828.06     P                     11.875    STATED        ALTA                 485,000.00     475,000.00             94,886.51    NO PPP
412448613      2,177.09       2,177.09           7/1/2007        380,000.00         379,999.99     P                      6.875    STATED        ALTA                 485,000.00     475,000.00            380,000.00    NO PPP
412448614      1,021.42       1,021.42           8/1/2007        196,112.00         196,112.00     P                       6.25    STATED        ALTA                 247,000.00     245,140.00            196,112.00    NO PPP
412448618      2,036.72       2,036.72           7/1/2007        355,500.00         355,498.26     RT                     6.875    FULL          ALTA                 395,000.00     NA                    355,498.26    CA STYLE
412448621      1,668.33       1,668.33           7/1/2007        307,999.00         307,999.00     P                        6.5    STATED        ALTA                 475,000.00     384,999.00            307,999.00    NO PPP
412448624        762.52         762.52           7/1/2007         76,999.00          76,847.73     P                       11.5    STATED        ALTA                 475,000.00     384,999.00             76,899.12    NO PPP
412448645        637.88         636.01           7/1/2007        113,400.00         113,065.40     RT                      6.75    FULL          ALTA                 148,000.00     NA                    113,065.39    CA STYLE
412448652      3,355.00       3,355.00           7/1/2007        528,000.00         528,000.00     P                      7.625    NINA          ALTA                 660,000.00     660,000.00            528,000.00    NO PPP
412448653      1,332.43       1,332.43           7/1/2007        132,000.00         131,754.48     P                      11.75    NINA          ALTA                 660,000.00     660,000.00            131,837.92    NO PPP
412448656      2,700.00       2,700.00           7/1/2007        480,000.00         480,000.00     P                       6.75    STATED        ALTA                 600,000.00     600,000.00            480,000.00    CA STYLE
412448657      1,211.30       1,211.30           7/1/2007        120,000.00         119,776.79     P                      11.75    STATED        ALTA                 600,000.00     600,000.00            119,852.65    NO PPP
412448681      2,770.63       2,770.63           7/1/2007        483,600.00         483,599.99     P                      6.875    FULL          ALTA                 610,000.00     604,500.00            483,600.00    CA STYLE
412448724      1,516.67       1,516.67           7/1/2007        260,000.00         259,999.99     CO                         7    NINA          ALTA                 360,000.00     NA                    260,000.00    NO PPP
412448734         999.4          999.4           7/1/2007        139,500.00         138,899.61     P                       7.75    STATED        ALTA                 155,000.00     155,000.00            139,102.32    NO PPP
412448744      2,208.34       2,208.34           7/1/2007        424,000.00         423,999.99     P                       6.25    STATED        ALTA                 530,000.00     530,000.00            424,000.00    CA STYLE
412448750      2,036.67       2,036.67           7/1/2007        376,000.00         375,999.99     P                        6.5    STATED        ALTA                 470,000.00     470,000.00            376,000.00    NO PPP
412448751         966.9          966.9           7/1/2007         94,000.00          93,834.51     P                         12    STATED        ALTA                 470,000.00     470,000.00             93,890.77    NO PPP
412448752        916.67         916.67           8/1/2007        176,000.00         176,000.00     P                       6.25    NINA          ALTA                 220,000.00     220,000.00            176,000.00    CA STYLE
412448754        423.19         423.19           8/1/2007         44,000.00          43,906.22     P                     11.125    NINA          ALTA                 220,000.00     220,000.00             43,922.21    NO PPP
412448777      1,618.71       1,618.71           7/1/2007        252,800.00         250,501.08     P                      6.625    STATED        ALTA                 316,000.00     316,000.00            250,968.67    CA STYLE
412448778        728.44         728.35           7/1/2007        129,500.00         129,478.25     CO                      6.75    STATED        ALTA                 193,000.00     NA                    129,478.26    CA STYLE
412448782        196.75         196.75           8/1/2007         22,900.00          22,782.49     P                       9.75    STATED        ALTA                 118,000.00     114,500.00             22,794.04    NO PPP
412448792      2,103.75       2,103.75           7/1/2007        396,000.00         396,000.00     CO                     6.375    STATED        ALTA                 495,000.00     NA                    396,000.00    NO PPP
412452536        658.32         658.32           7/1/2007         64,000.00          63,887.29     P                         12    STATED        ALTA                 320,000.00     320,000.00             63,925.61    NO PPP
412452537      1,333.34       1,333.34           7/1/2007        256,000.00         255,999.99     P                       6.25    STATED        ALTA                 320,000.00     320,000.00            256,000.00    CA STYLE
412448817      1,231.48       1,231.48           7/1/2007        122,000.00         121,737.91     P                      11.75    NINA          ALTA                 610,000.00     610,000.00            121,815.69    NO PPP
412448818      2,694.17       2,694.17           7/1/2007        488,000.00         487,965.45     P                      6.625    NINA          ALTA                 610,000.00     610,000.00            487,965.46    NO PPP
412448819        166.35         166.35           7/1/2007         20,000.00          19,938.20     P                      9.375    FULL          ALTA                 105,000.00     100,000.00             19,959.12    NO PPP
412448847        486.56         486.56           7/1/2007         59,800.00          59,591.60     P                      9.125    FULL          ALTA                 300,000.00     299,000.00             59,657.68    NO PPP
412448848      1,270.75       1,270.75           7/1/2007        239,200.00         239,200.00     P                      6.375    FULL          ALTA                 300,000.00     299,000.00            239,200.00    CA STYLE
412448854           988         987.95           7/1/2007        182,400.00         182,389.99     P                        6.5    STATED        ALTA                 245,000.00     228,000.00            182,390.00    NO PPP
412448855        429.96         429.96           7/1/2007         45,600.00          45,514.93     P                     10.875    STATED        ALTA                 245,000.00     228,000.00             45,549.42    NO PPP
412448865      3,629.84       3,629.84           7/1/2007        600,800.00         600,799.98     CO                      7.25    NINA          ALTA                 751,000.00     NA                    600,799.99    CA STYLE
412448866        701.05         701.05           7/1/2007         75,100.00          74,926.47     CO                     10.75    NINA          ALTA                 751,000.00     NA                     74,985.35    NO PPP
412448877      2,188.34       2,188.34           7/1/2007        404,000.00         403,999.99     CO                       6.5    STATED        ALTA                 505,000.00     NA                    404,000.00    NO PPP
412452556      1,194.25       1,194.25           7/1/2007        224,800.00         224,800.00     P                      6.375    FULL          ALTA                 284,000.00     281,000.00            224,800.00    NO PPP
412452557         477.7          477.7           7/1/2007         56,200.00          56,035.15     P                      9.625    FULL          ALTA                 284,000.00     281,000.00             56,090.98    NO PPP
412448894      1,479.59       1,479.59           7/1/2007        268,000.00         267,999.99     P                      6.625    STATED        ALTA                 335,000.00     335,000.00            268,000.00    NO PPP
412448895        631.74         631.74           7/1/2007         67,000.00          66,849.05     P                     10.875    STATED        ALTA                 335,000.00     335,000.00             66,900.19    NO PPP
412448913        789.54         789.54           7/1/2007        143,010.00         143,009.98     P                      6.625    FULL          ALTA                 160,000.00     158,900.00            143,009.99    NO PPP
412448915      1,011.31       1,011.31           7/1/2007        160,000.00         159,030.74     P                        6.5    STATED        ALTA                 200,000.00     200,000.00            159,328.11    NO PPP
412448916        407.61         407.61           7/1/2007         40,000.00          39,846.30     P                     11.875    STATED        ALTA                 200,000.00     200,000.00             39,872.51    NO PPP
412448924        352.55         352.55           7/1/2007         40,600.00          40,293.79     P                      9.875    FULL          ALTA                 204,000.00     203,000.00             40,335.21    NO PPP
412448925      1,039.87       1,039.87           7/1/2007        162,400.00         161,446.15     P                      6.625    FULL          ALTA                 204,000.00     203,000.00            161,740.81    CA STYLE
412448926      2,162.19       2,156.86           8/1/2007        407,000.00         404,997.96     CO                     6.375    FULL          ALTA                 580,000.00     NA                    404,997.96    NO PPP
412448938        480.27         480.27           8/1/2007         45,000.00          44,938.95     P                       12.5    FULL          ALTA                 227,000.00     225,000.00             44,950.98    NO PPP
412448940      1,012.50       1,012.50           7/1/2007        180,000.00         179,999.49     P                       6.75    FULL          ALTA                 227,000.00     225,000.00            179,999.50    CA STYLE
412448943        438.07         438.07           7/1/2007         46,000.00          45,899.30     P                         11    NINA          ALTA                 244,000.00     230,000.00             45,933.48    NO PPP
412448954        560.01         560.01           8/1/2007         72,000.00          71,555.84     P                      8.625    FULL          ALTA                 420,000.00     360,000.00             71,601.22    NO PPP
412448956      1,627.50       1,627.50           7/1/2007        244,625.00         243,404.19     P                          7    STATED        ALTA                 260,000.00     257,500.00            243,815.87    NO PPP
412448967      2,411.84       2,411.84           7/1/2007        399,200.00         399,199.98     P                       7.25    STATED        ALTA                 520,000.00     499,000.00            399,199.99    NO PPP
412448968      1,016.97       1,016.97           7/1/2007         99,800.00          99,619.38     P                     11.875    STATED        ALTA                 520,000.00     499,000.00             99,680.77    NO PPP
412448972      2,622.40       2,621.84           7/1/2007        475,000.00         474,700.00     CO                     6.625    NINA          ALTA                 685,000.00     NA                    474,700.00    NO PPP
412448977      1,105.00       1,101.75           8/1/2007        208,000.00         207,387.73     P                      6.375    STATED        ALTA                 270,000.00     260,000.00            207,387.73    NO PPP
412448978        423.09         423.09           8/1/2007         52,000.00          51,830.78     P                      9.125    STATED        ALTA                 270,000.00     260,000.00             51,859.52    NO PPP
412448994      1,921.88       1,921.88           7/1/2007        369,000.00         368,999.98     P                       6.25    FULL          --                   369,000.00     369,000.00            368,999.99    NO PPP
412452633      1,245.38       1,245.38           7/1/2007        222,400.00         220,887.88     P                      5.375    FULL          --                   300,000.00     278,000.00            221,396.43    NO PPP
412449025      2,429.38       2,429.38           7/1/2007        388,700.00         388,699.99     P                        7.5    STATED        --                   486,000.00     485,972.00            388,700.00    NO PPP
412449027      1,036.31       1,036.31           7/1/2007         97,100.00          96,946.95     P                       12.5    STATED        --                   486,000.00     485,972.00             96,999.03    NO PPP
412452652      1,004.99       1,004.99           7/1/2007        159,000.00         158,125.79     P                        6.5    STATED        --                   350,000.00     331,000.00            158,420.35    NO PPP
412449032        252.71         252.71           7/1/2007        126,500.00          25,758.96     P                      7.125    FULL          --                   385,000.00     385,000.00             25,956.73    NO PPP
412452670        491.17         491.17           8/1/2007         72,000.00          71,657.85     P                       7.25    RED           --                    72,000.00      72,000.00             71,715.74    NO PPP
412449175        591.25         591.25           7/1/2007         78,700.00          78,393.65     P                       8.25    FULL          --                   400,000.00     393,500.00             78,497.17    NO PPP
412449202      1,203.80       1,203.80           8/1/2007        201,000.00         199,743.63     P                       5.99    FULL          --                   211,000.00     207,281.00            199,949.35    NO PPP
412452754        653.33         653.33           7/1/2007         98,000.00          97,983.85     P                          8    FULL          --                   102,000.00      98,000.00             97,983.86    NO PPP
412449219      1,302.06       1,302.06           7/1/2007        206,000.00         204,867.39     P                        6.5    FULL          --                   265,000.00     258,000.00            205,249.01    NO PPP
412452777      1,196.28       1,196.28           7/1/2007        185,229.00         185,228.98     P                       7.75    STATED        --                   232,000.00     231,537.00            185,229.00    NO PPP
412449257      1,535.63       1,535.63           7/1/2007        283,500.00         283,499.99     RT                       6.5    STATED        --                   405,000.00     NA                    283,500.00    CA STYLE
412449260      2,120.00       2,120.00           7/1/2007        384,000.00         384,000.00     RT                     6.625    NINA          --                   480,000.00     NA                    384,000.00    NO PPP
412449265      1,375.00       1,375.00           7/1/2007        264,000.00         264,000.00     P                       6.25    STATED        --                   330,000.00     330,000.00            264,000.00    CA STYLE
412449266        542.97         542.97           7/1/2007         66,000.00          65,790.68     P                       9.25    STATED        --                   330,000.00     330,000.00             65,861.53    NO PPP
412449267      3,783.38       3,783.38           7/1/2007        637,200.00         637,199.99     P                      7.125    FULL          --                   800,000.00     796,500.00            637,200.00    CA STYLE
412449269      1,616.69       1,616.69           8/1/2007        243,000.00         241,757.72     P                          7    FULL          --                   246,000.00     243,000.00            241,962.96    NO PPP
412449272        361.23         361.23           8/1/2007         41,600.00          41,484.25     P                      9.875    FULL          --                   208,000.00     208,000.00             41,503.94    NO PPP
412452784      1,489.00       1,489.00           8/1/2007        297,800.00         297,800.00     CO                         6    LITE          --                   750,000.00     NA                    297,800.00    NO PPP
412449283      1,409.99       1,409.99           7/1/2007        229,000.00         227,589.09     P                       6.25    FULL          --                   231,000.00     229,000.00            228,034.86    NO PPP
412452803        364.07         364.07           7/1/2007         57,600.00          57,283.32     CO                       6.5    FULL          --                    72,000.00     NA                     57,390.02    NO PPP
412449294      6,770.84       6,770.84           7/1/2007      1,250,000.00       1,249,999.99     CO                       6.5    FULL          --                 2,500,000.00     NA                  1,250,000.00    NO PPP
412452807        846.97         846.97           7/1/2007        134,000.00         133,263.26     P                        6.5    FULL          --                   134,000.00     134,000.00            133,511.50    NO PPP
412449305        584.66         584.66           7/1/2007         92,500.00          91,991.45     RT                       6.5    LITE          --                   125,000.00     NA                     92,162.80    NO PPP
412449306        853.33         853.33           7/1/2007        148,000.00         147,083.75     P                      6.375    FULL          --                   174,000.00     148,000.00            147,226.51    NO PPP
412449307        710.74         710.74           7/1/2007        121,400.00         121,047.98     P                        6.5    LITE          --                   124,000.00     121,400.00            121,157.22    NO PPP
412449309        743.31         743.31           7/1/2007        117,600.00         116,953.44     P                        6.5    NINA          --                   165,000.00     147,000.00            117,171.29    NO PPP
412449312        762.04         762.04           7/1/2007        116,000.00         115,092.80     P                      6.875    FULL          --                   116,000.00     116,000.00            115,296.36    NO PPP
412449318         772.7          772.7           7/1/2007        130,000.00         129,665.46     P                      6.625    FULL          --                   140,000.00     130,000.00            129,778.20    NO PPP
412452813        763.31         763.31           7/1/2007        130,800.00         129,969.36     RT                      5.75    FULL          --                   165,000.00     NA                    130,248.43    NO PPP
412452814      1,594.69       1,594.69           7/1/2007        265,981.00         264,372.30     CO                         6    LITE          --                   725,000.00     NA                    264,913.89    NO PPP
412449322      1,229.02       1,229.02           7/1/2007        197,000.00         195,890.61     P                      6.375    FULL          --                   208,000.00     207,500.00            196,264.33    NO PPP
412449333      2,029.38       2,029.37           7/1/2007        382,000.00         381,997.49     RT                     6.375    STATED        --                   610,000.00     NA                    381,997.49    NO PPP
412449336        311.85         311.85           7/1/2007         42,000.00          41,832.33     CO                     8.125    STATED        --                   470,000.00     NA                     41,888.97    NO PPP
412449344        665.52         665.52           8/1/2007         90,700.00          90,328.74     P                          8    STATED        --                   453,500.00     453,500.00             90,391.65    NO PPP
412449352           297            297           7/1/2007         40,000.00          39,828.04     CO                     8.125    STATED        --                   625,000.00     NA                     39,882.15    NO PPP
412449354        406.04         406.04           7/1/2007         56,000.00          55,744.67     CO                     7.875    STATED        --                   560,000.00     NA                     55,824.32    NO PPP
412449356      2,676.67       2,676.67           7/1/2007        584,000.00         583,999.99     P                        5.5    STATED        --                   730,000.00     730,000.00            584,000.00    NO PPP
412449358      2,395.84       2,386.39           7/1/2007        460,000.00         456,373.36     RT                      6.25    STATED        --                   580,000.00     NA                    456,373.35    NO PPP
412449374      1,062.92       1,062.92           8/1/2007        166,000.00         165,109.02     P                      6.625    FULL          --                   166,000.00     166,000.00            165,259.57    NO PPP
412452865      2,106.62       2,106.62           8/1/2007        329,000.00         326,521.07     P                      6.625    LITE          --                   335,000.00     329,000.00            326,823.35    NO PPP
412449393      1,028.38       1,028.38           8/1/2007        129,900.00         129,900.00     P                        9.5    FULL          --                   155,000.00     129,900.00            129,900.00    NO PPP
412452871      6,562.50       6,562.50           8/1/2007        900,000.00         899,970.00     P                       8.75    NINA          --                 1,200,000.00     1,200,000.00          899,970.00    NO PPP
412449398        672.33         672.33           8/1/2007        105,000.00         104,436.41     P                      6.625    LITE          --                   110,000.00     105,000.00            104,531.64    NO PPP
412452875      1,058.71       1,058.71           7/1/2007        167,500.00         166,579.10     P                        6.5    FULL          --                   173,000.00     167,500.00            166,889.39    NO PPP
412452882        768.92         768.92           7/1/2007        128,250.00         127,474.34     P                          6    FULL          --                   171,000.00     171,000.00            127,735.48    NO PPP
412452883        343.98         343.98           7/1/2007         42,750.00          42,607.22     P                          9    FULL          --                   171,000.00     171,000.00             42,655.53    NO PPP
412452884         576.7          576.7           7/1/2007         85,600.00          85,183.14     P                      7.125    STATED        --                   108,000.00     107,000.00             85,323.74    NO PPP
412452885        176.05         176.05           7/1/2007         21,400.00          21,332.16     P                       9.25    STATED        --                   108,000.00     107,000.00             21,355.12    NO PPP
412449403        289.11         289.11           7/1/2007         36,750.00          36,620.81     P                       8.75    STATED        --                   200,000.00     183,600.00             36,664.50    NO PPP
412449404      3,955.73       3,955.73           7/1/2007        775,000.00         775,000.00     CO                     6.125    FULL          --                   980,000.00     NA                    775,000.00    NO PPP
412452889      1,634.73       1,634.73           7/1/2007        265,500.00         263,866.56     CO                      6.25    FULL          --                   320,000.00     NA                    264,383.37    NO PPP
412452897      1,412.61       1,412.61           8/1/2007        245,000.00         244,312.31     P                      6.375    LITE          --                   245,000.00     245,000.00            244,426.40    NO PPP
412449409      1,419.30       1,419.30           7/1/2007        227,500.00         226,218.85     CO                     6.375    FULL          --                   285,000.00     NA                    226,650.43    NO PPP
412449412      3,295.06       3,295.06           7/1/2007        632,650.00         632,649.98     P                       6.25    FULL          --                   765,000.00     702,960.00            632,650.00    NO PPP
412449413        681.15         681.15           7/1/2007         94,125.00          92,901.57     CO                     6.125    FULL          --                   125,500.00     NA                     93,312.35    NO PPP
412449415         223.8          223.8           7/1/2007         30,500.00          30,363.56     P                          8    STATED        --                   315,000.00     305,000.00             30,405.89    NO PPP
412449416        365.37         365.37           7/1/2007         51,000.00          50,780.50     P                       7.75    FULL          --                   345,000.00     340,000.00             50,854.61    NO PPP
412452902        499.27         499.27           8/1/2007         76,000.00          75,611.35     P                      6.875    FULL          --                    80,000.00      76,000.00             75,677.05    NO PPP
412449417        895.19         895.19           7/1/2007        122,000.00         121,500.61     CO                         8    FULL          --                   165,000.00     NA                    121,669.29    NO PPP
412449418      2,460.82       2,460.82           7/1/2007        405,000.00         402,607.87     CO                     6.125    FULL          --                   550,000.00     NA                    403,413.38    NO PPP
412449419        513.44         513.41           8/1/2007         93,000.00          92,994.97     CO                     6.625    NINA          --                   138,000.00     NA                     92,994.97    CA STYLE
412449423      2,009.98       2,009.98           8/1/2007        318,000.00         316,251.59     P                        6.5    LITE          --                   320,000.00     318,000.00            316,546.94    NO PPP
412449424        778.83         778.83           7/1/2007         99,000.00          98,651.98     P                       8.75    FULL          --                   112,000.00      99,000.00             98,769.68    NO PPP
412449425        293.58         293.58           8/1/2007         38,625.00          38,478.39     P                      8.375    FULL          --                   175,000.00     154,500.00             38,503.25    NO PPP
412449433        354.97         354.97           8/1/2007         47,250.00          47,066.11     P                       8.25    FULL          --                   189,000.00     189,000.00             47,097.29    NO PPP
412449472        541.88         541.52           7/1/2007        102,000.00         101,872.89     RT                     6.375    STATED        --                   135,000.00     NA                    101,872.89    NO PPP
412449474        116.67         116.67           7/1/2007         15,000.00          14,782.45     CO                     8.625    STATED        --                   135,000.00     NA                     14,803.07    NO PPP
412449503        511.52         511.52           8/1/2007         76,886.00          76,491.07     P                          7    FULL          --                    79,500.00      78,100.00             76,556.01    NO PPP
412452940      2,044.68       2,044.68           7/1/2007        344,000.00         343,114.78     RT                     6.625    STATED        --                   430,000.00     NA                    343,413.11    NO PPP
412452941        579.15         579.15           7/1/2007         78,000.00          77,688.62     RT                     8.125    STATED        --                   430,000.00     NA                     77,793.82    NO PPP
412449514      1,122.70       1,122.70           7/1/2007        168,750.00         167,907.86     CO                         7    FULL          --                   225,000.00     NA                    168,191.85    NO PPP
412449515        638.77         638.77           7/1/2007         56,250.00          56,177.09     CO                    13.375    FULL          --                   225,000.00     NA                     56,201.93    NO PPP
412449518      1,008.85       1,008.85           7/1/2007        160,000.00         159,641.62     RT                     7.125    STATED        --                   200,000.00     NA                    159,762.50    NO PPP
412449522        201.88         201.88           7/1/2007         20,000.00          19,962.80     CO                     11.75    STATED        --                   200,000.00     NA                     19,975.44    NO PPP
412449524      1,098.69       1,098.69           7/1/2007        176,800.00         176,389.92     CO                         7    RED           --                   221,000.00     NA                    176,528.21    NO PPP
412449525        488.94         488.94           7/1/2007         44,200.00          44,137.68     CO                        13    FULL          --                   221,000.00     NA                     44,158.90    NO PPP
412449526        787.45         787.45           7/1/2007        118,000.00         117,727.94     P                      7.625    RED           --                   147,500.00     147,500.00            117,805.97    NO PPP
412449530      1,018.94       1,018.94           7/1/2007        161,600.00         161,238.02     RT                     7.125    STATED        --                   202,000.00     NA                    161,360.11    NO PPP
412452946      1,054.25       1,054.25           7/1/2007        167,200.00         166,825.48     RT                     7.125    STATED        --                   209,000.00     NA                    166,951.80    NO PPP
412449535      2,206.55       2,206.55           7/1/2007        308,000.00         306,674.46     P                       7.75    NINA          --                   410,000.00     385,000.00            307,122.01    NO PPP
412449540      2,172.80       2,172.80           7/1/2007        335,000.00         333,244.93     P                       6.75    FULL          --                   355,000.00     345,000.00            333,836.53    NO PPP
412449543        749.44         749.44           8/1/2007        118,570.00         117,917.95     P                        6.5    FULL          --                   120,000.00     118,570.00            118,028.07    NO PPP
412449544      1,654.57       1,654.57           7/1/2007        255,100.00         253,763.53     RT                      6.75    STATED        --                   450,000.00     NA                    254,214.03    NO PPP
412449549        291.04         291.04           7/1/2007         30,000.00          29,454.87     RT                      8.25    FULL          --                   194,000.00     NA                     29,630.14    NO PPP
412449550        389.91         389.91           7/1/2007         51,900.00          51,697.97     P                       8.25    FULL          --                    52,000.00      51,900.00             51,766.24    NO PPP
412449551        750.13         750.13           7/1/2007        112,750.00         112,187.32     P                          7    FULL          --                   112,750.00     112,750.00            112,377.07    CA STYLE
412449552        533.73         533.73           7/1/2007         74,500.00          74,179.36     P                       7.75    FULL          --                    76,200.00      74,500.00             74,287.62    NO PPP
412452955        523.71         523.71           8/1/2007         74,900.00          74,299.98     P                        7.5    LITE          --                    76,000.00      74,900.00             74,358.95    NO PPP
412449555        855.46         855.46           7/1/2007        133,600.00         132,882.90     P                      6.625    LITE          --                   172,000.00     167,000.00            133,124.57    NO PPP
412449557        881.68         881.68           8/1/2007        116,000.00         115,559.17     P                      8.375    FULL          --                   141,000.00     116,000.00            115,633.82    NO PPP
412449570        293.32         293.32           8/1/2007         31,400.00          30,828.17     P                      7.625    FULL          --                   340,000.00     314,000.00             30,924.99    NO PPP
412452965        973.24         973.24           7/1/2007        156,000.00         155,121.46     P                      6.375    FULL          --                   195,000.00     195,000.00            155,417.41    NO PPP
412452966        378.35         378.35           7/1/2007         39,000.00          38,327.19     P                       8.25    FULL          --                   195,000.00     195,000.00             38,554.54    NO PPP
412449578        833.33         833.33           7/1/2007        160,000.00         159,999.46     P                       6.25    FULL          --                   202,000.00     200,000.00            159,999.46    NO PPP
412452994      1,105.49       1,105.49           7/1/2007        174,900.00         173,938.38     P                        6.5    LITE          --                   185,000.00     174,900.00            174,262.39    NO PPP
412449606        632.07         632.07           7/1/2007        100,000.00          99,450.18     P                        6.5    FULL          --                   100,000.00     100,000.00             99,635.44    NO PPP
412449609        604.89         604.89           7/1/2007         95,700.00          95,173.84     P                        6.5    FULL          --                   100,000.00      95,700.00             95,351.13    NO PPP
412449615        460.35         460.35           7/1/2007         62,000.00          61,752.49     P                      8.125    FULL          --                    62,000.00      62,000.00             61,836.11    NO PPP
412449620        631.12         631.12           7/1/2007         85,000.00          84,660.70     P                      8.125    FULL          --                    85,000.00      87,000.00             84,775.33    NO PPP
412449624        948.93         948.93           8/1/2007        159,650.00         159,239.20     P                      6.625    FULL          --                   160,000.00     159,689.00            159,308.61    NO PPP
412449625        918.21         918.21           8/1/2007        143,400.00         142,630.32     P                      6.625    FULL          --                   146,000.00     143,400.00            142,760.37    NO PPP
412449630        284.84         284.84           8/1/2007         35,800.00          35,677.33     P                      8.875    FULL          --                   181,000.00     179,000.00             35,698.15    NO PPP
412449635         665.3          665.3           8/1/2007        100,000.00          99,500.96     P                          7    FULL          --                   125,000.00     125,000.00             99,585.35    NO PPP
412449638        214.79         214.79           8/1/2007         25,000.00          24,825.29     P                       9.75    FULL          --                   128,000.00     125,000.00             24,838.27    NO PPP
412449646      1,232.53       1,232.53           7/1/2007        195,000.00         193,927.90     CO                       6.5    FULL          --                   284,400.00     NA                    194,289.14    NO PPP
412449648      1,114.97       1,114.97           8/1/2007        169,900.00         169,900.00     P                      7.875    FULL          --                   171,000.00     169,900.00            169,900.00    NO PPP
412449649      2,154.17       2,154.17           7/1/2007        440,000.00         439,883.29     P                      5.875    FULL          --                   555,000.00     550,000.00            439,883.30    NO PPP
412449650        368.38         368.38           7/1/2007         54,000.00          53,743.37     RT                      7.25    LITE          --                    78,000.00     NA                     53,829.95    NO PPP
412449651         550.2          550.2           7/1/2007         76,800.00          76,469.50     CO                      7.75    STATED        --                   121,000.00     NA                     76,581.09    NO PPP
412449652      1,227.26       1,227.26           7/1/2007        201,600.00         201,109.11     P                      6.825    NINA          AAA                  252,000.00     252,000.00            201,274.60    CA STYLE
412449659      2,148.84       2,148.84           7/1/2007        230,000.00         229,839.55     CO                    11.075    NINA          C-                   487,000.00     NA                    229,894.02               2%
412449660        285.79         285.79           7/1/2007         44,250.00          44,249.98     CO                      7.75    STATED        --                    59,000.00     NA                     44,250.00    NO PPP
412449662      2,520.26       2,520.26           7/1/2007        388,570.00         386,534.24     CO                      6.75    FULL          --                   554,500.00     NA                    387,220.45    NO PPP
412449679        839.08         839.08           7/1/2007        123,000.00         122,415.52     P                       7.25    LITE          --                   123,000.00     123,000.00            122,612.70    NO PPP
412449682        466.64         466.64           7/1/2007         76,800.00          76,346.41     RT                     6.125    RED           --                    96,000.00     NA                     76,499.15    NO PPP
412449683        126.76         126.76           7/1/2007         12,800.00          12,774.85     RT                      11.5    STATED        --                    96,000.00     NA                     12,783.40    NO PPP
412453023        214.92         214.92           7/1/2007         30,000.00          29,870.92     CO                      7.75    STATED        --                   182,000.00     NA                     29,914.50    NO PPP
412453024        920.29         920.29           8/1/2007        145,600.00         144,783.93     CO                       6.5    RED           --                   182,000.00     NA                    144,919.24    NO PPP
412449686      2,548.13       2,548.13           7/1/2007        453,000.00         452,999.99     CO                      6.75    STATED        --                   640,000.00     NA                    453,000.00    NO PPP
412449687      1,057.29       1,057.29           7/1/2007        175,000.00         174,794.51     RT                      7.25    STATED        --                   220,000.00     NA                    174,796.97    NO PPP
412449688           550            550           7/1/2007        105,600.00         105,598.76     RT                      6.25    FULL          --                   132,000.00     NA                    105,598.75    NO PPP
412449689        176.85         176.85           7/1/2007         23,000.00          22,913.73     RT                       8.5    FULL          --                   132,000.00     NA                     22,942.51    NO PPP
412449690        758.44         758.44           7/1/2007        114,000.00         113,410.43     RT                         7    FULL          --                   570,000.00     NA                    113,602.51    NO PPP
412449691        977.19         977.19           7/1/2007        177,000.00         176,999.99     CO                     6.625    FULL          --                   262,000.00     NA                    177,000.00    NO PPP
412449692      1,065.79       1,065.79           8/1/2007        179,500.00         179,499.96     RT                     7.125    FULL          --                   220,000.00     NA                    179,499.97    NO PPP
412449693        781.67         781.67           7/1/2007        134,000.00         133,999.99     CO                         7    STATED        --                   200,000.00     NA                    134,000.00    NO PPP
412449694      1,071.14       1,071.14           7/1/2007        161,000.00         160,196.52     CO                         7    STATED        --                   205,000.00     NA                    160,467.47    NO PPP
412449695        141.48         141.48           7/1/2007         21,000.00          20,897.75     CO                     7.125    STATED        --                   265,000.00     NA                     20,932.24    NO PPP
412449696        986.03         986.03           7/1/2007        156,000.00         155,142.29     RT                       6.5    LITE          --                   195,000.00     NA                    155,431.29    NO PPP
412449697        237.73         237.73           7/1/2007         34,000.00          33,846.22     RT                       7.5    FULL          --                   195,000.00     NA                     33,898.12    NO PPP
412449698      3,337.20       3,337.20           7/1/2007        508,000.00         505,402.34     RT                     6.875    STATED        --                   635,000.00     NA                    506,278.14    NO PPP
412449699        634.84         634.84           7/1/2007         75,500.00          74,142.14     RT                       9.5    STATED        --                   635,000.00     NA                     74,236.78    NO PPP
412449705      1,219.36       1,219.36           7/1/2007        188,000.00         187,015.07     RT                      6.75    STATED        --                   283,000.00     NA                    187,347.07    NO PPP
412449706      1,910.21       1,910.21           7/1/2007        346,000.00         346,000.00     CO                     6.625    STATED        --                   535,000.00     NA                    346,000.00    NO PPP
412449711      1,344.65       1,344.65           8/1/2007        210,000.00         208,872.89     CO                     6.625    FULL          --                   360,000.00     NA                    209,063.34    NO PPP
412449712        301.52         301.52           7/1/2007         34,000.00          33,808.14     CO                    10.125    STATED        --                   231,000.00     NA                     33,840.26    NO PPP
412449713        421.18         421.18           7/1/2007         57,400.00          57,165.03     RT                         8    STATED        --                   287,000.00     NA                     57,244.40    NO PPP
412453031        935.46         935.46           7/1/2007        148,000.00         147,130.38     RT                       6.5    RED           --                   185,000.00     NA                    147,405.15    NO PPP
412453032        263.37         263.37           7/1/2007         28,500.00          28,355.57     RT                    10.625    STATED        --                   185,000.00     NA                     28,379.86    NO PPP
412449714        758.48         758.48           7/1/2007        120,000.00         119,339.18     CO                       6.5    STATED        --                   160,000.00     NA                    119,561.49    NO PPP
412453033        802.73         802.73           7/1/2007        127,000.00         126,293.39     P                        6.5    LITE          --                   160,000.00     159,000.00            126,528.76    NO PPP
412449719        685.42         685.42           8/1/2007        140,000.00         140,000.00     P                      5.875    FULL          --                   178,000.00     175,000.00            140,000.00    NO PPP
412449720      1,499.17       1,499.15           7/1/2007        257,000.00         256,983.68     P                          7    FULL          --                   258,000.00     257,000.00            256,983.68    NO PPP
412449724         285.5          285.5           7/1/2007         39,375.00          39,209.70     P                      7.875    FULL          --                   159,000.00     157,500.00             39,265.52    NO PPP
412449727      1,908.20       1,908.20           7/1/2007        239,000.00         238,718.62     P                       9.35    NINA          AA                   247,000.00     239,000.00            238,813.87    NO PPP
412453035        967.06         967.06           7/1/2007        153,000.00         152,158.82     RT                       6.5    FULL          --                   308,000.00     NA                    152,442.25    NO PPP
412449733      1,581.48       1,581.48           7/1/2007        271,000.00         269,281.90     CO                      5.75    FULL          --                   660,000.00     NA                    269,860.08    NO PPP
412449743        455.71         455.71           7/1/2007         75,000.00          74,557.00     CO                     6.125    FULL          --                   435,000.00     NA                     74,706.17    NO PPP
412449747        323.04         323.04           8/1/2007         43,000.00          42,832.67     P                       8.25    FULL          --                   215,000.00     215,000.00             42,861.04    NO PPP
412449748      1,020.84       1,019.96           8/1/2007        280,000.00         279,601.25     CO                     4.375    FULL          --                   365,000.00     NA                    279,601.25    NO PPP
412449749      4,019.17       4,019.17           8/1/2007        742,000.00         742,000.00     RT                       6.5    FULL          --                 1,300,000.00     NA                    742,000.00    NO PPP
412449751        747.09         747.07           7/1/2007        163,000.00         162,991.22     CO                       5.5    FULL          --                   490,000.00     NA                    162,991.21    NO PPP
412449752      1,999.40       1,999.40           7/1/2007        338,000.00         335,906.88     CO                     5.875    STATED        --                   540,000.00     NA                    336,611.41    NO PPP
412449763      1,565.00       1,563.97           7/1/2007        313,000.00         312,793.44     RT                         6    NINA          --                   420,000.00     NA                    312,793.45    NO PPP
412449764      1,991.01       1,991.01           7/1/2007        315,000.00         313,268.14     RT                       6.5    NINA          --                   450,000.00     NA                    313,851.68    NO PPP
412449765      1,763.33       1,763.33           7/1/2007        368,000.00         368,000.01     RT                      5.75    FULL          --                   460,000.00     NA                    368,000.00    NO PPP
412449766        509.21         509.21           7/1/2007         64,000.00          63,780.72     CO                     8.875    FULL          --                   460,000.00     NA                     63,854.89    NO PPP
412449767         684.5          684.5           7/1/2007        101,600.00         101,105.20     CO                     7.125    FULL          --                   127,000.00     NA                    101,272.09    NO PPP
412449768        202.09         202.09           7/1/2007         25,400.00          25,165.67     RT                     8.875    FULL          --                   127,000.00     NA                     25,197.26    NO PPP
412449770        129.73         129.73           8/1/2007         15,100.00          15,056.88     P                       9.75    FULL          --                    76,000.00      75,500.00             15,064.21    NO PPP
412449773        825.07         825.07           7/1/2007        118,000.00         117,422.46     P                        7.5    FULL          --                   135,000.00     118,000.00            117,603.12    NO PPP
412449774      2,056.12       2,056.12           7/1/2007        256,685.00         255,818.93     CO                      8.95    STATED        AA                   394,900.00     NA                    256,111.92    NO PPP
412449776      1,340.83       1,340.83           7/1/2007        176,000.00         175,330.70     CO                       8.4    NINA          AA                   224,000.00     NA                    175,555.37    NO PPP
412449777        635.12         635.12           7/1/2007         82,600.00          82,294.41     P                        8.5    FULL          --                   414,000.00     413,000.00             82,397.71    NO PPP
412449780      2,554.33       2,554.33           7/1/2007        294,000.00         293,735.94     CO                     10.25    NINA          C                    392,000.00     NA                    293,825.46    NO PPP
412449782        807.93         807.93           7/1/2007        138,000.00         137,632.47     P                        6.5    FULL          --                   142,000.00     138,000.00            137,756.30    NO PPP
412453055      1,307.65       1,307.65           8/1/2007        220,000.00         219,367.82     P                      6.625    RED           --                   221,000.00     220,000.00            219,463.85    NO PPP
412449786        842.22         842.22           7/1/2007        135,000.00         134,239.77     CO                     6.375    FULL          --                   185,000.00     NA                    134,495.87    NO PPP
412446627      2,828.21       2,828.21           7/1/2007        342,000.00         338,747.81     CO                      9.85    STATED        AAA                  380,000.00     NA                    338,841.96    NO PPP
412447254        470.06         470.06           7/1/2007         50,000.00          49,830.25     CO                    10.838    FULL          C                     70,000.00     NA                     49,869.73            54321
412447461      2,498.06       2,498.06           7/1/2007        440,000.00         438,955.28     CO                      6.25    FULL          A+                   570,000.00     NA                    439,375.66    CA STYLE
412447671         922.7          922.7           7/1/2007        120,000.00         119,556.01     CO                       8.5    STATED        AA                   150,000.00     NA                    119,706.10    NO PPP
412448030        687.85         687.85           7/1/2007         80,750.00          80,554.45     CO                      9.65    STATED        A-                    95,000.00     NA                     80,633.61               1%
412448074      2,982.06       2,982.06           7/1/2007        373,500.00         373,135.00     CO                      9.35    STATED        A+                   415,000.00     NA                    373,282.70    CA STYLE
412448103      1,038.10       1,038.10           7/1/2007        180,600.00         180,183.50     RT                      6.35    STATED        A+                   258,000.00     NA                    180,351.42    CA STYLE
412448111      3,417.29       3,417.29           7/1/2007        477,000.00         475,294.78     P                       7.75    STATED        AAA                  600,000.00     530,000.00            475,983.46    NO PPP
412448124           693            693           7/1/2007        112,000.00         112,000.00     CO                     7.425    FULL          AA                   225,000.00     NA                    112,000.00    CA STYLE
412448184        933.17         933.17           8/1/2007        128,700.00         128,251.27     P                      7.875    FULL          AA                   158,000.00     143,000.00            128,342.19    CA STYLE
412448188      2,233.65       2,233.65           7/1/2007        258,875.00         258,267.65     P                        9.8    STATED        AA                   273,000.00     272,500.00            258,513.56    NO PPP
412448237      3,126.86       3,126.86           7/1/2007        472,500.00         471,559.00     CO                      7.55    FULL          AA                   540,000.00     NA                    471,875.94    NO PPP
412448281        736.68         736.68           7/1/2007        101,600.00         101,173.47     RT                     7.875    FULL          AA                   107,000.00     NA                    101,317.51    NO PPP
412448306         846.1          846.1           7/1/2007        118,750.00         118,749.99     P                       8.55    FULL          AAA                  155,000.00     125,000.00            118,750.00            54321
412448330      2,068.48       2,068.48           7/1/2007        316,200.00         316,199.94     CO                      7.85    FULL          AA                   372,000.00     NA                    316,199.93    2 MO INT
412448332      1,764.54       1,764.54           7/1/2007        289,000.00         288,301.10     RT                      6.85    FULL          AA                   330,000.00     NA                    288,536.72    CA STYLE
412448341      1,145.55       1,145.55           7/1/2007        191,000.00         190,518.52     CO                       6.7    FULL          AA                   280,000.00     NA                    190,680.80    CA STYLE
412448362        661.73         661.73           7/1/2007         88,200.00          88,096.29     P                      8.725    FULL          AA                    98,000.00      98,000.00             88,138.23    NO PPP
412448367      1,506.33       1,506.33           7/1/2007        220,800.00         220,392.55     P                      7.825    FULL          AAA                  295,000.00     276,000.00            220,529.58    NO PPP
412448368        470.21         470.21           7/1/2007         55,200.00          55,036.51     P                       9.65    FULL          AAA                  295,000.00     276,000.00             55,091.10    NO PPP
412448374      4,452.24       4,452.24           7/1/2007        540,000.00         538,585.86     CO                     9.275    STATED        AA                   600,000.00     NA                    539,158.06    NO PPP
412448412        385.69         385.69           7/1/2007         43,400.00          43,286.03     P                      10.15    FULL          AA                   220,000.00     217,000.00             43,324.66    NO PPP
412448413      1,113.66       1,113.66           7/1/2007        173,600.00         173,227.13     P                      7.275    FULL          AA                   220,000.00     217,000.00            173,352.93    NO PPP
412448414        703.52         703.52           7/1/2007        104,550.00         104,384.60     CO                       7.7    FULL          AA                   123,000.00     NA                    104,451.39    NO PPP
412448459      1,074.43       1,074.43           7/1/2007        152,000.00         151,897.07     CO                      8.35    FULL          A+                   160,000.00     NA                    151,931.67    NO PPP
412448462      3,270.56       3,270.56           7/1/2007        379,050.00         377,978.43     P                        9.8    STATED        AA                   400,000.00     399,000.00            378,341.45    NO PPP
412448499      4,578.75       4,578.75           7/1/2007        666,000.00         666,000.00     CO                      8.25    STATED        AA                   740,000.00     NA                    666,000.00    NO PPP
412452495      1,242.21       1,242.21           7/1/2007        193,500.00         192,641.04     RT                      6.65    FULL          AA                   220,000.00     NA                    192,987.47    NO PPP
412448679      1,281.04       1,281.04           7/1/2007        196,500.00         195,652.76     RT                       6.8    FULL          AA                   265,000.00     NA                    195,994.53    NO PPP
412448691      1,373.48       1,373.48           7/1/2007        155,200.00         154,788.15     CO                      10.1    FULL          A+                   194,000.00     NA                    154,927.74    NO PPP
412448698      2,289.36       2,289.36           8/1/2007        324,000.00         323,391.54     CO                      8.15    STATED        AA                   372,000.00     NA                    323,483.91    NO PPP
412448742        632.42         632.42           7/1/2007         77,900.00          77,588.07     P                        9.1    STATED        AA                    86,000.00      82,000.00             77,675.17    NO PPP
412448755      1,971.87       1,971.87           7/1/2007        234,000.00         233,418.37     P                      9.525    STATED        AA                   263,000.00     260,000.00            233,653.79    NO PPP
412448827      2,531.18       2,531.18           7/1/2007        368,000.00         366,209.53     RT                       7.9    FULL          AA                   433,000.00     NA                    366,447.78    NO PPP
412448842         888.8          888.8           7/1/2007        166,500.00         166,285.70     CO                       6.1    FULL          AA                   185,000.00     NA                    166,372.07    NO PPP
412448870      3,531.57       3,531.57           8/1/2007        451,250.00         451,075.40     CO                       9.3    STATED        AAA                  475,000.00     NA                    451,110.86    NO PPP
412448884        535.31         535.31           8/1/2007         77,200.00          76,904.47     CO                     7.415    FULL          AA                    96,500.00     NA                     76,964.21    NO PPP
412448892      2,883.63       2,883.63           7/1/2007        332,400.00         332,297.74     CO                     10.35    STATED        AA                   349,915.00     NA                    332,332.41    NO PPP
412452563        600.25         600.25           7/1/2007         71,150.00          70,973.59     P                      9.538    FULL          AA                    75,000.00      74,900.00             71,044.99    NO PPP
412448944        625.94         625.94           7/1/2007         94,560.00          93,959.16     CO                      6.95    FULL          AAA                  118,200.00     NA                     94,121.27    NO PPP
412448949      1,397.79       1,397.79           7/1/2007        162,000.00         161,541.99     P                        9.8    STATED        AA                   180,000.00     180,000.00            161,697.15               1%
412448955        643.43         643.43           7/1/2007         83,000.00          82,911.32     CO                      9.05    FULL          AA                    98,000.00     NA                     82,947.19    NO PPP
412448957      2,523.17       2,523.17           7/1/2007        384,750.00         384,474.69     CO                       7.7    FULL          AAA                  405,000.00     NA                    384,585.87    NO PPP
412448966      1,274.00       1,274.00           8/1/2007        208,000.00         208,000.00     CO                      7.35    FULL          A+                   280,000.00     NA                    208,000.00    NO PPP
412448971        707.04         707.04           8/1/2007         95,000.00          94,686.62     CO                      8.15    FULL          AA                   100,000.00     NA                     94,750.15    NO PPP
412448973      1,169.91       1,169.91           7/1/2007        133,875.00         133,570.68     CO                      9.95    FULL          AA                   178,500.00     NA                    133,693.92    NO PPP
412448975      2,372.45       2,372.45           7/1/2007        270,000.00         269,766.55     P                     10.375    STATED        AA                   335,000.00     300,000.00            269,845.71    NO PPP
412448980      1,357.17       1,357.17           7/1/2007        185,400.00         184,766.48     P                      7.975    FULL          AAA                  206,000.00     206,000.00            185,022.41    NO PPP
412448984      1,614.10       1,614.10           8/1/2007        243,950.00         243,780.29     CO                     7.775    STATED        AA                   287,000.00     NA                    243,814.67    NO PPP
412448985      3,153.96       3,153.96           7/1/2007        370,500.00         370,397.54     CO                     10.15    STATED        AAA                  390,000.00     NA                    370,439.04    NO PPP
412448986         580.3          580.3           7/1/2007         66,405.00          66,254.05     P                       9.95    FULL          AA                    70,300.00      69,900.00             66,315.18    NO PPP
412449455        344.38         344.38           7/1/2007         44,788.00          44,301.01     P                        8.5    FULL          --                   180,000.00     179,150.00             44,361.53    NO PPP
412447417      1,054.69       1,054.69           7/1/2007        187,500.00         187,499.99     CO                      6.75    STATED        ALTA                 255,000.00     NA                    187,500.00    NO PPP
412448703        719.07         719.07           8/1/2007        117,000.00         116,999.99     RT                     7.375    FULL          ALTA                 130,000.00     NA                    117,000.00    NO PPP
412448747      2,332.92       2,332.15           7/1/2007        407,200.00         406,929.35     CO                     6.875    STATED        ALTA                 509,000.00     NA                    406,929.36    NO PPP
412448776      1,322.86       1,322.86           7/1/2007        184,650.00         183,978.69     RT                      7.75    STATED        ALTA                 207,500.00     NA                    184,245.43    NO PPP
412448947        698.42         698.42           7/1/2007        107,680.00         107,115.80     P                       6.75    FULL          ALTA                 134,600.00     134,600.00            107,305.98    NO PPP
412448952        478.87         478.87           7/1/2007         39,750.00          39,707.73     P                      14.25    NINA          ALTA                 352,000.00     265,000.00             39,722.15    NO PPP
412448953      1,482.34       1,482.34           7/1/2007        212,000.00         211,041.09     P                        7.5    NINA          ALTA                 352,000.00     265,000.00            211,364.72    NO PPP
412448960        339.45         339.45           7/1/2007         36,000.00          35,918.99     P                     10.875    STATED        ALTA                 190,000.00     180,000.00             35,946.48    NO PPP
412449328        574.29         574.29           8/1/2007         73,000.00          72,743.38     P                       8.75    FULL          --                   365,000.00     364,900.00             72,786.93    NO PPP
412449450      1,459.79       1,459.79           7/1/2007        154,000.00         154,000.00     P                     11.375    NINA          --                   154,000.00     154,000.00            154,000.00    NO PPP
412449545        479.65         479.65           8/1/2007         64,600.00          64,342.14     P                      8.125    FULL          --                    68,000.00      68,000.00             64,385.84    NO PPP
412449621        583.93         583.93           8/1/2007         82,500.00          82,136.00     P                      7.625    FULL          --                    83,000.00      82,500.00             82,197.63    NO PPP
412452998        656.14         656.14           7/1/2007         95,000.00          94,559.56     P                      7.375    FULL          --                    95,000.00      95,000.00             94,708.17    NO PPP
412449657      2,013.44       2,013.44           7/1/2007        324,000.00         323,248.48     CO                         7    NINA          AA                   375,000.00     NA                    323,501.91    NO PPP
412449677         670.1          670.1           7/1/2007         90,250.00          89,867.60     P                      8.125    RED           --                   145,000.00      95,000.00             89,989.60    NO PPP
412449740        233.57         233.57           7/1/2007         33,000.00          32,787.21     CO                     7.625    STATED        --                   381,000.00     NA                     32,837.20    NO PPP
412449741        492.93         492.93           7/1/2007         76,000.00          75,601.85     RT                      6.75    FULL          --                   610,000.00     NA                     75,736.06    NO PPP
412449744        368.05         368.05           7/1/2007         52,000.00          51,770.59     CO                     7.625    FULL          --                   255,000.00     NA                     51,848.03    NO PPP
412449746        990.58         990.58           7/1/2007        135,000.00         134,222.34     CO                         8    STATED        --                   705,000.00     NA                    134,411.97    NO PPP
412449755        763.65         763.65           7/1/2007        116,365.00         116,364.99     P                      7.875    NINA          AA                   137,000.00     136,900.00            116,365.00    CA STYLE
412450538      1,446.31       1,446.31           7/1/2007        228,822.00         227,244.27     P                        6.5    LITE          --                   235,000.00     228,822.00            227,671.60    NO PPP
412449375        498.07         498.07           7/1/2007         78,800.00          78,361.38     RT                       6.5    LITE          --                    83,000.00     NA                     78,507.42    NO PPP
412452925        554.21         554.21           8/1/2007         51,000.00          50,924.00     CO                     12.75    FULL          --                   255,000.00     NA                     50,937.00    NO PPP
412449363      2,722.03       2,722.03           7/1/2007        291,600.00         290,926.39     CO                     10.75    FULL          --                 1,075,000.00     NA                    291,154.94    NO PPP
412448241      2,812.50       2,812.50           7/1/2007        500,000.00         500,000.00     CO                      6.75    NINA          ALTA                 580,000.00     NA                    500,000.00    CA STYLE
412445565      1,628.85       1,628.85           7/1/2007        197,125.00         196,506.34     P                        9.3    NINA          AA                   212,000.00     207,500.00            196,715.75    CA STYLE
412449783      1,876.00       1,876.00           8/1/2007        308,750.00         306,926.33     CO                     6.125    FULL          --                   445,000.00     NA                    307,234.16    NO PPP
412452839      1,080.10       1,080.10           8/1/2007        147,200.00         146,597.42     CO                         8    FULL          --                   736,000.00     NA                    146,699.52    NO PPP
412449547        578.48         578.48           8/1/2007         55,000.00          54,137.07     P                      9.625    FULL          --                   280,000.00     275,000.00             54,280.18    NO PPP
412449112        682.18         682.18           7/1/2007        100,000.00          99,524.80     CO                      7.25    FULL          --                   475,000.00     NA                     99,685.11    NO PPP
412449490      1,845.55       1,845.55           7/1/2007        294,400.00         293,731.31     CO                     7.075    NINA          AA                   368,000.00     NA                    293,956.83    CA STYLE
412449491        651.34         651.34           7/1/2007         73,600.00          73,404.70     CO                      10.1    NINA          AA                   368,000.00     NA                     73,470.90    CA STYLE
412449337      3,656.25       3,656.25           8/1/2007        650,000.00         648,002.00     P                       6.75    FULL          --                   840,000.00     820,000.00            648,002.00    CA STYLE
412447395        257.16         257.16           7/1/2007         25,000.00          24,955.93     CO                        12    STATED        ALTA                 125,000.00     NA                     24,970.91    NO PPP
412449303      1,063.47       1,063.47           7/1/2007        163,900.00         163,557.77     P                      7.375    FULL          --                   165,000.00     163,900.00            163,673.25    NO PPP
412449604        247.97         247.97           7/1/2007         34,200.00          34,056.47     P                      7.875    FULL          --                   171,000.00     171,000.00             34,104.94    NO PPP
412447748        889.31         889.31           7/1/2007        132,000.00         131,357.16     CO                     7.125    NINA          ALTA                 165,000.00     NA                    131,573.98    CA STYLE
412445540        455.04         455.04           7/1/2007         59,180.00          58,785.42     P                        8.5    FULL          --                   296,000.00     295,900.00             58,861.89    NO PPP
412449338         733.5          733.5           7/1/2007        130,400.00         130,390.95     CO                      6.75    STATED        --                   163,000.00     NA                    130,390.95    CA STYLE
412449339         829.4          829.4           8/1/2007        110,400.00         109,969.06     P                       8.25    STATED        --                   570,000.00     552,000.00            110,041.92    NO PPP
412447311      3,078.00       3,078.00           7/1/2007        456,000.00         456,000.00     P                        8.1    LITE          AAA                  570,000.00     570,000.00            456,000.00    CA STYLE
412447673      2,682.50       2,682.50           7/1/2007        444,000.00         444,000.00     P                       7.25    STATED        AA                   555,000.00     555,000.00            444,000.00    CA STYLE
412446837      4,930.00       4,930.00           7/1/2007        680,000.00         680,000.00     P                        8.7    LITE          AAA                  850,000.00     850,000.00            680,000.00    NO PPP
412447484      3,260.42       3,260.42           7/1/2007        500,000.00         499,999.99     P                      7.825    LITE          AA                   640,000.00     625,000.00            500,000.00    CA STYLE
412447418      1,000.00       1,000.00           8/1/2007        160,000.00         160,000.00     P                        7.5    STATED        AAA                  210,000.00     200,000.00            160,000.00    CA STYLE
412447421      2,367.09       2,367.09           7/1/2007        380,000.00         379,999.98     P                      7.475    LITE          AAA                  475,000.00     475,000.00            379,999.99    NO PPP
412447697      2,406.95       2,406.95           8/1/2007        423,200.00         423,200.00     P                      6.825    LITE          AAA                  529,000.00     529,000.00            423,200.00    CA STYLE
412449760      1,538.34       1,536.58           7/1/2007        284,000.00         283,528.61     CO                       6.5    FULL          --                   355,000.00     NA                    283,528.61    NO PPP
412449775         648.6          648.6           8/1/2007        100,000.00          99,476.09     CO                      6.75    FULL          --                 1,900,000.00     NA                     99,564.64    NO PPP
412452800         772.7          772.7           8/1/2007        130,000.00         129,518.23     P                      6.625    LITE          --                   130,000.00     130,000.00            129,575.56    NO PPP
412449379        755.18         755.18           7/1/2007        142,150.00         142,149.97     P                      6.375    FULL          --                   178,000.00     177,700.00            142,149.99    NO PPP
412449380        263.59         263.59           7/1/2007         35,500.00          35,358.27     P                      8.125    FULL          --                   178,000.00     177,700.00             35,406.15    NO PPP
412449390        796.41         796.41           7/1/2007        126,000.00         125,104.49     RT                       6.5    FULL          --                   126,000.00     NA                    125,340.10    NO PPP
412447583      1,711.87       1,711.34           7/1/2007        277,600.00         277,513.87     CO                       7.4    STATED        AA                   347,000.00     NA                    277,513.88    CA STYLE
412447361      2,775.00       2,775.00           7/1/2007        444,000.00         444,000.00     P                        7.5    LITE          AA                   560,000.00     555,000.00            444,000.00    CA STYLE
412452330      1,539.95       1,539.95           7/1/2007        223,992.00         223,991.99     P                       8.25    LITE          AA                   286,000.00     279,990.00            223,992.00    CA STYLE
412447465      2,041.87       2,041.87           7/1/2007        395,200.00         395,199.99     P                        6.2    FULL          AAA                  560,000.00     494,000.00            395,200.00    CA STYLE
412452708      1,159.69       1,159.69           7/1/2007        196,047.00         194,832.95     P                      5.875    LITE          --                   203,000.00     199,140.00            195,241.59    NO PPP
412452844      1,460.35       1,460.35           7/1/2007        222,300.00         221,163.29     CO                     6.875    FULL          --                   247,000.00     NA                    221,546.53    NO PPP
412449351      1,170.00       1,169.04           8/1/2007        216,000.00         215,735.76     P                        6.5    STATED        --                   270,000.00     270,000.00            215,735.76    NO PPP
412447852      2,652.71       2,652.71           7/1/2007        454,750.00         454,355.15     CO                         7    STATED        ALTA                 535,000.00     NA                    454,355.14    NO PPP
412449296        462.48         462.48           7/1/2007         70,400.00          70,039.46     RT                     6.875    LITE          --                    88,000.00     NA                     70,160.84    NO PPP
412447323      2,108.75       2,108.75           7/1/2007        420,000.00         420,000.00     CO                     6.025    RED           AA                   525,000.00     NA                    420,000.00    CA STYLE
412447501      1,079.00       1,079.00           7/1/2007        199,200.00         199,200.00     P                        6.5    FULL          AA                   251,000.00     249,000.00            199,200.00    CA STYLE
412447509      2,609.60       2,609.60           7/1/2007        448,000.00         448,000.00     P                       6.99    FULL          AAA                  560,000.00     560,000.00            448,000.00    CA STYLE
412447570      1,595.54       1,595.54           7/1/2007        291,200.00         291,199.96     P                      6.575    LITE          AAA                  364,000.00     364,000.00            291,199.97    CA STYLE
412447460      2,496.88       2,496.88           7/1/2007        470,000.00         469,999.99     P                      6.375    FULL          AAA                  587,500.00     587,500.00            470,000.00    CA STYLE
412447535      1,567.88       1,567.88           7/1/2007        283,992.00         283,991.95     P                      6.625    STATED        AA                   360,000.00     354,990.00            283,991.97    CA STYLE
412447140      1,068.00       1,068.00           7/1/2007        192,000.00         192,000.00     CO                     6.675    FULL          AA                   240,000.00     NA                    192,000.00    CA STYLE
412447447      2,600.52       2,600.52           7/1/2007        431,920.00         431,920.00     P                      7.225    LITE          AAA                  540,000.00     539,900.00            431,920.00    CA STYLE
412452104      1,598.80       1,598.80           7/1/2007        228,400.00         228,400.00     P                        8.4    RED           AA                   300,000.00     285,500.00            228,400.00              321
412447616        886.22         886.22           7/1/2007        159,200.00         159,171.20     P                       6.68    FULL          AA                   203,000.00     199,000.00            159,171.53    CA STYLE
412447480      1,874.17       1,874.17           7/1/2007        276,800.00         276,799.99     CO                     8.125    FULL          AAA                  346,000.00     NA                    276,800.00               2%
412447067      1,446.25       1,446.23           7/1/2007        260,000.00         259,996.25     P                      6.675    FULL          AAA                  345,000.00     325,000.00            259,996.25    NO PPP
412449736        800.39         800.39           7/1/2007        125,000.00         124,215.10     CO                     6.625    FULL          --                   810,000.00     NA                    124,442.45    NO PPP
412448334      3,626.67       3,626.67           7/1/2007        640,000.00         639,999.99     CO                       6.8    FULL          AAA                  800,000.00     NA                    640,000.00    CA STYLE
412447304      4,013.34       4,013.34           7/1/2007        560,000.00         559,999.95     P                        8.6    LITE          AAA                  700,000.00     700,000.00            559,999.96    NO PPP
412447685      2,614.67       2,614.67           7/1/2007        473,600.00         473,599.99     P                      6.625    RED           AAA                  592,000.00     592,000.00            473,600.00    CA STYLE
412447725      2,208.29       2,208.29           7/1/2007        379,920.00         379,919.99     P                      6.975    FULL          AA                   510,000.00     474,900.00            379,920.00    CA STYLE
412447344      3,356.50       3,356.50           7/1/2007        548,000.00         548,000.00     P                       7.35    LITE          AAA                  707,000.00     685,000.00            548,000.00    CA STYLE
412447355      1,922.40       1,922.40           7/1/2007        345,600.00         345,600.00     P                      6.675    STATED        AA                   432,000.00     432,669.00            345,600.00    CA STYLE
412447384      2,784.04       2,783.82           8/1/2007        462,400.00         462,363.77     CO                     7.225    LITE          AAA                  578,000.00     NA                    462,363.77    CA STYLE
412447567      2,885.75       2,885.75           7/1/2007        476,000.00         476,000.00     CO                     7.275    LITE          AAA                  595,000.00     NA                    476,000.00    NO PPP
412447325      2,201.87       2,201.87           7/1/2007        294,400.00         294,399.99     CO                     8.975    LITE          AAA                  368,000.00     NA                    294,400.00    NO PPP
412447366      2,461.59       2,461.59           7/1/2007        436,000.00         435,999.95     P                      6.775    STATED        AA                   550,000.00     545,000.00            435,999.96    CA STYLE
412447312      1,719.25       1,719.25           7/1/2007        276,000.00         276,000.00     P                      7.475    LITE          AA                   345,000.00     345,000.00            276,000.00    CA STYLE
412447367      1,268.50       1,268.50           7/1/2007        206,400.00         206,400.00     P                      7.375    RED           AA                   258,000.00     258,000.00            206,400.00    CA STYLE
412447405      2,381.26       2,381.26           7/1/2007        408,800.00         408,800.00     P                       6.99    STATED        AA                   511,000.00     511,000.00            408,800.00    CA STYLE
412447074      1,789.07       1,787.60           7/1/2007        239,875.00         239,665.91     P                       8.95    LITE          AAA                  255,000.00     252,500.00            239,665.91    CA STYLE
412452696        887.33         887.33           7/1/2007        144,900.00         144,552.01     P                      6.875    FULL          --                   145,000.00     144,900.00            144,669.34    NO PPP
412447154      1,395.90       1,395.90           7/1/2007        225,600.00         225,600.00     P                      7.425    FULL          AA                   284,000.00     282,000.00            225,600.00    NO PPP
412449115         422.9          422.9           8/1/2007         55,000.00          54,796.53     P                        8.5    FULL          --                   295,000.00     275,419.00             54,831.04    NO PPP
412449589        185.87         185.87           8/1/2007         23,100.00          23,022.85     P                          9    FULL          --                   116,000.00     115,500.00             23,035.95    NO PPP
412446398      1,438.85       1,438.85           7/1/2007        187,000.00         185,805.97     P                      8.975    LITE          A-                   303,500.00     220,000.00            185,903.23    CA STYLE
412446829      2,384.79       2,384.79           7/1/2007        327,000.00         326,325.28     CO                      8.45    FULL          C                    436,000.00     NA                    326,497.29    CA STYLE
412446406      1,114.83       1,114.83           7/1/2007        141,000.00         140,710.53     CO                      9.25    FULL          B                    266,000.00     NA                    140,770.21               2%
412453029      1,248.16       1,248.16           7/1/2007        190,000.00         189,028.47     RT                     6.875    RED           --                   255,000.00     NA                    189,356.02    NO PPP
412453041      1,500.49       1,500.49           8/1/2007        175,000.00         171,419.48     RT                      6.25    LITE          --                   385,000.00     NA                    172,024.01    NO PPP
412447631        942.92         942.92           7/1/2007        126,000.00         125,820.26     CO                       8.7    FULL          A+                   140,000.00     NA                    125,881.04    CA STYLE
412448061      4,127.07       4,127.07           7/1/2007        621,000.00         620,999.98     CO                     7.975    STATED        AAA                  690,000.00     NA                    621,000.00    CA STYLE
412449310        390.06         390.06           8/1/2007         44,920.00          44,795.02     P                      9.875    FULL          --                   228,000.00     224,600.00             44,816.28    NO PPP
412449468      6,054.69       6,054.69           7/1/2007        937,500.00         937,494.00     CO                      7.75    STATED        --                 1,255,983.00     NA                    937,494.00    NO PPP
412445553        341.01         341.01           8/1/2007         47,600.00          47,360.24     P                       7.75    FULL          --                   245,000.00     238,184.00             47,395.16    NO PPP
412448077      2,611.17       2,611.17           7/1/2007        350,100.00         350,099.97     CO                      8.95    FULL          A+                   370,000.00     NA                    350,099.99    NO PPP
412448351      1,870.87       1,870.87           7/1/2007        250,000.00         249,643.37     CO                       8.7    FULL          AA                   315,000.00     NA                    249,763.97    CA STYLE
412447993        713.45         713.45           7/1/2007         85,000.00          84,914.43     CO                     9.875    FULL          A-                   160,000.00     NA                     84,943.42    NO PPP
412449617        908.98         908.98           7/1/2007        130,000.00         128,641.30     P                        7.5    FULL          --                   131,000.00     130,000.00            128,849.29    NO PPP
412448304      3,877.50       3,877.50           7/1/2007        495,000.00         495,000.00     CO                       9.4    STATED        AA                   550,000.00     NA                    495,000.00    NO PPP
412447471      2,591.34       2,591.34           7/1/2007        416,000.00         415,999.97     CO                     7.475    FULL          AAA                  520,000.00     NA                    415,999.98    CA STYLE
412447779           688            688           7/1/2007        103,200.00         103,200.00     CO                         8    FULL          A+                   129,000.00     NA                    103,200.00    NO PPP
412449350      1,280.62       1,280.62           8/1/2007        200,000.00         198,926.56     CO                     6.625    LITE          --                   420,000.00     NA                    199,107.94    NO PPP
412449357      1,458.34       1,458.34           8/1/2007        280,000.00         279,999.98     CO                      6.25    FULL          --                   350,000.00     NA                    279,999.99    NO PPP
412447267        720.13         720.13           7/1/2007         73,000.00          72,804.87     P                      11.45    LITE          AA                   365,000.00     365,000.00             72,855.05    NO PPP
412446998        288.75         288.75           8/1/2007         30,200.00          30,111.92     P                      11.05    LITE          AAA                  151,000.00     151,000.00             30,123.28    NO PPP
412449730        138.02         138.02           8/1/2007         19,500.00          19,413.97     CO                     7.625    FULL          --                   365,000.00     NA                     19,428.54    NO PPP
412446638        540.47         540.47           7/1/2007         55,000.00          54,851.37     P                       11.4    LITE          AA                   285,000.00     275,000.00             54,889.59    NO PPP
412448071        738.78         738.78           7/1/2007        110,400.00         109,998.36     CO                      7.65    FULL          AA                   138,000.00     NA                    110,072.73    CA STYLE
412447799        805.04         805.04           7/1/2007         97,000.00          96,698.69     P                       9.35    FULL          AAA                  485,000.00     485,000.00             96,800.69    NO PPP
412447800      2,114.58       2,114.58           7/1/2007        388,000.00         386,792.20     P                      5.925    FULL          AA                   485,000.00     485,000.00            387,198.77    NO PPP
412449330      1,118.74       1,118.74           7/1/2007        160,000.00         159,255.90     CO                       7.5    FULL          --                   332,000.00     NA                    159,500.39    NO PPP
412449541         493.3          493.3           7/1/2007         62,000.00          61,787.55     P                      8.875    FULL          --                   310,000.00     310,000.00             61,859.41    NO PPP
412452981        804.17         804.17           8/1/2007        128,900.00         128,174.09     RT                     6.375    STATED        --                   373,000.00     NA                    128,296.68    NO PPP
412448797      4,461.96       4,461.96           7/1/2007        568,100.00         568,099.97     P                      9.425    STATED        A+                   610,000.00     598,000.00            568,099.99    CA STYLE
412452316      1,110.36       1,110.36           7/1/2007        110,000.00         109,795.39     P                      11.75    STATED        AA                   630,000.00     550,000.00            109,864.93    NO PPP
412452317      3,152.22       3,152.22           7/1/2007        440,000.00         438,106.33     P                       7.75    STATED        AA                   630,000.00     550,000.00            438,745.70    3 MO INT
412452924      1,267.72       1,267.72           8/1/2007        204,000.00         203,526.83     CO                         7    LITE          --                   255,000.00     NA                    203,606.84    NO PPP
412452980      2,567.54       2,567.54           7/1/2007        417,000.00         414,594.87     CO                      6.25    STATED        --                   565,000.00     NA                    415,404.92    NO PPP
412449603        153.78         153.78           8/1/2007         18,900.00          18,602.06     P                      9.125    RED           --                    95,000.00      94,900.00             18,614.29    NO PPP
412451942        257.48         257.48           7/1/2007         26,100.00          25,808.92     P                      11.45    LITE          AA                   134,000.00     130,500.00             25,831.04               1%
412446927        147.46         147.46           7/1/2007         17,090.00          17,025.03     P                        9.8    LITE          AA                    86,000.00      85,450.00             17,041.67    NO PPP
412449329      2,488.19       2,488.19           7/1/2007        425,000.00         423,868.13     CO                       6.5    STATED        --                   585,000.00     NA                    424,249.50    NO PPP
412452876        536.63         536.63           8/1/2007         84,900.00          84,433.19     P                        6.5    FULL          --                    94,600.00      84,900.00             84,512.05    NO PPP
412447394        673.72         673.72           7/1/2007        100,000.00          99,513.01     CO                     7.125    STATED        ALTA                 125,000.00     NA                     99,677.27    CA STYLE
412449295        522.05         522.05           7/1/2007         72,000.00          71,697.78     CO                     7.875    FULL          --                   617,000.00     NA                     71,799.84    NO PPP
412449372        605.15         605.15           7/1/2007         97,000.00          96,453.77     CO                     6.375    FULL          --                   136,000.00     NA                     96,637.78    NO PPP
412452695        663.81         663.81           8/1/2007        109,250.00         108,604.74     P                      6.125    LITE          --                   135,500.00     115,000.00            108,713.66    NO PPP
412445532      1,096.82       1,096.82           7/1/2007        171,295.00         170,375.62     P                      6.625    LITE          --                   180,000.00     171,295.00            170,685.46    NO PPP
412447672      1,698.21       1,698.21           7/1/2007        307,600.00         307,600.00     P                      6.625    STATED        AAA                  385,000.00     384,500.00            307,600.00    CA STYLE
412447088      1,386.67       1,386.66           7/1/2007        260,000.00         259,999.33     P                        6.4    STATED        AA                   325,000.00     325,000.00            259,999.32    CA STYLE
412447713      2,146.00       2,146.00           7/1/2007        348,000.00         348,000.00     CO                       7.4    LITE          AA                   450,000.00     NA                    348,000.00    NO PPP
412447624      2,759.00       2,759.00           7/1/2007        427,200.00         427,200.00     P                       7.75    RED           AA                   540,000.00     534,000.00            427,200.00    CA STYLE
412447297      2,066.67       2,066.67           7/1/2007        320,000.00         319,999.99     CO                      7.75    LITE          AA                   400,000.00     NA                    320,000.00    CA STYLE
412452196      1,610.75       1,610.75           7/1/2007        303,200.00         303,200.00     P                      6.375    RED           AAA                  380,000.00     379,000.00            303,200.00    CA STYLE
412447258      1,583.17       1,583.17           7/1/2007        257,600.00         257,599.99     P                      7.375    FULL          AA                   322,000.00     322,000.00            257,600.00    CA STYLE
412447094      2,593.50       2,593.50           7/1/2007        342,000.00         342,000.00     P                        9.1    LITE          AA                   380,000.00     380,000.00            342,000.00    CA STYLE
412447547        969.13         969.13           7/1/2007        150,544.00         150,543.99     P                      7.725    STATED        AAA                  197,000.00     188,180.00            150,544.00    CA STYLE
412447284      1,442.00       1,442.00           7/1/2007        224,000.00         224,000.00     CO                     7.725    STATED        AAA                  288,000.00     NA                    224,000.00    NO PPP
412447661      1,415.05       1,415.05           7/1/2007        261,240.00         261,240.00     P                        6.5    STATED        ALTA                 300,000.00     274,990.00            261,240.00    CA STYLE
412449287      1,495.81       1,495.81           8/1/2007        188,000.00         187,354.87     P                      8.875    RED           --                   235,000.00     235,000.00            187,464.23    NO PPP
412449335        567.93         567.93           7/1/2007         77,400.00          77,083.18     P                          8    STATED        --                   387,000.00     387,000.00             77,190.19    NO PPP
412447185      1,224.54       1,224.54           7/1/2007        204,800.00         204,799.96     P                      7.175    RED           AA                   260,000.00     256,000.00            204,799.97    CA STYLE
412447217      1,887.42       1,887.42           7/1/2007        255,200.00         255,199.99     P                      8.875    LITE          AA                   359,000.00     319,000.00            255,200.00    CA STYLE
412449761        731.25         731.14           7/1/2007        130,000.00         129,960.67     CO                      6.75    STATED        --                   220,000.00     NA                    129,960.67    NO PPP
412447870      1,149.72       1,149.72           7/1/2007        208,250.00         208,249.99     CO                     6.625    FULL          ALTA                 245,000.00     NA                    208,250.00    CA STYLE
412449342      1,573.44       1,573.44           7/1/2007        285,000.00         284,999.85     CO                     6.625    STATED        --                   295,000.00     NA                    284,999.86    NO PPP
412449346        988.09         988.09           7/1/2007        130,000.00         129,506.67     P                      8.375    STATED        --                   710,000.00     650,000.00            129,673.41    NO PPP
412449438        704.69         702.96           8/1/2007        123,000.00         122,498.27     P                      6.875    FULL          --                   132,000.00     128,000.00            122,498.27    NO PPP
412448116        356.51         356.51           7/1/2007         36,000.00          35,929.27     P                       11.5    STATED        --                   250,000.00     240,000.00             35,953.30    NO PPP
412450548        285.98         285.98           7/1/2007         33,144.00          33,050.29     P                        9.8    NINA          AAA                  175,000.00     165,720.00             33,082.04    NO PPP
412449587        529.38         529.38           8/1/2007         92,400.00          92,400.00     P                      6.875    FULL          --                   116,000.00     115,500.00             92,400.00    NO PPP
412452694      1,260.43       1,260.43           7/1/2007        199,900.00         199,452.26     P                      7.125    FULL          --                   199,900.00     199,900.00            199,603.28    NO PPP
412450544      1,035.88       1,035.88           7/1/2007        132,576.00         132,102.71     P                      8.675    NINA          AAA                  175,000.00     165,720.00            132,262.75    CA STYLE
412449754      1,488.70       1,488.70           7/1/2007        221,850.00         221,351.57     CO                     7.675    FULL          A3                   261,000.00     NA                    221,496.13    CA STYLE
412446864      2,195.47       2,195.47           7/1/2007        217,500.00         216,955.34     CO                     11.75    LITE          B                    290,000.00     NA                    217,095.51    CA STYLE
412446361      1,507.66       1,507.66           7/1/2007        202,500.00         202,004.38     CO                      8.65    STATED        AA                   225,000.00     NA                    202,106.37    CA STYLE
412447269      2,612.50       2,612.50           7/1/2007        456,000.00         456,000.00     P                      6.875    FULL          AAA                  570,000.00     570,000.00            456,000.00    CA STYLE
412446663      1,437.63       1,437.63           7/1/2007        199,440.00         199,439.23     CO                      8.65    LITE          AA                   221,600.00     NA                    199,439.24    CA STYLE
412446732      2,413.65       2,413.65           7/1/2007        296,650.00         295,352.89     P                      9.125    STATED        AA                   355,000.00     349,000.00            295,684.58    NO PPP
412446751      1,326.90       1,326.90           7/1/2007        106,500.00         101,289.73     CO                     8.613    STATED        AA                   126,000.00     NA                    102,476.72    CA STYLE
412446882      1,553.02       1,553.02           7/1/2007        178,750.00         178,534.05     CO                     10.25    FULL          C                    275,000.00     NA                    178,589.42    CA STYLE
412449308      1,210.54       1,210.54           8/1/2007        179,680.00         178,804.92     P                      7.125    FULL          --                   228,000.00     224,600.00            178,952.93    NO PPP
412452379      3,734.69       3,734.69           7/1/2007        484,500.00         484,499.99     CO                      9.25    STATED        AA                   510,000.00     NA                    484,500.00    CA STYLE
412448068        568.43         568.43           7/1/2007         57,400.00          57,286.84     CO                      11.5    FULL          B                     71,800.00     NA                     57,325.15    NO PPP
412452389      1,259.14       1,259.14           8/1/2007        147,600.00         147,459.14     CO                     10.05    LITE          AA                   164,000.00     NA                    147,483.11               2%
412448539      2,513.38       2,513.38           7/1/2007        428,000.00         426,675.64     CO                     6.525    FULL          AAA                  535,000.00     NA                    427,059.17    CA STYLE
412448268        873.43         873.43           8/1/2007        125,900.00         125,800.00     P                      8.325    STATED        AA                   165,000.00     157,400.00            125,800.00    CA STYLE
412448159      2,085.19       2,085.19           7/1/2007        291,987.00         291,510.96     P                       8.25    FULL          AAA                  315,000.00     307,355.00            291,671.41    NO PPP
412448149      1,628.53       1,628.53           7/1/2007        235,450.00         235,450.00     CO                       8.3    FULL          A-                   277,000.00     NA                    235,450.00    CA STYLE
412448225      1,387.07       1,387.07           7/1/2007        180,000.00         179,764.20     CO                      8.99    STATED        AA                   250,000.00     NA                    179,843.98    CA STYLE
412448266        715.49         715.49           7/1/2007         72,250.00          72,108.08     CO                      11.5    LITE          A-                    85,000.00     NA                     72,156.29               2%
412449588        300.99         300.99           7/1/2007         39,600.00          39,449.67     P                      8.375    FULL          --                   200,000.00     198,000.00             39,500.47    NO PPP
412448552      3,577.25       3,577.25           7/1/2007        390,600.00         390,599.99     CO                     10.99    STATED        A+                   440,000.00     NA                    390,600.00    NO PPP
412447825      1,141.08       1,141.08           7/1/2007        165,000.00         164,599.77     CO                      7.95    STATED        AA                   207,000.00     NA                    164,699.99    CA STYLE
412448638      1,279.81       1,279.81           7/1/2007        224,200.00         224,200.00     CO                      6.85    FULL          AA                   236,000.00     NA                    224,200.00               2%
412447540      1,677.72       1,677.72           7/1/2007        220,800.00         220,498.57     CO                      8.85    FULL          B                    276,000.00     NA                    220,600.53    NO PPP
412450526      1,387.01       1,387.01           8/1/2007        222,324.00         221,045.06     P                      6.375    FULL          --                   223,000.00     222,324.00            221,256.64    NO PPP
412449080      1,012.31       1,012.31           7/1/2007        162,900.00         162,113.93     P                          7    FULL          --                   163,000.00     162,900.00            162,246.06    NO PPP
412447688      1,790.70       1,790.70           7/1/2007        220,000.00         219,714.18     CO                      9.55    FULL          C                    298,000.00     NA                    219,797.47    NO PPP
412449273      1,093.64       1,093.64           7/1/2007        175,300.00         173,111.98     P                      6.375    FULL          --                   234,000.00     233,796.00            173,457.19    NO PPP
412449280      1,403.71       1,403.71           8/1/2007        225,000.00         222,301.30     CO                     6.375    FULL          --                   315,000.00     NA                    222,522.86    NO PPP
412447040      2,025.00       2,024.90           8/1/2007        360,000.00         359,976.35     CO                      6.75    STATED        AA                   450,000.00     NA                    359,976.35    CA STYLE
412447518      3,929.69       3,929.69           7/1/2007        577,600.00         576,526.17     P                        7.8    STATED        AAA                  722,000.00     722,000.00            576,887.19    CA STYLE
412448169      1,577.15       1,577.15           7/1/2007        198,500.00         197,667.50     CO                       9.3    FULL          B                    225,000.00     NA                    197,756.91    CA STYLE
412448329        595.94         595.94           7/1/2007         86,480.00          86,416.54     P                      8.125    FULL          AA                   110,000.00     108,100.00             86,437.98    CA STYLE
412447765      2,529.23       2,529.23           7/1/2007        407,000.00         406,055.95     CO                         7    STATED        AA                   670,000.00     NA                    406,374.30    NO PPP
412449284        281.82         281.82           8/1/2007         42,900.00          42,660.41     CO                     6.875    FULL          --                    51,000.00     NA                     42,697.61    NO PPP
412452859      1,258.79       1,258.79           7/1/2007        212,800.00         211,482.21     P                      5.875    NO RATIO      --                   266,000.00     266,000.00            211,925.77    NO PPP
412447822        329.22         329.22           7/1/2007         29,500.00          29,312.47     P                     13.125    NINA          --                   334,300.00     295,000.00             29,329.42    NO PPP
412447988      1,545.84       1,545.84           7/1/2007        280,000.00         279,999.99     CO                     6.625    STATED        --                   350,000.00     NA                    280,000.00    NO PPP
412449258      1,385.35       1,385.35           7/1/2007        228,000.00         226,653.32     P                      6.125    FULL          --                   285,000.00     285,000.00            227,106.79    NO PPP
412452801        511.98         511.98           7/1/2007         81,000.00          80,554.60     RT                       6.5    LITE          --                   104,000.00     NA                     80,704.66    NO PPP
412449026      2,153.03       2,153.03           7/1/2007        375,800.00         375,799.98     P                      6.875    STATED        --                   470,000.00     469,829.00            375,800.00    NO PPP
412449028        965.87         965.87           7/1/2007         93,900.00          93,734.70     P                         12    STATED        --                   470,000.00     469,829.00             93,790.90    NO PPP
412446830      3,515.52       3,515.52           7/1/2007        391,500.00         390,153.76     CO                    10.275    LITE          A+                   435,000.00     NA                    390,498.98    CA STYLE
412446823      1,739.81       1,739.81           8/1/2007        200,250.00         199,270.57     CO                     10.25    FULL          B                    267,000.00     NA                    199,307.96    CA STYLE
412451645        418.69         418.69           7/1/2007         50,000.00          49,900.83     P                       9.85    LITE          A-                   198,000.00     125,000.00             49,918.78    NO PPP
412449262        117.85         117.85           7/1/2007         16,450.00          16,370.40     P                       7.75    FULL          --                   165,000.00     164,500.00             16,394.42    NO PPP
412449473        873.42         873.42           8/1/2007        140,000.00         139,211.57     CO                     6.375    STATED        --                   320,000.00     NA                    139,344.72    NO PPP
412449489      1,006.25       1,006.25           7/1/2007        210,000.00         210,000.00     CO                      5.75    FULL          --                   270,000.00     NA                    210,000.00    NO PPP
412449513      1,133.23       1,133.23           7/1/2007        174,720.00         173,804.63     CO                      6.75    STATED        --                   218,400.00     NA                    174,113.18    NO PPP
412446657        808.39         808.39           7/1/2007        104,800.00         104,592.33     CO                         9    LITE          AA                   132,000.00     NA                    104,639.69    CA STYLE
412446410      1,925.85       1,925.85           7/1/2007        244,800.00         243,494.74     CO                      8.75    LITE          AA                   272,000.00     NA                    243,792.22    CA STYLE
412446421      1,589.88       1,589.88           7/1/2007        237,000.00         236,999.97     CO                      8.05    FULL          AA                   249,600.00     NA                    236,999.98    CA STYLE
412446614        798.91         798.91           7/1/2007        105,600.00         104,986.22     CO                     8.325    LITE          AAA                  198,000.00     NA                    105,125.90    NO PPP
412448335      2,158.34       2,158.34           7/1/2007        350,000.00         349,999.97     CO                       7.4    STATED        A-                   510,000.00     NA                    349,999.98    CA STYLE
412448075      1,257.28       1,257.28           7/1/2007        153,000.00         152,833.44     CO                      9.65    FULL          A-                   180,000.00     NA                    152,889.25    NO PPP
412447467      1,114.22       1,114.22           8/1/2007        117,000.00         116,699.79     CO                        11    STATED        AA                   130,000.00     NA                    116,743.86    NO PPP
412447341      1,204.00       1,204.00           7/1/2007        123,000.00         122,707.43     P                      11.35    LITE          AA                   615,000.00     615,000.00            122,793.00    NO PPP
412447944        895.36         895.36           7/1/2007        150,240.00         150,038.09     CO                     6.925    FULL          A+                   187,800.00     NA                    150,096.61    CA STYLE
412448010      1,656.63       1,656.63           7/1/2007        196,000.00         195,807.27     CO                      9.95    STATED        B                    245,000.00     NA                    195,872.58    CA STYLE
412446672      1,083.82       1,083.82           8/1/2007        135,000.00         134,274.46     CO                     8.975    STATED        C                    240,000.00     NA                    134,353.43    NO PPP
412448112        899.17         898.62           8/1/2007        166,000.00         165,695.86     CO                       6.5    FULL          AA                   185,000.00     NA                    165,695.86    CA STYLE
412448549      1,674.47       1,674.47           7/1/2007        267,000.00         265,257.86     CO                     6.425    FULL          AA                   510,000.00     NA                    265,762.28    CA STYLE
412447855      3,837.50       3,837.50           7/1/2007        600,000.00         600,000.00     CO                     7.675    STATED        AA                   750,000.00     NA                    600,000.00    NO PPP
412448425      1,146.95       1,146.95           7/1/2007        195,920.00         195,920.00     P                      7.025    FULL          AA                   248,000.00     244,900.00            195,920.00               2%
412447369      1,104.25       1,104.25           7/1/2007        165,368.00         165,367.96     P                      8.013    FULL          AAA                  215,000.00     206,710.00            165,367.97    NO PPP
412448585      2,426.49       2,426.49           7/1/2007        446,250.00         446,249.98     P                      6.525    FULL          AAA                  580,000.00     525,000.00            446,249.99               2%
412447762      2,625.10       2,625.10           7/1/2007        327,200.00         326,744.36     CO                       9.4    LITE          AA                   409,000.00     NA                    326,874.04    NO PPP
412448001      1,895.21       1,895.21           7/1/2007        284,000.00         283,353.40     CO                     7.625    STATED        AAA                  355,000.00     NA                    283,541.08               2%
412447968      1,390.11       1,390.11           7/1/2007        160,000.00         159,810.59     CO                     10.25    STATED        C                    215,000.00     NA                    159,860.08    CA STYLE
412448003      1,636.72       1,636.72           7/1/2007        225,600.00         225,248.78     CO                       8.4    FULL          A-                   282,000.00     NA                    225,367.49    CA STYLE
412448097      1,694.90       1,694.90           7/1/2007        265,000.00         264,999.99     CO                     7.675    STATED        AA                   550,000.00     NA                    265,000.00    CA STYLE
412445588        220.53         220.53           7/1/2007         33,570.00           8,111.07     P                      6.875    FULL          --                   360,000.00     335,700.00              8,456.22    NO PPP
412449389        207.01         207.01           7/1/2007         28,550.00          28,430.14     P                      7.875    STATED        --                   290,000.00     285,750.00             28,470.62    NO PPP
412449291        599.58         599.58           7/1/2007         85,750.00          85,362.09     P                        7.5    FULL          --                    86,000.00      85,750.00             85,493.00               2%
412449302        241.41         241.41           7/1/2007         32,900.00          32,765.32     P                          8    FULL          --                    48,000.00      32,900.00             32,810.81    NO PPP
412449581      2,433.50       2,433.50           7/1/2007        417,000.00         414,356.26     P                       5.75    STATED        --                   748,000.00     748,000.00            415,245.95    NO PPP
412452456         731.9          731.9           7/1/2007        135,120.00         135,119.93     P                        6.5    FULL          --                   168,950.00     168,900.00            135,119.93    NO PPP
412452457        280.97         280.97           7/1/2007         33,780.00          33,675.60     P                      9.375    FULL          --                   168,950.00     168,900.00             33,710.94    NO PPP
412448247      1,510.32       1,510.16           7/1/2007        202,500.00         202,459.20     CO                      8.95    STATED        AA                   225,000.00     NA                    202,459.20    NO PPP
412452387      1,555.64       1,555.64           7/1/2007        168,000.00         167,603.45     CO                     10.65    STATED        AA                   210,000.00     NA                    167,737.98    NO PPP
412448079      1,230.69       1,230.59           8/1/2007        177,930.00         177,892.49     P                        8.3    LITE          AA                   197,700.00     197,700.00            177,892.49    CA STYLE
412448437      3,863.51       3,863.51           7/1/2007        483,900.00         483,330.26     CO                      9.35    FULL          AA                   515,000.00     NA                    483,523.13    NO PPP
412448080        483.01         483.01           8/1/2007         62,100.00          61,872.99     P                      8.625    FULL          AA                    72,000.00      69,000.00             61,911.01    CA STYLE
412447866      1,199.57       1,199.57           7/1/2007        135,000.00         134,887.64     CO                      10.5    STATED        B                    180,000.00     NA                    134,925.75    CA STYLE
412448526        508.84         508.84           7/1/2007         55,400.00          55,266.41     P                      10.55    STATED        AAA                  280,000.00     277,000.00             55,311.72    NO PPP
412448665         719.9          719.9           7/1/2007         84,150.00          83,869.84     P                        9.7    FULL          AA                   106,200.00      93,500.00             83,952.74    NO PPP
412447640      2,759.83       2,759.83           7/1/2007        323,991.00         322,868.51     P                       9.65    STATED        AA                   362,000.00     359,990.00            323,191.47    NO PPP
412448081      1,628.00       1,628.00           7/1/2007        192,000.00         192,000.00     P                     10.175    RED           AA                   240,000.00     240,000.00            192,000.00    NO PPP
412448249        710.12         710.12           7/1/2007        109,600.00         109,599.99     CO                     7.775    FULL          AA                   137,000.00     NA                    109,600.00    CA STYLE
412449290        373.07         373.07           7/1/2007         59,800.00          59,463.26     CO                     6.375    FULL          --                    82,000.00     NA                     59,576.70    NO PPP
412452835        663.67         663.67           7/1/2007        105,000.00         104,381.95     CO                       6.5    RED           --                   150,000.00     NA                    104,576.90    NO PPP
412449396      1,302.92       1,302.92           7/1/2007        236,000.00         235,999.99     P                      6.625    FULL          --                   300,000.00     295,000.00            236,000.00    NO PPP
412449601        821.06         821.06           7/1/2007        129,900.00         129,185.59     P                        6.5    LITE          --                   130,200.00     129,900.00            129,426.24    NO PPP
412447788      1,276.05       1,276.05           7/1/2007        250,000.00         249,999.98     CO                     6.125    NINA          --                   390,000.00     NA                    250,000.00    NO PPP
412449297        307.95         307.95           7/1/2007         40,500.00          39,972.63     CO                      6.75    LITE          --                    48,000.00     NA                     40,137.45    NO PPP
412448083      1,037.50       1,037.45           7/1/2007        164,900.00         164,889.89     CO                      7.55    FULL          AA                   194,000.00     NA                    164,889.89    NO PPP
412447835        243.96         243.96           7/1/2007         27,000.00          26,932.05     CO                     10.35    FULL          AAA                  135,000.00     NA                     26,955.09    NO PPP
412448025      1,486.55       1,486.55           7/1/2007        284,280.00         284,279.99     P                      6.275    FULL          AAA                  370,000.00     355,350.00            284,280.00    NO PPP
412448142      1,054.50       1,054.50           7/1/2007        175,750.00         175,750.00     P                        7.2    FULL          AA                   195,000.00     185,000.00            175,750.00    CA STYLE
412448502      1,769.92       1,769.92           7/1/2007        268,000.00         267,999.99     P                      7.925    FULL          AA                   373,000.00     335,000.00            268,000.00               2%
412452406        793.24         793.24           7/1/2007        111,596.00         111,500.82     P                        8.4    FULL          A+                   140,000.00     139,495.00            111,526.02    NO PPP
412451529      2,018.88       2,018.88           7/1/2007        216,090.00         215,833.66     CO                    11.075    LITE          A+                   240,100.00     NA                    215,886.75    CA STYLE
412446574        574.52         574.52           7/1/2007         80,000.00          79,481.00     CO                     7.775    STATED        A-                   208,000.00     NA                     79,598.95               2%
412446452      1,328.73       1,328.73           7/1/2007        167,000.00         166,131.99     CO                     8.875    STATED        AA                   180,000.00     NA                    166,329.88    NO PPP
412447974      1,811.78       1,811.78           7/1/2007        357,000.00         356,999.99     CO                      6.09    FULL          AA                   400,000.00     NA                    357,000.00    CA STYLE
412448232      1,572.06       1,572.06           7/1/2007        225,250.00         225,249.99     CO                     8.375    FULL          AA                   265,000.00     NA                    225,250.00    CA STYLE
412452309      4,363.01       4,363.01           7/1/2007        742,640.00         742,640.00     P                       7.05    FULL          AA                   965,000.00     928,301.00            742,640.00    CA STYLE
412452398      1,205.10       1,205.10           7/1/2007        187,200.00         187,200.00     P                      7.725    FULL          AA                   234,000.00     240,000.00            187,200.00    CA STYLE
412447529      1,706.16       1,706.16           7/1/2007        202,800.00         202,597.51     CO                       9.9    FULL          C                    253,500.00     NA                    202,666.12    CA STYLE
412449367           967            967           7/1/2007        155,000.00         154,124.84     P                      6.375    FULL          --                   156,000.00     155,000.00            154,418.92    NO PPP
412449637        435.91         435.91           7/1/2007         63,900.00          63,596.36     P                       7.25    LITE          --                    66,000.00      63,900.00             63,698.79    NO PPP
412447821      1,548.75       1,547.99           7/1/2007        236,000.00         235,767.43     P                      7.875    NINA          --                   334,300.00     295,000.00            235,767.42    NO PPP
412449268      3,098.96       3,098.96           7/1/2007        595,000.00         595,000.00     CO                      6.25    FULL          --                 1,200,000.00     NA                    595,000.00    NO PPP
412446558        660.06         660.06           7/1/2007         76,500.00          76,246.69     P                        9.8    RED           AA                    90,000.00      85,000.00             76,320.54    CA STYLE
412448042      1,238.85       1,238.85           8/1/2007        166,600.00         166,316.69     CO                     8.638    STATED        AA                   196,000.00     NA                    166,358.04    CA STYLE
412447207      1,686.27       1,686.27           7/1/2007        282,000.00         281,040.31     CO                     6.675    FULL          B                    502,000.00     NA                    281,284.24    NO PPP
412447746      1,026.42       1,026.42           7/1/2007        112,500.00         112,412.97     CO                      10.8    FULL          A+                   125,000.00     NA                    112,441.98            54321
412447948        376.26         376.26           7/1/2007         37,560.00          37,476.29     CO                     11.65    FULL          A+                   187,800.00     NA                     37,500.79    NO PPP
412448011        823.18         823.18           7/1/2007         95,000.00          94,734.27     CO                      9.85    FULL          AA                   102,000.00     NA                     94,824.30    NO PPP
412452404        391.11         391.11           7/1/2007         37,600.00          37,535.93     CO                     12.15    FULL          A+                   188,000.00     NA                     37,557.72    NO PPP
412452412      1,030.96       1,030.96           7/1/2007        135,000.00         134,803.36     RT                       8.9    FULL          AA                   145,000.00     NA                    134,865.01    CA STYLE
412452403      1,133.89       1,133.89           7/1/2007        150,400.00         150,400.00     CO                     9.047    FULL          A+                   188,000.00     NA                    150,400.00    CA STYLE
412447192      3,050.32       3,050.32           7/1/2007        488,000.00         486,452.35     CO                      7.05    NINA          AAA                  610,000.00     NA                    486,833.81    NO PPP
412452798        739.52         739.52           7/1/2007        117,000.00         116,356.68     P                        6.5    FULL          --                   117,000.00     117,000.00            116,573.43    NO PPP
412449285      1,222.79       1,222.79           7/1/2007        196,000.00         194,896.00     RT                     6.375    FULL          --                   245,000.00     NA                    195,267.84    NO PPP
412449633      1,467.00       1,466.70           8/1/2007        260,800.00         259,575.20     P                       6.75    RED           --                   329,000.00     326,000.00            259,575.20    NO PPP
412449634        548.24         548.24           8/1/2007         65,200.00          64,994.71     P                        9.5    STATED        --                   329,000.00     326,000.00             65,028.14    NO PPP
412452405        261.48         261.48           7/1/2007         27,899.00          27,814.33     P                       10.8    FULL          A+                   140,000.00     139,495.00             27,836.33    NO PPP
412447470        593.03         593.03           7/1/2007         60,000.00          59,881.52     CO                    11.475    STATED        C                    201,000.00     NA                     59,921.77               1%
412448555      1,232.88       1,232.88           8/1/2007        219,992.00         219,991.96     P                      6.725    FULL          AA                   274,990.00     274,990.00            219,991.97    CA STYLE
412447481        346.31         346.31           7/1/2007         37,400.00          37,296.60     P                      10.65    FULL          AA                   195,000.00     187,000.00             37,326.80    NO PPP
412447483      1,076.84       1,076.84           7/1/2007        149,600.00         149,321.33     P                      8.325    FULL          AA                   195,000.00     187,000.00            149,402.33    NO PPP
412447373      3,134.38       3,133.68           7/1/2007        510,000.00         509,787.42     CO                     7.375    FULL          AAA                  600,000.00     NA                    509,787.42    CA STYLE
412449100        852.87         852.87           8/1/2007        134,934.00         133,683.67     P                        6.5    FULL          --                   140,000.00     136,000.00            133,811.73    NO PPP
412448445      1,283.60       1,283.60           7/1/2007        224,000.00         223,374.20     CO                     6.325    FULL          AA                   280,000.00     NA                    223,585.00    CA STYLE
412446608        219.16         219.16           7/1/2007         25,400.00          25,290.95     P                        9.8    FULL          AA                   127,000.00     127,000.00             25,315.88    NO PPP
412447402        985.14         985.14           7/1/2007        133,000.00         132,771.32     CO                       8.6    LITE          AA                   140,000.00     NA                    132,837.83    CA STYLE
412447812        518.92         518.92           7/1/2007         52,000.00          51,882.88     CO                      11.6    FULL          AA                   260,000.00     NA                     51,917.15    NO PPP
412447593      1,208.82       1,208.82           8/1/2007        177,200.00         176,357.95     RT                      7.25    FULL          AA                   260,000.00     NA                    176,500.41    CA STYLE
412447636        906.63         906.63           7/1/2007        122,400.00         122,174.26     CO                       8.6    FULL          AA                   153,000.00     NA                    122,235.69    CA STYLE
412447646        401.74         401.74           7/1/2007         46,560.00          46,428.34     P                        9.8    FULL          AA                   235,000.00     232,800.00             46,472.94    NO PPP
412447647      1,319.47       1,319.47           7/1/2007        186,240.00         185,930.51     P                      8.175    FULL          AA                   235,000.00     232,800.00            186,035.08    CA STYLE
412452257         731.5          731.5           7/1/2007        108,000.00         107,916.12     CO                     7.975    LITE          AAA                  135,000.00     NA                    107,944.45    CA STYLE
412448186      1,681.55       1,681.55           7/1/2007        266,383.00         266,382.99     P                      7.575    FULL          AA                   342,000.00     332,979.00            266,383.00    NO PPP
412448300      1,250.22       1,250.22           7/1/2007        180,000.00         179,684.47     CO                      7.99    FULL          AA                   295,000.00     NA                    179,791.05    NO PPP
412448598        635.09         635.09           8/1/2007         80,000.00          79,724.43     P                       8.85    LITE          A-                   146,000.00     143,000.00             79,771.21    NO PPP
412448627        881.36         881.36           7/1/2007        146,250.00         145,884.78     CO                      6.74    FULL          AAA                  195,000.00     NA                    146,007.69    CA STYLE
412448416        325.54         325.54           7/1/2007         33,000.00          32,934.47     P                      11.45    FULL          AA                   165,000.00     165,000.00             32,956.73    NO PPP
412449220      3,660.94       3,660.94           7/1/2007        639,000.00         638,999.99     P                      6.875    FULL          --                   835,000.00     799,197.80            639,000.00    NO PPP
412449221      1,243.82       1,243.82           7/1/2007        119,800.00         116,751.68     P                     12.125    FULL          --                   835,000.00     799,197.80            116,878.04    NO PPP
412449572         437.6          437.6           8/1/2007         55,000.00          54,811.56     P                      8.875    FULL          --                    60,000.00      55,000.00             54,843.55    NO PPP
412452804        369.87         369.87           8/1/2007         54,900.00          54,632.66     RT                     7.125    LITE          --                    61,000.00     NA                     54,677.88    NO PPP
412452297        639.05         639.05           7/1/2007         77,000.00          76,760.84     CO                      9.35    STATED        AA                   110,000.00     NA                     76,841.80    NO PPP
412446667      1,560.38       1,560.38           8/1/2007        219,000.00         219,000.00     CO                      8.55    STATED        AA                   292,000.00     NA                    219,000.00    NO PPP
412447618      1,354.00       1,354.00           7/1/2007        153,000.00         152,524.37     CO                      10.1    FULL          AAA                  800,000.00     NA                    152,663.12    NO PPP
412447875      1,429.81       1,429.81           8/1/2007        216,000.00         214,808.77     CO                      6.95    RED           AA                   260,000.00     NA                    214,993.41    CA STYLE
412447193      1,083.13       1,083.13           7/1/2007        144,000.00         143,762.96     CO                      8.75    FULL          A-                   160,000.00     NA                    143,831.92    CA STYLE
412449187        830.21         830.21           8/1/2007        128,000.00         127,329.38     P                       6.75    FULL          --                   164,500.00     160,000.00            127,442.72    NO PPP
412448342      2,123.11       2,123.11           7/1/2007        312,000.00         310,510.08     RT                     7.225    FULL          AAA                  390,000.00     NA                    311,012.70    CA STYLE
412448453        501.82         501.82           7/1/2007         56,000.00          55,856.03     CO                     10.25    FULL          AA                   280,000.00     NA                     55,904.84    NO PPP
412447976      2,080.60       2,080.60           7/1/2007        329,600.00         329,600.00     P                      7.575    STATED        AAA                  412,000.00     412,000.00            329,600.00    CA STYLE
412448307      1,596.44       1,596.44           7/1/2007        208,000.00         207,724.27     CO                      8.95    FULL          A+                   290,000.00     NA                    207,817.55    NO PPP
412447916      2,049.07       2,049.07           7/1/2007        322,000.00         321,695.38     CO                      7.45    FULL          AA                   360,000.00     NA                    321,798.18    NO PPP
412447683      3,711.93       3,711.93           7/1/2007        574,750.00         574,749.99     CO                      7.75    FULL          AA                   605,000.00     NA                    574,750.00    CA STYLE
412447786      1,397.47       1,397.47           7/1/2007        190,000.00         189,008.58     CO                     8.025    STATED        AA                   450,000.00     NA                    189,272.88    CA STYLE
412448087      4,229.30       4,229.30           7/1/2007        600,000.00         599,522.56     P                      8.325    STATED        AA                   750,000.00     750,000.00            599,661.34    CA STYLE
412447372        603.08         603.08           7/1/2007         66,336.00          66,143.53     P                     10.425    FULL          A+                    82,920.00      82,920.00             66,199.71    NO PPP
412447380      3,070.43       3,070.43           7/1/2007        446,400.00         445,460.18     P                        7.9    FULL          AA                   540,000.00     469,900.00            445,733.12    NO PPP
412447397        945.95         945.95           7/1/2007        128,700.00         128,506.74     P                      8.525    FULL          AA                   153,000.00     143,000.00            128,572.08    CA STYLE
412447880        890.99         890.99           7/1/2007        113,000.00         112,595.43     RT                     8.775    LITE          C                    280,400.00     NA                    112,729.23    CA STYLE
412447826      1,029.75       1,029.75           8/1/2007        121,550.00         121,409.73     CO                     9.975    LITE          A-                   143,000.00     NA                    121,430.09    NO PPP
412447708      1,055.34       1,055.34           7/1/2007        147,000.00         146,724.19     CO                       8.3    STATED        AA                   210,000.00     NA                    146,804.35               2%
412449553        768.14         768.14           7/1/2007        108,000.00         107,491.74     P                      7.675    NINA          AA                   145,000.00     135,000.00            107,651.49    CA STYLE
412449678        229.12         229.12           7/1/2007         31,600.00          31,467.37     P                      7.875    FULL          --                   158,000.00     158,000.00             31,512.16    NO PPP
412449781      1,383.54       1,383.54           7/1/2007        229,000.00         229,000.00     P                       7.25    FULL          --                   229,000.00     229,000.00            229,000.00    NO PPP
412448260      1,564.37       1,564.37           7/1/2007        247,500.00         246,139.03     P                        6.5    STATED        --                   280,000.00     275,000.00            246,597.54    CA STYLE
412447276      1,017.62       1,017.62           7/1/2007        160,000.00         159,649.06     CO                       7.2    FULL          AA                   190,000.00     NA                    159,767.44    CA STYLE
412447934      1,177.32       1,177.32           8/1/2007        174,000.00         173,557.73     CO                      7.75    FULL          C                    255,000.00     NA                    173,613.79    CA STYLE
412445538         548.9          548.9           8/1/2007         77,551.00          77,208.85     P                      7.625    FULL          --                   520,000.00     517,008.00             77,266.78    NO PPP
412450599      1,498.88       1,498.88           7/1/2007        250,000.00         248,487.94     P                          6    LITE          --                   429,000.00     422,929.00            248,997.00    NO PPP
412449103      1,160.79       1,160.79           7/1/2007        166,013.00         165,262.10     P                        7.5    STATED        --                   650,000.00     649,393.00            165,515.53    NO PPP
412448058      1,247.27       1,247.27           7/1/2007        218,500.00         218,500.00     CO                      6.85    FULL          AA                   230,000.00     NA                    218,500.00    CA STYLE
412447978        834.91         834.91           7/1/2007         82,400.00          82,222.31     P                       11.8    STATED        AAA                  412,000.00     412,000.00             82,274.32    NO PPP
412448258      2,865.83       2,865.83           7/1/2007        437,000.00         436,623.53     CO                       7.7    STATED        AA                   460,000.00     NA                    436,750.63    CA STYLE
412447954      1,046.50       1,046.50           7/1/2007        161,000.00         161,000.00     CO                       7.8    FULL          AA                   182,000.00     NA                    161,000.00    NO PPP
412448034      1,362.33       1,362.33           7/1/2007        247,600.00         246,844.64     CO                         6    FULL          AA                   309,500.00     NA                    247,098.94    CA STYLE
412450532      1,180.28       1,180.28           7/1/2007        201,600.00         201,063.09     P                        6.5    FULL          --                   258,000.00     252,100.00            201,244.00    NO PPP
412450540      1,352.26       1,352.26           8/1/2007        228,600.00         227,174.20     P                      5.875    RED           --                   305,000.00     285,873.00            227,413.08    NO PPP
412448157      2,065.44       2,065.44           7/1/2007        276,000.00         275,606.01     CO                       8.7    FULL          B                    415,000.00     NA                    275,739.15    CA STYLE
412448319        841.14         841.14           7/1/2007        120,000.00         119,927.96     RT                     8.075    FULL          AA                   373,000.00     NA                    119,943.48    NO PPP
412448033        676.22         676.22           7/1/2007         68,000.00          65,036.92     CO                     8.665    FULL          B                    236,000.00     NA                     65,445.69    NO PPP
412447925      1,920.60       1,920.60           7/1/2007        316,800.00         316,800.00     CO                     7.275    FULL          AAA                  396,000.00     NA                    316,800.00    CA STYLE
412447626        513.29         513.29           7/1/2007         60,000.00          59,797.09     CO                       9.7    FULL          C                    153,000.00     NA                     59,856.23    CA STYLE
412446675        487.65         487.65           7/1/2007         56,000.00          55,941.47     CO                    10.275    FULL          C                     77,000.00     NA                     55,958.55    NO PPP
412450550        433.01         433.01           7/1/2007         50,400.00          50,256.05     P                       9.75    FULL          --                   258,000.00     252,100.00             50,304.81    NO PPP
412448091      1,519.87       1,519.87           7/1/2007        150,000.00         149,676.49     P                       11.8    STATED        AA                   750,000.00     750,000.00            149,771.19    NO PPP
412447658      1,099.22       1,099.22           7/1/2007        129,600.00         129,152.44     CO                       9.6    FULL          A+                   144,000.00     NA                    129,282.87    NO PPP
412447999        394.19         394.19           7/1/2007         38,179.00          38,101.01     P                      12.05    FULL          AA                   191,000.00     190,895.00             38,123.85    NO PPP
412447998        792.22         792.22           7/1/2007        152,716.00         152,715.98     P                      6.225    FULL          AA                   191,000.00     190,895.00            152,715.99    CA STYLE
412445543        311.59         311.59           8/1/2007         41,475.00          41,313.56     P                       8.25    FULL          --                   170,000.00     165,903.00             41,340.93    NO PPP
412445545         449.5          449.5           8/1/2007         47,200.00          47,096.66     P                         11    STATED        --                   250,000.00     236,300.00             47,114.28    NO PPP
412452342         720.9          720.9           7/1/2007         76,000.00          75,802.87     P                      10.95    STATED        AAA                  380,000.00     380,000.00             75,860.48    NO PPP
412449434         748.1          748.1           7/1/2007        121,500.00         120,799.20     P                       6.25    FULL          --                   162,000.00     162,000.00            121,035.23    NO PPP
412447741      1,090.11       1,090.11           7/1/2007        160,000.00         159,654.67     CO                     7.813    FULL          AA                   293,000.00     NA                    159,754.94    CA STYLE
412448151      3,967.10       3,967.10           7/1/2007        520,000.00         519,057.69     CO                      8.89    STATED        AA                   650,000.00     NA                    519,298.51    CA STYLE
412449264      1,300.29       1,300.29           7/1/2007        214,000.00         212,735.96     P                      6.125    FULL          --                   290,000.00     267,500.00            213,161.60    NO PPP
412452603      1,499.38       1,499.38           8/1/2007        239,900.00         239,900.00     P                        7.5    STATED        --                   310,000.00     299,900.00            239,900.00    NO PPP
412449247         786.1          786.1           7/1/2007        126,004.00         125,294.42     P                      6.375    FULL          --                   138,000.00     127,000.00            125,533.46    NO PPP
412446750        651.08         651.08           7/1/2007         66,000.00          65,823.54     CO                     11.45    LITE          AA                   330,000.00     NA                     65,868.92    NO PPP
412448257        889.73         889.73           7/1/2007        116,800.00         116,641.71     P                      8.875    NINA          AAA                  155,000.00     146,000.00            116,695.25    CA STYLE
412448259        216.88         216.88           7/1/2007         21,900.00          21,856.95     P                       11.5    NINA          AAA                  155,000.00     146,000.00             21,871.57    NO PPP
412448568        279.66         279.66           7/1/2007         27,600.00          27,485.75     CO                      11.8    FULL          AA                   138,000.00     NA                     27,504.24    NO PPP
412449410        209.98         209.98           8/1/2007         27,950.00          27,830.35     P                       8.25    FULL          --                   140,000.00     139,800.00             27,848.87    NO PPP
412453045      2,401.30       2,401.30           7/1/2007        390,000.00         387,748.88     CO                      6.25    LITE          --                   755,000.00     NA                    388,506.51    NO PPP
412452846      2,026.92       2,026.92           7/1/2007        374,200.00         374,199.99     CO                       6.5    FULL          --                   479,000.00     NA                    374,200.00    NO PPP
412449292        955.52         955.52           7/1/2007        135,000.00         134,404.36     P                      7.625    FULL          --                   135,000.00     135,000.00            134,605.43    CA STYLE
412447503        688.88         688.88           7/1/2007         86,000.00          85,659.98     CO                      8.95    FULL          A+                   120,000.00     NA                     85,758.87    NO PPP
412448784      1,221.88       1,221.88           8/1/2007        160,000.00         159,714.15     CO                       8.9    FULL          A+                   210,000.00     NA                    159,751.21    NO PPP
412448049      2,380.55       2,380.55           7/1/2007        294,500.00         294,499.98     P                        9.7    STATED        AA                   310,000.00     310,000.00            294,500.00    NO PPP
412448423        956.61         956.61           7/1/2007         93,000.00          92,836.29     P                         12    STATED        ALTA                 470,000.00     465,000.00             92,891.95    NO PPP
412448028      2,433.10       2,433.10           8/1/2007        390,000.00         387,803.68     CO                     6.375    NINA          ALTA                 600,000.00     NA                    388,174.60    CA STYLE
412447550      1,241.80       1,241.80           7/1/2007        216,750.00         216,749.99     CO                     6.875    STATED        ALTA                 255,000.00     NA                    216,750.00    CA STYLE
412447069      1,073.51       1,073.51           7/1/2007        128,800.00         128,667.46     CO                       9.8    FULL          A-                   161,000.00     NA                    128,712.36    CA STYLE
412448488        641.19         641.19           7/1/2007        102,000.00         101,899.84     CO                      7.35    FULL          AA                   120,000.00     NA                    101,933.64    NO PPP
412448560        765.63         765.63           7/1/2007        125,000.00         124,999.99     P                       7.35    FULL          A-                   261,000.00     260,000.00            125,000.00               2%
412448262      1,104.12       1,104.12           7/1/2007        182,750.00         182,750.01     CO                      7.25    FULL          A+                   216,000.00     NA                    182,750.00    NO PPP
412448261      1,400.36       1,400.36           8/1/2007        157,250.00         156,817.58     CO                    10.175    LITE          A+                   185,000.00     NA                    156,887.66    CA STYLE
412448199         917.9          917.9           7/1/2007        133,450.00         133,003.75     CO                       7.9    FULL          AA                   157,000.00     NA                    133,087.51    CA STYLE
412448029      1,143.50       1,143.50           7/1/2007        166,250.00         165,942.79     CO                       7.9    FULL          AA                   185,000.00     NA                    166,043.88    CA STYLE
412448449        568.85         568.85           8/1/2007         53,300.00          53,215.99     P                       12.5    FULL          ALTA                 268,000.00     266,500.00             53,230.36    NO PPP
412448574        772.54         772.54           7/1/2007         80,800.00          80,624.98     P                      11.05    FULL          AAA                  405,000.00     404,000.00             80,684.39    NO PPP
412448804        575.71         575.71           7/1/2007         61,180.00          61,041.66     P                      10.85    STATED        AA                   308,000.00     305,900.00             61,088.61    NO PPP
412447951      2,554.03       2,554.03           7/1/2007        315,000.00         314,839.16     CO                      9.65    STATED        A+                   450,000.00     NA                    314,883.03    NO PPP
412448153      1,362.12       1,362.12           7/1/2007        206,400.00         205,353.74     P                       6.92    FULL          AA                   262,000.00     258,000.00            205,706.51    NO PPP
412452864      1,112.37       1,112.37           7/1/2007        190,000.00         189,493.98     P                        6.5    FULL          --                   190,000.00     190,000.00            189,664.48    NO PPP
412449394        594.35         594.35           7/1/2007        100,100.00         100,099.99     P                      7.125    STATED        --                   140,000.00     125,125.00            100,100.00    NO PPP
412449395        196.68         196.68           7/1/2007         25,000.00          24,912.08     P                       8.75    STATED        --                   140,000.00     125,125.00             24,941.81    NO PPP
412452869      1,157.28       1,157.28           8/1/2007        185,500.00         183,742.56     P                      6.375    RED           --                   188,000.00     185,500.00            183,922.75    NO PPP
412449738        188.52         188.52           8/1/2007         26,000.00          25,890.86     CO                     7.875    STATED        --                   260,000.00     NA                     25,909.35    NO PPP
412448102        392.36         392.36           7/1/2007         41,200.00          40,252.24     P                         11    STATED        --                   230,000.00     206,000.00             40,298.37    NO PPP
412452886      1,172.69       1,172.69           7/1/2007        193,000.00         191,860.02     RT                     6.125    LITE          --                   285,000.00     NA                    192,243.89    NO PPP
412449392           870            870           7/1/2007        140,000.00         139,560.13     P                          7    FULL          --                   147,000.00     140,000.00            139,670.96    NO PPP
412449494        839.37         839.37           7/1/2007        140,000.00         139,152.83     CO                         6    FULL          --                   185,500.00     NA                    139,437.90    NO PPP
412448664      2,641.27       2,641.27           7/1/2007        335,700.00         335,286.72     CO                       9.2    STATED        AA                   373,000.00     NA                    335,426.59    NO PPP
412448387        558.68         558.68           7/1/2007         79,900.00          79,510.10     CO                       7.5    FULL          AA                    94,000.00     NA                     79,632.44            54321
412448384         861.1          861.1           7/1/2007        114,500.00         113,729.38     CO                       7.7    FULL          A+                   135,500.00     NA                    113,989.55    CA STYLE
412448525      1,448.93       1,448.93           7/1/2007        221,600.00         221,407.26     P                      7.675    STATED        AAA                  280,000.00     277,000.00            221,472.33    NO PPP
412448444      1,243.67       1,243.67           8/1/2007        213,200.00         213,200.00     P                          7    FULL          ALTA                 268,000.00     266,500.00            213,200.00    CA STYLE
412448584      1,800.98       1,800.98           7/1/2007        312,000.00         309,984.53     P                       5.65    FULL          AA                   400,000.00     390,000.00            310,662.68    NO PPP
412448808      1,578.06       1,578.06           7/1/2007        256,768.00         256,688.66     P                      7.375    FULL          AAA                  320,960.00     320,960.00            256,688.67    NO PPP
412448190      1,225.86       1,225.86           8/1/2007        158,175.00         158,175.00     CO                       9.3    STATED        AA                   166,500.00     NA                    158,175.00    CA STYLE
412447849      1,715.63       1,715.63           7/1/2007        225,000.00         224,999.99     CO                      9.15    STATED        AA                   250,000.00     NA                    225,000.00    NO PPP
412448394      2,245.38       2,245.28           7/1/2007        379,500.00         379,484.03     CO                       7.1    FULL          AAA                  506,000.00     NA                    379,484.03    2 MO INT
412448849        936.67         936.67           7/1/2007        160,000.00         159,999.99     P                      7.025    FULL          AAA                  215,000.00     200,000.00            160,000.00    CA STYLE
412448359        595.47         595.47           7/1/2007         68,000.00          67,926.42     CO                    10.337    FULL          A+                    85,000.00     NA                     67,946.84    NO PPP
412448619        559.17         559.17           8/1/2007         88,000.00          88,000.00     CO                     7.625    FULL          AA                   110,000.00     NA                     88,000.00    NO PPP
412448308        908.95         908.95           7/1/2007        102,750.00         102,663.11     CO                     10.45    FULL          AA                   137,000.00     NA                    102,692.58    NO PPP
412448429      2,030.38       2,030.38           7/1/2007        233,325.00         232,679.11     P                        9.9    STATED        A+                   297,000.00     274,500.00            232,897.95    CA STYLE
412449734        467.21         467.21           8/1/2007         45,000.00          44,822.57     CO                    12.125    NINA          --                   495,000.00     NA                     44,836.74    NO PPP
412452847        824.46         824.46           7/1/2007        104,800.00         104,431.59     CO                      8.75    FULL          --                   479,000.00     NA                    104,556.18    NO PPP
412448615      2,531.25       2,531.25           7/1/2007        450,000.00         450,000.00     CO                      6.75    STATED        --                   500,000.00     NA                    450,000.00    CA STYLE
412447790      1,354.17       1,354.17           7/1/2007        250,000.00         249,999.99     CO                       6.5    NINA          --                   430,000.00     NA                    250,000.00    CA STYLE
412447413        737.99         737.99           7/1/2007         91,800.00          91,439.04     P                       8.99    FULL          AA                   102,000.00     102,000.00             91,543.78    CA STYLE
412448770        561.97         561.97           8/1/2007         84,400.00          84,399.95     P                       7.99    FULL          AA                   106,000.00     105,500.00             84,399.96    NO PPP
412448575      1,905.54       1,905.54           7/1/2007        323,200.00         323,199.99     P                      7.075    FULL          AAA                  405,000.00     404,000.00            323,200.00    NO PPP
412447453      1,318.92       1,318.76           7/1/2007        186,200.00         186,176.28     RT                       8.5    LITE          AA                   196,000.00     NA                    186,176.28               1%
412448565      1,834.59       1,834.59           7/1/2007        297,500.00         297,499.99     CO                       7.4    FULL          AA                   353,000.00     NA                    297,500.00    CA STYLE
412448733      1,013.38       1,013.38           7/1/2007        114,750.00         114,443.88     P                     10.075    FULL          AA                   147,000.00     135,000.00            114,547.63    CA STYLE
412447521        737.17         737.17           7/1/2007         84,000.00          83,772.28     CO                        10    FULL          A-                   105,000.00     NA                     83,849.45    CA STYLE
412448168      2,242.50       2,242.50           7/1/2007        360,000.00         360,000.00     P                      7.475    STATED        AAA                  450,000.00     450,000.00            360,000.00    CA STYLE
412453025        430.67         430.67           7/1/2007         66,400.00          66,044.98     P                       6.75    FULL          --                    83,000.00      83,000.00             66,162.32    NO PPP
412449778      1,421.00       1,418.96           7/1/2007        278,400.00         277,699.99     CO                     6.125    FULL          --                   348,000.00     NA                    277,700.00    NO PPP
412449779      1,681.70       1,681.70           7/1/2007        212,800.00         212,059.53     CO                       8.8    NINA          AA                   224,000.00     NA                    212,309.97    CA STYLE
412447914         727.4          727.4           8/1/2007        113,600.00         112,990.24     P                      6.625    STATED        --                   142,000.00     142,000.00            113,093.27    CA STYLE
412447915        246.62         246.62           8/1/2007         28,400.00          28,320.92     P                      9.875    STATED        --                   142,000.00     142,000.00             28,334.37    NO PPP
412448144      2,254.09       2,254.09           7/1/2007        342,392.00         342,391.98     P                        7.9    STATED        AA                   460,000.00     427,990.00            342,392.00    CA STYLE
412448158      2,858.79       2,858.79           7/1/2007        396,000.00         396,000.00     P                      8.663    STATED        AA                   495,000.00     495,000.00            396,000.00    NO PPP
412448587      1,808.63       1,808.63           7/1/2007        217,000.00         216,776.71     CO                       9.8    FULL          C                    311,000.00     NA                    216,852.36    NO PPP
412448529      1,316.22       1,316.22           7/1/2007        201,848.00         201,847.89     P                      7.825    FULL          AA                   269,000.00     252,310.00            201,847.90    CA STYLE
412447986        579.24         575.39           7/1/2007         93,300.00          92,676.10     CO                      7.45    FULL          A-                   125,000.00     NA                     92,676.09    CA STYLE
412447838         848.1          848.1           7/1/2007        116,800.00         116,311.18     CO                      7.89    RED           AAA                  146,000.00     NA                    116,476.26    NO PPP
412448469      1,398.79       1,398.79           7/1/2007        177,000.00         176,384.07     CO                       8.8    STATED        AA                   253,000.00     NA                    176,592.39    3 MO INT
412448251        718.17         718.17           7/1/2007         84,575.00          84,493.03     CO                        10    FULL          AA                    99,500.00     NA                     84,520.81    NO PPP
412452452      2,681.38       2,681.38           7/1/2007        362,000.00         361,466.37     CO                       8.6    LITE          AA                   455,000.00     NA                    361,646.18    NO PPP
412452943      1,118.58       1,118.58           7/1/2007        180,000.00         179,567.22     CO                         7    STATED        --                   225,000.00     NA                    179,708.19    NO PPP
412448709      1,044.00       1,044.00           7/1/2007        172,800.00         172,800.00     CO                      7.25    NINA          --                   216,000.00     NA                    172,800.00    NO PPP
412449348      1,971.67       1,971.67           7/1/2007        364,000.00         363,999.99     CO                       6.5    STATED        --                   455,000.00     NA                    364,000.00    CA STYLE
412449349        699.71         699.71           7/1/2007         91,000.00          90,663.02     CO                       8.5    STATED        --                   455,000.00     NA                     90,776.84    NO PPP
412449737        821.69         821.69           8/1/2007        130,000.00         129,285.25     CO                       6.5    STATED        --                   655,000.00     NA                    129,405.99    NO PPP
412448355      1,056.25       1,050.29           8/1/2007        195,000.00         193,900.00     CO                       6.5    STATED        --                   270,000.00     NA                    193,900.00    CA STYLE
412449642         422.9          422.9           7/1/2007         55,000.00          54,796.53     P                        8.5    FULL          --                   290,000.00     275,000.00             54,865.31    NO PPP
412447816      1,241.41       1,241.41           7/1/2007        200,000.00         198,268.56     CO                      6.99    FULL          A-                   285,000.00     NA                    198,440.05    CA STYLE
412449470      2,496.33       2,496.33           7/1/2007        380,000.00         378,056.86     CO                     6.875    STATED        --                   475,000.00     NA                    378,711.98    NO PPP
412449762        495.95         495.95           7/1/2007         53,500.00          52,515.29     CO                       7.5    STATED        --                   628,000.00     NA                     52,847.63    NO PPP
412453049        672.52         672.52           7/1/2007        106,400.00         105,814.60     CO                       6.5    LITE          --                   133,000.00     NA                    106,011.71    NO PPP
412452976        745.84         745.84           7/1/2007        118,000.00         117,351.23     P                        6.5    LITE          --                   119,000.00     118,000.00            117,569.83    NO PPP
412446553      1,348.51       1,348.51           7/1/2007        217,000.00         216,228.08     CO                         7    STATED        B                    510,000.00     NA                    216,400.93    CA STYLE
412452341      2,032.34       2,032.34           7/1/2007        304,000.00         303,711.73     P                      7.863    RED           AAA                  380,000.00     380,000.00            303,795.44    CA STYLE
412448035      1,201.57       1,201.57           7/1/2007        180,800.00         180,799.99     P                      7.975    STATED        AAA                  226,000.00     226,000.00            180,800.00    CA STYLE
412447724      2,680.49       2,680.49           7/1/2007        351,000.00         350,527.89     CO                       8.9    STATED        AA                   440,000.00     NA                    350,687.59               1%
412449593        301.38         301.38           7/1/2007         45,300.00          45,021.14     P                          7    RED           --                    48,000.00      45,300.00             45,097.98    NO PPP
412447777      2,366.23       2,366.23           8/1/2007        353,600.00         351,983.34     CO                      7.65    FULL          AA                   442,000.00     NA                    352,104.90    CA STYLE
412447729      1,510.11       1,510.11           7/1/2007        199,750.00         199,473.31     CO                       8.8    FULL          AA                   235,000.00     NA                    199,566.89    NO PPP
412446330      2,881.28       2,881.28           8/1/2007        418,900.00         418,018.09     P                        7.9    FULL          A+                   441,000.00     440,990.00            418,146.57    CA STYLE
412448054      2,176.74       2,176.74           7/1/2007        293,165.00         291,994.74     P                      8.125    STATED        AA                   346,000.00     344,900.00            292,390.10    NO PPP
412448141        222.52         222.52           7/1/2007         23,000.00          22,951.26     CO                      11.2    FULL          AA                   115,000.00     NA                     22,967.65    NO PPP
412448208      4,594.25       4,594.17           7/1/2007        690,000.00         689,976.75     CO                      7.99    STATED        AA                   840,000.00     NA                    689,976.76    CA STYLE
412447942      1,417.95       1,417.95           7/1/2007        150,000.00         149,882.47     CO                    11.213    STATED        AA                   150,000.00     NA                    149,916.83    CA STYLE
412447278        515.72         515.72           7/1/2007         61,200.00          60,985.34     P                      9.525    FULL          AA                    71,000.00      69,000.00             61,047.89               1%
412448297      1,046.79       1,046.38           7/1/2007        194,750.00         194,657.12     CO                      6.45    FULL          AA                   205,000.00     NA                    194,657.12    CA STYLE
412448339        311.78         311.78           8/1/2007         33,000.00          32,925.93     CO                      10.9    FULL          AA                   165,000.00     NA                     32,938.52    NO PPP
412448338        882.75         882.75           7/1/2007        132,000.00         131,999.78     CO                     8.025    FULL          AA                   165,000.00     NA                    131,999.78    CA STYLE
412447264        633.27         633.27           7/1/2007         74,750.00          74,664.52     P                      9.975    FULL          C                    115,000.00     115,000.00             74,689.45    CA STYLE
412448026      2,994.70       2,994.70           7/1/2007        382,500.00         382,022.15     CO                      9.15    STATED        A-                   450,000.00     NA                    382,183.86    CA STYLE
412448544      2,561.53       2,561.49           7/1/2007        400,500.00         400,494.01     CO                     7.675    FULL          AA                   445,000.00     NA                    400,494.00    CA STYLE
412447879      2,186.52       2,186.52           7/1/2007        241,000.00         240,400.01     P                       10.4    FULL          AA                 1,205,000.00     1,205,000.00          240,603.47    NO PPP
412448542      1,870.73       1,870.73           7/1/2007        340,000.00         338,786.82     CO                         6    FULL          AAA                  425,000.00     NA                    339,137.78    CA STYLE
412447818      4,526.58       4,526.58           7/1/2007        656,322.00         655,032.88     P                      7.925    FULL          AA                   691,000.00     690,886.00            655,430.21    CA STYLE
412445559        498.47         498.47           8/1/2007         66,350.00          66,091.72     P                       8.25    FULL          --                   333,000.00     331,750.00             66,135.51    NO PPP
412447577        539.01         539.01           7/1/2007         52,598.00          52,504.37     P                      11.95    LITE          AAA                  265,000.00     262,990.00             52,536.20    NO PPP
412450551        772.89         772.89           7/1/2007        122,280.00         120,826.42     P                        6.5    STATED        --                   153,000.00     152,850.00            121,061.34    NO PPP
412445564        861.94         861.94           8/1/2007        134,612.00         133,845.18     P                      6.625    FULL          --                   169,000.00     168,266.00            133,967.51    NO PPP
412448163      1,101.89       1,101.89           7/1/2007        104,000.00         103,832.38     P                       12.4    LITE          AA                   550,000.00     520,000.00            103,889.41    NO PPP
412445578        692.22         692.22           7/1/2007         99,000.00          98,552.23     P                        7.5    FULL          --                   350,000.00     340,069.00             98,703.35    NO PPP
412447733        284.55         284.55           7/1/2007         30,980.00          30,905.27     P                      10.55    LITE          AAA                  155,000.00     154,900.00             30,930.62    NO PPP
412452299        326.08         326.08           8/1/2007         41,600.00          41,427.36     P                       8.71    LITE          AAA                  220,000.00     208,000.00             41,452.56    NO PPP
412448255         432.4          432.4           7/1/2007         43,000.00          42,919.15     P                       11.7    LITE          AAA                  215,000.00     215,000.00             42,946.62    NO PPP
412448364      3,600.75       3,600.75           7/1/2007        515,160.00         514,799.71     P                       8.25    STATED        AAA                  580,000.00     572,400.00            514,921.46    NO PPP
412448252        744.23         744.22           7/1/2007        128,500.00         128,499.24     CO                      6.95    FULL          AA                   185,000.00     NA                    128,499.23    CA STYLE
412448643      2,360.69       2,360.69           7/1/2007        353,000.00         352,999.99     CO                     8.025    FULL          AA                   396,000.00     NA                    353,000.00    CA STYLE
412448365      1,395.80       1,395.80           7/1/2007        174,250.00         173,662.02     CO                      8.95    FULL          A+                   205,000.00     NA                    173,860.93    CA STYLE
412448463      2,192.42       2,192.42           7/1/2007        270,000.00         269,662.97     CO                     9.525    STATED        AAA                  287,000.00     NA                    269,765.69    NO PPP
412448082      2,966.92       2,966.92           7/1/2007        513,000.00         511,304.26     CO                       6.4    FULL          AA                   650,000.00     NA                    511,780.38    CA STYLE
412448421      1,111.39       1,111.39           7/1/2007        140,000.00         139,515.97     CO                      8.85    RED           AA                   175,000.00     NA                    139,679.08    CA STYLE
412447967        568.82         568.82           7/1/2007         57,000.00          56,890.46     P                       11.6    LITE          AAA                  285,000.00     285,000.00             56,927.68    NO PPP
412448239        649.01         649.01           7/1/2007         68,150.00          68,000.81     P                         11    LITE          AAA                  350,000.00     340,754.00             68,051.45    NO PPP
412452381      2,645.52       2,645.52           8/1/2007        332,500.00         330,599.20     CO                     8.875    FULL          AA                   350,000.00     NA                    330,798.19    NO PPP
412447865      1,104.37       1,104.37           7/1/2007        147,000.00         146,318.46     CO                      8.25    STATED        A+                   210,000.00     NA                    146,513.31    NO PPP
412452951      1,010.58       1,010.58           7/1/2007        150,000.00         149,213.01     CO                     7.125    FULL          --                   200,000.00     NA                    149,460.06    NO PPP
412449608        459.19         459.19           7/1/2007         69,900.00          69,400.03     P                      6.875    LITE          --                    71,500.00      69,900.00             69,522.15    NO PPP
412448710         339.5          339.5           7/1/2007         27,500.00          27,473.14     CO                    14.625    NINA          --                   216,000.00     NA                     27,482.31    NO PPP
412447945        983.71         983.71           7/1/2007         90,200.00          89,997.31     P                       12.8    LITE          AA                   455,000.00     451,000.00             90,044.04    NO PPP
412447430      1,219.52       1,219.52           7/1/2007        115,950.00         115,692.65     P                       12.3    LITE          AA                   650,000.00     579,900.00            115,758.97    NO PPP
412452153        464.33         464.33           7/1/2007         46,000.00          45,914.45     P                      11.75    LITE          AA                   230,000.00     230,000.00             45,943.52    NO PPP
412447731        263.38         263.38           8/1/2007         33,600.00          33,423.07     P                       8.71    LITE          AA                   173,900.00     168,000.00             33,443.70    NO PPP
412447091        556.73         556.73           7/1/2007         58,000.00          57,832.80     P                       11.1    LITE          AAA                  293,000.00     290,000.00             57,875.76    NO PPP
412447440        303.76         303.76           7/1/2007         32,540.00          32,451.86     P                      10.75    LITE          AA                   163,000.00     162,700.00             32,477.60    NO PPP
412451704        336.05         336.05           7/1/2007         36,000.00          35,873.57     P                      10.75    LITE          AA                   180,000.00     180,000.00             35,902.55    CA STYLE
412447644        933.49         933.49           7/1/2007        100,000.00          99,729.22     CO                     10.75    LITE          AA                   500,000.00     NA                     99,808.32    NO PPP
412448104      2,374.08       2,374.08           7/1/2007        426,800.00         426,799.99     P                      6.675    FULL          AAA                  535,000.00     533,610.00            426,800.00    NO PPP
412447899      2,367.08       2,367.06           7/1/2007        380,000.00         379,996.50     CO                     7.475    FULL          AA                   520,000.00     NA                    379,996.50    NO PPP
412447937      2,221.18       2,221.18           7/1/2007        303,999.00         303,816.62     CO                      8.65    FULL          AA                   326,000.00     NA                    303,878.29               1%
412448595      1,619.17       1,619.17           7/1/2007        290,000.00         289,999.99     CO                       6.7    FULL          A+                   375,000.00     NA                    290,000.00    CA STYLE
412447877      1,245.75       1,245.75           7/1/2007        161,500.00         161,289.08     CO                         9    FULL          AA                   190,000.00     NA                    161,360.44               2%
412448194        568.82         568.82           8/1/2007         57,000.00          56,890.46     P                       11.6    LITE          AAA                  285,000.00     285,000.00             56,909.16    NO PPP
412448117           960            960           7/1/2007        192,000.00         192,000.00     P                          6    STATED        --                   250,000.00     240,000.00            192,000.00    NO PPP
412448604      1,121.63       1,121.63           8/1/2007        128,350.00         127,998.43     CO                      9.95    FULL          A+                   151,000.00     NA                    128,058.24    CA STYLE
412452608        640.35         640.35           8/1/2007         60,000.00          59,905.47     P                       12.5    STATED        --                   310,000.00     299,900.00             59,921.64    NO PPP
412449293        955.52         955.52           7/1/2007        135,000.00         134,404.36     P                      7.625    FULL          --                   135,000.00     135,000.00            134,605.43    CA STYLE
412449340        944.36         944.36           7/1/2007        120,040.00         119,617.96     P                       8.75    RED           --                   151,000.00     150,500.00            119,760.69    NO PPP
412449517        241.59         241.59           7/1/2007         21,840.00          21,809.24     CO                        13    STATED        --                   218,400.00     NA                     21,819.72    NO PPP
412449528      1,202.82       1,202.82           7/1/2007        192,800.00         191,714.25     CO                     6.375    LITE          --                   241,000.00     NA                    192,080.01    NO PPP
412449731        682.18         682.18           7/1/2007        100,000.00          99,163.04     CO                      7.25    STATED        --                   650,000.00     NA                     99,327.69    NO PPP
412449378        969.43         969.43           7/1/2007        156,000.00         155,638.17     P                          7    FULL          --                   156,000.00     156,000.00            155,760.18    NO PPP
412452880        515.77         515.77           8/1/2007         81,600.00          80,885.33     P                        6.5    RED           --                   102,000.00     102,000.00             80,962.55    NO PPP
412447990         676.9          676.9           7/1/2007         67,700.00          67,570.56     CO                    11.625    STATED        --                   350,000.00     NA                     67,614.54    NO PPP
412449108        329.78         329.78           7/1/2007         42,400.00          41,732.54     P                      8.625    FULL          --                   284,000.00     283,180.00             41,791.56    NO PPP
412449259        383.08         383.08           7/1/2007         42,750.00          42,640.13     P                      10.25    FULL          --                   285,000.00     285,000.00             42,677.38    NO PPP
412449327      2,536.75       2,536.75           7/1/2007        412,000.00         409,623.74     P                       6.25    STATED        --                   530,000.00     515,000.00            410,424.07    NO PPP
412447677      2,531.39       2,531.39           7/1/2007        340,000.00         339,423.76     CO                      8.65    STATED        AA                   430,000.00     NA                    339,591.37    NO PPP
412447814        554.12         554.12           8/1/2007         59,600.00          59,436.87     P                       10.7    STATED        AAA                  298,000.00     298,000.00             59,460.80    NO PPP
412447813      1,479.76       1,479.76           8/1/2007        238,400.00         237,751.19     P                       6.99    STATED        AAA                  298,000.00     298,000.00            237,845.50               2%
412447443        879.94         879.94           8/1/2007        130,050.00         129,764.28     CO                      7.75    FULL          AAA                  153,000.00     NA                    129,805.89    NO PPP
412448280      1,312.45       1,312.45           7/1/2007        171,000.00         170,773.36     CO                      8.95    STATED        AA                   190,000.00     NA                    170,850.03    NO PPP
412447188      1,144.13       1,144.13           7/1/2007        144,000.00         143,798.45     CO                       9.3    STATED        A+                   180,000.00     NA                    143,857.15               1%
412448326      1,385.50       1,385.50           7/1/2007        189,000.00         188,224.74     RT                      7.99    LITE          A+                   260,000.00     NA                    188,486.60    NO PPP
412448869      2,021.09       2,013.25           7/1/2007        316,000.00         314,635.22     P                      7.675    FULL          AA                   400,000.00     395,000.00            314,636.99               2%
412448589      3,322.73       3,322.73           7/1/2007        492,000.00         491,614.28     P                       7.95    FULL          AA                   615,000.00     615,000.00            491,744.55    NO PPP
412447041        823.27         823.27           8/1/2007         90,000.00          89,719.71     CO                      10.5    STATED        AA                   450,000.00     NA                     89,757.60    NO PPP
412448473        618.21         618.21           7/1/2007         76,500.00          76,413.23     P                      9.475    FULL          AA                    90,000.00      90,000.00             76,442.61            54321
412447836      2,544.03       2,544.03           8/1/2007        408,405.00         408,404.97     P                      7.475    FULL          AAA                  435,000.00     429,900.00            408,404.98    NO PPP
412449411        474.73         474.73           7/1/2007         59,000.00          58,802.96     P                          9    FULL          --                   300,000.00     295,000.00             58,869.62    NO PPP
412449278        211.61         211.61           7/1/2007         28,500.00          28,386.25     CO                     8.125    STATED        --                   285,000.00     NA                     28,424.68    NO PPP
412449369        944.13         944.13           7/1/2007        138,400.00         137,742.36     CO                      7.25    FULL          --                   173,000.00     NA                    137,964.22    NO PPP
412449432        506.95         506.95           7/1/2007         76,198.00          75,802.46     P                          7    FULL          --                    79,000.00      76,900.00             75,930.87    NO PPP
412449435        307.83         307.83           7/1/2007         40,500.00          40,346.30     P                      8.375    FULL          --                   162,000.00     162,000.00             40,398.25    NO PPP
412452386      2,134.30       2,134.30           7/1/2007        283,000.00         282,999.97     CO                      9.05    FULL          AA                   315,000.00     NA                    282,999.99    CA STYLE
412448099      1,186.67       1,186.67           7/1/2007        155,000.00         154,793.04     CO                     8.925    STATED        AA                   280,000.00     NA                    154,863.05    CA STYLE
412448301        919.08         919.08           7/1/2007        151,600.00         151,599.99     P                      7.275    FULL          AA                   191,000.00     189,500.00            151,600.00    CA STYLE
412448500      1,718.73       1,718.73           7/1/2007        222,500.00         221,580.85     CO                      8.55    FULL          AA                   293,000.00     NA                    221,857.82    NO PPP
412448533      1,015.09       1,015.09           7/1/2007        156,000.00         155,676.50     P                        7.4    FULL          AA                   195,000.00     195,000.00            155,785.66    CA STYLE
412448417        794.75         794.75           7/1/2007        132,000.00         131,984.73     P                      7.225    FULL          AA                   165,000.00     165,000.00            131,984.91    NO PPP
412447965        771.46         771.46           7/1/2007         91,800.00          91,707.95     CO                     9.888    FULL          A+                   108,000.00     NA                     91,739.14    NO PPP
412448127      1,837.61       1,837.61           7/1/2007        295,000.00         294,740.39     P                      7.475    STATED        AA                   380,000.00     380,000.00            294,740.40    CA STYLE
412446753        822.68         822.68           7/1/2007        100,000.00          99,573.86     RT                      9.25    STATED        AA                   118,000.00     NA                     99,682.86    CA STYLE
412446606      1,475.24       1,475.24           7/1/2007        187,500.00         187,149.74     CO                       9.2    LITE          C                    260,000.00     NA                    187,229.67    CA STYLE
412446437      1,580.13       1,580.13           7/1/2007        227,500.00         226,895.87     CO                      7.99    LITE          C                    325,000.00     NA                    227,033.26    CA STYLE
412448197         686.9          686.9           7/1/2007         85,000.00          84,903.60     CO                     9.475    FULL          C                    190,000.00     NA                     84,936.24    NO PPP
412447620      2,420.50       2,420.50           7/1/2007        376,000.00         376,000.00     CO                     7.725    FULL          AA                   470,000.00     NA                    376,000.00    CA STYLE
412447876        684.67         684.67           7/1/2007        104,000.00         103,999.99     P                        7.9    FULL          AAA                  144,000.00     130,000.00            104,000.00    NO PPP
412448270      3,889.54       3,889.54           7/1/2007        560,000.00         559,003.36     CO                      7.99    STATED        AA                   700,000.00     NA                    559,335.06    NO PPP
412448024      2,837.29       2,837.29           7/1/2007        470,250.00         468,882.17     CO                      6.75    STATED        AA                   495,000.00     NA                    469,278.48    NO PPP
412448000        673.47         673.47           7/1/2007         71,000.00          70,815.87     CO                     10.95    STATED        AAA                  355,000.00     NA                     70,869.68    NO PPP
412447349         847.2          847.2           7/1/2007        130,200.00         129,884.11     CO                       7.4    FULL          C                    217,000.00     NA                    129,975.76    NO PPP
412447973      1,191.30       1,191.30           7/1/2007        132,000.00         131,651.59     CO                    10.336    LITE          C                    165,000.00     NA                    131,764.81    NO PPP
412447935      4,690.13       4,690.13           8/1/2007        594,000.00         593,999.96     CO                     9.475    STATED        A+                   660,000.00     NA                    593,999.97    CA STYLE
412446609        754.38         754.38           7/1/2007        101,600.00         100,985.37     P                      8.125    FULL          AA                   127,000.00     127,000.00            101,125.20    NO PPP
412447340      2,726.50       2,726.50           7/1/2007        492,000.00         492,000.00     P                       6.65    LITE          AA                   615,000.00     615,000.00            492,000.00    NO PPP
412447542      2,485.00       2,485.00           7/1/2007        407,000.00         405,848.48     CO                      6.85    FULL          AA                   435,000.00     NA                    406,182.18    NO PPP
412448105      1,894.94       1,894.94           7/1/2007        275,500.00         275,004.26     CO                       7.9    FULL          B                    355,000.00     NA                    275,171.60    CA STYLE
412448202      3,179.36       3,179.21           7/1/2007        431,100.00         431,079.21     P                       8.85    STATED        AA                   500,000.00     479,000.00            431,079.21    CA STYLE
412447810      1,516.67       1,516.61           7/1/2007        208,000.00         207,992.80     CO                      8.75    FULL          AA                   260,000.00     NA                    207,992.79    NO PPP
412446487      2,067.88       2,067.88           7/1/2007        355,000.00         354,999.99     CO                      6.99    LITE          AA                   455,000.00     NA                    355,000.00    NO PPP
412448110      1,507.50       1,507.50           7/1/2007        268,000.00         268,000.00     P                       6.75    FULL          AA                   335,000.00     335,000.00            268,000.00    CA STYLE
412448435      4,946.67       4,946.67           7/1/2007        848,000.00         847,999.99     CO                         7    FULL          A+                 1,060,000.00     NA                    848,000.00    CA STYLE
412448090        699.78         699.78           7/1/2007         76,500.00          76,313.54     CO                      10.5    LITE          C                    102,000.00     NA                     76,376.78            54321
412447758      1,753.92       1,753.92           7/1/2007        232,000.00         231,623.69     CO                       8.8    STATED        A-                   310,000.00     NA                    231,733.18    CA STYLE
412449582      1,844.64       1,844.64           7/1/2007        244,000.00         243,279.36     CO                       8.8    NINA          AA                   335,000.00     NA                    243,399.22    CA STYLE
412449256      7,552.09       7,552.09           7/1/2007      1,250,000.00       1,249,999.99     CO                      7.25    FULL          --                 2,000,000.00     NA                  1,250,000.00    NO PPP
412447619      3,835.30       3,835.30           7/1/2007        612,000.00         611,290.26     CO                     7.325    FULL          AAA                  800,000.00     NA                    611,496.14    CA STYLE
412447952      1,541.20       1,541.20           7/1/2007        220,500.00         220,345.79     RT                      8.25    LITE          A-                   245,000.00     NA                    220,397.90    CA STYLE
412446530      1,580.73       1,580.73           7/1/2007        270,000.00         268,605.00     CO                       6.5    FULL          AA                   440,000.00     NA                    268,854.54    CA STYLE
412450534      2,038.56       2,038.56           8/1/2007        326,760.00         324,919.82     P                      6.375    FULL          --                   411,000.00     408,450.00            325,230.59    NO PPP
412445537        563.15         563.15           7/1/2007         93,928.00          93,357.00     P                          6    FULL          --                   134,000.00     117,410.00             93,548.29    NO PPP
412449188           272            272           8/1/2007         32,000.00          31,791.87     P                      9.625    FULL          --                   164,500.00     160,000.00             31,808.74    NO PPP
412448344        693.17         693.17           7/1/2007         78,000.00          77,795.19     CO                     10.15    FULL          AAA                  390,000.00     NA                     77,864.61    NO PPP
412447924        733.37         733.37           8/1/2007         79,200.00          78,979.29     CO                     10.65    FULL          AAA                  396,000.00     NA                     79,011.43    NO PPP
412448022        571.05         571.05           7/1/2007         69,000.00          68,914.92     CO                     9.725    FULL          AA                   107,000.00     NA                     68,939.72               1%
412448440      2,945.25       2,945.25           8/1/2007        385,000.00         384,999.99     CO                      9.18    STATED        AA                   420,000.00     NA                    384,999.99    NO PPP
412448230      2,192.25       2,192.25           7/1/2007        324,000.00         323,391.76     CO                      7.75    FULL          AA                   390,000.00     NA                    323,597.12    CA STYLE
412449300        332.49         332.49           7/1/2007         54,000.00          53,688.53     CO                      6.25    FULL          --                    73,000.00     NA                     53,793.43    NO PPP
412447705      1,682.08       1,678.19           8/1/2007        295,750.00         295,065.68     P                      6.825    NINA          AAA                  455,000.00     455,000.00            295,065.68    CA STYLE
412447966      1,439.25       1,439.02           7/1/2007        202,000.00         201,945.16     CO                      8.55    FULL          AA                   213,000.00     NA                    201,945.48    NO PPP
412448420      2,443.78       2,443.78           7/1/2007        372,000.00         370,097.76     P                      6.875    STATED        ALTA                 470,000.00     465,000.00            370,739.10    NO PPP
412448282      1,893.66       1,893.66           8/1/2007        250,000.00         247,996.06     CO                     8.338    LITE          AA                   460,000.00     NA                    248,165.38    NO PPP
412448570      1,853.89       1,853.89           7/1/2007        243,750.00         243,623.52     CO                     9.025    STATED        A+                   325,000.00     NA                    243,666.31    NO PPP
412448446        737.08         737.08           7/1/2007         82,400.00          82,332.96     CO                    10.575    FULL          B                    103,000.00     NA                     82,355.70    NO PPP
412448582        693.17         693.17           7/1/2007         78,000.00          77,795.19     P                      10.15    FULL          AA                   400,000.00     390,000.00             77,864.61    NO PPP
412448291      1,880.00       1,879.58           7/1/2007        225,600.00         225,530.48     CO                        10    STATED        A-                   282,000.00     NA                    225,530.79    NO PPP
412452407        528.56         528.56           7/1/2007         68,425.00          68,174.38     CO                      8.55    FULL          AA                    80,500.00     NA                     68,259.11    CA STYLE
412448192      2,632.00       2,632.00           7/1/2007        384,000.00         384,000.00     CO                     8.225    STATED        AA                   480,000.00     NA                    384,000.00    NO PPP
412448806      1,626.37       1,626.37           7/1/2007        244,720.00         244,720.00     P                      7.975    STATED        AA                   308,000.00     305,900.00            244,720.00    CA STYLE
412448572      1,341.00       1,340.27           7/1/2007        216,000.00         215,761.79     CO                      7.45    FULL          AA                   245,000.00     NA                    215,761.79    CA STYLE
412448076      1,147.09       1,147.09           7/1/2007        170,000.00         169,678.58     CO                     7.725    FULL          AA                   450,000.00     NA                    169,787.10    CA STYLE
412447581      2,068.33       2,068.33           7/1/2007        445,200.00         445,199.97     P                      5.575    FULL          AAA                  580,000.00     556,500.00            445,199.98    NO PPP
412448588      1,260.47       1,260.47           7/1/2007        123,000.00         122,781.03     P                      11.95    FULL          AA                   615,000.00     615,000.00            122,855.47    NO PPP
412448772        191.44         191.44           8/1/2007         21,100.00          21,046.87     P                       10.4    FULL          AA                   106,000.00     105,500.00             21,055.83    NO PPP
412448052        670.65         670.65           8/1/2007        112,951.00         112,916.84     P                      7.125    STATED        AA                   172,000.00     167,951.00            112,916.84    CA STYLE
412452926      2,505.97       2,505.97           7/1/2007        407,000.00         404,601.12     CO                      6.25    LITE          --                   550,000.00     NA                    405,392.28    NO PPP
412453026        130.59         130.59           7/1/2007         16,600.00          16,537.31     P                       8.75    FULL          --                    83,000.00      83,000.00             16,557.10    NO PPP
412449709        208.48         208.48           7/1/2007         26,500.00          26,406.81     CO                      8.75    FULL          --                   150,000.00     NA                     26,438.33    NO PPP
412448100        858.34         858.34           7/1/2007        164,800.00         164,800.01     P                       6.25    STATED        --                   230,000.00     206,000.00            164,800.00    CA STYLE
412449408        402.12         402.12           7/1/2007         51,700.00          51,513.51     P                      8.625    FULL          --                   225,000.00     207,000.00             51,576.56    NO PPP
412449516         165.1          165.1           8/1/2007         22,500.00          22,407.88     CO                         8    STATED        --                   225,000.00     NA                     22,423.49    NO PPP
412449579        930.21         930.21           7/1/2007        190,000.00         190,000.00     CO                     5.875    FULL          --                   355,000.00     NA                    190,000.00    NO PPP
412449745        323.64         323.64           8/1/2007         57,000.00          41,417.84     CO                       5.5    FULL          --                   280,000.00     NA                     41,551.04    NO PPP
412448602         742.5          742.5           7/1/2007        129,600.00         129,600.00     CO                     6.875    FULL          --                   162,000.00     NA                    129,600.00               2%
412452922      1,413.94       1,413.94           7/1/2007        223,700.00         222,470.05     P                        6.5    FULL          --                   230,000.00     223,700.00            222,884.47    NO PPP
412448137        646.68         646.68           7/1/2007         92,000.00          91,936.83     CO                       8.3    FULL          AA                   115,000.00     NA                     91,958.18            54321
412447445        474.01         474.01           7/1/2007         56,250.00          56,052.67     P                      9.525    FULL          AA                    66,000.00      62,500.00             56,110.17               1%
412447878      4,799.92       4,799.92           7/1/2007        964,000.00         963,999.99     P                      5.975    FULL          AA                 1,205,000.00     1,205,000.00          964,000.00    CA STYLE
412448007        870.55         870.55           7/1/2007        128,250.00         127,627.88     CO                       7.2    FULL          AA                   171,000.00     NA                    127,835.57    CA STYLE
412448545        825.57         825.57           7/1/2007         85,000.00          84,793.39     CO                     11.25    FULL          AAA                  425,000.00     NA                     84,853.80    NO PPP
412445573        194.91         194.91           7/1/2007         25,349.00          25,255.24     P                        8.5    FULL          --                   131,000.00     126,746.00             25,286.94    NO PPP
412452710        761.26         761.26           8/1/2007        120,440.00         119,777.82     P                        6.5    FULL          --                   151,000.00     150,550.00            119,889.68    NO PPP
412450547      1,080.77       1,080.77           7/1/2007        177,872.00         176,268.86     P                      6.125    RED           --                   185,000.00     183,374.00            176,628.23    NO PPP
412448235        246.77         246.77           7/1/2007         28,600.00          28,519.15     P                        9.8    LITE          AAA                  165,000.00     143,000.00             28,546.54    NO PPP
412447135        527.09         527.09           7/1/2007         55,348.00          55,206.01     P                         11    LITE          AAA                  277,000.00     276,741.00             55,247.51    NO PPP
412449571        984.21         984.21           7/1/2007        128,000.00         127,526.43     P                        8.5    FULL          AA                   160,000.00     160,000.00            127,686.52    CA STYLE
412447516      1,368.79       1,368.79           7/1/2007        208,000.00         207,509.14     CO                       7.5    STATED        AA                   265,000.00     NA                    207,651.52    CA STYLE
412447750      1,173.71       1,173.71           7/1/2007        170,000.00         170,000.00     CO                     8.285    FULL          A-                   330,000.00     NA                    170,000.00    CA STYLE
412448283        574.71         574.71           7/1/2007         81,000.00          80,644.36     CO                      7.65    FULL          AA                   107,000.00     NA                     80,764.42    NO PPP
412447927      4,303.89       4,303.89           7/1/2007        617,500.00         617,063.94     CO                     8.225    STATED        AA                   650,000.00     NA                    617,211.29    CA STYLE
412448630      2,851.81       2,851.81           7/1/2007        387,000.00         385,664.75     CO                      8.55    FULL          A-                   430,000.00     NA                    385,870.45    NO PPP
412448480      1,668.40       1,668.40           7/1/2007        202,300.00         202,067.57     CO                     9.688    FULL          A+                   238,000.00     NA                    202,140.76    NO PPP
412447406      1,374.76       1,374.76           7/1/2007        139,900.00         139,570.77     P                       11.4    LITE          AA                   740,000.00     699,500.00            139,667.07    NO PPP
412450525        282.94         282.94           7/1/2007         32,791.00          32,600.84     P                        9.8    STATED        AAA                  165,000.00     163,958.00             32,633.83    NO PPP
412452918        756.98         756.98           8/1/2007        104,400.00         103,505.71     P                      7.875    LITE          AA                   135,000.00     130,500.00            103,582.93    CA STYLE
412452919         225.2          225.2           8/1/2007         26,100.00          25,947.91     P                        9.8    STATED        AA                   135,000.00     130,500.00             25,961.09    NO PPP
412445507      1,029.55       1,029.55           7/1/2007        131,166.00         130,218.34     P                      8.725    RED           AAA                  165,000.00     163,958.00            130,382.06    CA STYLE
412449451        737.46         737.46           7/1/2007         95,250.00          94,540.72     P                      8.575    FULL          A-                   127,000.00     127,000.00             94,663.18    CA STYLE
412445770         553.5          553.5           8/1/2007         56,000.00          55,725.34     CO                    11.475    LITE          C                     70,000.00     NA                     55,745.77    CA STYLE
412449668      4,338.56       4,338.56           7/1/2007        554,000.00         550,236.77     CO                       8.7    STATED        A-                   750,000.00     NA                    550,927.93    NO PPP
412449483      1,290.01       1,290.01           7/1/2007        204,000.00         203,155.54     CO                      7.15    FULL          A                    240,000.00     NA                    203,313.21    CA STYLE
412449725      1,198.18       1,198.18           7/1/2007        125,000.00         120,908.58     CO                      8.05    FULL          AA                   200,000.00     NA                    121,675.03    CA STYLE
412449479        414.19         414.19           7/1/2007         42,980.00          42,809.04     P                      11.15    FULL          AA                   227,000.00     214,900.00             42,841.43    CA STYLE
412449558        854.95         854.95           7/1/2007        109,920.00         109,179.86     P                      8.625    FULL          AA                   139,000.00     137,400.00            109,318.80    CA STYLE
412449478        991.25         991.25           7/1/2007        171,920.00         171,039.69     P                      6.375    FULL          AA                   227,000.00     214,900.00            171,203.59    CA STYLE
412445509      2,887.71       2,887.71           7/1/2007        409,978.00         406,574.98     P                      7.575    FULL          AA                   541,000.00     512,473.00            407,211.36    CA STYLE
412449628      1,305.82       1,305.82           7/1/2007        164,350.00         163,979.41     CO                       9.3    FULL          AA                   173,000.00     NA                    164,048.56    NO PPP
412449612        651.78         651.78           7/1/2007         68,850.00          68,562.62     P                     10.925    STATED        A-                    84,000.00      81,000.00             68,617.02    NO PPP
412450563      1,053.79       1,053.79           7/1/2007        132,444.00         131,596.28     P                      8.875    LITE          AA                   169,000.00     165,556.00            131,755.56    CA STYLE
412450564         285.7          285.7           7/1/2007         33,111.00          32,935.74     P                        9.8    FULL          AA                   169,000.00     165,556.00             32,968.78    NO PPP
412445514        342.07         342.07           7/1/2007         39,645.00          39,435.26     P                        9.8    FULL          AA                   200,000.00     198,229.00             39,474.81    NO PPP
412449051        322.39         322.39           8/1/2007         45,000.00          44,213.86     P                       7.75    FULL          --                    46,000.00      45,000.00             44,250.47    NO PPP
412445895        610.94         610.94           7/1/2007         80,000.00          79,760.64     CO                       8.9    STATED        AA                    80,000.00     NA                     79,798.98    CA STYLE
412445643      1,053.69       1,053.69           7/1/2007        130,081.00         129,281.76     P                      9.075    STATED        AA                   154,000.00     144,536.00            129,432.05    CA STYLE
412449461      1,255.46       1,255.46           7/1/2007        215,992.00         215,991.92     P                      6.975    FULL          AAA                  269,990.00     269,990.00            215,991.93    CA STYLE
412449462        540.93         540.93           7/1/2007         53,998.00          53,743.94     P                      11.65    FULL          AAA                  297,000.00     269,990.00             53,781.72    CA STYLE
412449496        912.85         912.85           7/1/2007        129,600.00         128,524.20     P                      7.575    FULL          A-                   145,000.00     144,000.00            128,725.38    CA STYLE
412449626      1,086.30       1,086.30           7/1/2007        170,400.00         170,400.00     P                       7.65    FULL          AA                   215,000.00     213,000.00            170,400.00    CA STYLE
412449495        981.88         981.88           8/1/2007        128,250.00         126,642.35     P                      8.925    FULL          AA                   151,500.00     142,500.00            126,682.03    NO PPP
412449583      1,018.40       1,018.34           7/1/2007        145,920.00         145,899.17     P                      8.375    STATED        AA                   183,000.00     182,400.00            145,899.34    CA STYLE
412449584        383.69         383.69           7/1/2007         36,480.00          36,344.20     P                       12.3    STATED        AA                   183,000.00     182,400.00             36,366.19    NO PPP
412449534      1,129.39       1,128.22           7/1/2007        194,303.00         194,103.01     CO                     6.975    FULL          AAA                  242,879.00     NA                    194,103.00    NO PPP
412452929      1,836.25       1,836.25           7/1/2007        260,000.00         260,000.00     P                      8.475    STATED        AAA                  350,000.00     325,000.00            260,000.00    CA STYLE
412452930        676.12         676.12           7/1/2007         65,000.00          64,811.63     P                      12.15    STATED        AAA                  350,000.00     325,000.00             64,850.84    CA STYLE
412449359        465.38         465.38           8/1/2007         65,750.00          58,631.92     P                      7.625    FULL          --                    71,000.00      65,775.00             58,724.16    NO PPP
412452749      1,272.67       1,272.67           7/1/2007        171,000.00         169,733.32     CO                      8.15    LITE          AA                   180,000.00     NA                    169,970.69    NO PPP
412449563      1,418.06       1,418.06           7/1/2007        192,800.00         191,473.46     CO                     8.025    RED           AA                   241,000.00     NA                    191,745.89    NO PPP
412449560        499.01         499.01           7/1/2007         53,999.00          53,781.54     P                     10.625    FULL          AA                    62,000.00      59,999.00             53,826.58    CA STYLE
412445516        838.03         838.03           7/1/2007        110,000.00         109,297.87     P                        8.4    FULL          AA                   153,000.00     142,079.00            109,442.24    CA STYLE
412449324        462.84         462.84           7/1/2007         52,190.00          51,732.90     P                     10.125    FULL          AA                    63,000.00      61,400.00             51,784.93    CA STYLE
412452937        277.12         277.12           7/1/2007         28,200.00          28,093.35     P                       11.4    FULL          AA                   142,000.00     141,000.00             28,113.53    CA STYLE
412449096        575.53         575.53           7/1/2007        102,696.00         102,569.59     P                      6.725    FULL          AAA                  128,371.00     128,371.00            102,571.00    CA STYLE
412449097        221.53         221.53           7/1/2007         25,674.00          25,471.18     P                        9.8    FULL          AAA                  128,371.00     128,371.00             25,497.88    NO PPP
412449482         439.1          439.1           7/1/2007         75,000.00          74,663.36     CO                       6.5    FULL          AA                   365,000.00     NA                     74,732.15    CA STYLE
412449576      2,351.04       2,345.04           7/1/2007        401,600.00         400,576.37     P                      7.025    FULL          AA                   505,000.00     502,000.00            400,576.37    CA STYLE
412449663      1,235.07       1,235.07           7/1/2007        167,920.00         166,764.62     P                      8.025    FULL          AA                   215,000.00     209,900.00            167,001.90    CA STYLE
412449664        362.22         362.22           7/1/2007         41,980.00          41,778.90     P                        9.8    FULL          AA                   215,000.00     209,900.00             41,820.44    NO PPP
412445632      1,360.56       1,360.56           8/1/2007        171,000.00         170,008.72     P                      8.875    STATED        AA                   193,000.00     190,000.00            170,111.17    CA STYLE
412445506        902.84         902.84           8/1/2007        157,586.00         157,586.00     P                      6.875    LITE          --                   198,000.00     196,983.00            157,586.00    NO PPP
412445641      1,534.85       1,534.85           7/1/2007        201,000.00         199,723.56     P                      8.425    FULL          AA                   236,000.00     235,023.00            199,986.04    NO PPP
412449497        651.46         651.46           7/1/2007        106,000.00         106,000.00     P                      7.375    FULL          A                    136,000.00     132,500.00            106,000.00    CA STYLE
412449498        228.65         228.65           7/1/2007         26,500.00          26,373.07     P                        9.8    FULL          A                    136,000.00     132,500.00             26,399.29    NO PPP
412449481        653.37         653.37           7/1/2007         91,200.00          90,526.77     CO                      7.75    FULL          AA                   114,000.00     NA                     90,662.89    NO PPP
412449459        931.77          931.5           7/1/2007        168,900.00         168,852.08     P                       6.62    FULL          AAA                  225,000.00     211,128.00            168,852.08    CA STYLE
412449460        353.52         353.52           7/1/2007         42,225.00          42,007.42     P                       9.45    FULL          AAA                  225,000.00     211,128.00             42,052.31    CA STYLE
412445634        866.61         866.61           7/1/2007        111,930.00         111,033.82     P                      8.575    RED           AA                   142,000.00     139,917.00            111,178.63    CA STYLE
412445635        241.45         241.45           7/1/2007         27,983.00          27,796.89     P                        9.8    FULL          AA                   142,000.00     139,917.00             27,825.42    NO PPP
412445511      1,119.02       1,119.02           7/1/2007        154,332.00         153,237.92     P                      7.875    FULL          AA                   195,000.00     192,915.00            153,462.50    CA STYLE
412445512        332.91         332.91           7/1/2007         38,583.00          38,398.15     P                        9.8    FULL          AA                   195,000.00     192,915.00             38,436.33    NO PPP
412449046        837.37         837.37           7/1/2007        139,200.00         138,402.84     P                      6.725    FULL          AAA                  174,000.00     174,000.00            138,525.28    CA STYLE
412449715      1,878.34       1,878.34           7/1/2007        280,000.00         279,999.92     CO                      8.05    FULL          AAA                  347,000.00     NA                    279,999.93    NO PPP
412449485      4,340.88       4,340.79           7/1/2007        726,000.00         725,984.99     RT                     7.175    STATED        AA                   770,000.00     NA                    725,985.00    CA STYLE
412452674      1,508.89       1,508.89           7/1/2007        203,697.00         202,236.07     P                        8.1    RED           AA                   215,500.00     214,418.00            202,520.78    CA STYLE
412449566      2,207.82       2,207.82           7/1/2007        353,250.00         353,249.92     P                        7.5    RED           AAA                  410,000.00     392,500.00            353,249.94    CA STYLE
412445563        943.25         943.25           7/1/2007        125,261.00         124,441.16     P                      8.275    FULL          AA                   146,000.00     139,179.00            124,609.66    CA STYLE
412449505        379.16         379.16           8/1/2007         50,000.00          49,677.59     P                       8.35    LITE          AA                    53,000.00      52,650.00             49,710.85    CA STYLE
412451306        277.83         277.83           7/1/2007         32,200.00          32,029.68     P                        9.8    STATED        AA                   166,000.00     161,000.00             32,061.79    NO PPP
412451278      1,103.61       1,103.61           7/1/2007        109,800.00         108,262.48     RT                      10.6    RED           A+                   122,000.00     NA                    108,553.21    CA STYLE
412445997      5,177.09       5,177.09           7/1/2007        700,000.00         699,999.93     CO                     8.875    LITE          AA                   738,000.00     NA                    699,999.94    CA STYLE
412446119      1,999.95       1,999.95           7/1/2007        241,200.00         241,200.00     CO                      9.95    LITE          A+                   268,000.00     NA                    241,200.00    NO PPP
412446120        754.17         754.17           7/1/2007        100,000.00          99,999.99     P                       9.05    LITE          AA                   125,000.00     125,000.00            100,000.00    CA STYLE
412446170      2,263.13       2,263.09           7/1/2007        319,500.00         319,494.96     P                        8.5    LITE          AA                   355,000.00     355,000.00            319,494.96    CA STYLE
412451231      5,423.08       5,423.08           7/1/2007        664,050.00         664,049.99     P                        9.8    LITE          AA                   699,000.00     699,000.00            664,050.00    NO PPP
412446209        556.01         556.01           7/1/2007         76,500.00          75,904.39     P                        7.9    RED           AA                    93,000.00      85,000.00             76,015.90               1%
412446278        294.57         294.57           7/1/2007         27,600.00          27,514.81     P                       12.5    LITE          AAA                  138,000.00     138,000.00             27,530.48    NO PPP
412446187        822.35         822.35           7/1/2007         85,000.00          84,663.39     P                       11.2    LITE          AAA                  425,000.00     425,000.00             84,726.82    CA STYLE
412446299        904.72         904.72           7/1/2007        109,250.00         108,612.27     P                      9.325    STATED        AA                   115,000.00     115,000.00            108,732.29    NO PPP
412446131      1,477.50       1,477.50           7/1/2007        169,074.00         168,207.13     P                       9.95    LITE          AA                   188,000.00     187,860.00            168,370.66    NO PPP
412451259        954.54         954.54           7/1/2007        109,000.00         107,656.77     RT                     9.975    LITE          AA                   129,000.00     NA                    107,774.59    CA STYLE
412451361      3,017.10       3,017.10           7/1/2007        394,200.00         391,450.54     CO                      8.45    LITE          A+                   438,000.00     NA                    391,966.36    NO PPP
412446224        578.65         578.65           7/1/2007         63,000.00          62,715.19     CO                     10.55    LITE          AA                    84,000.00     NA                     62,769.04    CA STYLE
412446307      4,949.42       4,949.42           7/1/2007        616,500.00         612,633.92     CO                     8.975    LITE          AA                   685,000.00     NA                    613,360.61               1%
412446188      6,272.87       6,272.87           7/1/2007        722,000.00         720,785.34     CO                     10.25    RED           AA                   765,000.00     NA                    721,014.72    NO PPP
412446217      1,588.44       1,588.44           7/1/2007        208,000.00         207,477.41     CO                       8.9    LITE          AA                   260,000.00     NA                    207,575.61    CA STYLE
412446222      1,521.94       1,521.94           7/1/2007        169,391.00         169,136.57     P                     10.625    LITE          AA                   193,000.00     188,213.00            169,184.68    CA STYLE
412446231      1,113.38       1,113.38           7/1/2007        125,300.00         125,046.41     CO                      10.5    LITE          C                    179,000.00     NA                    125,084.36    NO PPP
412446197        211.98         211.98           8/1/2007         21,000.00          20,726.19     RT                     11.75    LITE          AA                   105,000.00     NA                     20,735.14               5%
412446292        593.32         593.32           7/1/2007         62,550.00          62,311.86     CO                     10.95    LITE          AA                    69,500.00     NA                     62,360.64    NO PPP
412445928      3,359.51       3,359.51           7/1/2007        396,000.00         395,210.79     CO                      9.99    LITE          AA                   440,000.00     NA                    395,347.84    NO PPP
412450997        613.51         613.51           7/1/2007         72,250.00          72,073.60     RT                        10    STATED        AA                    86,000.00     NA                     72,099.07    NO PPP
412445562      1,059.73       1,059.73           7/1/2007        132,593.00         131,832.18     P                      8.925    FULL          AA                   151,000.00     147,326.00            131,988.89    CA STYLE
412451176        176.85         176.85           8/1/2007         23,000.00          22,273.44     P                        8.5    STATED        AAA                  115,000.00     115,000.00             22,292.39              321
412449484        524.93         524.93           7/1/2007         87,000.00          86,662.49     CO                      6.75    RED           AA                   190,000.00     NA                     86,736.77    CA STYLE
412452743      1,214.70       1,214.70           8/1/2007        178,505.00         177,211.32     P                      7.225    FULL          AAA                  224,000.00     223,132.00            177,358.18    CA STYLE
412452744        385.05         385.05           8/1/2007         44,626.00          44,429.12     P                        9.8    FULL          AAA                  224,000.00     223,132.00             44,451.15    NO PPP
412449229      1,238.24       1,238.24           7/1/2007        182,000.00         181,431.16     RT                       7.8    FULL          A                    280,000.00     NA                    181,547.90    NO PPP
412445815      1,439.91       1,439.91           7/1/2007        151,200.00         150,459.31     P                         11    LITE          A-                   190,000.00     189,000.00            150,579.06    NO PPP
412445911        395.85         395.85           8/1/2007         50,560.00          50,032.73     P                       9.15    STATED        AA                    66,000.00      63,200.00             50,046.97    CA STYLE
412450966        486.22         486.22           7/1/2007         62,800.00          62,332.36     P                      8.575    RED           AA                    80,000.00      78,500.00             62,413.10    CA STYLE
412446083      1,863.59       1,863.59           7/1/2007        200,850.00         199,880.32     P                     10.675    LITE          AA                   255,000.00     250,254.00            200,049.04    NO PPP
412445988      2,269.25       2,269.25           7/1/2007        348,000.00         348,000.00     P                      7.825    LITE          AAA                  435,000.00     435,000.00            348,000.00    CA STYLE
412449585        516.45         516.45           7/1/2007         79,200.00          79,200.00     P                      7.825    FULL          AA                    99,000.00      99,000.00             79,200.00    CA STYLE
412449586        205.19         205.19           7/1/2007         19,800.00          19,742.01     P                       12.1    FULL          AA                    99,000.00      99,000.00             19,754.08    NO PPP
412445521      1,063.03       1,063.03           7/1/2007        141,168.00         140,339.37     P                      8.275    STATED        AAA                  180,000.00     176,460.00            140,527.96    CA STYLE
412445522        304.51         304.51           8/1/2007         35,292.00          35,124.24     P                        9.8    STATED        AAA                  180,000.00     176,460.00             35,141.76    NO PPP
412449360      1,013.86       1,013.86           8/1/2007        145,000.00         143,988.18     P                        7.5    FULL          --                   146,000.00     145,000.00            144,101.41    NO PPP
412449599        730.55         730.55           7/1/2007        123,500.00         122,129.10     P                      5.875    FULL          --                   132,000.00     130,000.00            122,392.42    NO PPP
412445644        816.68         816.68           7/1/2007        105,000.00         104,423.15     P                      8.625    FULL          A-                   140,000.00     135,000.00            104,554.01    NO PPP
412446032      1,535.85       1,535.85           7/1/2007        208,250.00         208,234.68     P                       8.85    LITE          AAA                  278,000.00     245,000.00            208,234.92    NO PPP
412446012      1,136.82       1,136.82           7/1/2007        139,000.00         138,688.70     P                        9.6    LITE          AA                   140,000.00     139,000.00            138,742.67            54321
412446009      2,437.54       2,437.54           7/1/2007        332,500.00         331,346.38     P                        8.5    LITE          AA                   350,000.00     350,000.00            331,525.48    CA STYLE
412449361        806.28         806.28           7/1/2007        111,200.00         110,492.87     RT                     7.875    FULL          --                   139,000.00     NA                    110,653.63    NO PPP
412449182      1,497.75       1,497.75           7/1/2007        225,065.00         224,397.21     P                        7.6    STATED        AA                   290,000.00     281,332.00            224,548.90    CA STYLE
412449458      1,154.06       1,154.06           7/1/2007        145,250.00         144,986.59     CO                       9.3    FULL          B                    207,500.00     NA                    145,046.72    CA STYLE
412449475      1,288.26       1,287.85           7/1/2007        240,608.00         240,532.84     P                      6.425    FULL          A                    301,500.00     300,760.61            240,532.83    CA STYLE
412445492        233.44         233.44           8/1/2007         23,572.00          23,261.73     P                       11.5    FULL          AA                   117,862.00     117,862.00             23,272.15            54321
412445640        207.08         207.08           7/1/2007         24,000.00          23,275.37     P                        9.8    FULL          AA                   120,900.00     120,000.00             23,308.95    NO PPP
412445623        421.58         421.58           7/1/2007         44,800.00          44,627.99     P                      10.85    FULL          AAA                  228,000.00     224,000.00             44,663.64    NO PPP
412445608        401.08         401.08           7/1/2007         46,090.00          45,873.72     P                        9.9    FULL          AA                   235,000.00     230,450.00             45,918.41    NO PPP
412449020        464.91         464.91           7/1/2007         53,200.00          52,952.99     P                       9.95    FULL          AAA                  270,000.00     266,000.00             53,004.04    CA STYLE
412449148        485.22         485.22           8/1/2007         54,600.00          54,356.94     RT                     10.15    FULL          C                     84,000.00     NA                     54,382.18               2%
412449130        560.02         560.02           8/1/2007         58,805.00          58,583.25     P                         11    FULL          AA                    61,900.00      61,900.00             58,606.05    NO PPP
412448999        650.94         650.94           7/1/2007         64,980.00          64,770.08     P                      11.65    FULL          AA                   324,900.00     324,900.00             64,813.70    CA STYLE
412449039        595.36         595.36           8/1/2007         69,000.00          68,655.30     P                        9.8    FULL          AA                   345,000.00     345,000.00             68,689.69    NO PPP
412445491        794.57         794.57           8/1/2007         94,290.00          93,582.28     P                      9.525    FULL          AA                   117,862.00     117,862.00             93,633.63            54321
412445639        731.37         731.37           7/1/2007         96,000.00          94,727.22     P                        8.4    FULL          AA                   120,900.00     120,000.00             94,862.36    CA STYLE
412445627        897.82         897.82           7/1/2007         97,750.00          97,350.10     P                      10.55    RED           AA                   120,000.00     115,000.00             97,432.91    CA STYLE
412452770      1,005.47       1,005.47           7/1/2007        106,000.00         105,601.71     P                      10.95    FULL          AAA                  530,000.00     530,000.00            105,684.29    NO PPP
412445614      1,043.08       1,043.08           7/1/2007        114,030.00         113,543.16     P                       10.5    FULL          A-                   126,700.00     126,700.00            113,641.03    CA STYLE
412449252        900.27         900.27           7/1/2007        122,400.00         121,557.76     P                      8.025    FULL          AA                   153,000.00     155,000.00            121,730.73    CA STYLE
412445633      1,069.47       1,069.47           7/1/2007        125,550.00         124,929.49     P                       9.65    FULL          A-                   142,000.00     139,500.00            125,057.60    CA STYLE
412449230        955.81         955.81           7/1/2007        125,600.00         124,791.51     P                      8.388    FULL          AA                   163,000.00     157,000.00            124,956.81    CA STYLE
412449029      1,142.37       1,142.37           7/1/2007        131,000.00         130,388.69     RT                     9.925    FULL          A+                   351,000.00     NA                    130,515.01    CA STYLE
412449034      1,482.00       1,482.00           7/1/2007        182,400.00         182,398.95     P                       9.75    FULL          AA                   230,000.00     228,000.00            182,398.97    CA STYLE
412445606      1,156.10       1,156.10           7/1/2007        184,360.00         184,359.92     P                      7.525    FULL          AA                   235,000.00     230,450.00            184,359.94    NO PPP
412449154      1,992.99       1,992.99           7/1/2007        206,000.00         205,189.31     P                       11.2    FULL          AA                   230,000.00     206,000.00            205,342.94    NO PPP
412449019      1,148.24       1,148.23           7/1/2007        212,800.00         212,799.96     P                      6.475    FULL          AAA                  270,000.00     266,000.00            212,799.95    CA STYLE
412448997      1,467.47       1,467.47           7/1/2007        259,920.00         259,919.97     P                      6.775    FULL          AA                   324,900.00     324,900.00            259,919.98    CA STYLE
412449038      1,443.25       1,443.25           7/1/2007        276,000.00         275,885.01     P                      6.275    FULL          AA                   345,000.00     345,000.00            275,886.20    CA STYLE
412449217      2,074.72       2,074.72           7/1/2007        289,900.00         289,900.00     P                      8.588    FULL          A+                   391,000.00     389,900.00            289,900.00    CA STYLE
412449215      1,843.84       1,833.05           7/1/2007        299,000.00         297,066.32     CO                       7.4    FULL          AA                   336,000.00     NA                    297,066.54    CA STYLE
412445625      3,356.90       3,356.90           7/1/2007        364,000.00         362,526.70     RT                      10.6    FULL          B                    600,000.00     NA                    362,831.81    NO PPP
412449155      2,772.59       2,772.59           7/1/2007        388,000.00         387,999.93     P                      8.575    FULL          AA                   485,000.00     485,000.00            387,999.94    NO PPP
412452769      2,252.50       2,252.50           7/1/2007        424,000.00         424,000.00     P                      6.375    FULL          AAA                  530,000.00     530,000.00            424,000.00    NO PPP
412449124        250.57         250.57           7/1/2007         25,400.00          25,314.27     P                      11.45    FULL          AA                   130,500.00     127,000.00             25,332.07    NO PPP
412445595        423.17         423.17           7/1/2007         50,000.00          49,708.72     P                      9.575    FULL          B                     71,000.00      65,200.00             49,761.16    CA STYLE
412449123        674.25         674.25           7/1/2007        101,600.00         100,740.76     P                      6.975    FULL          AA                   131,000.00     127,000.00            100,916.61    CA STYLE
412449196        842.12         842.12           8/1/2007        103,500.00         102,211.51     P                      9.125    FULL          A+                   116,000.00     115,000.00            102,275.91    NO PPP
412449086      3,587.20       3,587.20           8/1/2007        486,400.00         486,400.00     RT                      8.85    FULL          AA                   512,000.00     NA                    486,400.00    NO PPP
412446284      1,943.84       1,943.84           7/1/2007        252,000.00         251,384.93     P                          9    LITE          AA                   280,000.00     280,000.00            251,500.53    CA STYLE
412449037        408.25         408.25           7/1/2007         50,175.00          49,869.76     P                      9.125    FULL          AA                    55,750.00      55,750.00             49,927.17    CA STYLE
412446056         182.5          182.5           7/1/2007         18,500.00          18,424.37     P                      11.45    FULL          AA                    95,500.00      92,500.00             18,437.58    NO PPP
412445601        643.14         643.14           7/1/2007         85,808.00          85,122.58     P                      8.225    FULL          C                    136,000.00     118,808.00             85,240.75    CA STYLE
412452773      1,100.93       1,100.93           7/1/2007        164,624.00         164,623.93     P                      8.025    FULL          AAA                  210,000.00     205,781.00            164,623.94    CA STYLE
412445594      1,123.85       1,123.85           7/1/2007        150,650.00         148,914.96     P                      8.175    LITE          AA                   200,000.00     188,346.00            149,131.48    CA STYLE
412452588        565.07         565.07           7/1/2007         55,980.00          55,647.78     P                      11.75    FULL          AAA                  279,900.00     279,900.00             55,687.57    CA STYLE
412449015      1,041.34       1,041.34           8/1/2007        135,000.00         134,637.43     CO                         9    LITE          AA                   195,000.00     NA                    134,668.75    CA STYLE
412449016        805.95         805.95           7/1/2007        123,992.00         123,992.00     P                        7.8    FULL          AA                   154,990.00     154,990.00            123,992.00    CA STYLE
412449093        239.21         239.21           7/1/2007         27,723.00          27,562.22     P                        9.8    FULL          AAA                  139,000.00     138,615.00             27,590.11    NO PPP
412449243      1,351.81       1,351.81           7/1/2007        175,000.00         172,652.57     RT                      8.55    FULL          A+                   235,000.00     NA                    172,893.31    CA STYLE
412452587      1,411.89       1,411.89           7/1/2007        223,920.00         222,676.96     P                      7.125    FULL          AAA                  279,900.00     279,900.00            222,854.87    CA STYLE
412449088        737.96         737.96           7/1/2007        110,892.00         110,449.05     P                        7.6    FULL          AAA                  139,000.00     138,615.00            110,525.22    CA STYLE
412449171      1,111.32       1,111.32           7/1/2007        151,200.00         150,635.04     P                      8.525    FULL          AAA                  189,000.00     189,000.00            150,716.54    CA STYLE
412449480      1,264.44       1,264.44           7/1/2007        232,750.00         231,253.96     RT                       5.9    FULL          AAA                  245,000.00     NA                    231,506.98    CA STYLE
412445612      1,943.31       1,943.31           7/1/2007        288,000.00         286,844.20     P                      7.725    FULL          AA                   360,000.00     360,000.00            287,035.85    CA STYLE
412445621      2,237.97       2,237.97           7/1/2007        283,050.00         282,232.70     RT                      9.25    FULL          AA                   333,000.00     NA                    282,356.12    CA STYLE
412449430      1,065.75       1,065.75           7/1/2007        162,400.00         162,400.00     P                      7.875    FULL          AA                   210,000.00     203,000.00            162,400.00    NO PPP
412449431        430.16         430.16           7/1/2007         40,600.00          40,500.30     P                       12.4    FULL          AA                   203,000.00     203,000.00             40,523.26    NO PPP
412449639      2,382.80       2,382.80           7/1/2007        344,500.00         344,499.93     CO                       8.3    STATED        A-                   530,000.00     NA                    344,499.95    CA STYLE
412449365        616.31         616.31           7/1/2007         85,000.00          84,459.48     P                      7.875    FULL          --                    86,000.00      85,000.00             84,582.36    NO PPP
412449616        619.06         619.06           8/1/2007         72,675.00          72,314.14     P                       9.65    STATED        AA                    77,000.00      76,500.00             72,351.37    CA STYLE
412449501      1,119.28       1,119.28           7/1/2007        154,000.00         153,025.61     P                        7.9    FULL          AA                   193,000.00     192,500.00            153,247.14    CA STYLE
412449502        332.19         332.19           7/1/2007         38,500.00          38,334.73     P                        9.8    FULL          AA                   193,000.00     192,500.00             38,372.51    NO PPP
412446854      4,947.29       4,947.29           7/1/2007        696,000.00         695,249.65     RT                       8.4    STATED        AAA                  870,000.00     NA                    695,409.06    NO PPP
412446857      2,367.36       2,367.36           7/1/2007        359,920.00         359,454.78     P                      7.725    STATED        AAA                  455,000.00     449,900.00            359,560.50               2%
412446762        645.02         645.02           7/1/2007         89,250.00          89,162.77     P                       8.55    FULL          AA                   105,500.00     105,000.00             89,182.03    NO PPP
412449665      1,573.62       1,573.62           7/1/2007        208,000.00         206,791.27     P                      8.325    FULL          AA                   261,500.00     260,000.00            207,066.41    NO PPP
412449716      4,080.00       4,080.00           8/1/2007        680,000.00         679,987.68     P                        7.2    STATED        AAA                  850,000.00     850,000.00            679,987.68    CA STYLE
412449717      1,574.15       1,574.15           8/1/2007        170,000.00         169,390.07     P                      10.65    STATED        AA                   850,000.00     850,000.00            169,460.26    CA STYLE
412446849      1,740.19       1,740.19           7/1/2007        292,000.00         291,550.14     P                      6.925    STATED        AAA                  366,000.00     365,000.00            291,664.55    CA STYLE
412446912        597.58         597.58           7/1/2007         71,910.00          71,874.41     P                        9.9    RED           AA                    80,000.00      79,900.00             71,883.53    NO PPP
412449486      1,428.84       1,428.84           8/1/2007        189,000.00         188,599.09     CO                       8.8    STATED        AA                   210,000.00     NA                    188,644.54    NO PPP
412445790         193.7          193.7           7/1/2007         22,260.00          22,122.58     P                        9.9    FULL          AAA                  113,000.00     111,300.00             22,144.68    NO PPP
412445599      1,493.28       1,493.28           7/1/2007        208,000.00         207,435.23     P                        8.3    FULL          A                    330,000.00     330,000.00            207,551.07    CA STYLE
412451072      1,333.56       1,333.56           7/1/2007        192,000.00         191,313.30     RT                      7.99    RED           AA                   270,000.00     NA                    191,431.58    CA STYLE
412446949        964.99         964.99           7/1/2007        119,700.00         119,508.59     CO                      9.45    STATED        A+                   145,000.00     NA                    119,555.75    3 MO INT
412452831        608.52         608.52           7/1/2007         55,500.00          55,376.86     CO                    12.875    FULL          --                   370,000.00     NA                     55,405.15    NO PPP
412446274        327.92         327.92           7/1/2007         32,000.00          31,882.44     P                      11.95    RED           AAA                  160,000.00     160,000.00             31,902.98    NO PPP
412446166      2,258.44       2,258.44           7/1/2007        328,500.00         328,499.99     CO                      8.25    LITE          A-                   365,000.00     NA                    328,500.00    NO PPP
412446236      2,858.79       2,858.79           7/1/2007        317,050.00         315,547.22     P                     10.325    STATED        A-                   380,000.00     373,000.00            315,831.09    NO PPP
412450535        296.81         296.81           8/1/2007         34,400.00          29,922.61     P                        9.8    STATED        AA                   173,000.00     172,003.00             29,974.63    NO PPP
412449564      1,191.74       1,191.74           7/1/2007        143,910.00         143,306.24     P                      9.325    FULL          AA                   160,000.00     159,900.00            143,460.70    CA STYLE
412449488      2,065.50       2,065.50           7/1/2007        367,200.00         367,200.00     CO                      6.75    FULL          AAA                  408,000.00     NA                    367,200.00    CA STYLE
412446051         771.7          771.7           7/1/2007         82,337.00          81,950.04     RT                      10.8    FULL          A+                   118,000.00     NA                     82,017.43    CA STYLE
412446072        848.96         848.96           7/1/2007         87,750.00          87,639.24     CO                     11.49    LITE          C                    135,000.00     NA                     87,658.59    NO PPP
412446125      2,917.52       2,917.52           7/1/2007        342,000.00         341,388.85     CO                     10.05    LITE          AA                   360,000.00     NA                    341,504.18    NO PPP
412449655      1,777.30       1,777.30           8/1/2007        210,000.00         209,163.52     CO                     9.575    STATED        A-                   350,000.00     NA                    209,271.01    CA STYLE
412449673      1,319.44       1,319.44           7/1/2007        214,688.00         214,687.99     P                      7.375    STATED        AAA                  268,360.00     268,360.00            214,688.00    NO PPP
412449533      2,868.31       2,868.31           7/1/2007        368,125.00         368,124.99     P                       9.35    STATED        AAA                  390,000.00     387,500.00            368,125.00    NO PPP
412449546        393.09         393.09           7/1/2007         37,000.00          36,088.18     P                        9.8    STATED        AA                   190,000.00     185,000.00             36,282.54    NO PPP
412445498      1,465.91       1,465.91           7/1/2007        197,650.00         197,649.98     P                        8.9    STATED        AA                   208,275.00     208,085.00            197,649.97    NO PPP
412449164      4,603.20       4,603.20           7/1/2007        578,550.00         575,543.08     RT                     8.875    FULL          AA                   609,000.00     NA                    576,228.62    NO PPP
412446846        711.19         711.19           7/1/2007        109,750.00         109,588.04     CO                       7.6    LITE          AA                   167,200.00     NA                    109,621.98    CA STYLE
412449463      1,225.87       1,225.87           8/1/2007        207,920.00         207,919.94     P                      7.075    STATED        AA                   302,000.00     259,900.00            207,919.95    CA STYLE
412449465        477.43         477.43           8/1/2007         51,980.00          51,811.07     P                      10.55    STATED        AA                   302,000.00     259,900.00             51,832.80    NO PPP
412451518      2,657.32       2,657.32           7/1/2007        396,000.00         394,849.74     P                      7.675    LITE          AA                   495,000.00     495,000.00            395,111.08    CA STYLE
412449590      1,037.36       1,037.36           7/1/2007        171,700.00         171,699.95     P                       7.25    STATED        AA                   202,000.00     202,000.00            171,699.96            54321
412449591        312.84         312.84           7/1/2007         30,300.00          30,228.91     P                      12.05    STATED        AA                   202,000.00     202,000.00             30,247.22    NO PPP
412449467      1,574.95       1,574.95           8/1/2007        239,992.00         239,911.27     P                      7.875    STATED        AA                   304,500.00     299,990.00            239,911.80    CA STYLE
412449063        889.95         889.95           7/1/2007        159,991.00         159,991.00     P                      6.675    STATED        AA                   213,000.00     199,989.00            159,991.00    CA STYLE
412449064        345.11         345.11           7/1/2007         39,998.00          39,846.03     P                        9.8    STATED        AA                   213,000.00     199,989.00             39,884.95    NO PPP
412449133        650.23         650.23           8/1/2007         75,200.00          74,915.71     P                      9.825    LITE          AA                    94,000.00      95,000.00             74,952.27    NO PPP
412447151      3,329.62       3,329.62           7/1/2007        520,000.00         516,257.99     CO                     6.625    STATED        ALTA                 660,000.00     NA                    517,209.00    CA STYLE
412449245        944.56         943.93           7/1/2007        109,250.00         109,177.14     P                     10.375    FULL          AA                   115,000.00     115,000.00            109,177.15    CA STYLE
412445596      1,044.44       1,044.44           7/1/2007        127,800.00         127,175.41     P                      9.175    FULL          AA                   150,000.00     142,000.00            127,317.93    NO PPP
412449228        710.81         710.81           7/1/2007         94,500.00          94,298.45     RT                      8.75    FULL          AA                   115,000.00     NA                     94,344.38    CA STYLE
412445482        563.03         563.03           8/1/2007         65,115.00          64,836.90     P                      9.825    STATED        AA                    80,000.00      72,350.00             64,868.82    CA STYLE
412445617        453.11         453.11           7/1/2007         51,850.00          50,986.32     RT                      9.95    STATED        A+                    61,000.00     NA                     51,046.27    CA STYLE
412449163      3,169.84       3,169.84           7/1/2007        418,000.00         417,999.94     RT                       9.1    FULL          AA                   440,000.00     NA                    417,999.95    NO PPP
412449126         889.1          889.1           7/1/2007        107,600.00         107,042.20     P                        9.3    FULL          AA                   137,000.00     134,500.00            107,159.88    NO PPP
412449158      1,729.86       1,729.86           8/1/2007        264,000.00         264,000.00     P                      7.863    STATED        AA                   334,000.00     330,000.00            264,000.00    NO PPP
412445609      1,857.17       1,857.17           7/1/2007        248,805.00         248,262.85     P                      8.675    FULL          A+                   280,000.00     276,450.00            248,386.38    NO PPP
412445637        844.61         844.61           7/1/2007        109,592.00         108,893.09     P                      8.525    FULL          AA                   140,000.00     136,990.00            109,033.62    CA STYLE
412449007      3,359.38       3,359.37           7/1/2007        645,000.00         645,000.01     P                       6.25    FULL          AA                   860,000.00     860,000.00            645,000.00    NO PPP
412445493        695.19         695.19           7/1/2007         84,000.00          83,865.75     CO                     9.725    FULL          A-                   105,000.00     NA                     83,896.43            54321
412452718         442.3          442.3           7/1/2007         50,400.00          50,190.21     P                         10    FULL          AA                    59,000.00      56,000.00             50,237.71    NO PPP
412449000      1,787.48       1,787.48           7/1/2007        286,800.00         285,800.28     P                      7.025    FULL          AAA                  374,000.00     358,500.00            286,027.00    CA STYLE
412449234        715.11         715.11           7/1/2007        114,800.00         114,800.00     RT                     7.475    STATED        AA                   143,500.00     NA                    114,800.00    CA STYLE
412449246        650.27         650.27           7/1/2007         77,000.00          76,651.75     RT                      9.55    STATED        A-                   111,000.00     NA                     76,731.30    CA STYLE
412449159      2,018.72       2,018.72           7/1/2007        288,000.00         287,253.67     RT                     8.075    FULL          AA                   360,000.00     NA                    287,423.44    NO PPP
412449142        705.95         705.95           7/1/2007         91,600.00          90,853.63     P                      8.525    FULL          AAA                  130,000.00     114,500.00             90,973.37    CA STYLE
412448989      2,066.15       2,066.15           7/1/2007        323,000.00         321,939.83     RT                      7.25    FULL          AAA                  365,000.00     NA                    322,179.85    CA STYLE
412445619      1,776.14       1,776.14           7/1/2007        200,700.00         199,890.91     RT                      10.1    FULL          AA                   223,000.00     NA                    200,076.02    CA STYLE
412449232      1,566.29       1,566.29           7/1/2007        206,550.00         205,355.72     RT                      8.35    FULL          AA                   243,000.00     NA                    205,627.59    CA STYLE
412449233      1,566.29       1,566.29           7/1/2007        206,550.00         205,355.72     RT                      8.35    FULL          AA                   243,000.00     NA                    205,627.59    CA STYLE
412445638         236.4          236.4           7/1/2007         27,398.00          27,267.41     P                        9.8    FULL          AA                   140,000.00     136,990.00             27,294.51    NO PPP
412445602        472.33         472.33           7/1/2007         70,000.00          69,799.55     RT                     7.725    FULL          AA                   209,000.00     NA                     69,845.10    CA STYLE
412449143        232.03         232.03           7/1/2007         22,900.00          22,835.90     P                       11.8    FULL          AA                   130,000.00     114,500.00             22,850.64    CA STYLE
412445480        737.64         737.64           7/1/2007        108,400.00         107,608.88     P                      7.225    LITE          AA                   142,000.00     135,500.00            107,786.76    CA STYLE
412449017      1,114.08       1,114.08           7/1/2007        141,250.00         140,988.05     P                      9.225    FULL          AA                   170,000.00     156,990.00            141,047.83    CA STYLE
412449150        958.43         958.43           7/1/2007        130,000.00         129,195.56     RT                      8.05    FULL          AA                   165,000.00     NA                    129,377.22    NO PPP
412449047      1,183.00       1,183.00           7/1/2007        208,000.00         208,000.00     P                      6.825    FULL          AA                   275,000.00     260,000.00            208,000.00    CA STYLE
412445496        586.85         586.85           7/1/2007         79,600.00          79,163.62     P                       8.05    FULL          AA                   105,000.00      99,500.00             79,274.10    CA STYLE
412449235      1,651.97       1,651.97           8/1/2007        229,500.00         229,009.70     RT                     8.325    STATED        AAA                  255,000.00     NA                    229,072.48    NO PPP
412449198      2,009.54       2,009.54           7/1/2007        252,000.00         250,846.06     P                        8.9    FULL          AA                   252,000.00     252,000.00            251,140.97    NO PPP
412449631      3,307.82       3,307.82           7/1/2007        460,750.00         459,657.13     P                        8.3    STATED        AAA                  485,000.00     485,000.00            459,911.54    CA STYLE
412447086      1,051.88       1,051.16           7/1/2007        187,000.00         186,871.67     CO                      6.75    STATED        ALTA                 220,000.00     NA                    186,871.68    CA STYLE
412452776      1,284.11       1,284.11           7/1/2007        158,175.00         157,360.26     RT                       9.1    STATED        AA                   166,500.00     NA                    157,539.80    CA STYLE
412449253      1,048.33       1,048.33           8/1/2007        152,000.00         151,562.59     P                      7.925    STATED        A                    196,000.00     190,000.00            151,609.66    CA STYLE
412447332      2,335.17       2,335.17           7/1/2007        270,000.00         269,668.92     CO                      10.2    STATED        AAA                  300,000.00     NA                    269,753.80    CA STYLE
412449511        225.53         225.53           7/1/2007         26,250.00          26,149.18     CO                      9.75    STATED        --                   175,000.00     NA                     26,175.00    NO PPP
412452066        354.24         354.24           7/1/2007         54,750.00          54,595.55     P                       7.35    LITE          AA                    73,000.00      73,000.00             54,634.87    CA STYLE
412447024         337.7          337.7           7/1/2007         38,000.00          37,865.82     P                      10.15    FULL          AA                   191,000.00     190,000.00             37,900.22    NO PPP
412447025      1,076.89       1,076.89           7/1/2007        152,000.00         151,660.87     P                      8.175    FULL          AA                   191,000.00     190,000.00            151,747.39    NO PPP
412452017      1,768.94       1,768.03           7/1/2007        222,858.00         222,743.65     P                      9.525    STATED        AA                   248,000.00     247,620.00            222,743.65    CA STYLE
412452115        824.78         824.78           7/1/2007         92,000.00          91,900.04     P                       10.6    FULL          AA                   129,000.00     115,000.00             91,925.69    NO PPP
412447234      1,172.54       1,172.54           7/1/2007        208,000.00         207,625.98     RT                       6.5    FULL          AA                   265,000.00     NA                    207,721.01    CA STYLE
412447286        795.74         795.74           7/1/2007         97,800.00          97,372.33     P                      9.125    STATED        ALTA                 489,000.00     489,000.00             97,481.69    NO PPP
412447287        628.56         628.56           8/1/2007         61,800.00          61,648.55     P                      11.85    STATED        AAA                  309,000.00     309,000.00             61,668.14    NO PPP
412447288      1,716.96       1,716.96           8/1/2007        247,200.00         246,618.21     P                       7.99    STATED        AAA                  309,000.00     309,000.00            246,692.61    NO PPP
412449681        272.69         272.69           7/1/2007         39,000.00          38,763.35     RT                       7.5    STATED        --                   390,000.00     NA                     38,823.62    NO PPP
412446509      1,421.84       1,421.84           7/1/2007        215,975.00         215,974.99     P                        7.9    STATED        AAA                  270,000.00     269,990.00            215,975.00    CA STYLE
412449186        775.74         775.74           8/1/2007        109,600.00         108,951.12     P                      7.625    STATED        --                   138,500.00     137,000.00            109,034.04    NO PPP
412447263      1,906.67       1,906.67           7/1/2007        352,000.00         351,999.99     P                        6.5    STATED        ALTA                 440,000.00     440,000.00            352,000.00    CA STYLE
412447243      1,685.40       1,685.40           7/1/2007        305,280.00         305,280.00     P                      6.625    STATED        --                   381,600.00     381,600.00            305,280.00    NO PPP
412451738      4,515.47       4,515.47           7/1/2007        617,500.00         617,500.00     CO                     8.775    LITE          AA                   650,000.00     NA                    617,500.00    CA STYLE
412451762      3,811.09       3,811.09           7/1/2007        551,000.00         550,420.35     CO                       8.3    LITE          AA                   580,000.00     NA                    550,428.30    CA STYLE
412446478      1,019.34       1,019.34           7/1/2007        136,000.00         135,193.59     CO                     8.225    LITE          AA                   170,000.00     NA                    135,377.10    NO PPP
412446546      3,842.92       3,842.92           7/1/2007        455,050.00         452,992.02     CO                      9.55    STATED        AA                   479,000.00     NA                    453,462.12    2 MO INT
412446683         521.7          521.7           7/1/2007         55,000.00          54,814.91     CO                     10.95    LITE          AA                   275,000.00     NA                     54,857.36    CA STYLE
412446538        703.39         703.39           7/1/2007         85,500.00          85,073.30     RT                      9.25    LITE          AA                   116,000.00     NA                     85,167.44               2%
412446591      1,924.85       1,924.85           7/1/2007        225,000.00         224,013.64     CO                       9.7    LITE          A+                   300,000.00     NA                    224,239.05    CA STYLE
412446788      1,283.61       1,283.61           7/1/2007        175,100.00         174,011.71     P                       7.99    FULL          A+                   206,000.00     206,000.00            174,259.20    CA STYLE
412446831      1,289.44       1,289.44           7/1/2007        161,500.00         161,211.33     P                       9.35    FULL          AA                   162,000.00     161,500.00            161,277.23    NO PPP
412446598      3,498.29       3,498.29           7/1/2007        486,000.00         484,827.87     CO                     8.325    LITE          AA                   540,000.00     NA                    485,094.68    CA STYLE
412446616      1,090.67       1,090.67           7/1/2007        139,650.00         139,308.86     CO                     9.125    LITE          AA                   147,000.00     NA                    139,370.84    CA STYLE
412446625      3,388.75       3,388.75           7/1/2007        408,500.00         407,852.05     CO                      9.75    LITE          AA                   430,000.00     NA                    408,000.15    CA STYLE
412446766      2,600.75       2,600.75           7/1/2007        337,500.00         336,828.64     CO                      8.99    LITE          AA                   360,000.00     NA                    336,981.60               2%
412446780      2,201.65       2,201.65           7/1/2007        250,000.00         249,674.01     P                       10.4    LITE          AA                   270,000.00     270,000.00            249,748.66               2%
412446763        621.39         621.39           7/1/2007         81,000.00          80,583.94     CO                     8.475    STATED        AA                   138,500.00     NA                     80,687.37    NO PPP
412446840      1,178.10       1,178.10           7/1/2007        124,200.00         123,814.46     CO                     10.95    LITE          AA                   138,000.00     NA                    123,909.74    NO PPP
412446624        626.67         626.67           8/1/2007         85,000.00          84,478.00     CO                      8.05    FULL          AA                   109,000.00     NA                     84,537.56               1%
412446632        599.97         599.97           8/1/2007         63,000.00          62,790.20     P                         11    LITE          AAA                  330,000.00     315,000.00             62,814.37    CA STYLE
412446876      2,053.52       2,053.52           7/1/2007        234,000.00         233,147.28     CO                        10    LITE          AA                   260,000.00     NA                    233,365.80    NO PPP
412446637        780.67         780.67           7/1/2007         95,000.00          94,862.48     RT                      9.65    FULL          AA                   100,000.00     NA                     94,897.69               2%
412446668      1,286.48       1,286.48           7/1/2007        194,400.00         193,815.01     CO                      7.55    LITE          AAA                  216,000.00     NA                    193,947.88    CA STYLE
412446459      1,624.00       1,624.00           7/1/2007        166,000.00         163,786.65     RT                      10.2    FULL          A-                   185,000.00     NA                    164,244.43    CA STYLE
412451440         722.1          722.1           7/1/2007         86,250.00          85,805.66     RT                      9.45    STATED        AA                   117,000.00     NA                     85,897.34               2%
412446343      1,817.53       1,817.53           7/1/2007        228,950.00         227,616.10     CO                      8.85    LITE          AA                   241,000.00     NA                    227,890.78    CA STYLE
412451462      1,537.45       1,537.45           7/1/2007        185,250.00         184,275.90     CO                      9.35    LITE          AA                   195,000.00     NA                    184,476.82    NO PPP
412446429      2,056.69       2,056.69           7/1/2007        250,000.00         248,658.03     CO                      9.25    FULL          AA                   280,000.00     NA                    248,934.73               1%
412446158      2,288.48       2,288.48           7/1/2007        264,000.00         263,552.44     CO                    10.225    LITE          C                    650,000.00     NA                    263,636.95    CA STYLE
412447401      1,465.83       1,465.83           7/1/2007        275,920.00         275,919.99     P                      6.375    STATED        --                   351,000.00     344,900.00            275,920.00            54321
412447228      1,776.67       1,776.67           7/1/2007        328,000.00         327,999.99     P                        6.5    STATED        ALTA                 410,000.00     410,000.00            328,000.00    NO PPP
412447407      2,429.17       2,429.17           7/1/2007        424,000.00         423,999.99     P                      6.875    NINA          ALTA                 530,000.00     530,000.00            424,000.00    CA STYLE
412447409      1,141.59       1,141.59           7/1/2007        106,000.00         105,809.40     P                     12.625    STATED        ALTA                 530,000.00     530,000.00            105,865.29    NO PPP
412447415      1,997.50       1,997.45           7/1/2007        376,000.00         375,989.46     P                      6.375    STATED        ALTA                 470,000.00     470,000.00            375,989.45    NO PPP
412447425      2,654.69       2,654.69           7/1/2007        420,000.00         416,904.27     P                        6.5    RED           ALTA                 525,000.00     525,000.00            417,690.79    NO PPP
412447097      2,080.00       2,080.00           7/1/2007        384,000.00         384,000.00     P                        6.5    STATED        ALTA                 480,000.00     480,000.00            384,000.00    NO PPP
412446345        888.14         888.14           7/1/2007        114,000.00         113,780.66     CO                       9.1    LITE          AA                   120,000.00     NA                    113,830.70    CA STYLE
412446485      4,089.39       4,089.39           7/1/2007        467,500.00         466,876.37     CO                    10.325    LITE          AA                   550,000.00     NA                    467,019.14    CA STYLE
412451545        539.65         539.65           7/1/2007         72,000.00          71,621.82     CO                     8.225    LITE          AA                    90,000.00     NA                     71,718.31    NO PPP
412446523      4,591.58       4,591.58           7/1/2007        612,000.00         610,685.77     CO                     8.725    LITE          A+                   680,000.00     NA                    610,985.27    CA STYLE
412446533        460.45         460.45           7/1/2007         50,750.00          50,579.96     CO                      10.4    FULL          AA                    72,500.00     NA                     50,623.57              321
412446534        626.49         626.49           7/1/2007         78,850.00          78,707.01     CO                       9.3    STATED        AA                    83,000.00     NA                     78,739.65    CA STYLE
412451575        500.01         500.01           8/1/2007         57,950.00          57,701.22     CO                       9.8    FULL          AA                    61,000.00     NA                     57,729.77    CA STYLE
412451589      1,316.94       1,316.94           7/1/2007        161,500.00         160,145.96     CO                      9.15    LITE          AA                   190,000.00     NA                    160,335.44    CA STYLE
412446569      2,142.00       2,142.00           7/1/2007        255,200.00         254,810.09     P                      9.875    FULL          C                    319,000.00     319,000.00            254,899.24    NO PPP
412446579      1,122.54       1,122.54           7/1/2007        133,500.00         132,758.30     CO                       9.5    FULL          C                    167,000.00     NA                    132,899.69            54321
412446584      1,292.32       1,292.32           7/1/2007        139,000.00         138,506.53     CO                      10.7    LITE          AAA                  695,000.00     NA                    138,619.62    CA STYLE
412451619      1,844.72       1,844.72           7/1/2007        223,250.00         222,089.50     RT                       9.3    STATED        AA                   235,000.00     NA                    222,333.71               1%
412451633      2,993.39       2,993.39           7/1/2007        400,000.00         399,134.65     CO                       8.7    LITE          A+                   545,000.00     NA                    399,331.83    CA STYLE
412451670        569.46         569.46           7/1/2007         88,250.00          87,479.18     RT                       6.7    FULL          AA                   125,000.00     NA                     87,639.90    CA STYLE
412451686        883.76         883.76           7/1/2007        107,900.00         107,435.45     CO                       9.2    LITE          AA                   130,000.00     NA                    107,554.26    2 MO INT
412446685      1,003.05       1,003.05           7/1/2007        127,500.00         126,818.15     CO                      8.75    LITE          AA                   153,000.00     NA                    126,973.12    CA STYLE
412446690      3,335.43       3,335.43           7/1/2007        411,750.00         411,046.32     CO                       9.5    LITE          B                    549,000.00     NA                    411,207.04    CA STYLE
412451707        486.16         486.16           7/1/2007         50,250.00          50,108.15     CO                      11.2    FULL          C                     67,000.00     NA                     50,144.61               1%
412446707      2,031.56       2,031.56           7/1/2007        252,000.00         251,580.36     CO                      9.45    LITE          C                    375,000.00     NA                    251,679.91    CA STYLE
412446709        814.46         814.46           7/1/2007        104,000.00         103,503.86     RT                       8.7    FULL          AA                   130,000.00     NA                    103,630.59    NO PPP
412446727      1,059.54       1,059.54           7/1/2007        136,000.00         135,768.27     CO                       9.1    STATED        AA                   171,000.00     NA                    135,827.52    CA STYLE
412446744        492.79         492.79           7/1/2007         55,800.00          55,599.77     P                     10.075    STATED        AA                    63,000.00      62,000.00             55,651.09    CA STYLE
412446752        765.22         765.22           7/1/2007         91,800.00          91,371.68     CO                       9.4    FULL          AA                   102,000.00     NA                     91,469.48              321
412446759        827.62         827.62           7/1/2007         98,000.00          97,607.58     CO                      9.55    LITE          A-                   116,000.00     NA                     97,708.03    CA STYLE
412446775      4,895.00       4,895.00           7/1/2007        660,000.00         659,984.55     P                        8.9    LITE          AA                   899,000.00     825,000.00            659,984.78    NO PPP
412446776        428.43         428.43           7/1/2007         63,750.00          62,890.48     RT                       7.1    LITE          AAA                   75,000.00     NA                     63,002.14    CA STYLE
412446803      2,578.85       2,578.85           7/1/2007        336,000.00         335,401.76     CO                      8.95    LITE          AA                   420,000.00     NA                    335,554.67    CA STYLE
412446808      1,033.90       1,033.90           7/1/2007        119,000.00         118,856.22     CO                     10.25    LITE          C                    220,000.00     NA                    118,893.09    CA STYLE
412446812      3,693.11       3,693.11           7/1/2007        440,000.00         439,327.67     CO                     9.875    LITE          C                    640,000.00     NA                    439,481.39    CA STYLE
412446819        443.27         443.27           7/1/2007         54,000.00          53,738.77     P                      9.225    FULL          AA                    60,000.00      60,000.00             53,798.39               1%
412451810        448.49         448.49           7/1/2007         55,100.00          55,017.83     P                       9.55    LITE          AAA                   58,000.00      58,000.00             55,038.86    NO PPP
412446835        636.51         636.51           7/1/2007         69,300.00          69,075.18     RT                     10.55    LITE          AA                    77,000.00     NA                     69,132.87               1%
412446839      1,087.90       1,087.90           7/1/2007        150,400.00         149,548.43     CO                      7.85    STATED        AA                   188,000.00     NA                    149,765.51    NO PPP
412446841        855.91         855.91           7/1/2007        104,500.00         103,991.56     CO                       9.2    FULL          AA                   110,000.00     NA                    104,107.51    NO PPP
412446855      2,251.51       2,251.51           7/1/2007        289,000.00         288,471.83     CO                       9.1    FULL          B                    340,000.00     NA                    288,598.25    CA STYLE
412451845      1,001.20       1,001.20           7/1/2007        123,600.00         122,949.28     P                      9.075    LITE          AA                   160,000.00     154,500.00            123,090.47    CA STYLE
412446871           517            517           7/1/2007         62,100.00          62,002.62     CO                     9.788    LITE          AA                    69,000.00     NA                     62,024.88    CA STYLE
412446887        877.26         877.26           7/1/2007        106,250.00         106,085.80     CO                       9.7    LITE          AA                   125,000.00     NA                    106,124.79               1%
412446901        682.57         682.57           7/1/2007         81,000.00          80,673.99     CO                     9.525    STATED        C                    135,000.00     NA                     80,757.44    CA STYLE
412446933      1,605.26       1,605.26           7/1/2007        183,100.00         182,885.44     CO                     10.35    FULL          A+                   235,000.00     NA                    182,940.47    NO PPP
412446078        695.66         695.66           7/1/2007         85,500.00          84,979.99     CO                     9.125    FULL          A-                    90,000.00     NA                     85,077.79    CA STYLE
412447444      1,003.17       1,003.17           7/1/2007        185,200.00         185,199.99     P                        6.5    STATED        ALTA                 235,000.00     231,500.00            185,200.00    CA STYLE
412447463        491.61         491.61           8/1/2007         78,800.00          78,280.91     P                      6.375    FULL          ALTA                 106,000.00      98,500.00             78,356.25               1%
412447211      1,472.20       1,472.20           8/1/2007        177,000.00         174,409.52     P                      9.375    FULL          ALTA                 885,000.00     885,000.00            174,518.30    NO PPP
412447327      3,271.67       3,271.67           7/1/2007        604,000.00         603,999.99     P                        6.5    NINA          ALTA                 800,000.00     755,000.00            604,000.00    NO PPP
412447330      1,524.21       1,524.21           8/1/2007        151,000.00         148,653.21     P                      11.75    STATED        ALTA                 800,000.00     755,000.00            148,721.19    NO PPP
412447448      2,036.67       2,036.67           7/1/2007        376,000.00         375,999.99     CO                       6.5    STATED        --                   470,000.00     NA                    376,000.00    CA STYLE
412447502        455.22         455.22           7/1/2007         47,800.00          46,858.88     P                         11    STATED        --                   240,000.00     239,000.00             46,909.54    NO PPP
412452242      1,575.00       1,575.00           8/1/2007        280,000.00         280,000.00     P                       6.75    STATED        --                   370,000.00     350,000.00            280,000.00    NO PPP
412452268        745.88         745.88           8/1/2007        140,400.00         140,400.00     P                      6.375    STATED        ALTA                 176,000.00     175,500.00            140,400.00    CA STYLE
412452269        357.67         357.67           8/1/2007         35,100.00          35,025.53     P                     11.875    STATED        ALTA                 176,000.00     175,500.00             35,036.48    NO PPP
412447203      1,982.50       1,982.50           7/1/2007        366,000.00         366,000.00     CO                       6.5    FULL          ALTA                 432,000.00     NA                    366,000.00    NO PPP
412445973      4,476.94       4,476.93           7/1/2007        567,000.00         566,996.91     CO                     9.475    LITE          AA                   630,000.00     NA                    566,996.94    NO PPP
412446017      3,884.27       3,884.27           7/1/2007        486,000.00         483,499.74     P                      8.925    FULL          AA                   540,000.00     540,000.00            484,069.85    NO PPP
412446168        583.69         583.69           7/1/2007         64,600.00          64,314.62     P                      10.35    RED           AA                    68,000.00      68,000.00             64,371.83    CA STYLE
412446177      1,742.16       1,742.16           7/1/2007        209,000.00         207,813.20     P                        9.4    LITE          AA                   220,000.00     220,000.00            208,039.12    2 MO INT
412451271        640.27         640.27           7/1/2007         71,155.00          70,848.10     P                       10.3    RED           AA                    75,000.00      74,900.00             70,911.60    NO PPP
412446342      2,429.51       2,429.51           7/1/2007        270,000.00         268,835.62     CO                      10.3    LITE          A+                   300,000.00     NA                    269,076.52    NO PPP
412446463        462.99         462.99           7/1/2007         50,000.00          49,820.56     RT                     10.65    RED           AA                    55,000.00     NA                     49,861.68               1%
412451478        625.24         625.24           7/1/2007         63,750.00          63,553.67     P                     11.375    LITE          AA                    75,000.00      75,000.00             63,598.64               1%
412446473        945.34         944.96           8/1/2007        116,350.00         116,302.35     P                       9.75    LITE          AA                   122,500.00     122,500.00            116,302.35    CA STYLE
412446477        514.44         514.44           7/1/2007         63,650.00          63,330.78     P                       9.05    LITE          AA                    67,000.00      67,000.00             63,403.60    CA STYLE
412446498      1,808.39       1,808.39           7/1/2007        270,414.00         270,414.01     P                      8.025    LITE          AAA                  338,018.00     338,018.00            270,414.00    CA STYLE
412446501      4,793.34       4,793.31           7/1/2007        655,500.00         655,494.27     CO                     8.775    LITE          AA                   690,000.00     NA                    655,494.29    CA STYLE
412446571      3,080.93       3,080.93           7/1/2007        367,200.00         365,513.21     P                      9.475    LITE          AA                   408,000.00     408,100.00            365,898.44    NO PPP
412446573           805            805           7/1/2007        112,000.00         112,000.00     P                      8.625    FULL          AA                   140,000.00     140,000.00            112,000.00    CA STYLE
412451627      3,032.48       3,032.48           7/1/2007        446,500.00         446,500.00     CO                      8.15    STATED        AA                   470,000.00     NA                    446,500.00    NO PPP
412446593      1,215.47       1,215.47           7/1/2007        169,600.00         169,599.99     RT                       8.6    FULL          AAA                  212,000.00     NA                    169,600.00    NO PPP
412446605      1,626.20       1,626.20           7/1/2007        194,200.00         193,885.54     RT                      9.85    STATED        A+                   215,000.00     NA                    193,954.14    NO PPP
412446607        642.52         642.52           7/1/2007         72,000.00          71,712.70     CO                      10.2    LITE          A+                   102,000.00     NA                     71,777.79    NO PPP
412446620      2,022.75       2,022.75           7/1/2007        279,000.00         279,000.00     CO                       8.7    STATED        A-                   310,000.00     NA                    279,000.00    CA STYLE
412446641      3,179.54       3,179.54           7/1/2007        427,500.00         427,499.94     P                      8.925    LITE          AA                   475,000.00     475,000.00            427,499.96    NO PPP
412446644      5,695.63       5,695.63           7/1/2007        765,000.00         763,503.96     CO                      8.65    LITE          AA                   850,000.00     NA                    763,883.92    CA STYLE
412446676      2,542.74       2,542.74           7/1/2007        352,750.00         352,749.48     CO                      8.65    FULL          AAA                  415,000.00     NA                    352,749.49    NO PPP
412446679      1,590.00       1,589.90           7/1/2007        240,000.00         239,985.00     CO                      7.95    FULL          A-                   267,000.00     NA                    239,985.00    CA STYLE
412446696        549.67         549.67           7/1/2007         68,000.00          67,999.99     P                        9.7    STATED        AA                    80,000.00      80,000.00             68,000.00    CA STYLE
412451705      1,643.70       1,643.53           7/1/2007        261,250.00         261,223.56     CO                      7.55    LITE          AA                   278,000.00     NA                    261,223.56    NO PPP
412446728      2,840.11       2,840.11           7/1/2007        389,500.00         389,499.94     CO                      8.75    LITE          A+                   410,000.00     NA                    389,499.95    CA STYLE
412446729      3,817.13       3,817.09           7/1/2007        522,000.00         521,984.70     CO                     8.775    LITE          AA                   580,000.00     NA                    521,984.85    NO PPP
412446765      3,065.51       3,065.51           7/1/2007        416,000.00         415,059.94     RT                      8.55    LITE          AA                   520,000.00     NA                    415,274.06    CA STYLE
412446774      1,153.37       1,153.37           7/1/2007        150,850.00         150,850.01     P                      9.175    LITE          AA                   188,600.00     188,600.00            150,850.00    CA STYLE
412446785      2,098.75       2,098.75           7/1/2007        292,000.00         292,000.00     P                      8.625    LITE          AAA                  365,000.00     365,000.00            292,000.00    NO PPP
412451774        905.03         905.03           7/1/2007         90,000.00          89,690.91     P                       11.7    LITE          AAA                  450,000.00     450,000.00             89,751.12    NO PPP
412446798      1,597.65       1,597.65           7/1/2007        221,000.00         220,984.99     P                      8.675    LITE          AA                   260,000.00     260,000.00            220,985.00    NO PPP
412446805        742.03         742.03           7/1/2007         97,850.00          97,850.00     RT                       9.1    LITE          AA                   115,000.00     NA                     97,850.00               2%
412446810      2,770.63       2,770.52           7/1/2007        403,000.00         402,985.00     CO                      8.25    LITE          A+                   475,000.00     NA                    402,985.00    CA STYLE
412451814      2,116.04       2,114.60           7/1/2007        318,400.00         318,184.84     P                      7.975    LITE          AAA                  398,000.00     398,000.00            318,184.83    NO PPP
412446885      5,274.78       5,274.78           7/1/2007        717,250.00         717,249.93     CO                     8.825    LITE          A+                   755,000.00     NA                    717,249.94    CA STYLE
412446096      4,251.49       4,251.49           7/1/2007        581,400.00         581,399.99     P                      8.775    LITE          AAA                  612,000.00     612,000.00            581,400.00    NO PPP
412451178        476.05         476.05           7/1/2007         58,900.00          58,570.51     CO                      9.05    FULL          AA                    62,000.00     NA                     58,638.40               1%
412446160        481.37         481.37           7/1/2007         51,775.00          51,548.27     P                       10.7    LITE          AA                    55,000.00      54,500.00             51,591.16               1%
412446178        748.08         748.08           7/1/2007         96,400.00          95,747.61     CO                       8.6    STATED        AA                   120,500.00     NA                     95,870.07    NO PPP
412451263        729.75         729.75           7/1/2007         81,605.00          81,247.43     P                     10.225    RED           AA                    86,000.00      85,900.00             81,321.39    CA STYLE
412446215      1,908.92       1,908.92           7/1/2007        220,300.00         219,146.59     P                       9.85    LITE          A+                   240,000.00     232,000.00            219,364.09    NO PPP
412446238      1,380.82       1,380.82           7/1/2007        166,950.00         166,949.99     P                      9.925    LITE          A+                   185,500.00     185,500.00            166,950.00    NO PPP
412446300      2,354.92       2,354.92           7/1/2007        308,000.00         307,999.99     CO                     9.175    LITE          AAA                  335,000.00     NA                    308,000.00    NO PPP
412446313        689.82         689.82           7/1/2007         74,800.00          74,497.31     CO                      10.6    LITE          AA                    88,000.00     NA                     74,560.00    NO PPP
412446320        995.32         995.32           7/1/2007        112,000.00         111,553.23     CO                     10.15    FULL          A+                   140,000.00     NA                    111,655.46    CA STYLE
412446324        924.23         924.23           7/1/2007        104,000.00         103,585.10     CO                     10.15    FULL          A+                   130,000.00     NA                    103,680.04    CA STYLE
412446328      1,260.39       1,260.39           7/1/2007        184,750.00         184,117.32     P                      7.825    FULL          AAA                  230,990.00     230,990.00            184,235.74    CA STYLE
412446329      2,098.32       2,098.28           7/1/2007        294,500.00         294,494.15     CO                      8.55    LITE          AAA                  310,000.00     NA                    294,494.17    NO PPP
412446344      1,105.45       1,105.45           7/1/2007        111,200.00         110,729.48     CO                     11.55    LITE          AA                   556,000.00     NA                    110,807.71    2 MO INT
412451394      1,345.20       1,344.87           7/1/2007        168,150.00         168,109.21     CO                       9.6    LITE          AA                   177,000.00     NA                    168,109.20    NO PPP
412446367      3,078.00       3,078.00           7/1/2007        456,000.00         455,984.59     RT                       8.1    LITE          AA                   480,000.00     NA                    455,984.80    NO PPP
412446369      2,732.32       2,732.32           7/1/2007        379,050.00         379,050.00     P                       8.65    FULL          AA                   399,000.00     399,000.00            379,050.00    NO PPP
412446386      3,235.63       3,235.63           7/1/2007        417,500.00         417,499.99     CO                       9.3    LITE          AA                   445,000.00     NA                    417,500.00    CA STYLE
412446397        782.75         782.75           8/1/2007        101,000.00         100,984.64     CO                       9.3    STATED        AA                   120,000.00     NA                    100,984.76              321
412446401      3,755.36       3,755.36           7/1/2007        415,625.00         413,851.29     P                      10.35    LITE          AA                   437,500.00     437,500.00            414,218.32    CA STYLE
412446422      2,047.50       2,047.50           7/1/2007        315,000.00         315,000.00     CO                       7.8    FULL          AAA                  420,000.00     NA                    315,000.00    CA STYLE
412446426      1,027.55       1,027.55           7/1/2007        119,600.00         119,005.66     RT                      9.75    STATED        B                    142,000.00     NA                    119,125.46    CA STYLE
412451455        777.15         777.15           7/1/2007        100,000.00          99,783.74     P                      9.075    LITE          AA                   125,000.00     125,000.00             99,828.30    NO PPP
412446430      3,313.92       3,309.80           7/1/2007        494,000.00         493,380.81     CO                      8.05    LITE          AAA                  520,000.00     NA                    493,380.88    NO PPP
412446434      3,226.44       3,226.44           7/1/2007        407,550.00         407,549.89     P                        9.5    LITE          AA                   429,000.00     429,000.00            407,549.90    CA STYLE
412446453      3,382.00       3,382.00           7/1/2007        456,000.00         456,000.00     CO                       8.9    LITE          AA                   480,000.00     NA                    456,000.00    CA STYLE
412446462      1,974.38       1,974.38           7/1/2007        270,000.00         269,999.28     P                      8.775    LITE          AA                   300,000.00     300,000.00            269,999.30    CA STYLE
412446464        493.39         493.39           7/1/2007         50,600.00          50,423.58     CO                      11.3    LITE          AA                    61,000.00     NA                     50,460.20               1%
412446470      2,083.68       2,083.68           7/1/2007        233,010.00         231,989.06     P                     10.225    LITE          AA                   258,900.00     258,900.00            232,200.24    NO PPP
412446474        951.66         951.66           7/1/2007        124,467.00         124,466.94     P                      9.175    STATED        AA                   138,297.00     138,297.00            124,466.95    CA STYLE
412451492         752.3          752.3           7/1/2007         90,250.00          89,770.82     P                        9.4    LITE          AA                    95,000.00      95,000.00             89,867.87               1%
412446479      1,790.67       1,790.67           7/1/2007        272,000.00         271,999.99     CO                       7.9    LITE          AA                   320,000.00     NA                    272,000.00    CA STYLE
412451503      1,631.67       1,631.67           7/1/2007        220,000.00         219,999.99     CO                       8.9    STATED        AA                   232,000.00     NA                    220,000.00    CA STYLE
412446483      4,672.22       4,672.22           7/1/2007        579,500.00         579,404.30     CO                     9.675    LITE          AA                   610,000.00     NA                    579,405.83    CA STYLE
412451513        669.11         669.11           7/1/2007         79,230.00          78,871.60     CO                      9.55    LITE          AA                    83,400.00     NA                     78,953.47    CA STYLE
412446497      1,789.21       1,788.70           7/1/2007        234,650.00         234,560.97     CO                      9.15    LITE          AA                   247,000.00     NA                    234,561.31    CA STYLE
412446499         644.5          644.5           7/1/2007         89,100.00          88,530.51     CO                      7.85    STATED        A+                    99,000.00     NA                     88,659.96    CA STYLE
412446504      3,552.63       3,552.63           7/1/2007        586,000.00         585,999.99     CO                     7.275    FULL          AAA                  690,000.00     NA                    586,000.00    CA STYLE
412446506      1,150.17       1,150.17           7/1/2007        164,800.00         164,799.99     RT                     8.375    FULL          AAA                  206,000.00     NA                    164,800.00    CA STYLE
412446525      4,270.08       4,270.08           7/1/2007        559,200.00         555,648.94     CO                     8.425    FULL          AAA                  700,000.00     NA                    556,379.16    NO PPP
412446576      2,355.00       2,355.00           7/1/2007        360,000.00         359,898.69     CO                      7.85    LITE          AAA                  410,000.00     NA                    359,900.00    CA STYLE
412446586      4,493.50       4,493.50           7/1/2007        653,600.00         653,600.00     CO                      8.25    LITE          AA                   688,000.00     NA                    653,600.00    CA STYLE
412446613      2,218.10       2,218.10           7/1/2007        296,400.00         295,743.60     P                        8.7    RED           AA                   312,000.00     314,000.00            295,889.92    CA STYLE
412446617      2,105.84       2,100.72           7/1/2007        332,500.00         331,693.04     P                        7.6    RED           AAA                  350,000.00     350,000.00            331,693.03    NO PPP
412446631      2,448.15       2,448.15           7/1/2007        342,000.00         341,969.99     CO                      8.59    LITE          AA                   360,000.00     NA                    341,970.00    CA STYLE
412449536        344.87         344.87           8/1/2007         47,000.00          46,583.38     P                          8    FULL          --                   245,000.00     235,000.00             46,617.47    NO PPP
412447038        815.86         815.86           7/1/2007         84,000.00          83,795.80     P                      11.25    STATED        ALTA                 460,000.00     420,000.00             83,855.51    NO PPP
412449055        405.35         405.35           8/1/2007         80,000.00          63,562.29     P                        4.5    FULL          --                   286,000.00     282,012.00             63,728.66    NO PPP
412447676        596.31         596.31           7/1/2007         62,000.00          61,743.25     P                     11.125    STATED        ALTA                 310,000.00     310,000.00             61,790.39    NO PPP
412446944      1,213.77       1,213.77           7/1/2007        118,000.00         117,720.20     P                         12    STATED        AA                   600,000.00     590,000.00            117,792.25    CA STYLE
412447023      1,098.36       1,098.36           7/1/2007        108,400.00         108,131.48     P                       11.8    LITE          AAA                  542,000.00     542,000.00            108,200.59    CA STYLE
412446976      1,009.20       1,009.20           7/1/2007         99,600.00          99,353.24     P                       11.8    LITE          AAA                  565,000.00     498,000.00             99,416.75    NO PPP
412447006        992.98         992.98           8/1/2007         98,000.00          97,742.89     P                       11.8    LITE          AAA                  510,000.00     490,000.00             97,774.42    NO PPP
412447277         712.4          712.4           7/1/2007         69,000.00          68,838.20     CO                     12.05    STATED        AA                   345,000.00     NA                     68,879.87    CA STYLE
412446975        291.04         291.04           7/1/2007         28,400.00          28,331.87     P                      11.95    LITE          AA                   145,000.00     142,000.00             28,349.41    CA STYLE
412446800        223.56         223.56           7/1/2007         23,487.00          23,191.74     P                        9.8    STATED        AA                   130,500.00     117,436.00             23,259.23    NO PPP
412446909      2,541.67       2,541.67           7/1/2007        400,000.00         399,999.99     P                      7.625    STATED        ALTA                 440,000.00     425,000.00            400,000.00    NO PPP
412447123      2,681.25       2,681.25           7/1/2007        495,000.00         495,000.00     RT                       6.5    STATED        ALTA                 550,000.00     NA                    495,000.00    CA STYLE
412447759      1,943.34       1,943.34           7/1/2007        352,000.00         351,999.98     CO                     6.625    NINA          ALTA                 440,000.00     NA                    351,999.99    NO PPP
412449168      1,758.80       1,758.80           8/1/2007        226,880.00         226,487.78     P                       9.05    STATED        AA                   285,000.00     283,600.00            226,538.11    CA STYLE
412452753        612.01         612.01           7/1/2007         64,000.00          63,944.78     P                      11.35    FULL          C                     80,000.00      80,000.00             63,958.98               1%
412449160      2,941.36       2,941.36           7/1/2007        467,500.00         467,499.97     RT                      7.55    STATED        AA                   550,000.00     NA                    467,499.98    CA STYLE
412449218      2,725.00       2,725.00           7/1/2007        400,000.00         400,000.00     P                      8.175    STATED        AA                   525,000.00     500,000.00            400,000.00    CA STYLE
412449567        714.83         714.83           7/1/2007        111,350.00         110,438.48     RT                      6.65    FULL          AA                   125,000.00     NA                    110,642.42    CA STYLE
412445484        587.08         587.08           8/1/2007         72,800.00          72,475.05     P                      9.025    LITE          AA                    92,000.00      91,000.00             72,516.74    CA STYLE
412449241        738.67         738.67           7/1/2007        128,000.00         127,999.99     P                      6.925    STATED        AA                   160,000.00     160,000.00            128,000.00    NO PPP
412445624      4,235.73       4,235.73           7/1/2007        617,500.00         615,998.77     RT                     7.875    STATED        AA                   650,000.00     NA                    616,381.47    CA STYLE
412449022         439.1          439.1           7/1/2007         48,598.00          48,431.73     P                      10.35    STATED        AA                   243,000.00     242,990.00             48,473.94    NO PPP
412449021      1,129.91       1,129.91           7/1/2007        194,392.00         194,391.85     P                      6.975    STATED        AA                   243,000.00     242,990.00            194,391.86    CA STYLE
412449166      1,806.59       1,806.59           8/1/2007        266,000.00         265,999.93     RT                      8.15    STATED        AA                   360,000.00     NA                    265,999.94    NO PPP
412449192      1,906.15       1,906.15           7/1/2007        296,100.00         296,099.95     P                      7.725    STATED        AA                   355,000.00     329,000.00            296,099.96    CA STYLE
412449125           895            895           7/1/2007        100,035.00          99,624.68     P                     10.231    STATED        AA                   105,300.00     105,300.00             99,714.76    NO PPP
412445497        497.66         497.66           7/1/2007         59,185.00          58,945.56     P                        9.5    STATED        AAA                   70,000.00      62,305.00             59,006.85    CA STYLE
412449011      1,254.17       1,252.91           7/1/2007        200,000.00         199,749.79     RT                     7.525    STATED        AA                   255,000.00     NA                    199,749.79    CA STYLE
412445600      2,548.71       2,548.71           7/1/2007        323,975.00         322,440.14     P                       8.75    STATED        AA                   366,000.00     341,027.00            322,831.03    CA STYLE
412449054        390.25         390.25           7/1/2007         50,000.00          49,550.07     P                      8.663    FULL          AA                    56,000.00      55,600.00             49,614.45    CA STYLE
412452599        585.92         585.92           7/1/2007         54,900.00          54,783.46     P                       12.5    STATED        AA                   276,000.00     274,544.00             54,813.51    NO PPP
412452597      1,539.52       1,539.52           7/1/2007        219,635.00         219,130.77     P                      8.075    STATED        AA                   276,000.00     274,544.00            219,259.38    CA STYLE
412452596        260.78         260.78           8/1/2007         31,980.00          31,701.14     P                       9.15    STATED        AA                   170,000.00     159,900.00             31,720.05    NO PPP
412452595        599.63         597.06           8/1/2007        127,920.00         127,363.93     P                      5.625    STATED        AA                   170,000.00     159,900.00            127,363.93    CA STYLE
412449083        900.99         900.99           8/1/2007        113,752.00         113,223.03     P                      8.825    NINA          AAA                  144,000.00     142,190.00            113,290.86    CA STYLE
412445611        629.66         629.66           7/1/2007         68,000.00          67,784.11     P                      10.65    STATED        AA                   340,000.00     370,000.00             67,839.52    NO PPP
412445610      1,671.67       1,671.67           7/1/2007        272,000.00         271,997.80     P                      7.375    FULL          AA                   340,000.00     370,000.00            271,997.83    CA STYLE
412449009        667.76         667.76           7/1/2007         73,000.00          72,760.69     P                       10.5    STATED        AAA                  380,000.00     365,000.00             72,822.09    NO PPP
412449008      1,819.88       1,819.88           7/1/2007        292,000.00         291,097.99     P                      7.025    STATED        AAA                  380,000.00     365,000.00            291,327.46    CA STYLE
412449240        238.44         238.44           8/1/2007         25,750.00          25,659.61     P                      10.65    FULL          AA                   131,000.00     128,750.00             25,670.23    NO PPP
412449239        658.78         658.76           8/1/2007        103,000.00         102,995.07     P                      7.675    FULL          AA                   131,000.00     128,750.00            102,995.09    CA STYLE
412445607      2,412.40       2,412.40           7/1/2007        260,000.00         259,178.91     RT                    10.675    FULL          AA                   330,000.00     NA                    259,389.67    NO PPP
412447693        440.25         440.25           7/1/2007         42,800.00          42,711.63     P                         12    STATED        ALTA                 229,000.00     214,000.00             42,737.51    NO PPP
412447696        980.84         980.83           7/1/2007        171,200.00         171,200.00     P                      6.875    STATED        ALTA                 229,000.00     214,000.00            171,199.99    NO PPP
412447451      1,381.25       1,381.25           7/1/2007        260,000.00         260,000.00     CO                     6.375    NINA          ALTA                 400,000.00     NA                    260,000.00    CA STYLE
412447563      1,678.75       1,678.75           7/1/2007        316,000.00         316,000.00     P                      6.375    STATED        ALTA                 395,500.00     395,000.00            316,000.00    NO PPP
412447564        744.89         744.89           7/1/2007         79,000.00          78,791.74     P                     10.875    STATED        ALTA                 395,500.00     395,000.00             78,852.59    NO PPP
412447611      2,679.97       2,679.97           8/1/2007        424,000.00         421,272.87     P                        6.5    STATED        ALTA                 530,000.00     530,000.00            421,668.80    NO PPP
412447613      1,069.98       1,069.98           8/1/2007        106,000.00         105,746.18     P                      11.75    STATED        ALTA                 530,000.00     530,000.00            105,780.39    NO PPP
412452285      1,271.26       1,271.26           7/1/2007        196,000.00         194,722.53     P                       6.75    FULL          ALTA                 253,000.00     245,000.00            195,071.47    NO PPP
412447692      3,036.46       3,036.46           7/1/2007        550,000.00         549,999.98     CO                     6.625    STATED        ALTA                 920,000.00     NA                    549,999.98    CA STYLE
412445572      1,213.29       1,213.29           7/1/2007        130,500.00         130,090.06     P                       10.7    STATED        A-                   150,000.00     145,000.00            130,195.29    CA STYLE
412450527        903.02         901.04           8/1/2007        137,602.00         137,273.75     P                      7.875    STATED        AA                   173,000.00     172,003.00            137,273.93    CA STYLE
412445656      1,535.17       1,535.17           7/1/2007        184,169.00         183,009.73     P                        9.4    LITE          AA                   207,000.00     205,744.00            183,210.55    CA STYLE
412447603        296.41         296.41           8/1/2007         34,500.00          34,384.53     P                       9.75    STATED        ALTA                 173,000.00     172,500.00             34,401.43    NO PPP
412447652      2,262.29       2,262.29           8/1/2007        368,100.00         368,099.99     CO                     7.375    NINA          ALTA                 410,000.00     NA                    368,099.99    CA STYLE
412447783      2,208.34       2,202.82           8/1/2007        400,000.00         399,999.99     P                      6.625    STATED        ALTA                 505,000.00     500,000.00            399,999.99    CA STYLE
412447743      1,300.45       1,300.44           7/1/2007        231,190.00         231,188.76     P                       6.75    FULL          ALTA                 300,000.00     288,988.00            231,188.77    CA STYLE
412447745        496.58         496.58           7/1/2007         57,798.00          57,594.03     P                       9.75    FULL          ALTA                 300,000.00     288,988.00             57,650.60    NO PPP
412449644      2,186.25       2,186.09           7/1/2007        396,000.00         395,962.34     RT                     6.625    FULL          --                   495,000.00     NA                    395,962.34    NO PPP
412447391      1,870.00       1,870.00           7/1/2007        352,000.00         352,000.00     CO                     6.375    STATED        ALTA                 440,000.00     NA                    352,000.00    NO PPP
412447592        530.55         530.55           7/1/2007         58,000.00          57,834.35     P                       10.5    STATED        ALTA                 290,000.00     290,000.00             57,882.71    NO PPP
412447594      1,305.00       1,305.00           7/1/2007        232,000.00         232,000.00     P                       6.75    STATED        ALTA                 290,000.00     290,000.00            232,000.00    CA STYLE
412447739      1,259.49       1,259.49           7/1/2007        123,600.00         123,337.76     P                     11.875    STATED        ALTA                 618,000.00     618,000.00            123,414.54    NO PPP
412447740      2,678.00       2,678.00           7/1/2007        494,400.00         494,400.00     P                        6.5    STATED        ALTA                 618,000.00     618,000.00            494,400.00    CA STYLE
412447794      2,204.69       2,203.09           7/1/2007        415,000.00         414,500.00     RT                     6.375    STATED        ALTA                 465,000.00     NA                    414,500.00    CA STYLE
412447797        773.52         773.52           8/1/2007         75,200.00          75,044.77     P                         12    STATED        ALTA                 405,000.00     376,000.00             75,067.61    NO PPP
412447798      1,692.00       1,692.00           8/1/2007        300,800.00         300,800.00     P                       6.75    STATED        ALTA                 405,000.00     376,000.00            300,800.00    NO PPP
412445499      1,468.91       1,468.91           7/1/2007        276,500.00         276,499.99     P                      6.375    FULL          --                   355,000.00     345,676.00            276,500.00    NO PPP
412447424      1,638.00       1,638.00           7/1/2007        302,400.00         302,389.99     RT                       6.5    STATED        ALTA                 378,000.00     NA                    302,390.00    CA STYLE
412447532      2,517.50       2,509.20           7/1/2007        456,000.00         453,497.25     CO                     6.625    STATED        ALTA                 570,000.00     NA                    453,497.24    CA STYLE
412447801      1,034.84       1,034.84           7/1/2007        153,600.00         152,577.97     CO                     7.125    FULL          ALTA                 192,000.00     NA                    152,833.51    NO PPP
412452978      1,175.99       1,175.99           7/1/2007        188,500.00         187,258.28     P                      6.375    LITE          --                   236,000.00     235,841.00            187,617.77    NO PPP
412445525        257.12         257.12           7/1/2007         29,800.00          29,688.06     P                        9.8    STATED        AA                   149,000.00     149,000.00             29,717.04    NO PPP
412445524        922.89         922.89           7/1/2007        119,200.00         118,644.02     P                      8.575    FULL          AA                   149,000.00     149,000.00            118,792.58    CA STYLE
412445528        459.12         459.12           7/1/2007         53,211.00          53,008.79     P                        9.8    STATED        AAA                  269,500.00     266,055.00             53,060.58    NO PPP
412445503      1,528.52       1,528.52           7/1/2007        212,844.00         211,620.79     P                      7.775    STATED        AAA                  269,500.00     266,055.00            211,932.54    CA STYLE
412447568        793.92         793.92           8/1/2007         84,200.00          83,978.04     P                     10.875    STATED        ALTA                 425,000.00     421,000.00             84,010.61    NO PPP
412447572      1,754.17       1,754.17           8/1/2007        336,800.00         336,791.91     P                       6.25    STATED        ALTA                 425,000.00     421,000.00            336,791.91    CA STYLE
412447789        345.05         345.05           7/1/2007         36,232.00          36,087.87     P                         11    STATED        ALTA                 185,000.00     181,160.00             36,115.97    NO PPP
412447096      2,876.46       2,876.39           7/1/2007        386,750.00         386,741.87     P                      8.925    FULL          A+                   455,000.00     455,000.00            386,741.86    NO PPP
412452244      3,324.88       3,324.88           7/1/2007        479,750.00         479,345.73     CO                     8.175    STATED        AAA                  505,000.00     NA                    479,463.20    NO PPP
412447806      2,790.52       2,790.52           7/1/2007        423,000.00         422,581.45     CO                      7.75    FULL          AA                   450,000.00     NA                    422,702.97    NO PPP
412449368        445.25         445.25           8/1/2007         70,443.00          69,441.17     RT                       6.5    FULL          --                    71,000.00     NA                     69,509.91    NO PPP
412452856        733.85         733.85           8/1/2007        140,900.00         140,900.00     P                       6.25    FULL          --                   141,000.00     140,900.00            140,900.00    NO PPP
412449539        858.11         858.11           8/1/2007        105,000.00         104,599.97     CO                     9.175    STATED        AA                   273,000.00     NA                    104,657.88    CA STYLE
412452992        450.87         450.87           7/1/2007         76,220.00          75,667.98     P                      5.875    FULL          --                    80,000.00      76,220.00             75,827.63    NO PPP
412447546      1,319.26       1,319.26           7/1/2007        218,360.00         218,360.00     P                       7.25    STATED        ALTA                 378,000.00     272,950.00            218,360.00    NO PPP
412447659      1,406.25       1,406.25           7/1/2007        250,000.00         250,000.00     P                       6.75    FULL          ALTA                 315,000.00     312,500.00            250,000.00    CA STYLE
412447660        612.98         612.98           7/1/2007         62,500.00          62,352.13     P                     11.375    FULL          ALTA                 315,000.00     312,500.00             62,395.38    NO PPP
412447678        316.75         316.75           8/1/2007         36,867.00          36,709.78     P                       9.75    STATED        ALTA                 186,000.00     184,334.00             36,728.11    NO PPP
412447715      1,299.54       1,299.54           7/1/2007        205,600.00         204,277.56     P                        6.5    STATED        ALTA                 268,000.00     257,000.00            204,660.52    CA STYLE
412447716        509.01         509.01           7/1/2007         51,400.00          51,281.66     P                       11.5    STATED        ALTA                 268,000.00     257,000.00             51,316.28    NO PPP
412447782      3,490.84       3,488.84           7/1/2007        568,000.00         567,354.17     CO                     7.375    STATED        ALTA                 710,000.00     NA                    567,354.16    NO PPP
412447795           918            918           7/1/2007        172,800.00         172,764.23     P                      6.375    STATED        ALTA                 222,000.00     216,000.00            172,764.23    CA STYLE
412447796        411.41         411.41           7/1/2007         43,200.00          43,089.12     P                         11    STATED        ALTA                 222,000.00     216,000.00             43,121.53    NO PPP
412452223      1,853.22       1,853.22           7/1/2007        354,400.00         354,335.94     P                      6.275    FULL          AAA                  445,000.00     443,000.00            354,335.94    NO PPP
412447970      1,925.24       1,925.24           7/1/2007        256,500.00         256,336.34     CO                       8.9    STATED        AA                   285,000.00     NA                    256,383.97    CA STYLE
412447627      2,826.26       2,826.26           8/1/2007        350,000.00         348,642.48     CO                      9.04    FULL          AA                   350,000.00     NA                    348,840.81    NO PPP
412446549      3,451.38       3,451.38           7/1/2007        397,250.00         396,770.22     CO                     10.25    FULL          C                    567,500.00     NA                    396,893.24    NO PPP
412451375      1,051.21       1,051.21           7/1/2007        124,950.00         124,778.78     CO                       9.9    STATED        A-                   147,000.00     NA                    124,821.82    NO PPP
412446939      3,281.82       3,281.82           7/1/2007        450,000.00         449,070.17     CO                      8.45    STATED        A-                   600,000.00     NA                    449,306.90    CA STYLE
412451740        834.24         834.24           7/1/2007         91,200.00          90,842.84     P                       10.5    LITE          AA                   114,000.00     114,000.00             90,920.55               2%
412451865      2,975.26       2,975.26           7/1/2007        386,100.00         385,420.57     RT                      8.99    LITE          A+                   429,000.00     NA                    385,594.25    NO PPP
412451838      1,542.68       1,542.68           7/1/2007        275,500.00         274,993.62     CO                      6.45    LITE          AA                   290,000.00     NA                    275,121.76    CA STYLE
412446583      3,567.82       3,567.82           7/1/2007        509,000.00         507,831.38     CO                     8.075    STATED        AA                   545,000.00     NA                    508,129.44    NO PPP
412446820      4,073.43       4,073.43           7/1/2007        519,000.00         518,135.17     RT                     9.175    LITE          AA                   575,000.00     NA                    518,356.34    NO PPP
412446807      2,970.19       2,970.19           7/1/2007        396,900.00         396,139.60     RT                       8.7    LITE          AA                   441,000.00     NA                    396,333.84    CA STYLE
412446612      1,491.73       1,491.73           7/1/2007        175,500.00         174,718.60     P                      9.625    LITE          AA                   195,000.00     195,000.00            174,897.13    CA STYLE
412446877      2,053.46       2,053.46           7/1/2007        353,600.00         351,492.50     P                      6.725    STATED        AA                   470,000.00     442,000.00            351,658.38    CA STYLE
412446943      2,785.90       2,785.90           7/1/2007        472,000.00         471,241.81     P                       6.85    STATED        AA                   600,000.00     590,000.00            471,431.97    CA STYLE
412446900      2,124.78       2,124.78           7/1/2007        324,000.00         323,624.75     CO                       7.7    STATED        AA                   360,000.00     NA                    323,720.21    CA STYLE
412446764      1,090.33       1,090.33           7/1/2007        129,600.00         129,285.19     CO                       9.9    LITE          AA                   144,000.00     NA                    129,332.06    CA STYLE
412447171      1,215.09       1,215.09           7/1/2007        212,000.00         211,635.63     RT                     6.625    STATED        AAA                  265,000.00     NA                    211,728.23    NO PPP
412446924      3,962.35       3,962.35           7/1/2007        575,000.00         574,396.40     CO                     8.125    LITE          AA                   650,000.00     NA                    574,541.34    CA STYLE
412446958        616.32         616.32           7/1/2007         80,100.00          79,958.42     P                      8.975    STATED        AA                    89,000.00      89,000.00             79,994.61               1%
412446878      1,754.88       1,754.88           7/1/2007        272,000.00         271,227.27     P                      7.325    STATED        AA                   340,000.00     340,000.00            271,423.99    CA STYLE
412446863      2,905.47       2,905.47           7/1/2007        351,900.00         351,398.43     CO                       9.7    LITE          AA                   391,000.00     NA                    351,526.87    NO PPP
412446843      2,671.99       2,671.99           8/1/2007        346,750.00         346,519.75     CO                      9.15    LITE          AAA                  365,000.00     NA                    346,549.30    CA STYLE
412446932      3,942.64       3,942.64           7/1/2007        522,500.00         519,212.61     CO                      8.95    LITE          AA                   550,000.00     NA                    519,351.41    CA STYLE
412452028      2,341.79       2,341.79           8/1/2007        368,000.00         367,474.03     RT                      7.45    STATED        AAA                  460,000.00     NA                    367,534.05               1%
412446661      2,102.35       2,102.35           7/1/2007        304,000.00         303,183.45     P                       7.95    LITE          AA                   411,000.00     380,000.00            303,369.12    CA STYLE
412446671      2,647.56       2,647.56           7/1/2007        351,096.00         350,349.15     P                      8.775    LITE          AA                   480,000.00     438,871.00            350,518.55    NO PPP
412446694        909.62         909.62           7/1/2007         87,774.00          87,543.78     P                       12.1    LITE          AA                   480,000.00     438,871.00             87,596.75    NO PPP
412447000        542.97         542.97           7/1/2007         52,200.00          52,080.26     CO                     12.15    LITE          AA                   261,000.00     NA                     52,111.11    NO PPP
412446874      1,747.05       1,747.05           7/1/2007        210,600.00         210,264.95     CO                      9.75    LITE          AA                   234,000.00     NA                    210,341.31    NO PPP
412446643      1,354.48       1,354.48           7/1/2007        198,000.00         197,515.16     P                       7.85    RED           AA                   238,000.00     220,000.00            197,638.75               2%
412446951      3,503.89       3,503.89           7/1/2007        441,000.00         440,290.74     CO                       9.3    LITE          AA                   490,000.00     NA                    440,471.90    3 MO INT
412446789      4,066.02       4,066.02           7/1/2007        513,000.00         512,170.14     CO                     9.275    LITE          A+                   580,000.00     NA                    512,382.42    NO PPP
412452168      2,662.31       2,662.31           7/1/2007        456,950.00         456,199.63     RT                      6.75    RED           AA                   485,000.00     NA                    456,390.39    CA STYLE
412451699        857.32         857.32           7/1/2007        123,300.00         123,010.76     RT                         8    FULL          AA                   137,000.00     NA                    123,084.52    NO PPP
412446822      1,312.86       1,312.86           7/1/2007        193,500.00         192,953.73     P                      7.775    LITE          AAA                  263,000.00     241,876.00            193,077.88    CA STYLE
412447163      1,205.50       1,205.50           7/1/2007        120,800.00         120,487.44     P                       11.6    LITE          AAA                  605,000.00     604,000.00            120,567.85    NO PPP
412446981      2,599.52       2,599.52           7/1/2007        408,500.00         407,981.50     CO                      7.45    LITE          AAA                  430,000.00     NA                    408,113.54    CA STYLE
412446713      1,885.73       1,885.73           7/1/2007        238,500.00         238,111.30     CO                      9.25    LITE          AA                   295,000.00     NA                    238,210.73    3 MO INT
412446910      2,735.38       2,735.38           7/1/2007        426,400.00         425,171.53     P                      7.275    LITE          AAA                  535,000.00     533,000.00            425,484.24    CA STYLE
412446836        925.23         925.23           7/1/2007        132,000.00         131,877.23     P                      8.275    FULL          AA                   170,000.00     165,000.00            131,908.56               2%
412447052        512.97         512.97           7/1/2007         52,000.00          51,861.00     P                      11.45    LITE          AAA                  275,000.00     260,000.00             51,896.75    NO PPP
412446444        376.32         376.32           7/1/2007         38,000.00          37,883.82     CO                      11.5    LITE          AAA                  198,000.00     NA                     37,909.98    NO PPP
412451660      2,250.61       2,250.61           7/1/2007        342,000.00         341,075.08     CO                       7.5    RED           AAA                  380,000.00     NA                    341,310.65    CA STYLE
412446580      4,276.19       4,276.19           7/1/2007        625,100.00         623,364.13     P                       7.85    RED           AA                   662,000.00     658,000.00            623,756.97    CA STYLE
412446990      3,165.47       3,165.47           7/1/2007        464,000.00         462,855.72     P                      7.825    LITE          AA                   580,000.00     580,000.00            463,147.39    CA STYLE
412451728      5,545.31       5,545.31           7/1/2007        787,500.00         787,490.49     P                       8.45    LITE          A+                   875,000.00     875,000.00            787,490.62    CA STYLE
412451517      3,565.23       3,565.23           7/1/2007        494,000.00         492,952.25     CO                      8.35    LITE          AA                   520,000.00     NA                    493,219.66    CA STYLE
412446636      1,813.73       1,813.73           7/1/2007        237,500.00         237,070.25     RT                       8.9    LITE          AAA                  267,000.00     NA                    237,179.95    NO PPP
412447182      1,104.19       1,104.19           7/1/2007        151,200.00         149,227.78     CO                      7.95    LITE          AAA                  168,000.00     NA                    149,456.62    CA STYLE
412446748      1,316.48       1,316.48           7/1/2007        202,320.00         201,684.93     P                        7.4    RED           AAA                  260,000.00     252,900.00            201,829.11    CA STYLE
412451821      1,986.77       1,986.77           7/1/2007        350,100.00         349,481.79     RT                      6.55    LITE          AA                   380,000.00     NA                    349,638.87    CA STYLE
412446719      2,962.80       2,962.80           7/1/2007        365,750.00         365,196.62     CO                       9.5    LITE          AAA                  385,000.00     NA                    365,338.26    NO PPP
412446853      3,980.41       3,980.41           7/1/2007        588,278.00         586,605.22     P                       7.75    LITE          AAA                  756,000.00     735,347.00            586,985.37    NO PPP
412451915      2,300.25       2,300.25           7/1/2007        368,000.00         366,870.99     P                       7.05    RED           AAA                  475,000.00     460,000.00            367,158.22    CA STYLE
412446543      1,802.84       1,802.84           7/1/2007        257,200.00         256,533.37     P                      8.075    FULL          AAA                  375,000.00     321,550.00            256,685.01    CA STYLE
412446544        460.85         460.85           7/1/2007         48,200.00          48,041.17     P                      11.05    FULL          AAA                  375,000.00     321,550.00             48,077.61    CA STYLE
412452133        224.34         224.34           7/1/2007         26,000.00          25,901.17     P                        9.8    LITE          AAA                  132,000.00     130,000.00             25,926.49    NO PPP
412446897      4,565.80       4,565.80           7/1/2007        684,000.00         683,252.65     CO                      7.85    STATED        AA                   720,000.00     NA                    683,443.16    CA STYLE
412446773        911.21         911.21           8/1/2007        160,000.00         159,392.64     P                      6.275    LITE          AAA                  257,000.00     200,000.00            159,469.96    CA STYLE
412446938      1,440.63       1,440.63           7/1/2007        180,000.00         179,717.32     P                      9.375    LITE          AA                   232,000.00     200,000.00            179,789.65               1%
412446868      1,554.57       1,554.57           7/1/2007        208,800.00         208,388.42     CO                      8.65    LITE          AAA                  232,000.00     NA                    208,492.17    NO PPP
412446680      3,215.16       3,215.15           7/1/2007        451,250.00         451,248.32     P                       8.55    LITE          AAA                  480,000.00     475,000.00            451,248.31    CA STYLE
412447195      1,762.47       1,762.47           7/1/2007        197,500.00         196,809.98     P                       10.2    LITE          A+                 1,500,000.00     947,500.00            196,986.89               1%
412446550      3,786.67       3,786.67           7/1/2007        568,000.00         567,984.99     P                          8    LITE          AAA                  710,000.00     710,000.00            567,985.00    NO PPP
412451851      1,999.80       1,999.80           7/1/2007        270,750.00         270,540.04     CO                      8.75    LITE          AAA                  285,000.00     NA                    270,593.68    CA STYLE
412446821      3,095.82       3,095.82           7/1/2007        468,000.00         468,000.00     P                      7.938    LITE          AAA                  585,000.00     585,000.00            468,000.00    NO PPP
412446961      1,808.36       1,808.36           7/1/2007        268,000.00         267,319.94     P                      7.725    LITE          AA                   350,000.00     335,000.00            267,493.24    CA STYLE
412446894      1,141.08       1,141.08           7/1/2007        165,000.00         164,657.58     P                       7.95    FULL          AA                   239,900.00     220,000.00            164,757.04    CA STYLE
412447399        239.44         239.44           7/1/2007         27,750.00          27,617.36     RT                       9.8    FULL          AA                   185,000.00     NA                     27,644.82    NO PPP
412447084        998.98         998.98           7/1/2007        157,250.00         156,841.09     RT                      7.19    LITE          AA                   185,000.00     NA                    156,958.51    CA STYLE
412447499        778.68         778.68           8/1/2007        140,000.00         139,641.97     CO                       6.4    STATED        AA                   217,000.00     NA                    139,675.71    NO PPP
412447186        518.79         518.79           7/1/2007         51,200.00          51,089.53     P                       11.8    RED           AA                   260,000.00     256,000.00             51,121.87    NO PPP
412447538        733.03         733.03           7/1/2007         70,998.00          70,853.06     P                      12.05    STATED        AA                   360,000.00     354,990.00             70,895.51    NO PPP
412447726        944.21         944.21           7/1/2007         94,980.00          94,763.64     P                      11.55    FULL          AA                   510,000.00     474,900.00             94,826.94    NO PPP
412447714        237.26         237.26           8/1/2007         22,980.00          22,534.30     P                      12.05    FULL          AA                   115,000.00     114,900.00             22,545.17    NO PPP
412452100      1,881.45       1,881.45           7/1/2007        336,000.00         335,384.92     RT                      6.45    FULL          AA                   420,000.00     NA                    335,541.17    CA STYLE
412447512      1,092.07       1,092.07           7/1/2007        112,000.00         111,730.67     P                       11.3    FULL          AAA                  560,000.00     560,000.00            111,809.43    CA STYLE
412446618      3,199.18       3,199.18           7/1/2007        427,500.00         426,569.32     CO                       8.7    LITE          AA                   450,000.00     NA                    426,780.13    CA STYLE
412446873      2,196.68       2,196.68           8/1/2007        356,000.00         355,277.41     RT                       7.2    STATED        AAA                  445,000.00     NA                    355,342.04    NO PPP
412451870      1,662.13       1,662.13           8/1/2007        256,500.00         256,192.20     CO                       7.6    STATED        AA                   270,000.00     NA                    256,231.53               1%
412447689      1,109.70       1,109.70           7/1/2007        118,400.00         118,082.83     P                       10.8    RED           AAA                  592,000.00     592,000.00            118,175.49    NO PPP
412446714      2,723.33       2,721.90           7/1/2007        380,000.00         379,596.39     CO                       8.6    STATED        A+                   400,000.00     NA                    379,599.28    NO PPP
412447121      1,551.49       1,551.49           7/1/2007        241,600.00         241,339.94     P                      7.525    RED           AA                   323,000.00     302,000.00            241,415.40    CA STYLE
412447199      2,890.27       2,890.27           7/1/2007        465,500.00         463,290.31     CO                      7.25    FULL          AA                   490,000.00     NA                    463,471.12    CA STYLE
412446838        898.24         898.24           7/1/2007        132,000.00         131,044.91     CO                     7.225    LITE          AA                   230,000.00     NA                    131,261.43    NO PPP
412452188      1,361.73       1,361.73           7/1/2007        220,000.00         219,735.22     P                      7.225    FULL          AA                   294,000.00     275,000.00            219,812.01    CA STYLE
412447433      3,184.53       3,184.53           7/1/2007        495,000.00         493,764.60     CO                       7.3    FULL          AA                   495,000.00     NA                    494,122.92    2 MO INT
412447346      1,388.15       1,388.15           7/1/2007        137,000.00         136,704.52     P                       11.8    LITE          AAA                  707,000.00     685,000.00            136,791.02    CA STYLE
412447133      1,079.32       1,079.32           8/1/2007        185,250.00         184,945.75     RT                      6.75    FULL          AA                   195,000.00     NA                    184,984.53               2%
412447078         172.4          172.4           7/1/2007         19,980.00          19,904.01     P                        9.8    LITE          AAA                  104,000.00      99,900.00             19,923.47    NO PPP
412447141         453.5          453.5           7/1/2007         48,000.00          47,874.12     CO                      10.9    FULL          AA                   240,000.00     NA                     47,910.90    NO PPP
412447241      1,958.98       1,958.98           8/1/2007        255,550.00         255,397.05     CO                       9.1    LITE          AAA                  269,000.00     NA                    255,419.10    NO PPP
412446921      1,336.13       1,336.13           7/1/2007        189,600.00         189,129.73     P                      8.125    LITE          AA                   238,000.00     237,000.00            189,239.74    NO PPP
412446701      1,731.49       1,731.49           7/1/2007        255,200.00         254,561.61     P                      7.775    LITE          AAA                  320,000.00     319,000.00            254,724.31    NO PPP
412446899      1,413.69       1,413.69           7/1/2007        198,000.00         197,803.60     P                       8.44    LITE          AA                   264,000.00     264,000.00            197,848.07    CA STYLE
412447569      1,219.47       1,219.47           7/1/2007        119,000.00         118,714.74     RT                     11.95    LITE          AAA                  595,000.00     NA                    118,788.18    NO PPP
412447454      1,261.07       1,261.07           7/1/2007        200,000.00         199,475.74     CO                     7.125    STATED        AAA                  250,000.00     NA                    199,627.75    CA STYLE
412447305      1,434.68       1,434.68           7/1/2007        140,000.00         139,707.78     P                      11.95    LITE          AAA                  700,000.00     700,000.00            139,793.35    NO PPP
412447147         344.2          344.2           8/1/2007         36,000.00          35,538.02     P                      11.05    LITE          AAA                  190,000.00     180,000.00             35,554.82    NO PPP
412446959        167.39         167.39           7/1/2007         19,400.00          19,335.75     P                        9.8    LITE          AA                   100,000.00      97,000.00             19,354.48    NO PPP
412446666      2,287.35       2,287.35           7/1/2007        327,200.00         326,540.15     P                       8.05    LITE          AAA                  417,900.00     409,000.00            326,731.84    NO PPP
412447398        469.05         469.05           7/1/2007         45,600.00          45,505.86     P                         12    LITE          AAA                  228,000.00     228,000.00             45,533.43    NO PPP
412452121        142.24         142.24           8/1/2007         16,485.00          16,422.34     P                        9.8    LITE          AAA                   82,500.00      82,425.00             16,430.40    NO PPP
412447634        151.86         151.86           7/1/2007         17,600.00          17,541.69     P                        9.8    LITE          AAA                   95,000.00      88,000.00             17,558.69    NO PPP
412447244      1,171.36       1,171.36           7/1/2007        123,000.00         122,637.65     P                         11    LITE          AAA                  615,000.00     615,000.00            122,730.73    CA STYLE
412452077        221.75         221.75           8/1/2007         25,700.00          25,065.80     P                        9.8    LITE          AAA                  150,000.00     128,500.00             25,082.71    NO PPP
412447308        151.86         151.86           7/1/2007         17,600.00          17,541.69     P                        9.8    LITE          AAA                   94,000.00      88,000.00             17,558.69    NO PPP
412446883      4,506.67       4,506.67           7/1/2007        648,850.00         647,323.49     P                       7.99    LITE          AA                   690,000.00     683,000.00            647,712.75    NO PPP
412446794      2,261.67       2,261.67           7/1/2007        368,000.00         367,999.99     RT                     7.375    FULL          AAA                  509,200.00     NA                    368,000.00    CA STYLE
412446287      2,384.51       2,384.51           8/1/2007        420,000.00         418,189.51     P                       6.25    FULL          AA                   545,000.00     525,000.00            418,394.88    CA STYLE
412446872        179.47         179.47           7/1/2007         20,800.00          20,710.68     P                        9.8    LITE          AAA                  104,000.00     104,000.00             20,731.10    NO PPP
412447212      1,300.50       1,300.49           7/1/2007        216,000.00         215,998.18     P                      7.225    STATED        AA                   270,000.00     270,000.00            215,998.18    NO PPP
412447860        330.39         330.39           7/1/2007         32,000.00          31,934.65     P                      12.05    FULL          A+                   160,000.00     160,000.00             31,953.79    NO PPP
412447864        868.47         868.47           7/1/2007        128,000.00         127,884.29     P                       7.99    FULL          A+                   160,000.00     160,000.00            127,917.90    NO PPP
412452349      1,673.07       1,673.07           7/1/2007        307,000.00         306,473.03     CO                      6.25    LITE          AA                   545,000.00     NA                    306,625.55    CA STYLE
412447912      3,563.98       3,563.98           7/1/2007        500,000.00         499,617.07     P                      8.425    STATED        AAA                  710,000.00     625,000.00            499,728.40    NO PPP
412450543        597.82         597.82           8/1/2007         97,093.00          96,437.95     P                       6.25    LITE          --                   123,500.00     121,367.00             96,532.99    NO PPP
412452991        867.18         867.18           7/1/2007        139,000.00         138,084.31     P                      6.375    FULL          --                   139,000.00     139,000.00            138,349.41    NO PPP
412449684      1,430.00       1,430.00           7/1/2007        264,000.00         264,000.00     CO                       6.5    NINA          --                   330,000.00     NA                    264,000.00    NO PPP
412449735        269.65         269.65           7/1/2007         30,000.00          29,325.74     CO                         7    FULL          --                   680,000.00     NA                     29,521.19    NO PPP
412447485        662.19         662.19           7/1/2007        100,800.00         100,196.88     P                      6.875    RED           ALTA                 155,000.00     126,000.00            100,371.67    CA STYLE
412447487        216.51         216.51           7/1/2007         25,200.00          25,115.64     P                       9.75    STATED        ALTA                 132,000.00     126,000.00             25,140.23    NO PPP
412447587      1,160.59       1,160.59           7/1/2007        162,000.00         161,183.95     CO                      7.75    STATED        ALTA                 180,000.00     NA                    161,420.87    NO PPP
412447596      3,177.09       3,177.08           7/1/2007        610,000.00         610,000.00     RT                      6.25    FULL          ALTA                 725,000.00     NA                    609,999.99    NO PPP
412447630      2,131.25       2,131.25           7/1/2007        372,000.00         371,985.01     CO                     6.875    NINA          ALTA                 480,000.00     NA                    371,985.00    NO PPP
412447694        642.14         642.14           7/1/2007        101,592.00         100,938.50     P                        6.5    STATED        ALTA                 126,990.00     126,990.00            101,127.74    CA STYLE
412447695        218.21         218.21           7/1/2007         25,398.00          25,313.00     P                       9.75    STATED        ALTA                 127,000.00     126,990.00             25,337.78    NO PPP
412447722        445.64         445.64           7/1/2007         45,000.00          44,880.75     P                       11.5    FULL          ALTA                 235,000.00     225,000.00             44,911.37    NO PPP
412447723      1,182.48       1,182.48           7/1/2007        180,000.00         178,923.01     P                      6.875    FULL          ALTA                 235,000.00     225,000.00            179,235.13    NO PPP
412447755      1,150.00       1,150.00           7/1/2007        220,800.00         220,800.00     RT                      6.25    STATED        ALTA                 276,000.00     NA                    220,800.00    CA STYLE
412447756        573.12         573.12           7/1/2007         55,200.00          55,089.09     RT                    12.125    STATED        ALTA                 276,000.00     NA                     55,121.58    NO PPP
412447763      1,049.84       1,049.84           7/1/2007        105,000.00         104,764.68     P                     11.625    STATED        ALTA                 600,000.00     525,000.00            104,833.54    NO PPP
412447764      2,362.50       2,362.50           7/1/2007        420,000.00         420,000.00     P                       6.75    STATED        ALTA                 600,000.00     525,000.00            420,000.00    NO PPP
412447837      2,304.00       2,304.00           7/1/2007        409,600.00         409,599.19     CO                      6.75    STATED        ALTA                 512,000.00     NA                    409,599.20    CA STYLE
412447846        420.99         420.99           7/1/2007         49,000.00          48,835.94     P                       9.75    FULL          ALTA                 245,000.00     245,000.00             48,883.75    NO PPP
412447889      2,417.50       2,417.50           7/1/2007        368,000.00         365,798.28     CO                     6.875    STATED        ALTA                 410,000.00     NA                    366,436.35    CA STYLE
412452359        382.49         382.49           7/1/2007         36,500.00          36,431.11     P                      12.25    FULL          ALTA                 193,000.00     182,500.00             36,451.97    NO PPP
412452360        922.82         922.82           7/1/2007        146,000.00         143,448.00     P                        6.5    FULL          ALTA                 193,000.00     182,500.00            143,737.27               1%
412447909        723.04         723.04           7/1/2007        114,392.00         113,656.20     P                        6.5    RED           ALTA                 143,000.00     142,990.00            113,869.27    CA STYLE
412447910        245.71         245.71           7/1/2007         28,598.00          28,502.23     P                       9.75    STATED        ALTA                 143,000.00     142,990.00             28,530.15    NO PPP
412447932      3,177.09       3,177.09           7/1/2007        500,000.00         499,999.98     CO                     7.625    NINA          ALTA                 635,000.00     NA                    499,999.99    NO PPP
412450566        958.28         958.28           8/1/2007        151,610.00         150,634.86     P                        6.5    STATED        --                   190,000.00     189,513.00            150,776.43    NO PPP
412445575        303.65         303.65           8/1/2007         38,598.00          37,936.28     P                       8.75    FULL          --                   207,000.00     192,990.00             37,963.12    NO PPP
412452056      1,604.17       1,604.17           8/1/2007        280,000.00         280,000.00     CO                     6.875    STATED        ALTA                 345,000.00     NA                    280,000.00    CA STYLE
412447845      1,861.98       1,861.98           8/1/2007        325,000.00         325,000.00     CO                     6.875    NINA          ALTA                 515,000.00     NA                    325,000.00    CA STYLE
412445568      1,001.38       1,001.38           8/1/2007        154,392.00         152,718.87     P                       6.75    FULL          --                   207,000.00     192,990.00            152,860.41    NO PPP
412447871        718.74         718.74           7/1/2007         74,000.00          73,804.40     P                      11.25    STATED        ALTA                 370,000.00     370,000.00             73,857.30    NO PPP
412447873      1,541.67       1,541.28           7/1/2007        296,000.00         295,802.11     P                       6.25    STATED        ALTA                 370,000.00     370,000.00            295,802.12    CA STYLE
412452392        536.28         536.28           7/1/2007         90,320.00          90,319.99     P                      7.125    FULL          ALTA                 113,000.00     112,900.00             90,320.00    CA STYLE
412452393           194            194           7/1/2007         22,580.00          22,504.42     P                       9.75    FULL          ALTA                 113,000.00     112,900.00             22,526.45    NO PPP
412452376        237.13         237.13           7/1/2007         27,600.00          27,507.62     P                       9.75    STATED        ALTA                 140,000.00     138,000.00             27,534.55    NO PPP
412452378        706.91         706.91           7/1/2007        110,400.00         109,706.73     P                      6.625    STATED        ALTA                 140,000.00     138,000.00            109,907.54    CA STYLE
412447601      3,238.34       3,238.34           8/1/2007        536,000.00         535,999.98     P                       7.25    NINA          ALTA                 670,000.00     670,000.00            535,999.99    NO PPP
412447602      1,404.19       1,404.19           7/1/2007        134,000.00         133,738.17     P                      12.25    STATED        ALTA                 670,000.00     670,000.00            133,814.89    NO PPP
412450567        298.18         298.18           8/1/2007         37,902.00          37,745.95     P                       8.75    STATED        --                   190,000.00     189,513.00             37,768.73    NO PPP
412447819      1,120.05       1,120.05           8/1/2007        104,000.00         103,753.37     P                     12.625    STATED        ALTA                 520,000.00     520,000.00            103,781.55    NO PPP
412447791      2,383.34       2,383.34           8/1/2007        416,000.00         415,999.96     P                      6.875    STATED        ALTA                 520,000.00     520,000.00            415,999.96    CA STYLE
412449729        214.92         214.92           7/1/2007         30,000.00          29,848.91     CO                      7.75    STATED        --                   448,000.00     NA                     29,892.78    NO PPP
412447960        804.85         804.85           8/1/2007        151,500.00         151,499.98     CO                     6.375    NINA          ALTA                 900,000.00     NA                    151,499.99    CA STYLE
412452382      1,896.21       1,896.21           7/1/2007        300,000.00         298,070.40     P                        6.5    NINA          ALTA                 375,000.00     375,000.00            298,629.18    CA STYLE
412452384        721.34         721.34           7/1/2007         75,000.00          74,812.65     P                     11.125    STATED        ALTA                 375,000.00     375,000.00             74,867.42    NO PPP
412447749        395.22         395.22           7/1/2007         46,000.00          45,868.54     P                       9.75    STATED        ALTA                 250,000.00     230,000.00             45,913.07    NO PPP
412452310      1,208.75       1,208.75           7/1/2007        184,000.00         183,059.11     P                      6.875    RED           ALTA                 250,000.00     230,000.00            183,376.33    CA STYLE
412447533      6,126.39       6,126.39           7/1/2007        995,000.00         988,287.14     RT                      6.25    STATED        ALTA               1,400,000.00     NA                    990,230.07    NO PPP
412449282        821.09         821.09           7/1/2007        133,600.00         133,599.98     CO                     7.375    FULL          --                   167,000.00     NA                    133,599.99    CA STYLE
412452838      2,670.10       2,670.10           7/1/2007        417,000.00         414,381.57     RT                     6.625    FULL          --                   534,000.00     NA                    415,140.02    NO PPP
412449332      1,036.75       1,036.75           8/1/2007        138,000.00         137,462.84     P                       8.25    STATED        --                   700,000.00     689,990.00            137,553.91    NO PPP
412445574        226.01         226.01           8/1/2007         30,084.00          29,966.91     P                       8.25    FULL          --                   151,000.00     150,423.00             29,986.76    NO PPP
412445577        247.07         247.07           7/1/2007         24,477.00          24,431.51     P                      11.75    NINA          --                   168,000.00     163,186.00             24,446.97    NO PPP
412452914        596.25         596.19           7/1/2007        108,000.00         107,984.87     P                      6.625    STATED        --                   135,000.00     135,000.00            107,984.88    CA STYLE
412452950        997.95         997.95           7/1/2007        150,000.00         149,251.46     P                          7    LITE          --                   155,000.00     150,000.00            149,503.88    NO PPP
412447823      1,972.06       1,972.06           7/1/2007        312,000.00         310,284.56     P                        6.5    NINA          ALTA                 390,000.00     390,000.00            310,862.56    CA STYLE
412447824        809.84         809.84           7/1/2007         78,000.00          77,866.38     P                     12.125    STATED        ALTA                 390,000.00     390,000.00             77,911.82    NO PPP
412449537         642.6          642.6           8/1/2007         85,000.00          84,882.26     CO                       8.8    STATED        A-                   120,000.00     NA                     84,902.24    CA STYLE
412449542        860.94         860.94           8/1/2007        138,000.00         137,222.86     P                      6.375    LITE          --                   171,000.00     163,905.00            137,354.11    NO PPP
412446755         701.9          701.9           7/1/2007         82,400.00          82,076.26     CO                      9.65    LITE          B                    103,000.00     NA                     82,159.00    NO PPP
412446962      1,495.16       1,495.16           7/1/2007        207,200.00         206,011.17     P                      7.825    FULL          AA                   260,000.00     259,000.00            206,311.82    CA STYLE
412451879        814.39         814.39           7/1/2007         92,800.00          92,360.02     CO                        10    STATED        A-                   116,000.00     NA                     92,448.36    NO PPP
412447075      1,355.65       1,355.65           7/1/2007        170,000.00         169,221.47     CO                       8.9    LITE          AA                   248,000.00     NA                    169,420.44               1%
412446875      2,522.61       2,522.61           7/1/2007        384,000.00         381,366.76     RT                     6.875    NINA          AAA                  483,000.00     NA                    382,036.39    CA STYLE
412447119        518.05         518.05           8/1/2007         68,000.00          67,655.25     CO                       8.4    FULL          AAA                   85,000.00     NA                     67,699.40    CA STYLE
412447080        565.67         565.67           7/1/2007         79,920.00          79,446.83     P                      7.625    RED           AAA                  104,000.00      99,900.00             79,567.38    CA STYLE
412446989      1,080.00       1,080.00           7/1/2007        144,000.00         144,000.00     CO                         9    STATED        AA                   152,000.00     NA                    144,000.00    CA STYLE
412447107      2,840.11       2,840.11           7/1/2007        325,000.00         323,803.14     CO                      9.95    LITE          C                    500,000.00     NA                    324,109.81    NO PPP
412447124      2,821.77       2,821.77           7/1/2007        340,000.00         338,528.95     CO                      9.35    LITE          AA                   370,000.00     NA                    338,892.82    CA STYLE
412447032        813.97         813.97           7/1/2007        112,800.00         112,158.13     P                      7.825    FULL          AAA                  141,000.00     141,000.00            112,321.74    CA STYLE
412446442      1,264.26       1,264.26           7/1/2007        152,000.00         150,889.46     RT                     9.375    RED           AAA                  198,000.00     NA                    151,058.35    CA STYLE
412451998      1,249.99       1,249.99           7/1/2007        156,750.00         156,032.14     RT                       8.9    LITE          AA                   165,000.00     NA                    156,215.60               1%
412451917      1,163.58       1,163.58           8/1/2007        128,250.00         127,699.66     CO                      10.4    LITE          AA                   135,000.00     NA                    127,756.02    NO PPP
412447033        689.64         689.64           7/1/2007         78,850.00          78,560.21     CO                      9.96    LITE          AA                    83,000.00     NA                     78,634.46    NO PPP
412446639      1,001.11       1,001.11           7/1/2007        118,800.00         118,321.80     P                      9.525    STATED        AA                   132,000.00     132,000.00            118,444.20    CA STYLE
412447116      1,489.99       1,489.99           7/1/2007        210,000.00         208,747.46     CO                      7.65    LITE          AA                   282,000.00     NA                    209,062.89               2%
412447081        491.48         491.48           7/1/2007         50,800.00          50,655.29     CO                      11.2    LITE          A-                    63,500.00     NA                     50,692.17    NO PPP
412446552      2,210.00       2,210.00           7/1/2007        272,000.00         272,000.00     RT                      9.75    LITE          AA                   320,000.00     NA                    272,000.00    NO PPP
412446945      1,391.86       1,391.86           7/1/2007        147,250.00         145,590.91     RT                       9.7    RED           A+                   155,000.00     NA                    146,015.75    CA STYLE
412452041        806.26         806.26           7/1/2007        112,000.00         111,359.49     CO                       7.8    STATED        AA                   140,000.00     NA                    111,522.74    NO PPP
412446928      1,389.32       1,389.32           7/1/2007        188,000.00         186,982.39     P                      8.075    FULL          AA                   235,000.00     235,000.00            187,241.94    NO PPP
412446977      3,169.85       3,169.85           7/1/2007        398,400.00         396,566.26     P                      8.875    LITE          AAA                  565,000.00     498,000.00            397,034.88    NO PPP
412451878        499.02         499.02           7/1/2007         54,000.00          53,827.58     P                     10.625    LITE          AA                    60,000.00      60,000.00             53,871.83    CA STYLE
412447098      1,205.42       1,205.42           8/1/2007        125,000.00         121,464.48     RT                      8.15    LITE          AA                   133,000.00     NA                    121,842.39    CA STYLE
412446997        530.35         530.35           7/1/2007         56,700.00          56,524.73     P                     10.775    LITE          AA                    65,000.00      63,000.00             56,569.73               1%
412447092      1,280.13       1,280.13           7/1/2007        143,450.00         142,948.85     CO                      10.2    LITE          AA                   151,000.00     NA                    143,077.34    NO PPP
412451999      2,337.90       2,337.90           7/1/2007        294,500.00         293,137.52     CO                      8.85    LITE          A+                   310,000.00     NA                    293,485.69               5%
412447106      1,592.95       1,592.95           7/1/2007        180,000.00         179,357.71     CO                      10.1    LITE          AA                   200,000.00     NA                    179,522.34    CA STYLE
412451459      1,087.61       1,087.61           7/1/2007        150,000.00         149,154.91     CO                     7.875    LITE          AA                   200,000.00     NA                    149,370.35            54321
412451984        595.91         595.91           7/1/2007         66,500.00          66,202.35     P                      10.25    RED           AA                    70,000.00      70,000.00             66,262.44    CA STYLE
412446582      2,213.34       2,213.34           7/1/2007        240,000.00         239,129.63     CO                      10.6    LITE          A+                   306,000.00     NA                    239,329.04    CA STYLE
412447063        963.98         963.98           7/1/2007        106,250.00         105,894.17     CO                      10.4    LITE          A-                   125,000.00     NA                    105,985.44    NO PPP
412447145      1,051.45       1,051.45           7/1/2007        116,850.00         116,450.25     P                       10.3    RED           AA                   123,000.00     123,000.00            116,552.77    CA STYLE
412447070      1,202.67       1,202.67           7/1/2007        176,000.00         175,999.99     RT                       8.2    FULL          A+                   220,000.00     NA                    176,000.00    NO PPP
412446475      1,638.90       1,638.90           7/1/2007        208,800.00         207,809.06     CO                     8.725    RED           AAA                  261,000.00     NA                    208,062.21    CA STYLE
412452034      1,785.81       1,785.81           7/1/2007        240,108.00         240,107.96     P                      8.925    STATED        AA                   332,500.00     300,135.00            240,107.97    NO PPP
412447077        884.41         884.41           7/1/2007         90,000.00          89,756.75     P                       11.4    FULL          AA                   100,000.00     100,000.00             89,819.30    CA STYLE
412446940      1,545.44       1,545.44           7/1/2007        196,000.00         195,079.17     P                      8.775    LITE          AA                   265,000.00     245,000.00            195,314.43    CA STYLE
412446551      2,052.29       2,052.29           7/1/2007        274,400.00         274,399.96     P                      8.975    LITE          AAA                  343,000.00     343,000.00            274,399.97    NO PPP
412446902      1,587.67       1,587.67           7/1/2007        188,000.00         187,247.26     CO                      9.55    LITE          A-                   218,000.00     NA                    187,439.94    NO PPP
412451925        510.71         510.71           7/1/2007         54,000.00          53,833.51     RT                    10.913    LITE          AAA                   57,500.00     NA                     53,875.22    CA STYLE
412446866        695.07         695.07           7/1/2007        102,500.00         101,838.86     CO                      7.19    FULL          AAA                  130,000.00     NA                    102,007.12    NO PPP
412446782      1,308.01       1,308.01           8/1/2007        185,250.00         184,147.72     P                        7.6    FULL          AA                   225,000.00     195,000.00            184,288.57    CA STYLE
412446935        990.21         990.21           7/1/2007        117,000.00         116,432.55     P                      9.575    LITE          AA                   130,000.00     130,000.00            116,553.45    CA STYLE
412446623      1,680.76       1,680.76           7/1/2007        182,250.00         181,665.09     CO                      10.6    FULL          C                    243,000.00     NA                    181,815.20    NO PPP
412451946        531.96         531.96           7/1/2007         52,500.00          52,369.91     CO                      11.8    LITE          A+                    70,000.00     NA                     52,403.39               1%
412447071         740.8          740.8           7/1/2007         92,150.00          91,735.72     CO                      8.99    FULL          A+                    97,000.00     NA                     91,841.62    NO PPP
412447109        643.07         643.07           8/1/2007         70,300.00          69,771.17     P                       10.5    RED           AA                    75,000.00      74,000.00             69,803.46    CA STYLE
412446777        408.22         408.22           7/1/2007         37,700.00          37,613.34     P                       12.7    LITE          AA                   220,000.00     188,600.00             37,633.31    CA STYLE
412446545      1,537.15       1,537.15           7/1/2007        150,000.00         149,593.48     P                      11.95    LITE          AAA                  840,000.00     750,000.00            149,686.98    NO PPP
412447236      1,224.16       1,224.16           7/1/2007        115,540.00         115,289.09     P                       12.4    LITE          AA                   577,700.00     577,700.00            115,353.76    NO PPP
412446351        910.71         910.71           7/1/2007        106,000.00         105,438.73     CO                      9.75    LITE          AA                   150,000.00     NA                    105,545.47    NO PPP
412446570      2,342.76       2,342.76           7/1/2007        331,800.00         329,571.90     CO                       7.6    LITE          AA                   395,000.00     NA                    330,078.03    CA STYLE
412446455      4,556.44       4,556.44           7/1/2007        580,500.00         577,389.12     RT                     8.725    LITE          AA                   645,000.00     NA                    578,098.06    NO PPP
412446578      1,095.94       1,095.94           7/1/2007        116,000.00         115,605.23     P                       10.9    LITE          AA                   118,000.00     116,000.00            115,695.71               1%
412446288      2,890.34       2,890.31           7/1/2007        464,000.00         463,995.67     P                      7.475    LITE          AAA                  580,000.00     580,000.00            463,995.68    CA STYLE
412446417         857.1          857.1           7/1/2007        107,000.00         106,451.87     CO                      8.95    LITE          A+                   126,000.00     NA                    106,576.76    CA STYLE
412446379      1,446.67       1,446.67           7/1/2007        280,000.00         279,999.99     RT                       6.2    STATED        AAA                  295,000.00     NA                    280,000.00    CA STYLE
412446695        599.76         599.76           7/1/2007         65,700.00          65,455.31     P                     10.475    LITE          AA                    80,000.00      73,000.00             65,511.35    CA STYLE
412446670      1,181.69       1,181.69           8/1/2007        183,600.00         182,123.73     CO                     6.675    STATED        AA                   216,000.00     NA                    182,291.42    2 MO INT
412446867      1,969.30       1,969.30           8/1/2007        297,500.00         295,489.37     CO                      6.95    NINA          AA                   360,000.00     NA                    295,745.81    2 MO INT
412446180      2,832.38       2,831.32           7/1/2007        373,500.00         373,361.12     CO                       9.1    LITE          AA                   415,000.00     NA                    373,361.12    NO PPP
412446813      1,531.74       1,531.74           7/1/2007        192,950.00         191,942.03     CO                      8.85    LITE          AA                   227,000.00     NA                    192,171.82    NO PPP
412446756        636.29         636.29           7/1/2007         76,500.00          76,141.22     P                      9.375    LITE          AA                    85,000.00      85,000.00             76,223.13    NO PPP
412446920        631.68         631.68           7/1/2007         70,200.00          69,959.84     P                       10.3    RED           AA                    78,000.00      78,000.00             70,021.43               1%
412451311        697.04         695.35           8/1/2007        119,920.00         119,522.57     P                      6.975    STATED        AA                   151,000.00     149,900.00            119,523.19    CA STYLE
412446233      2,645.50       2,645.50           7/1/2007        407,000.00         407,000.00     CO                       7.8    LITE          AA                   430,000.00     NA                    407,000.00    3 MO INT
412451318      3,989.69       3,989.68           7/1/2007        556,700.00         556,699.97     CO                       8.6    LITE          AA                   586,000.00     NA                    556,699.96    CA STYLE
412451470        705.73         705.73           7/1/2007         93,500.00          92,953.88     RT                       8.3    LITE          AAA                  126,000.00     NA                     93,078.19               1%
412451296      1,910.45       1,910.45           7/1/2007        276,250.00         275,422.70     CO                      7.95    FULL          B                    325,000.00     NA                    275,592.56    CA STYLE
412446451        670.17         670.17           7/1/2007         79,700.00          79,335.72     P                        9.5    LITE          AA                    83,895.00      83,895.00             79,418.92               1%
412446201      2,866.88       2,866.88           7/1/2007        495,000.00         494,999.99     CO                      6.95    FULL          AA                   550,000.00     NA                    495,000.00    CA STYLE
412451286         856.9          853.1           7/1/2007        180,400.00         179,555.45     RT                       5.7    FULL          AAA                  205,000.00     NA                    179,555.87    CA STYLE
412446316        825.53         825.53           7/1/2007         90,990.00          90,605.76     P                       10.4    RED           AA                   101,100.00     101,100.00             90,685.28    CA STYLE
412446226        826.64         826.64           7/1/2007         90,000.00          89,469.64     CO                     10.55    LITE          B                    120,000.00     NA                     89,548.70    CA STYLE
412446503        421.32         421.32           7/1/2007         61,000.00          60,571.75     CO                     7.375    FULL          AAA                  120,000.00     NA                     60,668.97    CA STYLE
412446692      2,707.84       2,707.84           7/1/2007        398,700.00         398,699.99     CO                      8.15    FULL          AA                   443,000.00     NA                    398,700.00    NO PPP
412451289        494.26         494.26           7/1/2007         59,424.00          59,110.35     P                      9.375    LITE          AA                    74,280.00      74,280.00             59,174.52               2%
412451555      1,571.70       1,571.70           7/1/2007        193,600.00         192,639.13     CO                       9.1    LITE          B                    242,000.00     NA                    192,858.34    NO PPP
412446302      2,431.42       2,431.42           7/1/2007        316,000.00         315,296.63     P                      8.975    LITE          AAA                  396,000.00     395,000.00            315,441.53    NO PPP
412446317      3,461.50       3,461.50           7/1/2007        572,000.00         569,619.31     RT                     6.775    RED           AA                   715,000.00     NA                    570,106.23    CA STYLE
412451431        457.11         457.11           7/1/2007         60,000.00          59,588.66     CO                       8.4    FULL          B                     75,000.00     NA                     59,667.81    CA STYLE
412446295      2,989.18       2,989.18           8/1/2007        399,000.00         398,999.11     CO                      8.99    LITE          AA                   420,000.00     NA                    398,999.12    CA STYLE
412446259        416.74         416.74           7/1/2007         50,000.00          49,897.28     CO                       9.8    FULL          A+                    59,000.00     NA                     49,915.55    NO PPP
412446577        407.23         407.23           7/1/2007         52,000.00          51,508.77     CO                       8.7    LITE          C                     80,000.00     NA                     51,575.62    CA STYLE
412446457        505.99         505.99           7/1/2007         56,000.00          55,622.97     RT                     10.35    LITE          B                     80,000.00     NA                     55,674.78               1%
412446362      1,012.07       1,012.07           7/1/2007        139,500.00         139,132.88     CO                       8.4    STATED        AA                   155,000.00     NA                    139,208.37    NO PPP
412451554        917.02         917.02           7/1/2007        115,515.00         114,864.32     P                       8.85    RED           AA                   138,000.00     135,900.00            115,002.58               1%
412445763      2,342.82       2,342.72           7/1/2007        367,500.00         367,484.95     CO                      7.65    STATED        AA                   525,000.00     NA                    367,484.96    CA STYLE
412446304        563.13         563.13           8/1/2007         70,300.00          69,898.56     P                       8.95    LITE          AA                    74,000.00      74,000.00             69,940.05               1%
412446378      1,298.42       1,298.42           7/1/2007        160,650.00         159,751.40     CO                      9.05    LITE          A+                   189,000.00     NA                    159,936.56    NO PPP
412451498      2,379.43       2,379.43           7/1/2007        270,000.00         268,900.05     CO                     10.05    FULL          C                    360,000.00     NA                    269,151.67    NO PPP
412446587        727.35         727.35           7/1/2007         89,000.00          88,565.04     CO                     9.175    NINA          AAA                  150,000.00     NA                     88,664.29    NO PPP
412446326        935.37         935.37           7/1/2007        100,000.00          99,609.96     CO                    10.775    LITE          A+                   125,000.00     NA                     99,690.78    NO PPP
412446717        849.14         849.14           7/1/2007        112,500.00         111,842.00     CO                       8.3    FULL          AA                   125,000.00     NA                    111,991.58    CA STYLE
412446648        867.15         867.15           8/1/2007        112,000.00         111,381.18     P                      8.575    FULL          AAA                  151,000.00     140,000.00            111,451.91    CA STYLE
412446521      2,177.28       2,177.28           7/1/2007        327,000.00         326,999.97     CO                      7.99    STATED        AA                   345,000.00     NA                    326,999.98    CA STYLE
412446515      3,125.50       3,124.40           7/1/2007        456,000.00         455,839.40     P                      8.225    FULL          AA                   570,000.00     570,000.00            455,839.40    CA STYLE
412446280      4,284.28       4,284.28           7/1/2007        617,500.00         615,020.78     CO                      7.98    LITE          A+                   650,000.00     NA                    615,405.72    NO PPP
412446306      2,301.68       2,301.68           7/1/2007        267,900.00         266,603.38     P                       9.75    FULL          AA                   285,000.00     282,000.00            266,871.17    NO PPP
412446305      2,644.48       2,644.48           7/1/2007        307,800.00         306,310.31     P                       9.75    FULL          AA                   324,000.00     324,000.00            306,617.97    NO PPP
412446531        641.98         641.98           7/1/2007         63,000.00          62,826.35     P                     11.875    LITE          AA                    70,000.00      70,000.00             62,866.28    CA STYLE
412446385        445.83         445.83           7/1/2007         62,100.00          61,931.78     CO                       8.3    LITE          AA                    69,000.00     NA                     61,966.36    CA STYLE
412451119        823.95         823.95           7/1/2007         85,500.00          85,192.23     CO                     11.15    STATED        AA                    95,000.00     NA                     85,256.08               1%
412451786      4,005.10       4,005.10           7/1/2007        535,500.00         535,499.93     CO                     8.975    LITE          AA                   595,000.00     NA                    535,499.94    NO PPP
412451421        645.37         645.37           7/1/2007         67,500.00          67,251.81     CO                     11.05    STATED        B                     90,000.00     NA                     67,303.28    NO PPP
412446500         408.6          408.6           7/1/2007         42,400.00          42,263.24     CO                     11.15    LITE          AA                   212,000.00     NA                     42,294.61    NO PPP
412446660        456.95         456.95           7/1/2007         46,500.00          46,357.88     CO                      11.4    FULL          AAA                  310,000.00     NA                     46,390.51    NO PPP
412446511        216.83         216.83           7/1/2007         22,500.00          22,427.43     CO                     11.15    FULL          AAA                  150,000.00     NA                     22,444.08    NO PPP
412446087        824.59         824.59           7/1/2007         87,980.00          87,599.42     P                       10.8    LITE          AAA                  440,000.00     439,900.00             87,670.84    NO PPP
412446095        559.91         559.91           8/1/2007         59,740.00          59,445.79     P                       10.8    LITE          AAA                  300,000.00     298,700.00             59,470.47    NO PPP
412446195        243.76         243.76           8/1/2007         25,800.00          25,699.44     CO                      10.9    FULL          AAA                  185,000.00     NA                     25,709.67    CA STYLE
412446130        786.16         786.16           7/1/2007         75,300.00          75,061.40     P                       12.2    LITE          AA                   377,000.00     376,723.00             75,106.78    CA STYLE
412446327        324.29         324.29           7/1/2007         34,600.00          34,445.53     P                       10.8    FULL          AAA                  235,000.00     230,990.00             34,473.71    CA STYLE
412446439        240.12         240.12           7/1/2007         26,250.00          26,141.47     CO                      10.5    FULL          AAA                  175,000.00     NA                     26,163.94    CA STYLE
412446239        400.21         400.21           8/1/2007         42,700.00          42,516.90     P                       10.8    LITE          AAA                  213,500.00     213,500.00             42,534.30    CA STYLE
412446132        396.93         396.93           7/1/2007         46,200.00          45,404.18     CO                      9.75    FULL          AAA                  231,000.00     NA                     45,459.55    NO PPP
412446710        155.31         155.31           7/1/2007         18,000.00          17,922.71     P                        9.8    FULL          AAA                   99,000.00      90,000.00             17,940.38    NO PPP
412446264        222.07         222.07           7/1/2007         22,000.00          21,925.74     CO                     11.75    LITE          AA                   110,000.00     NA                     21,940.29    CA STYLE
412446373        490.74         490.74           7/1/2007         54,384.00          54,126.68     P                     10.334    FULL          AAA                  363,000.00     362,560.00             54,175.29    NO PPP
412446856        929.02         929.02           7/1/2007         89,980.00          89,741.33     P                      12.05    LITE          AAA                  455,000.00     449,900.00             89,796.24               2%
412446725        210.54         210.54           7/1/2007         24,400.00          24,295.15     P                        9.8    LITE          AAA                  123,000.00     122,000.00             24,319.12    NO PPP
412451609        276.22         276.22           7/1/2007         28,000.00          27,915.36     P                      11.45    FULL          AA                   140,000.00     140,000.00             27,934.80    CA STYLE
412446568        249.49         249.49           7/1/2007         25,000.00          24,913.85     CO                      11.6    FULL          AA                   125,000.00     NA                     24,930.91    NO PPP
412446301        806.53         806.53           7/1/2007         79,000.00          78,758.29     P                       11.9    LITE          AAA                  396,000.00     395,000.00             78,808.56    NO PPP
412446507        304.83         304.83           7/1/2007         30,900.00          30,806.56     CO                     11.45    FULL          AAA                  206,000.00     NA                     30,828.02    NO PPP
412446529         255.1          255.1           7/1/2007         27,217.50          27,122.86     P                       10.8    FULL          AAA                  185,000.00     181,450.00             27,144.56    2 MO INT
412446374      1,498.50       1,498.50           7/1/2007        143,000.00         142,594.65     CO                     12.25    RED           AA                   715,000.00     NA                    142,679.05    NO PPP
412446456      1,345.14       1,345.14           7/1/2007        129,800.00         129,419.84     P                       12.1    LITE          AA                   649,000.00     649,000.00            129,498.95    CA STYLE
412446436        441.69         441.69           8/1/2007         47,700.00          47,499.41     P                      10.65    FULL          AAA                  477,000.00     477,000.00             47,519.37    NO PPP
412446296        771.39         771.39           7/1/2007         81,000.00          80,695.05     CO                        11    LITE          AA                   405,000.00     NA                     80,757.56    CA STYLE
412446011        959.89         959.89           7/1/2007        100,000.00          99,636.22     P                       11.1    LITE          AAA                  515,000.00     500,000.00             99,711.68    CA STYLE
412446526      1,076.75       1,076.75           7/1/2007        110,000.00         109,660.37     CO                     11.35    LITE          AA                   550,000.00     NA                    109,738.35    NO PPP
412451748      1,101.89       1,101.89           7/1/2007        104,000.00         103,744.61     CO                      12.4    LITE          AA                   520,000.00     NA                    103,803.42    CA STYLE
412446879           237            237           7/1/2007         21,500.00          21,453.21     P                      12.95    LITE          AA                   132,000.00     107,500.00             21,464.00    NO PPP
412446466        216.44         216.44           7/1/2007         23,000.00          22,652.97     CO                     10.85    FULL          AAA                  115,000.00     NA                     22,675.90    CA STYLE
412446651        362.82         362.82           8/1/2007         38,250.00          38,121.09     P                      10.95    FULL          AAA                  255,000.00     255,000.00             38,135.92    NO PPP
412452661      1,929.60       1,929.60           7/1/2007        335,200.00         333,009.31     P                      5.625    FULL          --                   430,000.00     419,000.00            333,741.40    NO PPP
412449281        588.21         588.21           7/1/2007         71,500.00          71,234.47     P                       9.25    LITE          --                    77,000.00      71,500.00             71,311.80    NO PPP
412449289          81.5           81.5           7/1/2007         10,600.00          10,554.12     CO                       8.5    FULL          --                   143,000.00     NA                     10,567.46    NO PPP
412449510        674.13         674.13           7/1/2007        108,480.00         108,228.38     P                          7    RED           --                   149,000.00     135,600.00            108,313.23    NO PPP
412452805      1,457.01       1,457.01           7/1/2007        219,000.00         217,907.11     CO                         7    FULL          --                   290,000.00     NA                    218,275.65    NO PPP
412449492           940            940           7/1/2007        192,000.00         192,000.00     RT                     5.875    STATED        AAA                  240,000.00     NA                    192,000.00    CA STYLE
412449493        355.56         355.56           7/1/2007         48,000.00          47,807.42     RT                       8.1    STATED        AAA                  240,000.00     NA                     47,872.48    NO PPP
412449726      2,722.37       2,722.37           7/1/2007        380,000.00         377,921.89     CO                      7.75    STATED        --                   475,000.00     NA                    378,479.73    NO PPP
412447356      1,738.13       1,738.13           8/1/2007        309,000.00         309,000.00     CO                      6.75    NINA          ALTA                 412,000.00     NA                    309,000.00    CA STYLE
412447599        781.34         781.34           7/1/2007        130,320.00         129,474.95     P                          6    STATED        ALTA                 163,000.00     162,900.00            129,740.88    CA STYLE
412447600        279.92         279.92           7/1/2007         32,580.00          32,425.16     P                       9.75    STATED        ALTA                 163,000.00     162,900.00             32,457.69    NO PPP
412447703        546.11         546.11           8/1/2007         86,400.00          85,924.94     P                        6.5    FULL          ALTA                 115,000.00     108,000.00             86,005.19    CA STYLE
412447704        185.58         185.58           8/1/2007         21,600.00          21,538.28     P                       9.75    FULL          ALTA                 115,000.00     108,000.00             21,548.78    NO PPP
412447318      2,023.35       2,023.35           7/1/2007        308,000.00         306,157.20     CO                     6.875    STATED        ALTA                 385,000.00     NA                    306,691.25    CA STYLE
412449106        903.23         903.23           8/1/2007        142,900.00         142,114.29     P                        6.5    FULL          --                   150,000.00     142,900.00            142,247.02    NO PPP
412449331      1,086.85       1,086.85           7/1/2007        136,600.00         136,131.91     CO                     8.875    STATED        --                   683,000.00     NA                    136,290.23    NO PPP
412452840      3,177.08       3,177.08           7/1/2007        500,000.00         500,000.01     CO                     7.625    FULL          --                   630,000.00     NA                    500,000.00    NO PPP
412452841        456.79         456.79           8/1/2007         63,000.00          62,735.59     CO                     7.875    FULL          --                   630,000.00     NA                     62,780.38    NO PPP
412449345        601.88         601.88           7/1/2007        107,000.00         106,999.99     CO                      6.75    NINA          --                   465,000.00     NA                    107,000.00    NO PPP
412449538        152.26         152.26           8/1/2007         21,000.00          20,911.88     P                      7.875    FULL          --                   230,000.00     230,000.00             20,926.81    NO PPP
412447751        851.66         851.66           7/1/2007         86,000.00          85,801.93     RT                      11.5    STATED        ALTA                 575,000.00     NA                     85,859.88    NO PPP
412447752      2,491.67       2,491.67           7/1/2007        460,000.00         459,999.99     RT                       6.5    STATED        ALTA                 575,000.00     NA                    460,000.00    CA STYLE
412448146      1,828.75       1,828.75           7/1/2007        313,500.00         313,289.20     RT                         7    FULL          ALTA                 330,000.00     NA                    313,289.20               1%
412447956      1,439.19       1,439.19           7/1/2007        216,320.00         215,240.43     RT                         7    STATED        ALTA                 270,400.00     NA                    215,604.48    NO PPP
412448055         822.9          822.9           7/1/2007         80,000.00          79,859.12     P                         12    STATED        ALTA                 425,000.00     400,000.00             79,907.02    NO PPP
412448056      1,700.00       1,700.00           7/1/2007        320,000.00         320,000.00     P                      6.375    STATED        ALTA                 425,000.00     400,000.00            320,000.00    CA STYLE
412447957        469.61         469.61           7/1/2007         54,080.00          53,929.47     RT                     9.875    STATED        ALTA                 270,400.00     NA                     53,980.47    NO PPP
412447888      2,437.50       2,437.50           7/1/2007        450,000.00         450,000.00     CO                       6.5    NINA          ALTA                 660,000.00     NA                    450,000.00    NO PPP
412449728      2,993.86       2,993.86           7/1/2007        450,000.00         447,754.31     CO                         7    FULL          --                 3,000,000.00     NA                    448,511.60    NO PPP
412445500        629.42         629.41           7/1/2007        116,200.00         116,192.74     P                        6.5    FULL          --                   166,000.00     145,300.00            116,192.75    NO PPP
412445518        851.79         851.79           7/1/2007        131,328.00         130,639.96     P                       6.75    RED           --                   167,000.00     164,161.00            130,871.88    NO PPP
412449065        796.78         796.78           8/1/2007        141,650.00         141,649.86     P                       6.75    LITE          --                   178,000.00     177,071.00            141,649.86    NO PPP
412449382        669.17         669.17           7/1/2007        116,800.00         116,799.99     P                      6.875    STATED        --                   150,000.00     146,000.00            116,800.00    CA STYLE
412449383        224.52         224.52           7/1/2007         29,200.00          29,091.97     P                        8.5    STATED        --                   150,000.00     146,000.00             29,128.49    NO PPP
412449447      3,806.25       3,805.79           7/1/2007        630,000.00         629,923.88     P                       7.25    STATED        --                   700,000.00     700,000.00            629,923.88    NO PPP
412447851      1,593.75       1,593.46           7/1/2007        300,000.00         299,946.20     CO                     6.375    NINA          ALTA                 540,000.00     NA                    299,946.19    CA STYLE
412447597        211.25         211.25           7/1/2007         25,678.00          25,595.96     P                       9.25    FULL          ALTA                 133,000.00     128,390.00             25,623.54    NO PPP
412452836      3,330.00       3,330.00           7/1/2007        592,000.00         592,000.00     P                       6.75    STATED        --                   750,000.00     740,000.00            592,000.00    NO PPP
412449343        585.99         585.99           7/1/2007         78,000.00          77,696.38     RT                      8.25    FULL          --                   810,000.00     NA                     77,798.98    NO PPP
412449397        255.38         255.38           8/1/2007         33,600.00          33,472.51     P                      8.375    FULL          --                   168,000.00     168,000.00             33,494.13    NO PPP
412449708        244.28         244.28           7/1/2007         32,900.00          32,768.67     CO                     8.125    STATED        --                   245,000.00     NA                     32,813.04    NO PPP
412449721      3,286.67       3,286.58           7/1/2007        544,000.00         543,984.99     P                       7.25    STATED        --                   695,000.00     680,000.00            543,985.00    NO PPP
412449722        795.64         795.64           7/1/2007        100,000.00          99,657.38     P                      8.875    STATED        --                   695,000.00     680,000.00             99,773.27    NO PPP
412445587      1,118.18       1,118.18           8/1/2007        172,400.00         171,496.81     P                       6.75    NINA          --                   220,000.00     215,531.00            171,649.46    NO PPP
412449370        941.78         941.78           7/1/2007        149,000.00         147,898.89     CO                       6.5    FULL          --                   187,000.00     NA                    148,177.94    NO PPP
412449381        622.83         622.83           7/1/2007         85,900.00          85,539.47     P                      7.875    FULL          --                   430,000.00     429,500.00             85,661.22    NO PPP
412449388        166.33         166.33           8/1/2007         25,000.00          24,764.08     P                          7    FULL          --                   235,000.00     235,000.00             24,785.83    NO PPP
412449602        543.01         543.01           8/1/2007         79,600.00          79,157.38     CO                      7.25    FULL          --                    99,500.00     NA                     79,221.76    NO PPP
412449605        241.71         241.71           8/1/2007         19,900.00          19,360.66     CO                    14.375    FULL          --                    99,500.00     NA                     19,370.33    NO PPP
412449618        635.91         635.91           7/1/2007         73,000.00          71,107.27     P                        6.5    LITE          --                    78,000.00      78,000.00             71,604.72    NO PPP
412449643      1,014.08       1,014.08           7/1/2007        115,500.00         113,157.94     CO                     6.625    FULL          --                   185,000.00     NA                    113,930.25    NO PPP
412449772      1,932.14       1,932.14           7/1/2007        301,750.00         300,130.41     CO                     6.625    FULL          --                   355,000.00     NA                    300,676.23    NO PPP
412445579        183.31         183.31           7/1/2007         23,840.00          23,751.79     P                        8.5    FULL          --                   160,000.00     158,936.00             23,781.61    NO PPP
412445590        289.24         289.24           7/1/2007         36,766.00          36,636.74     P                       8.75    STATED        --                   210,000.00     183,834.00             36,680.46    NO PPP
412449104      1,208.54       1,208.54           7/1/2007        188,742.00         187,723.18     P                      6.625    FULL          --                   189,000.00     188,742.00            188,064.65    NO PPP
412449263      1,065.63       1,065.59           7/1/2007        165,000.00         164,989.21     P                       7.75    STATED        --                   186,000.00     165,000.00            164,989.22    NO PPP
412449286        487.16         487.16           8/1/2007         68,000.00          67,707.35     CO                      7.75    STATED        --                    85,000.00     NA                     67,756.91    NO PPP
412449301        563.65         563.65           7/1/2007         89,175.00          88,684.68     P                        6.5    FULL          --                   128,000.00     118,900.00             88,849.89    NO PPP
412449304        233.85         233.85           7/1/2007         29,725.00          29,620.47     P                       8.75    FULL          --                   128,000.00     118,900.00             29,655.82    NO PPP
412452873        425.93         425.93           7/1/2007         65,950.00          65,949.99     P                       7.75    STATED        --                    86,600.00      82,460.00             65,950.00    NO PPP
412449399      2,049.57       2,049.57           7/1/2007        316,000.00         314,344.45     P                       6.75    NINA          --                   395,000.00     395,000.00            314,902.50    NO PPP
412447464      2,443.75       2,443.75           7/1/2007        460,000.00         460,000.00     P                      6.375    NINA          ALTA                 575,000.00     575,000.00            460,000.00    CA STYLE
412447466      1,205.09       1,205.09           7/1/2007        115,000.00         114,808.38     P                      12.25    STATED        ALTA                 575,000.00     575,000.00            114,873.56    NO PPP
412447882      1,121.90       1,118.43           8/1/2007        176,560.00         176,014.89     P                      7.625    NINA          ALTA                 225,000.00     220,700.00            176,014.89    NO PPP
412447883        441.33         441.33           8/1/2007         44,140.00          44,054.94     P                     11.625    STATED        ALTA                 225,000.00     220,700.00             44,069.35    NO PPP
412448231      1,932.30       1,932.29           7/1/2007        350,000.00         349,999.30     CO                     6.625    STATED        ALTA                 420,000.00     NA                    349,999.30    CA STYLE
412452440      2,018.75       2,018.75           7/1/2007        380,000.00         380,000.00     P                      6.375    STATED        ALTA                 480,000.00     475,000.00            380,000.00    NO PPP
412452441        904.71         904.71           7/1/2007         95,000.00          94,792.02     P                         11    STATED        ALTA                 480,000.00     475,000.00             94,862.61    NO PPP
412450568        497.63         497.63           8/1/2007         83,000.00          80,978.25     P                          6    FULL          --                   183,000.00     181,271.00             81,070.53    NO PPP
412452959      1,057.24       1,057.24           7/1/2007        174,000.00         172,972.26     P                      6.125    RED           --                   240,000.00     232,000.00            173,318.33    NO PPP
412452960        456.29         456.29           7/1/2007         58,000.00          57,796.07     P                       8.75    FULL          --                   240,000.00     232,000.00             57,865.04    NO PPP
412446418      2,117.16       2,117.16           7/1/2007        252,240.00         251,854.57     CO                     9.875    FULL          A-                   315,300.00     NA                    251,942.69    NO PPP
412447125      2,934.07       2,934.07           7/1/2007        460,000.00         458,827.58     P                      7.225    LITE          AAA                  575,000.00     575,000.00            459,167.60    CA STYLE
412450606      2,175.67       2,175.67           7/1/2007        428,000.00         427,999.99     RT                       6.1    STATED        A+                   535,000.00     NA                    428,000.00    NO PPP
412445647         725.5          725.5           7/1/2007        100,000.00          99,242.40     CO                       8.4    LITE          AA                   112,000.00     NA                     99,303.37    NO PPP
412445653      1,301.51       1,301.51           7/1/2007        170,000.00         169,202.42     CO                     8.925    STATED        AA                   200,000.00     NA                    169,287.60    NO PPP
412449223      1,277.50       1,277.50           7/1/2007        208,000.00         206,277.81     P                        6.9    LITE          AA                   260,500.00     260,000.00            206,459.05    CA STYLE
412449209      1,624.02       1,624.02           7/1/2007        200,000.00         199,211.85     P                      9.525    FULL          AA                   364,000.00     325,000.00            199,296.39    CA STYLE
412449193        595.76         595.76           7/1/2007         90,000.00          88,424.90     P                       6.95    LITE          AA                   113,000.00     112,500.00             88,590.72    NO PPP
412449004      1,093.76       1,093.76           7/1/2007        184,900.00         182,575.84     P                      5.875    FULL          --                   185,000.00     184,900.00            182,972.72    NO PPP
412445697      1,183.13       1,183.13           7/1/2007        156,750.00         155,300.78     CO                       8.3    FULL          AA                   165,000.00     NA                    155,516.47               2%
412445679      1,917.60       1,917.60           7/1/2007        288,000.00         288,000.00     P                       7.99    STATED        AA                   363,000.00     360,000.00            288,000.00    2 MO INT
412449180      1,225.24       1,225.24           7/1/2007        177,650.00         177,057.82     P                      7.925    FULL          AA                   223,000.00     222,063.00            177,168.56    CA STYLE
412449181         383.2          383.2           7/1/2007         44,412.00          44,177.04     P                        9.8    FULL          AA                   223,000.00     222,063.00             44,221.34    NO PPP
412445502      1,122.42       1,122.42           7/1/2007        158,580.00         157,276.57     P                      7.625    FULL          AA                   200,000.00     198,229.00            157,520.36    CA STYLE
412449087      1,835.25       1,835.25           7/1/2007        231,704.00         230,205.85     P                      8.825    RED           AAA                  290,000.00     289,631.00            230,487.30    CA STYLE
412448995        809.54         809.54           7/1/2007        141,300.00         141,299.91     P                      6.875    FULL          --                   187,000.00     176,652.00            141,299.93    NO PPP
412450519        854.07         854.07           7/1/2007        119,172.00         119,128.05     P                        8.6    FULL          A                    149,000.00     148,966.00            119,128.68    CA STYLE
412452712      1,165.60       1,165.60           7/1/2007        150,400.00         150,400.00     P                        9.3    FULL          A                    190,000.00     188,000.00            150,400.00    CA STYLE
412445847      2,694.60       2,694.60           7/1/2007        297,000.00         295,348.00     CO                      10.4    RED           AA                   330,000.00     NA                    295,614.37    NO PPP
412445948        628.01         628.01           7/1/2007         78,400.00          77,853.67     P                       8.95    STATED        AA                   101,000.00      98,000.00             77,947.32    CA STYLE
412445993        561.26         561.26           7/1/2007         64,600.00          64,470.41     P                      10.25    LITE          AA                    76,000.00      76,000.00             64,491.29               2%
412445805        565.74         565.74           7/1/2007         60,000.00          59,698.06     P                     10.875    RED           AA                    83,000.00      75,000.00             59,746.85    CA STYLE
412445748      1,209.02       1,209.02           7/1/2007        163,224.00         162,582.80     P                        8.6    LITE          AAA                  204,030.00     204,030.00            162,669.55    CA STYLE
412445934      1,170.57       1,170.57           7/1/2007        145,200.00         144,830.30     P                       9.45    STATED        AA                   190,000.00     181,500.00            144,889.66    CA STYLE
412445846      4,475.79       4,475.79           7/1/2007        637,500.00         637,499.89     CO                     8.425    STATED        AA                   750,000.00     NA                    637,499.91    CA STYLE
412445806      1,436.88       1,436.88           7/1/2007        170,000.00         169,626.95     CO                      9.95    LITE          AA                   225,000.00     NA                    169,686.98    CA STYLE
412450891         153.7          153.7           8/1/2007         19,000.00          18,479.64     P                       9.06    STATED        AA                    96,000.00      95,000.00             18,493.71    CA STYLE
412445800      1,215.17       1,215.17           7/1/2007        184,000.00         183,999.99     P                      7.925    LITE          AAA                  230,000.00     230,000.00            184,000.00    NO PPP
412445969      2,052.04       2,052.04           7/1/2007        225,250.00         224,110.59     RT                     10.45    FULL          A+                   265,000.00     NA                    224,308.82    NO PPP
412445855        627.91         627.91           7/1/2007         75,000.00          74,469.63     CO                      9.45    STATED        AAA                  390,000.00     NA                     74,551.58    NO PPP
412445713        153.14         153.14           7/1/2007         15,000.00          14,934.42     P                       11.9    LITE          AA                    75,000.00      75,000.00             14,944.35    NO PPP
412445721        155.31         155.31           8/1/2007         18,000.00          17,160.69     P                        9.8    LITE          AAA                   94,000.00      90,000.00             17,175.73    NO PPP
412450753        150.55         150.55           7/1/2007         15,380.00          15,304.26     P                      11.35    RED           AA                    78,000.00      76,900.00             15,315.69    NO PPP
412445495        776.95         776.95           7/1/2007         82,400.00          81,980.81     P                     10.875    FULL          A+                   103,000.00     103,000.00             82,047.89    CA STYLE
412445603      1,365.88       1,365.45           7/1/2007        223,000.00         222,931.30     RT                      7.35    FULL          A+                   330,000.00     NA                    222,931.29    NO PPP
412445616        971.88         971.88           7/1/2007        150,000.00         149,999.99     RT                     7.775    FULL          AA                   380,000.00     NA                    150,000.00    CA STYLE
412449167      3,314.90       3,314.90           7/1/2007        605,000.00         604,999.99     CO                     6.575    FULL          AAA                  975,000.00     NA                    605,000.00    CA STYLE
412449197      1,196.98       1,196.98           7/1/2007        143,910.00         142,999.34     P                      9.375    FULL          AA                   160,000.00     159,900.00            143,157.08    NO PPP
412449532      1,522.20       1,522.20           8/1/2007        212,400.00         212,400.00     P                        8.6    FULL          AAA                  238,000.00     238,000.00            212,400.00    CA STYLE
412449627      1,288.95       1,288.95           7/1/2007        162,000.00         160,864.67     RT                     8.875    FULL          AA                   181,000.00     NA                    161,060.93    NO PPP
412445613        668.29         668.29           7/1/2007        103,476.00         103,475.90     P                       7.75    FULL          AA                   129,400.00     129,345.00            103,475.92    CA STYLE
412449213      1,770.92       1,770.91           7/1/2007        316,000.00         315,998.57     CO                     6.725    FULL          AA                   395,000.00     NA                    315,998.57    NO PPP
412445504      3,359.10       3,359.10           7/1/2007        418,410.00         415,285.59     P                      8.975    FULL          AA                   465,000.00     464,900.00            415,786.19    CA STYLE
412449014        654.89         654.27           7/1/2007        102,392.00         102,296.65     P                      7.675    FULL          AA                   128,000.00     127,990.00            102,296.65    CA STYLE
412449456      1,172.98       1,172.98           7/1/2007        173,240.00         173,240.00     P                      8.125    FULL          AA                   217,000.00     216,550.00            173,240.00    CA STYLE
412450587        993.62         993.62           8/1/2007        126,000.00         125,999.94     P                      9.463    NO RATIO      AAA                  157,500.00     157,500.00            125,999.95    CA STYLE
412449238      1,574.07       1,574.07           7/1/2007        242,320.00         242,320.00     P                      7.795    LITE          AAA                  309,000.00     302,900.00            242,320.00    CA STYLE
412449071      1,115.29       1,115.29           7/1/2007        103,000.00         102,621.78     RT                      12.7    FULL          AA                   515,000.00     NA                    102,679.28    NO PPP
412450520        791.24         791.24           7/1/2007         91,120.00          90,508.39     P                      9.875    RED           AA                   114,000.00     113,900.00             90,600.12    NO PPP
412445505        196.56         196.56           7/1/2007         22,780.00          22,624.60     P                        9.8    FULL          AA                   114,000.00     113,900.00             22,647.90    NO PPP
412445615        276.09         276.09           7/1/2007         25,869.00          25,769.77     P                       12.5    FULL          AA                   129,400.00     129,345.00             25,784.84    NO PPP
412452671        701.34         701.34           7/1/2007         93,808.00          93,772.93     P                      8.975    FULL          AA                   119,000.00     117,260.00             93,772.92    CA STYLE
412452672        202.36         202.36           7/1/2007         23,452.00          23,292.00     P                        9.8    FULL          AA                   119,000.00     117,260.00             23,315.99    NO PPP
412452713        380.98         380.98           7/1/2007         37,600.00          37,416.01     P                       11.8    FULL          AA                   190,000.00     188,000.00             37,441.74    NO PPP
412449170        186.56         186.56           7/1/2007         17,480.00          17,412.91     P                       12.5    FULL          AA                    87,500.00      87,400.00             17,423.10    CA STYLE
412449190      1,039.83       1,039.83           7/1/2007        146,800.00         146,800.01     P                        8.5    FULL          AA                   184,000.00     183,500.00            146,800.00    NO PPP
412449070      2,695.17       2,695.17           7/1/2007        412,000.00         411,999.99     CO                      7.85    FULL          AA                   515,000.00     NA                    412,000.00    CA STYLE
412449138         569.5          569.5           7/1/2007         71,900.00          71,297.32     P                      8.825    FULL          AA                    90,000.00      89,900.00             71,386.67    CA STYLE
412445487        501.71         501.71           7/1/2007         64,800.00          64,275.29     P                      8.575    FULL          AAA                   86,000.00      81,000.00             64,359.21    NO PPP
412449169        502.66         502.66           7/1/2007         69,920.00          69,652.10     P                      8.313    FULL          AA                    87,500.00      87,400.00             69,691.98    CA STYLE
412449012      1,546.48       1,546.48           7/1/2007        225,450.00         224,544.37     P                      7.875    FULL          A+                   255,000.00     250,500.00            224,688.76    CA STYLE
412449203        940.71         940.71           7/1/2007        126,350.00         125,911.48     P                       8.65    FULL          AA                   133,000.00     133,000.00            125,976.97               1%
412448996      1,160.25       1,160.25           7/1/2007        171,950.00         170,765.60     P                      7.725    FULL          A+                   229,281.00     229,281.00            170,886.33    CA STYLE
412449426      1,285.86       1,285.86           7/1/2007        148,000.00         147,727.10     P                      10.25    FULL          AA                   186,000.00     185,000.00            147,774.54    NO PPP
412449005      1,096.21       1,096.21           8/1/2007        135,000.00         134,015.62     RT                     9.525    FULL          AA                   340,000.00     NA                    134,047.83    CA STYLE
412449559      1,090.70       1,090.70           7/1/2007        147,250.00         146,699.19     P                        8.6    FULL          AA                   160,000.00     155,000.00            146,777.06    CA STYLE
412449206      1,016.97       1,016.97           7/1/2007        110,500.00         110,332.59     P                       10.9    FULL          A-                   130,000.00     130,000.00            110,361.76    NO PPP
412449504        565.02         565.02           7/1/2007         69,750.00          69,589.13     CO                       9.5    FULL          AA                    77,500.00     NA                     69,617.01    CA STYLE
412449139        197.87         197.87           8/1/2007         17,950.00          17,879.55     P                      12.95    FULL          AA                    90,000.00      89,900.00             17,884.42    CA STYLE
412445667      1,039.58       1,039.58           7/1/2007        121,000.00         120,103.29     P                       9.75    FULL          AA                   635,000.00     605,000.00            120,229.23    CA STYLE
412445673        162.22         162.22           8/1/2007         18,800.00          18,661.97     P                        9.8    LITE          AAA                  108,000.00      94,000.00             18,671.70    NO PPP
412445618      1,360.00       1,359.64           8/1/2007        170,000.00         169,947.02     RT                       9.6    FULL          A                    205,000.00     NA                    169,947.08    CA STYLE
412449069        803.84         803.84           7/1/2007        151,905.00         151,904.89     RT                      6.35    FULL          A                    159,900.00     NA                    151,904.91    NO PPP
412452705        853.88         853.88           7/1/2007        115,000.00         113,981.23     P                      8.125    LITE          A                    146,000.00     143,841.00            114,143.84    NO PPP
412449173      1,305.87       1,305.87           7/1/2007        174,600.00         174,599.89     P                      8.975    FULL          A                    250,000.00     249,450.00            174,599.91    CA STYLE
412449476      1,008.55       1,008.55           7/1/2007        141,600.00         141,085.17     P                      8.225    FULL          A                    177,000.00     177,000.00            141,167.38    CA STYLE
412451075      1,508.34       1,508.34           7/1/2007        166,250.00         165,384.65     CO                      10.4    RED           AA                   175,000.00     NA                    165,532.73    CA STYLE
412445998      4,651.42       4,651.42           7/1/2007        544,000.00         542,943.04     CO                    10.075    LITE          A+                   640,000.00     NA                    543,126.65    NO PPP
412446071        341.53         341.53           7/1/2007         32,000.00          31,895.80     P                       12.5    RED           AA                   160,000.00     160,000.00             31,914.08    NO PPP
412445925        235.96         235.96           8/1/2007         22,600.00          22,521.35     P                       12.2    STATED        AAA                  117,000.00     113,000.00             22,528.27    NO PPP
412445857        774.52         774.52           7/1/2007        117,900.00         116,567.13     RT                     6.875    FULL          AA                   140,000.00     NA                    116,778.69    CA STYLE
412445898        235.58         235.58           7/1/2007         27,303.00          27,130.86     P                        9.8    RED           AA                   137,000.00     136,516.50             27,158.54    NO PPP
412446000        429.58         429.58           7/1/2007         50,000.00          49,732.69     CO                      9.75    FULL          C                     74,000.00     NA                     49,783.08    NO PPP
412451019        770.49         770.49           7/1/2007         86,700.00          85,918.05     RT                     10.15    LITE          A+                   102,000.00     NA                     86,004.48    CA STYLE
412445991        761.23         761.23           7/1/2007         99,000.00          98,316.37     RT                       8.5    FULL          AA                   110,000.00     NA                     98,444.65    NO PPP
412446015      1,060.22       1,060.22           7/1/2007        136,000.00         135,002.42     CO                      8.65    LITE          AA                   170,000.00     NA                    135,174.71    NO PPP
412445926      2,925.48       2,925.48           7/1/2007        351,000.00         350,259.55     CO                       9.8    LITE          A+                   390,000.00     NA                    350,388.03    CA STYLE
412446033      4,885.42       4,885.42           7/1/2007        670,000.00         669,999.99     CO                      8.75    LITE          A+                   750,000.00     NA                    670,000.00    CA STYLE
412445944        444.04         444.04           8/1/2007         48,000.00          47,766.58     CO                    10.638    STATED        AA                    70,000.00     NA                     47,786.99    NO PPP
412445878        460.25         460.25           7/1/2007         53,800.00          53,453.75     CO                       9.7    FULL          AAA                  275,000.00     NA                     53,509.41    NO PPP
412445876         963.6          963.6           7/1/2007        110,500.00         109,741.20     P                      9.925    STATED        B                    131,000.00     130,000.00            109,851.72    NO PPP
412445958      1,156.65       1,156.65           7/1/2007        153,600.00         152,347.80     RT                     8.275    FULL          AAA                  192,000.00     NA                    152,557.80    NO PPP
412451157      2,956.79       2,956.79           7/1/2007        361,000.00         358,632.34     CO                       9.2    LITE          AA                   425,000.00     NA                    359,042.17    CA STYLE
412445875        589.77         589.77           7/1/2007         76,000.00          75,387.76     CO                       8.6    STATED        C                    102,000.00     NA                     75,485.69    NO PPP
412450763      1,061.83       1,061.83           7/1/2007        145,400.00         144,050.89     CO                      7.95    STATED        C                    235,000.00     NA                    144,263.76    NO PPP
412445870      1,415.63       1,415.63           7/1/2007        196,650.00         194,792.39     CO                       7.8    FULL          AA                   207,000.00     NA                    195,088.46    NO PPP
412445736      1,382.34       1,382.34           7/1/2007        255,200.00         255,199.90     CO                       6.5    FULL          AA                   319,000.00     NA                    255,199.91    CA STYLE
412451146      3,336.04       3,336.04           7/1/2007        459,000.00         455,426.74     RT                       7.9    STATED        AA                   540,000.00     NA                    456,095.75    CA STYLE
412445953      1,416.38       1,416.38           7/1/2007        146,400.00         145,823.82     CO                      11.2    LITE          AA                   250,000.00     NA                    145,933.00    NO PPP
412446050      1,161.75       1,161.75           7/1/2007        155,000.00         153,780.08     CO                     8.225    LITE          A-                   590,000.00     NA                    153,993.32    NO PPP
412446105      2,013.83       2,013.83           7/1/2007        198,750.00         198,062.86     CO                      11.8    LITE          B                    265,000.00     NA                    198,193.36    NO PPP
412446026        826.51         826.51           7/1/2007         90,725.00          90,266.09     P                      10.45    LITE          AA                    99,000.00      95,500.00             90,345.93    NO PPP
412445731         473.1          473.1           7/1/2007         60,000.00          59,533.33     P                      8.775    LITE          AA                    80,000.00      75,000.00             59,608.03    CA STYLE
412445818        703.36         703.36           7/1/2007         88,400.00          87,726.23     P                      8.875    STATED        AA                   104,000.00     104,000.00             87,834.13    NO PPP
412445995      2,860.43       2,860.43           7/1/2007        340,000.00         339,303.82     CO                       9.9    LITE          A+                   400,000.00     NA                    339,424.67    CA STYLE
412445767      1,477.24       1,477.24           7/1/2007        203,250.00         201,367.47     P                        7.9    STATED        AA                   223,000.00     213,990.00            201,667.64    CA STYLE
412445823      1,096.13       1,096.13           7/1/2007        136,350.00         135,416.48     CO                      8.99    FULL          A-                   151,500.00     NA                    135,577.93    NO PPP
412446107      3,987.88       3,987.88           7/1/2007        550,000.00         545,697.09     CO                     7.875    FULL          AA                   865,000.00     NA                    546,502.64    CA STYLE
412451138         865.6          865.6           7/1/2007         97,850.00          97,694.96     CO                     10.45    STATED        AA                   103,000.00     NA                     97,724.26               2%
412446099      1,291.41       1,291.41           7/1/2007        150,000.00         149,731.38     P                      10.15    LITE          AA                   175,000.00     150,000.00            149,780.62    CA STYLE
412446185      1,900.33       1,900.33           7/1/2007        224,000.00         223,592.50     CO                      9.99    RED           C-                   345,000.00     NA                    223,669.38    3 MO INT
412449176      1,801.00       1,801.00           7/1/2007        276,000.00         274,230.24     P                      7.425    FULL          AA                   345,000.00     345,000.00            274,436.72    CA STYLE
412445552      1,982.61       1,982.61           7/1/2007        322,000.00         319,726.55     P                       6.25    FULL          --                   405,000.00     402,500.00            320,356.36    NO PPP
412445772        254.63         254.63           7/1/2007         23,600.00          23,380.99     P                      12.65    LITE          AAA                  120,000.00     118,000.00             23,397.05    NO PPP
412445692      1,148.24       1,148.24           7/1/2007        110,800.00         110,336.27     P                       12.1    LITE          AA                   554,000.00     554,000.00            110,406.57    NO PPP
412445705      1,695.31       1,695.31           7/1/2007        294,500.00         290,622.95     CO                     5.625    LITE          AA                   310,000.00     NA                    291,284.33    NO PPP
412445755      1,104.92       1,104.92           7/1/2007        139,185.00         138,163.57     CO                      8.85    LITE          A-                   154,650.00     NA                    138,333.61    CA STYLE
412445822      1,625.21       1,625.21           7/1/2007        208,000.00         206,482.07     P                      8.675    FULL          AA                   285,000.00     260,000.00            206,744.26    NO PPP
412445838        895.38         895.38           7/1/2007         81,000.00          78,600.63     CO                      10.5    RED           A+                    90,000.00     NA                     79,010.49    NO PPP
412445844      2,978.69       2,978.69           7/1/2007        338,000.00         336,140.62     RT                     10.05    LITE          B                    398,000.00     NA                    336,463.58    NO PPP
412445852      1,395.06       1,395.06           7/1/2007        157,000.00         156,731.61     CO                      10.5    LITE          A+                   185,000.00     NA                    156,778.31    CA STYLE
412450897        975.39         975.39           7/1/2007        150,000.00         148,409.04     CO                     6.775    FULL          AA                   270,000.00     NA                    148,681.72    CA STYLE
412450916      3,246.22       3,246.22           7/1/2007        405,600.00         404,629.35     P                      9.375    FULL          B                    510,000.00     507,000.00            404,797.48    NO PPP
412445879      1,830.33       1,830.33           7/1/2007        289,000.00         289,000.01     RT                       7.6    FULL          AA                   350,000.00     NA                    289,000.00    CA STYLE
412445880        599.91         599.91           7/1/2007         70,000.00          69,864.96     CO                      10.1    FULL          AA                    83,000.00     NA                     69,888.42    NO PPP
412445902      1,136.66       1,136.66           7/1/2007        117,950.00         117,435.76     P                      11.15    LITE          AA                   117,950.00     117,950.00            117,525.48    NO PPP
412445904      2,065.50       2,063.70           7/1/2007        324,000.00         323,644.01     CO                      7.65    FULL          AAA                  405,000.00     NA                    323,644.94    CA STYLE
412445907      1,684.93       1,684.93           7/1/2007        208,000.00         207,512.10     CO                       9.5    LITE          AA                   245,000.00     NA                    207,595.36    NO PPP
412445929        486.67         486.67           7/1/2007         45,600.00          45,424.68     CO                      12.5    LITE          AA                   228,000.00     NA                     45,451.26    NO PPP
412445932      2,495.09       2,495.09           8/1/2007        295,200.00         294,472.48     P                       9.95    LITE          AA                   328,000.00     328,000.00            294,525.46    CA STYLE
412451009         545.5          545.5           7/1/2007         64,315.00          63,926.43     P                        9.6    LITE          AA                    75,000.00      67,700.00             63,993.80               1%
412445952      2,906.37       2,906.37           7/1/2007        382,500.00         381,432.19     CO                      8.85    LITE          C                    510,000.00     NA                    381,616.76    NO PPP
412445960      3,080.63       3,079.60           7/1/2007        477,000.00         476,840.88     CO                      7.75    LITE          AA                   530,000.00     NA                    476,840.89    CA STYLE
412445961      1,778.22       1,778.22           7/1/2007        228,250.00         227,657.83     CO                       9.1    STATED        B                    425,000.00     NA                    227,760.29    CA STYLE
412445967      4,615.60       4,615.60           7/1/2007        531,250.00         530,270.80     P                      10.25    LITE          AA                   625,000.00     625,000.00            530,441.02    NO PPP
412445974      1,017.70       1,017.70           7/1/2007        113,100.00         112,478.78     RT                      10.3    LITE          AA                   130,000.00     NA                    112,581.96    CA STYLE
412445979        570.97         570.97           7/1/2007         76,000.00          75,349.76     CO                      8.25    RED           AA                   100,000.00     NA                     75,454.56    NO PPP
412445989      3,435.98       3,435.98           7/1/2007        448,800.00         447,204.65     CO                     8.925    FULL          C                    561,000.00     NA                    447,422.01    NO PPP
412446003      2,823.07       2,823.07           7/1/2007        348,500.00         347,696.25     CO                       9.5    LITE          A+                   410,000.00     NA                    347,835.54    NO PPP
412446006        867.72         867.72           7/1/2007         81,600.00          81,331.58     CO                     12.45    LITE          C                    102,000.00     NA                     81,378.66    NO PPP
412446007        980.31         980.31           7/1/2007        121,600.00         121,315.37     P                       9.45    FULL          AA                   144,000.00     128,000.00            121,364.69    CA STYLE
412446008         803.3          803.3           7/1/2007        104,400.00         104,118.20     CO                     8.975    STATED        AA                   116,000.00     NA                    104,166.82    NO PPP
412446010      4,618.02       4,618.02           8/1/2007        712,000.00         704,411.84     CO                      6.75    RED           AA                   890,000.00     NA                    705,063.88    CA STYLE
412446013      3,644.07       3,644.07           7/1/2007        517,500.00         517,499.89     CO                      8.45    LITE          AA                   590,000.00     NA                    517,499.91    CA STYLE
412451068      1,023.02       1,023.02           7/1/2007        128,000.00         127,112.01     P                      8.925    NINA          AAA                  171,000.00     160,000.00            127,265.54    NO PPP
412446019        537.53         537.53           7/1/2007         63,650.00          63,261.51     P                       9.55    FULL          AA                    67,000.00      67,000.00             63,328.85               1%
412446025      1,719.54       1,719.54           7/1/2007        171,000.00         170,337.67     CO                      11.7    LITE          A+                   190,000.00     NA                    170,453.47    CA STYLE
412446028         933.3          933.3           7/1/2007        122,400.00         122,400.00     RT                      9.15    FULL          AAA                  153,000.00     NA                    122,400.00    NO PPP
412446029      1,996.83       1,996.83           7/1/2007        221,000.00         219,858.38     CO                     10.35    LITE          A-                   265,000.00     NA                    220,056.91    NO PPP
412451081      3,841.68       3,841.68           7/1/2007        467,500.00         466,468.77     CO                      9.65    LITE          A+                   550,000.00     NA                    466,647.60    CA STYLE
412446037        632.93         632.93           7/1/2007         75,600.00          75,054.89     CO                      9.45    LITE          A-                    84,000.00     NA                     75,137.66    CA STYLE
412446039        385.75         385.75           7/1/2007         50,400.00          50,015.11     P                       8.45    STATED        AA                    63,000.00      63,000.00             50,081.53               1%
412451091      1,877.43       1,877.43           7/1/2007        260,800.00         258,533.36     P                        7.8    STATED        AA                   326,000.00     326,000.00            258,923.48    CA STYLE
412451094      3,255.38       3,255.38           7/1/2007        368,000.00         367,361.43     CO                     10.45    LITE          A+                   460,000.00     NA                    367,472.53    2 MO INT
412446046        851.52         851.52           8/1/2007        102,600.00         102,060.41     CO                      9.35    LITE          AA                   114,000.00     NA                    102,116.27    CA STYLE
412446049      2,204.72       2,204.72           7/1/2007        320,000.00         316,962.38     CO                      7.35    FULL          AA                   440,000.00     NA                    317,484.23    CA STYLE
412446052        766.82         766.82           7/1/2007        111,200.00         111,199.99     P                      8.275    FULL          AAA                  140,000.00     139,000.00            111,200.00    NO PPP
412446053        803.91         803.91           7/1/2007        100,000.00          99,261.16     CO                      8.99    LITE          AA                   176,000.00     NA                     99,380.38    NO PPP
412446058      1,482.66       1,482.66           7/1/2007        162,750.00         161,926.76     CO                     10.45    FULL          B                    220,000.00     NA                    162,069.98    CA STYLE
412451109        520.92         520.92           7/1/2007         52,000.00          51,796.31     CO                     11.65    RED           A+                    65,000.00     NA                     51,831.92    NO PPP
412446062      1,099.47       1,099.47           7/1/2007        152,000.00         150,804.92     CO                      7.85    LITE          A+                   234,000.00     NA                    151,028.63    CA STYLE
412446063         765.4          765.4           7/1/2007        103,200.00         103,200.00     CO                       8.9    FULL          AAA                  129,000.00     NA                    103,200.00    CA STYLE
412446067      1,354.94       1,354.94           7/1/2007        199,500.00         199,499.99     P                       8.15    FULL          AA                   210,000.00     210,000.00            199,500.00    CA STYLE
412446070        808.04         808.04           7/1/2007        115,000.00         113,848.93     P                       7.55    FULL          AAA                  217,000.00     210,000.00            114,030.69    NO PPP
412446079      1,614.65       1,614.65           7/1/2007        212,500.00         211,906.76     CO                      8.85    LITE          AA                   257,000.00     NA                    212,009.30    CA STYLE
412446082      1,296.04       1,296.04           7/1/2007        160,000.00         159,016.94     P                      9.075    LITE          AA                   316,000.00     200,000.00            159,201.79    CA STYLE
412446084           923            923           7/1/2007        113,310.00         113,310.01     P                      9.775    STATED        AA                   127,000.00     125,900.00            113,310.00    NO PPP
412446085        928.68         928.68           7/1/2007        100,700.00         100,156.27     CO                      10.6    STATED        A+                   106,000.00     NA                    100,243.05               1%
412446088      4,724.28       4,724.28           7/1/2007        665,000.00         664,999.92     CO                     8.525    LITE          AA                   950,000.00     NA                    664,999.94    CA STYLE
412446090      3,040.61       3,040.61           7/1/2007        294,500.00         293,442.79     P                      12.05    RED           AA                   312,000.00     310,000.00            293,627.91    NO PPP
412446092      1,090.00       1,090.00           7/1/2007        160,000.00         159,985.00     CO                     8.175    FULL          AAA                  220,000.00     NA                    159,985.00    NO PPP
412446109      1,526.47       1,526.47           7/1/2007        162,000.00         161,794.30     P                     11.175    LITE          AA                   180,000.00     180,000.00            161,833.28               1%
412446115        527.41         527.41           7/1/2007         50,000.00          48,528.12     CO                     9.675    FULL          C                    100,000.00     NA                     48,797.17               1%
412451164        787.05         787.05           7/1/2007         92,000.00          91,503.03     CO                       9.7    STATED        AA                   125,000.00     NA                     91,596.69    NO PPP
412446118      3,724.65       3,724.65           7/1/2007        442,000.00         439,524.28     CO                     9.525    LITE          AA                   520,000.00     NA                    439,990.57    NO PPP
412446127      2,356.00       2,356.00           7/1/2007        304,000.00         304,000.00     CO                       9.3    LITE          AA                   320,000.00     NA                    304,000.00    NO PPP
412451174        601.81         601.81           7/1/2007         88,000.00          87,225.41     RT                     7.275    STATED        AA                   110,000.00     NA                     87,370.10               2%
412451175      2,318.75       2,318.75           7/1/2007        250,000.00         249,664.06     CO                     10.99    RED           C                    358,000.00     NA                    249,727.67    NO PPP
412446129      1,225.63       1,225.63           7/1/2007        185,000.00         184,999.99     P                       7.95    LITE          AA                   265,000.00     265,000.00            185,000.00    CA STYLE
412446134      3,041.40       3,041.40           7/1/2007        438,400.00         438,400.00     RT                     8.325    STATED        A+                   548,000.00     NA                    438,400.00               2%
412446139      1,898.13       1,898.13           8/1/2007        248,000.00         246,270.18     CO                      8.45    FULL          AAA                  360,000.00     NA                    246,433.01    NO PPP
412451184      2,051.15       2,051.14           7/1/2007        339,500.00         339,497.41     CO                      7.25    RED           A+                   380,000.00     NA                    339,497.43    CA STYLE
412451191      1,886.47       1,886.47           7/1/2007        256,000.00         255,287.82     CO                      8.55    NINA          AAA                  320,000.00     NA                    255,421.48    NO PPP
412446144      2,327.25       2,327.25           7/1/2007        348,000.00         348,000.00     RT                     8.025    FULL          AAA                  435,000.00     NA                    348,000.00    NO PPP
412446145      2,342.99       2,342.99           7/1/2007        251,500.00         250,404.62     RT                    10.725    LITE          B                    305,000.00     NA                    250,611.84    NO PPP
412446146      1,652.51       1,652.51           7/1/2007        175,750.00         175,474.34     P                      11.15    LITE          AA                   185,000.00     185,000.00            175,517.85    NO PPP
412446152      2,592.50       2,592.50           7/1/2007        301,750.00         299,957.12     CO                      9.75    LITE          A+                   355,000.00     NA                    300,264.07    NO PPP
412446157      2,108.73       2,108.72           7/1/2007        303,050.00         303,049.96     CO                      8.35    RED           AAA                  319,000.00     NA                    303,049.95    NO PPP
412446162      3,995.00       3,990.01           7/1/2007        600,000.00         599,019.69     CO                      7.99    LITE          A+                   750,000.00     NA                    599,019.68    CA STYLE
412446165      1,034.17       1,034.17           7/1/2007        170,000.00         169,999.99     CO                       7.3    FULL          AAA                  215,000.00     NA                    170,000.00    2 MO INT
412446167      2,964.38       2,964.38           8/1/2007        459,000.00         458,999.98     CO                      7.75    LITE          AA                   540,000.00     NA                    458,999.99               2%
412451206         783.3          783.3           7/1/2007        109,600.00         108,259.26     P                      7.725    NINA          AAA                  137,000.00     137,000.00            108,430.37    CA STYLE
412451207      1,346.63       1,346.63           7/1/2007        199,500.00         199,499.99     P                        8.1    LITE          AA                   210,000.00     210,000.00            199,500.00               1%
412446175      2,773.05       2,773.05           7/1/2007        396,150.00         396,150.00     CO                       8.4    LITE          AA                   417,000.00     NA                    396,150.00    NO PPP
412446183      3,226.76       3,226.76           7/1/2007        380,000.00         379,376.03     CO                        10    LITE          C                    479,000.00     NA                    379,505.00    NO PPP
412446192        603.54         603.54           7/1/2007         63,000.00          62,741.45     P                     11.075    LITE          AA                    70,000.00      70,000.00             62,789.76               1%
412446193        462.92         462.92           7/1/2007         50,400.00          50,037.25     CO                     10.55    STATED        AA                    63,000.00     NA                     50,082.67               1%
412446206      1,446.67       1,446.67           7/1/2007        200,000.00         198,427.54     P                       7.85    FULL          AAA                  250,000.00     250,000.00            198,721.89    NO PPP
412451258      4,930.50       4,930.50           7/1/2007        684,000.00         684,000.00     P                       8.65    LITE          AA                   855,000.00     855,000.00            684,000.00    CA STYLE
412446216      2,809.63       2,809.63           7/1/2007        399,000.00         398,898.58     CO                      8.45    LITE          AAA                  420,000.00     NA                    398,900.00    NO PPP
412446218      2,203.60       2,203.60           7/1/2007        278,350.00         278,350.01     CO                       9.5    LITE          AA                   293,000.00     NA                    278,350.00    NO PPP
412446219      2,115.94       2,115.94           7/1/2007        333,000.00         332,999.99     CO                     7.625    LITE          AA                   370,000.00     NA                    333,000.00    CA STYLE
412446227      1,141.06       1,141.06           7/1/2007        138,700.00         137,877.73     CO                      9.25    RED           AA                   146,000.00     NA                    138,032.44    3 MO INT
412446240        523.54         523.54           7/1/2007         57,000.00          56,742.32     P                      10.55    LITE          AA                    60,000.00      60,000.00             56,791.04               1%
412446252      2,500.88       2,500.77           7/1/2007        370,500.00         370,485.01     CO                       8.1    LITE          AA                   390,000.00     NA                    370,485.00    CA STYLE
412446258      1,949.25       1,949.25           7/1/2007        276,000.00         276,000.00     P                      8.475    FULL          AAA                  345,000.00     345,000.00            276,000.00    NO PPP
412446261      1,247.34       1,247.34           7/1/2007        177,000.00         176,443.49     CO                     8.125    STATED        AAA                  298,000.00     NA                    176,547.77    CA STYLE
412446263         712.3          712.3           8/1/2007         76,000.00          75,674.32     CO                      10.8    LITE          B                     95,000.00     NA                     75,705.27               1%
412446277      2,835.95       2,835.95           8/1/2007        422,750.00         422,750.00     CO                      8.05    LITE          AAA                  445,000.00     NA                    422,750.00    CA STYLE
412446279      2,215.49       2,215.49           7/1/2007        255,000.00         254,570.97     CO                     10.25    LITE          AA                   300,000.00     NA                    254,651.99    NO PPP
412446282      2,669.00       2,669.00           7/1/2007        408,000.00         408,000.00     CO                      7.85    LITE          A+                   510,000.00     NA                    408,000.00    CA STYLE
412446285      3,638.03       3,638.03           7/1/2007        437,000.00         436,999.99     CO                      9.99    LITE          AA                   460,000.00     NA                    437,000.00    NO PPP
412446289      1,082.84       1,082.84           7/1/2007        116,000.00         115,544.23     P                      10.75    LITE          AAA                  580,000.00     580,000.00            115,638.47    NO PPP
412446294        666.54         666.54           7/1/2007         85,500.00          84,927.15     CO                      8.65    FULL          AA                    90,000.00     NA                     85,034.70               1%
412446311      1,542.97       1,542.97           7/1/2007        188,800.00         187,688.09     P                      9.175    LITE          AA                   236,000.00     236,000.00            187,901.52    NO PPP
412446319      2,281.13       2,281.13           7/1/2007        355,500.00         355,499.99     CO                       7.7    RED           AA                   395,000.00     NA                    355,500.00               2%
412446321      2,812.32       2,812.32           7/1/2007        406,600.00         406,599.99     CO                       8.3    LITE          AA                   428,000.00     NA                    406,600.00    CA STYLE
412446325      2,562.15       2,562.15           7/1/2007        353,400.00         353,400.00     CO                       8.7    LITE          AA                   372,000.00     NA                    353,400.00    NO PPP
412446333      1,519.38       1,519.38           7/1/2007        189,000.00         187,929.88     RT                      8.99    LITE          AA                   210,000.00     NA                    188,150.34    CA STYLE
412446337      2,976.87       2,969.51           7/1/2007        422,750.00         421,704.93     CO                      8.45    LITE          AA                   445,000.00     NA                    421,704.94    CA STYLE
412446346      2,191.24       2,191.24           8/1/2007        289,750.00         289,749.91     CO                     9.075    LITE          AA                   305,000.00     NA                    289,749.92    CA STYLE
412446348      4,611.07       4,611.07           7/1/2007        627,000.00         626,999.92     CO                     8.825    LITE          AA                   660,000.00     NA                    626,999.94    CA STYLE
412446352        571.28         571.28           7/1/2007         67,500.00          67,161.15     P                      9.575    LITE          AAA                   75,000.00      75,000.00             67,231.09    CA STYLE
412446370      2,205.07       2,203.55           8/1/2007        284,525.00         284,324.55     P                        9.3    RED           AA                   325,000.00     299,500.00            284,324.58    CA STYLE
412446372      2,018.26       2,018.25           7/1/2007        290,048.00         290,047.94     P                       8.35    FULL          AAA                  362,560.00     362,560.00            290,047.94    NO PPP
412446412      1,656.96       1,656.96           7/1/2007        218,500.00         218,500.00     P                        9.1    RED           AA                   230,000.00     230,000.00            218,500.00    NO PPP
412446435      2,345.25       2,345.25           8/1/2007        381,600.00         381,600.00     P                      7.375    FULL          AAA                  477,000.00     477,000.00            381,600.00    CA STYLE
412450934           994         993.98           7/1/2007        142,000.00         141,997.25     CO                       8.4    NINA          AAA                  185,000.00     NA                    141,997.25    NO PPP
412445889        485.96         485.96           7/1/2007         63,000.00          62,808.44     CO                         9    NINA          AA                    72,000.00     NA                     62,837.90    NO PPP
412445920        742.33         742.33           8/1/2007         99,450.00          99,116.77     P                      8.675    STATED        AA                   111,000.00     110,500.00             99,142.38    NO PPP
412450600        746.61         746.61           7/1/2007         82,800.00          79,388.77     CO                      9.15    LITE          AA                    92,000.00     NA                     79,463.45               1%
412445816         805.9          805.9           7/1/2007        105,000.00         104,690.32     CO                      8.95    LITE          A-                   151,000.00     NA                    104,739.93    CA STYLE
412445884      3,894.38       3,887.92           7/1/2007        603,000.00         603,019.48     P                       7.75    STATED        AA                   670,000.00     670,000.00            603,006.44    CA STYLE
412445965      3,131.18       3,131.18           7/1/2007        484,000.00         478,369.23     P                      6.725    FULL          AAA                  605,000.00     605,000.00            479,262.35    CA STYLE
412445696        952.13         952.13           7/1/2007        124,400.00         123,367.18     CO                      8.45    LITE          AA                   155,500.00     NA                    123,532.27    NO PPP
412450503        157.89         157.89           7/1/2007         22,580.00          22,371.76     P                        7.5    LITE          --                   113,000.00     112,900.00             22,407.56    NO PPP
412445869      1,134.27       1,134.27           7/1/2007        122,000.00         121,362.94     CO                      10.7    LITE          AAA                  610,000.00     NA                    121,465.80    NO PPP
412445658      2,927.37       2,927.37           7/1/2007        340,000.00         337,134.94     CO                     9.775    RED           AA                   460,000.00     NA                    337,492.81    NO PPP
412445811        770.59         770.59           7/1/2007         94,500.00          93,779.04     CO                      9.15    STATED        AA                   110,000.00     NA                     93,888.83    CA STYLE
412445663      4,877.03       4,877.03           7/1/2007        697,500.00         689,950.93     P                        7.5    FULL          AA                   785,000.00     775,000.00            691,070.10    CA STYLE
412445951      1,005.88       1,005.88           7/1/2007        157,250.00         156,497.35     CO                      7.25    LITE          AA                   185,000.00     NA                    156,617.01    CA STYLE
412449177        755.26         755.26           7/1/2007        113,520.00         111,340.76     P                          7    FULL          AA                   145,000.00     141,900.00            111,550.47    NO PPP
412449210        949.86         949.86           7/1/2007         89,000.00          88,524.18     RT                      12.5    FULL          AA                   445,000.00     NA                     88,578.79    NO PPP
412446275         940.8          940.8           7/1/2007        128,000.00         127,641.30     P                      8.525    LITE          AAA                  160,000.00     160,000.00            127,708.61    NO PPP
412446335      2,235.87       2,234.70           7/1/2007        375,250.00         374,989.21     CO                      7.15    FULL          AAA                  395,000.00     NA                    374,989.98    CA STYLE
412446230      3,475.46       3,475.46           7/1/2007        468,000.00         466,726.07     P                      8.625    LITE          AA                   520,000.00     520,000.00            466,965.22    NO PPP
412451225        644.23         644.23           7/1/2007         61,000.00          60,208.43     CO                     11.35    LITE          AA                   305,000.00     NA                     60,355.85    CA STYLE
412446423        314.27         314.27           7/1/2007         33,000.00          32,877.31     P                         11    LITE          AA                   165,000.00     165,000.00             32,902.75    NO PPP
412446126      2,255.07       2,255.07           7/1/2007        320,000.00         319,088.54     P                      8.125    LITE          AAA                  406,000.00     400,000.00            319,275.79    NO PPP
412446200      1,013.41       1,013.41           7/1/2007        109,000.00         108,460.82     CO                      10.7    LITE          AA                   600,000.00     NA                    108,552.20    CA STYLE
412445921      4,801.64       4,801.64           7/1/2007        700,000.00         697,413.28     CO                     7.875    FULL          AAA                1,000,000.00     NA                    697,858.62    CA STYLE
412445631        138.06         138.06           7/1/2007         16,000.00          15,899.04     P                        9.8    FULL          A                     80,000.00      80,000.00             15,915.28    NO PPP
412449211      6,031.67       6,031.67           7/1/2007        806,000.00         802,181.60     RT                       8.7    FULL          AA                   960,000.00     NA                    802,608.66    NO PPP
412449085        477.42         477.42           7/1/2007         56,880.00          56,688.65     P                      9.875    FULL          AA                    65,000.00      63,200.00             56,710.22    CA STYLE
412445479        289.31         289.31           7/1/2007         39,900.00          39,528.54     P                      7.875    LITE          --                    48,000.00      39,900.00             39,587.76    NO PPP
412445709      1,126.00       1,126.00           7/1/2007        130,500.00         129,610.22     RT                       9.8    LITE          AA                   145,000.00     NA                    129,743.62    CA STYLE
412451287      2,224.24       2,224.24           7/1/2007        252,000.00         251,597.96     P                     10.425    LITE          A-                   315,000.00     315,000.00            251,673.93               2%
412445710      1,059.29       1,059.29           7/1/2007        144,500.00         143,185.20     P                       7.99    NINA          A+                   170,000.00     170,000.00            143,394.93    CA STYLE
412450712      2,774.55       2,774.55           7/1/2007        392,000.00         387,859.64     P                      7.625    LITE          AAA                  490,000.00     490,000.00            388,473.83    CA STYLE
412445739      1,962.66       1,962.66           7/1/2007        355,500.00         355,499.99     CO                     6.625    FULL          AA                   395,000.00     NA                    355,500.00    CA STYLE
412445742        923.46         923.46           7/1/2007        119,000.00         117,905.79     CO                       8.6    RED           AA                   140,000.00     NA                    118,061.06    NO PPP
412445765        584.21         584.21           7/1/2007         77,400.00          76,623.47     CO                       8.3    FULL          AA                    86,000.00     NA                     76,730.82               1%
412445766      1,013.81       1,013.81           7/1/2007        118,000.00         117,186.90     P                       9.75    NINA          AA                   118,000.00     118,000.00            117,308.75               1%
412450797      3,496.06       3,496.06           7/1/2007        580,000.00         571,725.76     RT                      6.05    RED           AAA                  725,000.00     NA                    572,943.76    NO PPP
412445785        921.35         921.35           7/1/2007        121,500.00         120,470.87     CO                      8.35    NINA          AA                   135,000.00     NA                    120,635.30    NO PPP
412445788      2,042.84       2,042.84           7/1/2007        294,320.00         291,312.58     P                      7.425    NINA          A+                   367,900.00     367,900.00            291,788.84    CA STYLE
412445798      4,568.46       4,568.46           7/1/2007        475,000.00         472,734.09     P                     11.125    LITE          AA                   475,000.00     475,000.00            473,100.63    NO PPP
412445814      2,000.56       2,000.56           7/1/2007        240,000.00         238,356.89     CO                       9.4    LITE          B                    300,000.00     NA                    238,620.65    CA STYLE
412445834        605.71         605.71           7/1/2007         70,200.00          69,757.33     CO                       9.8    LITE          AA                    78,000.00     NA                     69,828.51    CA STYLE
412445845      1,012.65       1,012.32           7/1/2007        154,800.00         154,732.12     CO                      7.85    FULL          AA                   172,000.00     NA                    154,732.35    CA STYLE
412445849      2,159.06       2,159.06           7/1/2007        270,750.00         268,681.70     CO                       8.9    LITE          AA                   285,000.00     NA                    269,010.71    NO PPP
412445862      1,026.51       1,026.51           7/1/2007        136,000.00         134,836.53     CO                       8.3    NINA          AA                   160,000.00     NA                    135,022.38    CA STYLE
412445863      1,010.72       1,010.72           7/1/2007         99,000.00          98,600.14     P                       11.9    LITE          AAA                  515,000.00     495,000.00             98,665.04    CA STYLE
412445868      2,058.21       2,058.21           7/1/2007        280,500.00         277,952.51     CO                         8    NINA          B                    330,000.00     NA                    278,358.83    CA STYLE
412445873        548.23         548.23           7/1/2007         63,000.00          62,598.78     CO                       9.9    LITE          AA                    70,000.00     NA                     62,661.58    CA STYLE
412445887        592.33         592.33           7/1/2007         72,000.00          71,461.03     CO                      9.25    NINA          AA                    80,000.00     NA                     71,543.05               5%
412445896        442.75         442.75           7/1/2007         67,040.00          67,039.92     P                      7.925    FULL          AA                    86,000.00      83,800.00             67,039.93    CA STYLE
412445901        640.13         640.13           7/1/2007         81,000.00          80,373.18     CO                       8.8    NINA          AA                    90,000.00     NA                     80,473.53               1%
412445912      4,002.64       4,002.64           7/1/2007        459,000.00         456,180.53     CO                     9.925    LITE          A+                   540,000.00     NA                    456,634.19    NO PPP
412445942        176.83         176.83           7/1/2007         17,000.00          16,930.90     P                      12.15    NINA          AA                    85,000.00      85,000.00             16,941.55    NO PPP
412445706      1,422.50       1,422.50           7/1/2007        180,000.00         178,494.55     CO                       8.8    LITE          A+                   225,000.00     NA                    178,719.16    CA STYLE
412445719      1,601.87       1,601.87           7/1/2007        219,350.00         217,176.48     RT                      7.95    RED           AA                   245,000.00     NA                    217,499.42    CA STYLE
412445729        761.69         761.69           7/1/2007         85,000.00          84,472.26     P                      10.25    LITE          AA                    89,000.00      85,000.00             84,551.55    NO PPP
412450733      1,909.43       1,909.43           7/1/2007        218,500.00         217,055.98     CO                      9.95    LITE          AA                   230,000.00     NA                    217,272.63    NO PPP
412445734      2,363.48       2,363.48           7/1/2007        294,000.00         291,633.91     CO                      8.99    LITE          AA                   294,000.00     NA                    291,987.25    NO PPP
412445740      1,117.16       1,117.16           7/1/2007        129,200.00         127,870.65     P                      9.825    LITE          AA                   155,000.00     152,000.00            128,009.38            54321
412450747      1,176.66       1,176.66           7/1/2007        159,600.00         158,024.25     CO                      8.05    LITE          AA                   168,000.00     NA                    158,255.09    CA STYLE
412445809      1,668.52       1,668.52           7/1/2007        216,000.00         214,242.34     CO                      8.55    FULL          AA                   270,000.00     NA                    214,523.42    NO PPP
412445819        456.07         456.07           7/1/2007         51,000.00          50,705.66     P                     10.225    NINA          A+                    60,000.00      60,000.00             50,753.08    CA STYLE
412450858      1,147.74       1,147.74           7/1/2007        133,875.00         132,994.92     P                      9.725    NINA          B                    186,000.00     178,500.00            133,133.09    NO PPP
412445655         521.4          521.4           7/1/2007         64,800.00          64,200.61     RT                         9    LITE          B                     72,000.00     NA                     64,279.51    NO PPP
412450646      1,485.11       1,485.11           7/1/2007        183,750.00         181,955.58     CO                      9.05    FULL          A-                   245,000.00     NA                    182,178.78    CA STYLE
412445548        913.55         913.55           7/1/2007        134,251.00         133,609.93     P                      7.225    NINA          AA                   169,000.00     167,814.00            133,826.19    CA STYLE
412445589      1,935.93       1,935.93           8/1/2007        336,300.00         334,485.46     P                      5.625    FULL          --                   430,000.00     420,381.00            334,851.77    NO PPP
412449067        339.95         339.95           7/1/2007         45,250.00          44,419.51     P                       8.25    FULL          --                   230,000.00     226,400.00             44,487.94    NO PPP
412452783        523.36         523.36           7/1/2007         85,000.00          84,444.60     P                       6.25    FULL          --                   130,000.00     130,000.00             84,610.39    NO PPP
412449274      1,250.44       1,250.44           8/1/2007        230,850.00         230,850.00     P                        6.5    FULL          --                   243,000.00     243,000.00            230,850.00    CA STYLE
412449632        573.31         573.31           7/1/2007         81,000.00          80,642.63     P                      7.625    FULL          --                   471,000.00     471,000.00             80,763.27    NO PPP
412453020        768.38         768.38           8/1/2007        120,000.00         119,355.89     P                      6.625    FULL          --                   171,000.00     150,000.00            119,464.73    NO PPP
412449742        371.13         371.13           8/1/2007         49,400.00          49,207.70     CO                      8.25    FULL          --                   247,000.00     NA                     49,240.30    NO PPP
412445527        498.38         498.38           8/1/2007         83,125.00          82,460.84     P                          6    FULL          --                   155,000.00     154,125.00             82,546.49    NO PPP
412450555      2,181.22       2,181.22           7/1/2007        349,628.00         347,659.09     P                      6.375    FULL          --                   355,000.00     349,628.00            348,322.36    NO PPP
412445549        289.58         289.58           7/1/2007         33,562.00          33,467.14     P                        9.8    NINA          AA                   169,000.00     167,814.00             33,499.28    NO PPP
412445571        220.92         220.92           8/1/2007         32,791.00          32,631.31     P                      7.125    FULL          --                   330,000.00     327,911.00             32,658.32    NO PPP
412445580        801.75         801.75           7/1/2007        116,082.00         115,543.81     P                      7.375    FULL          --                   116,500.00     116,082.00            115,725.41    NO PPP
412445581        356.42         356.42           8/1/2007         46,893.00          46,715.04     P                      8.375    FULL          --                   235,000.00     234,467.00             46,745.22    NO PPP
412445582      1,204.46       1,204.46           8/1/2007        166,116.00         165,112.76     P                      7.875    STATED        --                   208,000.00     207,645.00            165,232.88    NO PPP
412445584        596.86         596.86           7/1/2007         85,361.00          84,974.89     P                        7.5    FULL          --                   342,500.00     341,444.00             85,105.20    NO PPP
412449060        789.28         789.28           7/1/2007        131,645.00         130,277.50     P                          6    FULL          --                   168,500.00     162,154.00            130,551.23    NO PPP
412449079         618.5          618.5           7/1/2007        101,000.00         100,713.50     P                      6.875    FULL          --                   104,000.00     101,000.00            100,795.78    NO PPP
412449081      1,087.50       1,087.50           7/1/2007        175,000.00         174,480.65     P                          7    FULL          --                   175,000.00     175,000.00            174,618.83    NO PPP
412449452        244.13         244.13           8/1/2007         31,750.00          31,652.46     P                        8.5    FULL          --                   127,000.00     127,000.00             31,672.24    NO PPP
412449454        365.97         365.97           7/1/2007         44,000.00          43,863.92     P                      9.375    FULL          --                   176,000.00     176,000.00             43,909.95    NO PPP
412452785      3,700.52       3,190.10           8/1/2007        725,000.00         622,097.84     P                      6.125    FULL          --                   925,000.00     925,000.00            622,097.84    NO PPP
412449298        590.58         590.58           7/1/2007         89,900.00          89,513.12     P                      6.875    FULL          --                    89,900.00      89,900.00             89,667.28    NO PPP
412449316        939.48         939.48           7/1/2007        155,500.00         155,500.00     P                       7.25    STATED        --                   201,000.00     194,387.00            155,500.00    CA STYLE
412452812      1,866.78       1,866.78           8/1/2007        216,000.00         211,626.60     CO                     6.375    STATED        --                   270,000.00     NA                    212,365.19    NO PPP
412449317      2,708.34       2,708.34           7/1/2007        520,000.00         520,000.01     CO                      6.25    FULL          --                   650,000.00     NA                    520,000.00    NO PPP
412449320        253.68         253.68           7/1/2007         41,750.00          41,526.73     P                      6.125    FULL          --                    52,000.00      41,750.00             41,609.54    NO PPP
412449355      1,531.25       1,531.25           8/1/2007        300,000.00         300,000.00     CO                     6.125    FULL          --                   680,000.00     NA                    300,000.00    NO PPP
412449376      2,375.76       2,375.76           7/1/2007        391,000.00         388,690.52     CO                     6.125    FULL          --                   495,000.00     NA                    389,468.20    NO PPP
412452334      1,603.02       1,603.02           8/1/2007        189,000.00         188,347.35     CO                       9.6    STATED        AA                   310,000.00     NA                    188,442.83    CA STYLE
412449611        510.84         510.84           7/1/2007         68,800.00          68,235.43     P                      8.125    FULL          --                    75,000.00      68,800.00             68,332.11    NO PPP
412452825        867.22         867.22           7/1/2007        104,650.00         100,581.23     CO                     7.875    FULL          --                   167,000.00     NA                    100,991.50    NO PPP
412449670        915.65         915.65           7/1/2007        143,000.00         141,439.12     P                      6.625    FULL          --                   353,000.00     353,000.00            141,706.48    NO PPP
412452916        451.33         451.33           7/1/2007         53,460.00          52,346.80     CO                     8.125    FULL          --                   139,000.00     NA                     52,538.65    NO PPP
412452982        676.21         676.21           7/1/2007         81,600.00          80,150.62     RT                     7.875    FULL          --                   110,000.00     NA                     80,448.13    NO PPP
412452828      1,064.51       1,064.51           8/1/2007        140,000.00         137,047.08     CO                      6.75    FULL          --                   265,000.00     NA                    137,339.06    NO PPP
412452582      1,659.50       1,659.50           7/1/2007        198,400.00         194,206.46     RT                         8    FULL          --                   320,000.00     NA                    194,928.81    NO PPP
412452851        557.18         557.18           7/1/2007         91,700.00          90,787.97     P                      6.125    FULL          --                   155,000.00     162,500.00             90,974.11    NO PPP
412452782      1,068.55       1,068.55           7/1/2007        136,500.00         133,849.13     CO                     7.125    FULL          --                   245,000.00     NA                    134,391.93    NO PPP
412452935        835.47         835.47           7/1/2007        137,500.00         135,321.74     P                      6.125    FULL          --                   190,000.00     190,000.00            135,609.07    NO PPP
412445570        803.55         803.55           7/1/2007        112,162.00         111,346.89     P                       7.75    NINA          --                   141,000.00     140,203.00            111,514.14    NO PPP
412449061        860.05         860.05           7/1/2007        132,600.00         131,385.19     P                       6.75    NINA          --                   226,500.00     225,683.00            131,625.18    NO PPP
412449508      1,776.67       1,776.67           7/1/2007        328,000.00         327,999.99     RT                       6.5    NINA          --                   415,000.00     NA                    328,000.00    NO PPP
412449276      3,096.41       3,096.41           8/1/2007        521,500.00         521,500.00     CO                     7.125    FULL          --                   745,000.00     NA                    521,500.00    NO PPP
412452792        951.83         951.83           7/1/2007        117,040.00         114,871.03     P                      7.625    FULL          --                   125,000.00     123,200.00            115,310.68    NO PPP
412449362      1,031.25       1,031.25           7/1/2007        180,000.00         180,000.00     RT                     6.875    STATED        --                   225,000.00     NA                    180,000.00    NO PPP
412449277      2,129.06       2,129.06           7/1/2007        232,750.00         231,887.77     P                       10.5    STATED        --                   245,000.00     245,000.00            232,085.26    NO PPP
412449325      1,665.00       1,665.00           7/1/2007        296,000.00         295,984.68     RT                      6.75    FULL          --                   370,000.00     NA                    295,984.67    NO PPP
412452709      1,133.83       1,133.83           7/1/2007        160,973.00         160,010.43     P                      7.575    STATED        AAA                  202,000.00     201,207.00            160,255.63    NO PPP
412452781         648.6          648.6           7/1/2007        100,000.00          98,908.73     P                       6.75    FULL          --                   168,000.00     131,555.00             99,091.66    NO PPP
412452775      1,863.75       1,863.75           7/1/2007        284,000.00         284,000.00     P                      7.875    FULL          --                   365,000.00     355,000.00            284,000.00    NO PPP
412449771      1,937.50       1,937.50           7/1/2007        300,000.00         300,000.00     P                       7.75    FULL          --                   385,000.00     375,000.00            300,000.00    NO PPP
412449199      1,151.22       1,151.22           7/1/2007        177,493.00         172,884.32     P                       6.75    FULL          --                   180,000.00     182,000.00            173,238.82    NO PPP
412449680      2,023.63       2,023.63           7/1/2007        312,000.00         309,792.66     CO                      6.75    FULL          --                   390,000.00     NA                    310,350.05    NO PPP
412452861      1,288.28       1,288.28           7/1/2007        190,400.00         189,978.84     CO                      7.75    STATED        --                   238,000.00     NA                    190,100.33    NO PPP
412452780      1,352.28       1,352.28           7/1/2007        180,000.00         178,444.73     P                       8.25    NINA          --                   260,000.00     225,000.00            178,693.11    NO PPP
412453008        703.32         703.32           7/1/2007         97,000.00          96,169.33     P                      7.875    FULL          --                    97,000.00      97,000.00             96,312.34    NO PPP
412452912      4,523.10       4,523.10           7/1/2007        613,800.00         610,764.20     CO                      8.55    LITE          AA                   682,000.00     NA                    611,103.38    NO PPP

LOAN_ID          PREPAY_TERM      ROUNDING      PROGRAMCD              LIEN_POS     INITIAL_CAP   PERIODIC_CAP     LIFE_CAP    MAXRATE      MINRATE     MARGIN     NEXT_RT_ADJ_DATE     NEXT_PMT_ADJ_DATE      FICO
-------          -----------      --------      ---------              --------     -----------   ------------     --------    -------      -------     ------     ----------------     -----------------      ----
412446135                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  571
412451223                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  476
412446196                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       15.55        9.55       6.30             10/1/2011             11/1/2011      649
412446256                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       14.05        8.05       5.90             10/1/2011             11/1/2011      653
412446262                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.15        8.15       6.30             10/1/2008             11/1/2008      561
412451343                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.60        8.60       6.05             11/1/2008             12/1/2008      479
412446314                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.55        9.55       7.35             11/1/2008             12/1/2008      663
412446332                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  538
412446454                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  530
412446524                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.75        9.75       6.45             12/1/2008              1/1/2009      579
412446556                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.78        8.78       6.15             12/1/2008              1/1/2009      695
412448441                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.93        9.93       6.05              3/1/2009              4/1/2009      534
412445622                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.53        7.53       5.90             11/1/2008             12/1/2008      637
412446355                   3    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       14.45        8.45       6.05              3/1/2010              4/1/2010      603
412446393                   1    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  668
412446427                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  698
412446428                   1    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       12.90        6.90       6.30              1/1/2009              2/1/2009      698
412446445                   0    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       16.60       10.60       5.95              3/1/2010              4/1/2010      514
412446481                   1    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  605
412446621                   3    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       16.05       10.05       6.05             12/1/2009              1/1/2010      573
412446697                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.95        7.95       6.15              1/1/2009              2/1/2009      651
412451703                   3    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       14.58        8.58       6.30             12/1/2009              1/1/2010      682
412446781                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.52        9.52       6.25              1/1/2009              2/1/2009      502
412451799                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       16.88        9.88       6.30              2/1/2009              3/1/2009      634
412451833                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  637
412446889                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.90        8.90       6.25              2/1/2009              3/1/2009      563
412446905                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.73        7.73       6.05              2/1/2009              3/1/2009      637
412446907                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  637
412446911                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.18        7.18       5.95              1/1/2009              2/1/2009      711
412446929                   3    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       14.40        8.40       6.05              2/1/2010              3/1/2010      618
412446930                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  618
412446953                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.63        7.63       6.05              3/1/2009              4/1/2009      632
412451990                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       14.60        8.60       6.15              1/1/2009              2/1/2009      649
412451995                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  672
412447046                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       12.60        6.60       5.95              1/1/2009              2/1/2009      645
412452007                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.25        7.25       6.05              1/1/2009              2/1/2009      617
412452008                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  617
412447050                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.50        8.50       6.05              2/1/2009              3/1/2009      659
412447051                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.45        7.45       5.95              1/1/2009              2/1/2009      606
412447066                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.15        7.15       6.15              3/1/2009              4/1/2009      671
412447076                   0    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       13.55        7.55       6.05              1/1/2010              2/1/2010      667
412447083                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.54        9.54       6.05              3/1/2009              4/1/2009      606
412447114                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       12.55        6.55       6.05              1/1/2009              2/1/2009      571
412447117                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       15.65        9.65       6.30              1/1/2009              2/1/2009      610
412447122                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  524
412447132                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.58        7.58       6.15              2/1/2009              3/1/2009      737
412447148                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       16.80        9.80       6.30              2/1/2009              3/1/2009      627
412447149                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.53        6.53       6.05              2/1/2009              3/1/2009      624
412447152                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       13.38        7.38       6.05              2/1/2009              3/1/2009      620
412447156                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  654
412447157                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  654
412447160                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  608
412447177                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  667
412447187                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       16.40       10.40       5.95              2/1/2009              3/1/2009      677
412447214                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.93        8.93       6.30              2/1/2009              3/1/2009      659
412447215                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.28        7.28       6.15              1/1/2009              2/1/2009      709
412447251                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.59        8.59       6.25              2/1/2009              3/1/2009      622
412447261                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       13.65        7.65       6.25              1/1/2009              2/1/2009      657
412452152                   2    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  655
412447273                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.63        7.63       6.15              2/1/2009              3/1/2009      605
412447292                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.83        9.83       5.95              1/1/2009              2/1/2009      582
412447298                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.28        7.28       6.15              2/1/2009              3/1/2009      730
412447299                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  730
412447302                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       15.40        9.40       6.30              2/1/2009              3/1/2009      638
412447320                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.15        8.15       6.45              2/1/2009              3/1/2009      615
412447363                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  644
412447364                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  656
412447365                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       14.61        8.61       6.30              3/1/2009              4/1/2009      656
412447375                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  643
412447376                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.99        6.99       5.90              3/1/2009              4/1/2009      643
412447382                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.80        6.80       6.05              2/1/2009              3/1/2009      613
412447383                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  613
412447408                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.35        9.35       6.05              3/1/2009              4/1/2009      670
412447412                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.60        8.60       5.95              3/1/2009              4/1/2009      667
412447419                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.87        8.87       6.05              2/1/2009              3/1/2009      611
412447422                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  591
412447429                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.73        7.73       6.05              1/1/2009              2/1/2009      640
412447437                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       14.73        8.73       6.30              2/1/2009              3/1/2009      702
412447441                   1    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.58        7.58       6.15              3/1/2009              4/1/2009      713
412447442                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  713
412452231                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.85        8.85       5.95              3/1/2009              4/1/2009      530
412447462                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       14.13        8.13       5.95              2/1/2009              3/1/2009      639
412452234                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  685
412452235                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  712
412447476                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.68        7.68       6.15              2/1/2009              3/1/2009      699
412447495                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  504
412447500                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       16.90        9.90       5.95              2/1/2009              3/1/2009      715
412447510                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.93        7.93       6.15              3/1/2009              4/1/2009      677
412447522                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.50        7.50       6.45              2/1/2009              3/1/2009      611
412447526                   1    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       13.73        7.73       5.05              3/1/2009              4/1/2009      603
412452252                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       16.65        9.65       6.25              2/1/2009              3/1/2009      664
412447528                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.30        9.30       6.30              2/1/2009              3/1/2009      558
412447536                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       16.45       10.45       6.45              2/1/2009              3/1/2009      535
412447541                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.48        6.48       6.05              2/1/2009              3/1/2009      616
412447543                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  616
412447552                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.43        9.43       6.15              3/1/2009              4/1/2009      641
412447553                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  641
412447554                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.63        8.63       6.30              3/1/2009              4/1/2009      657
412447557                   3    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       16.80       10.80       6.30              2/1/2010              3/1/2010      538
412447559                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.90        9.90       7.35              2/1/2009              3/1/2009      527
412447560                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       16.18       10.18       5.95              2/1/2009              3/1/2009      659
412447565                   0    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       15.48        9.48       5.25              3/1/2010              4/1/2010      592
412447566                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.99        7.99       5.95              2/1/2009              3/1/2009      661
412447571                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.98        6.98       6.05              3/1/2009              4/1/2009      643
412447573                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  515
412447575                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  658
412447576                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       11.83        5.83       6.05              3/1/2009              4/1/2009      658
412452259                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       16.88       10.88       6.25              2/1/2009              3/1/2009      637
412447579                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       14.83        8.83       6.15              3/1/2009              4/1/2009      663
412452260                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       12.08        6.08       6.30              3/1/2009              4/1/2009      697
412452262                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  697
412447582                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  559
412447588                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.53        9.53       6.30              3/1/2009              4/1/2009      623
412447589                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.50        8.50       6.05              3/1/2009              4/1/2009      516
412447591                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       15.80        9.80       7.05              2/1/2009              3/1/2009      561
412447598                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  596
412447604                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.05        7.05       6.05              2/1/2009              3/1/2009      551
412447606                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  602
412447607                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.25        7.25       6.05              3/1/2009              4/1/2009      602
412447609                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       15.98        8.98       6.15              2/1/2009              3/1/2009      702
412447610                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.99        7.99       6.30              3/1/2009              4/1/2009      575
412447614                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       14.78        8.78       6.30              3/1/2009              4/1/2009      606
412447628                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       13.88        7.88       5.95              3/1/2009              4/1/2009      600
412447632                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       13.25        7.25       6.05              3/1/2009              4/1/2009      622
412447633                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  622
412447635                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.45        9.45       5.50              3/1/2009              4/1/2009      650
412447638                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.95        7.95       6.05              2/1/2009              3/1/2009      656
412447641                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  553
412447642                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.53        8.53       6.05              3/1/2009              4/1/2009      556
412452278                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.55        8.55       6.05              3/1/2009              4/1/2009      626
412447645                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.91        9.91       6.15              2/1/2009              3/1/2009      626
412447650                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       16.05        9.05       6.05              3/1/2009              4/1/2009      641
412447653                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.53        9.53       5.95              2/1/2009              3/1/2009      633
412447654                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.78        9.78       6.45              2/1/2009              3/1/2009      505
412447656                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  731
412447657                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.71        7.71       5.90              3/1/2009              4/1/2009      644
412447664                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       15.95        8.95       6.30              2/1/2009              3/1/2009      691
412447666                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  663
412447667                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.78        7.78       6.05              3/1/2009              4/1/2009      663
412447670                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.35        9.35       6.30              3/1/2009              4/1/2009      531
412447674                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       13.78        7.78       6.05              2/1/2009              3/1/2009      616
412452289                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       16.88       10.88       6.25              2/1/2009              3/1/2009      637
412447679                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  725
412447680                   1    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.83        6.83       6.15              2/1/2009              3/1/2009      725
412447682                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  609
412447687                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.98        9.98       6.55              3/1/2009              4/1/2009      615
412447698                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.93        7.93       6.15              2/1/2009              3/1/2009      753
412447700                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  753
412447706                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       12.25        6.25       6.05              3/1/2009              4/1/2009      677
412447707                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.70        8.70       6.05              3/1/2009              4/1/2009      610
412447712                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       14.25        8.25       6.30              2/1/2009              3/1/2009      628
412452298                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       12.48        6.48       6.05              3/1/2009              4/1/2009      606
412447718                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  713
412447719                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       13.33        7.33       6.05              2/1/2009              3/1/2009      713
412452300                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  679
412447720                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       11.50        5.50       5.95              3/1/2009              4/1/2009      663
412447721                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.05        8.05       6.05              3/1/2009              4/1/2009      590
412447727                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.50        7.50       6.70              3/1/2009              4/1/2009      603
412447728                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  654
412447732                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.75        9.75       5.75              3/1/2009              4/1/2009      568
412447734                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.78        8.78       6.15              3/1/2009              4/1/2009      758
412447735                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.28        8.28       5.95              3/1/2009              4/1/2009      664
412447736                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.99        6.99       5.95              3/1/2009              4/1/2009      611
412447737                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.35        8.35       6.05              3/1/2009              4/1/2009      773
412447753                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       16.60        9.60       6.15              2/1/2009              3/1/2009      654
412447757                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.70        7.70       6.45              2/1/2009              3/1/2009      601
412447760                   1    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.18        9.18       6.55              2/1/2009              3/1/2009      644
412447766                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.33        9.33       6.05              3/1/2009              4/1/2009      634
412452312                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.25        8.25       6.55              3/1/2009              4/1/2009      649
412447767                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.73        8.73       6.55              3/1/2009              4/1/2009      633
412447773                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  666
412447774                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.98        8.98       6.30              3/1/2009              4/1/2009      666
412452314                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       11.60        5.60       5.90              2/1/2009              3/1/2009      661
412447780                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       14.95        8.95       6.25              2/1/2009              3/1/2009      615
412447781                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       14.20        8.20       6.05              2/1/2009              3/1/2009      624
412447784                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.63        9.63       6.80              3/1/2009              4/1/2009      524
412452324                   3    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       13.28        7.28       5.90              3/1/2012              4/1/2012      682
412447802                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.75        9.75       6.70              3/1/2009              4/1/2009      513
412447803                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  502
412447804                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  661
412447805                   0    'Nearest'     Arm 3/27 - Balloon 50/30      1           3.00             1.00        6.00       13.95        7.95       6.05              3/1/2010              4/1/2010      661
412447808                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  645
412447809                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.65        8.65       6.05              2/1/2009              3/1/2009      634
412447811                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.40        7.40       6.05              3/1/2009              4/1/2009      598
412447815                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       16.54       10.54       6.70              3/1/2009              4/1/2009      501
412447827                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  638
412447828                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.50        9.50       6.25              3/1/2009              4/1/2009      532
412447829                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  758
412447830                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.45        8.45       6.30              3/1/2009              4/1/2009      758
412447831                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  642
412447832                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       13.88        7.88       5.90              2/1/2012              3/1/2012      642
412447833                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  679
412447834                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  679
412447843                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.98        8.98       6.30              2/1/2009              3/1/2009      587
412447844                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       16.05        9.05       6.30              2/1/2009              3/1/2009      651
412447847                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.25        8.25       5.95              3/1/2009              4/1/2009      607
412447848                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.00        9.00       5.95              3/1/2009              4/1/2009      584
412447850                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.18        7.18       6.30              3/1/2009              4/1/2009      670
412447854                   1    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       12.99        6.99       5.95              2/1/2010              3/1/2010      626
412447856                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.99        8.99       6.30              3/1/2009              4/1/2009      613
412447859                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       14.26        8.26       6.30              2/1/2009              3/1/2009      677
412447861                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  677
412447872                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.10        9.10       6.75              3/1/2009              4/1/2009      588
412447881                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.08        9.08       6.30              3/1/2009              4/1/2009      620
412447885                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.15        8.15       6.55              3/1/2009              4/1/2009      679
412447886                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  651
412447887                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.58        6.58       6.15              2/1/2009              3/1/2009      651
412447891                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.30        8.30       6.30              3/1/2009              4/1/2009      546
412447892                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.90        7.90       5.95              3/1/2009              4/1/2009      704
412447893                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.45        7.45       5.95              3/1/2009              4/1/2009      735
412447896                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       13.00        7.00       6.25              3/1/2009              4/1/2009      586
412447900                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       16.10       10.10       6.05              3/1/2009              4/1/2009      651
412452352                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.73        7.73       6.05              2/1/2009              3/1/2009      645
412452354                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.90        8.90       6.15              3/1/2009              4/1/2009      697
412447901                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.99        9.99       6.30              3/1/2009              4/1/2009      676
412447903                   1    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  655
412447904                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  655
412447905                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  518
412447906                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.28        8.28       6.05              3/1/2009              4/1/2009      691
412452358                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           1.50             1.50        7.00       16.65        9.65       6.30              2/1/2009              3/1/2009      635
412447908                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.38        8.38       6.30              3/1/2009              4/1/2009      600
412452361                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       14.95        8.95       5.95              3/1/2009              4/1/2009      640
412452362                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  640
412447913                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.80        9.80       6.30              2/1/2009              3/1/2009      713
412447917                   2    'Nearest'     Arm 2/28                      1           1.50             1.50        7.00       18.25       11.25       5.95              3/1/2009              4/1/2009      715
412447918                   0    'Nearest'     Arm 2/28                      1           1.50             1.50        7.00       17.50       10.50       6.30              3/1/2009              4/1/2009      737
412447919                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       16.90       10.90       5.95              3/1/2009              4/1/2009      517
412447922                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       14.15        8.15       5.95              2/1/2010              3/1/2010      539
412447923                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.99        8.99       6.05              2/1/2009              3/1/2009      501
412447928                   0    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       12.45        6.45       6.05              3/1/2010              4/1/2010      640
412447929                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       15.00        9.00       6.30              3/1/2009              4/1/2009      614
412447930                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       16.15       10.15       6.30              2/1/2009              3/1/2009      623
412447931                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.99        6.99       5.95              3/1/2009              4/1/2009      632
412447936                   0    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       14.83        8.83       6.15              2/1/2010              3/1/2010      670
412447940                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  594
412447941                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       12.90        6.90       5.90              3/1/2009              4/1/2009      691
412447943                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.54        7.54       6.14             12/1/2008              1/1/2009      644
412447947                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  621
412447949                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.45        9.45       6.15              2/1/2009              3/1/2009      701
412447950                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.65        6.65       6.05              3/1/2012              4/1/2012      636
412447955                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.05        7.05       6.05              3/1/2009              4/1/2009      605
412447959                   2    'Nearest'     Arm 2/28                      1           1.50             1.50        7.00       16.60        9.60       6.30              2/1/2009              3/1/2009      652
412447961                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.70        8.70       6.05              3/1/2009              4/1/2009      521
412447962                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  501
412447963                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.25        8.25       5.90              3/1/2009              4/1/2009      699
412447964                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       12.99        6.99       5.90              3/1/2010              4/1/2010      734
412447969                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       14.58        8.58       6.05              2/1/2009              3/1/2009      601
412452373                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.98        7.98       5.90              3/1/2009              4/1/2009      676
412447971                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.98        7.98       6.05              2/1/2009              3/1/2009      612
412447972                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  612
412447977                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.48        9.48       6.15              3/1/2009              4/1/2009      654
412447980                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       16.20       10.20       6.05              3/1/2009              4/1/2009      525
412447981                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.98        7.98       6.05              3/1/2009              4/1/2009      648
412447983                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       13.00        7.00       6.05              3/1/2009              4/1/2009      618
412447984                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  607
412447989                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.85        7.85       6.05              2/1/2009              3/1/2009      626
412447992                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.98        9.98       6.45              3/1/2009              4/1/2009      507
412448004                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.55        9.55       6.45              3/1/2009              4/1/2009      502
412448006                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.80        9.80       6.75              3/1/2009              4/1/2009      575
412448008                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.98        7.98       6.30              3/1/2009              4/1/2009      585
412448012                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.65        6.65       5.90              3/1/2009              4/1/2009      678
412448013                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  678
412448014                   3    NA            Fixed Balloon 50/30           1              -                -           -           -           -          -                                                  609
412448015                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.70        8.70       6.05              3/1/2009              4/1/2009      596
412448018                   1    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  644
412448019                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  644
412448020                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.80        7.80       6.05              3/1/2009              4/1/2009      538
412448021                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  589
412448023                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.66        7.66       6.05              2/1/2009              3/1/2009      522
412448031                   1    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.00        9.00       5.95              3/1/2009              4/1/2009      650
412448032                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.20        9.20       6.25              3/1/2009              4/1/2009      514
412448037                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.60        8.60       6.15              3/1/2009              4/1/2009      647
412448039                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.28        7.28       5.95              3/1/2009              4/1/2009      670
412448043                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  670
412448045                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       11.98        5.98       6.05              3/1/2009              4/1/2009      634
412448046                   1    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.70        8.70       6.05              3/1/2009              4/1/2009      751
412448048                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  634
412448053                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.10        7.10       6.15              3/1/2009              4/1/2009      649
412448059                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.95        9.95       7.35              3/1/2009              4/1/2009      516
412448062                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.60        6.60       5.95              3/1/2009              4/1/2009      665
412448063                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.98        7.98       6.05              3/1/2009              4/1/2009      667
412448064                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  665
412448065                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.38        7.38       6.05              3/1/2009              4/1/2009      630
412448066                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.99        7.99       6.45              2/1/2009              3/1/2009      523
412448067                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  505
412448069                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       14.58        8.58       5.90              3/1/2009              4/1/2009      649
412448070                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  649
412448073                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.10        8.10       6.05              3/1/2009              4/1/2009      604
412448078                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.50        9.50       6.15              3/1/2009              4/1/2009      734
412448085                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.75        9.75       6.45              3/1/2009              4/1/2009      591
412452399                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  608
412448089                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       12.85        6.85       6.05              3/1/2009              4/1/2009      626
412452401                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.55        7.55       6.05              3/1/2009              4/1/2009      608
412448092                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.65        6.65       5.95              3/1/2009              4/1/2009      657
412448093                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  657
412448095                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.65        8.65       6.05              3/1/2009              4/1/2009      607
412448098                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  648
412448106                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  600
412448107                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  600
412448108                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.88        8.88       6.05              3/1/2009              4/1/2009      588
412448109                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.99        9.99       6.30              3/1/2009              4/1/2009      557
412448113                   0    'Nearest'     Arm 3/27 - Balloon 50/30      1           3.00             1.00        6.00       13.95        7.95       6.30              3/1/2010              4/1/2010      714
412448114                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       14.20        8.20       5.95              3/1/2010              4/1/2010      563
412448115                   0    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       13.23        7.23       5.95              3/1/2010              4/1/2010      710
412448120                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       16.05       10.05       7.35              3/1/2009              4/1/2009      502
412448121                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       14.98        8.98       6.60              3/1/2010              4/1/2010      555
412448123                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.45        8.45       5.50              3/1/2009              4/1/2009      517
412448125                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       12.90        6.90       6.05              3/1/2009              4/1/2009      607
412448126                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  607
412448128                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       11.90        5.90       6.05              3/1/2009              4/1/2009      580
412448129                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.95        7.95       6.15              3/1/2009              4/1/2009      691
412448131                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       17.05       11.05       5.95              3/1/2009              4/1/2009      505
412448132                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  691
412448134                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.23        7.23       6.05              3/1/2009              4/1/2009      625
412452410                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.38        8.38       6.30              3/1/2009              4/1/2009      647
412448136                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       14.80        8.80       5.95              3/1/2009              4/1/2009      620
412452411                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  647
412448138                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  602
412448139                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.65        7.65       6.05              3/1/2009              4/1/2009      656
412448140                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.33        7.33       6.05              3/1/2009              4/1/2009      602
412448145                   1    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  645
412448147                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.85        8.85       6.30              3/1/2009              4/1/2009      670
412448148                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.23        8.23       6.15              3/1/2009              4/1/2009      722
412448152                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  722
412448154                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       14.90        8.90       6.05              3/1/2009              4/1/2009      617
412448155                   3    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       11.70        5.70       5.95              3/1/2010              4/1/2010      694
412448156                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  624
412448160                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.35        9.35       6.05              3/1/2009              4/1/2009      556
412448162                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       14.98        8.98       6.30              3/1/2009              4/1/2009      735
412448165                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.33        8.33       6.70              3/1/2009              4/1/2009      575
412448166                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  506
412448167                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  629
412452426                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.53        7.53       6.05              3/1/2009              4/1/2009      615
412452427                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  615
412448170                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       16.10       10.10       6.75              3/1/2009              4/1/2009      710
412448171                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.55        9.55       6.15              3/1/2009              4/1/2009      638
412448173                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  553
412448174                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.65        7.65       5.95              2/1/2009              3/1/2009      609
412452430                   0    NA            Fixed Balloon 50/30           1              -                -           -           -           -          -                                                  644
412448179                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  605
412448180                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  605
412448181                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.18        7.18       6.25              2/1/2009              3/1/2009      703
412448185                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.95        8.95       5.95              3/1/2009              4/1/2009      518
412448189                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  519
412448191                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.60        9.60       6.05              3/1/2009              4/1/2009      513
412448195                   1    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.08        9.08       6.15              3/1/2009              4/1/2009      710
412448198                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.90        9.90       5.00              3/1/2009              4/1/2009      501
412448200                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       14.20        8.20       7.35              3/1/2010              4/1/2010      572
412448205                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.80        7.80       6.30              3/1/2009              4/1/2009      642
412448207                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  642
412448209                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.99        7.99       6.75              3/1/2009              4/1/2009      621
412448210                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.95        9.95       6.05              3/1/2009              4/1/2009      504
412448211                   3    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       14.70        8.70       6.30              3/1/2010              4/1/2010      655
412448212                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       13.40        7.40       6.15              3/1/2009              4/1/2009      730
412448213                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.35        8.35       5.95              3/1/2009              4/1/2009      582
412448216                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.25        7.25       6.25              2/1/2009              3/1/2009      639
412448217                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  656
412448218                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       12.25        6.25       5.95              3/1/2009              4/1/2009      608
412448219                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.95        9.95       7.35              3/1/2009              4/1/2009      565
412448220                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.73        9.73       6.30              3/1/2009              4/1/2009      628
412448222                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.15        9.15       6.30              3/1/2009              4/1/2009      602
412448223                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  509
412448224                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.98        8.98       6.30              3/1/2009              4/1/2009      561
412448226                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       13.40        7.40       6.05              3/1/2009              4/1/2009      601
412448227                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.45        8.45       6.05              3/1/2009              4/1/2009      614
412448228                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       15.00        9.00       6.25              3/1/2010              4/1/2010      547
412448229                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       16.51       10.51       6.30              3/1/2009              4/1/2009      590
412448234                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.68        9.68       6.15              3/1/2009              4/1/2009      679
412448236                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.45        8.45       6.05              3/1/2009              4/1/2009      600
412448238                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.08        7.08       6.15              3/1/2009              4/1/2009      739
412448240                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.90        8.90       6.30              3/1/2009              4/1/2009      628
412448242                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.20        9.20       6.50              2/1/2009              3/1/2009      642
412448243                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.75        9.75       6.05              3/1/2009              4/1/2009      518
412448246                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.18        9.18       6.55              3/1/2009              4/1/2009      623
412448248                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  616
412448250                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       12.70        6.70       6.05              3/1/2009              4/1/2009      501
412448253                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  510
412448254                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  631
412448256                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.90        8.90       6.15              3/1/2009              4/1/2009      706
412452443                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.53        8.53       6.05              3/1/2009              4/1/2009      676
412448263                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           1.50             1.50        7.00       15.70        8.70       6.05              3/1/2009              4/1/2009      645
412448264                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.93        8.93       6.15              3/1/2009              4/1/2009      700
412448265                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  700
412448267                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  641
412448269                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       15.25        9.25       6.05              3/1/2009              4/1/2009      624
412448271                   1    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.30        9.30       6.95              3/1/2009              4/1/2009      507
412448273                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.98        9.98       4.90              3/1/2009              4/1/2009      548
412448274                   0    'Nearest'     Arm 3/27 - Balloon 50/30      1           3.00             1.00        6.00       12.75        6.75       6.15              3/1/2010              4/1/2010      673
412448275                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       16.08       10.08       6.30              3/1/2009              4/1/2009      682
412448276                   0    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       14.95        8.95       6.05              3/1/2010              4/1/2010      560
412448287                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       13.40        7.40       6.05              3/1/2009              4/1/2009      597
412448289                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.99        9.99       6.25              3/1/2009              4/1/2009      516
412448290                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  648
412448292                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       13.50        7.50       6.05              3/1/2009              4/1/2009      582
412448293                   2    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  551
412448295                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  714
412452449                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  572
412448296                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  604
412452451                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  563
412448302                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  638
412448303                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       12.75        6.75       6.05              3/1/2009              4/1/2009      638
412448305                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.80        7.80       5.90              3/1/2009              4/1/2009      635
412448309                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.78        7.78       6.05              3/1/2009              4/1/2009      602
412448310                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  645
412448311                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  647
412448312                   0    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       12.50        6.50       6.30              3/1/2010              4/1/2010      656
412448313                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  602
412448314                   2    'Nearest'     Arm 2/28                      1           1.50             1.50        7.00       17.55       10.55       5.95              3/1/2009              4/1/2009      680
412448315                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.48        7.48       6.25              3/1/2009              4/1/2009      592
412448317                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       14.88        8.88       5.95              3/1/2009              4/1/2009      623
412448318                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.43        8.43       6.15              3/1/2009              4/1/2009      651
412448320                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  651
412448321                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  503
412448322                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.33        7.33       5.90              3/1/2009              4/1/2009      658
412448323                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  510
412448324                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.83        8.83       6.15              3/1/2009              4/1/2009      789
412448325                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.58        9.58       6.05              3/1/2009              4/1/2009      515
412448327                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       13.48        7.48       5.95              3/1/2009              4/1/2009      625
412448328                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  625
412448331                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.20        7.20       5.95              3/1/2009              4/1/2009      667
412448333                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.55        6.55       5.95              3/1/2009              4/1/2009      608
412448343                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  627
412448345                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.50        7.50       5.90              3/1/2009              4/1/2009      725
412448346                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  764
412448347                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.75        6.75       5.95              3/1/2009              4/1/2009      623
412448348                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  631
412448349                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.05        9.05       6.30              3/1/2009              4/1/2009      639
412448350                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.08        7.08       6.05              3/1/2009              4/1/2009      631
412448352                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       13.20        7.20       6.15              3/1/2009              4/1/2009      701
412448353                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  701
412448354                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  636
412452461                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  653
412452462                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  653
412448356                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.83        7.83       6.25              3/1/2009              4/1/2009      603
412448357                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  603
412448358                   3    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       16.90       10.90       5.95              3/1/2010              4/1/2010      510
412448360                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.03        7.03       5.95              3/1/2009              4/1/2009      624
412448361                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  624
412452465                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  527
412448363                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       16.25       10.25       7.05              3/1/2009              4/1/2009      502
412448369                   1    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       15.85        9.85       6.30              3/1/2010              4/1/2010      535
412448372                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.60        9.60       6.45              3/1/2009              4/1/2009      518
412448373                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.60        7.60       6.05              3/1/2009              4/1/2009      588
412448377                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  611
412448378                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       15.45        9.45       6.05              3/1/2009              4/1/2009      582
412448380                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       13.80        7.80       6.30              3/1/2010              4/1/2010      637
412448381                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.88        6.88       5.95              3/1/2009              4/1/2009      689
412448388                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.40        7.40       6.05              3/1/2009              4/1/2009      553
412448389                   1    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.99        8.99       6.30              3/1/2009              4/1/2009      642
412448390                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.55        8.55       6.05              3/1/2009              4/1/2009      582
412448391                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.80        6.80       5.95              3/1/2009              4/1/2009      619
412448392                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  627
412448395                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       14.99        8.99       6.55              3/1/2010              4/1/2010      552
412452470                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  574
412448397                   1    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       15.50        9.50       6.15              3/1/2010              4/1/2010      662
412448401                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.99        9.99       5.95              3/1/2009              4/1/2009      626
412448402                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.00        8.00       6.30              3/1/2009              4/1/2009      610
412448403                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  591
412448405                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.85        7.85       6.75              3/1/2009              4/1/2009      682
412448406                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.60        7.60       6.30              3/1/2009              4/1/2009      617
412448407                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       13.65        7.65       6.05              3/1/2009              4/1/2009      614
412448408                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.15        8.15       5.95              3/1/2009              4/1/2009      626
412448409                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       16.78       10.78       5.95              3/1/2009              4/1/2009      596
412448410                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.75        7.75       5.95              3/1/2009              4/1/2009      559
412448415                   1    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       17.10       11.10       6.30              3/1/2010              4/1/2010      575
412448418                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.48        8.48       6.30              3/1/2009              4/1/2009      526
412448419                   3    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.60        7.60       6.15              3/1/2009              4/1/2009      656
412448422                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.75        6.75       6.05              3/1/2009              4/1/2009      635
412448427                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.50        7.50       6.25              3/1/2009              4/1/2009      608
412448428                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.99        8.99       6.05              3/1/2009              4/1/2009      515
412448432                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  519
412448436                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  572
412448438                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  513
412448439                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       13.50        7.50       6.25              3/1/2009              4/1/2009      620
412448442                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.75        9.75       6.05              3/1/2009              4/1/2009      528
412448448                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.20        8.20       7.35              3/1/2009              4/1/2009      624
412448450                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       14.49        8.49       6.30              3/1/2009              4/1/2009      691
412448454                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  709
412448455                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.99        8.99       6.30              3/1/2009              4/1/2009      557
412448457                   0    'Nearest'     Arm 3/27 - Balloon 50/30      1           3.00             1.00        6.00       13.23        7.23       5.90              3/1/2010              4/1/2010      709
412448458                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  698
412448460                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  698
412448461                   1    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.40        7.40       6.05              3/1/2009              4/1/2009      605
412448465                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.38        9.38       6.70              3/1/2009              4/1/2009      510
412448466                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       16.05       10.05       6.30              3/1/2009              4/1/2009      507
412448467                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  517
412448468                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  621
412448470                   1    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.65        9.65       6.05              3/1/2009              4/1/2009      506
412448474                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.65        8.65       5.95              3/1/2009              4/1/2009      575
412448475                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.25        9.25       5.95              3/1/2009              4/1/2009      644
412452480                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  507
412448476                   0    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       13.85        7.85       6.05              3/1/2010              4/1/2010      579
412448478                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.53        7.53       6.05              3/1/2009              4/1/2009      622
412448479                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       13.68        7.68       6.05              3/1/2010              4/1/2010      564
412448482                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       14.18        8.18       6.15              3/1/2009              4/1/2009      642
412448483                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  609
412448484                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  642
412448485                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       15.25        9.25       6.05              3/1/2010              4/1/2010      505
412448486                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       13.50        7.50       6.05              3/1/2010              4/1/2010      544
412448487                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       13.75        7.75       6.25              3/1/2009              4/1/2009      643
412448489                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  643
412448491                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  613
412448492                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.68        8.68       6.70              3/1/2009              4/1/2009      501
412448493                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  502
412448494                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  684
412448497                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  684
412448501                   3    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       14.53        8.53       5.95              3/1/2010              4/1/2010      503
412448503                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       14.65        8.65       6.25              3/1/2010              4/1/2010      519
412448504                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.53        6.53       6.15              3/1/2009              4/1/2009      653
412448505                   3    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       14.75        8.75       5.95              3/1/2010              4/1/2010      503
412448507                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  653
412448508                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.75        8.75       7.00              3/1/2009              4/1/2009      550
412448509                   0    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       15.30        9.30       5.95              3/1/2010              4/1/2010      535
412448510                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.75        8.75       6.05              3/1/2009              4/1/2009      612
412448511                   2    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  641
412448514                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       14.60        8.60       5.95              3/1/2009              4/1/2009      601
412448518                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.25        6.25       6.05              3/1/2009              4/1/2009      598
412448519                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.96        9.96       6.30              3/1/2009              4/1/2009      581
412448520                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  507
412448523                   3    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       13.10        7.10       5.95              3/1/2010              4/1/2010      620
412448524                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.45        9.45       6.25              3/1/2009              4/1/2009      551
412448527                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.99        6.99       5.95              3/1/2009              4/1/2009      589
412448530                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  646
412448531                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  508
412448532                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.70        9.70       6.70              3/1/2009              4/1/2009      511
412448534                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.45        6.45       5.95              3/1/2009              4/1/2009      664
412448535                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.50        8.50       5.95              3/1/2009              4/1/2009      597
412448536                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  501
412448537                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       11.78        5.78       6.30              3/1/2009              4/1/2009      630
412448538                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.85        6.85       6.25              2/1/2009              3/1/2009      559
412448540                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.93        7.93       6.75              2/1/2009              3/1/2009      562
412448541                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.55        6.55       5.95              3/1/2009              4/1/2009      680
412448543                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  630
412448547                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.25        7.25       6.05              2/1/2009              3/1/2009      619
412448548                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.05        7.05       5.95              3/1/2009              4/1/2009      669
412448550                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.78        7.78       6.30              2/1/2009              3/1/2009      642
412448551                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  573
412448554                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.13        9.13       6.30              3/1/2009              4/1/2009      518
412448556                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.15        9.15       5.95              3/1/2009              4/1/2009      577
412448557                   1    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.30        7.30       6.05              3/1/2009              4/1/2009      667
412448558                   1    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.35        8.35       6.05              3/1/2009              4/1/2009      511
412448559                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.88        7.88       6.10              3/1/2009              4/1/2009      610
412448563                   0    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       14.58        8.58       5.95              3/1/2010              4/1/2010      625
412448564                   0    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       14.13        8.13       6.05              3/1/2010              4/1/2010      626
412448566                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.99        7.99       6.05              3/1/2009              4/1/2009      580
412448567                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  626
412448569                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.45        7.45       6.05              3/1/2009              4/1/2009      505
412448573                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.99        7.99       5.95              3/1/2009              4/1/2009      588
412448577                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.65        9.65       6.05              3/1/2009              4/1/2009      589
412448580                   0    NA            Fixed Balloon 50/30           1              -                -           -           -           -          -                                                  620
412448586                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.50        6.50       6.05              3/1/2009              4/1/2009      644
412448590                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.60        8.60       6.30              3/1/2009              4/1/2009      616
412448592                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.83        7.83       6.05              3/1/2009              4/1/2009      589
412448593                   3    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       11.55        5.55       6.30              3/1/2010              4/1/2010      624
412448594                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       15.55        9.55       6.05              3/1/2009              4/1/2009      584
412448596                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.60        8.60       6.05              3/1/2009              4/1/2009      567
412448597                   3    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       14.15        8.15       6.55              3/1/2010              4/1/2010      511
412448600                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.50        7.50       6.30              3/1/2009              4/1/2009      629
412448601                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       16.60       10.60       7.35              3/1/2009              4/1/2009      506
412448605                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.85        9.85       6.05              3/1/2009              4/1/2009      593
412448606                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.30        7.30       5.95              3/1/2009              4/1/2009      613
412448607                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       14.90        8.90       6.05              3/1/2010              4/1/2010      604
412448608                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.90        7.90       6.15              3/1/2009              4/1/2009      666
412452499                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  665
412448610                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.55        8.55       5.95              3/1/2009              4/1/2009      658
412448617                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       12.65        6.65       6.25              3/1/2010              4/1/2010      601
412448620                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.35        6.35       6.05              3/1/2009              4/1/2009      618
412448622                   1    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  624
412448623                   3    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       14.60        8.60       6.30              3/1/2010              4/1/2010      608
412448625                   1    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.25        7.25       5.95              3/1/2009              4/1/2009      642
412448628                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.70        7.70       6.05              3/1/2009              4/1/2009      629
412448629                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       12.00        6.00       5.95              4/1/2009              5/1/2009      718
412448631                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       14.40        8.40       6.25              3/1/2010              4/1/2010      592
412448634                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  505
412448635                   1    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  516
412448636                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.10        8.10       5.90              3/1/2009              4/1/2009      620
412448637                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  546
412448639                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.45        9.45       6.70              3/1/2009              4/1/2009      542
412448641                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.75        7.75       6.30              3/1/2009              4/1/2009      616
412448644                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.05        8.05       6.05              3/1/2009              4/1/2009      550
412448646                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       13.99        7.99       6.15              3/1/2010              4/1/2010      642
412448647                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.55        7.55       6.05              3/1/2009              4/1/2009      665
412448648                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.05        9.05       6.05              3/1/2009              4/1/2009      542
412448649                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.25        6.25       6.05              3/1/2009              4/1/2009      686
412448650                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  685
412448651                   3    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       14.68        8.68       5.90              3/1/2010              4/1/2010      685
412448654                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  581
412452509                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  621
412448655                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  500
412448658                   3    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       12.48        6.48       6.05              3/1/2010              4/1/2010      624
412448659                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.43        8.43       6.30              3/1/2009              4/1/2009      564
412448660                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  508
412448661                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.38        8.38       6.05              3/1/2009              4/1/2009      622
412448663                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.70        8.70       5.95              3/1/2009              4/1/2009      560
412448666                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       13.99        7.99       6.05              3/1/2010              4/1/2010      569
412448667                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  607
412448668                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.60        7.60       6.25              3/1/2009              4/1/2009      514
412448669                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  562
412448671                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  601
412448672                   3    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       13.85        7.85       6.05              3/1/2010              4/1/2010      595
412448673                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  517
412448674                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.70        6.70       6.05              3/1/2009              4/1/2009      582
412448675                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.95        7.95       6.25              3/1/2009              4/1/2009      674
412448676                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.54        8.54       6.30              3/1/2009              4/1/2009      648
412448677                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.88        7.88       5.95              3/1/2009              4/1/2009      604
412448678                   1    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.58        6.58       5.90              3/1/2009              4/1/2009      645
412448682                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  600
412448685                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.09        9.09       6.05              3/1/2009              4/1/2009      582
412448687                   3    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       14.45        8.45       6.30              3/1/2010              4/1/2010      551
412448688                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  581
412448689                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       15.99        9.99       6.15              3/1/2009              4/1/2009      625
412448690                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  641
412448692                   1    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.80        9.80       6.45              3/1/2009              4/1/2009      505
412448693                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  660
412448694                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  660
412448695                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.93        7.93       5.90              3/1/2009              4/1/2009      684
412448696                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       16.63       10.63       6.30              3/1/2009              4/1/2009      663
412448697                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  640
412448699                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  625
412448700                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  501
412448702                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       12.98        6.98       6.05              3/1/2009              4/1/2009      628
412448705                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       12.99        6.99       6.05              3/1/2010              4/1/2010      632
412448706                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.65        7.65       6.05              1/1/2009              2/1/2009      604
412448708                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  628
412448711                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.50        7.50       6.05              3/1/2009              4/1/2009      649
412448712                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.95        7.95       6.25              3/1/2009              4/1/2009      506
412448713                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.45        9.45       7.35              3/1/2009              4/1/2009      504
412448714                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       16.15       10.15       6.55              3/1/2009              4/1/2009      525
412448716                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.45        9.45       6.15              3/1/2009              4/1/2009      642
412448717                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.70        9.70       7.35              3/1/2009              4/1/2009      519
412448720                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       16.58       10.58       6.05              3/1/2010              4/1/2010      511
412448721                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       12.75        6.75       6.25              3/1/2009              4/1/2009      606
412448726                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       16.60       10.60       6.05              3/1/2009              4/1/2009      519
412452522                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.15        9.15       5.95              3/1/2009              4/1/2009      517
412448731                   1    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       14.35        8.35       6.05              3/1/2010              4/1/2010      561
412448732                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       14.50        8.50       6.05              3/1/2009              4/1/2009      584
412448735                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.59        9.59       6.30              3/1/2009              4/1/2009      603
412448736                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.60        8.60       6.55              3/1/2009              4/1/2009      623
412452527                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  567
412448740                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       13.73        7.73       6.05              3/1/2010              4/1/2010      607
412448741                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       12.25        6.25       5.95              3/1/2010              4/1/2010      592
412448745                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       12.85        6.85       6.05              3/1/2009              4/1/2009      652
412448748                   3    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       13.85        7.85       6.70              3/1/2010              4/1/2010      643
412448749                   3    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       15.28        9.28       6.05              3/1/2010              4/1/2010      506
412448753                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       13.00        7.00       6.05              3/1/2009              4/1/2009      629
412448756                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.65        6.65       6.05              3/1/2009              4/1/2009      611
412448757                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.95        7.95       6.30              3/1/2009              4/1/2009      609
412448758                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       17.38       11.38       6.30              3/1/2009              4/1/2009      640
412448759                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.65        9.65       6.55              3/1/2009              4/1/2009      516
412448760                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.73        9.73       6.05              3/1/2009              4/1/2009      567
412448762                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  642
412448763                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  642
412448765                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.99        9.99       7.35              3/1/2009              4/1/2009      506
412448766                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.55        7.55       6.25              3/1/2009              4/1/2009      602
412448767                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.78        7.78       6.05              3/1/2009              4/1/2009      671
412448769                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  549
412448771                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  518
412448773                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       13.65        7.65       6.25              3/1/2010              4/1/2010      566
412448774                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.83        7.83       6.05              3/1/2009              4/1/2009      652
412452533                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  606
412448779                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.94        8.94       6.05              3/1/2009              4/1/2009      599
412448780                   3    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       13.45        7.45       5.90              3/1/2010              4/1/2010      603
412448781                   1    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       14.38        8.38       6.30              3/1/2010              4/1/2010      615
412448783                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  583
412448785                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.00        9.00       6.15              3/1/2009              4/1/2009      676
412448786                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.55        8.55       6.05              3/1/2009              4/1/2009      512
412448787                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  724
412448788                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.80        7.80       5.90              3/1/2009              4/1/2009      616
412448791                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.40        8.40       5.95              3/1/2009              4/1/2009      607
412448794                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.40        8.40       6.70              3/1/2009              4/1/2009      589
412448795                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  636
412448796                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       12.88        6.88       6.05              3/1/2009              4/1/2009      636
412448798                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.85        7.85       6.05              3/1/2009              4/1/2009      671
412448799                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.35        8.35       5.95              3/1/2009              4/1/2009      623
412448801                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.85        9.85       6.25              3/1/2009              4/1/2009      509
412448803                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.80        8.80       6.30              3/1/2009              4/1/2009      638
412448805                   3    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.75        6.75       5.90              3/1/2012              4/1/2012      641
412448807                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  503
412452538                   3    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       15.90        9.90       6.70              3/1/2010              4/1/2010      512
412448811                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.96        8.96       6.30              3/1/2009              4/1/2009      628
412448812                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.99        8.99       5.50              3/1/2009              4/1/2009      625
412448813                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       14.40        8.40       6.30              3/1/2010              4/1/2010      500
412448814                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       15.40        9.40       6.50              3/1/2010              4/1/2010      500
412448816                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       16.00       10.00       6.05              3/1/2009              4/1/2009      502
412448820                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.73        7.73       5.95              3/1/2009              4/1/2009      635
412448821                   3    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       14.95        8.95       6.05              3/1/2010              4/1/2010      510
412448822                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  560
412448824                   2    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       13.99        7.99       5.95              3/1/2010              4/1/2010      610
412452540                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       15.78        9.78       7.60              3/1/2010              4/1/2010      539
412448829                   3    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.38        6.38       6.05              3/1/2012              4/1/2012      652
412448830                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.50        8.50       6.05              3/1/2009              4/1/2009      604
412448831                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  623
412448832                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  623
412448833                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       12.99        6.99       6.05              3/1/2009              4/1/2009      646
412448834                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       15.70        9.70       6.75              3/1/2010              4/1/2010      578
412448835                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.50        8.50       6.05              3/1/2009              4/1/2009      620
412448836                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       13.35        7.35       6.15              3/1/2010              4/1/2010      701
412448837                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.30        8.30       6.05              3/1/2009              4/1/2009      538
412448838                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  624
412448839                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.08        9.08       6.05              3/1/2009              4/1/2009      506
412448840                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.49        7.49       6.05              3/1/2009              4/1/2009      627
412448843                   1    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.43        8.43       6.15              3/1/2009              4/1/2009      689
412448844                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.63        8.63       6.05              3/1/2009              4/1/2009      619
412452543                   1    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  591
412448845                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  619
412448851                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  635
412448852                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.58        7.58       6.30              3/1/2009              4/1/2009      648
412448856                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.45        7.45       5.90              4/1/2009              5/1/2009      638
412448857                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.75        8.75       5.95              3/1/2009              4/1/2009      540
412448858                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.15        8.15       6.05              3/1/2009              4/1/2009      649
412448859                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.53        8.53       6.30              3/1/2009              4/1/2009      512
412448860                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.98        6.98       6.05              3/1/2009              4/1/2009      666
412448861                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       16.83       10.83       6.30              3/1/2009              4/1/2009      588
412448862                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.75        9.75       7.05              2/1/2009              3/1/2009      570
412452551                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.73        8.73       6.05              3/1/2009              4/1/2009      605
412452552                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  605
412448871                   3    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       17.05       11.05       7.35              3/1/2010              4/1/2010      513
412448872                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  643
412448873                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.50        6.50       5.95              3/1/2009              4/1/2009      629
412448874                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.70        8.70       6.25              3/1/2009              4/1/2009      515
412448875                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       15.75        9.75       5.95              3/1/2009              4/1/2009      643
412448879                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       15.50        9.50       6.05              3/1/2010              4/1/2010      503
412448880                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.54        8.54       6.05              3/1/2009              4/1/2009      568
412448881                   3    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       13.20        7.20       6.05              3/1/2010              4/1/2010      658
412448882                   3    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       13.40        7.40       6.30              3/1/2010              4/1/2010      633
412448883                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.95        7.95       6.45              3/1/2009              4/1/2009      585
412448885                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.70        8.70       6.45              3/1/2009              4/1/2009      578
412448886                   3    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       15.75        9.75       6.70              3/1/2010              4/1/2010      511
412448887                   0    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       13.30        7.30       5.90              3/1/2010              4/1/2010      664
412448888                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.00        7.00       6.25              3/1/2009              4/1/2009      517
412448889                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.99        8.99       6.30              3/1/2009              4/1/2009      637
412448893                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.15        6.15       6.05              3/1/2009              4/1/2009      697
412448896                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.49        7.49       6.25              3/1/2009              4/1/2009      619
412448897                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.13        8.13       6.70              3/1/2009              4/1/2009      604
412452560                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  521
412448898                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.95        8.95       5.40              3/1/2009              4/1/2009      514
412448899                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.10        7.10       5.90              3/1/2009              4/1/2009      637
412448901                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  590
412448902                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.68        7.68       6.05              3/1/2009              4/1/2009      660
412448903                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       14.50        8.50       6.75              3/1/2010              4/1/2010      682
412448905                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.48        7.48       5.90              4/1/2009              5/1/2009      608
412448906                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  687
412448907                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       13.88        7.88       5.90              3/1/2009              4/1/2009      687
412448908                   1    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       14.20        8.20       5.95              3/1/2010              4/1/2010      500
412448911                   0    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       13.18        7.18       5.90              3/1/2010              4/1/2010      623
412448912                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  640
412448914                   1    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.85        6.85       5.95              3/1/2009              4/1/2009      588
412448917                   0    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       13.20        7.20       6.25              3/1/2010              4/1/2010      692
412448918                   2    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  511
412448919                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       16.45       10.45       4.75              3/1/2009              4/1/2009      509
412448921                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.35        8.35       4.95              3/1/2009              4/1/2009      517
412448922                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       16.63       10.63       6.30              3/1/2009              4/1/2009      767
412448923                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.49        6.49       6.05              3/1/2009              4/1/2009      635
412448931                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.03        7.03       5.95              3/1/2009              4/1/2009      625
412448932                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  613
412448933                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.78        7.78       5.70              3/1/2009              4/1/2009      613
412448934                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.78        7.78       6.05              3/1/2009              4/1/2009      603
412448935                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.99        6.99       6.05              3/1/2009              4/1/2009      614
412448937                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.53        7.53       5.90              3/1/2009              4/1/2009      642
412448942                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  642
412452568                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.88        7.88       6.05              3/1/2009              4/1/2009      628
412448945                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       12.40        6.40       6.05              3/1/2009              4/1/2009      677
412448946                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.88        6.88       5.95              3/1/2009              4/1/2009      617
412448948                   3    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       13.48        7.48       5.90              3/1/2010              4/1/2010      632
412448950                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       14.99        8.99       5.95              4/1/2009              5/1/2009      642
412448951                   3    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.13        6.13       5.90              3/1/2012              4/1/2012      798
412448958                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       15.11        9.11       4.55              3/1/2010              4/1/2010      564
412448959                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       11.83        5.83       5.90              3/1/2010              4/1/2010      648
412452573                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  644
412448961                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       13.90        7.90       5.90              4/1/2009              5/1/2009      726
412448962                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  663
412448963                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       15.08        9.08       6.30              3/1/2009              4/1/2009      663
412448964                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       12.70        6.70       5.95              4/1/2010              5/1/2010      634
412448969                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.78        7.78       6.05              3/1/2009              4/1/2009      658
412448979                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  748
412448990                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.53        7.53       6.15              1/1/2009              2/1/2009      699
412449010                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.80        9.80       6.30             11/1/2008             12/1/2008      636
412449018                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.25        9.25       6.25             10/1/2008             11/1/2008      630
412449141                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.10        9.10       6.05             11/1/2008             12/1/2008      608
412449147                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       16.60       10.60       7.35             11/1/2008             12/1/2008      551
412449156                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       12.70        6.70       6.35             11/1/2008             12/1/2008      664
412449162                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.90        8.90       6.05             11/1/2008             12/1/2008      657
412449200                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       16.85       10.85       6.30             11/1/2008             12/1/2008      666
412449204                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       16.30       10.30       6.05             11/1/2008             12/1/2008      617
412452752                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       16.35       10.35       6.05             11/1/2008             12/1/2008      563
412449214                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.05        9.05       7.35             11/1/2008             12/1/2008      619
412449216                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.93        7.93       6.25             11/1/2008             12/1/2008      582
412452774                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.20        9.20       6.05             11/1/2008             12/1/2008      559
412449457                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.28        8.28       6.30             10/1/2008             11/1/2008      622
412452936                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       12.38        6.38       6.05             11/1/2008             12/1/2008      596
412450522                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  658
412450523                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  668
412445515                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  649
412445520                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  642
412450536                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  676
412445529                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  744
412445530                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  664
412445531                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  651
412445535                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  664
412450541                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  712
412450542                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  767
412445541                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  699
412445542                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  733
412450549                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  793
412450553                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  793
412445546                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  720
412445547                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  702
412445550                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  698
412450556                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  782
412450557                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  782
412445554                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       11.75        5.75       2.25              3/1/2012              4/1/2012      801
412445555                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  801
412445556                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       11.88        5.88       2.25              3/1/2012              4/1/2012      689
412445557                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  689
412450558                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  744
412445558                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  774
412450559                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  632
412450560                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  697
412445576                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  732
412445583                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  799
412445586                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  803
412450569                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  719
412445591                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  625
412445593                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  719
412450597                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  666
412450598                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  754
412452680                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  652
412449068                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  749
412449072                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  616
412449073                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  700
412449074                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  770
412452711                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  788
412449099                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  684
412449102                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  650
412449110                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.78        7.78       6.05              3/1/2009              4/1/2009      611
412449111                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.38        6.38       2.25              3/1/2012              4/1/2012      740
412449116                   0    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       13.00        7.00       2.75              3/1/2012              4/1/2012      761
412449117                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  681
412452716                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  740
412449121                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  740
412449185                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  643
412452746                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  605
412449189                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  711
412452920                   0    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       12.88        6.88       5.00              3/1/2010              4/1/2010      665
412449442                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  799
412449443                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  793
412447648                   3    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.25        6.25       2.25              3/1/2012              4/1/2012      698
412447868                   3    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.50        6.50       2.25              3/1/2012              4/1/2012      773
412447869                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  773
412452380                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  669
412448094                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.75        6.75       2.25              3/1/2012              4/1/2012      700
412448175                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  681
412448176                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  681
412448196                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       13.00        7.00       2.25              3/1/2012              4/1/2012      757
412448214                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.50        6.50       2.25              3/1/2012              4/1/2012      670
412448215                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  670
412448286                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       14.00        8.00       2.25              3/1/2012              4/1/2012      689
412448288                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  689
412448298                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.75        6.75       2.25              3/1/2012              4/1/2012      666
412448299                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.50        6.50       2.25              3/1/2012              4/1/2012      753
412448336                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  701
412448337                   3    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       13.00        7.00       2.25              3/1/2012              4/1/2012      701
412452459                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.63        6.63       2.25              3/1/2012              4/1/2012      699
412452460                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  699
412448371                   3    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.50        6.50       2.25              3/1/2012              4/1/2012      770
412448382                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       13.13        7.13       2.25              3/1/2012              4/1/2012      783
412448424                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.63        6.63       2.25              3/1/2012              4/1/2012      712
412448447                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       13.38        7.38       2.25              3/1/2012              4/1/2012      720
412448451                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       13.38        7.38       2.25              3/1/2012              4/1/2012      690
412448452                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  720
412448471                   3    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.13        6.13       2.25              3/1/2012              4/1/2012      695
412448506                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  783
412448515                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.75        6.75       2.25              3/1/2012              4/1/2012      694
412448516                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  694
412448579                   3    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.50        6.50       2.25              3/1/2012              4/1/2012      680
412448583                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  680
412448611                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  682
412448613                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.88        6.88       2.25              3/1/2012              4/1/2012      682
412448614                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.25        6.25       2.25              3/1/2012              4/1/2012      746
412448618                   3    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.88        6.88       2.25              3/1/2012              4/1/2012      698
412448621                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.50        6.50       2.25              3/1/2012              4/1/2012      717
412448624                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  717
412448645                   3    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.75        6.75       2.25              3/1/2012              4/1/2012      642
412448652                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       13.63        7.63       2.25              3/1/2012              4/1/2012      766
412448653                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  766
412448656                   2    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.75        6.75       2.25              3/1/2012              4/1/2012      720
412448657                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  720
412448681                   3    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.88        6.88       2.25              3/1/2012              4/1/2012      640
412448724                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       13.00        7.00       2.25              3/1/2012              4/1/2012      691
412448734                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       13.75        7.75       2.25              3/1/2012              4/1/2012      661
412448744                   3    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.25        6.25       2.25              3/1/2012              4/1/2012      723
412448750                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.50        6.50       2.25              3/1/2012              4/1/2012      699
412448751                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  699
412448752                   3    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.25        6.25       2.25              3/1/2012              4/1/2012      745
412448754                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  745
412448777                   3    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.63        6.63       2.25              3/1/2012              4/1/2012      675
412448778                   3    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.75        6.75       2.25              3/1/2012              4/1/2012      718
412448782                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  750
412448792                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.38        6.38       2.25              4/1/2012              5/1/2012      739
412452536                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  690
412452537                   3    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.25        6.25       2.25              3/1/2012              4/1/2012      690
412448817                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  757
412448818                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.63        6.63       2.25              3/1/2012              4/1/2012      757
412448819                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  734
412448847                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  706
412448848                   3    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.38        6.38       2.25              3/1/2012              4/1/2012      706
412448854                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.50        6.50       2.25              4/1/2012              5/1/2012      745
412448855                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  745
412448865                   3    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       13.25        7.25       2.25              3/1/2012              4/1/2012      722
412448866                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  722
412448877                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.50        6.50       2.25              3/1/2012              4/1/2012      741
412452556                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.38        6.38       2.25              3/1/2012              4/1/2012      682
412452557                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  682
412448894                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.63        6.63       2.25              3/1/2012              4/1/2012      738
412448895                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  738
412448913                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.63        6.63       2.25              3/1/2012              4/1/2012      708
412448915                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.50        6.50       2.25              3/1/2012              4/1/2012      683
412448916                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  683
412448924                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  641
412448925                   3    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.63        6.63       2.25              3/1/2012              4/1/2012      641
412448926                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.38        6.38       2.25              3/1/2012              4/1/2012      756
412448938                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  649
412448940                   3    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.75        6.75       2.25              4/1/2012              5/1/2012      649
412448943                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  721
412448954                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  772
412448956                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       13.00        7.00       2.25              3/1/2012              4/1/2012      705
412448967                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       13.25        7.25       2.25              3/1/2012              4/1/2012      690
412448968                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  690
412448972                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.63        6.63       2.25              4/1/2012              5/1/2012      672
412448977                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.38        6.38       2.25              3/1/2012              4/1/2012      718
412448978                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  718
412448994                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  675
412452633                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  671
412449025                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       13.50        7.50       2.75              3/1/2012              4/1/2012      625
412449027                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  625
412452652                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  791
412449032                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  727
412452670                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  581
412449175                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  763
412449202                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                 NA
412452754                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  694
412449219                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  618
412452777                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       13.75        7.75       2.75              3/1/2012              4/1/2012      795
412449257                   3    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.50        6.50       2.25              3/1/2012              4/1/2012      701
412449260                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.63        6.63       2.25              3/1/2012              4/1/2012      680
412449265                   3    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.25        6.25       2.25              3/1/2012              4/1/2012      692
412449266                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  692
412449267                   3    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       13.13        7.13       2.25              3/1/2012              4/1/2012      777
412449269                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  623
412449272                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  745
412452784                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  718
412449283                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  644
412452803                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  639
412449294                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.50        6.50       2.25              3/1/2012              4/1/2012      664
412452807                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  626
412449305                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  599
412449306                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  669
412449307                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  605
412449309                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  702
412449312                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  510
412449318                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  595
412452813                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  655
412452814                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  605
412449322                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  673
412449333                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.38        6.38       2.25              3/1/2012              4/1/2012      755
412449336                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  783
412449344                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  786
412449352                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  716
412449354                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  739
412449356                   0    'Nearest'     Arm 7/23                      1           3.00             1.00        6.00       11.50        5.50       2.25              3/1/2014              4/1/2014      789
412449358                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.25        6.25       2.25              3/1/2012              4/1/2012      769
412449374                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  653
412452865                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  647
412449393                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  667
412452871                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  689
412449398                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  610
412452875                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  706
412452882                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  754
412452883                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  754
412452884                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  729
412452885                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  729
412449403                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  761
412449404                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.13        6.13       2.25              3/1/2012              4/1/2012      674
412452889                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  691
412452897                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  645
412449409                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  643
412449412                   0    'Nearest'     Arm 7/23                      1           3.00             1.00        6.00       12.25        6.25       2.25              3/1/2014              4/1/2014      666
412449413                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  632
412449415                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  755
412449416                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  742
412452902                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  732
412449417                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  626
412449418                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  611
412449419                   3    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.63        6.63       2.25              3/1/2012              4/1/2012      785
412449423                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  586
412449424                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       14.75        8.75       2.25              3/1/2012              4/1/2012      737
412449425                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  712
412449433                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  788
412449472                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.38        6.38       2.25              3/1/2012              4/1/2012      751
412449474                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  751
412449503                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  665
412452940                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  701
412452941                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  701
412449514                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  621
412449515                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  621
412449518                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  643
412449522                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  643
412449524                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  625
412449525                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  625
412449526                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  629
412449530                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  667
412452946                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  667
412449535                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  627
412449540                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  620
412449543                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  653
412449544                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  696
412449549                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  660
412449550                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  502
412449551                   1    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  655
412449552                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  576
412452955                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  602
412449555                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  642
412449557                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  624
412449570                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  785
412452965                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  798
412452966                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  798
412449578                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  749
412452994                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  659
412449606                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  665
412449609                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  653
412449615                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  599
412449620                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  582
412449624                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  691
412449625                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  668
412449630                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  723
412449635                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  687
412449638                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  678
412449646                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  609
412449648                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  660
412449649                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       11.88        5.88       2.25              3/1/2012              4/1/2012      756
412449650                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  595
412449651                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  717
412449652                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       12.83        6.83       5.95              3/1/2009              4/1/2009      624
412449659                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  588
412449660                   0    'Nearest'     Arm 7/23                      1           3.00             1.00        6.00       13.75        7.75       2.25              3/1/2014              4/1/2014      664
412449662                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  622
412449679                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  670
412449682                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  654
412449683                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  654
412453023                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  687
412453024                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  687
412449686                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.75        6.75       2.25              3/1/2012              4/1/2012      676
412449687                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  620
412449688                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  691
412449689                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  691
412449690                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  731
412449691                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.63        6.63       2.75              3/1/2012              4/1/2012      636
412449692                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       13.13        7.13       2.75              3/1/2012              4/1/2012      655
412449693                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       13.00        7.00       2.75              3/1/2012              4/1/2012      682
412449694                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  648
412449695                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  738
412449696                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  693
412449697                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  693
412449698                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.88        6.88       2.25              3/1/2012              4/1/2012      667
412449699                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  667
412449705                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  645
412449706                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.63        6.63       2.75              3/1/2012              4/1/2012      743
412449711                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  611
412449712                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  721
412449713                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  719
412453031                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  660
412453032                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  660
412449714                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  633
412453033                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  732
412449719                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       11.88        5.88       2.25              3/1/2012              4/1/2012      782
412449720                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  656
412449724                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  783
412449727                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.35        9.35       5.95              3/1/2009              4/1/2009      648
412453035                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  795
412449733                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  576
412449743                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  779
412449747                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  774
412449748                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       10.38        4.38       2.25              3/1/2012              4/1/2012      704
412449749                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.50        6.50       2.25              3/1/2012              4/1/2012      806
412449751                   0    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       11.50        5.50       2.25              3/1/2010              4/1/2010      799
412449752                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  782
412449763                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.00        6.00       2.25              3/1/2012              4/1/2012      689
412449764                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  684
412449765                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  677
412449766                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  677
412449767                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  681
412449768                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  681
412449770                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  713
412449773                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  641
412449774                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  537
412449776                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.40        8.40       5.95              3/1/2009              4/1/2009      501
412449777                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  737
412449780                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       16.25       10.25       7.35              3/1/2009              4/1/2009      684
412449782                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  641
412453055                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  757
412449786                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  584
412446627                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       15.85        9.85       6.15              4/1/2009              5/1/2009      679
412447254                   2    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  642
412447461                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  649
412447671                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  671
412448030                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.65        9.65       6.30              4/1/2009              5/1/2009      656
412448074                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.35        9.35       6.55              4/1/2009              5/1/2009      628
412448103                   2    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       12.35        6.35       6.55              4/1/2010              5/1/2010      656
412448111                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.75        7.75       6.15              4/1/2009              5/1/2009      735
412448124                   2    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       13.43        7.43       6.05              4/1/2012              5/1/2012      648
412448184                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.88        7.88       6.05              4/1/2009              5/1/2009      624
412448188                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.80        9.80       5.95              4/1/2009              5/1/2009      764
412448237                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.55        7.55       6.05              3/1/2009              4/1/2009      626
412448281                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  630
412448306                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.55        8.55       5.95              4/1/2009              5/1/2009      647
412448330                   3    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       13.85        7.85       6.05              4/1/2010              5/1/2010      627
412448332                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       12.85        6.85       6.05              3/1/2009              4/1/2009      632
412448341                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       12.70        6.70       6.05              3/1/2009              4/1/2009      633
412448362                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  633
412448367                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.83        7.83       5.95              3/1/2009              4/1/2009      664
412448368                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  664
412448374                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.28        9.28       6.30              4/1/2009              5/1/2009      622
412448412                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  676
412448413                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.28        7.28       5.95              3/1/2009              4/1/2009      676
412448414                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.70        7.70       6.05              4/1/2009              5/1/2009      634
412448459                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       14.35        8.35       5.95              3/1/2009              4/1/2009      633
412448462                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.80        9.80       6.30              3/1/2009              4/1/2009      687
412448499                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.25        8.25       6.05              4/1/2009              5/1/2009      651
412452495                   0    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       12.65        6.65       5.90              4/1/2010              5/1/2010      644
412448679                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  631
412448691                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       16.10       10.10       6.25              3/1/2009              4/1/2009      516
412448698                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       14.15        8.15       6.30              3/1/2010              4/1/2010      640
412448742                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.10        9.10       6.15              3/1/2009              4/1/2009      666
412448755                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  636
412448827                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.90        7.90       6.30              3/1/2009              4/1/2009      654
412448842                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       12.10        6.10       6.05              4/1/2009              5/1/2009      626
412448870                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       15.30        9.30       6.15              4/1/2009              5/1/2009      652
412448884                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  641
412448892                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       16.35       10.35       6.30              3/1/2009              4/1/2009      669
412452563                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.54        9.54       6.05              4/1/2009              5/1/2009      635
412448944                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.95        6.95       5.95              3/1/2009              4/1/2009      667
412448949                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.80        9.80       6.30              3/1/2009              4/1/2009      632
412448955                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  641
412448957                   0    NA            Fixed Balloon 50/30           1              -                -           -           -           -          -                                                  673
412448966                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.35        7.35       6.25              3/1/2009              4/1/2009      641
412448971                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.15        8.15       5.95              4/1/2009              5/1/2009      622
412448973                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  642
412448975                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       16.38       10.38       6.30              3/1/2009              4/1/2009      726
412448980                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.98        7.98       5.90              4/1/2009              5/1/2009      668
412448984                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       13.78        7.78       6.30              4/1/2009              5/1/2009      651
412448985                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           3.00             1.00        6.00       16.15       10.15       6.15              4/1/2009              5/1/2009      651
412448986                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.95        9.95       6.05              4/1/2009              5/1/2009      663
412449455                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  757
412447417                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.75        6.75       2.25              3/1/2012              4/1/2012      683
412448703                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       13.38        7.38       2.25              4/1/2012              5/1/2012      755
412448747                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.88        6.88       2.25              3/1/2012              4/1/2012      700
412448776                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       13.75        7.75       2.25              4/1/2012              5/1/2012      666
412448947                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.75        6.75       2.25              3/1/2012              4/1/2012      710
412448952                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  688
412448953                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       13.50        7.50       2.25              3/1/2012              4/1/2012      688
412448960                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  732
412449328                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  707
412449450                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  634
412449545                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  559
412449621                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  683
412452998                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  743
412449657                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.00        7.00       5.90              3/1/2009              4/1/2009      638
412449677                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  623
412449740                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  782
412449741                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  731
412449744                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  744
412449746                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  719
412449755                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.88        7.88       6.05              3/1/2009              4/1/2009      627
412450538                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  583
412449375                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  673
412452925                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  628
412449363                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  724
412448241                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.75        2.25       2.25              3/1/2012              4/1/2012      765
412445565                   2    'Nearest'     Arm 2/28                      1           1.50             1.50        7.00       16.30        9.30       5.95              3/1/2009              4/1/2009      621
412449783                   0    'Nearest'     Arm 7/23                      1           2.00             1.50        7.00       13.13        3.50       3.50              3/1/2014              4/1/2014      615
412452839                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  773
412449547                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  704
412449112                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  736
412449490                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  632
412449491                   3    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  632
412449337                   3    'Nearest'     Arm 5/25                      1           2.00             1.50        7.00       13.75        2.25       2.25              3/1/2012              4/1/2012      788
412447395                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  699
412449303                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  651
412449604                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  739
412447748                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       13.13        2.25       2.25              3/1/2012              4/1/2012      753
412445540                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  734
412449338                   3    'Nearest'     Arm 5/25                      1           2.00             1.50        7.00       13.75        2.25       2.25              3/1/2012              4/1/2012      790
412449339                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  740
412447311                   1    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       14.10        8.10       6.15              2/1/2009              3/1/2009      658
412447673                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       13.25        7.25       5.95              3/1/2009              4/1/2009      619
412446837                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       14.70        8.70       6.30              2/1/2009              3/1/2009      667
412447484                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       13.83        7.83       6.30              2/1/2009              3/1/2009      659
412447418                   3    'Nearest'     Arm 5/25                      1           2.00             2.00        6.00       13.50        7.50       5.90              2/1/2012              3/1/2012      746
412447421                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       13.48        7.48       5.95              2/1/2009              3/1/2009      696
412447697                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       12.83        6.83       6.15              2/1/2009              3/1/2009      695
412449760                   0    'Nearest'     Arm 5/25                      1           2.00             1.50        7.00       13.50        2.25       2.25              3/1/2012              4/1/2012      645
412449775                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  783
412452800                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  659
412449379                   0    'Nearest'     Arm 5/25                      1           2.00             1.50        7.00       13.38        2.25       2.25              3/1/2012              4/1/2012      797
412449380                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  797
412449390                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  699
412447583                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       13.40        7.40       6.05              2/1/2009              3/1/2009      658
412447361                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       13.50        7.50       6.30              2/1/2009              3/1/2009      696
412452330                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       14.25        8.25       6.15              2/1/2009              3/1/2009      645
412447465                   1    'Nearest'     Arm 5/25                      1           2.00             2.00        6.00       12.20        6.20       5.90              2/1/2012              3/1/2012      800
412452708                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  682
412452844                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  649
412449351                   0    'Nearest'     Arm 5/25                      1           2.00             1.50        7.00       13.50        2.25       2.25              3/1/2012              4/1/2012      792
412447852                   0    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       13.00        2.25       2.25              3/1/2012              4/1/2012      692
412449296                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  627
412447323                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       12.03        6.03       5.95              2/1/2009              3/1/2009      616
412447501                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       12.50        6.50       6.05              2/1/2009              3/1/2009      661
412447509                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       12.99        6.99       5.90              2/1/2009              3/1/2009      624
412447570                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       12.58        6.58       6.15              2/1/2009              3/1/2009      647
412447460                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       12.38        6.38       5.90              2/1/2009              3/1/2009      673
412447535                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       12.63        6.63       6.05              2/1/2009              3/1/2009      610
412447140                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       12.68        6.68       6.05              2/1/2009              3/1/2009      652
412447447                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       13.23        7.23       6.15              2/1/2009              3/1/2009      657
412452104                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       14.40        8.40       5.95              2/1/2009              3/1/2009      604
412447616                   3    'Nearest'     Arm 3/27                      1           2.00             2.00        6.00       12.68        6.68       5.90              2/1/2010              3/1/2010      631
412447480                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       14.13        8.13       5.90              2/1/2009              3/1/2009      627
412447067                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       12.68        6.68       5.90              2/1/2009              3/1/2009      641
412449736                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  803
412448334                   1    'Nearest'     Arm 3/27                      1           2.00             1.50        7.00       13.80        6.80       5.90              3/1/2010              4/1/2010      685
412447304                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       14.60        8.60       5.95              2/1/2009              3/1/2009      695
412447685                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       12.63        6.63       5.90              2/1/2009              3/1/2009      632
412447725                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       12.98        6.98       6.05              2/1/2009              3/1/2009      613
412447344                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       13.35        7.35       5.95              2/1/2009              3/1/2009      646
412447355                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       12.68        6.68       6.05              2/1/2009              3/1/2009      660
412447384                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       13.23        7.23       6.15              2/1/2009              3/1/2009      652
412447567                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       13.28        7.28       6.15              1/1/2009              2/1/2009      672
412447325                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       14.98        8.98       6.15              2/1/2009              3/1/2009      642
412447366                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       12.78        6.78       6.05              2/1/2009              3/1/2009      636
412447312                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       13.48        7.48       6.15              2/1/2009              3/1/2009      645
412447367                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       13.38        7.38       5.95              2/1/2009              3/1/2009      611
412447405                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       12.99        6.99       6.05              2/1/2009              3/1/2009      625
412447074                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       14.95        8.95       5.95              1/1/2009              2/1/2009      654
412452696                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  767
412447154                   0    'Nearest'     Arm 3/27                      1           2.00             2.00        6.00       13.43        7.43       5.95              2/1/2010              3/1/2010      620
412449115                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  786
412449589                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  699
412446398                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        6.00       14.98        8.98       6.75             11/1/2008             12/1/2008      543
412446829                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        6.00       14.45        8.45       5.95              1/1/2009              2/1/2009      538
412446406                   1    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        6.00       15.25        9.25       6.70             11/1/2008             12/1/2008      581
412453029                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  620
412453041                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  802
412447631                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       15.70        8.70       6.25              3/1/2009              4/1/2009      556
412448061                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.98        7.98       5.95              3/1/2009              4/1/2009      644
412449310                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  662
412449468                   0    'Nearest'     Arm 5/25                      1           2.00             1.50        7.00       14.75        7.75       2.75              3/1/2012              4/1/2012      636
412445553                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  800
412448077                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  601
412448351                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       15.70        8.70       6.05              3/1/2009              4/1/2009      511
412447993                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       16.88        9.88       6.45              3/1/2009              4/1/2009      503
412449617                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  610
412448304                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       16.40        9.40       6.30              3/1/2009              4/1/2009      639
412447471                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.48        7.48       5.90              3/1/2009              4/1/2009      677
412447779                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       15.00        8.00       6.25              2/1/2009              3/1/2009      584
412449350                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  574
412449357                   0    'Nearest'     Arm 5/25                      1           2.00             1.50        7.00       13.25        6.25       2.25              3/1/2012              4/1/2012      808
412447267                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  709
412446998                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  760
412449730                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  750
412446638                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  732
412448071                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  612
412447799                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  711
412447800                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       12.93        5.93       6.05              3/1/2009              4/1/2009      711
412449330                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  530
412449541                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  757
412452981                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  729
412448797                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       16.43        9.43       6.30              3/1/2009              4/1/2009      641
412452316                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  691
412452317                   1    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.75        7.75       6.15              3/1/2009              4/1/2009      691
412452924                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  628
412452980                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  784
412449603                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  712
412451942                   3    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  717
412446927                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  716
412449329                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  641
412452876                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  698
412447394                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  699
412449295                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  664
412449372                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  641
412452695                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  686
412445532                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  651
412447672                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       12.63        6.63       5.90              2/1/2009              3/1/2009      690
412447088                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       12.40        6.40       6.05              1/1/2009              2/1/2009      650
412447713                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       13.40        7.40       5.95              2/1/2009              3/1/2009      667
412447624                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       13.75        7.75       6.05              3/1/2009              4/1/2009      657
412447297                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       13.75        7.75       6.30              2/1/2009              3/1/2009      656
412452196                   3    'Nearest'     Arm 3/27                      1           2.00             2.00        6.00       12.38        6.38       5.95              2/1/2010              3/1/2010      660
412447258                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       13.38        7.38       6.05              2/1/2009              3/1/2009      609
412447094                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       15.10        9.10       6.30              2/1/2009              3/1/2009      609
412447547                   3    'Nearest'     Arm 5/25                      1           2.00             2.00        6.00       13.73        7.73       5.95              2/1/2012              3/1/2012      752
412447284                   0    'Nearest'     Arm 5/25                      1           2.00             2.00        6.00       13.73        7.73       5.90              1/1/2012              2/1/2012      693
412447661                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.50        2.25       2.25              3/1/2012              4/1/2012      791
412449287                   0    'Nearest'     Arm 3/27                      1           2.00             2.00        6.00       14.88        5.00       5.00              3/1/2010              4/1/2010      743
412449335                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  800
412447185                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       13.18        7.18       6.05              2/1/2009              3/1/2009      606
412447217                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       14.88        8.88       6.30              1/1/2009              2/1/2009      648
412449761                   0    'Nearest'     Arm 5/25                      1           2.00             1.50        7.00       13.75        6.75       2.75              3/1/2012              4/1/2012      697
412447870                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.63        2.25       2.25              3/1/2012              4/1/2012      677
412449342                   0    'Nearest'     Arm 5/25                      1           2.00             1.50        7.00       13.63        2.25       2.25              3/1/2012              4/1/2012      784
412449346                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  730
412449438                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  616
412448116                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  690
412450548                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  673
412449587                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  699
412452694                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  592
412450544                   2    'Nearest'     Arm 2/28                      1           1.50             1.50        7.00       15.68        8.68       6.15              3/1/2009              4/1/2009      673
412449754                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        6.00       13.68        7.68       6.05              2/1/2009              3/1/2009      614
412446864                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       17.75       11.75       7.30              1/1/2009              2/1/2009      576
412446361                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        6.00       14.65        8.65       6.05             11/1/2008             12/1/2008      533
412447269                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       12.88        6.88       5.95              1/1/2009              2/1/2009      671
412446663                   3    'Nearest'     Arm 3/27                      1           2.00             2.00        6.00       14.65        8.65       5.95              1/1/2010              2/1/2010      688
412446732                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       15.13        9.13       6.05              1/1/2009              2/1/2009      589
412446751                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  653
412446882                   1    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  563
412449308                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  662
412452379                   3    'Nearest'     Arm 3/27                      1           2.00             1.50        7.00       16.25        9.25       6.15              3/1/2010              4/1/2010      646
412448068                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       18.50       11.50       6.95              3/1/2009              4/1/2009      513
412452389                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  515
412448539                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       13.53        6.53       5.90              2/1/2009              3/1/2009      624
412448268                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       15.33        8.33       6.30              2/1/2009              3/1/2009      647
412448159                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  672
412448149                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       15.30        8.30       6.45              3/1/2009              4/1/2009      616
412448225                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       15.99        8.99       6.30              3/1/2009              4/1/2009      518
412448266                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  519
412449588                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  774
412448552                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       17.99       10.99       6.55              3/1/2009              4/1/2009      608
412447825                   3    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       14.95        7.95       6.15              2/1/2009              3/1/2009      693
412448638                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       13.85        6.85       6.05              3/1/2009              4/1/2009      610
412447540                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       15.85        8.85       5.95              3/1/2009              4/1/2009      543
412450526                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  655
412449080                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  646
412447688                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       16.55        9.55       6.05              2/1/2009              3/1/2009      501
412449273                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  608
412449280                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  608
412447040                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       13.75        6.75       6.80              2/1/2009              3/1/2009      679
412447518                   1    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             1.50        7.00       14.80        7.80       6.15              3/1/2010              4/1/2010      659
412448169                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       16.30        9.30       5.95              3/1/2009              4/1/2009      536
412448329                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           2.00             1.50        7.00       15.13        8.13       6.05              3/1/2009              4/1/2009      614
412447765                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       14.00        7.00       6.30              3/1/2009              4/1/2009      560
412449284                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  612
412452859                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  768
412447822                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  706
412447988                   0    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.63        2.25       2.25              3/1/2012              4/1/2012      713
412449258                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  650
412452801                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  614
412449026                   0    'Nearest'     Arm 5/25                      1           2.00             1.50        7.00       13.88        6.88       2.75              3/1/2012              4/1/2012      646
412449028                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  646
412446830                   1    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  630
412446823                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        6.00       16.25       10.25       6.70             12/1/2008              1/1/2009      599
412451645                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             2.00        6.00       15.85        9.85       5.95             12/1/2009              1/1/2010      540
412449262                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  697
412449473                   0    'Nearest'     Arm 5/25                      1           2.00             1.50        7.00       13.38        2.25       2.25              3/1/2012              4/1/2012      754
412449489                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  638
412449513                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  649
412446657                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  588
412446410                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       14.75        8.75       6.30             12/1/2008              1/1/2009      529
412446421                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        6.00       14.05        8.05       6.05             11/1/2008             12/1/2008      676
412446614                   0    'Nearest'     Arm 3/27                      1           2.00             2.00        6.00       14.33        8.33       6.15             12/1/2009              1/1/2010      754
412448335                   1    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.40        7.40       6.75              3/1/2009              4/1/2009      648
412448075                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             1.50        7.00       16.65        9.65       6.45              3/1/2010              4/1/2010      511
412447467                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  606
412447341                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  622
412447944                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           2.00             1.50        7.00       13.93        6.93       6.25              2/1/2009              3/1/2009      605
412448010                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       16.95        9.95       7.05              3/1/2009              4/1/2009      615
412446672                   0    'Nearest'     Arm 3/27                      1           2.00             2.00        6.00       14.98        8.98       7.35             12/1/2009              1/1/2010      643
412448112                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  635
412448549                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  612
412447855                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.68        7.68       5.95              3/1/2009              4/1/2009      799
412448425                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.03        7.03       6.05              3/1/2009              4/1/2009      615
412447369                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       15.01        8.01       5.95              3/1/2009              4/1/2009      648
412448585                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       13.53        6.53       5.90              3/1/2009              4/1/2009      643
412447762                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  538
412448001                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       14.63        7.63       6.15              2/1/2009              3/1/2009      685
412447968                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       17.25       10.25       7.35              2/1/2009              3/1/2009      587
412448003                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       15.40        8.40       6.45              3/1/2009              4/1/2009      513
412448097                   1    'Nearest'     Arm 3/27                      1           2.00             1.50        7.00       14.68        7.68       5.95              3/1/2010              4/1/2010      626
412445588                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  750
412449389                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  727
412449291                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       13.50        2.25       2.25              3/1/2012              4/1/2012      802
412449302                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  567
412449581                   0    'Nearest'     Arm 5/25                      1           2.00             1.50        7.00       12.75        5.75       2.25              3/1/2012              4/1/2012      792
412452456                   0    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.50        2.25       2.25              3/1/2012              4/1/2012      773
412452457                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  773
412448247                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       15.95        8.95       6.30              3/1/2009              4/1/2009      616
412452387                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  568
412448079                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       15.30        8.30       6.05              3/1/2009              4/1/2009      615
412448437                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       16.35        9.35       5.00              3/1/2009              4/1/2009      575
412448080                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       15.63        8.63       6.05              3/1/2009              4/1/2009      670
412447866                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       17.50       10.50       7.05              3/1/2009              4/1/2009      506
412448526                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  692
412448665                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       16.70        9.70       6.30              3/1/2009              4/1/2009      644
412447640                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       16.65        9.65       6.30              2/1/2009              3/1/2009      663
412448081                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  640
412448249                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.78        7.78       6.05              3/1/2009              4/1/2009      627
412449290                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  623
412452835                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  731
412449396                   0    'Nearest'     Arm 5/25                      1           2.00             1.50        7.00       13.63        2.25       2.25              3/1/2012              4/1/2012      781
412449601                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  585
412447788                   0    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.13        2.25       2.25              3/1/2012              4/1/2012      746
412449297                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  692
412448083                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.55        7.55       6.05              3/1/2009              4/1/2009      598
412447835                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  698
412448025                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       13.28        6.28       5.95              3/1/2009              4/1/2009      644
412448142                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.20        7.20       6.05              3/1/2009              4/1/2009      679
412448502                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.93        7.93       5.95              3/1/2009              4/1/2009      634
412452406                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           2.00             1.50        7.00       15.40        8.40       6.25              3/1/2009              4/1/2009      646
412451529                   2    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  475
412446574                   1    'Nearest'     Arm 3/27                      1           2.00             2.00        6.00       13.78        7.78       6.45             12/1/2009              1/1/2010      618
412446452                   0    'Nearest'     Arm 3/27                      1           2.00             2.00        6.00       14.88        8.88       6.05             12/1/2009              1/1/2010      603
412447974                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       13.09        6.09       6.05              3/1/2009              4/1/2009      651
412448232                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       15.38        8.38       6.05              3/1/2009              4/1/2009      590
412452309                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.05        7.05       6.05              3/1/2009              4/1/2009      673
412452398                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.73        7.73       5.95              3/1/2009              4/1/2009      695
412447529                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       16.90        9.90       7.35              3/1/2009              4/1/2009      517
412449367                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  601
412449637                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  637
412447821                   0    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       13.88        2.25       2.25              3/1/2012              4/1/2012      706
412449268                   0    'Nearest'     Arm 5/25                      1           2.00             1.50        7.00       13.25        6.25       2.25              3/1/2012              4/1/2012      679
412446558                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       16.80        9.80       6.15              2/1/2009              3/1/2009      661
412448042                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       15.64        8.64       6.30              2/1/2009              3/1/2009      658
412447207                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       13.68        6.68       6.45              1/1/2009              2/1/2009      602
412447746                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       17.80       10.80       5.95              3/1/2009              4/1/2009      562
412447948                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  605
412448011                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  665
412452404                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  610
412452412                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  657
412452403                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       16.05        9.05       5.95              3/1/2009              4/1/2009      610
412447192                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             1.50        7.00       14.05        7.05       5.95              1/1/2010              2/1/2010      643
412452798                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  641
412449285                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  645
412449633                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  687
412449634                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  687
412452405                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  646
412447470                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  549
412448555                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       13.73        6.73       6.05              3/1/2009              4/1/2009      668
412447481                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  654
412447483                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       15.33        8.33       6.05              2/1/2009              3/1/2009      654
412447373                   1    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.38        7.38       5.95              2/1/2009              3/1/2009      786
412449100                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  646
412448445                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       13.33        6.33       6.05              3/1/2009              4/1/2009      658
412446608                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  653
412447402                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  598
412447812                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  620
412447593                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  567
412447636                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       15.60        8.60       6.05              3/1/2009              4/1/2009      594
412447646                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  607
412447647                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  607
412452257                   1    NA            Fixed Balloon 50/30           1              -                -           -           -           -          -                                                  698
412448186                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.58        7.58       6.05              3/1/2009              4/1/2009      648
412448300                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       14.99        7.99       6.05              3/1/2009              4/1/2009      508
412448598                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  511
412448627                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  600
412448416                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  620
412449220                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  643
412449221                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  643
412449572                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  681
412452804                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  699
412452297                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  559
412446667                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       15.55        8.55       6.30              1/1/2009              2/1/2009      604
412447618                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  670
412447875                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  604
412447193                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       15.75        8.75       6.45              2/1/2009              3/1/2009      568
412449187                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  663
412448342                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  640
412448453                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  658
412447976                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.58        7.58       6.15              2/1/2009              3/1/2009      654
412448307                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             1.50        7.00       15.95        8.95       5.95              3/1/2010              4/1/2010      502
412447916                   0    'Nearest'     Arm 3/27 - Balloon 50/30      1           2.00             1.50        7.00       14.45        7.45       6.45              3/1/2010              4/1/2010      612
412447683                   1    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.75        7.75       5.95              3/1/2009              4/1/2009      611
412447786                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  570
412448087                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           2.00             1.50        7.00       15.33        8.33       6.15              2/1/2009              3/1/2009      641
412447372                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  563
412447380                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       14.90        7.90       6.05              2/1/2009              3/1/2009      592
412447397                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  635
412447880                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  569
412447826                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  596
412447708                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       15.30        8.30       6.30              2/1/2009              3/1/2009      608
412449553                   2    'Nearest'     Arm 2/28                      1           1.50             1.50        7.00       14.68        7.68       6.05              3/1/2009              4/1/2009      604
412449678                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  766
412449781                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  693
412448260                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.50        2.25       2.25              3/1/2012              4/1/2012      680
412447276                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  593
412447934                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       14.75        7.75       7.35              3/1/2009              4/1/2009      607
412445538                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  733
412450599                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  804
412449103                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  768
412448058                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       13.85        6.85       6.05              3/1/2009              4/1/2009      621
412447978                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  654
412448258                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           2.00             1.50        7.00       14.70        7.70       6.30              3/1/2009              4/1/2009      642
412447954                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.80        7.80       6.05              3/1/2009              4/1/2009      595
412448034                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       13.00        6.00       6.05              3/1/2009              4/1/2009      592
412450532                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  677
412450540                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  721
412448157                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       15.70        8.70       6.95              3/1/2009              4/1/2009      512
412448319                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  563
412448033                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  602
412447925                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.28        7.28       5.90              2/1/2009              3/1/2009      651
412447626                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       16.70        9.70       7.35              2/1/2009              3/1/2009      563
412446675                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             1.50        7.00       17.28       10.28       7.35              2/1/2010              3/1/2010      537
412450550                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  677
412448091                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  641
412447658                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       16.60        9.60       6.05              2/1/2009              3/1/2009      587
412447999                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  615
412447998                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       13.23        6.23       6.05              2/1/2009              3/1/2009      615
412445543                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  768
412445545                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  735
412452342                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  685
412449434                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  680
412447741                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       14.81        7.81       5.95              2/1/2009              3/1/2009      579
412448151                   1    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       15.89        8.89       7.39              1/1/2009              2/1/2009      575
412449264                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  665
412452603                   0    'Nearest'     Arm 5/25                      1           2.00             1.50        7.00       14.50        7.50       2.75              3/1/2012              4/1/2012      655
412449247                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  584
412446750                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  720
412448257                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       15.88        8.88       5.95              3/1/2009              4/1/2009      780
412448259                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  780
412448568                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  612
412449410                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  750
412453045                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  736
412452846                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  740
412449292                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       13.63        2.25       2.25              3/1/2012              4/1/2012      738
412447503                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  527
412448784                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       15.90        8.90       6.05              3/1/2009              4/1/2009      507
412448049                   0    'Nearest'     Arm 3/27                      1           2.00             1.50        7.00       16.70        9.70       6.15              3/1/2010              4/1/2010      632
412448423                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  687
412448028                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.38        6.38       2.25              3/1/2012              4/1/2012      688
412447550                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.88        6.88       2.25              3/1/2012              4/1/2012      775
412447069                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       16.80        9.80       6.45              3/1/2009              4/1/2009      504
412448488                   0    'Nearest'     Arm 3/27 - Balloon 50/30      1           2.00             1.50        7.00       14.35        7.35       6.05              3/1/2010              4/1/2010      605
412448560                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.35        7.35       5.95              3/1/2009              4/1/2009      618
412448262                   0    'Nearest'     Arm 3/27                      1           2.00             1.50        7.00       14.25        7.25       6.25              3/1/2010              4/1/2010      629
412448261                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  518
412448199                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       14.90        7.90       5.50              3/1/2009              4/1/2009      554
412448029                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       14.90        7.90       6.30              3/1/2009              4/1/2009      642
412448449                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  646
412448574                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  632
412448804                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  665
412447951                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           2.00             1.50        7.00       16.65        9.65       6.55              3/1/2009              4/1/2009      613
412448153                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  642
412452864                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  602
412449394                   0    'Nearest'     Arm 5/25                      1           2.00             1.50        7.00       14.13        2.25       2.25              3/1/2012              4/1/2012      792
412449395                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  792
412452869                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  697
412449738                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  736
412448102                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  727
412452886                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  660
412449392                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  672
412449494                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  613
412448664                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             1.50        7.00       16.20        9.20       6.30              3/1/2010              4/1/2010      604
412448387                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  644
412448384                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  647
412448525                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           2.00             1.50        7.00       14.68        7.68       6.15              3/1/2009              4/1/2009      692
412448444                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       13.00        7.00       2.25              3/1/2012              4/1/2012      646
412448584                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       12.65        5.65       6.05              3/1/2009              4/1/2009      725
412448808                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.38        7.38       5.90              3/1/2009              4/1/2009      649
412448190                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       16.30        9.30       6.30              3/1/2009              4/1/2009      630
412447849                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       16.15        9.15       6.30              3/1/2009              4/1/2009      702
412448394                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.10        7.10       5.95              3/1/2009              4/1/2009      734
412448849                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.03        7.03       5.90              3/1/2009              4/1/2009      648
412448359                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       17.34       10.34       6.25              3/1/2009              4/1/2009      507
412448619                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.63        7.63       6.05              3/1/2009              4/1/2009      641
412448308                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  501
412448429                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       16.90        9.90       6.30              3/1/2009              4/1/2009      637
412449734                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  722
412452847                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  740
412448615                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.75        2.25       2.25              3/1/2012              4/1/2012      682
412447790                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.50        2.25       2.25              3/1/2012              4/1/2012      666
412447413                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  573
412448770                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.99        7.99       6.05              3/1/2009              4/1/2009      667
412448575                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.08        7.08       5.90              3/1/2009              4/1/2009      632
412447453                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  590
412448565                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.40        7.40       6.05              3/1/2009              4/1/2009      626
412448733                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       17.08       10.08       6.05              3/1/2009              4/1/2009      517
412447521                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       17.00       10.00       6.45              3/1/2009              4/1/2009      505
412448168                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.48        7.48       6.15              3/1/2009              4/1/2009      641
412453025                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  800
412449778                   0    'Nearest'     Arm 5/25                      1           2.00             1.50        7.00       13.13        6.13       2.25              3/1/2012              4/1/2012      802
412449779                   2    'Nearest'     Arm 2/28                      1           1.50             1.50        7.00       15.80        8.80       5.95              3/1/2009              4/1/2009      584
412447914                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.63        2.25       2.25              3/1/2012              4/1/2012      741
412447915                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  741
412448144                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.90        7.90       6.30              3/1/2009              4/1/2009      765
412448158                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       15.66        8.66       6.15              3/1/2009              4/1/2009      643
412448587                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             1.50        7.00       16.80        9.80       7.35              3/1/2010              4/1/2010      502
412448529                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.83        7.83       5.95              3/1/2009              4/1/2009      606
412447986                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.45        7.45       6.70              3/1/2009              4/1/2009      585
412447838                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  635
412448469                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       15.80        8.80       6.05              3/1/2009              4/1/2009      726
412448251                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       17.00       10.00       6.05              3/1/2009              4/1/2009      512
412452452                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  541
412452943                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  687
412448709                   0    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       13.25        2.25       2.25              3/1/2012              4/1/2012      685
412449348                   3    'Nearest'     Arm 5/25                      1           2.00             1.50        7.00       13.50        2.25       2.25              3/1/2012              4/1/2012      757
412449349                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  757
412449737                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  765
412448355                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.50        2.25       2.25              3/1/2012              4/1/2012      672
412449642                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  802
412447816                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       13.99        6.99       6.05              2/1/2009              3/1/2009      660
412449470                   0    'Nearest'     Arm 5/25                      1           2.00             1.50        7.00       13.88        2.25       2.25              3/1/2012              4/1/2012      672
412449762                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  696
412453049                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  644
412452976                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  646
412446553                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  545
412452341                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           1.50             1.50        7.00       14.86        7.86       6.15              2/1/2009              3/1/2009      685
412448035                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.98        7.98       6.15              2/1/2009              3/1/2009      716
412447724                   3    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             1.50        7.00       15.90        8.90       5.95              3/1/2010              4/1/2010      589
412449593                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  678
412447777                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       14.65        7.65       6.05              2/1/2009              3/1/2009      556
412447729                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       15.80        8.80       6.05              3/1/2009              4/1/2009      579
412446330                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       14.90        7.90       6.25              2/1/2009              3/1/2009      650
412448054                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       15.13        8.13       6.30              3/1/2009              4/1/2009      642
412448141                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  630
412448208                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.99        7.99       6.30              3/1/2009              4/1/2009      600
412447942                   1    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       18.21       11.21       6.30              2/1/2009              3/1/2009      647
412447278                   3    'Nearest'     Arm 3/27                      1           2.00             1.50        7.00       16.53        9.53       6.05              2/1/2010              3/1/2010      655
412448297                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       13.45        6.45       6.30              3/1/2009              4/1/2009      642
412448339                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  653
412448338                   1    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       15.03        8.03       5.95              3/1/2009              4/1/2009      653
412447264                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       16.98        9.98       6.05              2/1/2009              3/1/2009      517
412448026                   1    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       16.15        9.15       6.75              3/1/2009              4/1/2009      604
412448544                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.68        7.68       6.05              2/1/2009              3/1/2009      613
412447879                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  658
412448542                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       13.00        6.00       5.90              2/1/2009              3/1/2009      623
412447818                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       14.93        7.93       6.05              3/1/2009              4/1/2009      614
412445559                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  770
412447577                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  663
412450551                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  708
412445564                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  658
412448163                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  735
412445578                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  808
412447733                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  758
412452299                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  679
412448255                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  706
412448364                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           2.00             1.50        7.00       15.25        8.25       6.15              3/1/2009              4/1/2009      658
412448252                   3    'Nearest'     Arm 3/27                      1           2.00             1.50        7.00       13.95        6.95       6.05              3/1/2010              4/1/2010      637
412448643                   3    'Nearest'     Arm 3/27                      1           2.00             1.50        7.00       15.03        8.03       6.05              3/1/2010              4/1/2010      592
412448365                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       15.95        8.95       6.05              3/1/2009              4/1/2009      505
412448463                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       16.53        9.53       5.95              3/1/2009              4/1/2009      654
412448082                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       13.40        6.40       5.95              2/1/2009              3/1/2009      590
412448421                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  558
412447967                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  729
412448239                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  739
412452381                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  630
412447865                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       15.25        8.25       5.95              3/1/2009              4/1/2009      518
412452951                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  707
412449608                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  593
412448710                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  685
412447945                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  644
412447430                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  640
412452153                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  655
412447731                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  737
412447091                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  711
412447440                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  702
412451704                   3    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  682
412447644                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  709
412448104                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       13.68        6.68       6.05              3/1/2009              4/1/2009      720
412447899                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.48        7.48       6.05              2/1/2009              3/1/2009      639
412447937                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           2.00             1.50        7.00       15.65        8.65       5.95              3/1/2009              4/1/2009      601
412448595                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       13.70        6.70       6.25              3/1/2009              4/1/2009      629
412447877                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       16.00        9.00       6.30              3/1/2009              4/1/2009      511
412448194                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  710
412448117                   0    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.00        2.25       2.25              3/1/2012              4/1/2012      690
412448604                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       16.95        9.95       6.25              3/1/2009              4/1/2009      512
412452608                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  655
412449293                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       13.63        2.25       2.25              3/1/2012              4/1/2012      738
412449340                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  668
412449517                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  649
412449528                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  660
412449731                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  787
412449378                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  641
412452880                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  746
412447990                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  713
412449108                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  718
412449259                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  665
412449327                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  747
412447677                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       15.65        8.65       6.30              2/1/2009              3/1/2009      649
412447814                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  774
412447813                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       13.99        6.99       5.95              2/1/2009              3/1/2009      774
412447443                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       14.75        7.75       5.95              2/1/2009              3/1/2009      620
412448280                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       15.95        8.95       6.30              3/1/2009              4/1/2009      667
412447188                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       16.30        9.30       6.55              2/1/2009              3/1/2009      588
412448326                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  538
412448869                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.68        7.68       6.05              3/1/2009              4/1/2009      624
412448589                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           2.00             1.50        7.00       14.95        7.95       6.05              3/1/2009              4/1/2009      652
412447041                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  679
412448473                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       16.48        9.48       5.95              3/1/2009              4/1/2009      518
412447836                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.48        7.48       5.90              3/1/2009              4/1/2009      693
412449411                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  781
412449278                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  722
412449369                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  655
412449432                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  586
412449435                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  680
412452386                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       16.05        9.05       6.05              3/1/2009              4/1/2009      614
412448099                   3    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             1.50        7.00       15.93        8.93       6.75              3/1/2010              4/1/2010      501
412448301                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.28        7.28       6.05              3/1/2009              4/1/2009      627
412448500                   0    'Nearest'     Arm 3/27                      1           2.00             1.00        6.00       14.55        8.55       5.95              3/1/2010              4/1/2010      518
412448533                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       14.40        7.40       6.05              3/1/2009              4/1/2009      645
412448417                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.23        7.23       5.95              3/1/2009              4/1/2009      620
412447965                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       16.89        9.89       6.05              3/1/2009              4/1/2009      507
412448127                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  666
412446753                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  614
412446606                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  524
412446437                   3    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             2.00        6.00       13.99        7.99       7.35             12/1/2009              1/1/2010      592
412448197                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             1.50        7.00       16.48        9.48       7.35              3/1/2010              4/1/2010      517
412447620                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.73        7.73       5.95              3/1/2009              4/1/2009      613
412447876                   0    'Nearest'     Arm 3/27                      1           2.00             1.50        7.00       14.90        7.90       5.90              3/1/2010              4/1/2010      625
412448270                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       14.99        7.99       6.30              3/1/2009              4/1/2009      589
412448024                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  654
412448000                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  685
412447349                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       14.40        7.40       7.35              2/1/2009              3/1/2009      689
412447973                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  576
412447935                   1    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       16.48        9.48       6.55              3/1/2009              4/1/2009      710
412446609                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       15.13        8.13       6.05             12/1/2008              1/1/2009      653
412447340                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       13.65        6.65       5.95              2/1/2009              3/1/2009      622
412447542                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       13.85        6.85       5.95              2/1/2009              3/1/2009      655
412448105                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       14.90        7.90       5.95              3/1/2009              4/1/2009      555
412448202                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       15.85        8.85       7.35              1/1/2009              2/1/2009      632
412447810                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       15.75        8.75       6.05              2/1/2009              3/1/2009      620
412446487                   0    'Nearest'     Arm 3/27                      1           2.00             1.50        7.00       13.99        6.99       6.05              2/1/2010              3/1/2010      690
412448110                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       13.75        6.75       6.05              3/1/2009              4/1/2009      607
412448435                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.00        7.00       6.25              3/1/2009              4/1/2009      603
412448090                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  530
412447758                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       15.80        8.80       6.75              2/1/2009              3/1/2009      581
412449582                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           1.50             1.50        7.00       15.80        8.80       6.05              3/1/2009              4/1/2009      545
412449256                   0    'Nearest'     Arm 5/25                      1           2.00             1.50        7.00       14.25        2.25       2.25              3/1/2012              4/1/2012      676
412447619                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           2.00             1.50        7.00       14.33        7.33       5.90              2/1/2009              3/1/2009      670
412447952                   3    NA            Fixed Balloon 50/30           1              -                -           -           -           -          -                                                  603
412446530                   1    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  601
412450534                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  707
412445537                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  774
412449188                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  663
412448344                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  640
412447924                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  651
412448022                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  518
412448440                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       16.18        9.18       7.68              1/1/2009              2/1/2009      611
412448230                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       14.75        7.75       6.05              3/1/2009              4/1/2009      576
412449300                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  628
412447705                   1    'Nearest'     Arm 3/27                      1           2.00             1.50        7.00       13.83        6.83       5.95              3/1/2010              4/1/2010      762
412447966                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       15.55        8.55       5.65              2/1/2009              3/1/2009      647
412448420                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  687
412448282                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  557
412448570                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           2.00             1.50        7.00       16.03        9.03       6.55              3/1/2009              4/1/2009      604
412448446                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       17.58       10.58       5.95              3/1/2009              4/1/2009      519
412448582                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  725
412448291                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       17.00       10.00       6.75              3/1/2009              4/1/2009      611
412452407                   3    'Nearest'     Arm 3/27                      1           2.00             1.50        7.00       15.55        8.55       6.05              3/1/2010              4/1/2010      579
412448192                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       15.23        8.23       6.30              3/1/2009              4/1/2009      642
412448806                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.98        7.98       6.30              3/1/2009              4/1/2009      665
412448572                   3    'Nearest'     Arm 3/27                      1           2.00             1.50        7.00       14.45        7.45       5.95              3/1/2010              4/1/2010      629
412448076                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       14.73        7.73       6.05              3/1/2009              4/1/2009      519
412447581                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       12.58        5.58       5.90              3/1/2009              4/1/2009      755
412448588                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  652
412448772                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  667
412448052                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.13        7.13       6.30              3/1/2009              4/1/2009      653
412452926                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  626
412453026                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  800
412449709                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  683
412448100                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.25        2.25       2.25              3/1/2012              4/1/2012      727
412449408                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  735
412449516                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  687
412449579                   0    'Nearest'     Arm 5/25                      1           2.00             1.50        7.00       12.88        2.25       2.25              3/1/2012              4/1/2012      717
412449745                   0    'Nearest'     Arm 5/25                      1           2.00             1.50        7.00       12.50        5.50       2.25              3/1/2012              4/1/2012      783
412448602                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.88        2.25       2.25              3/1/2012              4/1/2012      760
412452922                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  615
412448137                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           2.00             1.50        7.00       15.30        8.30       6.05              3/1/2009              4/1/2009      630
412447445                   3    'Nearest'     Arm 3/27                      1           2.00             1.50        7.00       16.53        9.53       5.95              2/1/2010              3/1/2010      655
412447878                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       12.98        5.98       6.05              3/1/2009              4/1/2009      659
412448007                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  584
412448545                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  623
412445573                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  711
412452710                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  754
412450547                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  702
412448235                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  757
412447135                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  737
412449571                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  595
412447516                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  606
412447750                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       15.29        8.29       6.45              2/1/2009              3/1/2009      586
412448283                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  605
412447927                   1    'Nearest'     Arm 3/27 - Balloon 50/30      1           2.00             1.50        7.00       15.23        8.23       5.95              3/1/2010              4/1/2010      673
412448630                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             1.50        7.00       15.55        8.55       6.45              3/1/2010              4/1/2010      590
412448480                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       16.69        9.69       6.25              3/1/2009              4/1/2009      506
412447406                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  756
412450525                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  646
412452918                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  668
412452919                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  668
412445507                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  646
412449451                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  622
412445770                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  598
412449668                   0    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       14.70        8.70       5.95             10/1/2008             11/1/2008      584
412449483                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.50        6.00       13.15        7.15      10.00             10/1/2008             11/1/2008      609
412449725                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  615
412449479                   2    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  637
412449558                   2    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       14.63        8.63       5.95             10/1/2008             11/1/2008      627
412449478                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.50        6.00       12.38        6.38       5.95             10/1/2008             11/1/2008      637
412445509                   3    'Nearest'     Arm 5/25                      1           3.00             1.50        6.00       13.58        7.58       6.05             10/1/2011             11/1/2011      671
412449628                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.50        6.00       15.30        9.30       6.05             10/1/2008             11/1/2008      639
412449612                   0    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       16.93       10.93       6.75             10/1/2008             11/1/2008      649
412450563                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  632
412450564                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  632
412445514                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  528
412449051                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  600
412445895                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       15.90        8.90       6.05              8/1/2008              9/1/2008      598
412445643                   2    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       15.08        9.08       6.30             10/1/2008             11/1/2008      588
412449461                   2    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       12.98        6.98       5.90             10/1/2008             11/1/2008      625
412449462                   2    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  625
412449496                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  610
412449626                   2    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       13.65        7.65       6.05             10/1/2008             11/1/2008      641
412449495                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.50        6.00       14.93        8.93       6.05             11/1/2008             12/1/2008      548
412449583                   2    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       14.38        8.38       6.05             11/1/2008             12/1/2008      616
412449584                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  616
412449534                   0    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       12.98        6.98       5.90             10/1/2008             11/1/2008      717
412452929                   2    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       14.48        8.48       6.15             11/1/2008             12/1/2008      648
412452930                   2    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  648
412449359                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  640
412452749                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  601
412449563                   0    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       14.03        8.03       6.05             11/1/2008             12/1/2008      568
412449560                   2    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  590
412445516                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  545
412449324                   2    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       16.13       10.13       6.05             11/1/2008             12/1/2008      512
412452937                   2    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  596
412449096                   3    'Nearest'     Arm 3/27                      1           3.00             1.50        6.00       12.73        6.73      10.00             11/1/2009             12/1/2009      605
412449097                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  605
412449482                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.50        6.00       12.50        6.50       6.45             11/1/2008             12/1/2008      645
412449576                   3    'Nearest'     Arm 3/27                      1           3.00             1.50        6.00       13.03        7.03       6.05             11/1/2009             12/1/2009      641
412449663                   2    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       14.03        8.03       6.05             11/1/2008             12/1/2008      640
412449664                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  640
412445632                   2    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       14.88        8.88       6.30             11/1/2008             12/1/2008      641
412445506                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  628
412445641                   0    'Nearest'     Arm 3/27                      1           3.00             1.50        6.00       14.43        8.43       6.05             11/1/2009             12/1/2009      681
412449497                   2    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       13.38        7.38       6.25             11/1/2008             12/1/2008      607
412449498                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  607
412449481                   0    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       13.75        7.75       6.05             11/1/2008             12/1/2008      582
412449459                   3    'Nearest'     Arm 5/25                      1           3.00             1.50        6.00       12.62        6.62       5.90             11/1/2011             12/1/2011      701
412449460                   2    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  701
412445634                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  608
412445635                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  608
412445511                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       14.88        7.88       6.05             11/1/2008             12/1/2008      649
412445512                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  649
412449046                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       13.73        6.73       6.15             10/1/2008             11/1/2008      680
412449715                   0    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       14.05        8.05       5.90             11/1/2008             12/1/2008      651
412449485                   2    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       13.18        7.18       6.15             11/1/2008             12/1/2008      661
412452674                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  551
412449566                   2    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       13.50        7.50       5.90             11/1/2008             12/1/2008      568
412445563                   2    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       14.28        8.28       5.95             11/1/2008             12/1/2008      640
412449505                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  653
412451306                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  742
412451278                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  515
412445997                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.88        8.88       6.30             10/1/2008             11/1/2008      703
412446119                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.95        9.95       5.60             10/1/2008             11/1/2008      630
412446120                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.05        9.05       6.05             10/1/2008             11/1/2008      647
412446170                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.50        8.50       6.30             10/1/2008             11/1/2008      613
412451231                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.80        9.80       6.30             10/1/2008             11/1/2008      481
412446209                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  560
412446278                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  709
412446187                   2    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  712
412446299                   0    'Nearest'     Arm 2/28                      1           1.00             1.00        6.00       15.33        9.33       6.05             10/1/2008             11/1/2008      580
412446131                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.95        9.95       6.30             10/1/2008             11/1/2008      556
412451259                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.98        9.98       6.55             10/1/2008             11/1/2008      482
412451361                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.45        8.45       6.55             10/1/2008             11/1/2008      573
412446224                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       17.55       10.55       6.30             10/1/2008             11/1/2008      570
412446307                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.98        8.98       6.30             10/1/2008             11/1/2008      667
412446188                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       17.25       10.25       6.05             10/1/2008             11/1/2008      613
412446217                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       15.90        8.90       6.30             10/1/2008             11/1/2008      533
412446222                   1    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       17.63       10.63       6.30             10/1/2008             11/1/2008      601
412446231                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       17.50       10.50       7.35             10/1/2008             11/1/2008      618
412446197                   2    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  720
412446292                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       17.95       10.95       6.30             11/1/2008             12/1/2008      594
412445928                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             2.00        7.00       16.99        9.99       6.30              9/1/2009             10/1/2009      637
412450997                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             2.00        7.00       17.00       10.00       6.05              9/1/2009             10/1/2009      497
412445562                   2    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       14.93        8.93       5.95             11/1/2008             12/1/2008      625
412451176                   2    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  761
412449484                   2    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  603
412452743                   2    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       13.23        7.23       5.90             12/1/2008              1/1/2009      646
412452744                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  646
412449229                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       14.80        7.80       6.05             11/1/2008             12/1/2008      617
412445815                   0    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       18.00       11.00       6.75              8/1/2009              9/1/2009      587
412445911                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       16.15        9.15       6.05              9/1/2008             10/1/2008      563
412450966                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  624
412446083                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       17.68       10.68       6.30              9/1/2008             10/1/2008      644
412445988                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       14.83        7.83       6.15              9/1/2008             10/1/2008      662
412449585                   2    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       13.83        7.83       6.05             11/1/2008             12/1/2008      548
412449586                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  548
412445521                   2    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       14.28        8.28       6.15             12/1/2008              1/1/2009      669
412445522                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  669
412449360                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  559
412449599                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  548
412445644                   0    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       14.63        8.63       5.95             12/1/2008              1/1/2009      585
412446032                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.85        8.85       5.90              9/1/2008             10/1/2008      658
412446012                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       16.60        9.60       6.30              9/1/2008             10/1/2008      706
412446009                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       15.50        8.50       6.15              9/1/2008             10/1/2008      665
412449361                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  628
412449182                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.50        6.00       13.60        7.60       5.95             12/1/2008              1/1/2009      572
412449458                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.50        6.00       15.30        9.30       6.70             12/1/2008              1/1/2009      573
412449475                   2    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       12.43        6.43       6.25             12/1/2008              1/1/2009      660
412445492                   3    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  637
412445640                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  622
412445623                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  637
412445608                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  689
412449020                   2    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  693
412449148                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       17.15       10.15       6.05             11/1/2008             12/1/2008      546
412449130                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       18.00       11.00       5.95             11/1/2008             12/1/2008      568
412448999                   2    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  587
412449039                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  617
412445491                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  637
412445639                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.40        8.40       6.05             11/1/2008             12/1/2008      622
412445627                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  569
412452770                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  597
412445614                   1    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       17.50       10.50       5.95             11/1/2008             12/1/2008      546
412449252                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.03        8.03       6.05             11/1/2008             12/1/2008      608
412445633                   2    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       16.65        9.65       6.65             11/1/2009             12/1/2009      619
412449230                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.39        8.39       5.95             11/1/2008             12/1/2008      664
412449029                   1    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.93        9.93       6.55             11/1/2008             12/1/2008      664
412449034                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.75        9.75       6.30             11/1/2008             12/1/2008      622
412445606                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       14.53        7.53       6.05             11/1/2008             12/1/2008      689
412449154                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       18.20       11.20       6.30             10/1/2008             11/1/2008      562
412449019                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       13.48        6.48       5.90             11/1/2008             12/1/2008      693
412448997                   3    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       13.78        6.78       6.05             11/1/2009             12/1/2009      587
412449038                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       13.28        6.28       6.05             11/1/2008             12/1/2008      617
412449217                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.59        8.59       5.95             11/1/2008             12/1/2008      651
412449215                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       14.40        7.40       5.90             11/1/2008             12/1/2008      679
412445625                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       17.60       10.60       7.05             11/1/2008             12/1/2008      581
412449155                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.58        8.58       6.05             11/1/2008             12/1/2008      618
412452769                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       13.38        6.38       5.90             11/1/2008             12/1/2008      597
412449124                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  640
412445595                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.58        9.58       6.70             11/1/2008             12/1/2008      598
412449123                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       13.98        6.98       6.05             11/1/2008             12/1/2008      640
412449196                   0    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       16.13        9.13       6.25             11/1/2009             12/1/2009      604
412449086                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.85        8.85       5.95             11/1/2008             12/1/2008      629
412446284                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       16.00        9.00       6.30             10/1/2008             11/1/2008      579
412449037                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.13        9.13       5.95             10/1/2008             11/1/2008      612
412446056                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  662
412445601                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.23        8.23       7.35              9/1/2008             10/1/2008      662
412452773                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.03        8.03       6.15              9/1/2008             10/1/2008      623
412445594                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  606
412452588                   2    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  651
412449015                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  653
412449016                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  667
412449093                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  721
412449243                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.55        8.55       6.55              9/1/2008             10/1/2008      678
412452587                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       14.13        7.13       5.95              9/1/2008             10/1/2008      651
412449088                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       14.60        7.60       5.90              9/1/2008             10/1/2008      721
412449171                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       15.53        8.53       6.15              9/1/2008             10/1/2008      753
412449480                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       12.90        5.90       5.95              9/1/2008             10/1/2008      722
412445612                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       14.73        7.73       6.05             10/1/2008             11/1/2008      630
412445621                   3    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             2.00        7.00       16.25        9.25       6.45              9/1/2009             10/1/2009      547
412449430                   0    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       13.88        7.88       6.05             12/1/2008              1/1/2009      635
412449431                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  635
412449639                   2    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       14.30        8.30       6.75             12/1/2008              1/1/2009      648
412449365                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  524
412449616                   2    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       15.65        9.65       6.05             12/1/2008              1/1/2009      608
412449501                   3    'Nearest'     Arm 3/27                      1           3.00             1.50        6.00       13.90        7.90       5.95             12/1/2009              1/1/2010      588
412449502                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  588
412446854                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           2.00             1.50        6.00       14.40        8.40       6.15             12/1/2008              1/1/2009      667
412446857                   1    'Nearest'     Arm 2/28 - Balloon 50/30      1           2.00             1.50        6.00       13.73        7.73       5.95             12/1/2008              1/1/2009      685
412446762                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           2.00             1.50        6.00       14.55        8.55       5.95             12/1/2008              1/1/2009      531
412449665                   0    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       14.33        8.33       5.95             12/1/2008              1/1/2009      526
412449716                   2    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       13.20        7.20       5.90             12/1/2008              1/1/2009      669
412449717                   2    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  669
412446849                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           2.00             1.50        6.00       12.93        6.93       6.15              1/1/2009              2/1/2009      676
412446912                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           2.00             1.50        7.00       16.90        9.90       6.30              1/1/2009              2/1/2009      641
412449486                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.50        6.00       14.80        8.80       6.05             12/1/2008              1/1/2009      601
412445790                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  728
412445599                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       15.30        8.30       5.95             11/1/2008             12/1/2008      577
412451072                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  577
412446949                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        6.00       15.45        9.45       6.30              1/1/2009              2/1/2009      658
412452831                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  655
412446274                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  685
412446166                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.25        8.25       6.30             10/1/2008             11/1/2008      645
412446236                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       16.33       10.33       6.45             10/1/2008             11/1/2008      564
412450535                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  639
412449564                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  542
412449488                   2    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       12.75        6.75       6.15              1/1/2009              2/1/2009      685
412446051                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        7.00       17.80       10.80       6.05              9/1/2008             10/1/2008      579
412446072                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        7.00       18.49       11.49       7.35              9/1/2008             10/1/2008      583
412446125                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        7.00       17.05       10.05       6.30             10/1/2008             11/1/2008      551
412449655                   2    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       15.58        9.58       6.45              1/1/2009              2/1/2009      517
412449673                   0    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       13.38        7.38       6.15              1/1/2009              2/1/2009      657
412449533                   0    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       15.35        9.35       5.95              1/1/2009              2/1/2009      544
412449546                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  733
412445498                   0    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       14.90        8.90       6.05              1/1/2009              2/1/2009      661
412449164                   0    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       15.88        8.88       6.05             12/1/2009              1/1/2010      523
412446846                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           2.00             2.00        7.00       14.60        7.60       6.30             12/1/2008              1/1/2009      570
412449463                   2    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       13.08        7.08       6.05              1/1/2009              2/1/2009      663
412449465                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  663
412451518                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.68        7.68       6.10             12/1/2008              1/1/2009      627
412449590                   2    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       13.25        7.25       6.05              1/1/2009              2/1/2009      614
412449591                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  614
412449467                   2    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       13.88        7.88       5.95              1/1/2009              2/1/2009      623
412449063                   3    'Nearest'     Arm 3/27                      1           3.00             1.50        6.00       12.68        6.68       5.90              1/1/2010              2/1/2010      649
412449064                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  649
412449133                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  629
412447151                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.63        2.25       2.25              1/1/2012              2/1/2012      657
412449245                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       17.38       10.38       6.30             11/1/2008             12/1/2008      572
412445596                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.18        9.18       6.05             12/1/2008              1/1/2009      603
412449228                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       15.75        8.75       6.05             12/1/2008              1/1/2009      686
412445482                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.83        9.83       5.95             12/1/2008              1/1/2009      528
412445617                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.95        9.95       6.55             12/1/2008              1/1/2009      613
412449163                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.10        9.10       5.95             12/1/2008              1/1/2009      651
412449126                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.30        9.30       6.05             12/1/2008              1/1/2009      553
412449158                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       14.86        7.86       6.05             12/1/2008              1/1/2009      712
412445609                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       15.68        8.68       5.95             12/1/2008              1/1/2009      506
412445637                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.53        8.53       6.05             12/1/2008              1/1/2009      537
412449007                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       13.25        6.25       6.55             12/1/2008              1/1/2009      586
412445493                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       16.73        9.73       6.45             12/1/2008              1/1/2009      506
412452718                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       17.00       10.00       6.05             12/1/2008              1/1/2009      597
412449000                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       14.03        7.03       6.15             12/1/2008              1/1/2009      590
412449234                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       14.48        7.48       5.95             12/1/2008              1/1/2009      661
412449246                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.55        9.55       5.95             12/1/2008              1/1/2009      641
412449159                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       15.08        8.08       6.05             12/1/2008              1/1/2009      605
412449142                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.53        8.53       5.95             12/1/2008              1/1/2009      635
412448989                   2    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             2.00        7.00       14.25        7.25       5.90             12/1/2009              1/1/2010      632
412445619                   1    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       17.10       10.10       6.30             12/1/2009              1/1/2010      650
412449232                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  606
412449233                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  606
412445638                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  537
412445602                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  596
412449143                   2    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  635
412445480                   2    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  617
412449017                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       16.23        9.23       6.05             12/1/2008              1/1/2009      631
412449150                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.05        8.05       6.05             12/1/2008              1/1/2009      666
412449047                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       13.83        6.83       6.05              1/1/2009              2/1/2009      581
412445496                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.05        8.05       6.05              1/1/2009              2/1/2009      482
412449235                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       15.33        8.33       5.95              1/1/2009              2/1/2009      666
412449198                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  678
412449631                   3    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.50        6.00       14.30        8.30       6.15              1/1/2010              2/1/2010      602
412447086                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.75        2.25       2.25              1/1/2012              2/1/2012      743
412452776                   2    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       15.10        9.10       6.30              1/1/2009              2/1/2009      636
412449253                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.50        6.00       13.93        7.93       6.25              1/1/2009              2/1/2009      731
412447332                   1    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        6.00       16.20       10.20       6.15              1/1/2009              2/1/2009      767
412449511                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  753
412452066                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  630
412447024                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  672
412447025                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        6.00       14.18        8.18       6.05              1/1/2009              2/1/2009      672
412452017                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        6.00       15.53        9.53       6.30              1/1/2009              2/1/2009      492
412452115                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        6.00       16.60       10.60       6.30              1/1/2009              2/1/2009      545
412447234                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           2.00             1.50        6.00       12.50        6.50       6.30              1/1/2009              2/1/2009      625
412447286                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  750
412447287                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  629
412447288                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        6.00       13.99        7.99       5.95              1/1/2009              2/1/2009      629
412449681                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  620
412446509                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        6.00       13.90        7.90       6.15              1/1/2009              2/1/2009      597
412449186                   0    'Nearest'     Arm 3/27                      1           3.00             2.00        6.00       13.63        7.63       5.00              1/1/2010              2/1/2010      722
412447263                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.50        2.25       2.25              1/1/2012              2/1/2012      757
412447243                   0    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.63        2.25       2.25              2/1/2012              3/1/2012      725
412451738                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.78        8.78       6.30             12/1/2008              1/1/2009      665
412451762                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       15.30        8.30       6.05             12/1/2008              1/1/2009      534
412446478                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  542
412446546                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  584
412446683                   2    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  706
412446538                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       16.25        9.25       6.05             12/1/2008              1/1/2009      602
412446591                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.70        9.70       6.55             12/1/2008              1/1/2009      627
412446788                   1    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       14.99        7.99       6.25             12/1/2008              1/1/2009      553
412446831                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  690
412446598                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       15.33        8.33       5.95             12/1/2008              1/1/2009      673
412446616                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       16.13        9.13       6.30             12/1/2008              1/1/2009      635
412446625                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       16.75        9.75       6.30             12/1/2008              1/1/2009      546
412446766                   1    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       15.99        8.99       6.30             12/1/2008              1/1/2009      658
412446780                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       17.40       10.40       6.30             12/1/2008              1/1/2009      634
412446763                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  596
412446840                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  656
412446624                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  571
412446632                   2    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  741
412446876                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       17.00       10.00       6.30              1/1/2009              2/1/2009      771
412446637                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  613
412446668                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       14.55        7.55       6.15             12/1/2008              1/1/2009      679
412446459                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  538
412451440                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  496
412446343                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.85        8.85       6.30             11/1/2008             12/1/2008      586
412451462                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       16.35        9.35       5.95             11/1/2008             12/1/2008      647
412446429                   3    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       16.25        9.25       6.05             11/1/2009             12/1/2009      604
412446158                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       17.23       10.23       7.35             10/1/2008             11/1/2008      540
412447401                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.38        2.25       2.25              2/1/2012              3/1/2012      792
412447228                   0    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.50        2.25       2.25              2/1/2012              3/1/2012      723
412447407                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.88        2.25       2.25              2/1/2012              3/1/2012      699
412447409                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  699
412447415                   0    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.38        2.25       2.25              2/1/2012              3/1/2012      745
412447425                   0    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.50        2.25       2.25              1/1/2012              2/1/2012      643
412447097                   0    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.50        2.25       2.25              2/1/2012              3/1/2012      692
412446345                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  590
412446485                   1    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       17.33       10.33       6.30             12/1/2008              1/1/2009      574
412451545                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  515
412446523                   1    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             2.00        7.00       15.73        8.73       5.95             12/1/2009              1/1/2010      667
412446533                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       17.40       10.40       6.30              1/1/2009              2/1/2009      548
412446534                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       16.30        9.30       6.05             12/1/2008              1/1/2009      654
412451575                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  644
412451589                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.15        9.15       6.30             12/1/2008              1/1/2009      588
412446569                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             2.00        7.00       16.88        9.88       6.30             12/1/2009              1/1/2010      629
412446579                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  546
412446584                   2    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  713
412451619                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       16.30        9.30       6.30             12/1/2008              1/1/2009      648
412451633                   1    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             2.00        7.00       15.70        8.70       6.55             12/1/2009              1/1/2010      497
412451670                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  563
412451686                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  528
412446685                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.75        8.75       6.30             12/1/2008              1/1/2009      700
412446690                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       16.50        9.50       7.05             12/1/2008              1/1/2009      663
412451707                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  495
412446707                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       16.45        9.45       7.05              1/1/2009              2/1/2009      606
412446709                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  567
412446727                   1    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       16.10        9.10       5.95              1/1/2009              2/1/2009      506
412446744                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       17.08       10.08       6.05              1/1/2009              2/1/2009      639
412446752                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.40        9.40       6.05             12/1/2008              1/1/2009      638
412446759                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  551
412446775                   0    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       15.90        8.90       5.95             12/1/2009              1/1/2010      674
412446776                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  644
412446803                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       15.95        8.95       6.05              1/1/2009              2/1/2009      580
412446808                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       17.25       10.25       7.05              1/1/2009              2/1/2009      610
412446812                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       16.88        9.88       7.35             12/1/2008              1/1/2009      584
412446819                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.23        9.23       6.05             12/1/2008              1/1/2009      599
412451810                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       16.55        9.55       5.95              1/1/2009              2/1/2009      642
412446835                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       17.55       10.55       6.30              1/1/2009              2/1/2009      615
412446839                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  648
412446841                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  615
412446855                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       16.10        9.10       6.70              1/1/2009              2/1/2009      635
412451845                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  574
412446871                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  642
412446887                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       16.70        9.70       5.95              1/1/2009              2/1/2009      556
412446901                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  575
412446933                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       17.35       10.35       6.50              1/1/2009              2/1/2009      612
412446078                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.13        9.13       6.77             10/1/2008             11/1/2008      645
412447444                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.50        2.25       2.25              2/1/2012              3/1/2012      766
412447463                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.38        2.25       2.25              2/1/2012              3/1/2012      695
412447211                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  726
412447327                   0    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.50        2.25       2.25              2/1/2012              3/1/2012      789
412447330                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  789
412447448                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.50        2.25       2.25              2/1/2012              3/1/2012      676
412447502                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  766
412452242                   0    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.75        2.25       2.25              2/1/2012              3/1/2012      785
412452268                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.38        2.25       2.25              2/1/2012              3/1/2012      686
412452269                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  686
412447203                   0    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.50        2.25       2.25              2/1/2012              3/1/2012      710
412445973                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.48        9.48       6.30             12/1/2008              1/1/2009      681
412446017                   0    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       15.93        8.93       6.05             12/1/2009              1/1/2010      659
412446168                   3    'Nearest'     Arm 3/27                      1           2.00             1.50        7.00       17.35       10.35       6.30             11/1/2009             12/1/2009      717
412446177                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.40        9.40       6.30             11/1/2008             12/1/2008      584
412451271                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       17.30       10.30       6.30             11/1/2008             12/1/2008      647
412446342                   0    'Nearest'     Arm 3/27                      1           1.00             1.00        6.00       16.30       10.30       6.30             11/1/2009             12/1/2009      593
412446463                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  606
412451478                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       18.38       11.38       6.30             12/1/2008              1/1/2009      492
412446473                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.75        9.75       6.30             12/1/2008              1/1/2009      650
412446477                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.05        9.05       6.30             12/1/2008              1/1/2009      661
412446498                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.03        8.03       6.15              1/1/2009              2/1/2009      703
412446501                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.78        8.78       6.30             12/1/2008              1/1/2009      659
412446571                   0    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       16.48        9.48       6.30             12/1/2009              1/1/2010      688
412446573                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.63        8.63       6.05             12/1/2008              1/1/2009      630
412451627                   0    'Nearest'     Arm 2/28                      1           1.50             1.50        7.00       15.15        8.15       6.15             12/1/2008              1/1/2009      559
412446593                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.60        8.60       5.95             12/1/2008              1/1/2009      676
412446605                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             1.50        7.00       16.85        9.85       6.25             12/1/2009              1/1/2010      644
412446607                   0    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       17.20       10.20       6.30             12/1/2009              1/1/2010      625
412446620                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.70        8.70       5.95              1/1/2009              2/1/2009      653
412446641                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.93        8.93       5.95              1/1/2009              2/1/2009      628
412446644                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       15.65        8.65       6.30              1/1/2009              2/1/2009      650
412446676                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.65        8.65       5.95             12/1/2008              1/1/2009      738
412446679                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       14.95        7.95       6.70             12/1/2008              1/1/2009      605
412446696                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.70        9.70       6.05             12/1/2008              1/1/2009      555
412451705                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.55        7.55       6.05             12/1/2008              1/1/2009      641
412446728                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.75        8.75       6.30              1/1/2009              2/1/2009      620
412446729                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.78        8.78       6.05             12/1/2008              1/1/2009      632
412446765                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       15.55        8.55       6.30             12/1/2008              1/1/2009      553
412446774                   1    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.18        9.18       6.30             12/1/2008              1/1/2009      623
412446785                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.63        8.63       6.15              1/1/2009              2/1/2009      696
412451774                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  712
412446798                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.68        8.68       6.15              1/1/2009              2/1/2009      597
412446805                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.10        9.10       5.95              1/1/2009              2/1/2009      621
412446810                   3    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       15.25        8.25       6.25             12/1/2009              1/1/2010      600
412451814                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       14.98        7.98       6.15             12/1/2008              1/1/2009      647
412446885                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.83        8.83       6.30              1/1/2009              2/1/2009      615
412446096                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.78        8.78       6.15             10/1/2008             11/1/2008      600
412451178                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       16.05        9.05       6.05             11/1/2008             12/1/2008      676
412446160                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       17.70       10.70       6.05             10/1/2008             11/1/2008      661
412446178                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.60        8.60       6.05             10/1/2008             11/1/2008      599
412451263                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       17.23       10.23       6.30             11/1/2008             12/1/2008      544
412446215                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       16.85        9.85       6.25             10/1/2008             11/1/2008      713
412446238                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.93        9.93       6.55             10/1/2008             11/1/2008      628
412446300                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.18        9.18       5.95             11/1/2008             12/1/2008      730
412446313                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       17.60       10.60       6.30             11/1/2008             12/1/2008      565
412446320                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  643
412446324                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  643
412446328                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       14.83        7.83       6.15             10/1/2008             11/1/2008      661
412446329                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.55        8.55       6.15             11/1/2008             12/1/2008      761
412446344                   1    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  703
412451394                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.60        9.60       6.05             11/1/2008             12/1/2008      622
412446367                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.10        8.10       6.30             11/1/2008             12/1/2008      661
412446369                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.65        8.65       5.95             12/1/2008              1/1/2009      642
412446386                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.30        9.30       6.30             11/1/2008             12/1/2008      639
412446397                   3    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       16.30        9.30       6.05             11/1/2009             12/1/2009      625
412446401                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       17.35       10.35       6.30             11/1/2008             12/1/2008      631
412446422                   1    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       14.80        7.80       6.15             11/1/2008             12/1/2008      661
412446426                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  636
412451455                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  576
412446430                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.05        8.05       6.40             12/1/2008              1/1/2009      663
412446434                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.50        9.50       6.30             11/1/2008             12/1/2008      613
412446453                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.90        8.90       6.30             11/1/2008             12/1/2008      645
412446462                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.78        8.78       6.30             11/1/2008             12/1/2008      638
412446464                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  621
412446470                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       17.23       10.23       6.30             11/1/2008             12/1/2008      604
412446474                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.18        9.18       6.05             11/1/2008             12/1/2008      583
412451492                   3    'Nearest'     Arm 3/27                      1           2.00             1.50        7.00       16.40        9.40       6.05             11/1/2009             12/1/2009      627
412446479                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       14.90        7.90       6.30             12/1/2008              1/1/2009      604
412451503                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       15.90        8.90       6.30             11/1/2008             12/1/2008      518
412446483                   1    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.68        9.68       6.30             11/1/2008             12/1/2008      646
412451513                   1    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       16.55        9.55       6.05             12/1/2008              1/1/2009      657
412446497                   1    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.15        9.15       6.30             11/1/2008             12/1/2008      630
412446499                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       14.85        7.85       6.05             12/1/2008              1/1/2009      591
412446504                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       14.28        7.28       6.15             11/1/2008             12/1/2008      665
412446506                   1    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.38        8.38       6.15             12/1/2008              1/1/2009      727
412446525                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.43        8.43       6.15             11/1/2008             12/1/2008      733
412446576                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       14.85        7.85       6.30             12/1/2008              1/1/2009      661
412446586                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.25        8.25       6.30             12/1/2008              1/1/2009      590
412446613                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       15.70        8.70       6.30             12/1/2008              1/1/2009      637
412446617                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.60        7.60       6.15             12/1/2008              1/1/2009      572
412446631                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.59        8.59       6.30             12/1/2008              1/1/2009      642
412449536                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  781
412447038                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  709
412449055                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       10.50        4.50       2.25              1/1/2011              2/1/2011      729
412447676                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  780
412446944                   2    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  622
412447023                   2    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  703
412446976                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  657
412447006                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  770
412447277                   2    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  704
412446975                   3    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  751
412446800                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  727
412446909                   0    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       13.63        2.25       2.25              2/1/2012              3/1/2012      707
412447123                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.50        2.25       2.25              2/1/2012              3/1/2012      736
412447759                   0    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.63        2.25       2.25              2/1/2012              3/1/2012      694
412449168                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       16.05        9.05       6.05              1/1/2009              2/1/2009      545
412452753                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       18.35       11.35       6.05              1/1/2009              2/1/2009      493
412449160                   1    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       14.55        7.55       5.25              1/1/2009              2/1/2009      581
412449218                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.18        8.18       6.05              1/1/2009              2/1/2009      585
412449567                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  557
412445484                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  621
412449241                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       13.93        6.93       5.95              1/1/2009              2/1/2009      555
412445624                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       14.88        7.88       6.05              1/1/2009              2/1/2009      621
412449022                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  569
412449021                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       13.98        6.98       5.95              1/1/2009              2/1/2009      569
412449166                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.15        8.15       6.30              1/1/2009              2/1/2009      662
412449192                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       14.73        7.73       6.05              1/1/2009              2/1/2009      578
412449125                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       17.23       10.23       6.05              1/1/2009              2/1/2009      629
412445497                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.50        9.50       6.15              1/1/2009              2/1/2009      609
412449011                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       14.53        7.53       6.05              1/1/2009              2/1/2009      627
412445600                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.75        8.75       6.30              1/1/2009              2/1/2009      560
412449054                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.66        8.66       5.95              1/1/2009              2/1/2009      623
412452599                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  624
412452597                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       15.08        8.08       6.15              1/1/2009              2/1/2009      624
412452596                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  647
412452595                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       12.63        5.63       6.05              1/1/2009              2/1/2009      647
412449083                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  637
412445611                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  678
412445610                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       14.38        7.38       6.05              1/1/2009              2/1/2009      678
412449009                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  639
412449008                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       14.03        7.03       6.15              1/1/2009              2/1/2009      639
412449240                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  663
412449239                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       14.68        7.68       6.05              1/1/2009              2/1/2009      663
412445607                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  600
412447693                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  680
412447696                   0    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.88        2.25       2.25              2/1/2012              3/1/2012      680
412447451                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.38        2.25       2.25              2/1/2012              3/1/2012      708
412447563                   0    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.38        2.25       2.25              2/1/2012              3/1/2012      742
412447564                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  742
412447611                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  694
412447613                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  694
412452285                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  793
412447692                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.63        2.25       2.25              2/1/2012              3/1/2012      675
412445572                   1    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       16.70       10.70       5.95              1/1/2009              2/1/2009      675
412450527                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.88        7.88       6.05              1/1/2009              2/1/2009      639
412445656                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.40        9.40       6.30              9/1/2008             10/1/2008      649
412447603                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  766
412447652                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       13.38        2.25       2.25              2/1/2012              3/1/2012      702
412447783                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.63        2.25       2.25              2/1/2012              3/1/2012      720
412447743                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.75        2.25       2.25              2/1/2012              3/1/2012      679
412447745                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  679
412449644                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.63        6.63       2.25              1/1/2012              2/1/2012      752
412447391                   0    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.38        2.25       2.25              2/1/2012              3/1/2012      670
412447592                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  689
412447594                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.75        2.25       2.25              2/1/2012              3/1/2012      689
412447739                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  769
412447740                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.50        2.25       2.25              2/1/2012              3/1/2012      769
412447794                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.38        2.25       2.25              2/1/2012              3/1/2012      738
412447797                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  695
412447798                   0    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.75        2.25       2.25              2/1/2012              3/1/2012      695
412445499                   0    'Nearest'     Arm 3/27                      1           3.00             2.00        6.00       12.38        6.38       5.00              2/1/2010              3/1/2010      650
412447424                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.50        2.25       2.25              2/1/2012              3/1/2012      671
412447532                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.63        2.25       2.25              2/1/2012              3/1/2012      779
412447801                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  640
412452978                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  763
412445525                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  607
412445524                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        7.00       15.58        8.58       5.95              2/1/2009              3/1/2009      589
412445528                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  663
412445503                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  663
412447568                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  730
412447572                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.25        2.25       2.25              2/1/2012              3/1/2012      730
412447789                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  720
412447096                   0    'Nearest'     Arm 3/27                      1           2.00             1.50        6.00       14.93        8.93       6.25              2/1/2010              3/1/2010      582
412452244                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           2.00             1.50        6.00       14.18        8.18       6.30              2/1/2009              3/1/2009      741
412447806                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           2.00             1.50        6.00       13.75        7.75       6.05              2/1/2009              3/1/2009      592
412449368                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  682
412452856                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  645
412449539                   2    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       15.18        9.18       6.30              2/1/2009              3/1/2009      572
412452992                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  595
412447546                   0    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       13.25        2.25       2.25              2/1/2012              3/1/2012      690
412447659                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.75        2.25       2.25              2/1/2012              3/1/2012      671
412447660                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  671
412447678                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  726
412447715                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.50        2.25       2.25              2/1/2012              3/1/2012      705
412447716                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  705
412447782                   0    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       13.38        2.25       2.25              2/1/2012              3/1/2012      662
412447795                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.38        2.25       2.25              2/1/2012              3/1/2012      786
412447796                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  786
412452223                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        6.00       12.28        6.28       5.90              2/1/2009              3/1/2009      686
412447970                   3    NA            Fixed Balloon 50/30           1              -                -           -           -           -          -                                                  607
412447627                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  670
412446549                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.00        7.00       17.25       10.25       7.35              1/1/2009              2/1/2009      592
412451375                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.00        7.00       16.90        9.90       6.45              1/1/2009              2/1/2009      487
412446939                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.00        7.00       15.45        8.45       6.45              1/1/2009              2/1/2009      607
412451740                   2    'Nearest'     Arm 2/28                      1           2.00             1.00        7.00       17.50       10.50       6.30             12/1/2008              1/1/2009      580
412451865                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  507
412451838                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           2.00             1.50        7.00       13.45        6.45       5.95              1/1/2009              2/1/2009      501
412446583                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.00        7.00       15.08        8.08       6.05              1/1/2009              2/1/2009      622
412446820                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.00        7.00       16.18        9.18       6.05              1/1/2009              2/1/2009      578
412446807                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.00        7.00       15.70        8.70       6.05              1/1/2009              2/1/2009      605
412446612                   3    'Nearest'     Arm 3/27                      1           2.00             1.00        7.00       16.63        9.63       6.30             12/1/2009              1/1/2010      640
412446877                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           2.00             1.00        7.00       13.73        6.73       6.05              1/1/2009              2/1/2009      595
412446943                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           2.00             1.00        7.00       13.85        6.85       6.05              1/1/2009              2/1/2009      622
412446900                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           2.00             1.00        7.00       14.70        7.70       6.05              1/1/2009              2/1/2009      676
412446764                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.00        7.00       16.90        9.90       6.30             12/1/2008              1/1/2009      503
412447171                   0    NA            Fixed Balloon 50/30           1              -                -           -           -           -          -                                                  680
412446924                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           2.00             1.00        7.00       15.13        8.13       6.30              1/1/2009              2/1/2009      620
412446958                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.00        7.00       15.98        8.98       6.05              1/1/2009              2/1/2009      647
412446878                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.00        7.00       14.33        7.33       6.05              1/1/2009              2/1/2009      519
412446863                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             1.00        7.00       16.70        9.70       6.75              1/1/2010              2/1/2010      645
412446843                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           2.00             1.00        7.00       16.15        9.15       6.15              1/1/2009              2/1/2009      672
412446932                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           2.00             1.00        7.00       15.95        8.95       6.30              1/1/2009              2/1/2009      643
412452028                   3    NA            Fixed Balloon 50/30           1              -                -           -           -           -          -                                                  683
412446661                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.00        7.00       14.95        7.95       6.30             12/1/2008              1/1/2009      660
412446671                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.00        7.00       15.78        8.78       6.30             12/1/2008              1/1/2009      635
412446694                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  635
412447000                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  662
412446874                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.00        7.00       16.75        9.75       5.95             12/1/2008              1/1/2009      664
412446643                   1    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.00        7.00       14.85        7.85       6.05              1/1/2009              2/1/2009      663
412446951                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.00        7.00       16.30        9.30       6.30              1/1/2009              2/1/2009      714
412446789                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             1.00        7.00       16.28        9.28       6.30              1/1/2010              2/1/2010      586
412452168                   3    NA            Fixed Balloon 50/30           1              -                -           -           -           -          -                                                  627
412451699                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.00        7.00       15.00        8.00       6.05              1/1/2009              2/1/2009      676
412446822                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.00        7.00       14.78        7.78       6.30             12/1/2008              1/1/2009      662
412447163                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  713
412446981                   3    NA            Fixed Balloon 50/30           1              -                -           -           -           -          -                                                  669
412446713                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.00        7.00       16.25        9.25       6.30              1/1/2009              2/1/2009      665
412446910                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.00        7.00       14.28        7.28       6.15              1/1/2009              2/1/2009      649
412446836                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           2.00             1.00        7.00       15.28        8.28       6.05              1/1/2009              2/1/2009      644
412447052                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  745
412446444                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  682
412451660                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  595
412446580                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       14.85        7.85       6.15             12/1/2008              1/1/2009      558
412446990                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  678
412451728                   2    'Nearest'     Arm 2/28                      1           2.00             1.00        7.00       15.45        8.45       6.30              1/1/2009              2/1/2009      683
412451517                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       15.35        8.35       6.05              1/1/2009              2/1/2009      652
412446636                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.00        7.00       15.90        8.90       5.65              1/1/2009              2/1/2009      715
412447182                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  540
412446748                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       14.40        7.40       6.15             12/1/2008              1/1/2009      619
412451821                   3    NA            Fixed Balloon 50/30           1              -                -           -           -           -          -                                                  627
412446719                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             1.00        7.00       16.50        9.50       6.15              1/1/2010              2/1/2010      697
412446853                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.00        7.00       14.75        7.75       6.15             12/1/2008              1/1/2009      679
412451915                   1    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  634
412446543                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.00        7.00       15.08        8.08       6.15             12/1/2008              1/1/2009      744
412446544                   2    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  744
412452133                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  722
412446897                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           2.00             1.00        7.00       14.85        7.85       6.05              1/1/2009              2/1/2009      739
412446773                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.00        7.00       13.28        6.28       6.15              1/1/2009              2/1/2009      722
412446938                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.00        7.00       16.38        9.38       5.95              1/1/2009              2/1/2009      683
412446868                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.00        7.00       15.65        8.65       6.15              1/1/2009              2/1/2009      713
412446680                   2    'Nearest'     Arm 2/28                      1           2.00             1.00        7.00       15.55        8.55       6.15              1/1/2009              2/1/2009      738
412447195                   3    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  712
412446550                   0    'Nearest'     Arm 2/28                      1           2.00             1.00        7.00       15.00        8.00       6.15              1/1/2009              2/1/2009      767
412451851                   3    NA            Fixed Balloon 50/30           1              -                -           -           -           -          -                                                  760
412446821                   0    'Nearest'     Arm 2/28                      1           2.00             1.00        7.00       14.94        7.94       6.30              1/1/2009              2/1/2009      691
412446961                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.00        7.00       14.73        7.73       5.95              1/1/2009              2/1/2009      688
412446894                   1    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.00        7.00       14.95        7.95       6.30              2/1/2009              3/1/2009      575
412447399                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  601
412447084                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  601
412447499                   0    NA            Fixed Balloon 50/30           1              -                -           -           -           -          -                                                  605
412447186                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  606
412447538                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  610
412447726                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  613
412447714                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  614
412452100                   3    NA            Fixed Balloon 50/30           1              -                -           -           -           -          -                                                  559
412447512                   2    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  624
412446618                   3    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             1.00        7.00       15.70        8.70       6.30             12/1/2009              1/1/2010      655
412446873                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           2.00             1.00        7.00       14.20        7.20       5.90              1/1/2009              2/1/2009      659
412451870                   2    'Nearest'     Arm 2/28 - Balloon 50/30      1           2.00             1.00        7.00       14.60        7.60       5.95              1/1/2009              2/1/2009      639
412447689                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  632
412446714                   0    'Nearest'     Arm 2/28                      1           2.00             1.00        7.00       15.60        8.60       6.45             12/1/2008              1/1/2009      603
412447121                   3    NA            Fixed Balloon 50/30           1              -                -           -           -           -          -                                                  638
412447199                   3    NA            Fixed Balloon 50/30           1              -                -           -           -           -          -                                                  639
412446838                   0    'Nearest'     Arm 3/27                      1           2.00             1.00        7.00       14.23        7.23       5.95             12/1/2009              1/1/2010      645
412452188                   3    NA            Fixed Balloon 50/30           1              -                -           -           -           -          -                                                  641
412447433                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  645
412447346                   2    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  646
412447133                   3    NA            Fixed Balloon 50/30           1              -                -           -           -           -          -                                                  656
412447078                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  632
412447141                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  652
412447241                   0    NA            Fixed Balloon 50/30           1              -                -           -           -           -          -                                                  652
412446921                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.00        7.00       15.13        8.13       6.30              1/1/2009              2/1/2009      655
412446701                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.00        7.00       14.78        7.78       6.15              1/1/2009              2/1/2009      661
412446899                   3    NA            Fixed Balloon 50/30           1              -                -           -           -           -          -                                                  593
412447569                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  672
412447454                   1    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  660
412447305                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  695
412447147                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  712
412446959                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  711
412446666                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.00        7.00       15.05        8.05       6.15              2/1/2009              3/1/2009      714
412447398                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  714
412452121                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  719
412447634                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  721
412447244                   2    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  703
412452077                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  752
412447308                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  772
412446883                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.00        7.00       14.99        7.99       5.95              1/1/2009              2/1/2009      756
412446794                   2    'Nearest'     Arm 2/28                      1           2.00             1.00        7.00       14.38        7.38       6.15             12/1/2008              1/1/2009      741
412446287                   3    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             1.00        7.00       13.25        6.25       6.05             12/1/2009              1/1/2010      644
412446872                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  724
412447212                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        6.00       13.23        7.23       5.95              2/1/2009              3/1/2009      693
412447860                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  622
412447864                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           2.00             1.50        6.00       13.99        7.99       6.25              2/1/2009              3/1/2009      622
412452349                   3    NA            Fixed Balloon 50/30           1              -                -           -           -           -          -                                                  680
412447912                   0    'Nearest'     Arm 2/28 - Balloon 50/30      1           1.50             1.50        6.00       14.43        8.43       6.15              2/1/2009              3/1/2009      697
412450543                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  693
412452991                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  634
412449684                   0    'Nearest'     Arm 5/25                      1           3.00             2.00        6.00       12.50        6.50       2.75              2/1/2012              3/1/2012      675
412449735                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  766
412447485                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  684
412447487                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  684
412447587                   0    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       13.75        2.25       2.25              2/1/2012              3/1/2012      665
412447596                   0    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.25        2.25       2.25              2/1/2012              3/1/2012      693
412447630                   0    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.88        2.25       2.25              2/1/2012              3/1/2012      724
412447694                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  698
412447695                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  698
412447722                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  662
412447723                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  662
412447755                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.25        2.25       2.25              2/1/2012              3/1/2012      687
412447756                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  687
412447763                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  736
412447764                   0    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.75        2.25       2.25              2/1/2012              3/1/2012      736
412447837                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.75        2.25       2.25              2/1/2012              3/1/2012      747
412447846                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  765
412447889                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.88        2.25       2.25              2/1/2012              3/1/2012      692
412452359                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  651
412452360                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.50        2.25       2.25              2/1/2012              3/1/2012      651
412447909                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  683
412447910                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  683
412447932                   0    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       13.63        2.25       2.25              2/1/2012              3/1/2012      721
412450566                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  764
412445575                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  686
412452056                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.88        2.25       2.25              2/1/2012              3/1/2012      730
412447845                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.88        2.25       2.25              2/1/2012              3/1/2012      670
412445568                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  688
412447871                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  690
412447873                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.25        2.25       2.25              2/1/2012              3/1/2012      690
412452392                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  675
412452393                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  675
412452376                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  760
412452378                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.63        2.25       2.25              2/1/2012              3/1/2012      760
412447601                   0    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       13.25        2.25       2.25              2/1/2012              3/1/2012      713
412447602                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  713
412450567                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  764
412447819                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  693
412447791                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.88        2.25       2.25              2/1/2012              3/1/2012      693
412449729                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  731
412447960                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.38        2.25       2.25              2/1/2012              3/1/2012      769
412452382                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.50        2.25       2.25              2/1/2012              3/1/2012      756
412452384                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  756
412447749                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  690
412452310                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  690
412447533                   0    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.25        2.25       2.25              2/1/2012              3/1/2012      674
412449282                   3    'Nearest'     Arm 5/25                      1           3.00             2.00        6.00       13.38        2.25       2.25              2/1/2012              3/1/2012      749
412452838                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  627
412449332                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  737
412445574                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  753
412445577                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  719
412452914                   3    'Nearest'     Arm 5/25                      1           3.00             2.00        6.00       12.63        2.25       2.25              3/1/2012              4/1/2012      753
412452950                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  679
412447823                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.50        2.25       2.25              3/1/2012              4/1/2012      685
412447824                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  685
412449537                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.50        6.00       14.80        8.80       5.95              3/1/2009              4/1/2009      540
412449542                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  642
412446755                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  521
412446962                   1    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  629
412451879                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  495
412447075                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  659
412446875                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  647
412447119                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  619
412447080                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  632
412446989                   3    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       15.00        9.00       6.05              1/1/2012              2/1/2012      664
412447107                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  515
412447124                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  643
412447032                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  625
412446442                   1    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  682
412451998                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  659
412451917                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  643
412447033                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  610
412446639                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  618
412447116                   1    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  555
412447081                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  554
412446552                   0    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       15.75        9.75       6.30              1/1/2010              2/1/2010      598
412446945                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  664
412452041                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  627
412446928                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  623
412446977                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  657
412451878                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  665
412447098                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  655
412446997                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  644
412447092                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  594
412451999                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  607
412447106                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  531
412451459                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  589
412451984                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  584
412446582                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  573
412447063                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  582
412447145                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  621
412447070                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       14.20        8.20       5.95              1/1/2012              2/1/2012      594
412446475                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  662
412452034                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       14.93        8.93       5.90              1/1/2012              2/1/2012      631
412447077                   2    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  597
412446940                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  592
412446551                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       14.98        8.98       5.90              1/1/2012              2/1/2012      658
412446902                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  658
412451925                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  499
412446866                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  658
412446782                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  687
412446935                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  676
412446623                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  538
412451946                   2    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  521
412447071                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  620
412447109                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  655
412446777                   1    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  623
412446545                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  716
412447236                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  743
412446351                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  627
412446570                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  607
412446455                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.73        8.73       6.30             12/1/2008              1/1/2009      641
412446578                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  664
412446288                   1    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.48        7.48       5.95             11/1/2008             12/1/2008      684
412446417                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  647
412446379                   1    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       12.20        6.20       5.90             11/1/2008             12/1/2008      675
412446695                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  567
412446670                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  641
412446867                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  649
412446180                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.10        9.10       6.30             11/1/2008             12/1/2008      635
412446813                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.85        8.85       6.30             12/1/2008              1/1/2009      620
412446756                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  596
412446920                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  582
412451311                   3    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.98        6.98       6.05             11/1/2011             12/1/2011      668
412446233                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.80        7.80       6.30             11/1/2008             12/1/2008      748
412451318                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.60        8.60       5.95             11/1/2008             12/1/2008      591
412451470                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  481
412451296                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       14.95        7.95       6.45             11/1/2008             12/1/2008      525
412446451                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  659
412446201                   1    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.95        6.95       5.95             11/1/2011             12/1/2011      642
412451286                   3    'Nearest'     Arm 5/25                      1           2.00             1.50        7.00       12.70        5.70       6.15             11/1/2011             12/1/2011      506
412446316                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  647
412446226                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  538
412446503                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  611
412446692                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       14.15        8.15       6.05             12/1/2011              1/1/2012      587
412451289                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.38        9.38       6.30             11/1/2008             12/1/2008      555
412451555                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.10        9.10       5.95             12/1/2008              1/1/2009      492
412446302                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.98        8.98       6.15             11/1/2008             12/1/2008      626
412446317                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       12.78        6.78       5.95             11/1/2008             12/1/2008      636
412451431                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  657
412446295                   3    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       14.99        8.99       5.95             11/1/2011             12/1/2011      654
412446259                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.80        9.80       6.05             11/1/2008             12/1/2008      584
412446577                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  639
412446457                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  618
412446362                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.40        8.40       5.95             11/1/2008             12/1/2008      572
412451554                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  598
412445763                   3    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       13.65        7.65       5.95             11/1/2011             12/1/2011      633
412446304                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  633
412446378                   0    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       15.05        9.05       6.55             11/1/2009             12/1/2009      570
412451498                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  577
412446587                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  578
412446326                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  594
412446717                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  595
412446648                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  670
412446521                   1    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       13.99        7.99       5.95             12/1/2011              1/1/2012      680
412446515                   3    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       14.23        8.23       6.30             12/1/2009              1/1/2010      650
412446280                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       13.98        7.98       5.95             11/1/2008             12/1/2008      686
412446306                   0    'Nearest'     Arm 2/28                      1           7.00             1.50        7.00       16.75        9.75       6.05             11/1/2008             12/1/2008      601
412446305                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       16.75        9.75       6.05             11/1/2008             12/1/2008      601
412446531                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  623
412446385                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.30        8.30       5.95             11/1/2008             12/1/2008      641
412451119                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  615
412451786                   0    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       14.98        8.98       5.95             12/1/2009              1/1/2010      575
412451421                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  477
412446500                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  737
412446660                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  741
412446511                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  768
412446087                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  733
412446095                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  718
412446195                   2    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  701
412446130                   2    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  744
412446327                   2    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  661
412446439                   3    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  714
412446239                   2    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  720
412446132                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  736
412446710                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  757
412446264                   2    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  733
412446373                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  713
412446856                   1    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  685
412446725                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  741
412451609                   3    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  630
412446568                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  654
412446301                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  626
412446507                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  727
412446529                   3    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  742
412446374                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  636
412446456                   2    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  705
412446436                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  691
412446296                   3    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  767
412446011                   2    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  782
412446526                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  752
412451748                   2    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  553
412446879                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  731
412446466                   2    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  731
412446651                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  744
412452661                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  646
412449281                   0    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       15.25        2.25       2.25              2/1/2012              3/1/2012      674
412449289                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  728
412449510                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  689
412452805                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  643
412449492                   3    'Nearest'     Arm 3/27                      1           3.00             1.50        6.00       11.88        5.88      10.00              3/1/2010              4/1/2010      706
412449493                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  706
412449726                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  634
412447356                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.75        2.25       2.25              3/1/2012              4/1/2012      697
412447599                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.00        2.25       2.25              3/1/2012              4/1/2012      687
412447600                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  687
412447703                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.50        2.25       2.25              3/1/2012              4/1/2012      659
412447704                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  659
412447318                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.88        2.25       2.25              2/1/2012              3/1/2012      676
412449106                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  653
412449331                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  704
412452840                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  766
412452841                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  766
412449345                   0    'Nearest'     Arm 5/25                      1           3.00             2.00        6.00       12.75        2.25       2.25              3/1/2012              4/1/2012      702
412449538                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  763
412447751                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  676
412447752                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.50        2.25       2.25              2/1/2012              3/1/2012      676
412448146                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       13.00        2.25       2.25              2/1/2012              3/1/2012      681
412447956                   0    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       13.00        2.25       2.25              3/1/2012              4/1/2012      713
412448055                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  692
412448056                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.38        2.25       2.25              3/1/2012              4/1/2012      692
412447957                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  713
412447888                   0    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.50        2.25       2.25              3/1/2012              4/1/2012      762
412449728                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  730
412445500                   0    'Nearest'     Arm 5/25                      1           3.00             2.00        6.00       12.50        2.25       2.25              3/1/2012              4/1/2012      736
412445518                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  670
412449065                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  693
412449382                   3    'Nearest'     Arm 5/25                      1           3.00             2.00        6.00       12.88        2.25       2.25              3/1/2012              4/1/2012      778
412449383                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  778
412449447                   0    'Nearest'     Arm 5/25                      1           3.00             2.00        6.00       13.25        2.25       2.25              3/1/2012              4/1/2012      681
412447851                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.38        2.25       2.25              3/1/2012              4/1/2012      752
412447597                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  756
412452836                   0    'Nearest'     Arm 5/25                      1           3.00             2.00        6.00       12.75        2.25       2.25              3/1/2012              4/1/2012      785
412449343                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  716
412449397                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  727
412449708                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  690
412449721                   0    'Nearest'     Arm 5/25                      1           3.00             2.00        6.00       13.25        7.25       2.75              3/1/2012              4/1/2012      688
412449722                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  688
412445587                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  641
412449370                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  548
412449381                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  740
412449388                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  765
412449602                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  635
412449605                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  635
412449618                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  641
412449643                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  535
412449772                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  642
412445579                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  772
412445590                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  737
412449104                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  620
412449263                   0    'Nearest'     Arm 5/25                      1           3.00             2.00        6.00       13.75        2.25       2.25              3/1/2012              4/1/2012      744
412449286                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  649
412449301                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  691
412449304                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  691
412452873                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  709
412449399                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  669
412447464                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.38        2.25       2.25              3/1/2012              4/1/2012      689
412447466                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  689
412447882                   0    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       13.63        2.25       2.25              3/1/2012              4/1/2012      708
412447883                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  708
412448231                   3    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.63        2.25       2.25              3/1/2012              4/1/2012      690
412452440                   0    'Nearest'     Arm 5/25                      1           6.00             2.00        6.00       12.38        2.25       2.25              3/1/2012              4/1/2012      744
412452441                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  744
412450568                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  668
412452959                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  693
412452960                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  693
412446418                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.88        9.88       6.25             12/1/2008              1/1/2009      532
412447125                   1    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  650
412450606                   0    'Nearest'     Arm 3/27                      1           1.50             1.50        7.00       13.10        6.10       5.95             11/1/2008             12/1/2008      672
412445647                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  650
412445653                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           1.50             1.50        7.00       15.93        8.93       6.05              1/1/2008              2/1/2008      650
412449223                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           1.50             1.50        7.00       13.90        6.90       5.95              1/1/2008              2/1/2008      636
412449209                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           1.50             1.50        7.00       16.53        9.53       5.95              1/1/2008              2/1/2008      603
412449193                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  631
412449004                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  682
412445697                   3    'Nearest'     Arm 5/25                      1           2.00             2.00        7.00       15.30        8.30       6.05              7/1/2011              8/1/2011      660
412445679                   2    'Nearest'     Arm 2/28                      1           1.50             1.50        7.00       14.99        7.99       6.05              6/1/2008              7/1/2008      597
412449180                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.50        6.00       13.93        7.93       6.05             10/1/2008             11/1/2008      639
412449181                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  639
412445502                   2    'Nearest'     Arm 2/28                      1           3.00             1.50        6.00       13.63        7.63       5.95             10/1/2008             11/1/2008      528
412449087                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  622
412448995                   0    'Nearest'     Arm 5/25                      1           6.00             1.00        6.00       12.88        6.88       2.25              8/1/2011              9/1/2011      741
412450519                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.60        8.60       6.05              6/1/2008              7/1/2008      524
412452712                   1    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.30        9.30       6.05              7/1/2008              8/1/2008      573
412445847                   0    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       17.40       10.40       6.05              8/1/2009              9/1/2009      510
412445948                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       15.95        8.95       6.30              9/1/2008             10/1/2008      716
412445993                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       17.25       10.25       6.30              8/1/2008              9/1/2008      520
412445805                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  605
412445748                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       15.60        8.60       6.30              7/1/2008              8/1/2008      651
412445934                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       16.45        9.45       6.05              8/1/2008              9/1/2008      549
412445846                   1    'Nearest'     Arm 5/25                      1           2.00             2.00        7.00       15.43        8.43       6.05              9/1/2011             10/1/2011      645
412445806                   1    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  635
412450891                   3    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  721
412445800                   0    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       14.93        7.93       6.15              7/1/2009              8/1/2009      690
412445969                   0    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       17.45       10.45       6.05              9/1/2009             10/1/2009      574
412445855                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  749
412445713                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  714
412445721                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  742
412450753                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  607
412445495                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       17.88       10.88       6.25              8/1/2008              9/1/2008      618
412445603                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       14.35        7.35      10.00              8/1/2008              9/1/2008      621
412445616                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       14.78        7.78       6.30              9/1/2008             10/1/2008      667
412449167                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       13.58        6.58       5.95              9/1/2008             10/1/2008      640
412449197                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.38        9.38       6.05              9/1/2008             10/1/2008      652
412449532                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.60        8.60       6.15              9/1/2008             10/1/2008      655
412449627                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.88        8.88       6.05              9/1/2008             10/1/2008      508
412445613                   3    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       14.75        7.75      10.00              7/1/2009              8/1/2009      652
412449213                   0    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       13.73        6.73       5.95              7/1/2009              8/1/2009      618
412445504                   3    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       15.98        8.98       6.30              8/1/2009              9/1/2009      616
412449014                   3    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       14.68        7.68          -              8/1/2009              9/1/2009      626
412449456                   3    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       15.13        8.13       5.90              9/1/2009             10/1/2009      650
412450587                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  655
412449238                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  661
412449071                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  658
412450520                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  665
412445505                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  665
412445615                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  652
412452671                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  680
412452672                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  680
412452713                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  573
412449170                   2    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  547
412449190                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  573
412449070                   2    'Nearest'     Arm 2/28                      1           1.50             1.50        7.00       14.85        7.85       5.95              7/1/2008              8/1/2008      658
412449138                   2    'Nearest'     Arm 2/28                      1           1.50             1.50        7.00       15.83        8.83       6.05              7/1/2008              8/1/2008      629
412445487                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.58        8.58       5.95              8/1/2008              9/1/2008      654
412449169                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           1.50             1.50        7.00       15.31        8.31       6.05              7/1/2008              8/1/2008      547
412449012                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       14.88        7.88       6.05              8/1/2008              9/1/2008      478
412449203                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       15.65        8.65       6.05              8/1/2008              9/1/2008      654
412448996                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       14.73        7.73       6.25              9/1/2008             10/1/2008      699
412449426                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       17.25       10.25       6.45              9/1/2008             10/1/2008      598
412449005                   3    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             2.00        7.00       16.53        9.53       6.55              7/1/2009              8/1/2009      548
412449559                   3    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             2.00        7.00       15.60        8.60       6.15              7/1/2009              8/1/2009      530
412449206                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             2.00        7.00       17.90       10.90       6.45              9/1/2009             10/1/2009      452
412449504                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  610
412449139                   2    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  629
412445667                   2    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  721
412445673                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  704
412445618                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.60        9.60       6.30              8/1/2008              9/1/2008      671
412449069                   0    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       13.35        6.35       5.90              8/1/2009              9/1/2009      598
412452705                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  637
412449173                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.98        8.98       6.30              8/1/2008              9/1/2008      667
412449476                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       15.23        8.23       5.95              8/1/2008              9/1/2008      717
412451075                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       17.40       10.40       6.05              9/1/2008             10/1/2008      587
412445998                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       17.08       10.08       6.55              9/1/2008             10/1/2008      613
412446071                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  658
412445925                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  618
412445857                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  628
412445898                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  725
412446000                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        7.00       16.75        9.75       7.60             10/1/2008             11/1/2008      525
412451019                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        7.00       17.15       10.15       5.95              9/1/2008             10/1/2008      484
412445991                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        7.00       15.50        8.50       5.80             10/1/2008             11/1/2008      592
412446015                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        7.00       15.65        8.65       5.95              9/1/2008             10/1/2008      633
412445926                   1    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        7.00       16.80        9.80       6.80              9/1/2009             10/1/2009      594
412446033                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        7.00       15.75        8.75       6.55              9/1/2008             10/1/2008      617
412445944                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  527
412445878                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  709
412445876                   0    'Nearest'     Arm 3/27                      1           3.00             1.00        7.00       16.93        9.93       6.95              8/1/2009              9/1/2009      574
412445958                   0    'Nearest'     Arm 3/27                      1           3.00             1.00        7.00       15.28        8.28       5.90              9/1/2009             10/1/2009      539
412451157                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        7.00       16.20        9.20       6.30              9/1/2008             10/1/2008      472
412445875                   0    'Nearest'     Arm 3/27                      1           3.00             1.00        7.00       15.60        8.60       6.70              8/1/2009              9/1/2009      545
412450763                   0    'Nearest'     Arm 3/27                      1           3.00             1.00        7.00       14.95        7.95       6.45              8/1/2009              9/1/2009      486
412445870                   0    'Nearest'     Arm 3/27                      1           3.00             1.00        7.00       14.80        7.80       6.30              8/1/2009              9/1/2009      661
412445736                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  641
412451146                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  605
412445953                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       17.20       11.20       7.35             10/1/2008             11/1/2008      570
412446050                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.23        8.23       6.75             10/1/2008             11/1/2008      635
412446105                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       17.80       11.80       7.00             10/1/2008             11/1/2008      553
412446026                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       17.45       10.45       5.95              9/1/2008             10/1/2008      645
412445731                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       14.78        8.78       5.95              8/1/2008              9/1/2008      714
412445818                   0    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       14.88        8.88       6.05              8/1/2009              9/1/2009      592
412445995                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       15.90        9.90       6.55              9/1/2008             10/1/2008      587
412445767                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  607
412445823                   0    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       14.99        8.99       6.25              9/1/2009             10/1/2009      574
412446107                   1    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       14.88        7.88       6.05             10/1/2008             11/1/2008      645
412451138                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  450
412446099                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       17.15       10.15       6.30             10/1/2008             11/1/2008      635
412446185                   3    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       16.99        9.99       7.45             10/1/2008             11/1/2008      584
412449176                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           1.50             1.50        7.00       14.43        7.43       6.05              3/1/2008              4/1/2008      635
412445552                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  654
412445772                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  702
412445692                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  701
412445705                   0    'Nearest'     Arm 5/25                      1           2.00             1.50        7.00       12.63        5.63       5.55              9/1/2011             10/1/2011      515
412445755                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  611
412445822                   0    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       15.68        8.68       6.05              9/1/2009             10/1/2009      615
412445838                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  589
412445844                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       17.05       10.05       5.95              9/1/2008             10/1/2008      508
412445852                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       17.50       10.50       5.95              9/1/2008             10/1/2008      569
412450897                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  562
412450916                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       16.38        9.38       6.05              9/1/2008             10/1/2008      461
412445879                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       14.60        7.60       6.05              9/1/2008             10/1/2008      568
412445880                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             2.00        7.00       17.10       10.10       6.05              9/1/2009             10/1/2009      641
412445902                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       18.15       11.15       6.30              9/1/2008             10/1/2008      588
412445904                   1    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       14.65        7.65       6.15              9/1/2008             10/1/2008      731
412445907                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             2.00        7.00       16.50        9.50       6.30              9/1/2009             10/1/2009      650
412445929                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  706
412445932                   1    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             2.00        7.00       16.95        9.95       6.15              9/1/2009             10/1/2009      760
412451009                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  590
412445952                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             2.00        7.00       15.85        8.85       7.05              9/1/2009             10/1/2009      558
412445960                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.75        7.75       5.95              9/1/2008             10/1/2008      522
412445961                   3    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             2.00        7.00       16.10        9.10       6.70              9/1/2009             10/1/2009      556
412445967                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             2.00        7.00       17.25       10.25       6.30              9/1/2009             10/1/2009      577
412445974                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  615
412445979                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  585
412445989                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       15.93        8.93       7.35              9/1/2008             10/1/2008      613
412446003                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             2.00        7.00       16.50        9.50       6.55              9/1/2009             10/1/2009      628
412446006                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  529
412446007                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       16.45        9.45       6.05              9/1/2008             10/1/2008      589
412446008                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.50        7.00       15.98        8.98       6.05              9/1/2008             10/1/2008      545
412446010                   3    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       13.75        6.75       5.95              9/1/2009             10/1/2009      695
412446013                   1    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.45        8.45       6.15              9/1/2008             10/1/2008      663
412451068                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       15.93        8.93       5.95              9/1/2008             10/1/2008      674
412446019                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       16.55        9.55       6.05              9/1/2008             10/1/2008      647
412446025                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       18.70       11.70       5.95              9/1/2008             10/1/2008      552
412446028                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.15        9.15       6.15              9/1/2008             10/1/2008      658
412446029                   0    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       17.35       10.35       6.25              9/1/2009             10/1/2009      586
412451081                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       16.65        9.65       6.55              9/1/2008             10/1/2008      509
412446037                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.45        9.45       6.55              9/1/2008             10/1/2008      655
412446039                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.45        8.45       5.95              9/1/2008             10/1/2008      623
412451091                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  678
412451094                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       17.45       10.45       6.30              9/1/2008             10/1/2008      583
412446046                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.35        9.35       6.05             11/1/2008             12/1/2008      593
412446049                   3    'Nearest'     Arm 5/25                      1           2.00             2.00        7.00       14.35        7.35       5.95              9/1/2011             10/1/2011      651
412446052                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.28        8.28       6.15              9/1/2008             10/1/2008      691
412446053                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.99        8.99       6.30              9/1/2008             10/1/2008      565
412446058                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       17.45       10.45       6.70              9/1/2008             10/1/2008      577
412451109                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  486
412446062                   3    'Nearest'     Arm 5/25                      1           2.00             2.00        7.00       14.85        7.85       6.55             10/1/2011             11/1/2011      703
412446063                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.90        8.90       6.15              9/1/2008             10/1/2008      660
412446067                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.15        8.15       6.05             10/1/2008             11/1/2008      655
412446070                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       14.55        7.55       6.15              9/1/2008             10/1/2008      687
412446079                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       15.85        8.85       6.30              9/1/2008             10/1/2008      639
412446082                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.08        9.08       5.95             10/1/2008             11/1/2008      575
412446084                   0    'Nearest'     Arm 5/25                      1           2.00             2.00        7.00       16.78        9.78       6.05              9/1/2011             10/1/2011      604
412446085                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  581
412446088                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.53        8.53       6.30             10/1/2008             11/1/2008      659
412446090                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       19.05       12.05       6.15              9/1/2008             10/1/2008      650
412446092                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.18        8.18       6.15              9/1/2008             10/1/2008      674
412446109                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  599
412446115                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  507
412451164                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  495
412446118                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.53        9.53       6.30             10/1/2008             11/1/2008      502
412446127                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.30        9.30       5.95             10/1/2008             11/1/2008      634
412451174                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  563
412451175                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  555
412446129                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       14.95        7.95       6.30             10/1/2008             11/1/2008      696
412446134                   3    'Nearest'     Arm 5/25                      1           2.00             2.00        7.00       15.33        8.33       5.95             10/1/2011             11/1/2011      601
412446139                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.45        8.45       6.15             10/1/2008             11/1/2008      668
412451184                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       14.25        7.25       5.95             11/1/2008             12/1/2008      675
412451191                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  608
412446144                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.03        8.03       5.95             10/1/2008             11/1/2008      695
412446145                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       17.73       10.73       5.25             10/1/2008             11/1/2008      565
412446146                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  653
412446152                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.75        9.75       6.55             10/1/2008             11/1/2008      624
412446157                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.35        8.35       5.90             11/1/2008             12/1/2008      694
412446162                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       14.99        7.99       6.55             10/1/2008             11/1/2008      579
412446165                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       14.30        7.30       6.15             10/1/2008             11/1/2008      600
412446167                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       14.75        7.75       6.30             10/1/2008             11/1/2008      663
412451206                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       14.73        7.73       5.95             10/1/2008             11/1/2008      516
412451207                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.10        8.10       5.95             10/1/2008             11/1/2008      467
412446175                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.40        8.40       5.95             11/1/2008             12/1/2008      677
412446183                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  609
412446192                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  637
412446193                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  610
412446206                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       14.85        7.85       5.95             10/1/2008             11/1/2008      739
412451258                   3    'Nearest'     Arm 5/25                      1           2.00             2.00        7.00       15.65        8.65       5.95             11/1/2011             12/1/2011      673
412446216                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.45        8.45       5.95             10/1/2008             11/1/2008      659
412446218                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.50        9.50       6.30             10/1/2008             11/1/2008      613
412446219                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       14.63        7.63       6.30             10/1/2008             11/1/2008      654
412446227                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       16.25        9.25       6.05             10/1/2008             11/1/2008      711
412446240                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       17.55       10.55       6.30             10/1/2008             11/1/2008      511
412446252                   1    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.10        8.10       6.15             10/1/2008             11/1/2008      592
412446258                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.48        8.48       5.95             10/1/2008             11/1/2008      750
412446261                   3    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  502
412446263                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       17.80       10.80       5.95             10/1/2008             11/1/2008      578
412446277                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.05        8.05       6.15             11/1/2008             12/1/2008      675
412446279                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  620
412446282                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       14.85        7.85       6.55             10/1/2008             11/1/2008      650
412446285                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.99        9.99       6.30             11/1/2008             12/1/2008      587
412446289                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  684
412446294                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       15.65        8.65       5.95             10/1/2008             11/1/2008      631
412446311                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  659
412446319                   1    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       14.70        7.70       6.05             11/1/2008             12/1/2008      636
412446321                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.30        8.30       6.30             11/1/2008             12/1/2008      657
412446325                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.70        8.70       6.30             11/1/2008             12/1/2008      643
412446333                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.99        8.99       6.30             11/1/2008             12/1/2008      758
412446337                   1    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.45        8.45       5.95             11/1/2008             12/1/2008      654
412446346                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.08        9.08       6.30             11/1/2008             12/1/2008      649
412446348                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.83        8.83       6.30             11/1/2008             12/1/2008      602
412446352                   3    'Nearest'     Arm 5/25                      1           2.00             2.00        7.00       16.58        9.58       6.15             11/1/2011             12/1/2011      666
412446370                   2    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       16.30        9.30       6.30             11/1/2008             12/1/2008      557
412446372                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.35        8.35       5.95             10/1/2008             11/1/2008      713
412446412                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       16.10        9.10       6.30             11/1/2008             12/1/2008      540
412446435                   1    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       14.38        7.38       5.95             11/1/2008             12/1/2008      691
412450934                   0    'Nearest'     Arm 2/28                      1           2.00             1.50        7.00       15.40        8.40       6.15              8/1/2008              9/1/2008      512
412445889                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             2.00        7.00       16.00        9.00       6.05              8/1/2009              9/1/2009      631
412445920                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             2.00        7.00       15.68        8.68       6.05              8/1/2009              9/1/2009      587
412450600                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.15        9.15       5.80             12/1/2007              7/1/2007      522
412445816                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           3.00             1.00        6.00       14.95        8.95       5.95              8/1/2008              9/1/2008      655
412445884                   3    'Nearest'     Arm 3/27                      1           2.00             1.00        7.00       14.75        7.75       6.05              8/1/2009              9/1/2009      667
412445965                   1    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  677
412445696                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  639
412450503                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  688
412445869                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  767
412445658                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.78        9.78       6.05              4/1/2008              5/1/2008      545
412445811                   3    'Nearest'     Arm 3/27                      1           3.00             1.00        6.00       15.15        9.15       6.05              8/1/2009              9/1/2009      594
412445663                   1    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       13.50        7.50       5.95              7/1/2011              8/1/2011      674
412445951                   2    'Nearest'     Arm 3/27 - Balloon 40/30      1           3.00             1.00        6.00       13.25        7.25       6.00              8/1/2009              9/1/2009      682
412449177                   0    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.00        7.00       5.95             11/1/2007             12/1/2007      590
412449210                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  715
412446275                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.00        7.00       15.53        8.53       6.15             10/1/2008             11/1/2008      685
412446335                   1    'Nearest'     Arm 2/28                      1           2.00             1.00        7.00       14.15        7.15       6.15             11/1/2008             12/1/2008      677
412446230                   0    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             1.00        7.00       15.63        8.63       6.30             10/1/2009             11/1/2009      585
412451225                   2    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  704
412446423                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  721
412446126                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             1.00        7.00       15.13        8.13       6.15             11/1/2008             12/1/2008      664
412446200                   3    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  720
412445921                   3    'Nearest'     Arm 3/27 - Balloon 40/30      1           2.00             1.00        7.00       14.88        7.88       6.15              9/1/2009             10/1/2009      706
412445631                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  741
412449211                   0    'Nearest'     Arm 2/28 - Balloon 40/30      1           1.50             1.50        7.00       15.70        8.70       5.95              2/1/2008              3/1/2008      686
412449085                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           1.50             1.50        7.00       16.88        9.88       5.95              2/1/2008              3/1/2008      608
412445479                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  688
412445709                   3    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       16.80        9.80       6.30              7/1/2009              8/1/2009      695
412451287                   2    'Nearest'     Arm 2/28 - Balloon 40/30      1           2.00             2.00        7.00       17.43       10.43       6.75             10/1/2008             11/1/2008      572
412445710                   2    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       14.99        7.99       6.25              8/1/2009              9/1/2009      628
412450712                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       14.63        7.63       6.15              7/1/2008              8/1/2008      559
412445739                   1    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  650
412445742                   0    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       15.60        8.60       5.90              8/1/2009              9/1/2009      628
412445765                   3    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       15.30        8.30       6.05              7/1/2009              8/1/2009      664
412445766                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       16.75        9.75       6.05              7/1/2008              8/1/2008      622
412450797                   0    'Nearest'     Arm 5/25                      1           2.00             2.00        7.00       13.05        6.05       5.95              7/1/2011              8/1/2011      694
412445785                   0    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       15.35        8.35       5.90              8/1/2009              9/1/2009      622
412445788                   2    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       14.43        7.43       6.25              8/1/2009              9/1/2009      630
412445798                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       18.13       11.13       6.30              8/1/2008              9/1/2008      688
412445814                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  592
412445834                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  635
412445845                   2    'Nearest'     Arm 3/27                      1           2.00             1.50        7.00       14.85        7.85       6.05              8/1/2009              9/1/2009      531
412445849                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  629
412445862                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.30        8.30       6.05              8/1/2008              9/1/2008      631
412445863                   2    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  701
412445868                   2    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       15.00        8.00       6.70              8/1/2008              9/1/2008      554
412445873                   2    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       16.90        9.90       6.30              8/1/2009              9/1/2009      639
412445887                   3    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       16.25        9.25       6.05              8/1/2009              9/1/2009      638
412445896                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  671
412445901                   3    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       15.80        8.80       6.05              8/1/2009              9/1/2009      642
412445912                   0    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       16.93        9.93       6.55              8/1/2009              9/1/2009      584
412445942                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  614
412445706                   3    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       15.80        8.80       6.55              7/1/2009              8/1/2009      636
412445719                   1    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       14.95        7.95       6.05              7/1/2009              8/1/2009      610
412445729                   0    'Nearest'     Arm 2/28                      1           2.00             2.00        7.00       17.25       10.25       5.90              7/1/2008              8/1/2008      672
412450733                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  458
412445734                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  645
412445740                   3    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       16.83        9.83       6.30              7/1/2009              8/1/2009      547
412450747                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  617
412445809                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  627
412445819                   3    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       17.23       10.23       6.25              8/1/2009              9/1/2009      620
412450858                   0    'Nearest'     Arm 3/27                      1           2.00             2.00        7.00       16.73        9.73       6.70              8/1/2009              9/1/2009      473
412445655                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  544
412450646                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       15.05        9.05       6.45              4/1/2008              5/1/2008      460
412445548                   2    'Nearest'     Arm 2/28                      1           3.00             1.00        6.00       13.23        7.23       5.95              3/1/2009              4/1/2009      601
412445589                   0    'Nearest'     Arm 7/23                      1           3.00             1.00        6.00       11.63        5.63       2.75              4/1/2014              5/1/2014      791
412449067                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  722
412452783                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  754
412449274                   2    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.50        6.50       2.25              3/1/2012              4/1/2012      687
412449632                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  683
412453020                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  715
412449742                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  769
412445527                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                 NA
412450555                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  681
412445549                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  601
412445571                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  765
412445580                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  635
412445581                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  811
412445582                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  705
412445584                   0    NA            Fixed Balloon 30/15           2              -                -           -           -           -          -                                                  796
412449060                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                 NA
412449079                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  621
412449081                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  614
412449452                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  732
412449454                   0    NA            Fixed Rate                    2              -                -           -           -           -          -                                                  686
412452785                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  769
412449298                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  615
412449316                   2    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       13.25        7.25       2.25              4/1/2012              5/1/2012      691
412452812                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  769
412449317                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.25        6.25       2.25              3/1/2012              4/1/2012      731
412449320                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  607
412449355                   0    'Nearest'     Arm 5/25                      1           3.00             1.00        6.00       12.13        6.13       2.25              3/1/2012              4/1/2012      790
412449376                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  599
412452334                   3    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  577
412449611                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  543
412452825                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  622
412449670                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  575
412452916                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  632
412452982                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  615
412452828                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  635
412452582                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  595
412452851                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  776
412452782                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  641
412452935                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  823
412445570                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  653
412449061                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  606
412449508                   0    'Nearest'     Arm 3/27                      1           3.00             2.00        6.00       12.50        6.50       5.00             12/1/2009              1/1/2010      664
412449276                   0    'Nearest'     Arm 5/25                      1           3.00             2.00        6.00       13.13        2.25       2.25             12/1/2011              1/1/2012      690
412452792                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  649
412449362                   0    'Nearest'     Arm 5/25                      1           3.00             2.00        6.00       12.88        2.25       2.25             12/1/2011              1/1/2012      668
412449277                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  582
412449325                   0    'Nearest'     Arm 5/25                      1           3.00             2.00        6.00       12.75        2.25       2.25             12/1/2011              1/1/2012      655
412452709                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  670
412452781                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  743
412452775                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  732
412449771                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  677
412449199                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  568
412449680                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  620
412452861                   0    NA            Fixed Balloon 40/30           1              -                -           -           -           -          -                                                  707
412452780                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  649
412453008                   0    NA            Fixed Rate                    1              -                -           -           -           -          -                                                  621
412452912                   0    'Nearest'     Arm 2/28                      1           1.50             1.50        7.00       15.55        8.55       5.95              2/1/2008              3/1/2008      664

LOAN_ID           NET_ORIG_FEE     DTI_RATIO          PAYHISTORY
-------           ------------     ---------          ----------
412446135                 4371        24.99         XXXXXX000000
412451223                   NA        48.33         XXXXXX000000
412446196                   NA        32.76         XXXXXX000000
412446256                   NA        41.93         XXXXXX000000
412446262                   NA        37.57         XXXXXX000000
412451343                   NA        40.23         XXXXXX000000
412446314                   NA         27.7         XXXXXX000000
412446332             11078.12        54.72         XXXXXX000000
412446454              9282.75        32.66         XXXXXX000000
412446524                   NA        14.82         XXXXXX000000
412446556                   NA         28.7         XXXXXX000000
412448441                   NA        34.76         XXXXXX000000
412445622                   NA        41.91         XXX000000000
412446355                   NA        28.75         XXXXXX000000
412446393              3997.99         41.4         XXXXXX000000
412446427                   NA        49.41         XXXXXX000000
412446428                   NA        49.41         XXXXXX000000
412446445                   NA        36.08         XXXXXX000000
412446481                   NA        41.48         XXXXXX000000
412446621                   NA           29         XXXXXX000010
412446697                   NA        40.14         XXXXXX000000
412451703                   NA        46.01         XXXXXX000000
412446781                   NA         47.3         XXXXXX000000
412451799              4529.91           34         XXXXXX000000
412451833                   NA        11.82         XXXXXX000000
412446889                   NA        49.11         XXXXXX000000
412446905                   NA        33.51         XXXXXX000000
412446907                   NA        33.51         XXXXXX000000
412446911                   NA        41.34         XXXXXX000000
412446929                   NA        37.63         XXXXXX000000
412446930                   NA        37.63         XXXXXX000000
412446953                   NA        45.86         XXXXXX000000
412451990                   NA        44.17         XXXXXX000000
412451995             12074.69        51.91         XXXXXX000000
412447046                   NA        48.53         XXXXXX000000
412452007                   NA        38.58         XXXXXX000000
412452008                   NA        38.58         XXXXXX000000
412447050                   NA        49.74         XXXXXX000000
412447051                   NA        33.84         XXXXXX000000
412447066                   NA        42.66         XXXXXXX00000
412447076                   NA        35.79         XXXXXX000000
412447083                   NA         48.6         XXXXXX000000
412447114                   NA        51.06         XXXXXX000000
412447117                   NA        46.17         XXXXXX000000
412447122               8725.6        49.44         XXXXXX000000
412447132                   NA        47.79         XXXXXX000000
412447148               1867.1        44.51         XXXXXX000000
412447149                   NA        49.31         XXXXXX001000
412447152                   NA        41.03         XXXXXX000000
412447156                   NA        23.25         XXXXXX000000
412447157              3573.43        23.25         XXXXXX000000
412447160                   NA        48.43         XXXXXX000000
412447177                   NA        52.07         XXXXXXX00000
412447187                   NA        37.55         XXXXXX000000
412447214                   NA         29.4         XXXXXX000000
412447215                   NA        47.82         XXXXXX000000
412447251                   NA        21.29         XXXXXXX00000
412447261                   NA        48.38         XXXXXX000000
412452152                   NA        49.38         XXXXXX000000
412447273                   NA        49.52         XXXXXX000000
412447292                   NA        22.02         XXXXXX000000
412447298                   NA        28.01         XXXXXX000000
412447299                   NA        28.01         XXXXXX000000
412447302                   NA        46.51         XXXXXX000000
412447320                   NA        47.61         XXXXXX000000
412447363             17877.72         33.5         XXXXXX000000
412447364                   NA        33.26         XXXXXX000000
412447365                   NA        33.26         XXXXXX000000
412447375                   NA        46.68         XXXXXX000000
412447376                   NA        46.68         XXXXXX000000
412447382                   NA        48.85         XXXXXX000000
412447383                   NA        48.85         XXXXXX000000
412447408                   NA         48.3         XXXXXX000000
412447412                   NA        15.82         XXXXXX000000
412447419                   NA        32.92         XXXXXX000000
412447422             11767.84        30.57         XXXXXX000000
412447429                   NA        47.91         XXXXXX000000
412447437                   NA        43.57         XXXXXX000000
412447441                   NA        26.02         XXXXXX000000
412447442                   NA        26.02         XXXXXX000000
412452231                   NA        49.85         XXXXXX000000
412447462                   NA        50.08         XXXXXX000000
412452234              8581.69        34.44         XXXXXX000000
412452235              1214.39        34.52         XXXXXX000000
412447476                   NA         48.8         XXXXXXX00000
412447495               4593.4        40.02         XXXXXX000000
412447500              4897.39         39.2         XXXXXX000000
412447510                   NA        48.87         XXXXXX001100
412447522                   NA        34.55         XXXXXX000000
412447526                   NA        49.97         XXXXXX001000
412452252                   NA        48.25         XXXXXX001100
412447528                   NA        43.27         XXXXXX000000
412447536                   NA        10.04         XXXXXXX00000
412447541                   NA        46.28         XXXXXX000000
412447543                   NA        46.28         XXXXXX000000
412447552                   NA        49.16         XXXXXX000000
412447553                   NA        45.98         XXXXXX000000
412447554                   NA        43.22         XXXXXX001000
412447557                   NA         43.1         XXXXXX000000
412447559                   NA        25.93         XXXXXX000000
412447560                   NA        45.07         XXXXXX000000
412447565                   NA        37.21         XXXXXXX00000
412447566                   NA        39.63         XXXXXX000000
412447571                   NA        44.49         XXXXXXX00000
412447573                   NA        40.68         XXXXXX000000
412447575                   NA         39.1         XXXXXX000000
412447576                   NA         39.1         XXXXXX000000
412452259                   NA        31.83         XXXXXX001200
412447579                   NA         46.8         XXXXXX001000
412452260                   NA        29.01         XXXXXX000000
412452262                   NA        24.23         XXXXXX000000
412447582             15390.78         41.1         XXXXXX000000
412447588                   NA        44.31         XXXXXX000000
412447589                   NA        41.33         XXXXXX000000
412447591                   NA        31.21         XXXXXX000000
412447598                   NA        43.54         XXXXXXX00000
412447604                   NA        33.36         XXXXXX000000
412447606                   NA        32.78         XXXXXX000000
412447607                   NA        32.78         XXXXXX000000
412447609             27726.26           32         XXXXXX000000
412447610                   NA        43.01         XXXXXX000000
412447614                   NA        47.82         XXXXXX000000
412447628                   NA        47.07         XXXXXX000000
412447632                   NA        49.13         XXXXXX000000
412447633                   NA        49.13         XXXXXX000000
412447635                   NA         46.2         XXXXXX000000
412447638                   NA        31.92         XXXXXX000000
412447641             12105.86        53.19         XXXXXX000000
412447642                   NA        47.11         XXXXXX001000
412452278                   NA        41.59         XXXXXX001200
412447645                   NA        49.45         XXXXXX000000
412447650                523.8        31.69         XXXXXX000000
412447653                   NA        34.08         XXXXXX000000
412447654                   NA        24.98         XXXXXX000000
412447656                   NA        47.44         XXXXXX000000
412447657                   NA        43.02         XXXXXX000000
412447664                 2405         34.6         XXXXXX000000
412447666                   NA        41.43         XXXXXX000000
412447667                   NA        41.43         XXXXXX000000
412447670                   NA        35.76         XXXXXX000000
412447674                   NA        46.72         XXXXXX000000
412452289                   NA        36.56         XXXXXX001200
412447679                   NA        33.98         XXXXXX000000
412447680                   NA        33.98         XXXXXX000000
412447682                   NA        49.94         XXXXXX000000
412447687                   NA        40.64         XXXXXX000000
412447698                   NA         39.7         XXXXXX000000
412447700                   NA        34.58         XXXXXX000000
412447706                   NA        54.61         XXXXXX000000
412447707                   NA        46.56         XXXXXX000000
412447712                   NA        46.89         XXXXXX000000
412452298                   NA        42.46         XXXXXX000000
412447718                   NA        45.83         XXXXXX000000
412447719                   NA        45.83         XXXXXX000000
412452300                   NA        45.74         XXXXXX000000
412447720                   NA        49.95         XXXXXX000000
412447721                   NA        36.38         XXXXXX000000
412447727                   NA        51.49         XXXXXX000000
412447728                   NA        47.29         XXXXXX000000
412447732                   NA        49.13         XXXXXX000000
412447734                   NA        30.03         XXXXXX000000
412447735                   NA         4.83         XXXXXX000000
412447736                   NA         44.7         XXXXXX000000
412447737                   NA        25.88         XXXXXX000000
412447753             14469.58         36.1         XXXXXX000000
412447757                   NA        47.68         XXXXXX000000
412447760                   NA        32.89         XXXXXX000000
412447766                   NA        41.14         XXXXXX000000
412452312                   NA        40.94         XXXXXX000000
412447767                   NA        42.05         XXXXXX000000
412447773                   NA        47.28         XXXXXX000000
412447774                   NA        47.28         XXXXXX000000
412452314                   NA        47.71         XXXXXX000000
412447780                   NA        46.77         XXXXXX000120
412447781                   NA        41.95         XXXXXX000000
412447784                   NA        47.21         XXXXXX000000
412452324                   NA        35.21         XXXXXX000000
412447802                   NA        53.96         XXXXXX000010
412447803             12396.47        54.01         XXXXXX000000
412447804                   NA        41.03         XXXXXX000000
412447805                   NA        41.03         XXXXXX000000
412447808                   NA         5.15         XXXXXX001000
412447809                   NA        42.98         XXXXXX000000
412447811                   NA        49.13         XXXXXX000000
412447815                   NA        25.98         XXXXXXX00000
412447827               7084.8         34.7         XXXXXX000000
412447828                   NA        23.37         XXXXXX000000
412447829                   NA        40.62         XXXXXX000000
412447830                   NA        40.62         XXXXXX000000
412447831                   NA        42.58         XXXXXX000000
412447832                   NA        42.58         XXXXXX000000
412447833                   NA        49.66         XXXXXX000000
412447834                   NA        49.66         XXXXXX000000
412447843                   NA         34.7         XXXXXX000000
412447844             19703.45        47.22         XXXXXX000000
412447847                   NA        25.68         XXXXXX000000
412447848                   NA        48.74         XXXXXX000000
412447850                   NA        32.52         XXXXXX000000
412447854                   NA        46.76         XXXXXX000000
412447856                   NA        23.85         XXXXXX000000
412447859                   NA        37.16         XXXXXX000000
412447861                   NA        37.16         XXXXXX000000
412447872                   NA         49.9         XXXXXX000000
412447881                   NA        38.73         XXXXXXX00000
412447885                   NA        39.64         XXXXXX000000
412447886                   NA        45.62         XXXXXX000000
412447887                   NA        45.62         XXXXXX000000
412447891                   NA        19.81         XXXXXX000000
412447892                   NA     NA               XXXXXX000000
412447893                   NA        37.87         XXXXXXX00000
412447896                   NA        48.84         XXXXXX000000
412447900                   NA        33.01         XXXXXX000000
412452352                   NA        46.33         XXXXXX001200
412452354                   NA        38.12         XXXXXX000000
412447901                   NA        48.49         XXXXXX000000
412447903                   NA        43.49         XXXXXX000000
412447904                   NA        43.49         XXXXXX000000
412447905              5422.62         48.3         XXXXXXX00000
412447906                   NA        37.95         XXXXXX000000
412452358              8646.69         38.8         XXXXXX000000
412447908                   NA        42.06         XXXXXX000000
412452361                   NA         39.1         XXXXXX000000
412452362                   NA         39.1         XXXXXX000000
412447913                   NA        34.99         XXXXXX000000
412447917                   NA        44.23         XXXXXX000000
412447918             52014.16         40.4         XXXXXX000000
412447919                   NA        27.64         XXXXXX000000
412447922                   NA        47.08         XXXXXXX00000
412447923                   NA        44.99         XXXXXX000000
412447928                   NA        37.94         XXXXXX000000
412447929                   NA        47.02         XXXXXX000000
412447930                   NA        41.25         XXXXXXX00000
412447931                   NA        37.12         XXXXXX000000
412447936                   NA        47.49         XXXXXX000000
412447940                   NA         46.7         XXXXXX000000
412447941                   NA        34.57         XXXXXXX00000
412447943                   NA        47.62         XXXXXX000000
412447947                   NA         42.8         XXXXXX000000
412447949                   NA        48.03         XXXXXX000000
412447950                   NA        36.63         XXXXXX000000
412447955                   NA        29.03         XXXXXX000000
412447959              8090.16        48.44         XXXXXX000000
412447961                   NA        46.32         XXXXXX000000
412447962               3315.3        51.54         XXXXXX000000
412447963                   NA        39.02         XXXXXX000000
412447964                   NA        49.98         XXXXXX000000
412447969                   NA        38.67         XXXXXX000100
412452373               2973.6        28.62         XXXXXX000000
412447971                   NA        45.66         XXXXXX000000
412447972                   NA        45.66         XXXXXX000000
412447977                   NA        38.13         XXXXXX000000
412447980                   NA        28.68         XXXXXX000000
412447981                   NA        45.43         XXXXXX000000
412447983                   NA        54.08         XXXXXXX00000
412447984              9974.49        27.95         XXXXXX000000
412447989                   NA        49.29         XXXXXX000000
412447992                   NA        48.71         XXXXXX000000
412448004                   NA        47.41         XXXXXX000000
412448006                   NA        49.04         XXXXXX000000
412448008                   NA        48.35         XXXXXX000000
412448012                   NA        47.31         XXXXXX000000
412448013                   NA        47.31         XXXXXX000000
412448014                   NA        38.16         XXXXXX000000
412448015                   NA         1.01         XXXXXX000000
412448018                   NA        48.32         XXXXXXX00000
412448019                   NA        48.32         XXXXXXX00000
412448020                   NA        49.23         XXXXXX000000
412448021                   NA        41.56         XXXXXX000000
412448023                   NA        42.45         XXXXXXX00000
412448031                   NA        45.06         XXXXXX000000
412448032                   NA        36.75         XXXXXX000000
412448037                   NA        39.31         XXXXXX000000
412448039                   NA        49.19         XXXXXX000000
412448043                   NA        40.75         XXXXXX000000
412448045                   NA        41.84         XXXXXX000000
412448046                   NA        17.03         XXXXXX000000
412448048                   NA        41.84         XXXXXX000000
412448053                   NA        30.21         XXXXXX000000
412448059                   NA        24.85         XXXXXX000010
412448062                   NA        48.37         XXXXXX000000
412448063                   NA        47.88         XXXXXX000000
412448064                   NA        48.37         XXXXXX000000
412448065                   NA         51.5         XXXXXX000000
412448066                   NA        23.17         XXXXXX000000
412448067               4109.8         48.8         XXXXXX000000
412448069                   NA        29.71         XXXXXX000000
412448070                   NA        29.71         XXXXXX000000
412448073                   NA        37.56         XXXXXX000000
412448078                   NA        40.98         XXXXXXX00000
412448085                   NA        31.98         XXXXXX000000
412452399                   NA        38.01         XXXXXX000000
412448089                   NA        33.04         XXXXXX000000
412452401                   NA        38.01         XXXXXX000000
412448092                   NA        41.01         XXXXXX000000
412448093                   NA        41.01         XXXXXX000000
412448095                   NA        45.49         XXXXXX000000
412448098              5255.13        28.29         XXXXXX000000
412448106              6379.61        39.03         XXXXXX000000
412448107                   NA        39.03         XXXXXX000000
412448108                   NA        36.07         XXXXXX000000
412448109                   NA        47.39         XXXXXX000000
412448113                   NA         36.6         XXXXXX000000
412448114                   NA        21.27         XXXXXX000000
412448115                   NA        42.42         XXXXXX000000
412448120                   NA         49.5         XXXXXX000000
412448121                   NA        45.09         XXXXXX000000
412448123                   NA        35.14         XXXXXX000000
412448125                   NA        48.25         XXXXXX000000
412448126                   NA        48.25         XXXXXX000000
412448128                   NA        37.57         XXXXXX000000
412448129                   NA        49.77         XXXXXX000000
412448131                   NA         49.8         XXXXXXX00010
412448132                   NA        45.55         XXXXXX000000
412448134                   NA        40.68         XXXXXX000000
412452410                   NA        37.76         XXXXXX000000
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412448166              8284.55           43         XXXXXX000000
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412448310              8340.84         54.8         XXXXXXX00000
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412448314              4198.01         36.1         XXXXXX000000
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412452465              8705.82         39.2         XXXXXX000000
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412452470             10243.99        38.16         XXXXXX000100
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412452480              6780.77         48.3         XXXXXX000000
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412448520              5361.66         41.6         XXXXXX000000
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412448536              8538.29         49.8         XXXXXX000000
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412448580              8409.44        48.48         XXXXXX000000
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412448622              9441.18           44         XXXXXX000000
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412452527              6125.35         39.4         XXXXXX000000
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412448319              7285.14         42.3         XXXXXX000000
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412449715                   NA        36.54         XX0000000000
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412451278              5854.19        47.14         XXX000000000
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412450966              6208.04        23.55         XXX000000000
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412449599              8744.24        50.71         XXX000000000
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412449361              3150.18        37.45         XXX000000000
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412445627              4837.95         44.5         XXX000000000
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412445594              5784.37        32.51         XXX000000000
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412446849                   NA         40.8         XXXX00000000
412446912              1205.32        30.22         XXXX00000000
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412451072               9646.8        55.05         XXXX00000000
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412452831                    0        39.94         XXXX00000000
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412449564               3004.4        39.57         XXXX00000000
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412449133              2705.14         42.3         XXXX00000000
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412449007                   NA        47.17         XXXX00000000
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412449198              7070.13        46.94         XXXX00001000
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412449511               1633.9        27.41         XXXX00000000
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412447024                   NA        51.54         XXXX00000000
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412446478              9621.95        49.49         XXXXX0000000
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412446624              3274.75        39.86         XXXXX0000000
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412451462              9992.95        30.46         XXXXX0000000
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412446345              3641.54         49.5         XXXXX0000000
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412451545              5736.46         42.7         XXXXX0000000
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412446569                   NA        43.41         XXXXX0000000
412446579               5770.5        35.11         XXXXX0000000
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412451670              6595.85        40.08         XXXXX0000000
412451686                 7117         28.5         XXXXX0000000
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412446839             10422.57        55.32         XXXXX0000000
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412446871              5003.71        42.25         XXXXX0000000
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412446933                   NA         50.3         XXXXX0000000
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412446605              5796.64        34.26         XXXXX0000000
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412451705             12271.86         50.6         XXXXX0001000
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412451263              2072.22        43.12         XXXXX0000000
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412446430                   NA        46.45         XXXXX0000000
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412451503             17649.14        43.53         XXXXX0000000
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412451513              3879.83        37.51         XXXXX0000000
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412446613              9697.95        33.12         XXXXX0000000
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412449567              7432.98         43.1         XXXXX0000000
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412449083              3542.29     NA               XXXXX0000000
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412452978              2674.05         56.5         XXXXX0000000
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412446115                   NA     NA               XXXXX0000000
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412446118                   NA        47.89         XXXXX0000000
412446127                   NA        45.91         XXXXX0000000
412451174                   NA        39.86         XXXXX0000000
412451175             15872.24         49.2         XXXXX0000000
412446129                   NA        31.37         XXXXX0000000
412446134                   NA        48.55         XXXXX0000000
412446139                   NA     NA               XXXXX0000000
412451184             11754.85        55.14         XXXXX0000000
412451191             11323.69     NA               XXXXX0000000
412446144                   NA     NA               XXXXX0000000
412446145                   NA        48.65         XXXXX0000000
412446146                   NA        46.18         XXXXX0000000
412446152                   NA        32.62         XXXXX0000000
412446157                   NA        30.96         XXXXX0000000
412446162                   NA        45.04         XXXXX0000010
412446165                   NA     NA               XXXXX0000000
412446167                   NA        49.66         XXXXX0000000
412451206                   NA     NA               XXXXX1000100
412451207                   NA        34.98         XXXXX0000000
412446175                   NA        41.66         XXXXX0001000
412446183              11802.2        49.04         XXXXX0000000
412446192                   NA        46.54         XXXXX0000000
412446193                   NA        40.43         XXXXX0000100
412446206                   NA     NA               XXXXX0000000
412451258                   NA        47.17         XXXXX0000000
412446216                   NA        46.83         XXXXX0000000
412446218                   NA        43.22         XXXXX0000000
412446219                   NA        32.25         XXXXX0000000
412446227              7270.91         40.1         XXXXX0000000
412446240                   NA        34.48         XXXXX0001000
412446252                   NA        49.83         XXXXX0000000
412446258                   NA     NA               XXXXX0000000
412446261              13071.4     NA               XXXXX0000000
412446263                   NA        21.64         XXXXX0000000
412446277                   NA        40.32         XXXXX0000000
412446279                   NA        42.36         XXXXX0000000
412446282                   NA        45.99         XXXXX0000000
412446285                   NA        38.52         XXXXX0000000
412446289                   NA         45.7         XXXXX0000000
412446294              6473.98         33.9         XXXXX0000000
412446311                   NA        47.97         XXXXX0000000
412446319                   NA        40.56         XXXXX0000000
412446321                   NA        41.04         XXXXX0000000
412446325                   NA        48.96         XXXXX0000000
412446333                   NA        36.88         XXXXX0000000
412446337                   NA        47.68         XXXXX0000000
412446346                   NA        42.86         XXXXX0000000
412446348                   NA        45.09         XXXXX0000000
412446352                   NA         44.3         XXXXX0000000
412446370              11296.2           49         XXXXX0000000
412446372                   NA     NA               XXXXX0000000
412446412                372.7         22.5         XXXXX0000000
412446435                   NA     NA               XXXXX0000000
412450934              5165.32     NA               XXXXX0000000
412445889                   NA     NA               XXXXX0000000
412445920                   NA         25.2         XXXXX0000000
412450600                   NA        28.64         XXXXX0000100
412445816                   NA        49.25         XXXXX0000000
412445884                   NA        14.19         XXXXX0000000
412445965                   NA        48.38         XXXXX0000000
412445696               6105.2        48.15         XXXXX0000000
412450503                   NA         26.9         XXXXX0000000
412445869                   NA        32.13         XXXXX0000000
412445658                   NA         38.4         XXXXX0000000
412445811                   NA        48.52         XXXXX0000000
412445663                   NA        42.23         XXXXX0000000
412445951                   NA        50.88         XXXXX0000000
412449177                   NA        45.88         XXXXX0000000
412449210                   NA        41.16         XXXXX0000000
412446275                   NA        49.55         XXXXXX000000
412446335                   NA        48.96         XXXXXX000000
412446230                   NA        25.29         XXXXXX001000
412451225                   NA        44.22         XXXXXX000000
412446423                   NA        47.21         XXXXXX000000
412446126                   NA        46.23         XXXXX0000000
412446200                   NA        45.43         XXXXXX000000
412445921                   NA     NA               XXXXX0000000
412445631                   NA        11.28         XXXXXX000000
412449211                   NA        36.04         XXXXX0000000
412449085                   NA        48.96         XXXXX0000000
412445479                   NA        28.66         XXXXX0000000
412445709                   NA        43.53         XXXXX0000000
412451287                   NA        33.75         XXXXX1000000
412445710                   NA     NA               XXXXX0000000
412450712                   NA        38.41         XXXXX0000000
412445739                   NA        38.86         XXXXX0000000
412445742                   NA        39.89         XXXXX0000000
412445765                   NA         36.7         XXXXX0000000
412445766                   NA     NA               XXXXX0000000
412450797                   NA        44.74         XXXXX0000010
412445785                   NA     NA               XXXXX0000000
412445788                   NA     NA               XXXXX0000000
412445798                   NA        47.58         XXXXX0000000
412445814                   NA         37.9         XXXXX0000000
412445834                   NA        49.39         XXXXX0000000
412445845                   NA         48.5         XXXXX0000010
412445849               462.13         56.8         XXXXX0000000
412445862                   NA     NA               XXXXX0000000
412445863                   NA        47.92         XXXXX0000000
412445868                   NA     NA               XXXXX0000000
412445873                   NA        33.13         XXXXX0000000
412445887                   NA     NA               XXXXX0001000
412445896              1260.95        39.88         XXXXX0001000
412445901                   NA     NA               XXXXX0000000
412445912                   NA        48.08         XXXXX0000100
412445942                   NA     NA               XXXXX0000000
412445706                   NA        43.67         XXXXX0000000
412445719                   NA           55         XXXXX0000010
412445729                   NA        49.57         XXXXX0000000
412450733                   NA        49.38         XXXXX0010100
412445734                   NA        48.84         XXXXX0000000
412445740                   NA         48.7         XXXXX0000000
412450747               8219.8        44.28         XXXXX0000000
412445809               3264.8         42.3         XXXXX0000000
412445819                   NA     NA               XXXXX0000000
412450858                   NA     NA               XXXXX1101100
412445655                   NA         49.7         XXXXX1000000
412450646                   NA        44.37         XXXXX0000010
412445548                   NA     NA               XXXXXXX00000
412445589                   NA        25.26         XXXXXXX00000
412449067                   NA        38.71         XXXXXXX00000
412452783                   NA        41.72         XXXXXXX00000
412449274                   NA        41.82         XXXXXXX00000
412449632                   NA        41.16         XXXXXXX00000
412453020                   NA        46.45         XXXXXXX00000
412449742                   NA        42.61         XXXXXXX00000
412445527                   NA        21.79         XXXXXXX00000
412450555                   NA        63.85         XXXXXXX00100
412445549                   NA     NA               XXXXXXX00000
412445571                   NA        26.57         XXXXXXX00000
412445580                   NA         46.8         XXXXXXX00000
412445581                   NA         34.8         XXXXXXX00000
412445582                   NA        48.46         XXXXXXX00000
412445584                   NA        38.22         XXXXXXX00000
412449060                   NA        41.98         XXXXXXX00000
412449079                   NA        51.13         XXXXXXX00000
412449081                   NA        46.73         XXXXXXX00000
412449452                   NA        39.38         XXXXXXX00000
412449454                   NA        49.49         XXXXXXX00000
412452785                   NA        41.43         XXXXXXX00100
412449298                   NA        40.05         XXXXXXX00000
412449316                   NA        18.78         XXXXXXX00000
412452812                   NA        41.38         XXXXXXX01100
412449317                   NA        49.49         XXXXXXX00000
412449320                   NA         26.6         XXXXXXX00000
412449355                   NA        24.31         XXXXXXX00000
412449376                   NA        32.62         XXXXXXX00000
412452334                   NA         49.3         XXXXXX000000
412449611                   NA        61.42         000000000000
412452825                   NA        11.34         000000000000
412449670                   NA        50.62         XX0000000000
412452916                   NA         62.7         XX0000000000
412452982                   NA        30.92         XX0000000000
412452828                   NA        57.61         XX0000000000
412452582                   NA        59.81         XX0000000000
412452851                   NA        26.29         XX0000000000
412452782                   NA        36.46         XX0000000000
412452935                   NA        50.74         XX0000000000
412445570                   NA     NA               XXX000000000
412449061                   NA     NA               XXX000000000
412449508                   NA     NA               XXX000000000
412449276                   NA         49.2         XXX000001000
412452792                   NA        43.37         XXX000000000
412449362                   NA        34.56         XXX000000000
412449277                   NA        44.12         XXX000000000
412449325                   NA        39.94         XXXX00000000
412452709                   NA           47         XXXX00000000
412452781                   NA        31.12         XXXXX0000000
412452775                   NA        29.43         XXXX00001110
412449771                   NA        37.82         XXXX00000000
412449199                   NA        42.89         XXXXXX000000
412449680                   NA        38.75         XXXXXX000010
412452861                   NA        39.35         XXXXXX000100
412452780                   NA     NA               001112101200
412453008                   NA        61.38         XXXXXX001200
412452912                   NA        33.91         XXXXX0000000
 

 
Schedule IIA
 
Representations and Warranties of Seller - DLJMC
 
As set forth in Schedule IIA to the Standard Terms.
 
 

 
Schedule IIB
 
Representations and Warranties of Servicer - SPS
 
As set forth in Schedule IIB to the Standard Terms.
 
 

 
 
Schedule IIC
 
Representations and Warranties of Servicer - Ocwen
 
 
(i)
Ocwen is a limited liability company duly organized, validly existing and in good standing under the laws of the state of its organization;
 
 
(ii)
Ocwen has full corporate power to own its property, to carry on its business as presently conducted and to enter into and perform its obligations under this Agreement;
 
 
(iii)
The execution and delivery by Ocwen of this Agreement have been duly authorized by all necessary corporate action on the part of Ocwen; and neither the execution and delivery of this Agreement, nor the consummation of the transactions herein contemplated hereby, nor compliance with the provisions hereof, will conflict with or result in a breach of, or constitute a default under, any of the provisions of any law, governmental rule, regulation, judgment, decree or order binding on Ocwen or its properties or the certificate of incorporation or bylaws of Ocwen, except those conflicts, breaches or defaults which would not reasonably be expected to have a material adverse effect on Ocwen ability to enter into this Agreement and to consummate the transactions contemplated hereby;
 
 
(iv)
This Agreement has been duly executed and delivered by Ocwen and, assuming due authorization, execution and delivery by the Trustee, the Seller and the Depositor, constitutes a valid and binding obligation of Ocwen enforceable against it in accordance with its terms (subject to applicable bankruptcy and insolvency laws and other similar laws affecting the enforcement of the rights of creditors generally); and
 
 
(v)
There are no actions, litigation, suits or proceedings pending  or to the knowledge of Ocwen, threatened against Ocwen before or by any court, administrative  agency, arbitrator or governmental body (a) with respect to any of the transactions contemplated by this Agreement or (b) with respect to any other matter which in the judgment of Ocwen if determined adversely to Ocwen would reasonably be expected to materially and adversely affect Ocwen’s ability to perform its obligations under this Agreement, other than as Servicer has previously advised Seller; and Ocwen is not in default with respect to any order of any court, administrative agency, arbitrator or governmental body so as to materially and adversely affect the transactions contemplated by this Agreement.
 
 
 

 
Schedule IID
 
[RESERVED]
 
 

 
 
Schedule IIE
 
[RESERVED]
 
 

 
SCHEDULE III
 
Representations and Warranties of DLJMC – Mortgage Loans
 
DLJMC, in its capacity as Seller, hereby makes the representations and warranties set forth in this Schedule III to the Depositor and the Trustee, as of the Closing Date, or if so specified herein, as of the Cut-off Date or such other date as may be specified, with respect to the Mortgage Loans identified on Schedule I hereto, except as specified herein.
 
 
(i)
The information set forth in Schedule I, with respect to the Mortgage Loans, is complete, true and correct in all material respects;
 
 
(ii)
Each Mortgage Loan is next due for payment no earlier than August 1, 2007 and there are no material defaults under the terms of any Mortgage Loan;
 
 
(iii)
All taxes, governmental assessments, insurance premiums, water, sewer and municipal charges, leasehold payments or ground rents which previously became due and owing have been paid, or escrow funds have been established in an amount sufficient to pay for every such escrowed item which remains unpaid and which has been assessed but is not yet due and payable;
 
 
(iv)
The terms of the Mortgage Note and the Mortgage have not been impaired, waived, altered or modified in any respect, except by written instruments which have been recorded or sent for recording to the extent any such recordation is required by law, or, necessary to protect the interest of the Depositor. No other instrument of waiver, alteration or modification has been executed, and no Mortgagor has been released, in whole or in part, from the terms thereof except in connection with an assumption agreement and which assumption agreement is part of the Mortgage File and the terms of which are reflected in Schedule IA; the substance of any such waiver, alteration or modification has been approved by the issuer of any related Mortgage Guaranty Insurance Policy and title insurance policy, to the extent required by the related policies;
 
 
(v)
The Mortgage Note and the Mortgage are not subject to any right of rescission, set-off, counterclaim or defense, including, without limitation, the defense of usury, nor will the operation of any of the terms of the Mortgage Note or the Mortgage, or the exercise of any right thereunder, render 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;
 
 
(vi)
All buildings or other customarily insured improvements upon the Mortgaged Property are insured by an insurer acceptable under the FNMA Guides, against loss by fire, hazards of extended coverage and such other hazards as are provided for in the FNMA Guides or by FHLMC, as well as all additional requirements set forth in Section 4.09 of this Agreement. All such standard hazard policies are in full force and effect and on the date of origination contained a standard mortgagee clause naming DLJMC and its successors in interest and assigns as loss payee and such clause is still in effect and all premiums due thereon have been paid.  If required by the Flood Disaster Protection Act of 1973, as amended, the Mortgage Loan is covered by a flood insurance policy meeting the requirements of the current guidelines of the Federal Insurance Administration which policy conforms to FNMA and FHLMC requirements, as well as all additional requirements set forth in Section 4.09 of this Agreement.  Such policy was issued by an insurer acceptable under FNMA or FHLMC guidelines.  The Mortgage obligates the Mortgagor thereunder to maintain all such insurance at the Mortgagor’s cost and expense, and on the Mortgagor’s failure to do so, authorizes the holder of the Mortgage to maintain such insurance at the Mortgagor’s cost and expense and to seek reimbursement therefor from the Mortgagor;
 
 
(vii)
Each Mortgage Loan at the time it was made complied in all material respects with all applicable local, state and federal laws, including, without limitation, usury, equal credit opportunity, disclosure, recording and all applicable predatory and abusive lending laws;
 
 
(viii)
The related Mortgage is a valid, subsisting, enforceable and perfected first lien on the Mortgaged Property, including for Mortgage Loans that are not Cooperative Loans, all buildings on the Mortgaged Property and all installations and mechanical, electrical, plumbing, heating and air conditioning systems affixed to such buildings, and all additions, alterations and replacements made at any time with respect to the foregoing securing the Mortgage Note’s original principal balance.  The Mortgage and the Mortgage Note do not contain any evidence of any security interest or other interest or right thereto.  Such lien is free and clear of all adverse claims, liens and encumbrances having priority over the first lien, as applicable, of the Mortgage subject only to (1) the lien of non-delinquent current real property taxes and assessments not yet due and payable, (2) covenants, conditions and restrictions, rights of way, easements and other matters of the public record as of the date of recording which are acceptable to mortgage lending institutions generally and either (A) which are referred to or otherwise considered in the appraisal made for the originator of the Mortgage Loan, or (B) which do not adversely affect the appraised value of the Mortgaged Property as set forth in such appraisal, and (3) other matters to which like properties are commonly subject which do not materially interfere with the benefits of the security intended to be provided by the Mortgage or the use, enjoyment, value or marketability of the related Mortgaged Property. Any security agreement, chattel mortgage or equivalent document related to and delivered in connection with the Mortgage Loan establishes and creates a valid, subsisting, enforceable and perfected first lien and first priority security interest on the property described therein, and the Seller has the full right to sell and assign the same to the Depositor;
 
 
(ix)
The Mortgage Note and the related Mortgage are original and genuine and each is the legal, valid and binding obligation of the maker thereof, enforceable in all respects in accordance with its terms subject to bankruptcy, insolvency, moratorium, reorganization and other laws of general application affecting the rights of creditors and by general equitable principles;
 
 
(x)
DLJMC or its affiliate is the sole owner of record and holder of the Mortgage Loan and the indebtedness evidenced by the Mortgage Note.  Immediately prior to the transfer and assignment to the Depositor on the Closing Date, the Mortgage Loan, including the Mortgage Note and the Mortgage, were not subject to an assignment or pledge, and DLJMC had good and marketable title to and was the sole owner thereof and had full right to transfer and sell the Mortgage Loan to the Depositor free and clear of any encumbrance, equity, lien, pledge, charge, claim or security interest and has the full right and authority subject to no interest or participation of, or agreement with, any other party, to sell and assign the Mortgage Loan and following the sale of the Mortgage Loan, the Depositor will own such Mortgage Loan free and clear of any encumbrance, equity, participation interest, lien, pledge, charge, claim or security interest;
 
 
(xi)
There are no mechanics’ or similar liens or claims which have been filed for work, labor or material (and no rights are outstanding that under law could give rise to such liens) affecting the related Mortgaged Property which are or may be liens prior to or equal to the lien of the related Mortgage;
 
 
(xii)
All improvements subject to the Mortgage which were considered in determining the appraised value of the Mortgaged Property lie wholly within the boundaries and building restriction lines of the Mortgaged Property (and wholly within the project with respect to a condominium unit) except for de minimis encroachments permitted by the FNMA Guide and which have been noted on the appraisal or the title policy affirmatively insures against loss or damage by reason of any violation, variation or encroachment adverse circumstances which is either disclosed or would have been disclosed by an accurate survey, and no improvements on adjoining properties encroach upon the Mortgaged Property except those which are insured against by the title insurance policy referred to in clause (v) above or are acceptable under FNMA or FHLMC guidelines and all improvements on the property comply with all applicable zoning and subdivision laws and ordinances;
 
 
(xiii)
The Mortgaged Property is not subject to any material damage by waste, fire, earthquake, windstorm, flood or other casualty.  At origination of the Mortgage Loan there was, and there currently is, no proceeding pending for the total or partial condemnation of the Mortgaged Property;
 
 
(xiv)
Each Mortgage Loan has been serviced in all material respects in compliance with accepted servicing practices;
 
 
(xv)
With respect to each Cooperative Loan, the related Mortgage is a valid, enforceable and subsisting first security interest on the related Cooperative Shares securing the related Mortgage Note, subject only to (a) liens of the Cooperative Property for unpaid assessments representing the Mortgagor’s pro rata share of the Cooperative Property’s payments for its blanket mortgage, current and future real property taxes, insurance premiums, maintenance fees and other assessments to which like collateral is commonly subject and (b) other matters to which like collateral is commonly subject which do not materially interfere with the benefits of the security intended to be provided by the Security Agreement.  There are no liens against or security interest in the Cooperative Shares relating to each Cooperative Loan (except for unpaid maintenance, assessments and other amounts owed to the related Cooperative Property which individually or in the aggregate will not have a material adverse effect on such Cooperative Loan), which have priority over DLJMC’s security interest in such Cooperative Shares;
 
 
(xvi)
The Mortgage Loan complies with all terms, conditions and requirements of the originator’s underwriting standards in effect at the time of origination of such Mortgage Loan;
 
 
(xvii)
Each Mortgage Loan constitutes a qualified mortgage under Section 860G(a)(3)(A) of the Code and Treasury Regulations Section 1.860G-2(a)(1);
 
 
(xviii)
With respect to each Mortgage Loan sold by any Seller, to the knowledge of DLJMC, (i) no borrower obtained a prepaid single-premium credit insurance policy in connection with the origination of a Mortgage Loan, (ii) the related Servicer of each such Mortgage Loan has fully furnished, in accordance with the Fair Credit Reporting Act and its implementing regulations, accurate and complete information on its borrower credit files to Equifax, Experian and Trans Union Credit Information Company, on a monthly basis or as otherwise required by Fannie Mae or Freddie Mac; (iii) no such Mortgage Loan will impose a Prepayment Penalty for a term in excess of five years;  and (iv) with respect to any Mortgage Loans that are on manufactured housing, such housing will be the principal residence of the borrower upon origination of such mortgage loan;
 
 
(xix)
DLJMC has delivered or caused to be delivered to the Trustee or the Custodian on behalf of the Trustee the original Mortgage bearing evidence that such instruments have been recorded in the appropriate jurisdiction where the Mortgaged Property is located as determined by DLJMC (or in lieu of the original of the Mortgage or the assignment thereof, a duplicate or conformed copy of the Mortgage or the instrument of assignment, if any, together with a certificate of receipt from DLJMC or the settlement agent who handled the closing of the Mortgage Loan, certifying that such copy or copies represent true and correct copies represent true and correct copy(ies) of the originals) and that such original(s) have been or are currently submitted to be recorded in the appropriate governmental recording office of the jurisdiction where the Mortgaged Property is located or a certification or receipt of the recording authority evidencing the same;
 
 
(xx)
The Mortgage File contains each of the documents specified in Section 2.01(b) of this Agreement;
 
 
(xxi)
No Mortgage Loan sold by the Seller secured by a Mortgaged Property located in the State of Georgia was originated on or after October 1, 2002 and before March 7, 2003 and no Mortgage Loan secured by Mortgaged Property located in the State of Georgia that was originated on or after March 7, 2003 is a “high cost home loan” as defined in the Georgia Fair Lending Act (HB 1361), as amended;
 
 
(xxii)
With respect to each Cooperative Loan, the Cooperative Shares that is pledged as security for the Cooperative Loan is held by a person as a tenant-stockholder (as defined in Section 216 of the Code) in a cooperative housing corporation (as defined in Section 216 of the Code);
 
 
(xxiii)
None of the Mortgage Loans sold by the Seller are classified as (a) a “high cost mortgage” loan under the Home Ownership and Equity Protection Act of 1994 or (b) a “high cost home,” “covered,” “high cost,” “high risk home” or “predatory” loan under any other applicable state, federal or local law;
 
 
(xxiv)
With respect to each Mortgage Loan, (a) the Mortgage Loan was originated by a mortgagee approved by the Secretary of Housing and Urban Development pursuant to sections 203 and 211 of the National Housing Act, a savings and loan association, a savings bank, a commercial bank, credit union, insurance company or similar institution which is supervised and examined by a federal or state authority or (b) at the time the Mortgage Loan was originated, the originator was a mortgagee duly licensed as required by the State within which the Mortgage Loan was originated, and was subject to supervision and examination conducted by the applicable State authority of such State;
 
 
(xxv)
With respect to each Mortgage Loan that has a Prepayment Premium feature as described in the Mortgage Loan Schedule, each such Prepayment Premium is enforceable and, at the time such Mortgage Loan was originated, each Prepayment Premium complied with applicable federal, state and local law, subject to federal preemption where applicable;
 
 
(xxvi)
The related Servicer of each Mortgage Loan sold by the Seller will fully furnish, in accordance with the Fair Credit Reporting Act and its implementing regulations, accurate and complete information on its borrower credit files to Equifax, Experian and Trans Union Credit Information Company, on a monthly basis;
 
 
(xxvii)
With respect to the Conforming Loans, the original principal balance of each such Mortgage Loan is within Freddie Mac’s dollar amount limits for conforming one- to four-family Mortgage Loans;
 
 
(xxviii)
Each Mortgage Loan that is secured by residential real property (or a leasehold interest therein) has a loan-to-value ratio of 100% (or, in the case of a second lien Mortgage Loan, combined loan-to-value ratio);
 
 
(xxix)
No Mortgage Loan sold by the Seller is a “High Cost Loan” or “Covered Loan,” as applicable, as such terms are defined in the then current Standard & Poor’s LEVELS® Glossary which is now Version 5.7 Revised, Appendix E, in effect as of the Closing Date;
 
 
(xxx)
With respect to any Mortgage Loan originated on or after August 1, 2004, neither the related Mortgage nor the related Mortgage Note requires the related Mortgagor to submit to arbitration to resolve any dispute arising out of or relating in any way to the Mortgage Loan; and
 
 
(xxxi)
No error, omission, misrepresentation, negligence, fraud or similar occurrence with respect to a Mortgage Loan has taken place on the part of the originator, the Seller or the Mortgagor (except with respect to the accuracy of any information stated on the Mortgagor’s loan application that was not verified during the origination process, including but not limited to information regarding the Mortgagor’s income, source of income or assets), any appraiser, any builder or developer, or any other party involved in the origination of the Mortgage Loan or in the application of any insurance in relation to such Mortgage Loan.
 
 
(xxxii)
For any Mortgage Loan that is a junior lien, no mortgage loan that is senior to such Mortgage Loan has a negative amortization feature that could cause the Maximum CLTV of that Mortgage Loan to exceed 100%, unless (a) such negative amortization feature cannot cause the Maximum CLTV of that Mortgage Loan to exceed 125% and (b) the sum total of the principal balances of all Mortgage Loans whose Maximum CLTVs may exceed 100% because of negative amortization features does not exceed 3% of the sum total of the principal balances of the Mortgage Loans identified on Schedule I.
 
 
(xxxviii)
To the knowledge of the Seller:
 
 
a.
no refinance or purchase money mortgage loan included in the Trust as a Group 1 Mortgage Loan that is secured by the Borrower’s principal residence has an APR or total points and fees that exceed the thresholds set by HOEPA and its implementing regulations, including 12 CFR § 226.32(a)(1)(i) and (ii), provided that, this requirement does not apply to home equity lines of credit (HELOCs) but does apply to other second mortgage loans;
 
 
b.
no borrower obtained a prepaid single-premium credit-life, credit disability, credit unemployment or credit property insurance policy in connection with the origination of a Group 1 Mortgage Loan;
 
 
c.
no subprime Group 1 Mortgage Loan originated on or after October 1, 2002 will impose a Prepayment Premium for a term in excess of three years, no Group 1 Mortgage Loan originated prior to such date, and no non-subprime Group 1 Mortgage Loan, will impose a Prepayment Premium 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;
 
 
d.
with respect to any Group 1 Mortgage Loan that provides for a Prepayment Premium:
 
 
i.
only with respect to mortgage loans secured by the borrower’s principal residence, such Mortgage Loan provides some benefit to the Borrower (e.g., a rate or fee reduction) in exchange for accepting such Prepayment Premium;
 
 
ii.
only with respect to mortgage loans secured by the borrower’s principal residence, prior to such Mortgage Loan’s origination, the Borrower was offered the option of obtaining a mortgage loan that did not require the payment of such a Prepayment Premium;
 
 
iii.
the applicable Prepayment Premium was adequately disclosed to the Borrower pursuant to applicable state and federal law; and
 
 
iv.
such Prepayment Premium shall not be imposed in any instance where the related 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 Prepayment Premium;
 
 
e.
the related Servicer for each Group 1 Mortgage Loan has fully furnished and will fully furnish accurate and complete information on its borrower credit files to Equifax, Experian and Trans Union Credit Information Company on a monthly basis and in accordance with the Fair Credit Reporting Act and its implementing regulations;
 
 
f.
there is no 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;
 
 
g.
each Group 1 Mortgage Loan has an original principal balance that conforms to Fannie Mae and Freddie Mac guidelines;
 
 
h.
with respect to any Group 1 Mortgage Loans that are on manufactured housing, such housing will be the principal residence of the borrower upon origination of such mortgage loan;
 
 
i.
with respect to any second lien Group 1 Mortgage Loans underlying the Certificates, such lien is on a one- to four-family residence that is (or will be) the principal residence of the borrower upon origination of the second lien;
 
 
j.
with respect to each Group 1 Mortgage Loan, 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, provided that, 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;
 
 
k.
with respect to any Group 1 Mortgage Loan, the methodology used in underwriting the extension of credit for each such Mortgage Loan 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 but instead employed related 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;
 
 
l.
no Borrower of a Group 1 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 original Stated Principal Balance of such Mortgage Loan, whichever is greater; provided, that 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% of the loan amount;
 
 
m.
no subordinate lien Group 1 Mortgage Loan underlying the Certificates has an original Stated Principal Balance that exceeds one-half of the one-unit limitation for first lien mortgage loans, without regard to the number of units;
 
 
n.
with respect to any subordinate lien Group 1 Mortgage Loan underlying the Certificates, the original Stated Principal Balance of the first lien mortgage loan plus the original Stated 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
 
 
o.
the Seller currently operates or actively participates in an on-going and active program or business (A) to originate mortgages, and/or (B) to make periodic purchases of mortgage loans from originators or other sellers, and/or (C) to issue and/or purchase securities or bonds supported by the mortgages, with a portion of the proceeds generated by such program or business being used to purchase or originate mortgages made to borrowers who are:
 
 
i.
low-income families (families with incomes of 80% or less of area median income) living in low-income areas (a census tract or block numbering area in which the median income does not exceed 80 percent of the area median income) and/or
 
 
ii.
very low-income families (families with incomes of 60% or less of area median income); and
 
The Seller further agrees that Freddie Mac for a period of two (2) years following the date of the agreement may contact the Seller to confirm that it continues to operate or actively participate in the mortgage program or business and to obtain other nonproprietary information about the Seller’s activities that may assist Freddie Mac in completing its regulatory reporting requirements. The Seller will make reasonable efforts to provide such information to Freddie Mac.
 
 
p.
The Mortgage Loans are secured by single family, one- to four-unit residences.  No Mortgage Loan is secured by a condotel, 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.
 
 

 
 
Appendix A
 
[RESERVED]
 



 

 

 

 


 
 

 
CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP.



STANDARD TERMS OF
 
POOLING AND SERVICING AGREEMENT



DATED AS OF AUGUST 1, 2007
 



 

 

 



TABLE OF CONTENTS

 
 
ARTICLE I          DEFINITIONS
ARTICLE II         CONVEYANCE OF MORTGAGE LOANS; REPRESENTATIONS AND WARRANTIES
SECTION 2.01.
Conveyance of Trust Fund.
SECTION 2.02.
Acceptance by the Trustee.
SECTION 2.03.
Representations and Warranties of the Seller(s), Master Servicer and Servicers.
SECTION 2.04.
Representations and Warranties of the Depositor as to the Mortgage Loans.
SECTION 2.05.
Delivery of Opinion of Counsel in Connection with Substitutions.
SECTION 2.06.
Issuance of Certificates.
SECTION 2.07.
REMIC Provisions.
SECTION 2.08.
Covenants of the Master Servicer and each Servicer.
ARTICLE III       ADMINISTRATION AND SERVICING OF MORTGAGE LOANS
SECTION 3.01.
Servicers to Service Mortgage Loans.
SECTION 3.02.
Subservicing; Enforcement of the Obligations of Sub Servicers.
SECTION 3.03.
Master Servicing by Master Servicer.
SECTION 3.04.
Trustee to Act as Master Servicer or Servicer.
SECTION 3.05.
Collection of Mortgage Loans; Collection Accounts; Certificate Account.
SECTION 3.06.
Establishment of and Deposits to Escrow Accounts; Permitted Withdrawals from Escrow Accounts; Payments of Taxes, Insurance and Other Charges.
SECTION 3.07.
Access to Certain Documentation and Information Regarding the Non Designated Mortgage Loans; Inspections.
SECTION 3.08.
Permitted Withdrawals from the Collection Accounts and Certificate Account.
SECTION 3.09.
Maintenance of Hazard Insurance; Mortgage Impairment Insurance and Mortgage Guaranty Insurance Policy; Claims; Restoration of Mortgaged Property.
SECTION 3.10.
Enforcement of Due on Sale Clauses; Assumption Agreements.
SECTION 3.11.
Realization Upon Defaulted Mortgage Loans.
SECTION 3.12.
Trustee and Trust Administrator to Cooperate; Release of Mortgage Files.
SECTION 3.13.
Documents, Records and Funds in Possession of a Servicer to be Held for the Trust.
SECTION 3.14.
Servicing Fee; Indemnification of Master Servicer.
SECTION 3.15.
Access to Certain Documentation.
SECTION 3.16.
Maintenance of Fidelity Bond and Errors and Omissions Insurance.
SECTION 3.17.
Special Serviced Mortgage Loans; Repurchase of Certain Mortgage Loans.
SECTION 3.18.
Indemnification of the Trust Administrator, the Master Servicer and the Servicers.
SECTION 3.19.
Notification of Adjustments.
SECTION 3.20.
Designated Mortgage Loans.
SECTION 3.21.
Assigned Prepayment Premiums.
ARTICLE IV       PAYMENTS AND STATEMENTS TO CERTIFICATEHOLDERS
SECTION 4.01.
Priorities of Distribution.
SECTION 4.02.
Allocation of Losses.
SECTION 4.03.
Recoveries.
SECTION 4.04.
Monthly Statements to Certificateholders.
SECTION 4.05.
Servicer to Cooperate.
SECTION 4.06.
Cross Collateralization; Adjustments to Available Funds.
SECTION 4.07.
Interest Rate Cap Account(s).
SECTION 4.08.
Supplemental Interest Trust(s).
SECTION 4.09.
Rights of Swap Counterparty.
SECTION 4.10.
Replacement Swap Counterparty.
ARTICLE V        ADVANCES BY THE MASTER SERVICER AND SERVICERS
SECTION 5.01.
Advances by the Trust Administrator, Master Servicer and Servicers.
ARTICLE VI       THE CERTIFICATES
SECTION 6.01.
The Certificates.
SECTION 6.02.
Registration of Transfer and Exchange of Certificates.
SECTION 6.03.
Mutilated, Destroyed, Lost or Stolen Certificates.
SECTION 6.04.
Persons Deemed Owners.
SECTION 6.05.
Access to List of Certificateholders’ Names and Addresses.
SECTION 6.06.
Maintenance of Office or Agency.
SECTION 6.07.
Book Entry Certificates.
SECTION 6.08.
Notices to Clearing Agency.
SECTION 6.09.
Definitive Certificates.
ARTICLE VII      THE DEPOSITOR, THE SELLER, THE MASTER SERVICER, THE SERVICERS, THE SPECIAL SERVICER AND
      THE MODIFICATION OVERSIGHT AGENT
SECTION 7.01.
Liabilities of the Seller, the Depositor, the Master Servicer, the Servicers, the Special Servicer and the Modification Oversight Agent.
SECTION 7.02.
Merger or Consolidation of the Seller, the Depositor, the Master Servicer, the Servicers, the Special Servicer or the Modification Oversight Agent.
SECTION 7.03.
Limitation on Liability of the Seller, the Depositor, the Master Servicer, the Servicers, the Special Servicer, the Modification Oversight Agent and Others.
SECTION 7.04.
Master Servicer, Servicers, Special Servicer and Modification Oversight Agent Not to Resign; Transfer of Servicing.
SECTION 7.05.
Master Servicer, Seller, Special Servicer, Modification Oversight Agent and Servicers May Own Certificates.
ARTICLE VIII    DEFAULT
SECTION 8.01.
Events of Default.
SECTION 8.02.
Master Servicer or Trust Administrator to Act; Appointment of Successor.
SECTION 8.03.
Notification to Certificateholders.
SECTION 8.04.
Waiver of Events of Default.
ARTICLE IX       CONCERNING THE TRUSTEE
SECTION 9.01.
Duties of Trustee.
SECTION 9.02.
Certain Matters Affecting the Trustee.
SECTION 9.03.
Trustee Not Liable for Certificates or Mortgage Loans.
SECTION 9.04.
Trustee May Own Certificates.
SECTION 9.05.
Trustee’s Fees and Expenses.
SECTION 9.06.
Eligibility Requirements for Trustee.
SECTION 9.07.
Resignation and Removal of Trustee.
SECTION 9.08.
Successor Trustee.
SECTION 9.09.
Merger or Consolidation of Trustee.
SECTION 9.10.
Appointment of Co Trustee or Separate Trustee.
SECTION 9.11.
Office of the Trustee.
ARTICLE X        CONCERNING THE TRUST ADMINISTRATOR
SECTION 10.01.
Duties of Trust Administrator.
SECTION 10.02.
Certain Matters Affecting the Trust Administrator.
SECTION 10.03.
Trust Administrator Not Liable for Certificates or Mortgage Loans.
SECTION 10.04.
Trust Administrator May Own Certificates.
SECTION 10.05.
Trust Administrator’s Fees and Expenses.
SECTION 10.06.
Eligibility Requirements for Trust Administrator.
SECTION 10.07.
Resignation and Removal of Trust Administrator.
SECTION 10.08.
Successor Trust Administrator.
SECTION 10.09.
Merger or Consolidation of Trust Administrator.
SECTION 10.10.
Appointment of Co Trust Administrator or Separate Trust Administrator.
SECTION 10.11.
Office of the Trust Administrator.
SECTION 10.12.
Tax Return.
SECTION 10.13.
Determination of Certificate Index.
ARTICLE XI       TERMINATION
ARTICLE XII     MISCELLANEOUS PROVISIONS
SECTION 12.01.
Amendment.
SECTION 12.02.
Recordation of Agreement; Counterparts.
SECTION 12.03.
Governing Law.
SECTION 12.04.
Intention of Parties.
SECTION 12.05.
Notices.
SECTION 12.06.
Severability of Provisions.
SECTION 12.07.
Limitation on Rights of Certificateholders.
SECTION 12.08.
Certificates Nonassessable and Fully Paid.
SECTION 12.09.
Protection of Assets.
SECTION 12.10.
Non Solicitation.
ARTICLE XIII     EXCHANGE ACT REPORTING
SECTION 13.01.
Commission Reporting.
SECTION 13.02.
Form 10 D Reporting
SECTION 13.03.
Form 10 K Reporting
SECTION 13.04.
Form 8 K Reporting
SECTION 13.05.
Delisting; Amendment; Late Filing of Reports
SECTION 13.06.
Annual Statements of Compliance
SECTION 13.07.
Annual Assessments of Compliance.
SECTION 13.08.
Accountant’s Attestation
SECTION 13.09.
Sarbanes Oxley Certification
SECTION 13.10.
Indemnification

EXHIBITS
 
Exhibit A:
Form of Class A Certificate
Exhibit B:
Form of Class M Certificate
Exhibit C:
Form of Class B Certificate
Exhibit D-1:
Form of Class AR Certificate
Exhibit D-2:
Form of Class AR-L Certificate
Exhibit E:
Form of Class P Certificate
Exhibit F:
Form of Class X Certificate
Exhibit G:
Form of Reverse of Certificates
Exhibit H-1:
Form of Servicer Information
Exhibit H-2:
Reporting Data for Defaulted Loans
Exhibit H-3:
Form of Realized Loss Calculation
Exhibit H-4:
Reporting Data for Modified Mortgage Loans
Exhibit I-1:
Form of Trust Receipt and Initial Certification
Exhibit I-2:
Form of Trust Receipt and Subsequent Certification
Exhibit J:
Form of Trust Receipt and Final Certification
Exhibit K:
Form of Request for Release
Exhibit L:
Form of Transferor Certificate
Exhibit M-1:
Form of Investment Letter
Exhibit M-2:
Form of Rule 144A Letter
Exhibit M-3:
Form of Regulation S Letter
Exhibit N:
Form of Transferee Affidavit and Agreement
Exhibit O:
Form of Transfer Certificate
Exhibit P:
Form of SPS Mortgage Loans Report
Exhibit Q:
Form of SPS Foreclosure Settlement Statement
Exhibit R:
Relevant Servicing Criteria
Exhibit S:
Additional Form 10-D Disclosure
Exhibit T-1:
Form of Monthly Statement to Certificateholders
Exhibit T-2:
Fields for Monthly Loan Level Data Report
Exhibit U:
Form 8-K Disclosure Information
Exhibit V:
Form of Back-Up Certification
Exhibit W:
Additional Disclosure Notification
Exhibit X:
Form of Subsequent Transfer Agreement
Exhibit Y:
Additional Form 10-K Disclosure
Exhibit Z:
Form of Certification Regarding Substitution of Defective Mortgage Loans
 
SCHEDULES

Schedule I:
Mortgage Loan Schedule
Schedule IIA:
Representations and Warranties of Seller - DLJMC
Schedule IIB:
Representations and Warranties of Servicer, Special Servicer and Modification Oversight Agent - SPS
Schedule IIC:
Representations and Warranties of Servicer - Wells Fargo
Schedule IID:
Representations and Warranties of Servicer - GreenPoint
Schedule IIE:
Representations and Warranties of Servicer - WMMSC
Schedule III:
Representations and Warranties of DLJMC - Mortgage Loans

 

 
 
This is the STANDARD TERMS OF POOLING AND SERVICING AGREEMENT, dated as of August 1, 2007 (the “Standard Terms” and as incorporated by reference into a Series Supplement, the “Agreement”), by and among the Depositor, the Seller(s), the Master Servicer, the Trust Administrator, the Special Servicer, the Modification Oversight Agent, the Trustee and the Servicers that are party to the Series Supplement.  Capitalized terms used in this Agreement and not otherwise defined shall have the meanings assigned to them in Article I below or, if not defined therein, in the applicable Series Supplement.
 
PRELIMINARY STATEMENT
 
The Depositor is the owner of the Trust Fund (other than certain of the Trust’s rights under Interest Rate Cap Agreements, Swap Agreements and rights to payments from the Supplemental Interest Accounts, if applicable and as set forth in the Series Supplement) that is hereby conveyed to the Trustee in return for the Certificates.  The Trust Fund (exclusive of any entitlement to Assigned Prepayment Premiums, Interest Rate Cap Agreements, Swap Agreements, the assets held in the Interest Rate Cap Accounts, rights to payments from the Supplemental Interest Accounts, Prefunding Accounts, Capitalized Interest Accounts and certain other assets, in each case if applicable and as set forth in the Series Supplement) for federal income tax purposes shall consist of one or more REMICs as more particularly set forth in the Series Supplement.
 
W I T N E S S E T H  T H A T:
 
In consideration of the mutual agreements herein contained, the Depositor, the Seller(s), the Master Servicer, the Servicers, the Special Servicer, the Modification Oversight Agent, the Trustee and the Trust Administrator agree as follows:
 
 
ARTICLE I
 
DEFINITIONS
 
Whenever used in this Agreement, the following words and phrases, unless the context otherwise requires, shall have the following meanings; provided, however, that if any such term is also defined in the Series Supplement, then such term shall have the meaning given such term in the Series Supplement:
 
1933 Act:  The Securities Act of 1933, as amended.
 
Accepted Servicing Practices:  With respect to any Mortgage Loan, those mortgage servicing practices of prudent mortgage lending institutions which service mortgage loans of the same type as such Mortgage Loan in the jurisdiction where the related Mortgaged Property is located.
 
Accountant’s Attestation:  The attestation required from an Accountant pursuant to Section 13.08.
 
Accrual Period:  As defined in the Series Supplement.
 
Additional Data Remittance Date:  With respect to any Distribution Date and (i) the Master Servicer and the Servicers (other than WMMSC and Wells Fargo), no later than 12:00 noon (New York City time), five Business Days prior to such Distribution Date and (ii) Wells Fargo, no later than five Business Days prior to such Distribution Date.
 
Additional Disclosure Notification:  As defined in Section 13.02.
 
Additional Form 10-D Disclosure:  As defined in Section 13.02.
 
Additional Form 10-K Disclosure:  As defined in Section 13.03.
 
Additional Servicer:  Each affiliate of the Depositor that Services any of the Mortgage Loans and each Person who is not an affiliate of the Depositor, who Services 10% or more of the Mortgage Loans (measured by aggregate Stated Principal Balance of the Mortgage Loans, annually at the commencement of the calendar year prior to the year in which an Item 1123 Certificate is required to the delivered). For clarification purposes, the Master Servicer and the Trust Administrator are Additional Servicers.
 
Adjustment Date:  With respect to each adjustable-rate Mortgage Loan, each adjustment date on which the Mortgage Rate thereon changes pursuant to the related Mortgage Note.  The first Adjustment Date following the Cut-off Date as to each such Mortgage Loan is set forth in the Mortgage Loan Schedule.
 
Advance:  With respect to any Non-Designated Mortgage Loan and any Distribution Date, any payment required to be made by a Servicer, the Master Servicer or the Trust Administrator, as applicable, with respect to such Distribution Date pursuant to Section 5.01.
 
With respect to any Designated Mortgage Loan and any Distribution Date, the payment required to be made by (i) the related Designated Servicer as defined in the Series Supplement or (ii) the Master Servicer with respect to such Distribution Date pursuant to Section 3.20(b) of this Agreement.
 
Adverse REMIC Event:  As defined in Section 2.07 (f).
 
Aggregate Loan Group Balance:  With respect to any Loan Group and as of any date of determination, will be equal to the aggregate Stated Principal Balance of the Mortgage Loans in such Loan Group as of the first day of the month of such date of determination, plus, with respect to any Prefunded Loan Group, the amount on deposit in the related Prefunding Account as of the first day of such month.
 
Aggregate Related Pass-Through Collateral Balance:  With respect to any date of determination and any Related Pass-Through Loan Groups, the sum of the Aggregate Loan Group Balances for all such Related Pass-Through Loan Groups as of such date of determination.
 
Aggregate Subsequent Transfer Amount:  With respect to any Subsequent Transfer Date, the aggregate Stated Principal Balances as of the applicable Cut-off Date of the Subsequent Mortgage Loans conveyed on such Subsequent Transfer Date, as listed on the revised Mortgage Loan Schedule delivered pursuant to Section 2.01(e); provided, however, that such amount shall not exceed the amount on deposit in the related Prefunding Account.
 
Agreement:  With respect to any Series, this Standard Terms together with the Series Supplement, including all amendments or supplements thereto.
 
Ancillary Income: All income derived from the Non-Designated Mortgage Loans, other than Servicing Fees and Trust Administrator Fees, including but not limited to, late charges, Prepayment Premiums (other than Assigned Prepayment Premiums), Excess Proceeds, fees received with respect to checks or bank drafts returned by the related bank for non-sufficient funds, assumption fees, optional insurance administrative fees and all other incidental fees and charges.
 
Applied Loss Amount:  With respect to any Distribution Date and each Floater Loan Group, the excess, if any, of (i) the aggregate Class Principal Balances of the related Floater Certificates (other than the related Notional Amount Certificates), after giving effect to all Realized Losses with respect to the Mortgage Loans in such Floater Loan Group during the Collection Period for such Distribution Date and payments of principal on such Distribution Date over (ii) the Aggregate Loan Group Balance for such Floater Loan Group for such Distribution Date.
 
Appraised Value:  The appraised value of the Mortgaged Property based upon the appraisal made for the originator at the time of the origination of the related Mortgage Loan or the sales price of the Mortgaged Property at the time of such origination, whichever is less, or (i) with respect to any Mortgage Loan that represents a refinancing other than a Streamlined Mortgage Loan, the lower of the appraised value at origination or the appraised value of the Mortgaged Property based upon the appraisal made at the time of such refinancing and (ii) with respect to any Streamlined Mortgage Loan, the appraised value of the Mortgaged Property based upon the appraisal made in connection with the origination of the mortgage loan being refinanced.
 
Assessment of Compliance:  The certification required pursuant to Section 13.07.
 
Assigned Prepayment Premium:  As defined in the Series Supplement.
 
Assignment and Assumption Agreement:  That certain assignment and assumption agreement dated as of the Initial Cut-off Date, by and between DLJ Mortgage Capital, Inc., as assignor, and the Depositor, as assignee, relating to the Mortgage Loans.
 
Assignment of Proprietary Lease:  With respect to a Cooperative Loan, the assignment or mortgage of the related Proprietary Lease from the Mortgagor to the originator of the Cooperative Loan.
 
Balloon Loan:  Any Mortgage Loan that, by its terms, does not fully amortize the principal balance thereof by its stated maturity and requires a payment at the stated maturity larger than the monthly payments due thereunder.
 
Bankruptcy Code:  The United States Bankruptcy Code, as amended from time to time (11 U.S.C. §§ 101 et seq.).
 
Basis Risk Shortfall:  As defined in the Series Supplement.
 
Beneficial Holder:  A Person holding a beneficial interest in any Certificate through a Participant or an Indirect Participant or a Person holding a beneficial interest in any Definitive Certificate.
 
Book-Entry Certificates: Any Certificate held in “book-entry” form through the facilities of the Depository.
 
Business Day:  Any day other than (i) a Saturday or a Sunday or (ii) a day on which banking institutions in New York or the state in which the office of the Master Servicer or any Servicer or the Corporate Trust Office of the Trustee or Trust Administrator are located and are authorized or obligated by law or executive order to be closed.
 
Capitalization Reimbursement Amount:  For any Distribution Date and any Loan Group, the aggregate of the amounts added to the Stated Principal Balances of the Mortgage Loans in such Loan Group during the preceding calendar month representing reimbursement amounts owed to a Servicer on or prior to such Distribution Date in connection with the modification of such Mortgage Loan pursuant to Section 3.05.  For the avoidance of doubt, Capitalization Reimbursement Amounts shall not include amounts added to the Stated Principal Balance of any Mortgage Loan in respect of amounts owing under such Mortgage Loan which have not been previously advanced by the related Servicer.
 
Capitalized Interest Account:  The separate Eligible Account designated as such and created and maintained by the Trust Administrator pursuant to Section 3.05(h) hereof.  The Capitalized Interest Account shall be treated as an “outside reserve fund” under applicable Treasury regulations and shall not be part of any REMIC.  Except as provided in Section 3.05(h) hereof, any investment earnings on the Capitalized Interest Account shall be treated as owned by the Depositor and will be taxable to the Depositor.
 
Capitalized Interest Deposit:  As defined in the Series Supplement.
 
Capitalized Interest Distribution:  With respect to each Capitalized Interest Account and each of the first three Distribution Dates, an amount equal to 30 days of interest (based on a 360-day year) on the aggregate amount on deposit in the related Prefunding Account at the end of the related Collection Period accruing at a per annum rate equal to the weighted average of the Net Mortgage Rates of the Mortgage Loans in the related Prefunded Loan Group as of the first day of the related Collection Period.  If any REMIC is unable to pay the REMIC Regular Interests their stated pass-through rates due to an insufficiency in the related Capitalized Interest Distribution, the Depositor will contribute any amounts to such REMIC as necessary to pay the REMIC Regular Interests their stated pass-through rates.
 
Capitalized Interest Release Amount:  With respect to each Capitalized Interest Account and each of the first three Distribution Dates, an amount equal to the excess of (a) the amount remaining on deposit in such Capitalized Interest Account on such Distribution after distribution of the Capitalized Interest Distribution for such Distribution Date, over (b) the Capitalized Interest Requirement for such Distribution Date.
 
Capitalized Interest Requirement:  With respect to each Capitalized Interest Account and the first Distribution Date, an amount equal to 60 days of interest (based on a 360-day year) accruing at the Capitalized Interest Requirement Rate for such Distribution Date on the aggregate amount on deposit in the related Prefunding Account at the end of the related Collection Period and with respect to each Capitalized Interest Account and the second Distribution Date, an amount equal to 30 days of interest (based on a 360-day year) accruing at the Capitalized Interest Requirement Rate for such Distribution Date on the aggregate amount on deposit in the related Prefunding Account at the end of the related Collection Period.  With respect to each Capitalized Interest Account and the third Distribution Date and any Distribution Date thereafter, zero.
 
Capitalized Interest Requirement Rate:  With respect to each Capitalized Interest Account and the first two Distribution Dates, a per annum rate equal to the sum of (i) the Certificate Index for such Distribution Date, (ii) the weighted average of the Certificate Margins of the LIBOR Certificates related to the related Prefunded Loan Group for such Distribution Date, (iii) the weighted average of the Expense Fee Rates of the Mortgage Loans in the related Prefunded Loan Group for such Distribution Date and (iv) with respect to each Capitalized Interest Account and the first Distribution Date, 0.35% and with respect to each Capitalized Interest Account and the second Distribution Date, 0.70%.
 
Cash Remittance Date:  With respect to any Distribution Date and (A) GreenPoint and SPS, by 1:00 p.m. (New York City time) on the 7th calendar day preceding such Distribution Date, or if such 7th calendar day is not a Business Day, the Business Day immediately preceding such 7th calendar day, (B) WMMSC, by 12:00 noon (New York City time) on the Business Day immediately preceding such Distribution Date, (C) Wells Fargo, the 18th calendar day of the month in which such Distribution Date occurs, or if such 18th calendar day is not a Business Day, the Business Day immediately following such 18th calendar day, (D) the Designated Servicers, the date and time specified in the related Designated Servicing Agreement, and (E) the Master Servicer, by 1:00 p.m. (New York City time) two Business Days preceding such Distribution Date.
 
Certificate:  Any Certificates executed and authenticated by the Trust Administrator on behalf of the Trustee for the benefit of the Certificateholders in substantially the form or forms attached as Exhibits A through G hereto.
 
Certificate Account:  The separate Eligible Account created and maintained with the Trust Administrator, or any other bank or trust company acceptable to the Rating Agencies which is incorporated under the laws of the United States or any state thereof pursuant to Section 3.05, which account shall bear a designation clearly indicating that the funds deposited therein are held in trust for the benefit of the Trust Administrator, as agent for the Trustee, on behalf of the Certificateholders or any other account serving a similar function acceptable to the Rating Agencies. Funds in the Certificate Account may (i) be held uninvested without liability for interest or compensation thereon or (ii) be invested at the direction of the Trust Administrator in Eligible Investments and reinvestment earnings thereon (net of investment losses) shall be paid to the Trust Administrator.  Funds deposited in the Certificate Account (exclusive of the amounts permitted to be withdrawn pursuant to Section 3.08(b)) shall be held in trust for the Certificateholders.
 
Certificate Balance:  With respect to any Certificate (other than a Notional Amount Certificate) at any date, the maximum dollar amount of principal to which the Holder thereof is then entitled hereunder, such amount being equal to the Denomination thereof (i) minus all distributions of principal and allocations of Realized Losses, including Applied Loss Amounts, as applicable, previously made or allocated with respect thereto pursuant to Section 4.02 and (ii) plus the amount of any increase to the Certificate Balance of such Certificate pursuant to Section 4.03.
 
CertificateholderorHolder:  The Person in whose name a Certificate is registered in the Certificate Register.
 
Certificate Index: With respect to each Distribution Date and the LIBOR Certificates, the rate for one month United States dollar deposits quoted on Reuters Screen LIBOR01 as of 11:00 a.m. (London time) on the related Interest Determination Date relating to each Class of LIBOR Certificates.  If such rate does not appear on such page (or such other page as may replace that page on that service, or if such service is no longer offered, such other service for displaying one month LIBOR or comparable rates as may be reasonably selected by the Trust Administrator after consultation with DLJMC), the rate will be the related Reference Bank Rate.  If no such quotations can be obtained and no related Reference Bank Rate is available, the Certificate Index with respect to the LIBOR Certificates will be the Certificate Index applicable to such Certificates on the preceding Distribution Date.
 
On the Interest Determination Date immediately preceding each Distribution Date, the Trust Administrator shall determine each Certificate Index for the Accrual Period commencing on such Distribution Date and inform the Master Servicer of such rate.
 
Certificate Margin:  As defined in the Series Supplement.
 
Certificate Register:  The register maintained pursuant to Section 6.02(a) hereof.
 
Certification Parties:  As defined in Section 13.09.
 
Certification Person:  As defined in Section 13.09.
 
Class:  All Certificates bearing the same class designation as set forth in the Series Supplement.
 
Class A Certificates:  As defined in the Series Supplement.
 
Class C-B Certificates:  As defined in the Series Supplement.
 
Class Interest Shortfall:  With respect to any Distribution Date and Class of Pass-Through Certificates, the amount by which the amount described in clause (i) of the definition of Interest Distribution Amount for such Class, exceeds the amount of interest actually distributed on such Class on such Distribution Date.
 
Class Principal Balance:  With respect to any Class of Certificates (other than the Notional Amount Certificates) and as to any date of determination, the aggregate of the Certificate Balances of all Certificates of such Class as of such date.
 
Class Unpaid Interest Amounts:  With respect to any Distribution Date and Class of interest bearing Pass-Through Certificates, the amount by which the aggregate Class Interest Shortfalls for such Class on prior Distribution Dates exceeds the amount distributed on such Class on prior Distribution Dates pursuant to clause (ii) of the definition of Interest Distribution Amount.
 
Clearing Agency:  An organization registered as a “clearing agency” pursuant to Section 17A of the Securities Exchange Act of 1934, as amended, which initially shall be DTC, the nominee of which is Cede & Co., as the registered Holder of the Book-Entry Certificates.  The Clearing Agency shall at all times be a “clearing corporation” as defined in Section 8 102(a)(5) of the Uniform Commercial Code of the State of New York.
 
Closing Date:  As defined in the Series Supplement.
 
Code:  The Internal Revenue Code of 1986, as amended.
 
Collection Account:  The accounts established and maintained by each Servicer in accordance with Section 3.05.
 
Collection Period:  With respect to each Distribution Date, the period commencing on the second day of the month preceding the month of the Distribution Date and ending on the first day of the month of the Distribution Date.
 
Commission:  The U.S. Securities and Exchange Commission.
 
Compensating Interest Payment:  For any Distribution Date and WMMSC, the least of (i) the sum of (a) one twelfth (1/12th) of 0.04% of the aggregate Stated Principal Balance of the WMMSC Serviced Mortgage Loans, as of the Due Date in the month of such Distribution Date, (b) Payoff Earnings in respect of the WMMSC Serviced Mortgage Loans for such Distribution Date and (c) aggregate Payoff Interest in respect of the WMMSC Serviced Mortgage Loans for such Distribution Date, (ii) the aggregate Prepayment Interest Shortfall allocable to Payoffs for the WMMSC Serviced Mortgage Loans and (iii) one-twelfth (1/12th) of 0.125% of the aggregate Stated Principal Balance of the WMMSC Serviced Mortgage Loans.
 
For any Distribution Date and each Servicer other than WMMSC, the lesser of (i) the aggregate Servicing Fee payable to such Servicer for such Distribution Date in respect of the Mortgage Loans serviced by such Servicer and (ii) the aggregate Prepayment Interest Shortfall allocable to Payoffs and Curtailments for such Distribution Date in respect of the Mortgage Loans serviced by such Servicer.
 
For any Distribution Date and the Master Servicer, the excess of (i) the aggregate Compensating Interest Payments required to be remitted by the Servicers pursuant to this Agreement and Designated Servicers pursuant to their respect Designated Servicing Agreements, in each case relating to such Distribution Date over (ii) the aggregate Compensating Interest Payments actually remitted by the Servicers and Designated Servicers for such Distribution Date.
 
Conforming Loans:  As defined in the Series Supplement.
 
Controlling Person: With respect to any Person, any other Person who “controls” such Person within the meaning of the Securities Act.
 
Cooperative Corporation: With respect to any Cooperative Loan, the cooperative apartment corporation that holds legal title to the related Cooperative Property and grants occupancy rights to units therein to stockholders through Proprietary Leases or similar arrangements.
 
Cooperative Lien Search: A search for (a) federal tax liens, mechanics’ liens, lis pendens, judgments of record or otherwise against (i) the Cooperative Corporation and (ii) the seller of the Cooperative Unit, (b) filings of Financing Statements and (c) the deed of the Cooperative Property into the Cooperative Corporation.
 
Cooperative Loan: A Mortgage Loan that is secured by a first lien on and a perfected security interest in Cooperative Shares and the related Proprietary Lease granting exclusive rights to occupy the related Cooperative Unit in the building owned by the related Cooperative Corporation.
 
Cooperative Property: With respect to any Cooperative Loan, all real property and improvements thereto and rights therein and thereto owned by a Cooperative Corporation including without limitation the land, separate dwelling units and all common elements.
 
Cooperative Shares: With respect to any Cooperative Loan, the shares of stock issued by a Cooperative Corporation and allocated to a Cooperative Unit and represented by stock certificates.
 
Cooperative Unit: With respect to any Cooperative Loan, a specific unit in a Cooperative Property.
 
Corporate Trust Office:  As defined in the Series Supplement.
 
Counterparty:  The Swap Counterparty or Interest Rate Cap Counterparty, as applicable.
 
Curtailment:  Any payment of principal on a Mortgage Loan, made by or on behalf of the related Mortgagor, other than a Scheduled Payment, a prepaid Scheduled Payment or a Payoff, which is applied to reduce the outstanding Stated Principal Balance of the Mortgage Loan.
 
Custodial Agreement:  An agreement among a custodian, the Trustee and if applicable, the Trust Administrator, pursuant to which such custodian agrees to hold any of the documents or instruments referred to in Section 2.01 of this Agreement as agent for the Trustee.
 
Custodian:  A custodian which is appointed pursuant to a Custodial Agreement.  Any Custodian so appointed shall act as agent on behalf of the Trustee, and shall be compensated by the Trust Administrator, if applicable, or as otherwise specified therein.  The Series Supplement will set forth the initial Custodian(s).
 
Cut-off Date:  For any Initial Mortgage Loan, the Initial Cut-off Date and for any Subsequent Mortgage Loan, the applicable Subsequent Cut-off Date.
 
Cut-off Date Principal Balance:  With respect to any Mortgage Loan, the Stated Principal Balance thereof as of the close of business on the Cut-off Date.
 
Data Remittance Date:  With respect to any Distribution Date and (A) each Servicer other than WMMSC, the 10th calendar day of the month in which such Distribution Date occurs, or if such 10th day is not a Business Day, the Business Day immediately following such 10th day or (B) WMMSC, no later than 12:00 noon (New York City time) on the day that is five Business Days before such Distribution Date.
 
Debt Service Reduction:  With respect to a Mortgage Loan in a Pass-Through Loan Group, a reduction by a court of competent jurisdiction in a proceeding under the Bankruptcy Code in the Scheduled Payment for such Mortgage Loan which became final and non appealable, except such a reduction resulting from a Deficient Valuation or any reduction that results in a permanent forgiveness of principal.
 
Debt Service Reduction Mortgage Loan:  Any Mortgage Loan that became the subject of a Debt Service Reduction.
 
Deficient Valuation: With respect to any Mortgage Loan in a Pass-Through Loan Group, a valuation by a court of competent jurisdiction of the Mortgaged Property in an amount less than the then outstanding indebtedness under the Mortgage Loan, or that results in a permanent forgiveness of principal, which valuation in either case results from a proceeding under the Bankruptcy Code.
 
Definitive Certificate:  As defined in Section 6.07.
 
Deleted Mortgage Loan: As defined in Section 2.03.
 
Delinquency Rate:  With respect to a Floater Loan Group and any month, the fraction, expressed as a percentage, (a) the numerator of which is equal to the aggregate outstanding Stated Principal Balance of all Mortgage Loans in such Floater Loan Group which (i) are 60 or more days Delinquent (including all foreclosures, bankruptcies and REO Properties), (ii) are Modified Mortgage Loans which have been modified within 12 months of such month (without duplication of clause (i) above), and (iii) have been repurchased from the Trust Fund by any party for a reason other than a breach of representations and warranties pursuant to Sections 2.02 and 2.03 hereof, in each case as of the close of business on the last day of such month and after giving effect to any modification to the Stated Principal Balance of any Mortgage Loan, and (b) the denominator of which is the Aggregate Loan Group Balance for such Floater Loan Group as of the close of business on the last day of such month, in each case after giving effect to any modification to the Stated Principal Balance of any Mortgage Loan.
 
Delinquent:  As used herein, a Mortgage Loan shall be considered to be delinquent when a payment due on any Due Date remains unpaid as of the close of business on the next following Due Date.  The determination as to whether a Mortgage Loan falls into this category is made as of the close of business on the last Business Day of each month (for example, a Mortgage Loan due for September 1st at the close of business on October 31st would be described as 30 to 59 days delinquent in the monthly distribution statement relating to the November 25th Distribution Date).
 
Denomination:  With respect to each Certificate, the amount set forth on the face thereof as the “Initial Certificate Balance of this Certificate” or the “Initial Notional Amount of this Certificate” or, if neither of the foregoing, the percentage interest appearing on the face thereof.
 
Deposit Amount:  As defined in the Series Supplement.
 
Depositor:  Credit Suisse First Boston Mortgage Securities Corp., a Delaware corporation, or its successor in interest.
 
Depository Agreement:  The Letter of Representation dated as of the Closing Date by and among DTC, the Depositor and the Trustee (or the Trust Administrator for the benefit of the Trustee).
 
Designated Mortgage Loans:  As defined in the Series Supplement.
 
Designated Servicer:  As defined in the Series Supplement.
 
Designated Servicing Agreement:  As defined in the Series Supplement.
 
Determination Date:  With respect to each Distribution Date and (i) each Servicer (other than Wells Fargo), the 10th day of the calendar month in which such Distribution Date occurs or, if such 10th day is not a Business Day, the Business Day immediately succeeding such Business Day and (ii) Wells Fargo, the Business Day immediately preceding the related Cash Remittance Date.
 
Disqualified Organization:  Any organization defined as a “disqualified organization” under Section 860E(e)(5) of the Code, which includes any of the following:  (i) the United States, any State or political subdivision thereof, any possession of the United States, or any agency or instrumentality of any of the foregoing (other than an instrumentality which is a corporation if all of its activities are subject to tax and, except for the FHLMC, a majority of its board of directors is not selected by such governmental unit), (ii) a foreign government, any international organization, or any agency or instrumentality of any of the foregoing, (iii) any organization (other than certain farmers’ cooperatives described in Section 521 of the Code) which is exempt from the tax imposed by Chapter 1 of the Code (including the tax imposed by Section 511 of the Code on unrelated business taxable income), (iv) rural electric and telephone cooperatives described in Section 1381(a)(2)(C) of the Code, (v) an “electing large partnership” within the meaning of Section 775 of the Code, and (vi) any other Person so designated by the Trust Administrator based upon an Opinion of Counsel that the holding of an Ownership Interest in a Residual Certificate by such Person may cause any REMIC formed hereby or any Person having an Ownership Interest in any Class of Certificates (other than such Person) to incur a liability for any federal tax imposed under the Code that would not otherwise be imposed but for the Transfer of an Ownership Interest in a Residual Certificate to such Person.  The terms “United States,” “State” and “international organization” shall have the meanings set forth in Section 7701 of the Code or successor provisions.
 
Distribution Date:  The 25th day of any month, or if such 25th day is not a Business Day, the Business Day immediately following such 25th day, commencing in the month following the month of the Initial Cut-off Date.
 
DLJMC:  DLJ Mortgage Capital, Inc., a Delaware corporation, and its successors and assigns.
 
DTC:  The Depository Trust Company.
 
Due Date: With respect to each Mortgage Loan and any Distribution Date, the date on which Scheduled Payments on such Mortgage Loan are due which is either the first day of the month of such Distribution Date, or if Scheduled Payments on such Mortgage Loan are due on a day other than the first day of the month, the first day of the month following such Distribution Date (for example, a Mortgage Loan due for August 15th shall be deemed to have a “Due Date” of September 1st), in each case exclusive of any days of grace.
 
Economic Residual Floater Certificates:  As defined in the Series Supplement.
 
Eligible Account:  Any of (i) an account or accounts maintained with a federal or state chartered depository institution or trust company, the long-term unsecured debt obligations and short-term unsecured debt obligations of which (or, in the case of a depository institution or trust company that is the principal subsidiary of a holding company, the debt obligations of such holding company, so long as Moody's is not a Rating Agency) are rated by each Rating Agency in one of its two highest long-term and its highest short-term rating categories, respectively, at the time any amounts are held on deposit therein; provided, that following a downgrade, withdrawal, or suspension of such institution's rating above, each account shall promptly (and in any case within not more than 30 calendar days) be moved to one or more segregated trust accounts in the trust department of such institution, or to an account at another institution that complies with the above requirements, or (ii) a trust account or accounts maintained with the corporate trust department of a federal or state chartered depository institution or trust company having capital and surplus of not less than $50,000,000, acting in its fiduciary capacity or (iii) any other account acceptable to the Rating Agencies, as evidenced in writing.  Eligible Accounts may bear interest, and may include, if otherwise qualified under this definition, accounts maintained with the Trustee or Trust Administrator.  Notwithstanding Section 12.01, this Agreement may be amended to reduce the rating requirements in clause (i) above, without the consent of any of the Certificateholders, provided that the Person requesting such amendment obtains a letter from each Rating Agency stating that such amendment would not result in the downgrading or withdrawal of the respective ratings then assigned to the Certificates.
 
Eligible Institution:  An institution having the highest short term debt rating, and one of the two highest long term debt ratings of the Rating Agencies or the approval of the Rating Agencies.
 
Eligible Investments:  Any one or more of the obligations and securities listed below:
 
1.  direct obligations of, and obligations fully guaranteed by, the United States of America, or any agency or instrumentality of the United States of America the obligations of which are backed by the full faith and credit of the United States of America; or obligations fully guaranteed by, the United States of America; the FHLMC, FNMA, the Federal Home Loan Banks or any agency or instrumentality of the United States of America rated AA (or the equivalent) or higher by the Rating Agencies;
 
2.  federal funds, demand and time deposits in, certificates of deposits of, or bankers’ acceptances issued by, any depository institution or trust company incorporated or organized under the laws of the United States of America or any state thereof and subject to supervision and examination by federal and/or state banking authorities, so long as at the time of such investment or contractual commitment providing for such investment the commercial paper or other short term debt obligations of such depository institution or trust company (or, in the case of a depository institution or trust company which is the principal subsidiary of a holding company, the commercial paper or other short term debt obligations of such holding company) are rated in one of two of the highest ratings by each of the Rating Agencies, and the long term debt obligations of such depository institution or trust company (or, in the case of a depository institution or trust company which is the principal subsidiary of a holding company, the long term debt obligations of such holding company) are rated in one of two of the highest ratings, by each of the Rating Agencies;
 
3.  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 a principal) in the highest rated category by the Rating Agencies; 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 price plus accrued interest, (B) pursuant to such valuation, be equal, at all times, to 105% of the cash transferred by the Trustee or the Trust Administrator in exchange for such collateral, and (C) be delivered to the Trustee or the Trust Administrator or, if the Trustee or the Trust Administrator, as applicable, is supplying the collateral, an agent for the Trustee or the Trust Administrator, in such a manner as to accomplish perfection of a security interest in the collateral by possession of certificated securities;
 
4.  securities bearing interest or sold at a discount issued by any corporation incorporated under the laws of the United States of America or any state thereof which has a long term unsecured debt rating in the highest available rating category of each of the Rating Agencies at the time of such investment;
 
5.  commercial paper having an original maturity of less than 365 days and issued by an institution having a short term unsecured debt rating in the highest available rating category of each of the Rating Agencies that rates such securities, at the time of such investment;
 
6.  a guaranteed investment contract approved by each of the Rating Agencies and issued by an insurance company or other corporation having a long term unsecured debt rating in the highest available rating category of each of the Rating Agencies at the time of such investment;
 
7.  money market funds (which may be 12b-1 funds as contemplated under the rules promulgated by the Securities and Exchange Commission under the Investment Company Act of 1940) having ratings in the highest available rating category of Moody’s and one of the two highest available rating categories of S&P at the time of such investment (any such money market funds which provide for demand withdrawals being conclusively deemed to satisfy any maturity requirements for Eligible Investments set forth herein) including money market funds of the Master Servicer, a Servicer, the Trustee or the Trust Administrator and any such funds that are managed by the Master Servicer, a Servicer, the Trustee or the Trust Administrator or their respective affiliates or for the Master Servicer, a Servicer, the Trustee or the Trust Administrator or any affiliate of such Person acts as advisor, as long as such money market funds satisfy the criteria of this subparagraph 7; and
 
8.  such other investments the investment in which will not, as evidenced by a letter from each of the Rating Agencies, result in the downgrading or withdrawal of the Ratings of the Certificates;
 
provided, however, that no such instrument shall be an Eligible Investment if such instrument evidences either (i) a right to receive only interest payments with respect to the obligations underlying such instrument, or (ii) both principal and interest payments derived from obligations underlying such instrument and the principal and interest payments with respect to such instrument provide a yield to maturity of greater than 120% of the yield to maturity at par of such underlying obligations.
 
ERISA:  The Employee Retirement Income Security Act of 1974, as amended.
 
ERISA-Qualifying Underwriting:  A best efforts or firm commitment underwriting or private placement that meets the requirements (without regard to the ratings requirements) of an Underwriter’s Exemption.
 
ERISA Restricted Certificate:  As defined in the Series Supplement.
 
Escrow Account:  The separate account or accounts created and maintained by a Servicer pursuant to Section 3.06.
 
Escrow Payments:  With respect to any Mortgage Loan, the amounts constituting ground rents, taxes, mortgage insurance premiums, fire and hazard insurance premiums, and any other payments required to be escrowed by the Mortgagor with the mortgagee pursuant to the Mortgage, applicable law or any other related document.
 
Event of Default:  As defined in Section 8.01 hereof.
 
Excess Proceeds:  With respect to any Liquidated Mortgage Loan, the excess of (a) all collections received on such Liquidated Mortgage Loan, including but not limited to, Liquidation Proceeds, Insurance Proceeds and any amounts collected on such Mortgage Loan post-liquidation, over (b) the sum of (i) the outstanding principal balance of such Mortgage Loan, (ii) accrued interest from the interest paid to date to the date of foreclosure of such Mortgage Loan, (iii) Liquidation Expenses, (iv) Expense Fees, and (v) unreimbursed Advances and Servicing Advances (to the extent not reimbursed from the amounts calculated under clauses (b)(i) and (ii) above).
 
Exchangeable Certificates:  As defined in the Series Supplement.
 
Exchange Act:  The Securities Exchange Act of 1934, as amended, and the rules and regulations thereunder.
 
Expense Fee Rate:  As to each Mortgage Loan, the sum of the related Servicing Fee Rate, the Trust Administrator Fee Rate, if applicable, and the rate at which the premium on a Lender Paid Mortgage Guaranty Insurance Policy is calculated, if applicable.
 
Expense Fees:  As to each Mortgage Loan and Distribution Date, the sum of the related Servicing Fee, the Trust Administrator Fee, if applicable, and any premium on any Lender Paid Mortgage Guaranty Insurance Policy, if applicable.
 
FDIC:  The Federal Deposit Insurance Corporation, or any successor thereto.
 
Federal Funds Rate:  The interest rate at which depository institutions lend balances at the Federal Reserve to the depository institutions overnight.
 
FHLMC:  The Federal Home Loan Mortgage Corporation, a corporate instrumentality of the United States created and existing under Title III of the Emergency Home Finance Act of 1970, as amended, or any successor thereto.
 
Financing Statement:  A financing statement, as applicable, filed pursuant to the Uniform Commercial Code to perfect a security interest in the Cooperative Shares and Pledge Instruments.
 
Floater Certificates:  As defined in the Series Supplement.
 
Floater Loan Group:  As defined in the Series Supplement.
 
FNMA:  The Federal National Mortgage Association, a federally chartered and privately owned corporation organized and existing under the Federal National Mortgage Association Charter Act, or any successor thereto.
 
Form 8-K Disclosure Information:  As defined in Section 13.04.
 
GreenPoint:  GreenPoint Mortgage Funding, Inc., a New York corporation, and its successors and assigns.
 
GreenPoint Serviced Mortgage Loans:  The Mortgage Loans identified as such on the Mortgage Loan Schedule, for which GreenPoint is the applicable Servicer.
 
Gross Margin:  With respect to any adjustable-rate Mortgage Loan, the fixed percentage amount set forth in the related Mortgage Note and the Mortgage Loan Schedule that is added to the Index on each Adjustment Date in accordance with the terms of the related Mortgage Note to determine the new Mortgage Rate for such Mortgage Loan.
 
Index:  With respect to any adjustable-rate Mortgage Loan and each related Adjustment Date, the index as specified in the related Mortgage Note.
 
Indirect Participants:  Entities, such as banks, brokers, dealers and trust companies, that clear through or maintain a custodial relationship with a Participant, either directly or indirectly.
 
Initial Class Principal Balance:  As defined in the Series Supplement.
 
Initial Cut-off Date:  As defined in the Series Supplement.
 
Initial Mortgage Loans: The initial Mortgage Loans conveyed by the Depositor to the Trust Fund pursuant to Section 2.01 hereof on the Closing Date, which are listed on the Mortgage Loan Schedule on such date.
 
Insurance Policy:  With respect to any Mortgage Loan included in the Trust Fund, any Mortgage Guaranty Insurance Policy, any standard hazard insurance policy, flood insurance policy or title insurance policy, including all riders and endorsements thereto in effect, including any replacement policy or policies for any Insurance Policies.
 
Insurance Proceeds:  Proceeds of any primary mortgage guaranty insurance policies, including, without limitation, any other Insurance Policies with respect to the Mortgage Loans, to the extent such proceeds are not applied to the restoration of the related Mortgaged Property or released to the Mortgagor in accordance with the related Servicer’s or Designated Servicer’s normal servicing procedures.
 
Interest Determination Date: With respect to the LIBOR Certificates and for each Accrual Period, the second LIBOR Business Day preceding the commencement of such Accrual Period.
 
Interest Rate Cap Account:  As defined in the Series Supplement.
 
Interest Rate Cap Agreement:  As defined in the Series Supplement.
 
Interest Rate Cap Counterparty:  As defined in the Series Supplement.
 
Investment Account:  The commingled account (which shall be commingled only with investment accounts related to series of pass-through certificates with a class of certificates which has a rating equal to the highest of the Ratings of the Certificates) maintained by WMMSC in the trust department of the Investment Depository pursuant to Section 3.05.  The Investment Account shall be an Eligible Account.
 
Investment Depository:  U.S. Bank National Association or another bank or trust company designated from time to time by WMMSC.  The Investment Depository shall at all times be an Eligible Institution.
 
Lender Paid Mortgage Guaranty Insurance Policy:  Any lender paid Mortgage Guaranty Insurance Policy.
 
LIBOR Business Day:  Any day other than (i) a Saturday or a Sunday or (ii) a day on which banking institutions in the State of New York or in the City of London, England are required or authorized by law to be closed.
 
LIBOR Certificates:  As defined in the Series Supplement.
 
Liquidated Mortgage Loan:  With respect to any Distribution Date, a defaulted Mortgage Loan (including any REO Property) which was liquidated in the calendar month preceding the month of such Distribution Date and as to which a Servicer, has determined (with respect to the Non-Designated Mortgage Loans, in accordance with this Agreement, or with respect to the Designated Mortgage Loans, in accordance with the related Designated Servicing Agreement) that it has received all amounts it expects to receive in connection with the liquidation of such Mortgage Loan, including the final disposition of the related REO Property, whether from Insurance Proceeds, Liquidation Proceeds or otherwise.
 
Liquidation Expenses:  Customary and reasonable “out of pocket” expenses incurred by a Servicer (or the related Sub-Servicer) in connection with the liquidation of any defaulted Mortgage Loan and not recovered by the related Servicer (or the related Sub-Servicer) under a Mortgage Guaranty Insurance Policy for reasons other than such Servicer’s failure to comply with Section 3.09 hereof, such expenses including, without limitation, legal fees and expenses, any unreimbursed amount expended by a Servicer pursuant to Section 3.11 hereof respecting the related Mortgage and any related and unreimbursed expenditures for real estate property taxes or for property restoration or preservation to the extent not previously reimbursed under any hazard insurance policy for reasons other than such Servicer’s failure to comply with Section 3.11 hereof.
 
Liquidation Principal:  With respect to any Distribution Date and a Loan Group, the principal portion of Net Liquidation Proceeds received with respect to each Mortgage Loan in that Loan Group, but not in excess of the principal balance of such Mortgage Loan, which became a Liquidated Mortgage Loan (but not in excess of the principal balance thereof) during the preceding calendar month, exclusive of the portion thereof, if any, attributable to Assigned Prepayment Premiums.
 
Liquidation Proceeds:  Amounts, including Insurance Proceeds, received in connection with the partial or complete liquidation of defaulted Mortgage Loans, whether through trustee’s sale, foreclosure sale or otherwise or amounts received in connection with any condemnation or partial release of a Mortgaged Property related to a Mortgage Loan and any other proceeds received in connection with an REO Property, other than Recoveries.
 
Loan Group:  Any group of Mortgage Loans designated as a separate loan group in the Series Supplement.  Each Class of Certificates relate to one or more Loan Groups as designated in the Series Supplement.
 
Loan-to-Value Ratio:  As of any date and with respect to each Mortgage Loan, the fraction, expressed as a percentage, the numerator of which is the Stated Principal Balance of such Mortgage Loan at the date of determination and the denominator of which is the Appraised Value of the related Mortgaged Property.
 
Lost Mortgage Note:  Any Mortgage Note the original of which was permanently lost or destroyed and has not been replaced.
 
Majority Servicer:  With respect to any Optional Termination, the Servicer servicing the largest percentage of Mortgage Loans in the Loan Group(s) to be purchased in such Optional Termination (by Stated Principal Balance of outstanding Mortgage Loans on the Optional Termination Date) which has notified the Trust Administrator of its intention to be the Terminating Entity of such Loan Group(s) pursuant to Section 11.02(a).
 
Master Servicer:  As defined in the Series Supplement.
 
Maturity Date:  As defined in the Series Supplement.
 
Maximum Mortgage Rate:  With respect to each adjustable-rate Mortgage Loan, the percentage set forth in the related Mortgage Note as the maximum Mortgage Rate thereunder.
 
MERS:  Mortgage Electronic Registration Systems, Inc., a corporation organized and existing under the laws of the State of Delaware, or any successor thereto.
 
MERS Mortgage Loan:  Any Mortgage Loan registered with MERS on the MERS® System.
 
MERS® System:  The system of recording transfers of mortgages electronically maintained by MERS.
 
MIN:  The mortgage identification number for any MERS Mortgage Loan.
 
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.
 
Modification Oversight Agent:  As defined in the Series Supplement.
 
Modified Mortgage Loan:  Any Mortgage Loan that is modified in accordance with Section 3.05(a).
 
MOM Loan:  Any Mortgage Loan as to which MERS is acting as mortgagee, solely as nominee for the originator of such Mortgage Loan and its successors and assigns.
 
Monthly Excess Interest:  As defined in the Series Supplement.
 
Moody’s:  Moody’s Investors Service, Inc. or any successor thereto.
 
Mortgage: With respect to a Mortgage Loan, the mortgage, deed of trust or other instrument creating a first lien on a fee simple or leasehold estate securing a Mortgage Note.
 
Mortgaged Property:  The underlying real property securing a Mortgage Loan or, with respect to a Cooperative Loan, the related Cooperative Shares and Proprietary Lease.
 
Mortgage File:  For each Mortgage Loan, the Trustee Mortgage File and the Servicer Mortgage File.
 
Mortgage Guaranty Insurance Policy:  Each policy of primary mortgage guaranty insurance or any replacement policy therefor with respect to any Mortgage Loan.
 
Mortgage Loans:  Such of the mortgage loans and cooperative loans (if any) transferred and assigned to the Trustee pursuant to the provisions hereof as from time to time are held as a part of the Trust Fund (including any REO Property), the mortgage loans so held being identified in the Mortgage Loan Schedule, notwithstanding foreclosure or other acquisition of title of the related Mortgaged Property.  With respect to each Mortgage Loan that is a Cooperative Loan, if any, “Mortgage Loan” shall include, but not be limited to, the related Mortgage Note, Security Agreement, Assignment of Proprietary Lease, Recognition Agreement, Cooperative Shares and Proprietary Lease and, with respect to each Mortgage Loan other than a Cooperative Loan, “Mortgage Loan” shall include, but not be limited to the related Mortgages and the related Mortgage Notes.
 
Mortgage Loan Purchase Price:  The price, calculated as set forth in Section 11.01, to be paid in connection with the purchase of the Mortgage Loans pursuant to an Optional Termination of the Trust Fund.
 
Mortgage Loan Schedule:  The list of Mortgage Loans (as from time to time amended by the related Seller to reflect the addition of Qualified Substitute Mortgage Loans and the purchase of Mortgage Loans pursuant to Sections 2.01, 2.02 or 2.03) transferred to the Trustee as part of the Trust Fund and from time to time subject to this Agreement, attached to the Series Supplement as Schedule I, setting forth the following information with respect to each Mortgage Loan and applicable Servicer:
 
1.  the Mortgage Loan identifying number;
 
2.  a code indicating the type of Mortgaged Property (detached single family dwelling, PUD, condominium unit, two- to four-unit residential property or Cooperative Unit) and the occupancy status;
 
3.  the original months to maturity or the remaining months to maturity from the Cut-off Date, in any case based on the original amortization schedule and, if different, the maturity expressed in the same manner but based on the actual amortization schedule;
 
4.  the Loan-to-Value Ratio at origination;
 
5.  a code indicating the existence of a subordinate lien for the related Mortgaged Property;
 
6.  the combined Loan-to-Value Ratio at origination;
 
7.  the related borrower’s debt-to-income ratio;
 
8.  the related borrower’s credit score at origination;
 
9.  the Mortgage Rate as of the Cut-off Date;
 
10.  the stated maturity date;
 
11.  the amount of the Scheduled Payment as of the Cut-off Date;
 
12.  the original principal amount of the Mortgage Loan;
 
13.  the principal balance of the Mortgage Loan as of the close of business on the Cut-off Date, after deduction of payments of principal due on or before the Cut-off Date whether or not collected;
 
14.  a code indicating the purpose of the Mortgage Loan (i.e., purchase, rate and term refinance, equity take-out refinance);
 
15.  a code indicating whether an Assigned Prepayment Premium is required to be paid in connection with a prepayment of the Mortgage Loan and the term of the Assigned Prepayment Premium;
 
16.  the Index that is associated with such Mortgage Loan, if applicable;
 
17.  the Gross Margin, if applicable;
 
18.  the Periodic Rate Cap, if applicable;
 
19.  the Minimum Mortgage Rate, if applicable;
 
20.  the Maximum Mortgage Rate, if applicable;
 
21.  the Expense Fee Rate;
 
22.  the Servicing Fee Rate (which may be disclosed on the Mortgage Loan Schedule in two parts identified as the servicing fee and the master servicing fee or in two parts identified as the “Lender Fee” and the “Mgmt Fee” or in two parts identified as “service fee” and “excess fee”);
 
23.  the Servicer of the Mortgage Loan;
 
24.  a code indicating whether the Mortgage Loan is covered under a borrower paid or lender paid Mortgage Guaranty Insurance Policy (and, if so, the name of the insurance carrier) and the rate at which any lender paid Mortgage Guaranty Insurance Policy premium is calculated, if applicable;
 
25.  a code indicating whether the Mortgage Loan is a MERS Mortgage Loan and, if so, its corresponding MIN; and
 
26.  the Loan Group to which the Mortgage Loan belongs.
 
With respect to the Mortgage Loans in the aggregate, each Mortgage Loan Schedule shall set forth the following information, as of the Cut-off Date:
 
1.  the number of Mortgage Loans;
 
2.  the current aggregate principal balance of the Mortgage Loans as of the close of business on the Cut-off Date, after deduction of payments of principal due on or before the Cut-off Date whether or not collected; and
 
3.  the weighted average Mortgage Rate of the Mortgage Loans.
 
Mortgage Note:  The original executed note or other evidence of the indebtedness of a Mortgagor under a Mortgage Loan.
 
Mortgage Rate:  The annual rate of interest borne by a Mortgage Note.
 
Mortgagor:  The obligor on a Mortgage Note.
 
Net Liquidation Proceeds:  With respect to any Liquidated Mortgage Loan, the excess of the related Liquidation Proceeds over the sum of Liquidation Expenses, Expense Fees, unreimbursed Advances and Servicing Advances and related Excess Proceeds, if any.
 
Net Mortgage Rate:  As to each Mortgage Loan, and at any time, the per annum rate equal to the Mortgage Rate for such Mortgage Loan less the related Expense Fee Rate.
 
Net Swap Payments:  A net payment (a) by the Supplemental Interest Trust Trustee, on behalf of the Supplemental Interest Trust, to the Swap Counterparty, to the extent that the Supplement Interest Trust Payment exceeds the Swap Counterparty Payment for such Swap Payment Date, or (b) by the Swap Counterparty to the Supplemental Interest Trust Trustee, on behalf of the Supplemental Interest Trust, to the extent that the Swap Counterparty Payment payable to the Supplemental Interest Trust exceeds the Supplement Interest Trust Payment for such Swap Payment Date.
 
Non-Designated Mortgage Loans:  The Mortgage Loans that are not Designated Mortgage Loans.
 
Nonrecoverable Advance:  Any portion of an Advance or Servicing Advance previously made or proposed to be made by the Master Servicer or a Servicer that, in the good faith judgment of the Master Servicer or a Servicer (as applicable), will not be ultimately recoverable by the Master Servicer or a Servicer (as applicable) from the related Mortgagor, related Liquidation Proceeds or otherwise from proceeds or collections on the related Mortgage Loan.
 
Notional Amount Certificates:  As defined in the Series Supplement.
 
Offered Certificates:  As defined in the Series Supplement.
 
Officer’s Certificate:  A certificate signed by the Chairman of the Board, any Vice Chairman of the Board, the President, an Executive Vice President, Senior Vice President, a Vice President, or other authorized officer, the Treasurer, the Secretary, or one of the Assistant Treasurers or Assistant Secretaries of the Depositor, a Seller, the Master Servicer, a Servicer, the Special Servicer, the Modification Oversight Agent, a Sub-Servicer, the Trustee or the Trust Administrator, as the case may be, and delivered to the Depositor, the Seller(s), the Master Servicer, the Special Servicer, the Modification Oversight Agent, the Servicers, the Trustee or the Trust Administrator, as required by this Agreement.
 
Opinion of Counsel:  A written opinion of counsel, who may be counsel for the Depositor, the Master Servicer or a Servicer, including in-house counsel, reasonably acceptable to the Trustee and the Trust Administrator.  With respect to the definition of Eligible Account in this Article I and Sections 2.05 and 7.04 hereof and any opinion dealing with the qualification of each REMIC created hereunder or compliance with the REMIC Provisions, such counsel must (i) in fact be independent of the Depositor, the Master Servicer and such Servicer, (ii) not have any direct financial interest in the Depositor, the Master Servicer or such Servicer or in any affiliate of either of them and (iii) not be connected with the Depositor, the Master Servicer or such Servicer as an officer, employee, promoter, underwriter, trustee, partner, director or Person performing similar functions; provided, that with respect to Wells Fargo, as Servicer, such counsel may be in-house counsel for Wells Fargo, as Servicer.
 
Optional Termination:  The purchase of the Mortgage Loans pursuant to Section 11.01.
 
Optional Termination Date:  The date fixed by a Terminating Entity for the purchase of the Mortgage Loans pursuant to Section 11.01.
 
Optional Termination Notice Period:  The period during which notice is to be given to the affected Certificateholders of an Optional Termination pursuant to Section 11.03(d).
 
OTS:  The Office of Thrift Supervision.
 
Outsourcer:  As defined in Section 3.02.
 
Overcollateralization Amount:  For any Distribution Date and Floater Loan Group, an amount equal to the amount, if any, by which (x) the Aggregate Loan Group Balance for such Loan Group for such Distribution Date exceeds (y) the aggregate Class Principal Balance of the Floater Certificates (other than the Economic Residual Floater Certificates) after giving effect to payments on such Distribution Date.
 
Overcollateralization Deficiency:  For any Distribution Date and Floater Loan Group, the amount, if any, by which (x) the related Targeted Overcollateralization Amount for such Distribution Date exceeds (y) the related Overcollateralization Amount for such Distribution Date, calculated for this purpose after giving effect to the reduction on such Distribution Date of the aggregate Class Principal Balance of the related Floater Certificates (other than the related Economic Residual Floater Certificates) resulting from the payment of the Principal Payment Amount on such Distribution Date but prior to allocation of any Applied Loss Amount on the related Floater Certificates on such Distribution Date.
 
Overcollateralization Release Amount:  For any Distribution Date, and Floater Loan Group, an amount equal to the lesser of (x) the related Principal Remittance Amount for such Distribution Date and (y) the amount, if any, by which (1) the related Overcollateralization Amount for such date, calculated for this purpose on the basis of the assumption that 100% of the related Principal Remittance Amount for such date is applied on such date in reduction of the aggregate of the Class Principal Balances of the related Floater Certificates (other than the Economic Residual Floater Certificates), exceeds (2) the related Targeted Overcollateralization Amount for such date.
 
Participant:  A broker, dealer, bank, other financial institution or other Person for whom DTC effects book entry transfers and pledges of securities deposited with DTC.
 
Par-Value:  As defined in Section 11.01.
 
Pass-Through Certificates:  As defined in the Series Supplement.
 
Pass-Through Loan Group:  As defined in the Series Supplement.
 
Pass-Through Rate:  As defined in the Series Supplement.
 
Payahead:  Any Scheduled Payment intended by the related Mortgagor to be applied in a Collection Period subsequent to the Collection Period in which such payment was received.
 
Payoff:  Any payment of principal on a Mortgage Loan equal to the entire outstanding Stated Principal Balance of such Mortgage Loan, if received in advance of the last scheduled Due Date for such Mortgage Loan and accompanied by an amount of interest equal to accrued unpaid interest on the Mortgage Loan to the date of such payment in full.
 
Payoff Earnings:  For any Distribution Date and with respect to all WMMSC Serviced Mortgage Loans on which a Payoff was received by WMMSC during the related Prepayment Period, the aggregate interest earned by WMMSC from investment of each such Payoff from the date of receipt of each such Payoff until the Business Day immediately preceding the related Distribution Date (net of investment losses).
 
Payoff Interest:  For any Distribution Date and with respect to each WMMSC Serviced Mortgage Loan for which a Payoff was received on or after the first calendar day of the month of such Distribution Date and before the 15th calendar day of such month, an amount of interest thereon at the applicable Net Mortgage Rate from the first day of such month through the day of receipt thereof; provided, that to the extent (together with Payoff Earnings and the portion of the aggregate Servicing Fee described in clause (i)(a) of the definition of Compensating Interest Payment payable to WMMSC) not required to be distributed as a Compensating Interest Payment on such Distribution Date, Payoff Interest shall be payable to WMMSC as additional servicing compensation.
 
For any Distribution Date and with respect to each SPS Serviced Mortgage Loan for which a Payoff was received on or after the first calendar day of the month of such Distribution Date and before the 15th calendar day of such month, an amount of interest thereon at the applicable Net Mortgage Rate from the first day of such month through the day of receipt thereof.
 
PCAOB:  The Public Company Accounting Oversight Board.
 
Percentage Interest: With respect to any Certificate, either the percentage set forth on the face thereof or equal to the percentage obtained by dividing the Denomination of such Certificate by the aggregate of the Denominations of all Certificates of the same Class.
 
Person:  Any individual, corporation, partnership, joint venture, association, joint stock company, trust, unincorporated organization or government, or any agency or political subdivision thereof.
 
Physical Certificates:  As defined in the Series Supplement.
 
Pledge Instruments:  With respect to each Cooperative Loan, the Stock Power, the Assignment of Proprietary Lease and the Security Agreement.
 
Prefunded Amount:  With respect to each Prefunding Account, the amount deposited therein on the Closing Date.
 
Prefunded Loan Group:  As defined in the Series Supplement.
 
Prefunding Account:  Each separate Eligible Account created and maintained by the Trust Administrator pursuant to Section 3.05(g) in the name of the Trust Administrator for the benefit of the Certificateholders as designated in the Series Supplement.  Funds in a Prefunding Account shall be held in trust for the Certificateholders for the uses and purposes set forth in this Agreement and shall not be a part of any REMIC created hereunder; provided, however, that any investment income earned from Permitted Investments made with funds in the Prefunding Account shall be for the account of the Depositor.
 
Prefunding Period:  With respect to each Prefunding Account, the period from the Closing Date until the earliest of (i) the date on which the aggregate amounts on deposit in such Prefunding Account are reduced to zero, or (ii) an Event of Default occurs or (iii) the Business Day immediately preceding the last Distribution Date occurring within 90 days following the Closing Date.
 
Prepayment Interest Shortfall:  With respect to any Mortgage Loan, Distribution Date and Principal Prepayment (other than a Payoff on a Wells Fargo Serviced Mortgage Loan received during the period from and including the first day to and including the 13th day of the month of such Distribution Date or a Payoff on a Mortgage Loan serviced by any Servicer other than Wells Fargo received during the period from and including the first day to and including the 14th day of the month of such Distribution Date) received during the related Prepayment Period, the difference between (i) one full month’s interest at the applicable Mortgage Rate (giving effect to any applicable Relief Act Reduction, Debt Service Reduction and Deficient Valuation), as reduced by the Servicing Fee Rate, if applicable, on the outstanding Stated Principal Balance of such Mortgage Loan immediately prior to such prepayment or, if such Principal Prepayment is a Curtailment, the principal amount of such Curtailment and (ii) the amount of interest actually received with respect to such Mortgage Loan in connection with such Principal Prepayment, net of the Servicing Fee, if applicable.
 
Prepayment Period:  With respect to each Distribution Date and each Payoff with respect to a Wells Fargo Serviced Mortgage Loan, the related “Prepayment Period” will commence on the 14th day of the month preceding the month in which the related Distribution Date occurs (or, in the case of the first Distribution Date, commencing on the Cut-off Date) and will end on the 13th day of the month in which such Distribution Date occurs.  With respect to each Distribution Date and each Payoff with respect to a SPS Serviced Mortgage Loan or WMMSC Serviced Mortgage Loan, the related “Prepayment Period” will commence on the 15th day of the month preceding the month in which the related Distribution Date occurs (or, in the case of the first Distribution Date, commencing on the Cut-off Date) and will end on the 14th day of the month in which such Distribution Date occurs.  With respect to each Distribution Date and each Payoff with respect to any Mortgage Loan serviced by a Designated Servicer, the related “Prepayment Period” will be the period set forth in the related Designated Servicing Agreement.  With respect to each Distribution Date and each Payoff with respect to a GreenPoint Serviced Mortgage Loan and each Curtailment with respect to any Mortgage Loan, the related “Prepayment Period” will be the calendar month preceding the month in which such Distribution Date occurs.
 
Prepayment Premium:  With respect to any Mortgage Loan, any fee or premium required to be paid if the Mortgagor prepays such Mortgage Loan as provided in the related Mortgage Note or Mortgage.
 
Principal Prepayment:  Any payment of principal on a Mortgage Loan which constitutes a Payoff or Curtailment.
 
Private Certificates:  As defined in the Series Supplement.
 
Proprietary Lease:  The lease on a Cooperative Unit evidencing the possessory interest of the owner of the Cooperative Shares in such Cooperative Unit.
 
Prospectus Supplement: As defined in the Series Supplement.
 
PUD:  Planned Unit Development.
 
Purchase Price:  With respect to any Mortgage Loan required to be repurchased by the related Seller pursuant to Section 2.02 or 2.03, or purchased at the option of the Special Servicer pursuant to Section 3.17 (b), the sum of (i) 100% of the outstanding principal balance of such Mortgage Loan as of the Due Date in the Collection Period relating to the Distribution Date on which the amount of such Purchase Price will be paid to Certificateholders, (ii) accrued and unpaid interest on the Mortgage Loan at the applicable Mortgage Rate from the Due Date to which interest was last paid by the related Mortgagor to but not including the Due Date in the Collection Period relating to the Distribution Date on which the amount of such Purchase Price will be paid to Certificateholders, (iii) to the extent not duplicative of amounts derived pursuant to clauses (i) and (ii) above, the amount of any unpaid Servicing Fees and any unreimbursed Advances and Servicing Advances made by a Servicer with respect to such Mortgage Loan (other than with respect to the Servicer or Special Servicer, as the case may be, which is purchasing such Mortgage Loans) and (iv) with respect to any purchase by the related Seller pursuant to Section 2.03, any costs and damages actually incurred and paid by or on behalf of the Trust in connection with any breach of the representation and warranty set forth in Schedule III(vii) as a result of a violation of a predatory or abusive lending law applicable to such Mortgage Loan.  With respect to any Mortgage Loan required or allowed to be purchased, the Special Servicer, the Certificateholder, the related Seller or the Depositor, as applicable, shall deliver to the Trustee and the Trust Administrator an Officer’s Certificate as to the calculation of the Purchase Price.
 
Qualified Insurer:  A mortgage guaranty insurance company duly qualified as such under the laws of the state of its principal place of business and each state having jurisdiction over such insurer in connection with the insurance policy issued by such insurer, duly authorized and licensed in such states to transact a mortgage guaranty insurance business in such states and to write the insurance provided by the insurance policy issued by it, approved as a FNMA or FHLMC approved mortgage insurer or having a claims paying ability rating of at least “AA” or equivalent rating by a nationally recognized statistical rating organization.  Any replacement insurer with respect to a Mortgage Loan must have at least as high a claims paying ability rating as the insurer it replaces had on the Closing Date.
 
Qualified Substitute Mortgage Loan:  One or more Mortgage Loans substituted by the related Seller for one or more Deleted Mortgage Loans which must, on the date of such substitution, as confirmed in a Request for Release, substantially in the form of Exhibit K, individually or in the aggregate and on a weighted average basis, as applicable (i) have a Stated Principal Balance, after deduction of the principal portion of the Scheduled Payment due in the month of substitution, not in excess of, and not more than 10% less than the Stated Principal Balance of the Deleted Mortgage Loan; (ii) be accruing interest at a rate no lower than and not more than 1% per annum higher than, that of the Deleted Mortgage Loan; (iii) have a Loan to Value Ratio no higher than that of the Deleted Mortgage Loan; (iv) have a remaining term to maturity not more than one year greater than or less than that of the Deleted Mortgage Loan; provided that the remaining term to maturity of any such Mortgage Loan shall be no greater than the last maturing Mortgage Loan immediately prior to any substitution; (v) have a Maximum Mortgage Rate and Minimum Mortgage Rate not less than the respective such rates for the Deleted Mortgage Loan, have a Gross Margin equal to or greater than the Deleted Mortgage Loan and have the same Index as the Deleted Mortgage Loan; (vi) not be a Cooperative Loan unless the Deleted Mortgage Loan was a Cooperative Loan and (vii)  comply with each representation and warranty set forth in Section 2.03(b).
 
Rating Agency:  As defined in the Series Supplement.
 
Ratings:  As of any date of determination, the ratings, if any, of the Certificates as assigned by the Rating Agencies.
 
Realized Loss: With respect to any Mortgage Loan, (1) with respect to each Liquidated Mortgage Loan, an amount as of the date of such liquidation, equal to (i) the Stated Principal Balance of the Liquidated Mortgage Loan as of the date of such liquidation, plus (ii) interest at the applicable Net Mortgage Rate from the related Due Date as to which interest was last paid or advanced (and not reimbursed) to Certificateholders up to the related Due Date in the month in which Liquidation Proceeds are required to be distributed on the Stated Principal Balance of such Liquidated Mortgage Loan from time to time, minus (iii) the Net Liquidation Proceeds, if any, received during the month in which such liquidation occurred, to the extent applied as recoveries of interest at the Net Mortgage Rate and to principal of the Liquidated Mortgage Loan; (2) for any Mortgage Loan subject to a Deficient Valuation, the excess of the Stated Principal Balance of that Mortgage Loan over the principal amount as reduced in connection with the proceedings resulting in the Deficient Valuation; (3) for any Debt Service Reduction Mortgage Loan, the present value of all monthly Debt Service Reductions on the Mortgage Loan, assuming that the Mortgagor pays each Scheduled Payment on the applicable Due Date and that no Principal Prepayments are received on the Mortgage Loan, discounted at the applicable Mortgage Rate; or (4) with respect to each Modified Mortgage Loan, the amount, if any, by which the Stated Principal Balance of such Mortgage Loan has been reduced as a result of such modification.
 
Recognition Agreement:  An Agreement among a Cooperative Corporation, a lender and a Mortgagor with respect to a Cooperative Loan whereby such parties (i) acknowledge that such lender may make, or intends to make, such Cooperative Loan, (ii) make certain agreements with respect to such Cooperative Loan.
 
Record Date:  With respect to any Distribution Date and the Certificates other than the LIBOR Certificates that are Book-Entry Certificates on such Distribution Date, the close of business on the last Business Day of the month preceding the month in which the applicable Distribution Date occurs.  With respect to any Distribution Date and the LIBOR Certificates that are Book-Entry Certificates on such Distribution Date, the close of business on the Business Day immediately preceding such Distribution Date.
 
Recovery:  With respect to any Distribution Date and Mortgage Loan that became a Liquidated Mortgage Loan in a month preceding the month prior to the Distribution Date, any additional amount received in respect of principal on such Mortgage Loan received by the related Servicer after Liquidation Proceeds have been remitted to the Trust Fund, net of unreimbursed Advances, Servicing Advances, Liquidation Expenses, Expense Fees and related Excess Proceeds, if any.
 
Reference Bank Rate:  With respect to any Accrual Period relating to the LIBOR Certificates as follows:  the arithmetic mean (rounded upwards, if necessary, to the nearest one sixteenth of a percent) of the offered rates for United States dollar deposits for one month which are offered by the Reference Banks as of 11:00 a.m. (London time) on the Interest Determination Date prior to the first day of such Accrual Period to prime banks in the London interbank market for a period of one month in amounts approximately equal to the aggregate Class Principal Balance of the LIBOR Certificates; provided that at least two such Reference Banks provide such rate.  If fewer than two offered rates appear, the Reference Bank Rate will be the arithmetic mean of the rates quoted by one or more major banks in New York City, selected by the Trust Administrator after consultation with DLJMC, as of 11:00 a.m. (New York City time) on such date for loans in U.S. Dollars to leading European banks for a period of one month in amounts approximately equal to the aggregate Class Principal Balance of the LIBOR Certificates.  If no such quotations can be obtained, the Reference Bank Rate shall be the Reference Bank Rate applicable to the preceding Accrual Period.
 
Reference Banks:  Three major banks that are engaged in the London interbank market, selected by the Trust Administrator after consultation with DLJMC.
 
Registration Statement:  That certain registration statement on Form S-3, as amended (Registration No. 333-130884), relating to the offering by the Depositor from time to time of its Mortgage-Backed Pass-Through Certificates (Issuable in Series) as heretofore declared effective by the Securities and Exchange Commission.
 
Regulation AB: Means 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 Red. Reg. 1,506, 1,531 (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.
 
Regulation S:  Regulation S under the 1933 Act, as in effect from time to time.
 
Related Pass-Through Loan Groups:  Each collection of Pass-Through Loan Groups which share common subordination or as otherwise set forth in the Series Supplement.
 
Relevant Servicing Criteria: The Servicing Criteria applicable to the various parties, as set forth on Exhibit R attached hereto.  For clarification purposes, multiple parties can have responsibility for the same Relevant Servicing Criteria.  With respect to a Servicing Function Participant engaged by the Master Servicer, the Trust Administrator, the Trustee or any Servicer, the term “Relevant Servicing Criteria” may refer to a portion of the Relevant Servicing Criteria applicable to such parties
 
 
Relief Act:  The Servicemembers Civil Relief Act, as amended, and any similar state or local law.
 
Relief Act Reductions:  With respect to any Distribution Date and any Mortgage Loan as to which there has been a reduction in the amount of interest collectible thereon for the most recently ended calendar month as a result of the application of the Relief Act, the amount, if any, by which (i) interest collectible on such Mortgage Loan for the most recently ended calendar month is less than (ii) interest accrued thereon for such month pursuant to the Mortgage Note.
 
REMIC:  A “real estate mortgage investment conduit,” within the meaning of Section 860D of the Code.  Reference herein to REMIC refers to each REMIC created in the Series Supplement.
 
REO Disposition:  The final sale by Wells Fargo, in its capacity as Servicer, of any REO Property.
 
REO Disposition Fee:  With respect to each REO Disposition, the greater of (i) $1,200 or (ii) one percent (1%) of the final sales price of such REO Disposition; provided, that the real estate broker commission with respect to the liquidation of the REO property is equal to or less than 5% except in such cases where the property value is less than $100,000 or the property is located in a rural area and market conditions require the Servicer to pay a real estate broker commission greater than 5% or prior written consent has been obtained from CSFB or their authorized representative.
 
REO Property:  A Mortgaged Property acquired by the Trust Fund through foreclosure or deed-in-lieu of foreclosure in connection with a defaulted Mortgage Loan.
 
Replaced Servicer:  As defined in Section 8.02.
 
Repurchase Period:  With respect to each Distribution Date and each repurchase of a Mortgage Loan pursuant to Sections 2.02, 2.03 or 3.17, the related “Repurchase Period” will commence on the 19th day of the month preceding the month in which such Distribution Date occurs (or, in the case of the first Distribution Date, commencing on the Cut-off Date) and will end on the 18th day of the month in which such Distribution Date occurs.
 
Required Insurance Policy:  With respect to any Non-Designated Mortgage Loan, any insurance policy that is required to be maintained from time to time under this Agreement in respect of such Mortgage Loan or the related Mortgaged Property.
 
Residual Certificates:  The Class AR Certificates and Class AR-L Certificates.
 
Responsible Officer:  When used with respect to the Trust Administrator, shall mean any officer within the corporate trust department of the Trust Administrator, including any Assistant Vice President, the Secretary, any Vice President, Assistant Secretary, the Treasurer, any Assistant Treasurer, any Trust Officer or any other officer of the Trust Administrator customarily performing functions similar to those performed by any of the above designated officers and any officer within the Corporate Trust Department having direct responsibility for the administration of this Agreement.  When used with respect to the Trustee, shall mean any officer within the Corporate Trust Department having direct responsibility for the administration of this Agreement and also, with respect to a particular matter, any other officer to whom such matter is referred because of such officer’s knowledge of and familiarity with the particular subject.
 
Reuters Screen LIBOR01:  The display designated as page LIBOR01 on Reuters (or such other page as may replace page LIBOR01 on that service for the purpose of displaying London interbank offered rates of major banks).
 
Rolling Three-Month Delinquency Rate: For any Distribution Date will be the fraction, expressed as a percentage, equal to the average of the Delinquency Rates for each of the three (or one and two, in the case of the first and second Distribution Dates) immediately preceding months.
 
Rule 144A:  Rule 144A under the 1933 Act, as in effect from time to time.
 
S&P:  Standard & Poor’s Ratings Services, a division of The McGraw-Hill Companies, Inc., or any successor thereto.
 
Sarbanes-Oxley Act:  The Sarbanes-Oxley Act of 2002 and the rules and regulations of the Commission promulgated thereunder (including any interpretations thereof by the Commission’s staff).
 
Sarbanes-Oxley Certification:  As defined in Section 13.09.
 
Scheduled Payment:  The scheduled monthly payment on a Mortgage Loan due on any Due Date allocable to principal and/or interest on such Mortgage Loan pursuant to the terms of the related Mortgage Note.
 
Securities Act:  means the Securities Act of 1933, as amended, and the rules and regulations thereunder.
 
Security Agreement: With respect to a Cooperative Loan, the agreement or mortgage creating a security interest in favor of the originator of the Cooperative Loan in the related Cooperative Shares.
 
Seller(s):  As defined in the Series Supplement.
 
Series:  All of the Certificates issued pursuant to an Agreement and bearing the same series designation.
 
Series Supplement:  The agreement into which this Standard Terms is incorporated and pursuant to which a particular Series of Certificates is issued.
 
Servicer Employee:  As defined in Section 3.16.
 
Service(s)(ing):  In accordance with Regulation AB, the act of servicing and administering the Mortgage Loans or any other assets of the Trust by an entity that meets the definition of “servicer’ set forth in Item 1101 of Regulation AB and is subject to the disclosure requirements set forth in 1108 of Regulation AB.  For clarification purposes, any uncapitalized occurrence of this term shall have the meaning commonly understood by participants in the residential mortgage-backed securitization market.
 
Servicer Mortgage File:  All documents pertaining to a Mortgage Loan not required to be included in the Trustee Mortgage File and held by the Master Servicer or the related Servicer or any Sub-Servicer.
 
Servicers:  As defined in the Series Supplement.
 
Servicing Advance:  With respect to the Non-Designated Mortgage Loans, all customary, reasonable and necessary “out of pocket” costs and expenses incurred prior to, on or after the Cut-off Date in the performance by a Servicer of its servicing obligations related to such Mortgage Loans, including, but not limited to, the cost (including reasonable attorneys’ fees and disbursements) of (i) the preservation, restoration and protection of a Mortgaged Property, (ii) compliance with the obligations under Section 3.11 and any enforcement or judicial proceedings, including foreclosures, (iii) the management and liquidation of any REO Property (including default management and similar services, appraisal services and real estate broker services), (iv) any expenses incurred by a Servicer in connection with obtaining an environmental inspection or review pursuant to the second paragraph of Section 3.11(a), (v) compliance with the obligations under Section 3.09, (vi) locating any documents missing from the Trustee’s Mortgage File and (vii) obtaining broker price opinions.  In no event shall any Servicer be required to make any Servicing Advance which would constitute a Nonrecoverable Advance.
 
With respect to the Designated Mortgage Loans, Servicing Advance shall have the meaning assigned to such term in the related Designated Servicing Agreement.
 
Servicing Criteria:  The “servicing criteria” set forth in Item 1122(d) of Regulation AB, as such may be amended from time to time.
 
Servicing Fee:  As to each Mortgage Loan and any Distribution Date, an amount equal to one month’s interest at the Servicing Fee Rate on the Stated Principal Balance of such Mortgage Loan as of the Due Date in the month of such Distribution Date (prior to giving effect to any Scheduled Payments due on such Mortgage Loan on such Due Date), subject to reduction as provided in Section 3.14.
 
Servicing Fee Rate:  As to each Mortgage Loan, the per annum rate set forth on the Mortgage Loan Schedule.
 
Servicing Function Participant:  Any Servicer, the Master Servicer or the Trust Administrator and any Sub-Servicer, Subcontractor or any other Person (other than the Trustee) contracted by a Servicer, the Master Servicer or the Trust Administrator that is performing activities addressed by the Servicing Criteria, unless, with respect to any Sub-Servicer, Subcontractor or other Person contracted by a Servicer, the Master Servicer or the Trust Administrator, such Person’s activities relate only to 5% or less of the Mortgage Loans (measured by aggregate Stated Principal Balance of the Mortgage Loans, annually at the commencement of the calendar year prior to the year in which an Assessment of Compliance is required to be delivered, multiplied by a fraction, the numerator of which is the number of months during which such Servicing Function Participant Services the related Mortgage Loans and the denominator of which is 12, or, in the case of the year in which the Closing Date occurs, the number of months elapsed from the Cut-off Date to the end of such calendar year).
 
Servicing Officer:  Any officer of a Servicer involved in, or responsible for, the administration and servicing of the related Mortgage Loans whose name and specimen signature appear on a list of servicing officers furnished to the Trustee and the Trust Administrator by a Servicer on the Closing Date pursuant to this Agreement, as such list may from time to time be amended and delivered to the Trustee and Trust Administrator.
 
Special Serviced Mortgage Loan:  The Mortgage Loans for which the Special Servicer acts as servicer pursuant to Section 3.17 (a).
 
Special Servicer: As defined in the Series Supplement.
 
SPS:  Select Portfolio Servicing, Inc., a Utah corporation, and its successors and assigns.
 
SPS Mortgage Loans:  Any SPS Serviced Mortgage Loans for which SPS has not entered into a subservicing arrangement for such Mortgage Loan pursuant to Section 3.02 hereof.
 
SPS Serviced Mortgage Loans:  The Mortgage Loans identified as such on the Mortgage Loan Schedule for which SPS is the applicable Servicer or the Special Servicer.
 
Standard Hazard Policy: Each standard hazard insurance policy or replacement therefor referred to in Section 3.09.
 
Standard Terms:  This Standard Terms of Pooling and Servicing Agreement, dated as of August 1, 2007.
 
Stated Principal Balance:  With respect to any Mortgage Loan and date of determination, the principal balance of such Mortgage Loan as of the Cut-off Date, after application of the principal portion of all Scheduled Payments due on or before the Cut-off Date, whether or not received, increased by the portion of any Capitalization Reimbursement Amount allocable to such Mortgage Loan, minus the sum of (i) all amounts allocable to principal that have been distributed to Certificateholders with respect to such Mortgage Loan on or before that date of determination and (ii) any Realized Losses on such Mortgage Loan that have been allocated to one or more Classes of Certificates on or before that date of determination.
 
Stock Power:  With respect to a Cooperative Loan, an assignment of the stock certificate or an assignment of the Cooperative Shares issued by the Cooperative Corporation.
 
Streamlined Mortgage Loan:  A Mortgage Loan originated in connection with the refinance of a mortgage loan pursuant to the related Seller’s streamlined documentation program then in effect.
 
Subcontractor:  Any vendor, subcontractor or other Person that is not responsible for the overall servicing of Mortgage Loans but performs one or more discrete functions identified in Item 1122(d) of Regulation AB with respect to Mortgage Loans under the direction or authority of any Servicer (or a Sub-Servicer of any Servicer), the Master Servicer or the Trust Administrator.
 
Subordinate Certificates:  As defined in the Series Supplement.
 
Subsequent Cut-off Date:  With respect to any Subsequent Mortgage Loan, the first day of the month on which such Mortgage Loan is transferred to the Trust.
 
Subsequent Mortgage Loan:  Any Mortgage Loan other than an Initial Mortgage Loan conveyed to the Trust Fund pursuant to Section 2.01 hereof and to a Subsequent Transfer Agreement, which Mortgage Loan shall be listed on the revised Mortgage Loan Schedule delivered pursuant to this Agreement and on Schedule A to such Subsequent Transfer Agreement.  When used with respect to a single Subsequent Transfer Date, Subsequent Mortgage Loan shall mean a Subsequent Mortgage Loan conveyed to the Trust on that Subsequent Transfer Date.
 
Subsequent Transfer Agreement:  A Subsequent Transfer Agreement substantially in the form of Exhibit X hereto, executed and delivered by and among the Depositor, DLJMC and the Trustee.
 
Subsequent Transfer Date:  For any Subsequent Transfer Agreement, the date the related Subsequent Mortgage Loans are transferred to the Trust pursuant to the related Subsequent Transfer Agreement.
 
Sub-Servicer: Any Person that (i) services Mortgage Loans on behalf of any Servicer, and (ii) is responsible for the performance (whether directly or through sub-servicers or Subcontractors) of Servicing functions required to be performed under this Agreement, any related Designated Servicing Agreement or any sub-servicing agreement that are identified in Item 1122(d) of Regulation AB.
 
Subservicing Agreement:  An agreement between a Servicer and a Sub-Servicer for the servicing of the related Mortgage Loans.
 
Substitution Adjustment Amount:  As defined in Section 2.03.
 
Supplemental Interest Account: As defined in the Series Supplement.
 
Supplemental Interest Trust:  The trust created pursuant to Section 4.08 herein and designated as the “Supplemental Interest Trust,” consisting of the Swap Agreement, the Supplemental Interest Account and the right to receive Net Swap Payments from the Swap Counterparty.
 
Supplement Interest Trust Payment:  As defined in the Series Supplement.
 
Supplemental Interest Trust Trustee:  As defined in the Series Supplement.
 
Swap Agreement:  As defined in the Series Supplement.
 
Swap Certificates:  As defined in the Series Supplement.
 
Swap Counterparty:  As defined in the Series Supplement.
 
Swap Counterparty Payment:  As defined in the Series Supplement.
 
Swap Payment Date:  As defined in the Series Supplement.
 
Targeted Overcollateralization Amount:  As defined in the Series Supplement.
 
Tax Matters Person:  The person designated as “tax matters person” in the manner provided under Treasury regulation § 1.860F 4(d) and temporary Treasury regulation § 301.6231(a)(7)1T.  Initially, the Tax Matters Person shall be the Trust Administrator.
 
Terminating Auction Date:  With respect to Loan Group 1, Loan Group 2 and Loan Group 3, as defined in Section 11.01(d) and with respect to Loan Group 4, as defined in Section 11.01(e).
 
Terminating Auction Purchaser:  With respect to Loan Group 1, Loan Group 2 and Loan Group 3, as defined in Section 11.01(d) and with respect to Loan Group 4, as defined in Section 11.01(e).
 
Terminating Auction Sale:  With respect to Loan Group 1, Loan Group 2 and Loan Group 3, as defined in Section 11.01(d) and with respect to Loan Group 4, as defined in Section 11.01(e).
 
Terminating Entity:  The entity determined by the Trust Administrator pursuant to Section 11.02 of this Agreement.
 
Transferring Servicer:  As defined in Section 3.17 (a) hereof.
 
Transferee Affidavit and Agreement:  As defined in Section 6.02(g)(i)(B).
 
Trigger Event:  As defined in the Series Supplement.
 
Trust Administrator:  As defined in the Series Supplement.
 
Trust Administrator Fee:  As set forth in Section 10.05.
 
Trust Administrator Fee Rate:  As defined in the Series Supplement.
 
Trust Collateral:  With respect to the Pass-Through Loan Groups, as defined in Section 11.01(c)(i), and with respect to any Floater Loan Group, as defined in Section 11.01(c)(ii).
 
Trustee:  As defined in the Series Supplement.
 
Trustee Mortgage File:  The mortgage documents listed in Section 2.01 hereof pertaining to a particular Mortgage Loan and any additional documents required to be added to the Trustee Mortgage File pursuant to this Agreement.
 
Trust Fund:  The corpus of the Trust created by this Agreement consisting of the collateral transferred to the Trustee in trust for the benefit of Certificateholders pursuant to Section 2.01(a).
 
Trust Receipt and Final Certification:  As defined in Section 2.02(a).
 
Trust Receipt and Initial Certification:  As defined in Section 2.02(a).
 
Underwriter’s Exemption:  Prohibited Transaction Exemption 2007-05, 72 Fed. Reg. 13130 (2007), as amended (or any successor thereto), or any substantially similar administrative exemption granted by the U.S. Department of Labor.
 
U.S. Person:  A citizen or resident of the United States, a corporation, partnership or other entity treated as a corporation or partnership for federal income tax purposes created or organized in, or under the laws of, the United States, any State thereof or the District of Columbia, an estate or trust whose income from sources without the United States is includable 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 any trust treated as a United States Person under Code Section 7701(a)(30).
 
Voting Rights:  As defined in the Series Supplement.
 
Wells Fargo:  Wells Fargo Bank, N.A., and its successors and assigns.
 
Wells Fargo Serviced Mortgage Loans:  The Mortgage Loans identified as such on the Mortgage Loan Schedule, for which Wells Fargo is the applicable Servicer.
 
WMMSC:  Washington Mutual Mortgage Securities Corp., a Delaware corporation, and its successors and assigns.
 
WMMSC Serviced Mortgage Loans:  The Mortgage Loans identified as such on the Mortgage Loan Schedule, for which WMMSC is the applicable Servicer.
 
 
ARTICLE II
 
CONVEYANCE OF MORTGAGE LOANS;
REPRESENTATIONS AND WARRANTIES
 
SECTION 2.01.  Conveyance of Trust Fund.
 
(a)  As set forth in the Series Supplement.
 
(b)  In connection with the transfer and assignment set forth in clause (a) above, the Depositor has delivered or caused to be delivered to a Custodian for the benefit of the Certificateholders, the documents and instruments with respect to each Initial Mortgage Loan as assigned:
 
(i)  (A) the original Mortgage Note bearing all intervening endorsements and including any riders to the Mortgage Note, endorsed “Pay to the order of ________________, without recourse” and signed in the name of the last named endorsee by an authorized officer or (B) with respect to any Lost Mortgage Note, a lost note affidavit and indemnity from the related Seller stating that the original Mortgage Note was lost or destroyed, (together with a copy of such Mortgage Note, if available) and indemnifying the Trust Fund against any loss, cost or liability resulting from the failure to deliver the original Mortgage Note;
 
(ii)  the original of any guarantee executed in connection with the Mortgage Note (if any);
 
(iii)  for each Mortgage Loan that is not a MERS Mortgage Loan, the original Mortgage, with evidence of recording thereon, or copies certified by the related recording office or if the original Mortgage has not yet been returned from the recording office, a copy certified by or on behalf of the related Seller indicating that such Mortgage has been delivered for recording (the return directions for the original Mortgage should indicate, when recorded, mail to the related Seller) and in the case of each MERS Mortgage Loan, the original Mortgage, noting the presence of the MIN of the related Mortgage Loan and either language indicating that the Mortgage Loan is a MOM Loan if the Mortgage Loan is a MOM Loan or if the Mortgage Loan was not a MOM Loan at origination, the original Mortgage and the assignment thereof to MERS, with evidence of recording indicated thereon or a copy of the Mortgage certified by the public recording office in which such Mortgage has been recorded;
 
(iv)  the originals of all assumption, modification, consolidation or extension agreements, (or, if an original of any of these documents has not been returned from the recording office, a copy thereof certified by or on behalf of the related Seller, the original to be delivered to the related Seller forthwith after return from such recording office) with evidence of recording thereon, if any;
 
(v)  for each Mortgage Loan that is not a MERS Mortgage Loan, the original Assignment of Mortgage as appropriate, in recordable form, for each Mortgage Loan from the last assignee assigned in blank;
 
(vi)  for each Mortgage Loan that was not a MERS Mortgage Loan at its origination, the originals of any intervening recorded Assignments of Mortgage, showing a complete chain of assignment from origination to the last assignee, including warehousing assignments, with evidence of recording thereon (or, if an original intervening Assignment of Mortgage has not been returned from the recording office, a copy thereof certified by or on behalf of the related Seller, the original to be delivered to the Custodian forthwith after return from such recording office);
 
(vii)  the original mortgage title insurance policy, or copy of title commitment (or in appropriate jurisdictions, attorney’s opinion of title and abstract of title); and
 
(viii)  with respect to a Cooperative Loan, if any, the originals of the following documents or instruments:
 
(A)  the Cooperative Shares, together with the Stock Power in blank;
 
(B)  the executed Security Agreement;
 
(C)  the executed Proprietary Lease and the Assignment of Proprietary Lease to the originator of the Cooperative Loan;
 
(D)  the executed Recognition Agreement;
 
(E)  Copies of the original UCC financing statement, and any continuation statements, filed by the originator of such Cooperative Loan as secured party, each with evidence of recording thereof, evidencing the interest of the originator under the Security Agreement and the Assignment of Proprietary Lease;
 
(F)  Copies of the filed UCC assignments or amendments of the security interest referenced in clause (E) above showing an unbroken chain of title from the originator to the Trust, each with evidence of recording thereof, evidencing the interest of the assignee under the Security Agreement and the Assignment of Proprietary Lease;
 
(G)  An executed assignment of the interest of the originator in the Security Agreement, the Assignment of Proprietary Lease and the Recognition Agreement, showing an unbroken chain of title from the originator to the Trust; and
 
(H)  For any Cooperative Loan that has been modified or amended, the original instrument or instruments effecting such modification or amendment.
 
In addition, in connection with the assignment of any MERS Mortgage Loan, the related Seller agrees that it shall cause, at the related Seller’s expense, the MERS® System to indicate that such Mortgage Loans have been assigned by the related Seller to the Trustee in accordance with this Agreement (and any Subsequent Transfer Agreement, if applicable) for the benefit of the Certificateholders by including (or deleting, in the case of Mortgage Loans which are repurchased or substituted in accordance with this Agreement) the information required by the MERS® System to (a) identify the Trustee and (b) identify the series of the Certificates issued in connection with such Mortgage Loans.  The Trustee shall confirm, or cause the related Custodian to confirm, on the Final Certification of the related Custodian whether or not such assignment has occurred.  The related Seller further agrees that it shall not, and shall not permit a Servicer to, and each related Servicer agrees that it shall not, alter the information referenced in this paragraph with respect to any Mortgage Loan during the term of this Agreement unless and until such Mortgage Loan is repurchased or substituted in accordance with the terms of this Agreement.
 
Further, each Servicer is authorized and empowered by the Trustee, on behalf of the Certificateholders and the Trustee, in its own name or in the name of any Sub-Servicer, when a Servicer or any Sub-Servicer, as the case may be, believes it appropriate in its best judgment to register any Mortgage Loan on the MERS® System, or cause the removal from the registration of any Mortgage Loan on the MERS® System, to execute and deliver, on behalf of the Trustee and the Certificateholders or any of them, any and all instruments of assignment and other comparable instruments with respect to such assignment or re-recording of a Mortgage in the name of MERS, solely as nominee for the Trustee and its successors and assigns.  Any costs incurred by a Servicer pursuant to this paragraph shall be considered a Servicing Advance and shall be reimburseable to such Servicer.
 
In the event the Depositor delivers to a Custodian certified copies of any document or instrument set forth in 2.01(b) because of a delay caused by the public recording office in returning any recorded document, the Depositor shall deliver or cause to be delivered to such Custodian, within 60 days of the Closing Date or the related Subsequent Transfer Date, as applicable, an Officer’s Certificate which shall (i) identify the recorded document, (ii) state that the recorded document has not been delivered to such Custodian due solely to a delay caused by the public recording office, and (iii) state the amount of time generally required by the applicable recording office to record and return a document submitted for recordation.
 
In the event that in connection with any Mortgage Loan the Depositor cannot deliver (a) for a Mortgage Loan that is not a MERS Mortgage Loan, the original recorded Mortgage, (b) all interim recorded assignments or (c) the lender’s title policy (together with all riders thereto) satisfying the requirements set forth above, concurrently with the execution and delivery hereof because such document or documents have not been returned from the applicable public recording office in the case of clause (a) or (b) above, or because the title policy has not been delivered to the related Seller or the Depositor by the applicable title insurer in the case of clause (c) above, the Depositor shall promptly deliver to the related Custodian, in the case of clause (a) or (b) above, such original Mortgage or such interim assignment, as the case may be, with evidence of recording indicated thereon upon receipt thereof from the public recording office, or a copy thereof, certified, if appropriate, by the relevant recording office and, in the case of clause (c) above, any title policy upon receipt from the applicable title insurer.
 
As promptly as practicable subsequent to such transfer and assignment, and in any event, within thirty (30) days thereafter, DLJMC shall, at its expense, (i) affix or cause to be affixed the Trustee’s name to each Assignment of Mortgage, as the assignee thereof, (ii) cause such assignment to be in proper form for recording in the appropriate public office for real property records within thirty (30) days after receipt thereof and (iii) cause to be delivered for recording in the appropriate public office for real property records the assignments of the Mortgages to the Trustee, except that, with respect to any assignment of a Mortgage as to which DLJMC has not received the information required to prepare such assignment in recordable form, DLJMC’s obligation to do so and to deliver the same for such recording shall be as soon as practicable after receipt of such information and in any event within thirty (30) days after the receipt thereof, and DLJMC need not cause to be recorded any assignment which relates to a Mortgage Loan in any jurisdiction under the laws of which, as evidenced by an Opinion of Counsel delivered by the Depositor (at the Depositor’s expense) to the Trustee, the Trust Administrator and DLJMC, acceptable to the Rating Agencies, the recordation of such assignment is not necessary to protect the Trustee’s and the Certificateholders’ interest in the related Mortgage Loan.
 
If any original Mortgage Note referred to in Section 2.01(b)(i) above cannot be located, the obligations of the Depositor to deliver such documents shall be deemed to be satisfied upon delivery to the related Custodian of a photocopy of such Mortgage Note, if available, with a lost note affidavit and indemnity.  If any of the original Mortgage Notes for which a lost note affidavit and indemnity was delivered to the Custodian is subsequently located, such original Mortgage Note shall be delivered to such Custodian within three (3) Business Days.
 
(c)  The Trustee and the Trust Administrator are authorized to enter into one or more Custodial Agreements, at the direction of the Depositor, for the purpose of having a Custodian maintain custody of the documents and instruments referred to in this Section 2.01, and any documents delivered thereunder shall be delivered to such Custodian and any Officer’s Certificates delivered with respect thereto shall be delivered to the Trustee, the Trust Administrator and such Custodian.
 
(d)  It is the express intent of the parties to this Agreement that the conveyance of the Mortgage Loans by the Depositor to the Trustee as provided in this Section 2.01 be, and be construed as, a sale of the Mortgage Loans by the Depositor to the Trustee.  It is, further, not the intention of the parties to this Agreement that such conveyance be deemed a pledge of the Mortgage Loans by the Depositor to the Trustee to secure a debt or other obligation of the Depositor.  However, in the event that, notwithstanding the intent of the parties to this Agreement, the Mortgage Loans are held to be the property of the Depositor, or if any for any other reason this Agreement is held or deemed to create a security interest in the Mortgage Loans then (a) this Agreement shall also be deemed to be a security agreement within the meaning of Articles 8 and 9 of the New York Uniform Commercial Code; (b) the conveyance provided for in this Section 2.01 shall be deemed to be a grant by the Depositor to the Trustee for the benefit of the Certificateholders of a security interest in all of the Depositor’s right, title and interest in and to the Trust Fund and all proceeds of the conversion, voluntary or involuntary, of any portion of the Trust Fund into cash or other liquid property; (c) the possession by the Trustee or any Custodian of such items of property and such other items of property as constitute instruments, money, negotiable documents or chattel paper shall be deemed to be “in possession by the secured party” for purposes of perfecting the security interest pursuant to Section 9-313 of the New York Uniform Commercial Code; and (d) notifications to persons holding such property, and acknowledgments, receipts or confirmations from persons holding such property, shall be deemed notifications to, or acknowledgments, receipts or confirmations from, financial intermediaries, bailees or agents (as applicable) of the Trustee for the benefit of the Certificateholders for the purpose of perfecting such security interest under applicable law (except that nothing in this clause (d) shall cause any person to be deemed to be an agent of the Trustee for any purpose other than for perfection of such security interests unless, and then only to the extent, expressly appointed and authorized by the Trustee in writing).  The Depositor and the Trustee, upon directions from the Depositor, shall, to the extent consistent with this Agreement, take such actions as may be necessary to ensure that, if this Agreement were deemed to create a security interest in the Mortgage Loans, such security interest would be deemed to be a perfected security interest of first priority under applicable law and will be maintained as such throughout the term of this Agreement.
 
(e)  The Depositor hereby authorizes and directs the Trust Administrator to (i) execute the Interest Rate Cap Agreements and Swap Agreements, and (ii) to ratify, on behalf of the Trust, the terms agreed to by the Depositor with respect to the Interest Rate Cap Agreements and Swap Agreements.  The Depositor shall pay or cause to be paid on behalf of the Trust the payments owed to the Counterparties as of the Closing Date pursuant to the terms of the Interest Rate Cap Agreements and Swap Agreements.
 
(f)  Upon one Business Day’s prior written notice to the Trustee, the Trust Administrator and the Rating Agencies, on any Business Day designated by the Depositor during a Prefunding Period, the Depositor, the Seller and the Trustee shall complete, execute and deliver a Subsequent Transfer Agreement.
 
The transfer of Subsequent Mortgage Loans and the other property and rights relating to them on a Subsequent Transfer Date is subject to the satisfaction of the conditions set forth in Section 2.01(f) of the Series Supplement and each of the following conditions:
 
(i)      each Subsequent Mortgage Loan conveyed on such Subsequent Transfer Date satisfies the representations and warranties applicable to it under this Agreement as of the applicable Subsequent Transfer Date; provided, however, that with respect to a breach of a representation and warranty with respect to a Subsequent Mortgage Loan, the obligation under Section 2.03 of this Agreement of the Seller to cure, repurchase or replace such Subsequent Mortgage Loan shall constitute the sole remedy against the Seller respecting such breach available to Certificateholders, the Depositor or the Trustee;
 
(ii)      the Rating Agencies shall have been provided with an Opinion of Counsel or Opinions of Counsel (dated as of the Closing Date), at the expense of the Depositor, with respect to the characterization of the transfer of the Subsequent Mortgage Loans conveyed on such Subsequent Transfer Date as a sale;
 
(iii)   the execution and delivery of such Subsequent Transfer Agreement or conveyance of the related Subsequent Mortgage Loans does not result in a reduction or withdrawal of any ratings assigned to the Certificates on the Closing Date by the Rating Agencies;
 
(iv)      no Subsequent Mortgage Loan conveyed on such Subsequent Transfer Date was 30 or more days contractually Delinquent as of such Subsequent Transfer Date;
 
(v)      the remaining term to stated maturity of such Subsequent Mortgage Loan will not exceed 30 years;
 
(vi)      the Depositor shall have deposited in the Collection Account all principal and interest collected with respect to the related Subsequent Mortgage Loans on or after the related Subsequent Cut-off Date;
 
(xii)     such Subsequent Mortgage Loan will be otherwise acceptable to the Rating Agencies; and
 
(xiii)     no Subsequent Mortgage Loan will be subject to the Homeownership and Equity Protection Act of 1994 or any comparable state or local law.
 
(g)  Upon (1) delivery to the Trustee and the Trust Administrator by the Depositor of a revised Mortgage Loan Schedule reflecting the Subsequent Mortgage Loans conveyed on such Subsequent Transfer Date and (2) delivery to the Trustee and the Trust Administrator by the Depositor of an Officer’s Certificate confirming the satisfaction of each of the conditions precedent set forth in Section 2.01(f), the Trust Administrator shall remit to the Depositor the Aggregate Subsequent Transfer Amount related to the Subsequent Mortgage Loans transferred by the Depositor on such Subsequent Transfer Date from funds in the related Prefunding Account.
 
The Trustee and the Trust Administrator shall not be required to investigate or otherwise verify compliance with the conditions set forth in the preceding paragraph, except for its own receipt of documents specified above, and shall be entitled to rely on the required Officer’s Certificate.
 
(h)  Except as specifically set forth in this Agreement or by separate written agreement among the related parties hereto, the Depositor, the Seller(s), each Servicer and the Master Servicer agree that the provisions of this Agreement shall supersede any provisions in any existing mortgage loan purchase agreement or servicing agreement with respect to the Mortgage Loans for which the Depositor, the Seller(s), a Servicer or the Master Servicer may be a party.
 
(i)  The Trustee and the Trust Administrator are each hereby directed, on or prior to the Closing Date, not in their individual capacities but solely on behalf of the Trust, to execute and deliver each of the Designated Servicing Agreements in the forms presented to them by the Depositor, for the benefit of the Holders of the Certificates.  Neither the Trust Administrator nor the Trustee shall be personally liable for the payment of any indebtedness or expenses of the Trust or be liable for the breach or failure of any obligation, representation, warranty or covenant made or undertaken by the Trust Administrator or Trustee, as applicable, on behalf of the Trust under the Designated Servicing Agreements or any other related documents, as to all of which recourse shall be had solely to the assets of the Trust in accordance with the terms of this Agreement.  Every provision of this Agreement relating to the conduct or affecting the liability of or affording protection to the Trust Administrator or the Trustee, as applicable, shall apply to the Trust Administrator’s and the Trustee’s execution of each Designated Servicing Agreement and the performance of any obligations thereunder.
 
SECTION 2.02.  Acceptance by the Trustee.
 
(a)  Pursuant to the related Custodial Agreement, each Custodian agrees to execute and deliver on the Closing Date to the Depositor, the Trustee and the Trust Administrator a Trust Receipt and Initial Certification in the form annexed hereto as Exhibit I.  Based on its review and examination, and only as to the documents identified in such Trust Receipt and Initial Certification, each Custodian acknowledges that such documents appear regular on their face and relate to such Mortgage Loan.  The Custodians shall be under no duty or obligation to inspect, review or examine said documents, instruments, certificates or other papers to determine that the same are genuine, enforceable or appropriate for the represented purpose or that they have actually been recorded in the real estate records or that they are other than what they purport to be on their face.
 
Pursuant to the related Custodial Agreement, not later than 90 days after the Closing Date, each Custodian shall deliver to the Depositor, the Trustee and the Trust Administrator a Trust Receipt and Final Certification in the form annexed hereto as Exhibit J, with any applicable exceptions noted thereon.
 
Based solely upon the Trust Receipt and Initial Certification received from the Custodians, and subject to the provisions of Section 2.01 and any exceptions noted on an exception report described in the next paragraph below, the Trustee acknowledges receipt of the documents referred to in Section 2.01 above and declares that it holds and shall hold such documents and the other documents delivered to it constituting the Mortgage File, and that it holds or shall hold all such assets and such other assets included in the definition of the Trust Fund in trust for the exclusive use and benefit of all present and future Certificateholders.
 
If, in the course of such review, a Custodian finds any document constituting a part of a Mortgage File which does not meet the requirements of Section 2.01, such Custodian shall list such as an exception in the Trust Receipt and Final Certification pursuant to the related Custodial Agreement; provided, however, that a Custodian shall not make any determination as to whether (i) any endorsement is sufficient to transfer all right, title and interest of the party so endorsing, as noteholder or assignee thereof, in and to that Mortgage Note or (ii) any assignment is in recordable form or is sufficient to effect the assignment of and transfer to the assignee thereof under the mortgage to which the assignment relates.
 
The related Seller shall promptly correct or cure such defect within 90 days from the date it was so notified of such defect and, if the related Seller does not correct or cure such defect within such period and such defect materially and adversely affects the interests of Certificateholders in the related Mortgage Loan, the related Seller shall either (a) substitute for the related Mortgage Loan a Qualified Substitute Mortgage Loan, which substitution shall be accomplished in the manner and subject to the conditions set forth in Section 2.03, or (b) repurchase such Mortgage Loan within 90 days from the date that the related Seller was notified of such defect in writing at the Purchase Price of such Mortgage Loan; or such longer period not to exceed 720 days from the Closing Date if the substitution or repurchase of a Mortgage Loan pursuant to this provision is required by reason of a delay in delivery of any documents by the appropriate recording office or title insurer, as applicable; provided, however, that the related Seller shall have no liability for recording any Assignment of Mortgage in favor of the Trustee or for the Custodian’s failure to record such Assignment of Mortgage, and provided, further, that no related Seller shall be obligated to repurchase, substitute or cure any Mortgage Loan solely as a result of a Custodian’s failure to record such Assignment of Mortgage.  The Trust Administrator shall deliver or direct the related Custodian to deliver to each Rating Agency written notice within 270 days from the Closing Date indicating each Mortgage Loan (a) for which a mortgage or assignment of mortgage required to be recorded hereunder has not been returned by the appropriate recording office or (b) as to which there is a dispute as to location or status of such Mortgage Loan.  Such notice shall be delivered every 90 days thereafter until the related Mortgage Loan is returned to the related Custodian.  Any such substitution pursuant to clause (a) of the preceding sentence shall not be effected prior to the delivery to the Trustee and the Trust Administrator of (1) the Opinion of Counsel required by Section 2.05 hereof, and (2) a Request for Release substantially in the form of Exhibit K.  No substitution is permitted to be made in any calendar month after the Determination Date for such month.  The Purchase Price for any such Mortgage Loan shall be remitted by the related Seller to the related Servicer for deposit in the related Collection Account on or prior to the Business Day immediately preceding such Distribution Date in the month following the month during which the related Seller became obligated hereunder to repurchase or replace such Mortgage Loan.  Upon receipt of such remittance, the related Servicer shall deliver a Request for Release with respect thereto substantially in the form of Exhibit K to the related Custodian, with copies to the Trustee and the Trust Administrator, and upon receipt of such Request for Release, the related Custodian shall release the related Mortgage File held for the benefit of the Certificateholders to the related Seller, and the Trustee shall execute and deliver at the related Seller’s direction such instruments of transfer or assignment prepared by the related Seller, in each case without recourse, as shall be necessary to transfer title from the Trustee to the related Seller.
 
If pursuant to the preceding paragraph the related Seller repurchases a Mortgage Loan that is a MERS Mortgage Loan, the related Servicer shall, at the related Seller’s expense, either (i) cause MERS to execute and deliver an Assignment of Mortgage in recordable form to transfer the Mortgage from MERS to the related Seller and shall cause such Mortgage to be removed from registration on the MERS® System in accordance with MERS’ rules and regulations or (ii) cause MERS to designate on the MERS® System the related Seller as the beneficial holder of such Mortgage Loan.
 
(b)  The related Custodian shall execute and deliver prior to 10:00 a.m. (New York City time) on each Subsequent Transfer Date to the Depositor, the Trust Administrator and each Servicer, a Subsequent Certification in the form annexed hereto as Exhibit I.  Based on its review and examination, and only as to the documents identified in such Subsequent Certification, the Custodian shall acknowledge that such documents appear regular on their face and relate to such Subsequent Mortgage Loan.  None of the Trustee, the Trust Administrator or the related Custodian shall be under any duty or obligation to inspect, review or examine said documents, instruments, certificates or other papers to determine that the same are genuine, enforceable or appropriate for the represented purpose or that they have actually been recorded in the real estate records or that they are other than what they purport to be on their face.
 
Not later than 90 days after the end of each Prefunding Period, the related Custodian shall deliver to the Depositor, the Trust Administrator, the Seller and each Servicer a Final Certification with respect to the related Subsequent Mortgage Loans in the form annexed hereto as Exhibit J with any applicable exceptions noted thereon.
 
If, in the course of such review of the Mortgage Files relating to the Subsequent Mortgage Loans, the related Custodian finds any document constituting a part of a Mortgage File which does not meet the requirements of Section 2.01, such Custodian shall list such as an exception in the Final Certification; provided, however, that such Custodian shall not make any determination as to whether (i) any endorsement is sufficient to transfer all right, title and interest of the party so endorsing, as noteholder or assignee thereof, in and to that Mortgage Note or (ii) any assignment is in recordable form or is sufficient to effect the assignment of and transfer to the assignee thereof under the mortgage to which the assignment relates.  The related Seller shall cure any such defect or repurchase or substitute for any such Mortgage Loan in accordance with Section 2.02(a).
 
(c)  It is understood and agreed that the obligation of the related Seller to cure, substitute for or to repurchase any Mortgage Loan which does not meet the requirements of Section 2.01 shall constitute the sole remedy respecting such defect available to the Trustee, the Trust Administrator, the Depositor and any Certificateholder against the related Seller.
 
(d)  With respect to any Mortgage Loan that is delinquent (under the “MBA” method), in default or default is reasonably forseeable and for which the related Seller reasonably believes breaches a representation, warranty or covenant under the mortgage loan purchase agreement pursuant to which the related Seller purchased from the originator or prior holder of such Mortgage Loan, the related Seller shall have the right to (i) repurchase such Mortgage Loan from the Trust at any time in order to facilitate its rights against such originator or prior holder of such Mortgage Loan at a price equal to the Purchase Price or (ii) substitute in its place a Qualified Substitute Mortgage Loan in the manner and subject to the conditions relating to substitutions set forth in Section 2.03; provided, however, that any such substitution pursuant to clause (ii) above shall not be effected prior to the delivery to the Trustee and the Trust Administrator of the Opinion of Counsel required by Section 2.05 hereof, if any, and any such substitution pursuant to clause (ii) above shall not be effected prior to the additional delivery from the related Servicer to the Trustee, the Trust Administrator and the related Custodian of a Request for Release substantially in the form of Exhibit K relating to the Deleted Mortgage Loan and the Mortgage File for any such Qualified Substitute Mortgage Loan; provided, further, that in no event shall such repurchases or substitutions take place with respect to Mortgage Loans constituting more than 5% of the aggregate Cut-off Date Principal Balance of the Mortgage Loans plus amounts on deposit in the Prefunding Accounts, if any, as of the Closing Date.
 
In the event that the related Seller exercises its option to repurchase a Mortgage pursuant to the preceding paragraph, the Purchase Price for any such Mortgage Loan shall be remitted by the related Seller to the related Servicer for deposit in the related Collection Account.  Upon receipt of such remittance, the related Servicer shall deliver a Request for Release with respect thereto substantially in the form of Exhibit K to the related Custodian, with copies to the Trustee and the Trust Administrator, and upon receipt of such Request for Release, the related Custodian shall release the related Mortgage File held for the benefit of the Certificateholders to the related Seller, and the Trustee shall execute and deliver at the related Seller’s direction such instruments of transfer or assignment prepared by the related Seller, in each case without recourse, as shall be necessary to transfer title from the Trustee to the related Seller.  If pursuant to the preceding paragraph the related Seller repurchases a Mortgage Loan that is a MERS Mortgage Loan, the related Servicer shall, at the related Seller’s expense, either (i) cause MERS to execute and deliver an Assignment of Mortgage in recordable form to transfer the Mortgage from MERS to the related Seller and shall cause such Mortgage to be removed from registration on the MERS® System in accordance with MERS’ rules and regulations or (ii) cause MERS to designate on the MERS® System the related Seller as the beneficial holder of such Mortgage Loan.
 
 
SECTION 2.03.                      
Representations and Warranties of the Seller(s), Master Servicer and Servicers.
 
(a)  Each of DLJMC, in its capacity as a Seller, Wells Fargo, in its capacity as Master Servicer, SPS, in its capacity as Servicer, Special Servicer and Modification Oversight Agent, Wells Fargo, in its capacity as Servicer, GreenPoint, in its capacity as Servicer, and WMMSC, in its capacity as Servicer, in each case hereby makes the representations and warranties set forth in Schedules IIA, IIB, IIC, IID, IIE and IIF hereto, respectively, and by this reference incorporated herein, to the Depositor, the Trustee and the Trust Administrator, as of the Closing Date, or if so specified therein, as of the Cut-off Date or such other date as may be specified.  In addition, SPS, in its capacity as Servicer, Special Servicer and Modification Oversight Agent, GreenPoint, in its capacity as Servicer, and Wells Fargo, in its capacity as Servicer, makes the representations and warranties set forth in Schedules IIC, IID and IIE hereto, respectively, and by this reference incorporated herein, to the Master Servicer as of the Closing Date, or if so specified therein, as of the Cut-off Date or such other date as may be specified.
 
(b)  DLJMC, in its capacity as Seller, hereby makes the representations and warranties set forth in Schedule III as to the Mortgage Loans and by this reference incorporated herein, to the Depositor, the Trustee and the Trust Administrator, as of the Closing Date, or if so specified therein, as of the Cut-off Date or such other date as may be specified.
 
(c)  Upon discovery by any of the parties hereto of a breach of a representation or warranty made pursuant to Section 2.03(b) that materially and adversely affects the interests of the Certificateholders in any Mortgage Loan, the party discovering such breach shall give prompt notice thereof to the other parties.  The Seller hereby covenants that within 90 days of the earlier of its discovery or its receipt of written notice from any party of a breach of any representation or warranty made by it pursuant to Section 2.03(b) which materially and adversely affects the interests of the Certificateholders in any Mortgage Loan sold by the Seller to the Trust, it shall cure such breach in all material respects, and if such breach is not so cured, shall, (i) if such 90 day period expires prior to the second anniversary of the Closing Date, remove such Mortgage Loan (a “Deleted Mortgage Loan”) from the Trust Fund and substitute in its place a Qualified Substitute Mortgage Loan, in the manner and subject to the conditions set forth in this Section 2.03; or (ii) repurchase the affected Mortgage Loan or Mortgage Loans at the Purchase Price in the manner set forth below; provided, however, that any such substitution pursuant to (i) above shall not be effected prior to the delivery to the Trustee and the Trust Administrator of the Opinion of Counsel required by Section 2.05 hereof, if any, and any such substitution pursuant to (i) above shall not be effected prior to the additional delivery from the related Servicer to the Trustee, the Trust Administrator and the related Custodian of a Request for Release substantially in the form of Exhibit K relating to the Deleted Mortgage Loan and the Mortgage File for any such Qualified Substitute Mortgage Loan. The Seller shall promptly reimburse the Trustee, the Trust Administrator, the Special Servicer and the related Servicer (if such Servicer is not the Seller of such Mortgage Loan) for any actual out of pocket expenses reasonably incurred by the Trustee, the Trust Administrator, the Special Servicer and the related Servicer (if such Servicer is not the Seller of such Mortgage Loan) in respect of enforcing the remedies for such breach.  With respect to any representation and warranties described in this Section 2.03 which are made to the best of the Seller’s knowledge if it is discovered by any of the Depositor, the Master Servicer, the Seller, any Servicer, the Special Servicer, the Modification Oversight Agent, the Trustee or the Trust Administrator that the substance of such representation and warranty is inaccurate and such inaccuracy materially and adversely affects the value of the related Mortgage Loan or the interests of the Certificateholders therein, notwithstanding the Seller’s lack of knowledge with respect to the substance of such representation or warranty, such inaccuracy shall be deemed a breach of the applicable representation or warranty.
 
With respect to any Qualified Substitute Mortgage Loan or Loans, the Seller shall deliver to the related Custodian for the benefit of the Certificateholders the Mortgage Note, the Mortgage, the related assignment of the Mortgage, and such other documents and agreements as are required by Section 2.01(b), with the Mortgage Note endorsed and the Mortgage assigned as required by Section 2.01.  No substitution is permitted to be made in any calendar month after the Determination Date for such month.  Scheduled Payments due with respect to Qualified Substitute Mortgage Loans in the month of substitution shall not be part of the Trust Fund and shall be retained by the Seller on the next succeeding Distribution Date.  For the month of substitution, distributions to Certificateholders will include the monthly payment due on any Deleted Mortgage Loan for such month and thereafter the Seller shall be entitled to retain all amounts received in respect of such Deleted Mortgage Loan.  The Seller shall amend the Mortgage Loan Schedule for the benefit of the Certificateholders to reflect the removal of such Deleted Mortgage Loan and the substitution of the Qualified Substitute Mortgage Loan or Loans and the Seller shall deliver the amended Mortgage Loan Schedule to the Trustee, the Servicers and the Trust Administrator.  Upon such substitution, the Qualified Substitute Mortgage Loan or Loans shall be subject to the terms of this Agreement in all respects, and the Seller shall be deemed to have made with respect to such Qualified Substitute Mortgage Loan or Loans, as of the date of substitution, the representations and warranties made pursuant to Section 2.03(b) with respect to such Mortgage Loan.  Upon any such substitution and the deposit to the Collection Account of the amount required to be deposited therein in connection with such substitution as described in the following paragraph, the Trustee shall instruct the related Custodian to release the Mortgage File held for the benefit of the Certificateholders relating to such Deleted Mortgage Loan to the Seller and the Trustee shall execute and deliver at the Seller’s direction such instruments of transfer or assignment prepared by the Seller, in each case without recourse, as shall be necessary to vest title in the Seller, or its designee, the Trustee’s interest in any Deleted Mortgage Loan substituted for pursuant to this Section 2.03.
 
For any month in which the Seller substitutes one or more Qualified Substitute Mortgage Loans for one or more Deleted Mortgage Loans, the Master Servicer shall determine the amount (if any) by which the aggregate principal balance of all such Qualified Substitute Mortgage Loans as of the date of substitution is less than the aggregate Stated Principal Balance of all such Deleted Mortgage Loans (after application of the scheduled principal portion of the monthly payments due in the month of substitution).  The amount of such shortage (the “Substitution Adjustment Amount”) plus (i) an amount equal to the aggregate of any unreimbursed Advances, Servicing Advances and unpaid Servicing Fees with respect to such Deleted Mortgage Loans and (ii) any costs and damages actually incurred and paid by or on behalf of the Trust in connection with any breach of the representation and warranty set forth in Schedule III(vii) as a result of a violation of a predatory or abusive lending law applicable to such Mortgage Loan, shall be remitted to the related Servicer for deposit in the related Collection Account by the Seller on or before the Business Day immediately preceding the Distribution Date in the month succeeding the calendar month during which the related Mortgage Loan became required to be repurchased or replaced hereunder.  Upon receipt of such remittance, the related Servicer shall deliver a Request for Release with respect thereto substantially in the form of Exhibit K to the related Custodian, with copies to the Trustee and the Trust Administrator.
 
One or more mortgage loans may be substituted for one or more Deleted Mortgage Loans.  The determination of whether a mortgage loan is a Qualified Substitute Mortgage Loan may be satisfied on an individual basis.  Alternatively, if more than one mortgage loan is to be substituted for one or more Deleted Mortgage Loans, the characteristics of such mortgage loans and Deleted Mortgage Loans shall be aggregated or calculated on a weighted average basis, as applicable, in determining whether such mortgage loans are Qualified Substitute Mortgage Loans.
 
In the event that the Seller shall be required to repurchase a Mortgage Loan pursuant to this Agreement, the Purchase Price therefor shall be remitted to the related Servicer for deposit in the related Collection Account on or before the Business Day immediately preceding the Distribution Date in the month following the month during which the Seller became obligated hereunder to repurchase or replace such Mortgage Loan.  Upon receipt of such remittance of the Purchase Price, the related Servicer shall deliver a Request for Release with respect thereto substantially in the form of Exhibit K to the related Custodian, with copies to the Trustee and the Trust Administrator, and upon receipt of such Request for Release, the related Custodian shall release the related Mortgage File held for the benefit of the Certificateholders to such Person, and the Trustee shall execute and deliver at such Person’s direction such instruments of transfer or assignment prepared by such Person, in each case without recourse, as shall be necessary to transfer title from the Trustee.  It is understood and agreed that the obligation under this Agreement of any Person to cure, repurchase or substitute any Mortgage Loan as to which a breach has occurred and is continuing shall constitute the sole remedy against such Persons respecting such breach available to Certificateholders, the Depositor, the Trustee or the Trust Administrator on their behalf.
 
The representations and warranties made pursuant to this Section 2.03 shall survive delivery of the respective Mortgage Files to the Trustee, the Trust Administrator or the Custodians for the benefit of the Certificateholders.
 
Notwithstanding the foregoing, the substitution of a Deleted Mortgage Loan or the repurchase of a Mortgage Loan by the Seller shall be subject to, and shall in no way adversely affect, the rights of the owner of the servicing rights related to such Deleted Mortgage Loan or Mortgage Loan, as applicable.
 
SECTION 2.04.  
     Representations and Warranties of the Depositor as to the Mortgage Loans.
 
The Depositor hereby represents and warrants to the Trustee with respect to the Mortgage Loans that, as of the Closing Date, assuming good title has been conveyed to the Depositor, the Depositor had good title to the Mortgage Loans and Mortgage Notes, and did not encumber the Mortgage Loans during its period of ownership thereof, other than as contemplated by the Agreement.
 
It is understood and agreed that the representations and warranties set forth in this Section 2.04 shall survive delivery of the Mortgage Files to the related Custodian.
 
SECTION 2.05.  
     Delivery of Opinion of Counsel in Connection with Substitutions.
 
Notwithstanding any contrary provision of this Agreement, no substitution pursuant to Section 2.02 shall be made more than ninety (90) days after the Closing Date unless the Seller delivers to the Trustee and the Trust Administrator an Opinion of Counsel, which Opinion of Counsel shall not be at the expense of any of the Trustee, the Trust Administrator or the Trust Fund, addressed to the Trustee and the Trust Administrator, to the effect that such substitution will not (i) result in the imposition of the tax on “prohibited transactions” on the Trust Fund or contributions after the Startup Date, as defined in Sections 860F(a)(2) and 860G(d) of the Code, respectively, or (ii) cause any REMIC created hereunder to fail to qualify as a REMIC at any time that any Certificates are outstanding; provided, however, that no Opinion of Counsel shall be required if (A) the substitution occurs within two years of the Closing Date and (B) the substitution occurs with respect to Mortgage Loans that are “defective” under the Code and the Seller delivers to the Trustee and the Trust Administrator an Officer’s Certificate substantially in the form of Exhibit Z.
 
SECTION 2.06.  Issuance of Certificates.
 
The Trustee acknowledges the assignment to it of the Mortgage Loans together with the assignment to it of all other assets included in the Trust Fund, receipt of which, subject to the provisions of Section 2.02, is hereby acknowledged.  Concurrently with such assignment and delivery and in exchange therefor, the Trust Administrator, pursuant to the written request of the Depositor executed by an officer of the Depositor, has executed the Certificates and caused them to be authenticated and delivered to or upon the order of the Depositor in authorized denominations which evidence ownership of the Trust Fund.  The rights of the Holders of such Certificates to receive distributions from the Trust Fund and all ownership interests of the Holders of the Certificates in such distributions shall be as set forth in this Agreement.
 
SECTION 2.07.  REMIC Provisions.
 
As set forth in Section 2.07 of the Series Supplement.
 
SECTION 2.08.  Covenants of the Master Servicer and each Servicer.
 
(a)  The Master Servicer and each Servicer, severally and not jointly, hereby covenants to the Depositor, the Trustee and the Trust Administrator as follows:
 
(i)  Such Servicer or the Master Servicer (to the extent it is a successor servicer) shall comply in the performance of its obligations under this Agreement in all material respects with all reasonable rules and requirements of the insurer under each Mortgage Guaranty Insurance Policy; and
 
(ii)  No written information, certificate of an officer, statement furnished in writing or written report delivered to the Depositor, any affiliate of the Depositor, the Trustee or the Trust Administrator and prepared by the Master Servicer or such Servicer pursuant to this Agreement shall contain any untrue statement of a material fact.
 
(b)  The Master Servicer and each Servicer hereby agrees to indemnify the Trust Fund, the Depositor, the Master Servicer, the Trust Administrator and the Trustee for losses, damages, penalties, fines, forfeitures, reasonable and necessary legal fees and related costs, judgments and other costs and expenses imposed on or incurred by the Trust Fund, the Depositor, the Master Servicer, the Trust Administrator or the Trustee, as a result of a breach of the Master Servicer’s or such Servicer’s, as applicable, covenants set forth above in Section 2.08(a); provided, that the Master Servicer shall not provide indemnification for any damages caused by information provided to the Master Servicer by any other party to this Agreement, any Designated Servicer, the Interest Rate Cap Counterparty, the Swap Counterparty, any Custodian, any Subcontractor or any Sub-Servicer.
 

 
ARTICLE III
 
ADMINISTRATION AND SERVICING
OF MORTGAGE LOANS
 
SECTION 3.01.  Servicers to Service Mortgage Loans.
 
For and on behalf of the Certificateholders, as independent contractors of the Trust, (i) each Servicer, severally and not jointly, shall service and administer the related Non-Designated Mortgage Loans in accordance with the terms of this Agreement and with Accepted Servicing Practices and with all applicable requirements of the Servicing Criteria, (ii) the Master Servicer shall, in accordance with Section 3.03 of this Agreement, master service and administer the Non-Designated Mortgage Loans (other than the WMMSC Serviced Mortgage Loans) by overseeing and enforcing the servicing of the Non-Designated Mortgage Loans (other than the WMMSC Serviced Mortgage Loans) by the related Servicer (other than WMMSC) according to the terms of this Agreement and (iii) the Master Servicer shall, in accordance with the Section 3.20 of this Agreement, master service and administer the Designated Mortgage Loans by overseeing and enforcing the servicing of the Designated Mortgage Loans by the related Designated Servicer according to the terms of the related Designated Servicing Agreement.  The obligations of each of GreenPoint, SPS, Wells Fargo and WMMSC hereunder to service and administer the Mortgage Loans shall be limited to the GreenPoint Serviced Mortgage Loans, the SPS Serviced Mortgage Loans, the Wells Fargo Serviced Mortgage Loans, and the WMMSC Serviced Mortgage Loans, respectively; and with respect to the duties and obligations of each Servicer, references herein to related “Mortgage Loans” shall be limited to the GreenPoint Serviced Mortgage Loans (and the related proceeds thereof and related REO Properties) in the case of GreenPoint, the SPS Serviced Mortgage Loans (and the related proceeds thereof and related REO Properties) in the case of SPS, the Wells Fargo Serviced Mortgage Loans (and the related proceeds thereof and related REO Properties) in the case of Wells Fargo and the WMMSC Serviced Mortgage Loans (and the related proceeds thereof and related REO Properties) in the case of WMMSC; and in no event shall any Servicer have any responsibility or liability with respect to any of the other Mortgage Loans.  The obligations of the Master Servicer to master service and administer the Mortgage Loans shall be limited to the GreenPoint Serviced Mortgage Loans, the SPS Serviced Mortgage Loans, the Wells Fargo Serviced Mortgage Loans, the Special Serviced Mortgage Loans and the Designated Mortgage Loans.  Notwithstanding anything to the contrary contained in this Agreement, the Master Servicer shall have no obligations to master service or administer the WMMSC Serviced Mortgage Loans.  In connection with such servicing and administration of the Non-Designated Mortgage Loans, the Master Servicer and each Servicer shall have full power and authority, acting alone and/or through Sub-Servicers as provided in Section 3.02 hereof, to do or cause to be done any and all things that it may deem necessary or desirable in connection with such servicing and administration, including but not limited to, the power and authority, subject to the terms hereof (i) to execute and deliver, on behalf of the Certificateholders and the Trust, customary consents or waivers and other instruments and documents, (ii) to consent to transfers of any Mortgaged Property and assumptions of the Mortgage Notes and related Mortgages (but only in the manner provided in this Agreement), (iii) to collect any Insurance Proceeds and other Liquidation Proceeds, and (iv) to effectuate foreclosure or other conversion of the ownership of the Mortgaged Property securing any Mortgage Loan; provided, that neither the Master Servicer nor a Servicer shall take any action that is inconsistent with or prejudices the interests of the Trust Fund or the Certificateholders in any Mortgage Loan or the rights and interests of the Depositor, the Trustee, the Trust Administrator or the Certificateholders under this Agreement.  The Master Servicer and each Servicer shall represent and protect the interests of the Trust Fund in the same manner as it protects its own interests in mortgage loans in its own portfolio in any claim, proceeding or litigation regarding a Mortgage Loan, and shall not make or permit any modification, waiver or amendment of any Mortgage Loan that would cause any REMIC created hereunder to fail to qualify as a REMIC or result in the imposition of any tax under Section 860F(a) or Section 860G(d) of the Code.  Without limiting the generality of the foregoing, the Master Servicer and each Servicer, in its own name or in the name of the Depositor and the Trust, is hereby authorized and empowered by the Depositor, the Trust and the Trust Administrator, when the Master Servicer or such Servicer believes it appropriate in its reasonable judgment, to execute and deliver, on behalf of the Trust, the Trustee, the Trust Administrator, the Depositor, the Certificateholders or any of them, any and all instruments of satisfaction or cancellation, or of partial or full release or discharge and all other comparable instruments, with respect to the Mortgage Loans, and with respect to the Mortgaged Properties held for the benefit of the Certificateholders.  The Master Servicer and each Servicer shall prepare and deliver to the Depositor and/or the Trustee and/or the Trust Administrator such documents requiring execution and delivery by either or both of them as are necessary or appropriate to enable the Master Servicer or such Servicer to master service and administer or service and administer the Mortgage Loans, as applicable, to the extent that the Master Servicer or such Servicer is not permitted to execute and deliver such documents pursuant to the preceding sentence.  Upon receipt of such documents, the Depositor and/or the Trustee or the Trust Administrator shall execute such documents and deliver them to the Master Servicer or such Servicer.
 
In accordance with the standards of the first paragraph of this Section 3.01 and unless determined in good faith to be a Nonrecoverable Advance, each 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 related to the Non-Designated Mortgage Loans, which advances constitute Servicing Advances and shall be reimbursable in the first instance from related collections from the Mortgagors pursuant to Section 3.06, and further as provided in Section 3.08.  In no event shall any Servicer be required to make any Servicing Advance which would constitute a Nonrecoverable Advance.  The costs incurred by a Servicer, if any, in effecting the timely payments of taxes and assessments on the Mortgaged Properties related to the Non-Designated Mortgage Loans and related insurance premiums shall not, for the purpose of calculating monthly distributions to the Certificateholders, be added to the Stated Principal Balances of the related Non-Designated Mortgage Loans, notwithstanding that the terms of such Non-Designated Mortgage Loans so permit; provided, however, that the limitations contained in this sentence shall not apply to modifications made pursuant to Section 3.05(a).  The parties to this Agreement acknowledge that Servicing Advances shall be reimbursable pursuant to the terms of this Agreement and agree that no Servicing Advance shall be rejected or disallowed by any party unless it has been shown that such Servicing Advance was not made in accordance with this Agreement.
 
Each Servicer hereby acknowledges that, to the extent such Servicer has previously serviced some or all of the Non-Designated Mortgage Loans pursuant to another servicing agreement, the servicing provisions contained in this Agreement shall supersede the servicing provisions contained in such other servicing agreement from and after the Closing Date, except that such other servicing agreement shall survive and govern with respect to excess servicing fees and termination without cause.  In addition, the Master Servicer hereby acknowledges that, to the extent the Master Servicer or any Designated Servicer has previously serviced some or all of the Designated Mortgage Loans pursuant to another servicing agreement, the provisions contained in the related Designated Servicing Agreement shall supersede the provisions contained in such other servicing agreement from and after the Closing Date.
 
Notwithstanding anything in this Agreement to the contrary, the purchase of any Mortgage Loan by any Person shall be subject to, and shall in no way adversely affect, the rights of the owner of the servicing rights related to such Mortgage Loan.
 
With respect to each Mortgage Loan, the related Servicer (other than WMMSC) shall fully furnish, in accordance with the Fair Credit Reporting Act and its implementing regulations and any other applicable laws, accurate and complete information (e.g., favorable and unfavorable) on its borrower credit files to Equifax, Experian and Trans Union Credit Information Company, on a monthly basis, to the extent that such Mortgage Loan has been serviced by such Servicer for a period of at least sixty (60) days.
 
With respect to each WMMSC Serviced Mortgage Loan, WMMSC will furnish information regarding its borrower credit files to credit reporting agencies in compliance with the provisions of the Fair Credit Reporting Act and its implementing regulations applicable to WMMSC.
 
Each Servicer is authorized and empowered by the Trustee, on behalf of the Certificateholders and the Trustee, in its own name or in the name of any Sub-Servicer, when a Servicer or any Sub-Servicer, as the case may be, believes it appropriate in its best judgment to register any related Mortgage Loan on the MERS® System, or cause the removal from the registration of such Mortgage Loan on the MERS® System, to execute and deliver, on behalf of the Trustee and the Certificateholders or any of them, any and all instruments of assignment and other comparable instruments with respect to such assignment or re-recording of a Mortgage in the name of MERS, solely as nominee for the Trustee and its successors and assigns.
 
SECTION 3.02.  
     Subservicing; Enforcement of the Obligations of Sub-Servicers.
 
(a)  The Non-Designated Mortgage Loans may be subserviced by a Sub-Servicer on behalf of the related Servicer in accordance with the servicing provisions of this Agreement; provided, that the Sub-Servicer must be a FNMA-approved lender or a FHLMC seller/servicer in good standing.  With respect to the Non-Designated Mortgage Loans, each Servicer may perform any of its servicing responsibilities hereunder or may cause the Sub-Servicer to perform any such servicing responsibilities on its behalf, but the use by such Servicer of the Sub-Servicer shall not release such Servicer from any of its obligations hereunder and such Servicer shall remain responsible hereunder for all acts and omissions of the Sub-Servicer as fully as if such acts and omissions were those of such Servicer. With respect to the Non-Designated Mortgage Loans, each Servicer shall pay all fees and expenses of any Sub-Servicer engaged by such Servicer from its own funds.
 
A Servicer shall not permit a Sub-Servicer to perform any servicing responsibilities hereunder with respect to the Non-Designated Mortgage Loans unless that Sub-Servicer first agrees in writing with such Servicer to deliver an 1123 Certificate, an Assessment of Compliance and an Accountant’s Attestation in such manner and at such times that permits that Servicer to comply with Sections 13.06, 13.07 and 13.08 of this Agreement.
 
Notwithstanding the foregoing, with respect to the Non-Designated Mortgage Loans, each Servicer shall be entitled to outsource one or more separate servicing functions to a Person (each, an “Outsourcer”) that does not meet the eligibility requirements for a Sub-Servicer, so long as such outsourcing does not constitute the delegation of such Servicer’s obligation to perform all or substantially all of the servicing of the related Non-Designated Mortgage Loans to such Outsourcer.  In such event, the use by a Servicer of any such Outsourcer shall not release the related Servicer from any of its obligations hereunder and such Servicer shall remain responsible hereunder for all acts and omissions of such Outsourcer as fully as if such acts and omissions were those of such Servicer, and such Servicer shall pay all fees and expenses of the Outsourcer from such Servicer’s own funds.
 
A Servicer shall not outsource one or more separate servicing functions hereunder with respect to the Non-Designated Mortgage Loans to any Subcontractor unless that Subcontractor first agrees in writing with such Servicer to deliver an Assessment of Compliance and an Accountant’s Attestation in such manner and at such times that permits that Servicer to comply with Sections 13.06, 13.07 and 13.08 of this Agreement.
 
Each Servicer may in connection with its duties as Servicer hereunder enter into transactions with any of its affiliates relating to the Non-Designated Mortgage Loans; provided that (a) such Servicer acts (i) in accordance with Accepted Servicing Practices and the terms of this Agreement, and (ii) in the ordinary course of business of such Servicer; and (b) the terms of such transaction are no less favorable to such Servicer than it would obtain in a comparable arm’s-length transaction with a Person that is not an affiliate of such Servicer. Notwithstanding the preceding sentence, any such transaction between a Servicer and any of its affiliates shall not release such Servicer from any of its obligations hereunder and such Servicer shall remain responsible hereunder for all acts and omissions of such affiliate with respect to such Mortgage Loans serviced by it as fully as if such acts and omissions were those of such Servicer.  Any fees and expenses relating to such transaction between such Servicer and its affiliate that are not otherwise reimbursable to such Servicer pursuant to this Agreement shall be borne by the parties thereto and shall not be an expense or fee of the Trust, the Depositor, the Trustee, the Trust Administrator, the Seller or the Master Servicer.
 
(b)  With respect to any Non-Designated Mortgage Loans, at the cost and expense of a Servicer, without any right of reimbursement from the Depositor, the Trustee, the Trust Administrator or the applicable Collection Account, such Servicer shall be entitled to terminate the rights and responsibilities of its Sub-Servicer and arrange for any servicing responsibilities to be performed by a successor Sub-Servicer meeting the requirements set forth in Section 3.02(a), provided, however, that nothing contained herein shall be deemed to prevent or prohibit such Servicer, at such Servicer’s option, from electing to service the related Non-Designated Mortgage Loans itself. In the event that a Servicer’s responsibilities and duties under this Agreement are terminated pursuant to Section 8.01, and if requested to do so by the Trustee or Trust Administrator or such Servicer shall, at its own cost and expense terminate the rights and responsibilities of its Sub-Servicer as soon as is reasonably possible.  Each Servicer shall pay all fees, expenses or penalties necessary in order to terminate the rights and responsibilities of its Sub-Servicer from such Servicer’s own funds without any right of reimbursement from the Depositor, Trustee, Trust Administrator, or the applicable Collection Account.
 
(c)  Notwithstanding any of the provisions of this Agreement relating to agreements or arrangements between a Servicer and its Sub-Servicer or a Servicer and its Outsourcer, or any reference herein to actions taken through the Sub-Servicer, the Outsourcer, or otherwise, the related Servicer shall not be relieved of its obligations to the Depositor, the Trust, Trustee, the Trust Administrator or Certificateholders and shall be obligated to the same extent and under the same terms and conditions as if it alone were servicing and administering the related Non-Designated Mortgage Loans.  Each Servicer shall be entitled to enter into an agreement with its Sub-Servicer and Outsourcer for indemnification of such Servicer by such Sub-Servicer or Outsourcer, as applicable, and nothing contained in this Agreement shall be deemed to limit or modify such indemnification.
 
For purposes of this Agreement, a Servicer shall be deemed to have received any collections, recoveries or payments with respect to the related Non-Designated Mortgage Loans that are received by a related Sub-Servicer regardless of whether such payments are remitted by the Sub-Servicer to such Servicer.
 
Any Subservicing Agreement and any other transactions or services relating to the Non-Designated Mortgage Loans involving a Sub-Servicer shall be deemed to be between the Sub-Servicer, and the related Servicer alone, and the Depositor, the Trustee, the Trust Administrator, the Master Servicer, the other Servicers and the Special Servicer shall have no obligations, duties or liabilities with respect to a Sub-Servicer including no obligation, duty or liability of the Depositor, Trustee, the Trust Administrator, the Master Servicer, the Special Servicer or other Servicers to pay a Sub-Servicer’s fees and expenses.
 
(d)  Each Servicer is hereby authorized to enter into a financing or other facility (any such arrangement, a “Facility”) under which (i) such Servicer assigns or pledges to another person (a “Lender”) (A) such Servicer’s rights under this Agreement to be reimbursed for any Advances or Servicing Advances, and (B) any and all rights of such Servicer under this Agreement resulting from such Servicer’s performance of its obligations under this Agreement, including, without limitation, any Servicing Fees, interest income, Ancillary Income, and other payments received by such Servicer for servicing the Mortgage Loans related thereto and (ii) the Lender agrees to fund some or all Advances and/or Servicing Advances required to be made by such Servicer pursuant to this Agreement.  No consent of the Trustee, Trust Administrator, Master Servicer, Certificateholders, Rating Agency or any other party is required before such Servicer may enter into a Facility; provided, however, that the consent of the Trust Administrator shall be required before such Servicer may cause to be outstanding at one time more than one Facility.  Notwithstanding the existence of any Facility, such Servicer shall remain obligated pursuant to this Agreement to make Advances and Servicing Advances pursuant to and as required by this Agreement, and to perform all duties and obligations of such Servicer under this Agreement and shall not be relieved of such obligations by virtue of such Facility.
 
SECTION 3.03.  Master Servicing by Master Servicer.
 
For and on behalf of the Certificateholders, the Master Servicer shall oversee and enforce the obligation of Wells Fargo, GreenPoint and SPS to service and administer the Wells Fargo Serviced Mortgage Loans, GreenPoint Serviced Mortgage Loans and SPS Serviced Mortgage Loans, respectively, in accordance with the terms of this Agreement and shall have full power and authority to do any and all things which it may deem necessary or desirable in connection with such master servicing and administration.  In performing its obligations hereunder, the Master Servicer shall act in a manner consistent with this Agreement and with customary and usual standards of practice of prudent mortgage loan master servicers.  Furthermore, the Master Servicer shall oversee and consult with the Servicers (other than WMMSC) as necessary from time-to-time to carry out the Master Servicer’s obligations hereunder, shall receive, review and evaluate all reports, information and other data provided to the Master Servicer by the Servicers (other than WMMSC) and shall cause each Servicer (other than WMMSC) to perform and observe the covenants, obligations and conditions to be performed or observed by such Servicer under this Agreement.
 
With respect to any Distribution Date, no later than the related Cash Remittance Date, the Master Servicer shall remit to the Trust Administrator for deposit in the Certificate Account pursuant to Section 3.05, the amount of the Compensating Interest Payment for the Master Servicer, with respect to each Mortgage Loan, for the related Prepayment Period, to the extent any of Wells Fargo, GreenPoint, SPS or the related Designated Servicer, as applicable, defaults in its obligation to make such Compensating Interest Payment.  The aggregate of such deposits shall be made from the Master Servicer’s own funds, without reimbursement therefor.
 
SECTION 3.04.  Trustee to Act as Master Servicer or Servicer.
 
In the event that (A) the Master Servicer shall for any reason no longer be Master Servicer hereunder, or (B) any Servicer (other than WMMSC) shall for any reason no longer be a Servicer hereunder and the Master Servicer shall for any reason no longer be Master Servicer hereunder (including, in each case, by reason of an Event of Default), then in each case, the Trustee or its successor shall thereupon assume all of the rights and obligations of the Master Servicer or such Servicer hereunder arising thereafter (except that the Trustee shall not be (i) liable for losses of the Master Servicer or such Servicer pursuant to Section 3.09 hereof or any acts or omissions of the related predecessor of the Master Servicer or such Servicer hereunder, (ii) obligated to make Advances if it is prohibited from doing so by applicable law, (iii) obligated to effectuate repurchases or substitutions of Mortgage Loans hereunder including, but not limited to, repurchases or substitutions of Mortgage Loans pursuant to Sections 2.02, 2.03 or 3.17 hereof or (iv) deemed to have made any representations and warranties of the Master Servicer or such Servicer hereunder); (v) be obligated to perform any obligation of the Master Servicer or such Servicer under Section 13.06 or Section 13.08 with respect to any period of time during which the Trustee was not acting as the Master Servicer or Servicer).  Any such assumption shall be subject to Section 8.02 hereof.  Notwithstanding the foregoing, if the Trustee has become the successor to the Master Servicer or a Servicer hereunder, the Trustee may, if it shall be unwilling to so act, or shall, if it is unable to so act, appoint, or petition a court of competent jurisdiction to appoint, any established mortgage loan servicing institution, the appointment of which does not adversely affect the then-current rating of the Certificates, as the successor to the Master Servicer or a Servicer hereunder in the assumption of all or any part of the responsibilities, duties or liabilities of the Master Servicer or such Servicer, as applicable, provided that such successor to the Master Servicer or such Servicer, as applicable, shall not be deemed to have made any representation or warranty as to any Mortgage Loan made by the Master Servicer or such Servicer, as applicable.
 
Each Servicer shall, upon request of the Trust Administrator, but at the expense of such Servicer, deliver to the assuming party all documents and records relating to each Subservicing Agreement or substitute Subservicing Agreement and the Mortgage Loans then being serviced thereunder and hereunder by such Servicer and an accounting of amounts collected or held by it and otherwise use its best efforts to effect the orderly and efficient transfer of the Subservicing Agreement or substitute Subservicing Agreement to the assuming party.
 
SECTION 3.05.  
     Collection of Mortgage Loans; Collection Accounts; Certificate Account.
 
(a)  Continuously from the date hereof until the principal and interest on all Non-Designated Mortgage Loans have been paid in full or such Non-Designated Mortgage Loans have become Liquidated Mortgage Loans, each Servicer shall proceed in accordance with Accepted Servicing Practices to collect all payments due under each of the related Non-Designated Mortgage Loans when the same shall become due and payable to the extent consistent with this Agreement and the terms and provisions of any related Mortgage Guaranty Insurance Policy and shall take special care with respect to the Non-Designated Mortgage Loans for which a Servicer collects escrow payments in ascertaining and estimating Escrow Payments and all other charges that will become due and payable with respect to the Non-Designated Mortgage Loans and the related Mortgaged Properties, to the end that the installments payable by the related Mortgagors will be sufficient to pay such charges as and when they become due and payable. Consistent with the foregoing, in connection with Non-Designated Mortgage Loans which it is directly servicing, each Servicer may in its discretion extend the Due Dates for payments due on a Mortgage Note for a period not greater than 180 days; provided, however, that no such Servicer can extend the maturity of any such Non-Designated Mortgage Loan past the date on which the final payment is due on the latest maturing Mortgage Loan as of the Cut-off Date.  In the event of any such arrangement, the related Servicer shall make Advances on the related Non-Designated Mortgage Loans in accordance with the provisions of Section 5.01 during the scheduled period in accordance with the amortization schedule of such Mortgage Loan without modification thereof by reason of such arrangements. No Servicer shall be required to institute or join in litigation with respect to collection of any payment (whether under a Mortgage, Mortgage Note or otherwise or against any public or governmental authority with respect to a taking or condemnation) if it reasonably believes that enforcing the provision of the Mortgage or other instrument pursuant to which such payment is required is prohibited by applicable law.
 
Consistent with the foregoing, in instances when a Non-Designated Mortgage Loan is in default or default is reasonably foreseeable (within the meaning of the REMIC Provisions), and if in the related Servicer’s determination, in accordance with Accepted Servicing Practices, such modification is not materially adverse to the interests of the Certificateholders (taking into account any estimated Realized Loss that might result absent such action), the related Servicer may modify the terms of such Non-Designated Mortgage Loan to (1) capitalize to the outstanding principal balance of such Non-Designated Mortgage Loan unpaid principal and interest and other amounts owing under such Non-Designated Mortgage Loan and, without duplication, unreimbursed Advances, unreimbursed Servicing Advances, unpaid Servicing Fees and related amounts due to the related Servicer; (2) defer such amounts to a balloon payment due on the final payment date of such Non-Designated Mortgage Loan; (3) extend the maturity of any such Non-Designated Mortgage Loan, but in no instance past the date on which the final payment is due on the latest maturing Mortgage Loan in the related Loan Group as of the Initial Cut-off Date; (4) reduce the related Mortgage Rate (provided that the Mortgage Rate of any fixed-rate Mortgage Loan may not be reduced, and the Mortgage Rate of any adjustable rate Mortgage Loan may not be reduced below the Mortgage Rate of such Mortgage Loan immediately prior to the related first adjustment date); (5) accept less than the outstanding principal balance as satisfaction of such Mortgage Loan; and/or (6) reduce the outstanding principal balance of such Non-Designated Mortgage Loan; provided, however, that the related Servicer shall be obligated, if so directed by the Modification Oversight Agent (who shall notify the Master Servicer when it directs a Servicer), to obtain the consent of the Modification Oversight Agent prior to taking such action, unless such action is required by applicable law.
 
To the extent a Servicer is required to obtain the consent of the Modification Oversight Agent prior to any modification, it shall submit to the Modification Oversight Agent any information the Modification Oversight Agent requires, in such form as the Modification Oversight Agent shall reasonably request, or in such form as may be mutually agreed upon between such Servicer and the Modification Oversight Agent, with respect to each Mortgage Loan subject to a proposed modification.
 
The Modification Oversight Agent acknowledges that it may, in the course of performing its responsibilities under this Agreement, be exposed to or acquire information concerning the Mortgage Loans and the related Mortgagors that may be furnished orally, electronically or in writing by the related Servicer, for the purpose of reviewing the modification of a Mortgage Loan, which information constitutes “nonpublic personal information” within the meaning of the Gramm-Leach-Biley Act of 1999; nonpublic financial, business, scientific, and technical information of such Servicer (including but not limited to patterns, plans, compilations, program devices, formulas, designs, methods, techniques, processes, procedures, programs), which information is proprietary or confidential to the Servicer (collectively, “Confidential Information”).  The Modification Oversight Agent agrees to hold the Confidential Information in strict confidence and not use any Confidential Information of any Servicer (i) other than in connection with its obligations under this Agreement; (ii) for its own benefit; (iii) for the benefit of any third party; or (iv) to such Servicer’s detriment.  The Modification Oversight Agent may disclose Confidential Information to its employees or agents (collectively, “Representatives”) who have a need to know such information in connection with the performance of the Modification Oversight Agent’s obligations under this Agreement, provided that the Modification Oversight Agent advises its Representatives exposed to such Confidential Information of their obligation to keep such information confidential.
 
(b)  Each Servicer shall segregate and hold all funds collected and received pursuant to a Non-Designated Mortgage Loan separate and apart from any of its own funds and general assets and shall establish and maintain one or more Collection Accounts, in the form of time deposit or demand accounts, titled “[Servicer’s name], in trust for the Holders of [Name of Series Trust]” or, if established and maintained by a Sub-Servicer on behalf of a Servicer, “[Sub-Servicer’s name], in trust for [Servicer’s name]” or “[Sub-Servicer’s name], as agent, trustee and/or bailee of principal and interest custodial account for [Servicer’s name], its successors and assigns, for various owners of interest in [Servicer’s name] mortgage-backed pools.  In the event that a Sub-Servicer employs a Sub-Servicer, the Collection Account shall be titled “[name of Sub-Servicer’s sub-servicer], in trust for [Sub-Servicer’s name].”  Each Collection Account maintained by each Servicer (other than Wells Fargo), shall be an Eligible Account acceptable to the Depositor and the Trust Administrator.  Each Collection Account maintained by Wells Fargo shall be an Eligible Account.  Funds deposited in a Collection Account may be drawn on by the related Servicer in accordance with Section 3.08.  Any funds deposited in a Collection Account (other than an account established by WMMSC) shall either be invested in Eligible Investments or at all times be fully insured to the full extent permitted under applicable law.  Notwithstanding the foregoing, one of the Collection Accounts established by WMMSC shall be an Investment Account.
 
(c)  Each Servicer shall deposit in the applicable Collection Account on a daily basis, within two Business Days of receipt, unless otherwise indicated, and retain therein, the following collections remitted by Sub-Servicers or payments received by such Servicer and payments made by such Servicer subsequent to the Cut-off Date, other than payments of principal and interest due on or before the Cut-off Date:
 
(i)  all payments on account of principal on the related Non-Designated Mortgage Loans, including all Principal Prepayments;
 
(ii)  all payments on account of interest on the related Non-Designated Mortgage Loans adjusted to the per annum rate equal to the Mortgage Rate reduced by the sum of the related Expense Fee Rate, as applicable;
 
(iii)  all Liquidation Proceeds on the related Non-Designated Mortgage Loans;
 
(iv)  all Insurance Proceeds on the related Non-Designated Mortgage Loans including amounts required to be deposited pursuant to Section 3.09 (other than proceeds to be held in the Escrow Account and applied to the restoration or repair of the Mortgaged Property or released to the Mortgagor in accordance with Section 3.09);
 
(v)  all Advances made by such Servicer pursuant to Section 5.01;
 
(vi)  no later than the withdrawal from the Collection Account pursuant to Section 3.08(a)(ix) each month, the applicable amount of the Compensating Interest Payment for such Servicer for the related Prepayment Period.  The aggregate of such deposits shall be made from such Servicer’s own funds, without reimbursement therefor;
 
(vii)  any amounts required to be deposited by such Servicer in respect of net monthly income from REO Property related to any Non-Designated Mortgage Loan pursuant to Section 3.11;
 
(viii)  all Assigned Prepayment Premiums, if applicable, on the related Non-Designated Mortgage Loans to the extent such Assigned Prepayment Premiums have not been waived in accordance with Section 3.21;
 
(ix)  all Recoveries on the related Non-Designated Mortgage Loans; and
 
(x)  any other amounts required to be deposited hereunder.
 
The foregoing requirements for deposit into each Collection Account shall be exclusive, it being understood and agreed that, without limiting the generality of the foregoing, with respect to the Non-Designated Mortgage Loans, Ancillary Income need not be deposited by such Servicer into such Collection Account. In addition, notwithstanding the provisions of this Section 3.05, each Servicer may deduct from amounts received by it, prior to deposit into the applicable Collection Account, any portion of any Scheduled Payment representing (i) the applicable Servicing Fee and any other amounts owed to such Servicer pursuant to Section 3.14 and (ii) with respect to each Non-Designated Mortgage Loan covered by a Lender Paid Mortgage Guaranty Insurance Policy, any amounts required to effect timely payment of the premiums on such Mortgage Guaranty Insurance Policy pursuant to Section 3.09(c).  In the event that a Servicer shall remit any amount not required to be remitted, it may at any time withdraw or direct the institution maintaining the related Collection Account to withdraw such amount from such Collection Account, any provision herein to the contrary notwithstanding.  Such withdrawal or direction may be accomplished by delivering written notice thereof to the Trustee or such other institution maintaining such Collection Account which describes the amounts deposited in error in such Collection Account.  Each Servicer shall maintain adequate records with respect to all withdrawals made by it pursuant to this Section 3.05.  All funds deposited in a Collection Account shall be held in trust for the Certificateholders until withdrawn in accordance with Section 3.08(a).
 
(d)  On or prior to the Closing Date, the Trust Administrator shall establish and maintain, on behalf of the Certificateholders, the Certificate Account.  The Trust Administrator  shall, promptly upon receipt, deposit in the Certificate Account and retain therein the following:
 
(i)  pursuant to Section 3.08(a)(ix), (a) the aggregate amount remitted by each Servicer of Non-Designated Mortgage Loans to the Trust Administrator, including any Assigned Prepayment Premiums and (b) the aggregate amount remitted by each Designated Servicer to the Master Servicer or Trust Administrator pursuant to their respective Designated Servicing Agreements, in each case including any related prepayment premiums if so required to be remitted;
 
(ii)  any amount deposited by the Trust Administrator pursuant to Section 3.05(e) in connection with any losses on Eligible Investments;
 
(iii)  all Compensating Interest Payments remitted by the Master Servicer to the Trust Administrator pursuant to Section 3.03 and Section 3.20(c);
 
(iv)  all Advances remitted by the Master Servicer to the Trust Administrator pursuant to Section 5.01 and Section 3.20(b); and
 
(v)  any other amounts deposited hereunder which are required to be deposited in the Certificate Account.
 
In the event that the Master Servicer or a Servicer shall remit to the Trust Administrator any amount not required to be remitted, the Master Servicer or such Servicer, as applicable, may at any time direct the Trust Administrator to withdraw such amount from the Certificate Account, any provision herein to the contrary notwithstanding.  Such direction may be accomplished by delivering an Officer’s Certificate to the Trust Administrator which describes the amounts deposited in error in the Certificate Account.  All funds deposited in the Certificate Account shall be held by the Trust Administrator in trust for the Certificateholders until disbursed in accordance with this Agreement or withdrawn in accordance with Section 3.08(b).  In no event shall the Trust Administrator incur liability for withdrawals from the Certificate Account at the direction of the Master Servicer or any Servicer.
 
(e)  Each institution at which a Collection Account, a Prefunding Account, a Capitalized Interest Account or the Certificate Account is maintained shall either hold such funds on deposit uninvested or shall invest the funds therein as directed in writing by the related Servicer, the Depositor or the Trust Administrator, respectively, in Eligible Investments, which shall mature not later than (i) in the case of a Collection Account, the Cash Remittance Date, (ii) in the case of the Certificate Account or a Capitalized Interest Account, the Business Day immediately preceding the Distribution Date, or on the Distribution Date, with respect to Eligible Investments invested with an affiliate of the Trust Administrator and (iii) in the case of a Prefunding Account, the Business Day immediately preceding a Subsequent Transfer Date or on the Subsequent Transfer Date if the invested funds are managed or advised by the Trust Administrator or its affiliates.  All income and gain net of any losses realized from any such balances or investment of funds on deposit in a Collection Account shall be for the benefit of the related Servicer as servicing compensation and shall be remitted to it monthly as provided herein.  The amount of any realized losses in a Collection Account incurred in any such account in respect of any such investments shall promptly be deposited by the related Servicer (from its own funds) in the related Collection Account.  Neither the Trustee nor the Trust Administrator shall be liable for the amount of any loss incurred in respect of any investment or lack of investment of funds held in a Collection Account, Prefunding Account or Capitalized Interest Account and made in accordance with this Section 3.05. All income and gain net of any losses realized from any such investment of funds on deposit in the Certificate Account shall be for the benefit of the Trust Administrator as compensation and shall be remitted to it monthly as provided herein.  The amount of any realized losses in the Certificate Account incurred in any such account in respect of any such investments shall promptly be deposited by the Trust Administrator (from its own funds) in the Certificate Account.  The Depositor shall direct the Trust Administrator in writing as to the investment of amounts in any Prefunding Account or Capitalized Interest Account.  In the absence of such written direction, all funds on deposit in a Prefunding Account or Capitalized Interest Account may be invested by the Trust Administrator in the Wells Fargo Advantage Prime Investment Money Market Fund or any successor fund thereto.  All income and gain net of any losses realized from any such balances or investment of funds on deposit in a Prefunding Account or Capitalized Interest Account shall be for the benefit of the Depositor and shall be remitted to it monthly.  The amount of any net investment losses in a Prefunding Account or Capitalized Interest Account shall promptly be deposited by the Depositor (from its own funds) in such Prefunding Account or Capitalized Interest Account, as applicable.
 
(f)  Each Servicer, other than Wells Fargo, shall give notice to the Trustee, the Trust Administrator, the Seller, each Rating Agency and the Depositor of any proposed change of the location of the related Collection Account prior to any change thereof.  Wells Fargo shall give notice to the Depositor of any proposed change of the location of the related Collection Account prior to any change thereof and, upon receipt of such notice, the Depositor shall give notice to the Trustee, the Trust Administrator, the Seller and each Rating Agency.  The Trust Administrator shall give notice to the Master Servicer and each Servicer, the Seller, each Rating Agency, the Trustee and the Depositor of any proposed change of the location of the Certificate Account prior to any change thereof.
 
(g)  The Trust Administrator shall establish and maintain, on behalf of the Certificateholders, each Prefunding Account.  On the Closing Date, the Depositor shall remit the related Prefunded Amount to the Trust Administrator for deposit in a Prefunding Account.  On each Subsequent Transfer Date, upon satisfaction of the conditions for such Subsequent Transfer Date set forth in Sections 2.01(f) and (g), with respect to the related Subsequent Transfer Agreement, the Trust Administrator shall remit to the Depositor the applicable Aggregate Subsequent Transfer Amount as payment of the purchase price for the related Subsequent Mortgage Loans.
 
If any funds remain in a Prefunding Account on the Distribution Date immediately following the end of the related Prefunding Period, to the extent that they represent earnings on the amounts originally deposited into such Prefunding Account, the Trust Administrator shall distribute them to the order of the Depositor.  The remaining funds, other than any investment earnings, shall be transferred to the Certificate Account to be included as part of principal distributions to the related Certificates on such Distribution Date.
 
(h)  The Trust Administrator shall establish and maintain, on behalf of the Certificateholders, each Capitalized Interest Account.  On the Closing Date, the Depositor shall remit the Capitalized Interest Deposits to the Trust Administrator for deposit in the related Capitalized Interest Account.  On the Business Day prior to the first three Distribution Dates, the Trust Administrator shall transfer from the Capitalized Interest Account to the Certificate Account an amount equal to the Capitalized Interest Distributions for such Distribution Date and the Trust Administrator shall transfer from the Capitalized Interest Account to the Depositor, an amount equal to the Capitalized Interest Release Amount for such Distribution Date.
 
SECTION 3.06.  
      Establishment of and Deposits to Escrow Accounts; Permitted Withdrawals from Escrow Accounts; Payments of Taxes, Insurance and Other Charges.
 
(a)  To the extent required by the related Mortgage Note and not violative of applicable law, the applicable Servicer shall segregate and hold all funds collected and received pursuant to a Non-Designated Mortgage Loan constituting Escrow Payments separate and apart from any of its own funds and general assets and shall establish and maintain one or more Escrow Accounts, in the form of time deposit or demand accounts, titled “[Servicer’s name], as Servicer for [Name of Series Trust], Adjustable Rate Mortgage-Backed Pass-Through Certificates, [Series Name],” or, if established and maintained by a Sub-Servicer on behalf of a Servicer, “[Sub-Servicer’s name], in trust for [Servicer’s name]” or “[Sub-Servicer’s name], as agent, trustee and/or bailee of taxes and insurance custodial account for [Servicer’s name], its successors and assigns, for various owners of interest in [Servicer’s name] mortgage backed pools. In the event that a Sub-Servicer employs a sub-servicer, the Escrow Accounts shall be titled “[name of Sub-Servicer’s sub-servicer] in trust for [Sub-Servicer’s name]. The Escrow Accounts shall be Eligible Accounts. Funds deposited in the Escrow Account may be drawn on by the related Servicer in accordance with Section 3.06(d).
 
(b)  Each Servicer shall deposit or cause to be deposited in its Escrow Account or Accounts on a daily basis within two Business Days of receipt and retain therein:
 
(i)  all Escrow Payments collected on account of the related Non-Designated Mortgage Loans, for the purpose of effecting timely payment of any such items as required under the terms of this Agreement; and
 
(ii)  all amounts representing Insurance Proceeds which are to be applied to the restoration or repair of any Mortgaged Property related to a Non-Designated Mortgage Loan.
 
(c)  Each Servicer shall make withdrawals from the Escrow Account only to effect such payments as are required under this Agreement, as set forth in Section 3.06(d). Each Servicer shall be entitled to retain any interest paid on funds deposited in the related Escrow Account by the depository institution, other than interest on escrowed funds required by law to be paid to the Mortgagor. To the extent required by law, the applicable Servicer shall pay interest on escrowed funds to the Mortgagor notwithstanding that the Escrow Account may be non interest bearing or that interest paid thereon is insufficient for such purposes.
 
(d)  Withdrawals from the Escrow Account or Accounts may be made or caused to be made by the related Servicer only:
 
(i)  to effect timely payments of ground rents, taxes, assessments, water rates, mortgage insurance premiums, condominium charges, fire and hazard insurance premiums or other items constituting Escrow Payments for the related Mortgage;
 
(ii)  to reimburse such Servicer for any Servicing Advances made by the such Servicer with respect to a related Non-Designated Mortgage Loan, but only from amounts received on the related Non-Designated Mortgage Loan which represent late collections of Escrow Payments thereunder;
 
(iii)  to refund to any Mortgagor any funds found to be in excess of the amounts required under the terms of the related Non-Designated Mortgage Loan;
 
(iv)  for transfer to the related Collection Account to reduce the principal balance of the related Non-Designated Mortgage Loan in accordance with the terms of the related Mortgage and Mortgage Note;
 
(v)  for application to restore or repair of the Mortgaged Property related to a Non-Designated Mortgage Loan in accordance with  the procedures outlined in Section 3.09(e);
 
(vi)  to pay to the related Servicer, or any Mortgagor related to a Non-Designated Mortgage Loan to the extent required by law, any interest paid on the funds deposited in such Escrow Account;
 
(vii)  to clear and terminate such Escrow Account on the termination of this Agreement; and
 
(viii)  to remove funds inadvertently placed in the Escrow Account by the related Servicer.
 
(e)  With respect to each Non-Designated Mortgage Loan, the applicable Servicer shall maintain accurate records reflecting the status of ground rents and taxes and any other item which may become a lien senior to the lien of the related Mortgage and the status of Mortgage Guaranty Insurance Policy premiums, and fire and hazard insurance coverage and shall obtain, from time to time, all bills for the payment of such charges (including renewal premiums) and shall effect or cause to be effected payment thereof prior to the applicable penalty or termination date.
 
SECTION 3.07.  
      Access to Certain Documentation and Information Regarding the Non-Designated Mortgage Loans; Inspections.
 
(a)  The Master Servicer and each Servicer shall afford the Depositor, the Trustee and the Trust Administrator reasonable access to all records and documentation regarding the Non-Designated Mortgage Loans and all accounts, insurance information and other matters relating to this Agreement, such access being afforded without charge, but only upon reasonable written request and during normal business hours at the office designated by the Master Servicer or such Servicer.  In addition, each Servicer (other than WMMSC) shall afford the Master Servicer reasonable access to all records and documentation regarding the Non-Designated Mortgage Loans and all accounts, insurance information and other matters relating to this Agreement, such access being afforded without charge, but only upon reasonable written request and during normal business hours at the office designated by such Servicer.  In addition, each Servicer (other than WMMSC) shall provide to the Special Servicer reasonable access to all records and documentation regarding the Non-Designated Mortgage Loans serviced by it that become Special Serviced Mortgage Loans.
 
(b)  Each Servicer, separately with respect to the Non-Designated Mortgage Loans each directly services, shall inspect the related Mortgaged Properties as often as deemed necessary by such Servicer in such party’s sole discretion, to assure itself that the value of such Mortgaged Property is being preserved.  In addition, if any Non-Designated Mortgage Loan is more than 60 days delinquent (under the “MBA” method), such Servicer, as applicable, shall conduct subsequent inspections in accordance with Accepted Servicing Practices or as may be required by the primary mortgage guaranty insurer, and obtain a broker price opinion.  Each Servicer shall keep a written or electronic report of each such inspection.
 
SECTION 3.08.  
      Permitted Withdrawals from the Collection Accounts and Certificate Account.
 
(a)  Each Servicer may from time to time make withdrawals from the related Collection Account for the following purposes:
 
(i)  to pay to such Servicer (to the extent not previously retained by such Servicer) the servicing compensation to which it is entitled pursuant to Section 3.14, and to pay to such Servicer, as additional servicing compensation, earnings on or investment income with respect to funds in or credited to such Collection Account, and with respect to Wells Fargo, to pay (to the extent not previously retained by Wells Fargo) any REO Disposition Fee to which it is entitled pursuant to Section 3.11(e);
 
(ii)  to reimburse such Servicer for unreimbursed Advances made by it, such right of reimbursement pursuant to this subclause (ii) being limited to amounts received on the Non-Designated Mortgage Loan(s) in respect of which any such Advance was made (including without limitation, late recoveries of payments, Liquidation Proceeds and Insurance Proceeds to the extent received by such Servicer);
 
(iii)  to reimburse such Servicer for any Nonrecoverable Advance previously made or any amount expended pursuant to Section 3.11(a);
 
(iv)  to reimburse such Servicer for (A) unreimbursed Servicing Advances or such Servicer’s right to reimbursement pursuant to this clause (A) with respect to any Non-Designated Mortgage Loan being limited to amounts received on such Non-Designated Mortgage Loan which represent late payments of principal and/or interest (including, without limitation, Liquidation Proceeds and Insurance Proceeds with respect to such Non-Designated Mortgage Loan) respecting which any such advance was made and (B) for unpaid Servicing Fees as provided in Section 3.11 hereof;
 
(v)  to pay to the purchaser, with respect to each Non-Designated Mortgage Loan or property acquired in respect thereof that has been purchased pursuant to Section 2.02, 2.03 or 3.17, all amounts received thereon after the date of such purchase;
 
(vi)  to make any payments required to be made pursuant to Section 2.07(g);
 
(vii)  to reimburse the Seller, such Servicer or the Depositor for expenses incurred by any of them and reimbursable pursuant to Section 7.03 hereof;
 
(viii)  to withdraw any amount deposited in such Collection Account and not required to be deposited therein;
 
(ix)  on the Cash Remittance Date, to withdraw the amount required to make payments to the Certificateholders as set forth in the Series Supplement (including amounts in respect of any Purchase Price relating to the purchases of Mortgage Loans pursuant to Sections 2.02, 2.03 or 3.17 received during the related Repurchase Period), in each case applicable to the Non-Designated Mortgage Loans serviced by such Servicer, who shall remit the aggregate of such amounts to the Trust Administrator for deposit in the Certificate Account;
 
(x)  with respect to each Non-Designated Mortgage Loan covered by a Lender Paid Mortgage Guaranty Insurance Policy, to effect timely payment of the related premiums on such Mortgage Guaranty Insurance Policy, as applicable, pursuant to Section 3.09(c), to the extent not deducted by such Servicer prior to deposit into the applicable Collection Account pursuant to Section 3.05(c);
 
(xi)  on or prior to 4:00 p.m. (New York City time) on the Cash Remittance Date preceding each Distribution Date, each applicable Servicer shall withdraw an amount equal to the sum of all Assigned Prepayment Premiums received during the related Prepayment Period applicable to the Mortgage Loans serviced by such Servicer, and remit such amount to the Trust Administrator for deposit in the Certificate Account;
 
(xii)  to clear and terminate such Collection Account upon termination of this Agreement pursuant to Section 11.01 hereof; and
 
(xiii)  to reimburse such Servicer for any Capitalization Reimbursement Amounts not previously reimbursed.
 
Each Servicer shall keep and maintain separate accounting, on a Non-Designated Mortgage Loan by Mortgage Loan basis, for the purpose of justifying any withdrawal from the related Collection Account pursuant to such subclauses (i), (ii), (iv) and (v).  Prior to making any withdrawal from a Collection Account pursuant to subclause (iii) for reimbursement of a Nonrecoverable Advance, the related Servicer shall deliver to the Trust Administrator a certificate of a Servicing Officer indicating the amount of any previous Advance or Servicing Advance determined by such Servicer to be a Nonrecoverable Advance and identifying the related Non-Designated Mortgage Loans(s), and their respective portions of such Nonrecoverable Advance.  In connection with the payment of a Purchase Price, if a Servicer is not required to remit unreimbursed Advances and Servicing Advances as specified in the definition of Purchase Price, such Servicer shall be deemed to have been reimbursed for such amount.
 
If a Servicer fails to remit to the Master Servicer for distribution to the Certificateholders any payment, including any Advance to be made by the Servicer on a Cash Remittance Date (without regard to any grace period), the Servicer shall pay to the Master Servicer, for the account of the Master Servicer, interest on such late remittance from and including the Cash Remittance Date to but excluding the date on which such remittance is made, at an annual rate equal to the Federal Funds Rate plus one percentage point (but in no event greater than the maximum permitted by law).
 
(b)  The Trust Administrator shall withdraw funds from the Certificate Account for distributions to Certificateholders, in the manner specified in this Agreement (and to withhold from the amounts so withdrawn, the amount of any taxes that it is authorized to withhold pursuant to Section 2.07).  In addition, the Trust Administrator may from time to time make withdrawals from the Certificate Account for the following purposes:
 
(i)  to pay to itself any investment income earned for the related Distribution Date, and to pay to itself, the Master Servicer or any Custodian any other amounts to which it, the Master Servicer or any Custodian is entitled to reimbursement or payment under the terms of this Agreement or the Custodial Agreement;
 
(ii)  to withdraw and return to the Master Servicer or the applicable Servicer for deposit to the applicable Collection Account any amount deposited in the Certificate Account and not required to be deposited therein; and
 
(iii)  to clear and terminate the Certificate Account upon termination of the Agreement pursuant to Section 11.01 hereof.
 
SECTION 3.09.  
     Maintenance of Hazard Insurance; Mortgage Impairment Insurance and Mortgage Guaranty Insurance Policy; Claims; Restoration of Mortgaged Property.
 
(a)  Each Servicer shall cause to be maintained for each related Non-Designated Mortgage Loan hazard insurance such that all buildings upon the related Mortgaged Property are insured by a generally acceptable insurer rated either: “V” or better in the current Best’s Key Rating Guide (“Best’s”) or acceptable to FNMA or FHLMC against loss by fire, hazards of extended coverage and such other hazards as are customary in the area where the related Mortgaged Property is located, in an amount which is at least equal to the lesser of (i) the replacement value of the improvements securing such Non-Designated Mortgage Loan and (ii) the greater of (A) the outstanding principal balance of such Non-Designated Mortgage Loan and (B) an amount such that the proceeds of such policy shall be sufficient to prevent the Mortgagor and/or the mortgagee from becoming a co insurer.
 
If upon origination of the Non-Designated Mortgage Loan, the related Mortgaged Property was located in an area identified in the Federal Register by the Federal Emergency Management Agency as having special flood hazards (and such flood insurance has been made available), the related Servicer shall cause a flood insurance policy to be maintained with respect to such Non-Designated Mortgage Loan.  Such policy shall meet the requirements of the current guidelines of the Federal Insurance Administration and be in an amount representing coverage equal to the lesser of (i) the minimum amount required, under the terms of coverage, to compensate for any damage or loss on a replacement cost basis (or the unpaid principal balance of the mortgage if replacement cost coverage is not available for the type of building insured) and (ii) the maximum amount of insurance which is available under the Flood Disaster Protection Act of 1973, as amended.
 
If a Mortgage related to a Non-Designated Mortgage Loan is secured by a unit in a condominium project, the related Servicer shall verify that the coverage required of the owner’s association, including hazard, flood, liability, and fidelity coverage, is being maintained in accordance with the requirements of the related Servicer for mortgage loans that it services on its own account.
 
Each Servicer shall cause to be maintained on each Mortgaged Property related to a Non-Designated Mortgage Loan such other additional special hazard insurance as may be required pursuant to such applicable laws and regulations as shall at any time be in force and as shall require such additional insurance, or pursuant to the requirements of any Mortgage Guaranty Insurance Policy insurer, or as may be required to conform with Accepted Servicing Practices to the extent permitted by the Mortgage Note, the Mortgage or applicable law provided that the related Servicer shall not be required to bear the cost of such insurance.
 
All policies required hereunder shall name the related Servicer as loss payee and shall be endorsed with standard or union mortgagee clauses, without contribution, which shall provide for prior written notice of any cancellation, reduction in amount or material change in coverage.
 
Each Servicer shall not interfere with the Mortgagor’s freedom of choice at the origination of such Non-Designated Mortgage Loan in selecting either his insurance carrier or agent, provided, however, that such Servicer shall not accept any such insurance policies from insurance companies unless such companies are rated: B:III or better in Best’s or acceptable to FNMA or FHLMC and are licensed to do business in the jurisdiction in which the Mortgaged Property is located. The related Servicer shall determine that such policies provide sufficient risk coverage and amounts, that they insure the property owner, and that they properly describe the property address.
 
Pursuant to Section 3.05, any amounts collected by a Servicer under any such policies (other than amounts to be deposited in the related Escrow Account and applied to the restoration or repair of the related Mortgaged Property, or property acquired in liquidation of the Non-Designated Mortgage Loan, or to be released to the Mortgagor, in accordance with such Servicer’s normal servicing procedures) shall be deposited in the related Collection Account (subject to withdrawal pursuant to Section 3.08(a)).
 
Any cost incurred by a Servicer in maintaining any such insurance shall not, for the purpose of calculating monthly distributions to the Certificateholders or remittances to the Trust Administrator for their benefit, be added to the principal balance of the Non-Designated Mortgage Loan, notwithstanding that the terms of the Non-Designated Mortgage Loan so permit; provided, however, that the limitations contained in this sentence shall not apply to modifications made pursuant to Section 3.05(a).  Such costs shall constitute a Servicing Advance and will be reimbursable to the related Servicer to the extent permitted by Section 3.08 hereof.  It is understood and agreed that no earthquake or other additional insurance is to be required of any Mortgagor related to a Non-Designated Mortgage Loan or maintained on property acquired in respect of a Mortgage related to a Non-Designated Mortgage Loan other than pursuant to such applicable laws and regulations as shall at any time be in force and as shall require such additional insurance.
 
(b)  In the event that a Servicer shall obtain and maintain a blanket policy insuring against losses arising from fire and hazards covered under extended coverage on all of the related Non-Designated Mortgage Loans, then, to the extent such policy provides coverage in an amount equal to the amount required pursuant to Section 3.09(a) and otherwise complies with all other requirements of Section 3.09(a), it shall conclusively be deemed to have satisfied its obligations as set forth in Section 3.09(a).  Any amounts collected by a Servicer under any such policy relating to a Non-Designated Mortgage Loan shall be deposited in the related Collection Account subject to withdrawal pursuant to Section 3.08(a).  Such policy may contain a deductible clause, in which case, in the event that there shall not have been maintained on the related Mortgaged Property a policy complying with Section 3.09(a), and there shall have been a loss which would have been covered by such policy, the related Servicer shall deposit in the related Collection Account at the time of such loss the amount not otherwise payable under the blanket policy because of such deductible clause, such amount to be deposited from such Servicer’s funds, without reimbursement therefor.  Upon request of the Trust Administrator, a Servicer shall cause to be delivered to the Trust Administrator a certified true copy of such policy and a statement from the insurer thereunder that such policy shall in no event be terminated or materially modified without 30 days’ prior written notice to the Trust Administrator.  In connection with its activities as Servicer of the related Non-Designated Mortgage Loans, such Servicer agrees to present, on behalf of itself, the Depositor, and the Trust Administrator for the benefit of the Certificateholders, claims under any such blanket policy.
 
(c)  Unless otherwise required in accordance with applicable state and federal law relating to the cancellation of, or collection of premiums for mortgage guaranty insurance, with respect to each Non-Designated Mortgage Loan with a Loan-to-Value Ratio in excess of 80% which the Seller represented to be covered by a Mortgage Guaranty Insurance Policy as of the Closing Date, the related Servicer shall, without any cost to the Depositor or Trust Administrator, maintain or cause the Mortgagor to maintain in full force and effect a Mortgage Guaranty Insurance Policy insuring that portion of the Non-Designated Mortgage Loan in excess of 75% of value, and shall pay or shall cause the Mortgagor to pay, the premium thereon on a timely basis, until the loan-to-value ratio of such Non-Designated Mortgage Loan is reduced to 80%, based on either (i) a current appraisal of the Mortgaged Property or (ii) the appraisal of the Mortgaged Property obtained at the time the Non-Designated Mortgage Loan was originated.  In the event that such Mortgage Guaranty Insurance Policy shall be terminated prior to the loan-to-value ratio of such Non-Designated Mortgage Loan being reduced to 80%, the related Servicer shall obtain from another Qualified Insurer a comparable replacement policy, with a total coverage equal to the remaining coverage of such terminated Mortgage Guaranty Insurance Policy.  If the insurer shall cease to be a Qualified Insurer, the related Servicer shall determine whether recoveries under the Mortgage Guaranty Insurance Policy are jeopardized for reasons related to the financial condition of such insurer, it being understood that such Servicer shall in no event have any responsibility or liability for any failure to recover under the Mortgage Guaranty Insurance Policy for such reason.  If the related Servicer determines that recoveries are so jeopardized, it shall notify the Mortgagor, if required, and obtain from another Qualified Insurer a replacement insurance policy.  The related Servicer shall not take any action which would result in noncoverage under any applicable Mortgage Guaranty Insurance Policy of any loss which, but for the actions of such Servicer would have been covered thereunder.  In connection with any assumption or substitution agreement entered into or to be entered into pursuant to Section 3.10, each Servicer shall promptly notify the insurer under the related Mortgage Guaranty Insurance Policy, if any, of such assumption or substitution of liability in accordance with the terms of such Mortgage Guaranty Insurance Policy and shall take all actions which may be required by such insurer as a condition to the continuation of coverage under such Mortgage Guaranty Insurance Policy, provided that such required actions are in compliance with all applicable law.  If such Mortgage Guaranty Insurance Policy is terminated as a result of such assumption or substitution of liability, the related Servicer shall obtain a replacement Mortgage Guaranty Insurance Policy as provided above; provided that under applicable law and the terms of the related Mortgage Note and Mortgage the cost of such policy may be charged to the successor Mortgagor.
 
With respect to each Non-Designated Mortgage Loan covered by a Lender Paid Mortgage Guaranty Insurance Policy, the applicable Servicer shall effect timely payment of the premiums on such Mortgage Guaranty Insurance Policy from amounts on deposit in the Collection Account, or deducted by such Servicer prior to deposit into the applicable Collection Account pursuant to Section 3.05(c) with respect to such Non-Designated Mortgage Loan.  If amounts on deposit in the Collection Account, or deducted by such Servicer prior to deposit into the applicable Collection Account pursuant to Section 3.05(c) with respect to such Non-Designated Mortgage Loan are not sufficient to pay the premiums on such Mortgage Guaranty Insurance Policy, the applicable Servicer shall effect timely payment of such premiums, and such costs shall be recoverable by such Servicer from the related Liquidation Proceeds or otherwise as a Servicing Advance pursuant to Section 3.08(a).  With respect to each Non-Designated Mortgage Loan covered by a Mortgage Guaranty Insurance Policy that is not a Lender Paid Mortgage Guaranty Insurance Policy, the applicable Servicer shall effect timely payment of the premiums on such Mortgage Guaranty Insurance Policy, and such costs not otherwise recoverable from the Mortgagor shall be recoverable by such Servicer from the related Liquidation Proceeds or otherwise as a Servicing Advance pursuant to Section 3.08(a).
 
(d)  In connection with its activities as servicer, each Servicer shall prepare and present, on behalf of itself, the Depositor, the Trust, the Trustee, the Trust Administrator and the Certificateholders, claims to the insurer under any Mortgage Guaranty Insurance Policy related to a Non-Designated Mortgage Loan in a timely fashion in accordance with the terms of such Mortgage Guaranty Insurance Policy and, in this regard, to take such reasonable action as shall be necessary to permit recovery under any Mortgage Guaranty Insurance Policy respecting defaulted Non-Designated Mortgage Loans. Pursuant to Section 3.05, any amounts collected by a Servicer under any Mortgage Guaranty Insurance Policy shall be deposited in the related Collection Account, subject to withdrawal pursuant to Section 3.08.
 
(e)  With respect to any Non-Designated Mortgage Loan, each Servicer need not obtain the approval of the Trustee or the Trust Administrator prior to releasing any Insurance Proceeds to the related Mortgagor to be applied to the restoration or repair of the related Mortgaged Property if such release is in accordance with Accepted Servicing Practices. At a minimum, each Servicer shall comply with the following conditions in connection with any such release of Insurance Proceeds:
 
(i)  such Servicer shall receive satisfactory independent verification of completion of repairs and issuance of any required approvals with respect thereto;
 
(ii)  such Servicer shall take all steps necessary to preserve the priority of the lien of the Mortgage, including, but not limited to requiring waivers with respect to mechanics’ and materialmen’s liens; and
 
(iii)  pending repairs or restoration, such Servicer shall place the Insurance Proceeds in the related Escrow Account.
 
(f)  With respect to any Non-Designated Mortgage Loan, if the Trust Administrator is named as an additional loss payee, the related Servicer is hereby empowered to endorse any loss draft issued in respect of such a claim in the name of the Trustee or the Trust Administrator.
 
SECTION 3.10.  
     Enforcement of Due on Sale Clauses; Assumption Agreements.
 
(a)  With respect to any Non-Designated Mortgage Loan, each Servicer shall use its best efforts to enforce any “due-on-sale” provision contained in any related Mortgage or Mortgage Note and to deny assumption by the person to whom the Mortgaged Property has been or is about to be sold whether by absolute conveyance or by contract of sale, and whether or not the Mortgagor remains liable on the Mortgage and the Mortgage Note. When the Mortgaged Property has been conveyed by the Mortgagor, the related Servicer shall, to the extent it has knowledge of such conveyance, exercise its rights to accelerate the maturity of such Non-Designated Mortgage Loan under the “due-on-sale” clause applicable thereto, provided, however, that such Servicer shall not exercise such rights if prohibited by law from doing so or if the exercise of such rights would impair or threaten to impair any recovery under the related Mortgage Guaranty Insurance Policy, if any.
 
(b)  With respect to any Non-Designated Mortgage Loan, if a Servicer reasonably believes it is unable under applicable law to enforce such “due-on-sale” clause, such Servicer shall enter into (i) an assumption and modification agreement with the person to whom such property has been conveyed, pursuant to which such person becomes liable under the Mortgage Note and the original Mortgagor remains liable thereon or (ii) in the event such Servicer is unable under applicable law to require that the original Mortgagor remain liable under the Mortgage Note, a substitution of liability agreement with the purchaser of the Mortgaged Property pursuant to which the original Mortgagor is released from liability and the purchaser of the Mortgaged Property is substituted as Mortgagor and becomes liable under the Mortgage Note. Notwithstanding the foregoing, a Servicer shall not be deemed to be in default under this Section 3.10 by reason of any transfer or assumption which such Servicer reasonably believes it is restricted by law from preventing, for any reason whatsoever. In connection with any such assumption, no material term of the Mortgage Note, including without limitation, the Mortgage Rate borne by the related Mortgage Note, the term of the Non-Designated Mortgage Loan or the outstanding principal amount of the Non-Designated Mortgage Loan shall be changed.
 
(c)  To the extent that any Non-Designated Mortgage Loan is assumable, the related Servicer shall inquire diligently into the creditworthiness of the proposed transferee, and shall use the underwriting criteria for approving the credit of the proposed transferee which are used by FNMA with respect to underwriting mortgage loans of the same type as the Non-Designated Mortgage Loans. If the credit of the proposed transferee does not meet such underwriting criteria, the related Servicer diligently shall, to the extent permitted by the Mortgage or the Mortgage Note and by applicable law, accelerate the maturity of the Non-Designated Mortgage Loan.
 
(d)  With respect to any Non-Designated Mortgage Loan, subject to each Servicer’s duty to enforce any due-on-sale clause to the extent set forth in this Section 3.10, in any case in which the related Mortgaged Property has been conveyed to a Person by the related Mortgagor, and such Person is to enter into an assumption agreement or modification agreement or supplement to the Mortgage Note or Mortgage that requires the signature of the Trustee, or if an instrument of release signed by the Trustee is required releasing the Mortgagor from liability on the Non-Designated Mortgage Loan, such Servicer shall prepare and deliver or cause to be prepared and delivered to the Trustee for signature and shall direct, in writing, the Trustee to execute the assumption agreement with the Person to whom the Mortgaged Property is to be conveyed and such modification agreement or supplement to the Mortgage Note or Mortgage or other instruments as are reasonable or necessary to carry out the terms of the Mortgage Note or Mortgage or otherwise to comply with any applicable laws regarding assumptions or the transfer of the Mortgaged Property to such Person. In connection with any such assumption, no material term of the Mortgage Note may be changed. Together with each such substitution, assumption or other agreement or instrument delivered to the Trustee for execution by it, the related Servicer shall deliver an Officer’s Certificate signed by a Servicing Officer stating that the requirements of this subsection have been met in connection therewith.  The related Servicer shall notify the Trustee and the Trust Administrator that any such substitution or assumption agreement has been completed by forwarding to the Trustee and the Trust Administrator a copy of such substitution or assumption agreement, and shall forward the original to the related Custodian which shall be added to the related Mortgage File and shall, for all purposes, be considered a part of such Mortgage File to the same extent as all other documents and instruments constituting a part thereof.  Any fee collected by a Servicer for entering into an assumption or substitution of liability agreement shall be retained by such Servicer as additional servicing compensation.
 
SECTION 3.11.  
     Realization Upon Defaulted Mortgage Loans.
 
(a)  Each Servicer shall use reasonable efforts to foreclose upon or otherwise comparably convert the ownership of properties securing such of the related Non-Designated Mortgage Loans as come into and continue in default and as to which no satisfactory arrangements can be made for collection of delinquent payments.  In connection with such foreclosure or other conversion, each Servicer shall take such action as (i) such Servicer would take under similar circumstances with respect to a similar mortgage loan held for its own account for investment, (ii) shall be consistent with Accepted Servicing Practices, (iii) such Servicer shall determine consistently with Accepted Servicing Practices to be in the best interest of the Trust and Certificateholders, and (iv) is consistent with the requirements of the insurer under any Required Insurance Policy; provided, however, that such Servicer shall not be required to expend its own funds in connection with any foreclosure or towards the restoration of any property unless it shall determine (i) that such restoration and/or foreclosure will increase the proceeds of liquidation of the related Non-Designated Mortgage Loan after reimbursement to itself of such expenses and (ii) that such expenses will be recoverable to it through Liquidation Proceeds.  Any funds expended by any Servicer pursuant to this Section 3.11(a) shall be reimbursable in full pursuant to Section 3.08(a)(iii).  The related Servicer shall be responsible for all other costs and expenses incurred by it in any such proceedings; provided, however, that it shall be entitled to reimbursement thereof from the Liquidation Proceeds with respect to the related Mortgaged Property or otherwise as a Servicing Advance in accordance with Section 3.08(a).
 
With respect to any Non-Designated Mortgage Loan, notwithstanding anything to the contrary contained in this Agreement, in connection with a foreclosure or acceptance of a deed in lieu of foreclosure, in the event the related Servicer has reasonable cause to believe that the related Mortgaged Property is contaminated by hazardous or toxic substances or wastes, or if the Trust Administrator otherwise requests, an environmental inspection or review of such Mortgaged Property conducted by a qualified inspector shall be arranged for by such Servicer. Upon completion of the inspection, the related Servicer shall promptly provide the Trust Administrator with a written report of environmental inspection.
 
In the event the environmental inspection report indicates that the Mortgaged Property is contaminated by hazardous or toxic substances or wastes, the related Servicer shall not proceed with foreclosure or acceptance of a deed in lieu of foreclosure if the estimated costs of the environmental clean up, as estimated in the environmental inspection report, together with the Servicing Advances and Advances made by such Servicer and the estimated costs of foreclosure or acceptance of a deed in lieu of foreclosure exceeds the estimated value of the Mortgaged Property.  If however, the aggregate of such clean up and foreclosure costs, Advances and Servicing Advances are less than or equal to the estimated value of the Mortgaged Property, then the related Servicer may, in its reasonable judgment and in accordance with Accepted Servicing Practices, choose to proceed with foreclosure or acceptance of a deed in lieu of foreclosure and such Servicer shall be reimbursed for all reasonable costs associated with such foreclosure or acceptance of a deed in lieu of foreclosure and any related environmental clean up costs, as applicable, from the related Liquidation Proceeds, or if the Liquidation Proceeds are insufficient to fully reimburse such Servicer, such Servicer shall be entitled to be reimbursed from amounts in the related Collection Account pursuant to Section 3.08(a) hereof.  In the event the related Servicer does not proceed with foreclosure or acceptance of a deed in lieu of foreclosure pursuant to the first sentence of this paragraph, such Servicer shall be reimbursed for all Advances and Servicing Advances made with respect to the related Mortgaged Property from the related Collection Account pursuant to Section 3.08(a) hereof, and such Servicer shall have no further obligation to service such Non-Designated Mortgage Loan under the provisions of this Agreement.
 
(b)  With respect to any REO Property related to a Non-Designated Mortgage Loan, the deed or certificate of sale shall, subject to applicable laws, be taken in the name of the Trustee for the benefit of the Certificateholders, or its nominee, on behalf of the Certificateholders.  The Trustee’s name shall be placed on the title to such REO Property solely as the Trustee hereunder and not in its individual capacity.  The related Servicer shall ensure that the title to such REO Property references this Agreement and the Trustee capacity hereunder.  Pursuant to its efforts to sell such REO Property, the related Servicer shall in accordance with Accepted Servicing Practices manage, conserve, protect and operate each REO Property for the purpose of its prompt disposition and sale. The related Servicer, either itself or through an agent selected by such Servicer, shall manage, conserve, protect and operate the REO Property in the same manner that it manages, conserves, protects and operates other foreclosed property for its own account, and in the same manner that similar property in the same locality as the REO Property is managed. Upon request, the related Servicer shall furnish to the Trust Administrator on or before each Distribution Date a statement with respect to any REO Property covering the operation of such REO Property for the previous calendar month and such Servicer’s efforts in connection with the sale of such REO Property and any rental of such REO Property incidental to the sale thereof for the previous calendar month. That statement shall be accompanied by such other information as the Trust Administrator shall reasonably request and which is necessary to enable the Trust Administrator to comply with the reporting requirements of the REMIC Provisions.  The net monthly rental income, if any, from such REO Property shall be deposited in the related Collection Account no later than the close of business on each Determination Date.  The related Servicer shall perform the tax reporting and withholding required by Sections 1445 and 6050J of the Code with respect to foreclosures and abandonments, the tax reporting required by Section 6050H of the Code with respect to the receipt of mortgage interest from individuals and any tax reporting required by Section 6050P of the Code with respect to the cancellation of indebtedness by certain financial entities, by preparing such tax and information returns as may be required, in the form required, and delivering the same to the Trust Administrator for filing.
 
To the extent consistent with Accepted Servicing Practices, the related Servicer shall also maintain on each REO Property related to a Non-Designated Mortgage Loan fire and hazard insurance with extended coverage in an amount which is equal to the outstanding principal balance of the related Non-Designated Mortgage Loan (as reduced by any amount applied as a reduction of principal at the time of acquisition of the REO Property), liability insurance and, to the extent required and available under the Flood Disaster Protection Act of 1973, as amended, flood insurance in the amount required above.
 
(c)  In the event that the Trust Fund acquires any Mortgaged Property as aforesaid or otherwise in connection with a default or imminent default on a Mortgage Loan, the related Servicer shall dispose of such Mortgaged Property prior to three years after the end of the calendar year of its acquisition by the Trust Fund unless (i) the Trustee and the Trust Administrator shall have been supplied with an Opinion of Counsel to the effect that the holding by the Trust Fund of such Mortgaged Property subsequent to such three-year period will not result in the imposition of taxes on “prohibited transactions” of any REMIC hereunder as defined in section 860F of the Code or cause any REMIC hereunder to fail to qualify as a REMIC at any time that any Certificates are outstanding, in which case the Trust Fund may continue to hold such Mortgaged Property (subject to any conditions contained in such Opinion of Counsel) or (ii) the applicable Servicer shall have applied for, prior to the expiration of such three-year period, an extension of such three-year period in the manner contemplated by Section 856(e)(3) of the Code, in which case the three-year period shall be extended by the applicable extension period.  Notwithstanding any other provision of this Agreement, no Mortgaged Property acquired by the Trust Fund shall be rented (or allowed to continue to be rented) or otherwise used for the production of income by or on behalf of the Trust Fund in such a manner or pursuant to any terms that would (i) cause such Mortgaged Property to fail to qualify as “foreclosure property” within the meaning of section 860G(a)(8) of the Code or (ii) subject any REMIC hereunder to the imposition of any federal, state or local income taxes on the income earned from such Mortgaged Property under Section 860G(c) of the Code or otherwise, unless the related Servicer has agreed to indemnify and hold harmless the Trust Fund with respect to the imposition of any such taxes.
 
In the event of a default on a Mortgage Loan one or more of whose obligors is not a United States Person, as that term is defined in Section 7701(a)(30) of the Code, in connection with any foreclosure or acquisition of a deed in lieu of foreclosure (together, “foreclosure”) in respect of such Mortgage Loan, the related Servicer shall cause compliance with the provisions of Treasury Regulation Section 1.1445-2(d)(3) (or any successor thereto) necessary to assure that no withholding tax obligation arises with respect to the proceeds of such foreclosure except to the extent, if any, that proceeds of such foreclosure are required to be remitted to the obligors on such Mortgage Loan.
 
(d)  The decision of a Servicer to foreclose on a defaulted Non-Designated Mortgage Loan shall be subject to a determination by such Servicer that the proceeds of such foreclosure would exceed the costs and expenses of bringing such a proceeding.  The income earned from the management of any REO Properties, net of reimbursement to such Servicer for expenses incurred (including any property or other taxes) in connection with such management and net of applicable accrued and unpaid Servicing Fees, and unreimbursed Advances and Servicing Advances, shall be applied to the payment of principal of and interest on the related defaulted Non-Designated Mortgage Loans (with interest accruing as though such Non-Designated Mortgage Loans were still current) and all such income shall be deemed, for all purposes in this Agreement, to be payments on account of principal and interest on the related Mortgage Notes and shall be deposited into the related Collection Account.  To the extent the net income received during any calendar month is in excess of the amount attributable to amortizing principal and accrued interest at the related Mortgage Rate on the related Non-Designated Mortgage Loan for such calendar month, such excess shall be considered to be a partial prepayment of principal of the related Non-Designated Mortgage Loan.
 
(e)  The proceeds from any liquidation of a Non-Designated Mortgage Loan, as well as any income from a related REO Property, will be applied in the following order of priority: first, to reimburse the related Servicer for any related unreimbursed Servicing Advances and Servicing Fees, and with respect to Wells Fargo, any REO Disposition Fees related to such Mortgage Loan; second, to reimburse such Servicer for any unreimbursed Advances; third, to reimburse the related Collection Account for any Nonrecoverable Advances (or portions thereof) that were previously withdrawn by such Servicer pursuant to Section 3.08(a)(iii) that related to such Non-Designated Mortgage Loan; fourth, to accrued and unpaid interest (to the extent no Advance has been made for such amount or any such Advance has been reimbursed) on the Non-Designated Mortgage Loan or related REO Property, at the per annum rate equal to the related Mortgage Rate reduced by the related Expense Fee Rate, to the Due Date occurring in the month in which such amounts are required to be distributed; and fifth, as a recovery of principal of the Mortgage Loan.  Excess Proceeds shall be retained by the related Servicer as additional servicing compensation pursuant to Section 3.14.
 
SECTION 3.12.  
     Trustee and Trust Administrator to Cooperate; Release of Mortgage Files.
 
Upon the payment in full of any Non-Designated Mortgage Loan, or the receipt by a Servicer of a notification that payment in full will be escrowed in a manner customary for such purposes, such Servicer shall immediately notify the related Custodian by delivering, or causing to be delivered a “Request for Release” substantially in the form of Exhibit K.  Upon receipt of such request, such Custodian shall within three Business Days release the related Mortgage File to the related Servicer, and the Trustee shall within three Business Days of such Servicer’s direction execute and deliver to such Servicer the deed of reconveyance or release or satisfaction of mortgage or such instrument releasing the lien of the Mortgage in each case provided by such Servicer, and such Custodian shall deliver the Mortgage Note with written evidence of cancellation thereon. Expenses incurred in connection with any instrument of satisfaction or deed of reconveyance shall be chargeable to the related Mortgagor.  From time to time and as shall be appropriate for the servicing or foreclosure of any Non-Designated Mortgage Loan, including for such purpose, collection under any policy of flood insurance, any fidelity bond or errors or omissions policy, or for the purposes of effecting a partial release of any Mortgaged Property from the lien of the Mortgage or the making of any corrections to the Mortgage Note or the Mortgage or any of the other documents included in the Mortgage File, the related Custodian within three Business Days of delivery to such Custodian of a Request for Release in the form of Exhibit K signed by a Servicing Officer, release the Mortgage File to the related Servicer.  Subject to the further limitations set forth below, the related Servicer shall cause the Mortgage File or documents so released to be returned to the related Custodian on its behalf, when the need therefor by such Servicer no longer exists, unless the Non-Designated Mortgage Loan is liquidated and the proceeds thereof are deposited in the related Collection Account, in which case such Servicer shall deliver to the Trustee, or the related Custodian a Request for Release in the form of Exhibit K, signed by a Servicing Officer.  Each Servicer is also authorized to cause the removal from the registration on the MERS® System of such Mortgage and to execute and deliver, on behalf of the Trustee and the Certificateholders or any of them, any and all instruments of satisfaction or cancellation or of partial or full release, including an assignment of such loan to the Trustee.
 
If a Servicer at any time seeks to initiate a foreclosure proceeding in respect of any Mortgaged Property related to a Non-Designated Mortgage Loan as authorized by this Agreement, such Servicer shall deliver or cause to be delivered to the Trustee, for signature, as appropriate, any court pleadings, requests for trustee’s sale or other documents necessary to effectuate such foreclosure or any legal action brought to obtain judgment against the Mortgagor on the Mortgage Note or the Mortgage or to obtain a deficiency judgment or to enforce any other remedies or rights provided by the Mortgage Note or the Mortgage or otherwise available at law or in equity.
 
SECTION 3.13.  
     Documents, Records and Funds in Possession of a Servicer to be Held for the Trust.
 
Notwithstanding any other provisions of this Agreement, each Servicer shall transmit to the related Custodian, as required by this Agreement all documents and instruments in respect of a Non-Designated Mortgage Loan coming into the possession of the related Servicer from time to time required to be delivered to the Trustee, or such Custodian on its behalf, pursuant to the terms hereof and shall account fully to the Trust Administrator for any funds received by such Servicer or which otherwise are collected by such Servicer as Liquidation Proceeds or Insurance Proceeds in respect of any Non-Designated Mortgage Loan.  All Mortgage Files and funds collected or held by, or under the control of, a Servicer in respect of any Non-Designated Mortgage Loans, whether from the collection of principal and interest payments or from Liquidation Proceeds, including but not limited to, any funds on deposit in a Collection Account, shall be held by the related Servicer for and on behalf of the Trust, the Trustee or the Trust Administrator and shall be and remain the sole and exclusive property of the Trust, subject to the applicable provisions of this Agreement.  Each Servicer also agrees that it shall not create, incur or subject any Mortgage File or any funds that are deposited in the related Collection Account, Certificate Account or any related Escrow Account, or any funds that otherwise are or may become due or payable to the Trust, the Trustee or the Trust Administrator for the benefit of the Certificateholders, to any claim, lien, security interest, judgment, levy, writ of attachment or other encumbrance, or assert by legal action or otherwise any claim or right of setoff against any Mortgage File or any funds collected on, or in connection with, a Non-Designated Mortgage Loan, except, however, that such Servicer shall be entitled to set off against and deduct from any such funds any amounts that are properly due and payable to such Servicer under this Agreement.
 
SECTION 3.14.  Servicing Fee; Indemnification of Master Servicer.
 
(a)  As compensation for its services hereunder, each Servicer shall be entitled to withdraw from the applicable Collection Account or to retain from interest payments on the related Non-Designated Mortgage Loans, the amount of its Servicing Fee, for each Mortgage Loan serviced by it, less any amounts in respect of its Servicing Fee, as applicable, payable by such Servicer pursuant to Section 3.05(c)(vi). The Servicing Fee for each Servicer is limited to, and payable solely from, the interest portion of such Scheduled Payments collected by such Servicer or as otherwise provided in Section 3.08(a).  In connection with the servicing of any Special Serviced Mortgage Loan, the Special Servicer shall receive the Servicing Fee for such Special Serviced Mortgage Loan as its compensation and Ancillary Income with respect to Special Serviced Mortgage Loans.
 
(b)  With respect to each Non-Designated Mortgage Loan, additional servicing compensation in the form of Ancillary Income shall be retained by the related Servicer and additional servicing compensation in the form of Payoff Interest, to the extent not required to make payments in respect of Compensating Interest Payments, shall be retained by SPS and WMMSC.  Each Servicer shall be required to pay all expenses incurred by it in connection with its servicing activities hereunder (including the payment of any expenses incurred in connection with any Subservicing Agreement entered into pursuant to Section 3.02 and the payment of any premiums for insurance required pursuant to Section 3.16) and shall not be entitled to reimbursement thereof except as specifically provided for in this Agreement.
 
(c)  The Master Servicer shall be compensated by the Trust Administrator as separately agreed.  The Master Servicer and any director, officer, employee or agent of the Master Servicer shall be indemnified by DLJMC (or if DLJMC shall fail to do so, by the Trust) and held harmless against any loss, liability or expense (including reasonable attorney’s fees and expenses) incurred in connection with any claim or legal action relating to (a) this Agreement, (b) the Certificates or (c) the performance of any of the Master Servicer’s duties hereunder, other than any loss, liability or expense incurred by reason of willful misfeasance, bad faith or negligence in the performance of any of the Master Servicer’s duties hereunder or incurred by reason of any action of the Master Servicer taken at the direction of the Certificateholders; provided, however, that the sum of (x) such indemnity amounts payable by DLJMC or the Trust to the Master Servicer pursuant to this Section 3.14(c), (y) the indemnity amounts payable by DLJMC or the Trust to the Trust Administrator pursuant to Section 10.05 and (z) the indemnity amounts payable by DLJMC or the Trust to Wells Fargo, as Custodian, pursuant to a Custodial Agreement with Wells Fargo as Custodian, shall not exceed $200,000 per year; provided, further, that any amounts not payable by DLJMC or the Trust to the Master Servicer due to the preceding proviso shall be payable by DLJMC (or if DLJMC fails to do so, by the Trust) in any succeeding year, subject to the aggregate $200,000 per annum limitation imposed by the preceding proviso.  Such indemnity shall survive the termination of this Agreement or the resignation or removal of the Master Servicer hereunder.
 
SECTION 3.15.  Access to Certain Documentation.
 
Upon reasonable advance notice in writing for any review requiring on-site access or upon reasonable notice for any other type of access, each Servicer shall provide to the Depositor, the Trust Administrator, the Master Servicer (for all Servicers other than WMMSC) and the Trustee certain reports and reasonable access to information and documentation regarding the Mortgage Loans serviced by such Servicer sufficient to permit any Certificateholder to comply with applicable regulations of the OTS, the FDIC or other regulatory authorities with respect to investment in the Certificates; provided, that each Servicer shall be entitled to be reimbursed by each such Certificateholder for actual expenses incurred by such Servicer in providing such reports and access.  Nothing in this Section 3.15 shall limit the obligation of the Master Servicer or any Servicer to observe any applicable law prohibiting disclosure of information regarding the Mortgagors and the failure of the Master Servicer or such Servicer to provide access as provided in this Section 3.15 or Section 3.07 as a result of such obligation shall not constitute a breach of this Section 3.15 or Section 3.07.  Nothing in this Section 3.15 shall require the Master Servicer or any Servicer to collect, create, collate or otherwise generate any information that it does not generate in its usual course of business.
 
SECTION 3.16.  Maintenance of Fidelity Bond and Errors and Omissions Insurance.
 
Each Servicer shall maintain with responsible companies, at its own expense, a blanket Fidelity Bond and an Errors and Omissions Insurance Policy, with broad coverage on all officers, employees or other persons acting in any capacity requiring such persons to handle funds, money, documents or papers relating to the related Mortgage Loans (“Servicer Employees”). Any such Fidelity Bond and Errors and Omissions Insurance Policy shall be in the form of the Mortgage Banker’s Blanket Bond and shall protect and insure the related Servicer against losses, including forgery, theft, embezzlement, fraud, errors and omissions and negligent acts of such Servicer Employees. Such Fidelity Bond and Errors and Omissions Insurance Policy also shall protect and insure each Servicer against losses in connection with the release or satisfaction of a related Mortgage Loan without having obtained payment in full of the indebtedness secured thereby.  No provision of this Section 3.16 requiring such Fidelity Bond and Errors and Omissions Insurance Policy shall diminish or relieve a Servicer from its duties and obligations as set forth in this Agreement.  The minimum coverage under any such bond and insurance policy shall be at least equal to the corresponding amounts required by FNMA, unless the related Servicer has obtained a waiver of such requirement. Upon the request of the Trust Administrator, the related Servicer shall cause to be delivered to the Trust Administrator a certificate of insurance of the insurer and the surety including a statement from the surety and the insurer that such fidelity bond and insurance policy shall in no event be terminated or materially modified without 30 days’ prior written notice to the Trust Administrator.
 
The Master Servicer shall maintain insurance in such amounts generally acceptable for entities serving as master servicer.
 
SECTION 3.17.  Special Serviced Mortgage Loans; Repurchase of Certain Mortgage Loans.
 
(a)  If directed by the Special Servicer and solely at the Special Servicer’s option, a Servicer, other than WMMSC, (each, a “Transferring Servicer”) shall transfer the servicing of any Mortgage Loan (other than a WMMSC Serviced Mortgage Loan) serviced by the Transferring Servicer which is 90 days or more delinquent (under the “MBA” method and determined as of the close of business of the last day of the month preceding the related Data Remittance Date) to the Special Servicer.  The Special Servicer shall thereupon assume all of the rights and obligations of the Transferring Servicer hereunder arising thereafter and the Transferring Servicer shall have no further rights or obligations hereunder with respect to such Mortgage Loan (except that the Special Servicer shall not be (i) liable for losses of the Transferring Servicer pursuant to Section 3.09 hereof or for any acts or omissions of the Transferring Servicer hereunder prior to the servicing transfer date, (ii) obligated to effectuate repurchases or substitutions of Mortgage Loans hereunder including, but not limited to, repurchases or substitutions of Mortgage Loans pursuant to Section 2.02 or 2.03 hereof, (iii) deemed to have made any representations and warranties of a Transferring Servicer hereunder or (iv) be subject to any other agreement not executed by the Special Servicer).  Upon the transfer of the servicing of any such Mortgage Loan to the Special Servicer, the Special Servicer shall be entitled to the related Servicing Fee and other compensation accruing after the servicing transfer date with respect to such Mortgage Loans pursuant to Section 3.14.
 
In connection with the transfer of the servicing of any Mortgage Loan to the Special Servicer, the Transferring Servicer, at the Special Servicer’s expense, shall deliver to the Special Servicer all documents and records relating to such Mortgage Loans and an accounting of amounts collected or held by it and otherwise use its best efforts to effect the orderly and efficient transfer of the servicing to the Special Servicer.  On the servicing transfer date, the Special Servicer shall reimburse the Transferring Servicer for all unreimbursed Advances, Servicing Advances and Servicing Fees, as applicable, relating to the Mortgage Loans for which the servicing is being transferred.  The Special Servicer shall be entitled to be reimbursed pursuant to Section 3.08 or otherwise pursuant to this Agreement for all such Advances, Servicing Advances and Servicing Fees, as applicable, paid by the Transferring Servicer pursuant to this Section 3.17 (a).  In addition, the Special Servicer shall notify the Master Servicer of such transfer and the effective date of such transfer, and amend the Mortgage Loan Schedule to reflect that such Mortgage Loans are Special Serviced Mortgage Loans.
 
(b)  The Special Servicer, at its option, may (but is not obligated to) purchase from the Trust Fund, (i) any Mortgage Loan that is delinquent (under the “MBA” method) in payment 90 or more days or (ii) any related Mortgage Loan with respect to which there has been initiated legal action or other proceedings for the foreclosure of the related Mortgaged Property either judicially or non-judicially, in each case, provided that the applicable transferring Servicer has the right to transfer the related servicing rights without the payment of any compensation to a Sub-Servicer.  In the event that the Special Servicer exercises such option, the Purchase Price therefor shall be deposited in the related Collection Account and upon such deposit of the Purchase Price and receipt of a Request for Release in the form of Exhibit K hereto, the Custodian shall release the related Mortgage File held for the benefit of the Certificateholders to the Special Servicer, and the Trustee shall execute and deliver at the Special Servicer’s direction such instruments of transfer or assignment prepared by the Special Servicer, in each case without recourse, as shall be necessary to transfer title from the Trustee to the Special Servicer.  The applicable transferring Servicer shall be entitled to reimbursement from the Special Servicer for all expenses incurred by it in connection with the transfer of any Mortgage Loan to the Special Servicer pursuant to this Section 3.17 (b).
 
(c)  With respect to any Mortgage Loan, a Servicer of such Mortgage Loan may (but is not obligated to) enter into a special servicing agreement with an unaffiliated Holder of a 100% Percentage Interest of the most junior outstanding Class of related Subordinate Certificates.  Any such agreement may contain provisions whereby such Holder may (i) instruct the related Servicer to commence or delay foreclosure proceedings with respect to any such Mortgage Loan that is delinquent (under the “MBA” method) and will contain provisions for the deposit of cash with such Servicer by such Holder that would be available for distribution to Certificateholders if Liquidation Proceeds are less than they otherwise may have been had such Servicer acted in accordance with its normal procedures, (ii) purchase any such Mortgage Loan that is delinquent (under the “MBA” method) from the Trust Fund immediately prior to the commencement of foreclosure proceedings at a price equal to the Purchase Price, and/or (iii) assume all of the servicing rights and obligations (as a Sub-Servicer on behalf of the related Servicer) with respect to any such Mortgage Loan that is delinquent (under the “MBA” method) so long as (A) such Holder meets the requirements for a Sub-Servicer set forth in Section 3.02(a), (B) such Holder has a current special servicing ranking of at least “Average” from S&P, (C) such Holder shall subservice such Mortgage Loan in accordance with this Agreement, and (D) the related Servicer has the right to transfer such servicing rights without the payment of any compensation to a Sub-Servicer.
 
SECTION 3.18.  Indemnification of the Trust Administrator, the Master Servicer and the Servicers.
 
Each Servicer (other than WMMSC) agrees to indemnify and hold the Master Servicer harmless from and against any and all losses, claims, expenses, costs or liabilities (including attorneys fees and court costs) incurred by the Master Servicer as a result of or in connection with the failure by such Servicer to perform the obligations or responsibilities imposed upon or undertaken by such Servicer under this Agreement.
 
The Master Servicer agrees to indemnify and hold each Servicer (other than WMMSC) harmless from and against any and all losses, claims, expenses, costs or liabilities (including attorneys fees and court costs) incurred by such Servicer as a result of or in connection with the failure by the Master Servicer to perform the obligations or responsibilities imposed upon or undertaken by the Master Servicer under this Agreement.
 
WMMSC agrees to indemnify and hold the Trust Administrator harmless from and against any and all losses, claims, expenses, costs or liabilities (including attorneys fees and court costs) incurred by the Trust Administrator as a result of or in connection with the failure by WMMSC to perform the obligations or responsibilities imposed upon or undertaken by WMMSC under this Agreement.
 
The Trust Administrator agrees to indemnify and hold WMMSC harmless from and against any and all losses, claims, expenses, costs or liabilities (including attorneys fees and court costs) incurred by WMMSC as a result of or in connection with the failure by the Trust Administrator to perform the obligations or responsibilities imposed upon or undertaken by the Trust Administrator under this Agreement.
 
SECTION 3.19.  Notification of Adjustments.
 
With respect to each Mortgage Loan, the related Servicer shall adjust the Mortgage Rate on the related Adjustment Date in compliance with the requirements of applicable law and the related Mortgage and Mortgage Note.  The related Servicer shall execute and deliver any and all necessary notices required under applicable law and the terms of the related Mortgage Note and Mortgage regarding the Mortgage Rate adjustments.  Upon the discovery by the related Servicer or the receipt of notice from the Trust Administrator that such Servicer has failed to adjust a Mortgage Rate in accordance with the terms of the related Mortgage Note, such Servicer shall immediately deposit in the Certificate Account from its own funds the amount of any interest loss or deferral caused the Trust Administrator thereby.
 
SECTION 3.20.  Designated Mortgage Loans.
 
(a)  For and on behalf of the Certificateholders, the Master Servicer shall oversee and enforce the obligation of each Designated Servicer to service and administer the related Designated Mortgage Loans in accordance with the terms of the related Designated Servicing Agreement and shall have full power and authority to do any and all things which it may deem necessary or desirable in connection with such master servicing and administration.  In performing its obligations hereunder, the Master Servicer shall act in a manner consistent with this Agreement and with customary and usual standards of practice of prudent mortgage loan master servicers.  Furthermore, the Master Servicer shall oversee and consult with each Designated Servicer as necessary from time-to-time to carry out the Master Servicer’s obligations hereunder, and shall receive, review and evaluate all reports, information and other data provided to the Master Servicer by each Designated Servicer.
 
The Master Servicer shall terminate the rights and obligations of any Designated Servicer under the related Designated Servicing Agreement, upon the failure of such Designated Servicer to perform any of its obligations under such Designated Servicing Agreement, which failure results in an event of default as provided in such Designated Servicing Agreement.  In the event a Designated Servicer is terminated pursuant to the preceding sentence, the Master Servicer shall notify the Depositor and the Trust Administrator and shall either (a) select and engage a successor servicer of the related Mortgage Loans or (b) act as successor servicer of the related Mortgage Loans.  In either case, the Designated Mortgage Loans related to such Designated Servicing Agreement shall be serviced by the successor to such Designated Servicer pursuant to the servicing provisions of this Agreement, and such Designated Mortgage Loans shall be deemed as “Non-Designated Mortgage Loans” under this Agreement; provided, however, it is understood and acknowledged by the parties hereto that there will be a period of transition (not to exceed 90 days) before the actual servicing functions can be fully transferred to such successor Designated Servicer.  Such enforcement, including, without limitation, the legal prosecution of claims, termination of Designated 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 Master Servicer, in its good faith business judgment, would require were it the owner of the related Mortgage Loans.  The Master Servicer shall pay the costs of such enforcement at its own expense, provided that the Master Servicer shall not be required to prosecute or defend any legal action except to the extent that the Master Servicer shall have received reasonable indemnity for its costs and expenses in pursuing such action.
 
To the extent that the costs and expenses of the Master Servicer related to any termination of a Designated Servicer, appointment of a successor Designated Servicer or the transfer and assumption of servicing by the Master Servicer with respect to any Designated Servicing Agreement (including, without limitation, (i) all legal costs and expenses and all due diligence costs and expenses associated with an evaluation of the potential termination of a Designated Servicer as a result of an event of default by such Designated Servicer and (ii) all costs and expenses associated with the complete transfer of servicing, including all servicing files and all servicing data and the completion, correction or manipulation of such servicing data as may be required by the successor servicer to correct any errors or insufficiencies in the servicing data or otherwise to enable the successor servicer to service the Mortgage Loans in accordance with this Agreement) are not fully reimbursed by the terminated Designated Servicer, the Master Servicer shall be entitled to reimbursement of such costs and expenses from the Trust.
 
(b)  Each month, if a Designated Servicer fails to make a required Advance by the date such Advance is required to be made under the related Designated Servicing Agreement, the Master Servicer shall on the Cash Remittance Date deposit in the amount of any required Advance in the Certificate Account.
 
(c)  Each month, the Master Servicer shall make Compensating Interest Payments with respect to the Designated Mortgage Loans to the extent provided in Section 3.03.
 
SECTION 3.21.  Assigned Prepayment Premiums.
 
(a)  Notwithstanding anything in this Agreement to the contrary, in the event of a Principal Prepayment, the applicable Servicer may not waive any Assigned Prepayment Premium or portion thereof required by the terms of the related Mortgage Note unless (i) the related Mortgage Loan is in default or foreseeable default and such waiver (a) is standard and customary in servicing mortgage loans similar to the Mortgage Loans and (b) would, in the reasonable judgment of such Servicer, maximize recovery of total proceeds taking into account the value of such Assigned Prepayment Premium and the related Mortgage Loan, (ii) (A) the enforceability thereof is limited (1) by bankruptcy, insolvency, moratorium, receivership, or other similar law relating to creditors’ rights generally or (2) due to acceleration in connection with a foreclosure or other involuntary payment, or (B) the enforceability is otherwise limited or prohibited by applicable law, (iii) the enforceability would be considered “predatory” pursuant to written guidelines issued by any applicable federal, state or local authority having jurisdiction over such matters, (iv) such Servicer is unable to locate documentation sufficient to allow it to confirm the existence and amount of such Assigned Prepayment Premium after using commercially reasonable efforts to locate such documentation, which efforts shall include, but are not limited to, seeking such documentation from the Depositor, the Seller, the related Custodian and from its own records or files, (v) the related Mortgaged Property has been damaged such that the current value of the Mortgaged Property has been reduced by at least half as a result of a natural disaster or other insured or uninsured peril, and the borrower has elected to pay the loan in full rather than rebuild the Mortgaged Property, or (vi) with respect to SPS Serviced Mortgage Loans, SPS may waive Assigned Prepayment Premiums in connection with any refinancing of such Mortgage Loans by SPS or an affiliate thereof.  For the avoidance of doubt, the applicable Servicer may waive an Assigned Prepayment Premium in connection with a short sale or short payoff on a defaulted Mortgage Loan.  If an applicable Servicer has waived all or a portion of an Assigned Prepayment Premium relating to a Principal Prepayment, other than as provided above, such Servicer shall deliver to the Trust Administrator no later than the next succeeding Cash Remittance Date, for deposit into the Certificate Account, the amount of such Assigned Prepayment Premium (or such portion thereof as had been waived) for distribution in accordance with the terms of this Agreement, and if such Servicer fails to deliver such amount, any of the Trust Administrator, the Master Servicer, the Trustee or the Seller may enforce such obligation of such Servicer to make such payment.  If such Servicer has waived all or a portion of an Assigned Prepayment Premium for any reason, it shall include such information, including the reason for such waiver, in any monthly reports it provides, and such Servicer if other than Wells Fargo, shall notify the Trust Administrator, the Seller, the Master Servicer and the Trustee of such waiver, and if such Servicer is Wells Fargo, Wells Fargo shall notify the Trust Administrator and the Trust Administrator shall forward any such notice to the Seller, the Master Servicer and the Trustee.  Notwithstanding any provision in this Agreement to the contrary, in the event the Assigned Prepayment Premium payable under the terms of the related Mortgage Note is less than the amount of the Assigned Prepayment Premium set forth in the Mortgage Loan Schedule or other information provided to the applicable Servicer, such Servicer shall not have any liability or obligation with respect to such difference.  The Master Servicer shall not have any responsibility for verifying the accuracy of the amount of Assigned Prepayment Premiums remitted by the Servicers.
 
(b)  Notwithstanding anything in this Agreement to the contrary, the Trustee and the Trust Administrator shall have no obligation to collect Prepayment Premiums from any Servicer or Designated Servicer other than Wells Fargo, in its capacity as a Servicer (or any of its successors and assigns), GreenPoint (or any of its successors and assigns) or SPS (or any of its successors and assigns).
 
(c)  Notwithstanding anything in this Agreement to the contrary, to the extent that a Servicer becomes the owner of the Prepayment Premium with respect to any Mortgage Loan, each Holder of a Class P Certificate hereby agrees that such Holder’s right to receive Prepayment Premiums collected by such Servicer in connection with the Principal Prepayment of any of such Mortgage Loans or amounts deposited therein pursuant to this Section 3.21 shall be extinguished in full.
 
ARTICLE IV
 
PAYMENTS AND STATEMENTS TO CERTIFICATEHOLDERS
 
SECTION 4.01.  Priorities of Distribution.
 
 
As set forth in Section 4.01 of the Series Supplement.
 
SECTION 4.02.  Allocation of Losses.
 
 
As set forth in Section 4.02 of the Series Supplement.
 
SECTION 4.03.  Recoveries.
 
 
As set forth in Section 4.03 of the Series Supplement.
 
SECTION 4.04.  Monthly Statements to Certificateholders.
 
(a)  Not later than each Distribution Date, the Trust Administrator shall prepare and cause to be made available to each Certificateholder, the Master Servicer, each Servicer, the Trustee, the Depositor, the Swap Counterparty and each Rating Agency, a statement setting forth with respect to the related distribution: (A) the items listed in Exhibit T-1, other than items (v)(y), (v)(z), (v)(jj) and (vii), (B) the amounts on deposit in each Prefunding Account (including a breakdown of amounts released during the prior calendar month in respect of Aggregate Subsequent Transfer Amounts) and (C) the amount on deposit in each Capitalized Interest Account (including a breakdown of amounts released for the calendar month preceding such Distribution Date).  The Trust Administrator shall make the information set forth in item (vii) of Exhibit T-1 available on its website, separate from the monthly distribution statement described above, until it is able to incorporate such information into such monthly distribution statement.  The Trust Administrator shall use reasonable efforts to have the information set forth in item (vii) of Exhibit T-1 incorporated into the monthly distribution statement distributed in September 2007.
 
The Trust Administrator’s responsibility for disbursing the above information to the Certificateholders is limited to the availability, timeliness and accuracy of the information derived from the Master Servicer and each Servicer, which shall be provided as required in Section 4.05.
 
On each Distribution Date, the Trust Administrator shall provide Bloomberg Financial Markets, L.P. (“Bloomberg”) CUSIP level factors for each Class of Offered Certificates as of such Distribution Date, using a format and media mutually acceptable to the Trust Administrator and Bloomberg.  In connection with providing the information specified in this Section 4.04 to Bloomberg, the Trust Administrator and any director, officer, employee or agent of the Trust Administrator shall be indemnified and held harmless by DLJMC, to the extent, in the manner and subject to the limitations provided in Section 9.05.  The Trust Administrator shall also make the monthly statements to Certificateholders available each month to each party referred to in Section 4.04(a) via the Trust Administrator’s website.  The Trust Administrator’s website can be accessed at http://www.ctslink.com or at such other site as the Trust Administrator may designate from time to time.  Persons that are unable to use the above website are entitled to have a paper copy mailed to them via first class mail by calling the Trust Administrator at 866-846-4526.  The Trust Administrator shall have the right to change the way the reports referred to in this Section 4.04 are distributed in order to make such distribution more convenient and/or more accessible to the above parties and to the Certificateholders.  The Trust Administrator shall provide timely and adequate notification to all above parties and to the Certificateholders regarding any such change.  The Trust Administrator may fully rely upon and shall have no liability with respect to information provided by the Master Servicer or any Servicer.
 
(b)  Upon request, within a reasonable period of time after the end of each calendar year, the Trust Administrator shall cause to be furnished to each Person who at any time during the calendar year was a Certificateholder, a statement containing the information set forth in items (i)(c), (i)(d), (ii)(c) and (ii)(d) of Exhibit T-1 aggregated for such calendar year or applicable portion thereof during which such Person was a Certificateholder.  Such obligation of the Trust Administrator shall be deemed to have been satisfied to the extent that substantially comparable information shall be provided by the Trust Administrator pursuant to any requirements of the Code as from time to time in effect.
 
(c)  In addition to the foregoing, the Trust Administrator shall post an electronic file containing loan level data with respect to the Mortgage Loans (“Loan Level Data”) as of the Cut-off Date by no later than the first Distribution Date following the Closing date, and then shall post current Loan Level Data on each subsequent Distribution Date, in each case to the website referred to in Section 4.04(a) and containing the fields described in Exhibit T-2.  The Loan Level Data will be based solely on information provided by the Servicers, and the Trust Administrator’s provision of the Loan Level Data is subject to the availability, timeliness and accuracy of the information provided by the Servicers.  The Loan Level Data will not include any personally identifiable information, including but not limited to:  borrower name, borrower address, property address, borrower social security number, and originator’s loan account number.  The Loan Level Data may include recent property valuation information, including based on a recent broker’s price opinion.  As agreed to by the Depositor and the Trust Administrator, the format of the Loan Level Data may be modified at any time, and the posting of the Loan Level Data may be discontinued at any time.  The Trust Administrator shall not be required to provide the Loan Level Data in paper form.
 
SECTION 4.05.  Servicer to Cooperate.
 
Each Servicer (other than WMMSC and SPS) shall provide to the Master Servicer, the information set forth in Exhibits H-1, H-2, H-3 and H-4 and any other information the Master Servicer requires, and SPS shall provide to the Master Servicer, the information set forth in Exhibits H-1, H-2, H-4, P and Q and any other information the Master Servicer requires, in each case in such form as the Master Servicer shall reasonably request, or in such form as may be mutually agreed upon between such Servicer and the Master Servicer, with respect to each Mortgage Loan serviced by such Servicer no later than (i) with respect to a Servicer other than Wells Fargo, 12:00 noon (New York City time) on the Data Remittance Date, and (ii) with respect to Wells Fargo, on the Data Remittance Date, to enable the Master Servicer to provide such information to the Trust Administrator.
 
Each Servicer (other than WMMSC) also shall provide to the Master Servicer, the information set forth in Exhibit H-1, solely relating to Payoffs received during the related Prepayment Period, in such form as the Master Servicer shall reasonably request, or in such form as may be mutually agreed upon between such Servicer and the Master Servicer, with respect to each Mortgage Loan serviced by such Servicer no later than the Additional Data Remittance Date, to enable the Master Servicer to provide such information to the Trust Administrator.
 
The Master Servicer, with respect to the Mortgage Loans which are not WMMSC Serviced Mortgage Loans, and WMMSC, with respect to the WMMSC Serviced Mortgage Loans, shall provide to the Trust Administrator the information set forth in Exhibits H-1, H-2, H-3 and H-4 (and with respect to the Master Servicer and information provided by SPS, the information set forth in Exhibits P and Q) in such form as the Trust Administrator shall reasonably request no later than 12:00 noon (New York City time) on the related Data Remittance Date or on the related Additional Data Remittance Date, as applicable, to enable the Trust Administrator to calculate the amounts to be distributed to each Class of Certificates and otherwise perform its distribution, accounting and reporting requirements hereunder.
 
SECTION 4.06.  Cross-Collateralization; Adjustments to Available Funds.
 
 
As set forth in Section 4.06 of the Series Supplement.
 
SECTION 4.07.  Interest Rate Cap Account(s).
 
 
As set forth in Section 4.07 of the Series Supplement.
 
SECTION 4.08.  Supplemental Interest Trust(s).
 
 
As set forth in Section 4.08 of the Series Supplement.
 
SECTION 4.09.  Rights of Swap Counterparty.
 
The Swap Counterparty, 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 its rights under this Agreement.  For the protection and enforcement of the provisions of this Section, the Swap Counterparty shall be entitled to relief as can be given either at law or in equity.
 
SECTION 4.10.  Replacement Swap Counterparty.
 
 
As set forth in Section 4.10 of the Series Supplement.
 
ARTICLE V
 
ADVANCES BY THE MASTER SERVICER AND SERVICERS
 
SECTION 5.01.  Advances by the Trust Administrator, Master Servicer and Servicers.
 
With respect to the Non-Designated Mortgage Loans, each Servicer shall deposit in the related Collection Account as Advances an amount equal to all Scheduled Payments (with interest at the Mortgage Rate less the Servicing Fee Rate) which were due on such Non-Designated Mortgage Loans serviced by it during the applicable Collection Period and which were delinquent (under the “MBA” method) at the close of business on the immediately preceding Determination Date; provided, however, that with respect to any Balloon Loan that is delinquent on its maturity date, a Servicer shall not be required to advance the related balloon payment but shall be required to continue to make Advances in accordance with this Section 5.01 with respect to such Balloon Loan in an amount equal to (a) for each Servicer other than WMMSC, an assumed scheduled payment that would otherwise be due based on the original amortization schedule for that Mortgage Loan (with interest at the Mortgage Rate less the Servicing Fee Rate) and (b) for WMMSC, one month’s interest on the outstanding principal balance at the applicable Mortgage Rate, in each case to the extent the related Servicer deems such amount to be recoverable.  Each Servicer’s obligation to make such Advances as to any related Non-Designated Mortgage Loan shall continue through the last Scheduled Payment due prior to the payment in full of such Non-Designated Mortgage Loan, or through the date that the related Mortgaged Property has, in the judgment of the related Servicer, been completely liquidated.  Each Servicer shall not be required to advance shortfalls of principal or interest resulting from the application of the Relief Act.
 
With respect to any Non-Designated Mortgage Loan, to the extent required by Accepted Servicing Practices, the Master Servicer and each Servicer shall be obligated to make Advances in accordance with the provisions of this Agreement; provided, however, that such obligation with respect to any related Non-Designated Mortgage Loan shall cease if the Master Servicer or a Servicer determines, in its reasonable opinion, that Advances with respect to such Non-Designated Mortgage Loan are Nonrecoverable Advances.  In the event that the Master Servicer or such Servicer determines that any such Advances are Nonrecoverable Advances, the Master Servicer or such Servicer shall provide the Trust Administrator with a certificate signed by a Servicing Officer evidencing such determination.
 
With respect to any Non-Designated Mortgage Loan, if the amount of Advances received from a Servicer (other than WMMSC) is less than the amount required to be advanced by such Servicer, the Master Servicer shall be obligated to make a payment in an amount equal to such deficiency, subject to any determination by the Master Servicer that any portion of the amount required to be advanced is a Nonrecoverable Advance.  With respect to any WMMSC Serviced Mortgage Loan, if the amount of Advances received from WMMSC is less than the amount required to be advanced by WMMSC, the Trust Administrator shall be obligated to make a payment in an amount equal to such deficiency, subject to any determination by the Trust Administrator that any portion of the amount required to be advanced is a Nonrecoverable Advance.
 
With respect to any of the Non-Designated Mortgage Loans, if an Advance is required to be made hereunder by a Servicer, such Servicer shall on the Cash Remittance Date either (i) deposit in the Collection Account from its own funds an amount equal to such Advance, (ii) cause to be made an appropriate entry in the records of the Collection Account that funds in such account being held for future distribution or withdrawal have been, as permitted by this Section 5.01, used by such Servicer to make such Advance or (iii) make Advances in the form of any combination of clauses (i) and (ii) aggregating the amount of such Advance. Any such funds being held in a Collection Account for future distribution and so used shall be replaced by such Servicer from its own funds by deposit in such Collection Account on or before any future Distribution Date in which such funds would be due or from other funds in such Collection Account being held for future distribution at that time.
 
With respect to any Designated Mortgage Loan, the Master Servicer shall make Advances as required by Section 3.20(b) of this Agreement.
 
ARTICLE VI
 
THE CERTIFICATES
 
SECTION 6.01.  The Certificates.
 
The Certificates shall be in substantially the forms set forth in Exhibits A, B, C, D-1, D-2, E, F and G hereto, with such appropriate insertions, omissions, substitutions and other variations as are required or permitted by this Agreement or as may in the reasonable judgment of the Trust Administrator or the Depositor be necessary, appropriate or convenient to comply, or facilitate compliance, with applicable laws, and may have such letters, numbers or other marks of identification and such legends or endorsements placed thereon as may be required to comply with the rules of any securities exchange on which any of the Certificates may be listed, or as may, consistently herewith, be determined by the officers executing such Certificates, as evidenced by their execution thereof.
 
Subject to Section 11.03 respecting the final distribution on the Certificates, on each Distribution Date the Trust Administrator shall make distributions to each Certificateholder of record on the preceding Record Date either (x) by wire transfer in immediately available funds to the account of such holder at a bank or other entity having appropriate facilities therefor, if (i) such Holder has so notified the Trust Administrator at least five Business Days prior to the related Record Date and (ii) such Holder shall hold (A) a Notional Amount Certificate, (B) 100% of the Class Principal Balance of any Class of Certificates or (c) Certificates of any Class with aggregate principal Denominations of not less than $1,000,000 or (y) by check mailed by first class mail to such Certificateholder at the address of such holder appearing in the Certificate Register.
 
The definitive Certificates shall be printed, typewritten, lithographed or engraved or produced by any combination of these methods or may be produced in any other manner permitted by the rules of any securities exchange on which any of the Certificates may be listed, all as determined by the officers executing such Certificates, as evidenced by their execution thereof.
 
The Certificates shall be issuable in registered form, in the minimum denominations, integral multiples in excess thereof (except that one Certificate in each Class may be issued in a different amount which must be in excess of the applicable minimum denomination) and aggregate denominations per Class set forth in the Preliminary Statement of the Series Supplement.
 
The Certificates shall be executed by manual or facsimile signature on behalf of the Trust Administrator 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 Trust Administrator shall bind the Trust Administrator, 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 there appears on such Certificate a certificate of authentication executed by the Trust Administrator by manual signature, and such certificate of 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.
 
SECTION 6.02.  Registration of Transfer and Exchange of Certificates.
 
(a)  The Trust Administrator shall maintain, or cause to be maintained, a Certificate Register in which, subject to such reasonable regulations as it may prescribe, the Trust Administrator shall provide for the registration of Certificates and of transfers and exchanges of Certificates as herein provided.  Upon surrender for registration of transfer of any Certificate, the Trust Administrator shall execute, authenticate and deliver, in the name of the designated transferee or transferees, one or more new Certificates in like aggregate interest and of the same Class.
 
(b)  At the option of a Certificateholder, Certificates may be exchanged for other Certificates of authorized denominations and the same aggregate interest in the Trust Fund and of the same Class, upon surrender of the Certificates to be exchanged at the office or agency of the Trust Administrator set forth in Section 6.06.  Whenever any Certificates are so surrendered for exchange, the Trust Administrator shall execute, authenticate and deliver the Certificates which the Certificateholder making the exchange is entitled to receive.  Every Certificate presented or surrendered for registration of transfer or exchange shall be accompanied by a written instrument of transfer in form satisfactory to the Trust Administrator duly executed by the Holder thereof or his attorney duly authorized in writing.
 
(c)  No service charge to the Certificateholders shall be made for any registration of transfer or exchange of Certificates, but payment of a sum sufficient to cover any tax or governmental charge that may be imposed in connection with any transfer or exchange of Certificates may be required.
 
(d)  All Certificates surrendered for registration of transfer and exchange shall be canceled and subsequently destroyed by the Trust Administrator in accordance with the Trust Administrator’s customary procedures.
 
(e)  No transfer of any Private Certificate shall be made unless that transfer is made pursuant to an effective registration statement under the 1933 Act and effective registration or qualification under applicable state securities laws, or is made in a transaction which does not require such registration or qualification.  Except in connection with any transfer of a Private Certificate by the Depositor to any affiliate or any transfer of a Private Certificate from the Depositor or an affiliate of the Depositor to an owner trust or other entity established by the Depositor, in the event that a transfer is to be made in reliance upon an exemption from the 1933 Act and such laws, in order to assure compliance with the 1933 Act and such laws, the Certificateholder desiring to effect such transfer and such Certificateholder’s prospective transferee shall each certify to the Trust Administrator in writing the facts surrounding the transfer in substantially the form set forth in Exhibit L (the “Transferor Certificate”) and (i) deliver a letter in substantially the form of either (A) Exhibit M-1 (the “Investment Letter”), provided that all of the Private Certificates of a Class shall be transferred to one investor or the Depositor otherwise consents to such transfer, (B) Exhibit M-2 (the “Rule 144A Letter”) or (C) Exhibit M-3 (the “Regulation S Letter”) or (ii) there shall be delivered to the Trust Administrator at the expense of the transferor an Opinion of Counsel that such transfer may be made pursuant to an exemption from the 1933 Act.  The Depositor shall provide to any Holder of a Private Certificate and any prospective transferee designated by any such Holder, information regarding the related Certificates and the Mortgage Loans and such other information as shall be necessary to satisfy the condition to eligibility set forth in Rule 144A(d)(4) or Regulation S, as applicable, for transfer of any such Certificate without registration thereof under the 1933 Act pursuant to the registration exemption provided by Rule 144A or Regulation S.  The Trust Administrator shall cooperate with the Depositor in providing the information referenced in the preceding sentence, including providing to the Depositor such information regarding the Certificates, the Mortgage Loans and other matters regarding the Trust Fund as the Depositor shall reasonably request to meet its obligation under the preceding sentence.  Each Holder of a Private Certificate desiring to effect such transfer shall, and does hereby agree to, indemnify the Trust Administrator, the Depositor, the Seller, the Master Servicer, each Servicer, the Special Servicer and the Modification Oversight Agent 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.
 
(f)  Except in connection with any transfer of a Private Certificate by the Depositor to any affiliate or any transfer of a Private Certificate from the Depositor or an affiliate of the Depositor to an owner trust or other entity established by the Depositor, no transfer of an ERISA-Restricted Certificate (except for the Residual Certificates) shall be made unless the Trust Administrator shall have received in accordance with Exhibit M-1, Exhibit M-2 or Exhibit M-3, as applicable, either (i) a representation letter from the transferee of such Certificate, acceptable to and in form and substance satisfactory to the Trust Administrator, to the effect that such transferee is not an employee benefit plan or arrangement subject to Section 406 of ERISA or Section 4975 of the Code, or a person using the assets of any such plan or arrangement, which representation letter shall not be an expense of the Trustee, the Trust Administrator or the Trust Fund, (ii) if the purchaser is an insurance company and the Certificate has been the subject of an ERISA-Qualifying Underwriting, a representation that the purchaser is an insurance company which is purchasing such Certificates with funds contained in an “insurance company general account” (as such term is defined in Section V(e) of Prohibited Transaction Class Exemption 95-60 (“PTCE 95-60”)) and that the purchase and holding of such Certificates are covered under Sections I and III of PTCE 95-60 or (iii) in the case of any such Certificate presented for registration in the name of an employee benefit plan or arrangement subject to Section 406 of ERISA or Section 4975 of the Code (or comparable provisions of any subsequent enactments), or a person using such plan’s or arrangement’s assets, an Opinion of Counsel satisfactory to the Trust Administrator to the effect that the purchase or holding of such Certificate will not result in prohibited transactions under Section 406 of ERISA and/or Section 4975 of the Code and will not subject the Depositor, the Trustee, the Trust Administrator, the Master Servicer or any other Servicer to any obligation in addition to those undertaken in this Agreement, which Opinion of Counsel shall not be an expense of such parties or the Trust Fund.  No transfer of a Residual Certificate shall be made unless the Trust Administrator shall have received, in accordance with Exhibit N, a representation letter from the transferee of such Certificate, acceptable to and in form and substance satisfactory to the Trust Administrator, to the effect that such transferee is not an employee benefit plan or arrangement subject to Section 406 of ERISA or Section 4975 of the Code, or a person using the assets of any such plan or arrangement, which representation letter shall not be an expense of the Trustee, the Trust Administrator or the Trust Fund.  In the event the representations referred to in this Section 6.02(f) are not furnished, such representations shall be deemed to have been made to the trustee by the transferee’s acceptance of such ERISA-Restricted Certificate by any beneficial owner who purchases an interest in such Certificate if such Certificate is a Book-Entry Certificate.  In the event that a representation is violated, or any attempt to transfer an ERISA-Restricted Certificate to a plan or arrangement or person using a plan’s or arrangement’s assets is attempted without the delivery to the Trust Administrator of the Opinion of Counsel described above, the attempted transfer or acquisition of such Certificate shall be void and of no effect.
 
(g)  Additional restrictions on transfers of the Residual Certificates are set forth below:
 
(i)  Each Person who has or who acquires any ownership interest in a Residual Certificate shall be deemed by the acceptance or acquisition of such ownership interest to have agreed to be bound by the following provisions and to have irrevocably authorized the Trust Administrator or its designee under clause (iii)(A) below to deliver payments to a Person other than such Person and to negotiate the terms of any mandatory sale under clause (iii)(B) below and to execute all instruments of transfer and to do all other things necessary in connection with any such sale. The rights of each Person acquiring any ownership interest in a Residual Certificate are expressly subject to the following provisions:
 
(A)  Each Person holding or acquiring any ownership interest in a Residual Certificate shall be other than a Disqualified Organization and shall promptly notify the Trust Administrator of any change or impending change in its status as other than a Disqualified Organization.
 
(B)  In connection with any proposed transfer of any ownership interest in a Residual Certificate to a U.S. Person, the Trust Administrator shall require delivery to it, and shall not register the transfer of a Residual Certificate until its receipt of (1) an affidavit and agreement (a “Transferee Affidavit and Agreement” attached hereto as Exhibit N) from the proposed transferee, in form and substance satisfactory to the Trust Administrator, representing and warranting, among other things, that it is not a non U.S. Person, that such transferee is other than a Disqualified Organization, that it is not acquiring its ownership interest in a Residual Certificate that is the subject of the proposed Transfer as a nominee, trustee or agent for any Person who is not other than a Disqualified Organization, that for so long as it retains its ownership interest in a Residual Certificate, it shall endeavor to remain other than a Disqualified Organization, and that it has reviewed the provisions of this Section 6.02(g) and agrees to be bound by them, and (2) a certificate, attached hereto as Exhibit O, from the Holder wishing to transfer a Residual Certificate, in form and substance satisfactory to the Trust Administrator, representing and warranting, among other things, that no purpose of the proposed transfer is to allow such Holder to impede the assessment or collection of tax.
 
(C)  Notwithstanding the delivery of a Transferee Affidavit and Agreement by a proposed transferee under clause (B) above, if the Trust Administrator has actual knowledge that the proposed transferee is not other than a Disqualified Organization, no transfer of an ownership interest in a Residual Certificate to such proposed transferee shall be effected.
 
(D)  Each Person holding or acquiring any ownership interest in a Residual Certificate agrees, by holding or acquiring such ownership interest, to require a Transferee Affidavit and Agreement from the other Person to whom such Person attempts to transfer its ownership interest and to provide a certificate to the Trust Administrator in the form attached hereto as Exhibit O.
 
(ii)  The Trust Administrator shall register the transfer of any Residual Certificate only if it shall have received the Transferee Affidavit and Agreement, a certificate of the Holder requesting such transfer in the form attached hereto as Exhibit O and all of such other documents as shall have been reasonably required by the Trust Administrator as a condition to such registration.
 
(iii)  (A)           If any Disqualified Organization shall become a Holder of a Residual Certificate, then the last preceding Holder that was other than a Disqualified Organization shall be restored, to the extent permitted by law, to all rights and obligations as Holder thereof retroactive to the date of registration of such transfer of such Residual Certificate.  If any non U.S. Person shall become a Holder of a Residual Certificate, then the last preceding Holder that is a U.S. Person shall be restored, to the extent permitted by law, to all rights and obligations as Holder thereof retroactive to the date of registration of the transfer to such non U.S. Person of such Residual Certificate. If a transfer of a Residual Certificate is disregarded pursuant to the provisions of Treasury Regulations Section 1.860E-1 or Section 1.860G-3, then the last preceding Holder that was other than a Disqualified Organization shall be restored, to the extent permitted by law, to all rights and obligations as Holder thereof retroactive to the date of registration of such transfer of such Residual Certificate. The Trust Administrator shall be under no liability to any Person for any registration of transfer of a Residual Certificate that is in fact not permitted by this Section 6.02(g) or for making any payments due on such Certificate to the Holder thereof or for taking any other action with respect to such Holder under the provisions of this Agreement.
 
(B)           If any purported transferee of a Residual Certificate shall become a Holder of a Residual Certificate in violation of the restrictions in this Section 6.02(g) and to the extent that the retroactive restoration of the rights of the Holder of such Residual Certificate as described in clause (iii)(A) above shall be invalid, illegal or unenforceable, then the Depositor shall have the right, without notice to the Holder or any prior Holder of such Residual Certificate, to sell such Residual Certificate to a purchaser selected by the Depositor on such terms as the Depositor may choose.  Such purported transferee shall promptly endorse and deliver a Residual Certificate in accordance with the instructions of the Depositor.  Such purchaser may be the Depositor itself or any affiliate of the Depositor.  The proceeds of such sale, net of the commissions (which may include commissions payable to the Depositor or its affiliates), expenses and taxes due, if any, shall be remitted by the Depositor to such purported transferee.  The terms and conditions of any sale under this clause (iii)(B) shall be determined in the sole discretion of the Depositor, and the Depositor shall not be liable to any Person having an ownership interest or a purported ownership interest in a Residual Certificate as a result of its exercise of such discretion.
 
(iv)  The Master Servicer and each Servicer, on behalf of the Trust Administrator, shall make available, upon written request from the Trust Administrator, all information reasonably available to it that is necessary to compute any tax imposed (A) as a result of the transfer of an ownership interest in a Residual Certificate to any Person who is not other than a Disqualified Organization, including the information regarding “excess inclusions” of such Residual Certificate required to be provided to the Internal Revenue Service and certain Persons as described in Treasury Regulation Section 1.860D 1(b)(5), and (B) as a result of any regulated investment company, real estate investment trust, common trust fund, partnership, trust, estate or organizations described in Section 1381 of the Code having as among its record holders at any time any Person who is not other than a Disqualified Organization.  Reasonable compensation for providing such information may be required by the Master Servicer or the related Servicer from such Person.
 
(v)  The provisions of this Section 6.02(g) set forth prior to this Section 6.02(g)(v) may be modified, added to or eliminated by the Depositor, provided that there shall have been delivered to the Trust Administrator the following:
 
(A)  written notification from each Rating Agency to the effect that the modification, addition to or elimination of such provisions will not cause such Rating Agency to downgrade its then current rating of the Certificates; and
 
(B)  a certificate of the Depositor stating that the Depositor has received an Opinion of Counsel, in form and substance satisfactory to the Depositor, to the effect that such modification, addition to or elimination of such provisions will not cause the Trust Fund to cease to qualify as a REMIC and will not create a risk that (i) the Trust Fund may be subject to an entity level tax caused by the transfer of a Residual Certificate to a Person which is not other than a Disqualified Organization or (2) a Certificateholder or another Person will be subject to a REMIC related tax caused by the transfer of applicable Residual Certificate to a Person which is not other than a Disqualified Organization.
 
(vi)  The following legend shall appear on each Residual Certificate:
 
ANY RESALE, TRANSFER OR OTHER DISPOSITION OF THIS CERTIFICATE MAY BE MADE ONLY IF THE PROPOSED TRANSFEREE PROVIDES A TRANSFER AFFIDAVIT TO THE DEPOSITOR AND THE TRUST ADMINISTRATOR THAT (1) SUCH TRANSFEREE IS NOT (A) 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, (B) ANY ORGANIZATION (OTHER THAN A COOPERATIVE 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, (C) ANY ORGANIZATION DESCRIBED IN SECTION 1381(a)(2)(C) OF THE CODE (ANY SUCH PERSON DESCRIBED IN THE FOREGOING CLAUSES (A), (B), OR (C) BEING HEREINAFTER REFERRED TO AS A “DISQUALIFIED ORGANIZATION”), OR (D) AN AGENT OF A DISQUALIFIED ORGANIZATION AND (2) NO PURPOSE OF SUCH TRANSFER IS TO ENABLE THE TRANSFEROR TO IMPEDE THE ASSESSMENT OR COLLECTION OF TAX. SUCH AFFIDAVIT SHALL INCLUDE CERTAIN REPRESENTATIONS AS TO THE FINANCIAL CONDITION OF THE PROPOSED TRANSFEREE. NOTWITHSTANDING THE REGISTRATION IN THE CERTIFICATE REGISTER OF ANY TRANSFER, SALE OR OTHER DISPOSITION OF THIS CERTIFICATE TO A DISQUALIFIED ORGANIZATION OR AN AGENT OF A DISQUALIFIED ORGANIZATION, SUCH REGISTRATION SHALL BE DEEMED TO BE OF NO LEGAL FORCE OR EFFECT WHATSOEVER AND SUCH PERSON SHALL NOT BE DEEMED TO BE A CERTIFICATEHOLDER FOR ANY PURPOSE HEREUNDER, INCLUDING, BUT NOT LIMITED TO, THE RECEIPT OF DISTRIBUTIONS ON THIS CERTIFICATE. EACH HOLDER OF THIS CERTIFICATE BY ACCEPTANCE OF THIS CERTIFICATE SHALL BE DEEMED TO HAVE CONSENTED TO THE PROVISIONS OF THIS PARAGRAPH.
 
(h)  The Trust Administrator shall have no liability to the Trust Fund arising from a transfer of any such Certificate in reliance upon a certification, ruling or Opinion of Counsel described in this Section 6.02; provided, however, that the Trust Administrator shall not register the transfer of any Residual Certificate if it has actual knowledge that the proposed transferee does not meet the qualifications of a permitted Holder of a Residual Certificate as set forth in this Section 6.02.
 
(i)  Each Holder of a Swap Certificate or any interest therein shall be deemed to have represented, by its acquisition or holding of such certificate or any interest therein, that as of any date prior to the termination of the Swap Agreement, at least one of PTCE 84-14, 90-1, 91-38, 95-60 or 96-23 or other applicable exemption applies to such Holder’s right to receive payments from the Supplemental Interest Trust.
 
SECTION 6.03.  Mutilated, Destroyed, Lost or Stolen Certificates.
 
If (a) any mutilated Certificate is surrendered to the Trust Administrator, or the Trust Administrator receives evidence to its satisfaction of the destruction, loss or theft of any Certificate and (b) there is delivered to each Servicer, the Trustee and the Trust Administrator such security or indemnity as may be required by them to save each of them harmless, then, in the absence of notice to the Trustee and the Trust Administrator that such Certificate has been acquired by a protected purchaser, the Trust Administrator shall execute, authenticate and deliver, in exchange for or in lieu of any such mutilated, destroyed, lost or stolen Certificate, a new Certificate of like tenor and interest in the Trust Fund.  In connection with the issuance of any new Certificate under this Section 6.03, the Trust Administrator may require the payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in relation thereto and any other expenses (including the fees and expenses of the Trust Administrator) connected therewith.  Any replacement Certificate issued pursuant to this Section 6.03 shall constitute complete and indefeasible evidence of ownership in the Trust Fund, as if originally issued, whether or not the lost, stolen or destroyed Certificate shall be found at any time.
 
SECTION 6.04.  Persons Deemed Owners.
 
Prior to due presentation of a Certificate for registration of transfer, each Servicer, the Trust Administrator, and any agent of the Master Servicer or any Servicer, the Trust Administrator may treat the person in whose name any Certificate is registered as the owner of such Certificate for the purpose of receiving distributions as provided in this Agreement and for all other purposes whatsoever, and none of the Master Servicer or the Servicers, the Trust Administrator, nor any agent of the Master Servicer or a Servicer or the Trust Administrator shall be affected by any notice to the contrary.
 
SECTION 6.05.  Access to List of Certificateholders’ Names and Addresses.
 
(a)  If three or more Certificateholders (i) request in writing from the Trust Administrator a list of the names and addresses of Certificateholders, (ii) state that such Certificateholders desire to communicate with other Certificateholders with respect to their rights under this Agreement or under the Certificates and (iii) provide a copy of the communication which such Certificateholders propose to transmit, then the Trust Administrator shall, within ten Business Days after the receipt of such request, afford such Certificateholders access during normal business hours to a current list of the Certificateholders.  The expense of providing any such information requested by a Certificateholder shall be borne by the Certificateholders requesting such information and shall not be borne by the Trust Administrator or the Trustee.  Every Certificateholder, by receiving and holding a Certificate, agrees that the Trustee and the Trust Administrator shall not be held accountable by reason of the disclosure of any such information as to the list of the Certificateholders hereunder, regardless of the source from which such information was derived.
 
(b)  The Master Servicer and each Servicer, so long as it is a servicer hereunder, DLJMC and the Depositor shall have unlimited access to a list of the names and addresses of the Certificateholders which list shall be provided by the Trust Administrator promptly upon request.
 
SECTION 6.06.  Maintenance of Office or Agency.
 
The Trust Administrator shall maintain or cause to be maintained at its expense an office or offices or agency or agencies in Minneapolis, Minnesota where Certificates may be surrendered for registration of transfer or exchange and where notices and demands to or upon the Trust Administrator in respect of the Certificates and this Agreement may be served.  The Trust Administrator initially designates its Corporate Trust Office as its office for such purpose.  The Trust Administrator shall give prompt written notice to the Certificateholders of any change in the location of any such office or agency.
 
SECTION 6.07.  Book-Entry Certificates.
 
Notwithstanding the foregoing, the Book-Entry Certificates, upon original issuance, shall be issued in the form of one or more typewritten Certificates representing the Book-Entry Certificates, to be delivered to DTC, the initial Clearing Agency, by, or on behalf of, the Depositor.  The Book-Entry Certificates shall initially be registered on the Certificate Register in the name of Cede & Co., the nominee of DTC, as the initial Clearing Agency, and no Beneficial Holder will receive a definitive certificate representing such Beneficial Holder’s interest in the Certificates, except as provided in Section 6.09.  Unless and until definitive, fully registered Certificates (“Definitive Certificates”) have been issued to the Beneficial Holders pursuant to Section 6.09:
 
(a)  the provisions of this Section 6.07 shall be in full force and effect with respect to the Book-Entry Certificates;
 
(b)  the Depositor and the Trust Administrator may deal with the Clearing Agency for all purposes with respect to the Book-Entry Certificates (including the making of distributions on such Certificates) as the sole Holder of such Certificates;
 
(c)  to the extent that the provisions of this Section 6.07 conflict with any other provisions of this Agreement, the provisions of this Section 6.07 shall control; and
 
(d)  the rights of the Beneficial Holders of the Book-Entry Certificates shall be exercised only through the Clearing Agency and the Participants and shall be limited to those established by law and agreements between such Beneficial Holders and the Clearing Agency and/or the Participants.  Pursuant to the Depository Agreement, unless and until Definitive Certificates are issued pursuant to Section 6.09, the initial Clearing Agency will make book-entry transfers among the Participants and receive and transmit distributions of principal and interest on the related Book-Entry Certificates to such Participants.
 
For purposes of any provision of this Agreement requiring or permitting actions with the consent of, or at the direction of, Holders of the Book-Entry Certificates evidencing a specified percentage of the aggregate unpaid principal amount of such Certificates, such direction or consent may be given by the Clearing Agency at the direction of Beneficial Holders owning such Certificates evidencing the requisite percentage of principal amount of such Certificates.  The Clearing Agency may take conflicting actions with respect to the Book-Entry Certificates to the extent that such actions are taken on behalf of the Beneficial Holders.
 
SECTION 6.08.  Notices to Clearing Agency.
 
Whenever notice or other communication to the Holders of Book-Entry Certificates is required under this Agreement, unless and until Definitive Certificates shall have been issued to the related Certificateholders pursuant to Section 6.09, the Trust Administrator shall give all such notices and communications specified herein to be given to Holders of the Book-Entry Certificates to the Clearing Agency which shall give such notices and communications to the related Participants in accordance with its applicable rules, regulations and procedures.
 
SECTION 6.09.  Definitive Certificates.
 
If (a) the Depositor advises the Trust Administrator in writing that the Clearing Agency is no longer willing or able to properly discharge its responsibilities under the Depository Agreement with respect to the Certificates and the Trust Administrator or the Depositor is unable to locate a qualified successor, (b) the Depositor, with the consent of the applicable Participants, advises the Trust Administrator in writing that it elects to terminate the book-entry system with respect to the Book-Entry Certificates through the Clearing Agency or (c) after the occurrence of an Event of Default, Holders of Book-Entry Certificates evidencing not less than 66-2/3% of the aggregate Class Principal Balance of the Book-Entry Certificates advise the Trust Administrator in writing that the continuation of a book-entry system with respect to the such Certificates through the Clearing Agency is no longer in the best interests of the Holders of such Certificates with respect to the Book-Entry Certificates and the applicable Participants consent, the Trust Administrator shall notify all Holders of such Certificates of the occurrence of any such event and the availability of Definitive Certificates.  Upon surrender to the Trust Administrator of such Certificates by the Clearing Agency, accompanied by registration instructions from the Clearing Agency for registration, the Trust Administrator shall authenticate and deliver the Definitive Certificates.  Neither the Depositor nor the Trust Administrator 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 all references herein to obligations imposed upon or to be performed by the Clearing Agency shall be deemed to be imposed upon and performed by the Trust Administrator, to the extent applicable with respect to such Definitive Certificates, and the Trust Administrator shall recognize the Holders of Definitive Certificates as Certificateholders hereunder.
 
ARTICLE VII
 
THE DEPOSITOR, THE SELLER, THE MASTER
SERVICER, THE SERVICERS, THE SPECIAL SERVICER AND THE MODIFICATION OVERSIGHT AGENT
 
SECTION 7.01.  
      Liabilities of the Seller, the Depositor, the Master Servicer, the Servicers, the Special Servicer and the Modification Oversight Agent.
 
The Depositor, the Seller, the Master Servicer, each Servicer, the Special Servicer and the Modification Oversight Agent shall be liable under this Agreement to any other party to this Agreement, including the liability of each Servicer (other than WMMSC) to the Master Servicer in accordance herewith only to the extent of the obligations specifically and respectively imposed upon and undertaken by them herein.
 
SECTION 7.02.  
     Merger or Consolidation of the Seller, the Depositor, the Master Servicer, the Servicers, the Special Servicer or the Modification Oversight Agent.
 
Subject to the immediately succeeding paragraph, the Depositor, the Seller, the Master Servicer, each Servicer, the Special Servicer and the Modification Oversight Agent shall each do or cause to be done all things necessary to preserve and keep in full force and effect its existence, rights and franchises (charter and statutory) and shall each obtain and preserve its qualification to do business as a foreign corporation in each jurisdiction in which such qualification is or shall be necessary to protect the validity and enforceability of this Agreement, or any of the Mortgage Loans and to perform its respective duties under this Agreement.
 
Any Person into which the Depositor, the Seller, the Master Servicer, any Servicer, the Special Servicer or the Modification Oversight Agent may be merged or consolidated, or any Person resulting from any merger or consolidation to which the Depositor, the Seller, the Master Servicer, any Servicer, the Special Servicer or the Modification Oversight Agent shall be a party, or any Person succeeding to the business of the Depositor, the Seller, the Master Servicer, any Servicer, the Special Servicer or the Modification Oversight Agent, shall be the successor of the Depositor, the Seller, the Master Servicer, such Servicer, the Special Servicer or the Modification Oversight Agent, 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 (i) the successor or surviving Person to the Master Servicer, any such Servicer (other than WMMSC) or the Special Servicer shall be qualified to sell mortgage loans to, and to service mortgage loans on behalf of, FNMA or FHLMC, and (ii) the successor or surviving Person to WMMSC shall have a net worth of at least $15,000,000, unless each of the Rating Agencies acknowledge, at the expense of the successor or surviving person to WMMSC, that its rating of the Certificates in effect immediately prior to such assignment will not be qualified or reduced as a result of such successor or surviving Person to WMMSC not having a net worth of at least $15,000,000.
 
Notwithstanding anything else in this Section 7.02 or in Section 7.04 hereof to the contrary, the Master Servicer or a Servicer may assign its rights and delegate its duties and obligations under this Agreement; provided, however, that the Master Servicer or such Servicer gives the Depositor, the Trustee and the Trust Administrator notice of such assignment; provided, further, (a) that such purchaser or transferee accepting such assignment and delegation shall be an institution that is a FNMA and FHLMC approved seller/servicer in good standing, which has a net worth of at least $15,000,000, and which is willing to service the Mortgage Loans and (b) such purchaser or transferee executes and delivers to the Depositor, the Trustee and the Trust Administrator an agreement accepting such delegation and assignment, which contains an assumption by such Person of the rights, powers, duties, responsibilities, obligations and liabilities of the Master Servicer or such Servicer, with like effect as if originally named as a party to this Agreement; provided, further, that each of the Rating Agencies acknowledge that its rating of the Certificates in effect immediately prior to such assignment will not be qualified or reduced as a result of such assignment and delegation.  In the case of any such assignment and delegation, the Master Servicer or such Servicer shall be released from its obligations under this Agreement (except as provided above), except that the Master Servicer or the related Servicer shall remain liable for all liabilities and obligations incurred by it as the Master Servicer or Servicer hereunder prior to the satisfaction of the conditions to such assignment and delegation set forth in the preceding sentence.
 
SECTION 7.03.  
      Limitation on Liability of the Seller, the Depositor, the Master Servicer, the Servicers, the Special Servicer, the Modification Oversight Agent and Others.
 
(a)  None of the Depositor, the Master Servicer, any Servicer, the Seller, the Special Servicer, the Modification Oversight Agent, or any of the directors, officers, employees or agents of the Depositor, the Master Servicer, any Servicer, the Seller, the Special Servicer or the Modification Oversight Agent shall be under any liability to the Certificateholders for any action taken or for refraining from the taking of any action in good faith pursuant to this Agreement, or for errors in judgment; provided, however, that this provision shall not protect the Depositor, the Master Servicer, any Servicer, the Seller, the Special Servicer or the Modification Oversight Agent against any breach of representations, warranties or covenants (including any indemnification obligations provided in Section 2.08) made by it herein or protect the Depositor, the Master Servicer, any Servicer, the Seller, the Special Servicer or the Modification Oversight Agent or any such director, officer, employee or agent from any liability which would otherwise be imposed by reasons of willful misfeasance, bad faith or gross negligence in the performance of duties or by reason of reckless disregard of obligations and duties hereunder.
 
The Depositor, the Master Servicer, any Servicer, the Seller, the Special Servicer and the Modification Oversight Agent and any director, officer, employee or agent of the Depositor, the Master Servicer, any Servicer, the Seller, the Special Servicer or the Modification Oversight Agent may rely in good faith on any document of any kind prima facie properly executed and submitted by any Person respecting any matters arising hereunder.  The Depositor, the Master Servicer, any Servicer, the Seller, the Special Servicer and the Modification Oversight Agent and any director, officer, employee or agent of the Depositor, the Master Servicer, any Servicer, the Seller, the Special Servicer or the Modification Oversight Agent shall be indemnified by the Trust Fund 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 incurred by reason of willful misfeasance, bad faith or gross negligence in the performance of duties hereunder or by reason of reckless disregard of obligations and duties hereunder.
 
None of the Depositor, the Master Servicer, any Servicer, the Seller, the Special Servicer or the Modification Oversight Agent shall be under any obligation to appear in, prosecute or defend any legal action that is not incidental to its respective duties hereunder and which in its opinion may involve it in any expense or liability; provided, however, that any of the Depositor, the Master Servicer, any Servicer, the Seller, the Special Servicer or the Modification Oversight Agent may in its discretion undertake any such action that it may deem necessary or desirable in respect of this Agreement and the rights and duties of the parties hereto and interests of the Trustee, the Trust Administrator and the Certificateholders hereunder.  In such event, the legal expenses and costs of such action and any liability resulting therefrom shall be expenses, costs and liabilities of the Trust Fund, and the Depositor, the Master Servicer, any Servicer, the Seller, the Special Servicer and the Modification Oversight Agent, as applicable, shall be entitled to be reimbursed therefor from the Trust Fund.  The right of each Servicer and the Modification Oversight Agent to indemnity and reimbursement pursuant to this Section 7.03 shall survive the resignation or termination of such Servicer as set forth herein.
 
(b)  Each Servicer and the Special Servicer shall indemnify the Trust Administrator and the Trustee and hold them harmless against any and all claims, losses, damages, penalties, fines, forfeitures, reasonable and necessary legal fees and related costs, judgments, and any other costs, fees and expenses that the Trust Administrator or the Trustee may sustain in any way related to the failure of such Servicer or Special Servicer to perform its duties and service the Mortgage Loans in compliance with the terms of this Agreement.  The related Servicer or the Special Servicer, as applicable, shall notify immediately the Trust Administrator and the Trustee if a claim is made by a third party with respect to this Agreement or the Mortgage Loans, assume (with the prior written consent of the Trust Administrator) the defense of any such claim and pay all expenses in connection therewith, including counsel fees, and promptly pay, discharge and satisfy any judgment or decree which may be entered against it, the Trust Administrator or the Trustee in respect of such claim.  The related Servicer or the Special Servicer, as applicable, shall follow any written instructions received from the Trust Administrator in connection with such claim.  Except as otherwise provided herein, the Trust Administrator promptly shall reimburse such Servicer or the Special Servicer, as applicable, for all amounts advanced by such entity pursuant to the second preceding sentence except when the claim is in any way related to the failure of such Servicer or the Special Servicer to service and administer the Mortgage Loans in compliance with the terms of this Agreement.
 
SECTION 7.04.  
      Master Servicer, Servicers, Special Servicer and Modification Oversight Agent Not to Resign; Transfer of Servicing.
 
(a)  None of the Master Servicer, any Servicer, the Special Servicer or the Modification Oversight Agent shall resign from the obligations and duties hereby imposed on it except (i) upon appointment of a successor master servicer, successor servicer, successor special servicer or successor modification oversight agent and receipt by the Trustee and the Trust Administrator of a letter from each Rating Agency that such a resignation and appointment will not result in a downgrading of the rating of any of the Certificates related to the applicable Mortgage Loans, or (ii) upon determination that its duties hereunder are no longer permissible under applicable law.  Any such determination under clause (ii) permitting the resignation of the Master Servicer, a Servicer, the Special Servicer or the Modification Oversight Agent shall be evidenced by an Opinion of Counsel to such effect delivered to the Trustee and the Trust Administrator.  No such resignation shall become effective until the successor master servicer, successor servicer, successor special servicer or successor modification oversight agent shall have assumed the Master Servicer’s, such Servicer’s, the Special Servicer’s or the Modification Oversight Agent’s, as applicable, responsibilities, duties, liabilities and obligations hereunder.
 
(b)  Notwithstanding the foregoing, at DLJMC’s request, so long as it is the owner of the related servicing rights, the Master Servicer or any Servicer shall resign, upon the selection and appointment of a successor master servicer or servicer, as applicable; provided that DLJMC delivers to the Trustee and the Trust Administrator the letter required in Section 7.04(a)(i) above.  Notwithstanding the foregoing, in the event that the Master Servicer is appointed as the successor servicer to SPS, the requirements of Section 7.04(a)(i) shall be waived.  If the Master Servicer resigns pursuant to this Section 7.04(b), DLJMC shall pay the Master Servicer an amount equal to the product of (a) the Stated Principal Balance of all of the Mortgage Loans (other than the WMMSC Serviced Mortgage Loans) then outstanding and (b) 0.02%.
 
(c)  Notwithstanding the foregoing, if the Trust Administrator shall for any reason no longer be Trust Administrator hereunder, at DLJMC’s request, the Master Servicer shall resign, upon the selection and appointment of a successor master servicer; provided that DLJMC delivers to the Trustee and the Trust Administrator the letter required in Section 7.04(a)(i) above.
 
(d)  Notwithstanding the foregoing, at DLJMC’s request, the Special Servicer shall resign, upon the selection and appointment of a successor special servicer by DLJMC; provided that DLJMC delivers to the Trustee and the Trust Administrator the letter required in Section 7.04(a)(i) above.
 
(e)  Notwithstanding the foregoing, at DLJMC’s request, the Modification Oversight Agent shall resign, upon the selection and appointment of a successor modification oversight agent by DLJMC; provided that DLJMC delivers to the Trustee and the Trust Administrator the letter required in Section 7.04(a)(i) above.
 
SECTION 7.05.  
      Master Servicer, Seller, Special Servicer, Modification Oversight Agent and Servicers May Own Certificates.
 
Each of the Master Servicer, the Seller, the Special Servicer, the Modification Oversight Agent and each Servicer in its individual or any other capacity may become the owner or pledgee of Certificates with the same rights as it would have if it were not the Master Servicer, the Seller, the Special Servicer, the Modification Oversight Agent or a Servicer.
 
ARTICLE VIII
 
DEFAULT
 
SECTION 8.01.  Events of Default.
 
“Event of Default,” wherever used herein, and as to the Master Servicer or any Servicer, means any one of the following events (whatever reason for such Event of Default and whether it shall be voluntary or involuntary or be effected by operation of law or pursuant to any judgment, decree or order of any court or any order, rule or regulation of any administrative or governmental body):
 
(a)  any failure by the Master Servicer or a Servicer to remit to the Certificateholders or to the Trust Administrator any payment other than an Advance required to be made by the Master Servicer or such Servicer under the terms of this Agreement, which failure shall continue unremedied for a period of (i) with respect to the Master Servicer or a Servicer other than Wells Fargo, one Business Day and (ii) with respect to Wells Fargo, two Business Days, after the date upon which written notice of such failure shall have been given to the Master Servicer or such Servicer by the Trust Administrator or the Depositor or to the Master Servicer or the related Servicer and the Trust Administrator by the Holders of Certificates having not less than 25% of the Voting Rights evidenced by the Certificates; or
 
(b)  any failure by the Master Servicer or a Servicer to observe or perform in any material respect any other of the covenants or agreements on the part of the Master Servicer or a Servicer contained in this Agreement (except as set forth in (c) and (g) below) which failure (i) materially affects the rights of the Certificateholders and (ii) shall continue unremedied for a period of 60 days after the date on which written notice of such failure shall have been given to the Master Servicer or such Servicer by the Trust Administrator or the Depositor, or to the Master Servicer or a Servicer and the Trust Administrator by the Holders of Certificates evidencing not less than 25% of the Voting Rights evidenced by the Certificates; or
 
(c)  if a representation or warranty set forth in Section 2.03 hereof made solely in its capacity as the Master Servicer or a Servicer shall prove to be materially incorrect as of the time made in any respect that materially and adversely affects interests of the Certificateholders, and the circumstances or condition in respect of which such representation or warranty was incorrect shall not have been eliminated or cured within 90 days after the date on which written notice thereof shall have been given to the Master Servicer or the related Servicer by the Trust Administrator for the benefit of the Certificateholders or by the Depositor; or
 
(d)  a decree or order of a court or agency or supervisory authority having jurisdiction in the premises for the appointment of a conservator or receiver or liquidator in any insolvency, readjustment of debt, marshalling of assets and liabilities or similar proceedings, or for the winding-up or liquidation of its affairs, shall have been entered against the Master Servicer or a Servicer and such decree or order shall have remained in force undischarged or unstayed for a period of 60 days; or
 
(e)  the Master Servicer or a Servicer shall consent to the appointment of a conservator or receiver or liquidator in any insolvency, readjustment of debt, marshalling of assets and liabilities or similar proceedings of or relating to the Master Servicer or such Servicer or all or substantially all of the property of the Master Servicer or such Servicer; or
 
(f)  the Master Servicer or a Servicer shall admit in writing its inability to pay its debts generally as they become due, file a petition to take advantage of, or commence a voluntary case under, any applicable insolvency or reorganization statute, make an assignment for the benefit of its creditors, or voluntarily suspend payment of its obligations; or
 
(g)  any failure of the Master Servicer or a Servicer to make any Advance in the manner and at the time required to be made from its own funds pursuant to Section 5.01 of this Agreement and after receipt of written notice from the Trust Administrator of such failure, which failure continues unremedied (i) with respect to the Master Servicer or a Servicer, other than WMMSC or Wells Fargo (in its capacity as a Servicer), after 5:00 p.m. (New York City time) on the Business Day immediately following the Master Servicer’s or such Servicer’s receipt of such notice, (ii) with respect to Wells Fargo (in its capacity as a Servicer), on the second Business Day immediately following Wells Fargo’s receipt of such notice and (iii) with respect to WMMSC, after 2:00 p.m. (New York City time) on the Business Day immediately following WMMSC’s receipt of such notice; or
 
(h)  either (a) the servicer rankings or ratings for a Servicer (other than WMMSC) are downgraded to “below average” status by one or more of the Rating Agencies rating the Certificates or (b) one or more Classes of the Certificates are downgraded or placed on negative watch due in whole or in part to the performance or servicing of a Servicer (other than WMMSC); or
 
(i)  the servicer rankings or ratings for a Servicer (other than WMMSC) are downgraded two or more levels below the level in effect on the Closing Date by one or more of the Rating Agencies rating the Certificates; or
 
(j)  either (a) either (i) the master servicer rankings or ratings for the Master Servicer are downgraded two or more levels below the level in effect on the Closing Date by one or more of the Rating Agencies rating the Certificates or (ii) the Master Servicer rankings or ratings for the Master Servicer, are downgraded to “below average” status by one or more of the Rating Agencies rating the Certificates or (b) one or more Classes of the Certificates are downgraded or placed on negative watch due in whole or in part to the performance or master servicing of the Master Servicer; or
 
(k)  any failure by an applicable Servicer to either (a) remit payment of an Assigned Prepayment Premium to the Collection Account or (b) remit funds in the amount equal to an Assigned Prepayment Premium which the applicable Servicer has failed to collect, in each case as required pursuant to this Agreement, which failure continues unremedied for a period of one Business Day after the date upon which written notice of such failure, requiring the same to be remedied, shall have been given to the Servicer by the Trust Administrator, the Master Servicer, the Trustee or the Depositor; or
 
(l)  any failure by the Modification Oversight Agent, the Master Servicer or a Servicer to comply with the provisions of Article XIII.
 
If an Event of Default due to the actions or inaction of the Master Servicer or a Servicer described in clauses (a) through (f)  and (l) of this Section 8.01 shall occur, then, and in each and every such case, so long as such Event of Default shall not have been remedied, (i) the Trust Administrator shall at the direction of DLJMC, the Trustee or the Holders of Certificates evidencing not less than 25% of the Voting Rights evidenced by the Certificates, by notice in writing to the Master Servicer or such Servicer (with a copy to the Rating Agencies), terminate all of the rights and obligations of the Master Servicer or such Servicer under this Agreement (other than rights to reimbursement for Advances and Servicing Advances previously made, as provided in Section 3.08), (ii) the Master Servicer may, if such Event of Default is due to the actions or inactions of a Servicer (other than WMMSC), by notice in writing to such Servicer (with a copy to the Rating Agencies), terminate all of the rights and obligations of such Servicer (other than WMMSC) under this Agreement (other than rights to reimbursement for Advances and Servicing Advances previously made, as provided in Section 3.08) and (iii) the Trust Administrator may, if such Event of Default is due to the actions or inactions of WMMSC, by notice in writing to WMMSC (with a copy to the Rating Agencies), terminate all of the rights and obligations of WMMSC under this Agreement (other than rights to reimbursement for Advances and Servicing Advances previously made, as provided in Section 3.08).
 
If an Event of Default described in clause (g) shall occur, (i) if the Master Servicer has failed to make any Advance, the Trustee, (ii) if WMMSC has failed to make any Advance, the Trust Administrator, and (iii) if any Servicer (other than WMMSC) has failed to make any Advance, the Master Servicer, shall prior to the next Distribution Date, immediately make such Advance and terminate the rights and obligations of the Master Servicer or applicable Servicer, as applicable, hereunder and succeed to the rights and obligations of the Master Servicer or such Servicer, as applicable, hereunder pursuant to Section 8.02, including the obligation to make Advances on such succeeding Distribution Date pursuant to the terms hereof.  No Event of Default with respect to the Master Servicer or a Servicer shall affect the rights or duties of any other Servicer or constitute an Event of Default as to any other Servicer.
 
If an Event of Default described in clause (h), (i) or (k) occurs, (i) if the Event of Default relates to WMMSC, the Trust Administrator, and (ii) if the Event of Default relates to any Servicer other than WMMSC, the Master Servicer, shall at the direction of DLJMC, by notice in writing to such Servicer, terminate all of the rights and obligations of such Servicer under this Agreement (other than rights to reimbursement for Advances and Servicing Advances previously made, as provided in Section 3.08) and shall appoint as successor Servicer the entity selected by DLJMC in accordance with Section 8.02; provided that DLJMC shall first furnish to the Master Servicer a letter from each Rating Agency that the appointment of such successor will not result in a downgrading of the rating of any of the Certificates.
 
If an Event of Default described in clause (j) occurs, the Trustee shall at the direction of DLJMC, by notice in writing to the Master Servicer, terminate all of the rights and obligations of the Master Servicer under this Agreement (other than rights to reimbursement for Advances previously made, as provided in Section 3.08) and shall appoint as successor Master Servicer the entity selected by DLJMC in accordance with Section 8.02; provided that DLJMC shall first furnish to the Trustee a letter from each Rating Agency that the appointment of such successor will not result in a downgrading of the rating of any of the Certificates.
 
No Event of Default with respect to the Servicer shall affect the rights or duties of the Master Servicer or constitute an Event of Default as to the Master Servicer.
 
SECTION 8.02.  
      Master Servicer or Trust Administrator to Act; Appointment of Successor.
 
On and after the time the Master Servicer or a Servicer receives a notice of termination pursuant to Section 8.01 hereof or resigns pursuant to Section 7.04 hereof, subject to the provisions of Section 3.04 hereof, the Trustee (in the case of the Master Servicer), the Trust Administrator (in the case of WMMSC), or the Master Servicer (in the case of any Servicer other than WMMSC) shall be the successor in all respects to the Master Servicer or such Servicer, as applicable, in its capacity as servicer under this Agreement and with respect to the transactions set forth or provided for herein and shall be subject to all the responsibilities, duties and liabilities relating thereto placed on the Master Servicer or such Servicer, as applicable, by the terms and provisions hereof; provided, that the Trustee, the Trust Administrator or the Master Servicer, as applicable, shall not be deemed to have made any representation or warranty as to any Mortgage Loan made by the Master Servicer or any Servicer, as applicable, and shall not effect any repurchases or substitutions of any Mortgage Loan; provided, further, that it is understood and acknowledged by the parties hereto that there will be a full period of transition (not to exceed ninety (90) days) before the actual servicing functions of any Servicer can be fully transferred to Wells Fargo as successor Servicer; provided, further, that during such period of transition Wells Fargo, as successor Servicer, shall continue to make all required Compensating Interest Payments and Advances.  As compensation therefor, the Trustee, the Trust Administrator or the Master Servicer, as applicable, shall be entitled to all funds relating to the Mortgage Loans that the Master Servicer or related Servicer (the “Replaced Servicer”) would have been entitled to charge to the related Collection Account if the Replaced Servicer had continued to act hereunder (except that the Replaced Servicer shall retain the right to be reimbursed for advances (including, without limitation, Advances and Servicing Advances) theretofore made by the Replaced Servicer with respect to which it would be entitled to be reimbursed as provided in Section 3.08 if it had not been so terminated or resigned).  Notwithstanding the foregoing, if the Trustee, the Trust Administrator or the Master Servicer, as applicable, has become the successor to a Replaced Servicer, in accordance with this Section 8.02, the Trustee, the Trust Administrator or the Master Servicer, as applicable, may, if it shall be unwilling to so act, or shall, if it is unable to so act, appoint, or petition a court of competent jurisdiction to appoint, any established mortgage loan servicing institution, the appointment of which does not adversely affect the then current rating of the Certificates, as the successor to the Master Servicer or a Servicer, as applicable, hereunder in the assumption of all or any part of the responsibilities, duties or liabilities of the Master Servicer or such Servicer, as applicable, provided that such successor to the Master Servicer or the Servicer, as applicable, shall not be deemed to have made any representation or warranty as to any Mortgage Loan made by the Master Servicer or the related Servicer, as applicable.  Pending appointment of a successor to the Master Servicer or a Servicer, as applicable, hereunder, the Trustee, the Trust Administrator or the Master Servicer, as applicable, unless such party is prohibited by law from so acting, shall act in such capacity as provided herein.  In connection with such appointment and assumption, the Trustee, the Trust Administrator or the Master Servicer, as applicable, may make such arrangements for the compensation of such successor out of payments on Mortgage Loans as it and such successor shall agree; provided, however, that no such compensation shall be in excess of that permitted the Replaced Servicer, hereunder.  The Trustee, the Trust Administrator or the Master Servicer, as applicable, and such successor shall take such action, consistent with this Agreement, as shall be necessary to effectuate any such succession.  None of the Trustee, the Trust Administrator, the Master Servicer nor any other successor servicer shall be deemed to be in default hereunder by reason of any failure to make, or any delay in making, any distribution hereunder or any portion thereof caused by the failure of a Replaced Servicer to deliver, or any delay in delivering, cash, documents or records to it.
 
A Replaced Servicer that has been terminated shall, at the request of the Trustee, the Trust Administrator or the Master Servicer, as applicable, but at the expense of such Replaced Servicer deliver to the assuming party all documents and records relating to the applicable Mortgage Loans and an accounting of amounts collected and held by it and otherwise use commercially reasonable efforts to effect the orderly and efficient transfer and assignment of such servicing, but only to the extent of the Mortgage Loans serviced thereunder, to the assuming party.  Notwithstanding anything to the contrary contained herein, the termination of a Servicer under this Agreement shall not extend to any Sub-Servicer meeting the requirements of Section 3.02(a) and otherwise servicing the related Mortgage Loans in accordance with the servicing provisions of this Agreement.
 
The Master Servicer and each Servicer shall cooperate with the Trustee and the Trust Administrator and any successor servicer in effecting the termination of a Replaced Servicer’s responsibilities and rights hereunder, including without limitation, the transfer to such successor for administration by it of all cash amounts which shall at the time be credited by such Servicer to the applicable Collection Account or thereafter received with respect to the Mortgage Loans.
 
None of the Trustee, the Trust Administrator nor any other successor servicer shall be deemed to be in default hereunder by reason of any failure to make, or any delay in making, any distribution hereunder or any portion thereof caused by (a) the failure of the Master Servicer or any Servicer to (i) deliver, or any delay in delivering, cash, documents or records to it, or (ii) cooperate as required by this Agreement, or (b) restrictions imposed by any regulatory authority having jurisdiction over the Master Servicer or the related Servicer.
 
Any successor to a Servicer as servicer shall during the term of its service as servicer maintain in force the policy or policies that such Servicer is required to maintain pursuant to Section 3.09(b) hereof.
 
If a Servicer that has been terminated fails to pay all costs related to the transition of servicing to the successor Servicer, the successor Servicer shall be entitled to reimbursement of those amounts from the Trust.
 
In connection with the termination or resignation of a Servicer hereunder, either (i) the successor Servicer, including the Trust Administrator or Master Servicer if either of such parties is acting as successor Servicer, shall represent and warrant that it or an affiliate is a member of MERS in good standing and shall agree to comply in all material respects with the rules and procedures of MERS in connection with the servicing of the related Mortgage Loans that are registered with MERS, or (ii) the Replaced Servicer, at its sole expense, shall cooperate with the successor Servicer either (x) in causing MERS to execute and deliver an Assignment of Mortgage in recordable form to transfer the Mortgage from MERS to the Trustee and to execute and deliver such other notices, documents and other instruments as may be necessary or desirable to effect a transfer of such Mortgage Loan or servicing of such Mortgage Loan on the MERS® System to the successor Servicer or (y) in causing MERS to designate on the MERS® System the successor Servicer as the servicer of such Mortgage Loan (at the cost and expense of the successor Servicer to the extent such costs relate to the qualification of such successor Servicer as a member of MERS, otherwise at the cost and expense of the Replaced Servicer).  The Replaced Servicer shall file or cause to be filed any such assignment in the appropriate recording office.  The successor Servicer shall cause such assignment to be delivered to the Trustee promptly upon receipt of the original with evidence of recording thereon or a copy certified by the public recording office in which such assignment was recorded.
 
SECTION 8.03.  Notification to Certificateholders.
 
(a)  Upon any termination or appointment of a successor to the Master Servicer or any Servicer, the Trust Administrator shall give prompt written notice thereof to the Seller and the Certificateholders at their respective addresses appearing in the Certificate Register and to the Rating Agencies, or, as applicable, the Master Servicer shall give prompt written notice thereof to the Trust Administrator.
 
(b)  Within two Business Days after the occurrence of any Event of Default, the Trust Administrator shall transmit by mail to the Seller and all Certificateholders, and the Rating Agencies notice of each such Event of Default hereunder known to the Trust Administrator, unless such Event of Default shall have been cured or waived.
 
SECTION 8.04.  Waiver of Events of Default.
 
The Holders representing at least 66% of the Voting Rights of Certificates affected by a default or Event of Default hereunder may waive any default or Event of Default; provided, however, that (a) a default or Event of Default under clause (g) of Section 8.01 may be waived, only by all of the Holders of Certificates affected by such default or Event of Default and (b) no waiver pursuant to this Section 8.04 shall affect the Holders of Certificates in the manner set forth in Section 12.01(b)(i), (ii) or (iii).  Upon any such waiver of a default or Event of Default by the Holders representing the requisite percentage of Voting Rights of Certificates affected by such default or Event of Default, such default or Event of Default shall cease to exist and shall be deemed to have been cured and remedied for every purpose hereunder.  No such waiver shall extend to any subsequent or other default or Event of Default or impair any right consequent thereon except to the extent expressly so waived.
 
ARTICLE IX
 
CONCERNING THE TRUSTEE
 
SECTION 9.01.  Duties of Trustee.
 
The Trustee, prior to the occurrence of an Event of Default and after the curing or waiver of all Events of Default that may have occurred, undertakes with respect to the Trust Fund to perform such duties and only such duties as are specifically set forth in this Agreement.  In case an Event of Default of which a  Responsible Officer of the Trustee shall have actual knowledge has occurred and remains uncured, the Trustee shall exercise such of the rights and powers vested in it by this Agreement, and use the same degree of care and skill in their exercise, as a prudent person would exercise or use under the circumstances in the conduct of such person’s own affairs.  Any permissive right of the Trustee set forth in this Agreement shall not be construed as a duty.
 
The Trustee, upon receipt of all resolutions, certificates, statements, opinions, reports, documents, orders or other instruments furnished to the Trustee that 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.  The Trustee shall have no duty to recompute, recalculate or verify the accuracy of any resolution, certificate, statement, opinion, report, document, order or other instrument so furnished to the Trustee.  If any such instrument is found not to conform in any material respect to the requirements of this Agreement, the Trustee shall notify the Certificateholders of such instrument in the event that the Trustee, after so requesting, does not receive a satisfactorily corrected instrument.
 
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, its negligent failure to perform its obligations in compliance with this Agreement, or any liability which would be imposed by reason of its willful misfeasance or bad faith; provided, however, that:
 
(a)  prior to the occurrence of an Event of Default of which a  Responsible Officer of the Trustee shall have actual knowledge, and after the curing or of all such Events of Default that 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 personally 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 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 which it reasonably believed in good faith to be genuine and to have been duly executed by the proper authorities respecting any matters arising hereunder;
 
(b)  the Trustee shall not be personally liable for an error of judgment made in good faith by a Responsible Officer or Responsible Officers of the Trustee, unless the Trustee was negligent in ascertaining or investigating the pertinent facts;
 
(c)  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 this Agreement at the direction of the Holders of Certificates evidencing greater than 50% of the Voting Rights allocated to each Class of Certificates relating to the time, method and place of conducting any proceeding for any remedy available to the Trustee, or exercising any trust or power conferred upon the Trustee, under this Agreement;
 
(d)  no provision of this Agreement shall require the Trustee to expend or risk its own funds or otherwise incur any financial liability in the performance of any of its duties hereunder or in the exercise of any of its rights or powers if it shall have reasonable grounds for believing that repayment of such funds or adequate indemnity against such risk or liability is not reasonably assured to it; and
 
(e)  the Trustee shall have no responsibility for any act or omission of the Trust Administrator or a Custodian, it being understood and agreed that the Trustee, Trust Administrator and any Custodian are independent contractors and not agents, partners or joint venturers.
 
The Trustee shall not be deemed to have knowledge of any Event of Default or event which, with notice or lapse of time, or both, would become an Event of Default, unless a Responsible Officer of the Trustee shall have received written notice thereof from a Servicer, the Depositor or a Certificateholder, or a Responsible Officer of the Trustee has actual notice thereof, and in the absence of such notice no provision hereof requiring the taking of any action or the assumption of any duties or responsibility by the Trustee following the occurrence of any Event of Default or event which, with notice or lapse of time or both, would become an Event of Default, shall be effective as to the Trustee.
 
The Trustee shall have no duty hereunder with respect to any complaint, claim, demand, notice or other document it may receive or which may be alleged to have been delivered to or served upon it by the parties as a consequence of the assignment of any Mortgage Loan hereunder; provided, however, that the Trustee shall use its best efforts to remit to the Master Servicer or the related Servicer upon receipt of any such complaint, claim, demand, notice or other document (i) which is delivered to the Corporate Trust Office of the Trustee, (ii) of which a Responsible Officer has actual knowledge, and (iii) which contains information sufficient to permit the Trustee to make a determination that the real property to which such document relates is a Mortgaged Property.
 
SECTION 9.02.  Certain Matters Affecting the Trustee.
 
(a)  Except as otherwise provided in Section 9.01:
 
(i)  the Trustee may request and rely upon and shall be protected in acting or refraining from acting upon any resolution, Officer’s Certificate, certificate of auditors, Servicing Officers or any other certificate, statement, instrument, opinion, report, notice, request, consent, order, appraisal, bond or other paper or document believed by it to be genuine and to have been signed or presented by the proper party or parties;
 
(ii)  the Trustee may consult with counsel, financial advisors or accountants and any advice of such Persons or 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 advice or Opinion of Counsel;
 
(iii)  the Trustee shall be under no obligation to exercise any of the trusts or powers vested in it by this Agreement or to institute, conduct or defend any litigation hereunder or in relation hereto at the request, order or direction of any of the Certificateholders pursuant to the provisions of this Agreement, unless such Certificateholders shall have offered to the Trustee reasonable security or indemnity against the costs, expenses and liabilities which may be incurred therein or thereby; nothing contained herein shall, however, relieve the Trustee of the obligation, upon the occurrence of an Event of Default of which a Responsible Officer of the Trustee shall have actual knowledge (which has not been cured or waived), to exercise such of the rights and powers vested in it by this Agreement, and to use the same degree of care and skill in their exercise as a prudent person would exercise or use under the circumstances in the conduct of such person’s own affairs;
 
(iv)  the Trustee shall not be personally liable for any action taken, suffered or omitted by it in good faith and believed by it to be authorized or within the discretion or rights or powers conferred upon it by this Agreement;
 
(v)  prior to the occurrence of an Event of Default hereunder and after the curing or waiver of all Events of Default that may have occurred, the Trustee shall not be bound to make any investigation into the facts or matters stated in any resolution, certificate, statement, instrument, opinion, report, notice, request, consent, order, approval, bond or other paper or document, unless requested in writing so to do by Holders of Certificates evidencing greater than 50% of the Voting Rights allocated to each Class of Certificates; 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 expense or liability as a condition to taking any such action; the reasonable expense of every such investigation shall be paid (A) by the Master Servicer or by the applicable Servicer in the event that such investigation relates to an Event of Default by the Master Servicer or by such Servicer, respectively, if an Event of Default by the Master Servicer or by such Servicer shall have occurred and is continuing, and (B) otherwise by the Certificateholders requesting the investigation;
 
(vi)  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 and the Trustee shall not be responsible for any misconduct or negligence on the part of any such agent or attorney appointed with due care;
 
(vii)  the Trustee shall not be required to expend its own funds or otherwise incur any financial liability in the performance of any of its duties hereunder if it shall have reasonable grounds for believing that repayment of such funds or adequate indemnity against such liability is not assured to it;
 
(viii)  the Trustee shall not be liable for any loss on any investment of funds pursuant to this Agreement; and
 
(ix)  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)  All rights of action under this Agreement or under any of the Certificates, enforceable by the Trustee, may be enforced by it without the possession of any of the Certificates, or the production thereof at the trial or other proceeding relating thereto, and any such suit, action or proceeding instituted by the Trustee shall be brought in its name for the benefit of all the Holders of such Certificates, subject to the provisions of this Agreement.
 
SECTION 9.03.  Trustee Not Liable for Certificates or Mortgage Loans.
 
The recitals contained herein shall be taken as the statements of the Depositor or the Master Servicer or a Servicer, as the case may be, and the Trustee assumes no responsibility for their correctness.  The Trustee makes no representations as to the validity or sufficiency of this Agreement, the Certificates or of any Mortgage Loan or related document or of MERS or the MERS® System.  The Trustee shall not be accountable for the use or application by the Depositor, the Seller, the Master Servicer or any Servicers of any funds paid to the Depositor or the Master Servicer or any Servicer in respect of the Mortgage Loans or deposited in or withdrawn from the Certificate Account by the Depositor, the Seller, the Master Servicer or the Servicers.  The Trustee shall not be responsible for the legality or validity of this Agreement or the validity, priority, perfection or sufficiency of the security for the Certificates issued or intended to be issued hereunder. 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 or to record this Agreement.
 
SECTION 9.04.  Trustee May Own Certificates.
 
The Trustee in its individual or any other capacity may become the owner or pledgee of Certificates and may transact business with the other parties hereto and with their affiliates, with the same rights as it would have if it were not the Trustee.
 
SECTION 9.05.  Trustee’s Fees and Expenses.
 
The Trustee shall be compensated by the Trust Administrator as separately agreed.  The Trustee and any director, officer, employee or agent of the Trustee shall be indemnified by DLJMC and held harmless (up to a maximum of $150,000) against any loss, liability or expense (including reasonable attorney’s fees and expenses) (i) incurred in connection with any claim or legal action relating to (a) this Agreement, the Certificates, any Custodial Agreement, any Interest Rate Cap Agreement, any Swap Agreement, any Designated Servicing Agreement, or (b) the performance of any of the Trustee’s duties hereunder or under any Custodial Agreement, Interest Rate Cap Agreement, Swap Agreement or Designated Servicing Agreement, other than any loss, liability or expense incurred by reason of willful misconduct, bad faith or negligence in the performance of any of the Trustee’s duties hereunder or incurred by reason of any action of the Trustee taken at the direction of the Certificateholders and (ii) resulting from any error in any tax or information return prepared by the Master Servicer or a Servicer.  Such indemnity shall survive the termination of this Agreement or the resignation or removal of the Trustee hereunder.  Without limiting the foregoing, the Depositor covenants and agrees, except as otherwise agreed upon in writing by the Depositor and the Trustee, and except for any such expense, disbursement or advance as may arise from the Trustee’s negligence, bad faith or willful misconduct, to pay or reimburse the Trustee, for all reasonable expenses, disbursements and advances incurred or made by the Trustee in accordance with any of the provisions of this Agreement with respect to:  (A) the reasonable compensation and the expenses and disbursements of its counsel not associated with the closing of the issuance of the Certificates, (B) the reasonable compensation, expenses and disbursements of any accountant, engineer or appraiser that is not regularly employed by the Trustee, to the extent that the Trustee must engage such persons to perform acts or services hereunder and (C) printing and engraving expenses in connection with preparing any Definitive Certificates.  Except as otherwise provided herein, the Trustee shall not be entitled to payment or reimbursement for any routine ongoing expenses incurred by the Trustee in the ordinary course of its duties as Trustee hereunder or for any other expenses.  Anything in this Agreement to the contrary notwithstanding, in no event shall the Trustee be liable for special, indirect or consequential loss or damage of any kind whatsoever (including but not limited to lost profits), even if the Trustee has been advised of the likelihood of such loss or damage and regardless of the form of action.
 
SECTION 9.06.  Eligibility Requirements for Trustee.
 
The Trustee hereunder shall at all times be a corporation or association organized and doing business under the laws of any state or the United States of America, authorized under such laws to exercise corporate trust powers, having ratings on its long term debt obligations at the time of such appointment in at least the third highest rating category by both Moody’s and S&P (provided that if such rating is in the third highest rating category of S&P, the Trustee shall also have a short-term rating from S&P of A-1) or such lower ratings as will not cause Moody’s or S&P to lower their then current ratings of the Certificates, having a combined capital and surplus of at least $50,000,000 and subject to supervision or examination by federal or state authority.  If such corporation or association publishes reports of 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 9.06 the combined capital and surplus of such corporation or association shall be deemed to be its combined capital and surplus as set forth in its most recent report of condition so published.  In case at any time the Trustee shall cease to be eligible in accordance with the provisions of this Section 9.06, the Trustee shall resign immediately in the manner and with the effect specified in Section 9.07 hereof.
 
SECTION 9.07.  Resignation and Removal of Trustee.
 
The Trustee may at any time resign and be discharged from the trusts hereby created by (a) giving written notice of resignation to the Depositor, DLJMC, the Trust Administrator, the Master Servicer, the Special Servicer, the Modification Oversight Agent and the Servicers and by mailing notice of resignation by first class mail, postage prepaid, to the Certificateholders at their addresses appearing on the Certificate Register, and to the Rating Agencies, not less than 60 days before the date specified in such notice when, subject to Section 9.08, such resignation is to take effect, and (b) acceptance by a successor trustee in accordance with Section 9.08 meeting the qualifications set forth in Section 9.06.
 
If at any time the Trustee shall cease to be eligible in accordance with the provisions of Section 9.06 hereof and shall fail to resign after written request thereto by the Depositor, or if at any time the Trustee shall become incapable of acting, 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 or if the Trustee breaches any of its obligations or representations hereunder, then the Depositor may remove the Trustee and appoint a successor trustee by written instrument, in duplicate, one copy of which instrument shall be delivered to the Trustee and one copy to the successor trustee.  The Trustee may also be removed at any time by the Holders of Certificates evidencing not less than 50% of the Voting Rights evidenced by the Certificates.  Notice of any removal of the Trustee and acceptance of appointment by the successor trustee shall be given to the Rating Agencies by the Depositor.
 
If no successor trustee shall have been so appointed and have accepted appointment within 30 days after the giving of such notice of resignation or receipt of a notice of removal, the resigning Trustee may, at the Trust Fund’s expense, petition any court of competent jurisdiction for the appointment of a successor trustee.
 
Any resignation or removal of the Trustee and appointment of a successor trustee pursuant to any of the provisions of this Section 9.07 shall become effective upon acceptance of appointment by the successor trustee as provided in Section 9.08 hereof.
 
SECTION 9.08.  Successor Trustee.
 
Any successor trustee appointed as provided in Section 9.07 hereof shall execute, acknowledge and deliver to the Depositor and to its predecessor trustee an instrument accepting such appointment hereunder and thereupon the resignation or removal of the predecessor trustee shall become effective and such successor trustee, without any further act, deed or conveyance, shall become fully vested with all the rights, powers, duties and obligations of its predecessor hereunder, with the like effect as if originally named as trustee herein.  The Depositor, upon receipt of all amounts due it hereunder, and the predecessor trustee shall execute and deliver such instruments and do such other things as may reasonably be required for more fully and certainly vesting and confirming in the successor trustee all such rights, powers, duties, and obligations.
 
No successor trustee shall accept appointment as provided in this Section 9.08 unless at the time of such acceptance such successor trustee shall be eligible under the provisions of Section 9.06 hereof and its acceptance shall not adversely affect the then current rating of the Certificates.
 
Upon acceptance of appointment by a successor trustee as provided in this Section 9.08, the Depositor shall mail notice of the succession of such trustee hereunder to all Holders of Certificates at their addresses as shown in the Certificate Register.  If the Depositor fails to mail such notice within ten days after acceptance of appointment by the successor trustee, the successor trustee shall cause such notice to be mailed at the expense of the Depositor.
 
SECTION 9.09.  Merger or Consolidation of Trustee.
 
Any Person into which the Trustee may be merged or converted or with which it may be consolidated or any Person resulting from any merger, conversion or consolidation to which the Trustee shall be a party, or any Person succeeding to the business of the Trustee, shall be the successor of the Trustee hereunder, provided that such Person shall be eligible under the provisions of Section 9.06 hereof without the execution or filing of any paper or further act on the part of any of the parties hereto, anything herein to the contrary notwithstanding.
 
SECTION 9.10.  Appointment of Co-Trustee or Separate Trustee.
 
Notwithstanding any other provisions of this Agreement, at any time, for the purpose of meeting any legal requirements of any jurisdiction in which any part of the Trust Fund or property securing any Mortgage Note may at the time be located, the Master Servicer and the Trustee acting jointly shall have the power and shall execute and deliver all instruments to appoint one or more Persons approved by the Trustee to act as co-trustee or co-trustees jointly with the Trustee, or separate trustee or separate trustees, of all or any part of the Trust Fund, and to vest in such Person or Persons, in such capacity and for the benefit of the applicable Certificateholders, such title to the Trust Fund, or any part thereof, and, subject to the other provisions of this Section 9.10, such powers, duties, obligations, rights and trusts as the Master Servicer and the Trustee may consider necessary or desirable.  If the Master Servicer shall not have joined in such appointment within fifteen days after the receipt by it of a request to do so, or in the case an Event of Default shall have occurred and be continuing, the Trustee alone shall have the power to make such appointment.  No co-trustee or separate trustee hereunder shall be required to meet the terms of eligibility as a successor trustee under Section 9.06 and no notice to Certificateholders of the appointment of any co-trustee or separate trustee shall be required under Section 9.08.
 
Every separate trustee and co-trustee shall, to the extent permitted by law, be appointed and act subject to the following provisions and conditions:
 
(a)  all rights, powers, duties and obligations conferred or imposed upon the Trustee, except for any obligation of the Trustee under this Agreement to advance funds on behalf of the Master Servicer or a Servicer, shall be conferred or imposed upon and exercised or performed by the Trustee and such separate trustee or co-trustee jointly (it being understood that such separate trustee or co-trustee is not authorized to act separately without the Trustee joining in such act), except to the extent that under any law of any jurisdiction in which any particular act or acts are to be performed by the Trustee (whether as Trustee hereunder or as successor to the Master Servicer or a Servicer), 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 Fund or any portion thereof in any such jurisdiction) shall be exercised and performed singly by such separate trustee or co-trustee, but solely at the direction of the Trustee;
 
(b)  no trustee hereunder shall be held personally liable by reason of any act or omission of any other trustee hereunder; and
 
(c)  the Master Servicer and the Trustee acting jointly may at any time accept the resignation of 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 IX.  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 Master Servicer or the Servicers and the Depositor.
 
Any separate trustee or co-trustee may, at any time, constitute the Trustee its agent or attorney-in-fact, with full power and authority, to the extent not prohibited by law, to do any lawful act under or in respect of this Agreement on its behalf and in its name.  The Trust Administrator shall not be responsible for all action or inaction of any separate trustee or co-trustee. 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 9.11.  Office of the Trustee.
 
The office of the Trustee for purposes of receipt of notices and demands is the Corporate Trust Office.
 
ARTICLE X
 
CONCERNING THE TRUST ADMINISTRATOR
 
SECTION 10.01.  Duties of Trust Administrator.
 
The Trust Administrator, prior to the occurrence of an Event of Default of which a Responsible Officer of the Trust Administrator shall have actual knowledge and after the curing or waiver of all Events of Default that may have occurred, undertakes with respect to the Trust Fund to perform such duties and only such duties as are specifically set forth in this Agreement.  In case an Event of Default of which a Responsible Officer of the Trust Administrator shall have actual knowledge has occurred and remains uncured, the Trust Administrator shall exercise such of the rights and powers vested in it by this Agreement, and use the same degree of care and skill in their exercise, as a prudent person would exercise or use under the circumstances in the conduct of such person’s own affairs.  Any permissive right of the Trust Administrator set forth in this Agreement shall not be construed as a duty.
 
The Trust Administrator, upon receipt of all resolutions, certificates, statements, opinions, reports, documents, orders or other instruments furnished to the Trust Administrator that 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.  The Trust Administrator shall have no duty to recompute, recalculate or verify the accuracy of any resolution, certificate, statement, opinion, report, document, order or other instrument so furnished to the Trust Administrator.  If any such instrument is found not to conform in any material respect to the requirements of this Agreement, the Trust Administrator shall notify the Certificateholders of such instrument in the event that the Trust Administrator, after so requesting, does not receive a satisfactorily corrected instrument.
 
No provision of this Agreement shall be construed to relieve the Trust Administrator from liability for its own negligent action, its own negligent failure to act or its own misconduct, its negligent failure to perform its obligations in compliance with this Agreement, or any liability which would be imposed by reason of its willful misfeasance or bad faith; provided, however, that:
 
(a)  prior to the occurrence of an Event of Default of which a Responsible Officer of the Trust Administrator shall have actual knowledge, and after the curing or of all such Events of Default that may have occurred, the duties and obligations of the Trust Administrator shall be determined solely by the express provisions of this Agreement, the Trust Administrator shall not be personally 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 Trust Administrator and the Trust Administrator 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 Trust Administrator and conforming to the requirements of this Agreement which it reasonably believed in good faith to be genuine and to have been duly executed by the proper authorities respecting any matters arising hereunder;
 
(b)  the Trust Administrator shall not be personally liable for an error of judgment made in good faith by a Responsible Officer or Responsible Officers of the Trust Administrator, unless the Trust Administrator was negligent in ascertaining or investigating the pertinent facts;
 
(c)  the Trust Administrator 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 this Agreement or at the direction of the Holders of Certificates evidencing greater than 50% of the Voting Rights allocated to each Class of Certificates relating to the time, method and place of conducting any proceeding for any remedy available to the Trust Administrator, or exercising any trust or power conferred upon the Trust Administrator, under this Agreement; and
 
(d)  no provision of this Agreement shall require the Trust Administrator to expend or risk its own funds or otherwise incur any financial liability in the performance of any of its duties hereunder or in the exercise of any of its rights or powers if it shall have reasonable grounds for believing that repayment of such funds or adequate indemnity against such risk or liability is not reasonably assured to it.
 
The Trust Administrator shall have no duty (A) to see to any recording, filing or depositing of this Agreement or any agreement referred to herein or any financing statement or continuation statement evidencing a security interest, or to see to the maintenance of any such recording, filing or depositing or to any rerecording, refiling or redepositing of any thereof, (B) to see to any insurance, or (C) to see to the payment or discharge of any tax, assessment or other governmental charge or any lien or encumbrance of any kind owing with respect to, assessed or levied against, any part of the Trust Fund other than from funds available in the Certificate Account.
 
Except with respect to an Event of Default described in clause (a) of Section 8.01, the Trust Administrator shall not be deemed to have knowledge of any Event of Default or event which, with notice or lapse of time, or both, would become an Event of Default, unless a Responsible Officer of the Trust Administrator shall have received written notice thereof from the Master Servicer or a Servicer, the Depositor, or a Certificateholder, or a Responsible Officer of the Trust Administrator has actual notice thereof, and in the absence of such notice no provision hereof requiring the taking of any action or the assumption of any duties or responsibility by the Trust Administrator following the occurrence of any Event of Default or event which, with notice or lapse of time or both, would become an Event of Default, shall be effective as to the Trust Administrator.
 
The Trust Administrator shall have no duty hereunder with respect to any complaint, claim, demand, notice or other document it may receive or which may be alleged to have been delivered to or served upon it by the parties as a consequence of the assignment of any Mortgage Loan hereunder; provided, however, that the Trust Administrator shall use its best efforts to remit to the Master Servicer or the Servicer upon receipt of any such complaint, claim, demand, notice or other document (i) which is delivered to the Corporate Trust Office of the Trust Administrator, (ii) of which a Responsible Officer has actual knowledge, and (iii) which contains information sufficient to permit the Trust Administrator to make a determination that the real property to which such document relates is a Mortgaged Property.
 
SECTION 10.02.  Certain Matters Affecting the Trust Administrator.
 
(a)  Except as otherwise provided in Section 10.01:
 
(i)  the Trust Administrator may request and rely upon and shall be protected in acting or refraining from acting upon any resolution, Officer’s Certificate, certificate of auditors, Servicing Officers or any other certificate, statement, instrument, opinion, report, notice, request, consent, order, appraisal, bond or other paper or document believed by it to be genuine and to have been signed or presented by the proper party or parties;
 
(ii)  the Trust Administrator may consult with counsel, financial advisors or accountants and any advice of such Persons or 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 advice or opinion of counsel;
 
(iii)  the Trust Administrator shall be under no obligation to exercise any of the trusts or powers vested in it by this Agreement or to institute, conduct or defend any litigation hereunder or in relation hereto at the request, order or direction of any of the Certificateholders pursuant to the provisions of this Agreement, unless such Certificateholders shall have offered to the Trust Administrator reasonable security or indemnity against the costs, expenses and liabilities which may be incurred therein or thereby; nothing contained herein shall, however, relieve the Trust Administrator of the obligation, upon the occurrence of an Event of Default of which a Responsible Officer of the Trust Administrator shall have actual knowledge (which has not been cured or waived), to exercise such of the rights and powers vested in it by this Agreement, and to use the same degree of care and skill in their exercise as a prudent person would exercise or use under the circumstances in the conduct of such person’s own affairs;
 
(iv)  the Trust Administrator 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 an Event of Default hereunder and after the curing or waiver of all Events of Default that may have occurred, the Trust Administrator shall not be bound to make any investigation into the facts or matters stated in any resolution, certificate, statement, instrument, opinion, report, notice, request, consent, order, approval, bond or other paper or document, unless requested in writing so to do by Holders of Certificates evidencing greater than 50% of the Voting Rights allocated to each Class of Certificates; provided, however, that if the payment within a reasonable time to the Trust Administrator of the costs, expenses or liabilities likely to be incurred by it in the making of such investigation is, in the opinion of the Trust Administrator, not reasonably assured to the Trust Administrator by the security afforded to it by the terms of this Agreement, the Trust Administrator may require reasonable indemnity against such expense or liability as a condition to taking any such action; the reasonable expense of every such investigation shall be paid (A) by the Master Servicer or by the applicable Servicer in the event that such investigation relates to an Event of Default by the Master Servicer or by such Servicer, respectively, if an Event of Default by the Master Servicer or such Servicer shall have occurred and is continuing, and (B) otherwise by the Certificateholders requesting the investigation;
 
(vi)  the Trust Administrator may execute any of the trusts or powers hereunder or perform any duties hereunder either directly or by or through agents or attorneys and the Trust Administrator shall not be responsible for any misconduct or negligence on the part of any such agent or attorney appointed with due care;
 
(vii)  the Trust Administrator shall not be required to expend its own funds or otherwise incur any financial liability in the performance of any of its duties hereunder if it shall have reasonable grounds for believing that repayment of such funds or adequate indemnity against such liability is not assured to it;
 
(viii)  the Trust Administrator shall not be liable for any loss on any investment of funds pursuant to this Agreement except as provided in Section 3.05(e);
 
(ix)  the right of the Trust Administrator to perform any discretionary act enumerated in this Agreement shall not be construed as a duty, and the Trust Administrator shall not be answerable for other than its negligence or willful misconduct in the performance of such act; and
 
(x)  The Trust Administrator shall not be required to give any bond or surety in respect of the execution of the Trust Fund created hereby or the powers granted hereunder.
 
(b)  All rights of action under this Agreement or under any of the Certificates, enforceable by the Trust Administrator, may be enforced by it without the possession of any of the Certificates, or the production thereof at the trial or other proceeding relating thereto, and any such suit, action or proceeding instituted by the Trust Administrator shall be brought in its name for the benefit of all the Holders of such Certificates, subject to the provisions of this Agreement.
 
SECTION 10.03.  
    Trust Administrator Not Liable for Certificates or Mortgage Loans.
 
The recitals contained herein shall be taken as the statements of the Depositor or the Master Servicer or a Servicer, as the case may be, and the Trust Administrator assumes no responsibility for their correctness.  The Trust Administrator makes no representations as to the validity or sufficiency of this Agreement, the Certificates or of any Mortgage Loan or related document.  The Trust Administrator shall not be accountable for the use or application by the Depositor, the Seller, the Master Servicer or the Servicers of any funds paid to the Depositor or the Master Servicer or any Servicer in respect of the Mortgage Loans or deposited in or withdrawn from the Certificate Account by the Depositor, the Seller, the Master Servicer or the Servicers.  The Trust Administrator shall not be responsible for the legality or validity of this Agreement or the validity, priority, perfection or sufficiency of the security for the Certificates issued or intended to be issued hereunder.  The Trust Administrator 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 for any security interest or lien granted to it hereunder or to record this Agreement.
 
SECTION 10.04.  Trust Administrator May Own Certificates.
 
The Trust Administrator in its individual or any other capacity may become the owner or pledgee of Certificates with the same rights as it would have if it were not the Trust Administrator.
 
SECTION 10.05.  Trust Administrator’s Fees and Expenses.
 
As compensation for its services hereunder, the Trust Administrator shall be entitled to the investment income or other benefit derived from balances in the Certificate Account pursuant to Section 3.05(e) (the “Trust Administrator Fee”).  The Trust Administrator and any director, officer, employee or agent of the Trust Administrator shall be indemnified by DLJMC (or if DLJMC shall fail to do so, by the Trust) and held harmless against any loss, liability or expense (including reasonable attorney’s fees and expenses) (i) incurred in connection with any claim or legal action relating to (a) this Agreement, the Certificates, any Custodial Agreement, any Interest Rate Cap Agreement, any Swap Agreement and any Designated Servicing Agreement, or (b) the performance of any of the Trust Administrator’s duties hereunder or under any Custodial Agreement, Interest Rate Cap Agreement, Swap Agreement or Designated Servicing Agreement, other than any loss, liability or expense incurred by reason of willful misfeasance, bad faith or negligence in the performance of any of the Trust Administrator’s duties hereunder or incurred by reason of any action of the Trust Administrator taken at the direction of the Certificateholders and (ii) resulting from any error in any tax or information return prepared by the Master Servicer or a Servicer; provided, however, that the sum of (x) such indemnity amounts payable by DLJMC or the Trust to the Trust Administrator pursuant to this Section 10.05 and (y) the indemnity amounts payable by DLJMC or the Trust to the Master Servicer pursuant to Section 3.14(c), shall not exceed $200,000 per year; provided, further, that any amounts not payable by DLJMC or the Trust to the Trust Administrator due to the preceding proviso shall be payable by DLJMC (or if DLJMC fails to do so, by the Trust) in any succeeding year, subject to the aggregate $200,000 per annum limitation imposed by the preceding proviso.  Such indemnity shall survive the termination of this Agreement or the resignation or removal of the Trust Administrator hereunder.  Without limiting the foregoing, DLJMC (or if DLJMC fails to do so, the Trust) shall, except as otherwise agreed upon in writing by DLJMC and the Trust Administrator, and except for any such expense, disbursement or advance as may arise from the Trust Administrator’s negligence, bad faith or willful misconduct, pay or reimburse the Trust Administrator (up to a maximum of $150,000), for all reasonable expenses, disbursements and advances incurred or made by the Trust Administrator in accordance with any of the provisions of this Agreement with respect to:  (A) the reasonable compensation and the expenses and disbursements of its counsel not associated with the closing of the issuance of the Certificates, (B) the reasonable compensation, expenses and disbursements of any accountant, engineer or appraiser that is not regularly employed by the Trust Administrator, to the extent that the Trust Administrator must engage such persons to perform acts or services hereunder and (C) printing and engraving expenses in connection with preparing any Definitive Certificates.  In addition, DLJMC (or if DLJMC fails to do so, the Trust) shall pay or reimburse the Trust Administrator for recertification fees required to be paid by the Trust Administrator pursuant to the Custodial Agreement.  Except as otherwise provided herein, the Trust Administrator shall not be entitled to payment or reimbursement for any routine ongoing expenses incurred by the Trust Administrator in the ordinary course of its duties as Trust Administrator, Registrar, Tax Matters Person or Paying Agent hereunder.  Anything in this Agreement to the contrary notwithstanding, in no event shall the Trust Administrator be liable for special, indirect or consequential loss or damage of any kind whatsoever (including but not limited to lost profits), even if the Trust Administrator has been advised of the likelihood of such loss or damage and regardless of the form of action.
 
SECTION 10.06.  Eligibility Requirements for Trust Administrator.
 
The Trust Administrator hereunder shall at all times be (a) an institution the deposits of which are fully insured by the FDIC and (b) a corporation or banking association organized and doing business under the laws of any state or the United States of America, authorized under such laws to exercise corporate trust powers, having a combined capital and surplus of at least $50,000,000 and subject to supervision or examination by federal or state authority and (c) with respect to every successor Trust Administrator hereunder an institution the long-term unsecured debt obligations of which are rated at least Baa3 or better by Moody’s and BBB or better by S&P unless the failure of the Trust Administrator’s long-term unsecured debt obligations to have such ratings would not result in the lowering of the ratings originally assigned to any Class of Certificates.  If such corporation or banking association publishes reports of condition at least annually, pursuant to law or to the requirements of the aforesaid supervising or examining authority, then for the purposes of this Section 10.06 the combined capital and surplus of such corporation or association shall be deemed to be its combined capital and surplus as set forth in its most recent report of condition so published.  In case at any time the Trust Administrator shall cease to be eligible in accordance with the provisions of this Section 10.06, the Trust Administrator shall resign immediately in the manner and with the effect specified in Section 10.07 hereof.
 
SECTION 10.07.  Resignation and Removal of Trust Administrator.
 
The Trust Administrator may at any time resign and be discharged from the trusts hereby created by (a) giving written notice of resignation to the Depositor, the Seller, the Trustee, the Master Servicer, the Special Servicer, the Modification Oversight Agent and the Servicers and by mailing notice of resignation by first class mail, postage prepaid, to the Certificateholders at their addresses appearing on the Certificate Register, and to the Rating Agencies, not less than 60 days before the date specified in such notice when, subject to Section 10.08, such resignation is to take effect, and (b) acceptance by a successor trust administrator in accordance with Section 10.08 meeting the qualifications set forth in Section 10.06.
 
If at any time the Trust Administrator shall cease to be eligible in accordance with the provisions of Section 10.06 hereof and shall fail to resign after written request thereto by the Depositor, or if at any time the Trust Administrator shall become incapable of acting, or shall be adjudged a bankrupt or insolvent, or a receiver of the Trust Administrator or of its property shall be appointed, or any public officer shall take charge or control of the Trust Administrator or of its property or affairs for the purpose of rehabilitation, conservation or liquidation or if the Trust Administrator breaches any of its obligations or representations hereunder, then the Depositor may remove the Trust Administrator and appoint a successor trust administrator by written instrument, in duplicate, one copy of which instrument shall be delivered to the Trust Administrator and one copy to the successor trust administrator.  The Trust Administrator may also be removed at any time by the Trustee or the Holders of Certificates evidencing not less than 50% of the Voting Rights evidenced by the Certificates.  Notice of any removal of the Trust Administrator and acceptance of appointment by the successor trust administrator shall be given to the Rating Agencies by the Depositor.
 
If no successor trust administrator shall have been so appointed and have accepted appointment within 30 days after the giving of such notice of resignation or receipt of a notice of removal, the resigning Trust Administrator may, at the Trust Fund’s expense, petition any court of competent jurisdiction for the appointment of a successor trust administrator.
 
Notwithstanding the foregoing, if the Master Servicer shall for any reason no longer be Master Servicer hereunder, at DLJMC’s request, the Trust Administrator shall resign, upon the selection and appointment of a successor trust administrator meeting the qualifications set forth in Section 10.06.
 
Any resignation or removal of the Trust Administrator and appointment of a successor trust administrator pursuant to any of the provisions of this Section 10.07 shall become effective upon acceptance of appointment by the successor trust administrator as provided in Section 10.08 hereof.
 
SECTION 10.08.  Successor Trust Administrator.
 
Any successor trust administrator appointed as provided in Section 10.07 hereof shall execute, acknowledge and deliver to the Depositor and to its predecessor trust administrator an instrument accepting such appointment hereunder and thereupon the resignation or removal of the predecessor trust administrator shall become effective and such successor trust administrator, without any further act, deed or conveyance, shall become fully vested with all the rights, powers, duties and obligations of its predecessor hereunder, with the like effect as if originally named as Trust Administrator herein.  The Depositor, upon receipt of all amounts due it hereunder, and the predecessor trust administrator shall execute and deliver such instruments and do such other things as may reasonably be required for more fully and certainly vesting and confirming in the successor trust administrator all such rights, powers, duties, and obligations.
 
No successor trust administrator shall accept appointment as provided in this Section 10.08 unless at the time of such acceptance such successor trust administrator shall be eligible under the provisions of Section 10.06 hereof and its acceptance shall not adversely affect the then current rating of the Certificates.
 
Upon acceptance of appointment by a successor trust administrator as provided in this Section 10.08, the Depositor shall mail notice of the succession of such trust administrator hereunder to all Holders of Certificates at their addresses as shown in the Certificate Register.  If the Depositor fails to mail such notice within ten days after acceptance of appointment by the successor trust administrator, the successor trust administrator shall cause such notice to be mailed at the expense of the Depositor.
 
SECTION 10.09.  Merger or Consolidation of Trust Administrator.
 
Any Person into which the Trust Administrator may be merged or converted or with which it may be consolidated or any Person resulting from any merger, conversion or consolidation to which the Trust Administrator shall be a party, or any Person succeeding to the business of the Trust Administrator, shall be the successor of the Trust Administrator hereunder, provided that such Person shall be eligible under the provisions of Section 10.06 hereof without the execution or filing of any paper or further act on the part of any of the parties hereto, anything herein to the contrary notwithstanding.
 
SECTION 10.10.  
        Appointment of Co-Trust Administrator or Separate Trust Administrator.
 
Notwithstanding any other provisions of this Agreement, at any time, for the purpose of meeting any legal requirements of any jurisdiction in which any part of the Trust Fund or property securing any Mortgage Note may at the time be located, the Master Servicer and the Trust Administrator acting jointly shall have the power and shall execute and deliver all instruments to appoint one or more Persons approved by the Trust Administrator to act as co-trust administrator or co-trust administrators jointly with the Trust Administrator, or separate trust administrator or separate trust administrators, of all or any part of the Trust Fund, and to vest in such Person or Persons, in such capacity and for the benefit of the applicable Certificateholders, such title to the Trust Fund, or any part thereof, and, subject to the other provisions of this Section 10.10, such powers, duties, obligations, rights and trusts as the Master Servicer and the Trust Administrator may consider necessary or desirable.  If the Master Servicer shall not have joined in such appointment within fifteen days after the receipt by it of a request to do so, or in the case an Event of Default shall have occurred and be continuing, the Trust Administrator alone shall have the power to make such appointment.  No co-trust administrator or separate trust administrator hereunder shall be required to meet the terms of eligibility as a successor trust administrator under Section 10.06 and no notice to Certificateholders of the appointment of any co-trust administrator or separate trust administrator shall be required under Section 10.08.
 
Every separate trust administrator and co-trust administrator shall, to the extent permitted by law, be appointed and act subject to the following provisions and conditions:
 
(a)  all rights, powers, duties and obligations conferred or imposed upon the Trust Administrator, except for any obligation of the Trust Administrator under this Agreement to advance funds on behalf of the Master Servicer or the Servicer, shall be conferred or imposed upon and exercised or performed by the Trust Administrator and such separate trust administrator or co-trust administrator jointly (it being understood that such separate trust administrator or co-trust administrator is not authorized to act separately without the Trust Administrator 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 by the Trust Administrator (whether as Trust Administrator hereunder or as successor to the Master Servicer or the Servicer), the Trust Administrator 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 Fund or any portion thereof in any such jurisdiction) shall be exercised and performed singly by such separate trust administrator or co-trust administrator, but solely at the direction of the Trust Administrator;
 
(b)  no trust administrator hereunder shall be held personally liable by reason of any act or omission of any other trust administrator hereunder; and
 
(c)  the Master Servicer and the Trust Administrator acting jointly may at any time accept the resignation of or remove any separate trust administrator or co-trust administrator.
 
Any notice, request or other writing given to the Trust Administrator shall be deemed to have been given to each of the then separate trust administrators and co-trust administrators, as effectively as if given to each of them.  Every instrument appointing any separate trust administrator or co-trust administrator shall refer to this Agreement and the conditions of this Article X.  Each separate trust administrator and co-trust administrator, 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 Trust Administrator 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 Trust Administrator.  Every such instrument shall be filed with the Trust Administrator and a copy thereof given to the Master Servicer or the Servicers and the Depositor.
 
Any separate trust administrator or co-trust administrator may, at any time, constitute the Trust Administrator, 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.  The Trust Administrator shall not be responsible for any action or inaction of any separate Trust Administrator or Co-Trust Administrator.  If any separate trust administrator or co-trust administrator 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 Trust Administrator, to the extent permitted by law, without the appointment of a new or successor trust administrator.
 
SECTION 10.11.  Office of the Trust Administrator.
 
The office of the Trust Administrator for purposes of receipt of notices and demands is the Corporate Trust Office.
 
SECTION 10.12.  Tax Return.
 
The Master Servicer and each Servicer, upon request, shall furnish the Trust Administrator with all such information related to the Mortgage Loans in the possession of the Master Servicer or such Servicer as may be reasonably required in connection with the preparation by the Trust Administrator of all tax and information returns of the Trust Fund, and the Trust Administrator shall sign such returns. The Master Servicer and each Servicer, severally and not jointly, shall indemnify the Trust Administrator for all reasonable costs, including legal fees and expenses, related to errors in such tax returns due to errors only in such information provided by the Master Servicer or by such Servicer.
 
SECTION 10.13.  Determination of Certificate Index.
 
On each Interest Determination Date, the Trust Administrator shall determine each Certificate Index for the Accrual Period and inform the Master Servicer of such rate and such rate shall be final and binding, absent a manifest error of the Trust Administrator.
 
ARTICLE XI
 
TERMINATION
 
As set forth in Article XI of the Series Supplement.
 
ARTICLE XII
 
MISCELLANEOUS PROVISIONS
 
SECTION 12.01.  Amendment.
 
(a)  This Agreement may be amended from time to time by the Depositor, the Master Servicer, the Servicers, the Special Servicer, the Modification Oversight Agent, the Seller, the Trust Administrator and the Trustee, without the consent of any of the Certificateholders,
 
(i)  to cure any error or ambiguity,
 
(ii)  to correct or supplement any provisions herein that may be inconsistent with any other provisions herein or in the Prospectus Supplement,
 
(iii)  to modify, eliminate or add to any of its provisions to such extent as shall be necessary or desirable to maintain the qualification of the Trust Fund as a REMIC at all times that any Certificate is outstanding or to avoid or minimize the risk of the imposition of any federal income tax on the Trust Fund pursuant to the Code that would be a claim against the Trust Fund, provided that the Trustee has received an Opinion of Counsel to the effect that (A) such action is necessary or desirable to maintain such qualification or to avoid or minimize the risk of the imposition of any such federal income tax and (B) such action will not adversely affect the status of the Trust Fund as a REMIC or adversely affect in any material respect the interests of any Certificateholder,
 
(iv)  in connection with the appointment of a successor servicer, to modify, eliminate or add to any of the servicing provisions, provided the Rating Agencies confirm the rating of the Certificates, or
 
(v)  to make any other provisions with respect to matters or questions arising under this Agreement that are not materially inconsistent with the provisions of this Agreement, provided that such action shall not adversely affect in any material respect the interests of any Certificateholder or cause an Adverse REMIC Event.  Any Amendment pursuant to Section 12.01(a)(v) shall not be deemed to adversely affect in any material respect the interests of any Certificateholder if a letter is obtained from each Rating Agency stating that such amendment would not result in the downgrading or withdrawal of the respective ratings then assigned to the Certificates; or to comply with the provisions of Regulation AB.
 
(b)  Except as provided in Section 12.01(c), this Agreement may be amended from time to time by the Depositor, the Master Servicer, the Servicers, the Special Servicer, the Modification Oversight Agent, the Seller, the Trust Administrator and the Trustee with the consent of the Holders of Certificates evidencing, in the aggregate, not less than 66 2/3% of the Voting Rights of all the Certificates for the purpose of adding any provisions to or changing in any manner or eliminating any of the provisions of this Agreement or of modifying in any manner the rights of the Holders of the Certificates; provided, however, that no such amendment may (i) reduce in any manner the amount of, delay the timing of or change the manner in which payments received on or with respect to Mortgage Loans are required to be distributed with respect to any Certificate without the consent of the Holder of such Certificate, (ii) adversely affect in any material respect the interests of the Holders of a Class of Certificates in a manner other than as set forth in (i) above without the consent of the Holders of Certificates evidencing not less than 66 2/3% of the Voting Rights of such Class, (iii) reduce the aforesaid percentages of Voting Rights, the holders of which are required to consent to any such amendment without the consent of 100% of the Holders of Certificates of the Class affected thereby, (iv) change the percentage of the Stated Principal Balance of the Mortgage Loans specified in Section 11.01(a) relating to optional termination of the Trust Fund, (v) change the percentage of the Stated Principal Balance of the Mortgage Loans specified in Sections 11.01(d) or (e)  relating to a Terminating Auction Sale, or (vi) modify the provisions of this Section 12.01.
 
It shall not be necessary for the consent of Certificateholders under this Section 12.01 to approve the particular form of any proposed amendment, but it shall be sufficient if such consent shall approve the substance thereof.  The manner of obtaining such consents and of evidencing the authorization of the execution thereof by Certificateholders shall be subject to such reasonable regulations as the Trust Administrator may prescribe.
 
(c)  This Agreement may be amended from time to time by the Depositor, the Master Servicer, the Special Servicer, the Modification Oversight Agent, the Servicers, the Trust Administrator and the Trustee for the purpose of making one or more REMIC elections with respect to one or more Classes of Certificates delivered to the Trustee and issuing one or more additional classes of certificates representing interests in the Classes of Certificates delivered to the Trustee; provided, however, such amendment shall require the consent of 100% of the Holders of the Certificates of the Class or Classes delivered to the Trust Administrator and such amendment shall not cause an Adverse REMIC Event.
 
(d)  Promptly after the execution of any amendment to this Agreement, the Trust Administrator shall furnish written notification of the substance of such amendment to each Certificateholder, and the Rating Agencies.
 
(e)  Prior to the execution of any amendment to this Agreement, each of the Trustee and the Trust Administrator shall receive and be entitled to conclusively rely on an Opinion of Counsel (at the expense of the Person seeking such amendment) stating that the execution of such amendment is authorized and permitted by this Agreement.  The Trustee and the Trust Administrator may, but shall not be obligated to, enter into any such amendment which affects the Trustee’s or the Trust Administrator’s own rights, duties or immunities under this Agreement.
 
(f)  The Master Servicer and the Trust Administrator may consent to any amendment of a Designated Servicing Agreement to make any other provisions with respect to matters or questions arising under such Designated Servicing Agreement or this Agreement that are not materially inconsistent with the provisions of such Designated Servicing Agreement and this Agreement, provided that such action shall not adversely affect in any material respect the interests of any Certificateholder or cause an Adverse REMIC Event.  Any amendment pursuant to this Section 12.01(f) shall not be deemed to adversely affect in any material respect the interests of any Certificateholders if a letter is obtained from each Rating Agency stating that such amendment would not result in the downgrading or withdrawal of the respective ratings then assigned to the Certificates.
 
(g)  Neither the Master Servicer nor the Trust Administrator shall consent to any amendment of a Designated Servicing Agreement which shall adversely affect in any material respect the interests of the Holders of a Class of Certificates without the consent of the Holders of Certificates evidencing not less than 66-2/3% of the Voting Rights of such Class.
 
It shall not be necessary for the consent of Certificateholders under this Section 12.01 to approve the particular form of any proposed amendment of a Designated Servicing Agreement, but it shall be sufficient if such consent shall approve the substance thereof.  The manner of obtaining such consents and of evidencing the authorization of the execution thereof by Certificateholders shall be subject to such reasonable regulations as the Trust Administrator may prescribe.
 
Promptly after the execution of any amendment to a Designated Servicing Agreement pursuant to Section 12.01(f) or (g), the Trust Administrator shall furnish, upon written notice of such amendment, written notification of the substance of such amendment to each Certificateholder, and the Rating Agencies.
 
(h)  Notwithstanding any other provision of this Agreement, no amendment shall be made affecting the rights of the Holders of the Class P Certificates to receive Assigned Prepayment Premiums, including any amendment to Section 3.21, without the consent of 100% of the Holders of the Class P Certificates.
 
(i)  Notwithstanding anything to the contrary in this Section 12.01, the Master Servicer, the Special Servicer, the Modification Oversight Agent, the Servicers, the Seller, the Trust Administrator and the Trustee shall reasonably cooperate with the Depositor and its counsel to enter into such amendments or modifications to the Agreement as may be necessary to comply with Regulation AB and any interpretation thereof by the Commission.
 
(j)  Without the consent of the Swap Counterparty, the Seller and the Depositor shall not enter into any amendment or modification of the terms and provisions of this Agreement if such amendment or modification would materially adversely affect the rights and interests of the Swap Counterparty hereunder.
 
SECTION 12.02.  Recordation of Agreement; Counterparts.
 
(a)  This Agreement (other than Schedule I) is subject to recordation in all appropriate public offices for real property records in all the counties or other comparable jurisdictions in which any or all of the Mortgaged Properties are situated, and in any other appropriate public recording office or elsewhere.  Such recordation, if any, shall be effected by the Depositor at its expense, but only upon direction by the Trustee (acting at the direction of the holders of Certificates evidencing a majority of the aggregate Class Principal Balance) accompanied by an Opinion of Counsel (at the Depositor’s expense) to the effect that non-recordation materially and adversely affects the interests of the Certificateholders.
 
(b)  For the purpose of facilitating the recordation of this Agreement as herein provided and for other purposes, this Agreement may be executed simultaneously in any number of counterparts, each of which counterparts shall be deemed to be an original, and such counterparts shall constitute but one and the same instrument.
 
SECTION 12.03.  Governing Law.
 
THIS AGREEMENT SHALL BE GOVERNED BY AND CONSTRUED IN ACCORDANCE WITH THE LAWS OF THE STATE OF NEW YORK, WITHOUT REGARD TO THE CONFLICT OF LAW PRINCIPALS THEREOF, OTHER THAN SECTIONS 5-1401 AND 5-1402 OF THE NEW YORK GENERAL OBLIGATIONS LAW.
 
SECTION 12.04.  Intention of Parties.
 
(a)  It is the express intent of the Depositor, the Seller, the Master Servicer, the Special Servicer, the Modification Oversight Agent, the Servicers, the Trust Administrator and the Trustee that (i) the conveyance by DLJMC of the Mortgage Loans to the Depositor pursuant to the Assignment and Assumption Agreement and (v) the conveyance by the Depositor to the Trustee as provided for in Section 2.01 of each of the Seller’s and Depositor’s right, title and interest in and to the Mortgage Loans be, and be construed as, an absolute sale and assignment by DLJMC to the Depositor and by the Depositor to the Trustee of the Mortgage Loans for the benefit of the Certificateholders.  Further, it is not intended that any conveyance be deemed to be a pledge of the Mortgage Loans by DLJMC to the Depositor or by the Depositor to the Trustee to secure a debt or other obligation.  However, in the event that the Mortgage Loans are held to be property of DLJMC or the Depositor, as applicable, or if for any reason the Assignment and Assumption Agreement or this Agreement is held or deemed to create a security interest in the Mortgage Loans, then it is intended that (i) this Agreement shall also be deemed to be a security agreement within the meaning of Articles 8 and 9 of the New York Uniform Commercial Code and the Uniform Commercial Code of any other applicable jurisdiction; (ii) the conveyances provided for in Section 2.01 shall be deemed to be a grant by the Seller and the Depositor to the Trustee on behalf of the Certificateholders, to secure payment in full of the Secured Obligations (as defined below), of a security interest in all of the Seller’s and the Depositor’s right (including the power to convey title thereto), title and interest, whether now owned or hereafter acquired, in and to the Mortgage Loans, including the Mortgage Notes, the Mortgages, any related insurance policies and all other documents in the related Mortgage Files, and all accounts, contract rights, general intangibles, chattel paper, instruments, documents, money, deposit accounts, certificates of deposit, goods, letters of credit, advices of credit and uncertificated securities consisting of, arising from or relating to (A) the Mortgage Loans, including with respect to each Mortgage Loan, the Mortgage Note and related Mortgage, and all other documents in the related Trustee Mortgage Files, and including any Qualified Substitute Mortgage Loans; (B) pool insurance policies, hazard insurance policies and any bankruptcy bond relating to the foregoing, if applicable; (C) the Certificate Account; (D) the Collection Account; (E) all amounts payable after the Cut-off Date to the holders of the Mortgage Loans in accordance with the terms thereof; (F) all income, payments, proceeds and products of the conversion, voluntary or involuntary, of the foregoing into cash, instruments, securities or other property, including without limitation all amounts from time to time held or invested in the Certificate Account, whether in the form of cash, instruments, securities or other property; and (G) all cash and non-cash proceeds of any of the foregoing; (iii) the possession by the Trustee or any other agent of the Trustee of Mortgage Notes or such other items of property as constitute instruments, money, documents, advices of credit, letters of credit, goods, certificated securities or chattel paper shall be deemed to be a “possession by the secured party,” or possession by a purchaser or a person designated by him or her, for purposes of perfecting the security interest pursuant to the Uniform Commercial Code (including, without limitation, Sections 9-313, 8-313 or 8-321 thereof); and (iv) notifications to persons holding such property, and acknowledgments, receipts or confirmations from persons holding such property, shall be deemed notifications to, or acknowledgments, receipts or confirmations from, financial intermediaries, securities intermediaries, bailees or agents (as applicable) of the Trustee for the purpose of perfecting such security interest under applicable law.  “Secured Obligations” means (i) the rights of each Certificateholder to be paid any amount owed to it under this Agreement and (ii) all other obligations of the Seller and the Depositor under this Agreement and the Assignment and Assumption Agreement.
 
(b)  The Seller and the Depositor, and, at the Depositor’s direction, the Master Servicer or the Servicers, the Trustee and the Trust Administrator, shall, to the extent consistent with this Agreement, take such reasonable actions as may be necessary to ensure that, if this Agreement were deemed to create a security interest in the Mortgage Loans and the other property described above, such security interest would be deemed to be a perfected security interest of first priority as applicable.  The Depositor shall prepare and file, at the related Servicer’s expense, all filings necessary to maintain the effectiveness of any original filings necessary under the Uniform Commercial Code as in effect in any jurisdiction to perfect the Trustee’s security interest in or lien on the Mortgage Loans, including without limitation (i) continuation statements, and (ii) such other statements as may be occasioned by any transfer of any interest of the Master Servicer or any Servicer or the Depositor in any Mortgage Loan.
 
SECTION 12.05.  Notices.
 
In addition to other notices provided under this Agreement, the Trust Administrator shall notify the Rating Agencies in writing: (a) of any substitution of any Mortgage Loan; (b) of any payment or draw on any insurance policy applicable to the Mortgage Loans; (c) of the final payment of any amounts owing to a Class of Certificates; (d) any Event of Default under this Agreement; and (e) in the event any Mortgage Loan is purchased in accordance with this Agreement.
 
All directions, demands and notices hereunder shall be in writing and shall be deemed to have been duly given when received (i) in the case of the Depositor, with respect to notices required to be delivered by the Trust Administrator pursuant to Article XIII, Credit Suisse First Boston Mortgage Securities Corp. via facsimile to (917) 326-7936 or via email to Bruce.Kaiserman@Credit-Suisse.com,   and for all other purposes, Credit Suisse First Boston Mortgage Securities Corp., 11 Madison Avenue, 4th Floor, New York, New York 10010, Attention: Peter Sack (with a copy to DLJ Mortgage Acceptance Corp., 11 Madison Avenue, 4th Floor, New York, New York 10010, Attention: Peter Sack); (ii) in the case of the Trustee, the Corporate Trust Office, Attention: Charles F. Pedersen, or such other address as may hereafter be furnished to the Depositor in writing by the Trustee; (iii) in the case of DLJMC, 11 Madison Avenue, 4th Floor, New York, New York 10010, Attention: Peter Sack, Fax: (212) 743-5261 (with a copy to DLJ Mortgage Acceptance Corp., 11 Madison Avenue, 4th Floor, New York, New York 10010, Attention: Bruce Kaiserman, Fax: (917) 326-7936), or such other address as may be hereafter furnished to the Depositor and the Trustee by DLJMC in writing; (iv) in the case of Moody’s, 99 Church Street, New York, New York 10007, Attention: Christine Lachnicht; (v) in the case of Standard & Poor’s, 55 Water Street, New York, New York 10041; (vi) in the case of SPS, 3815 South West Temple, Salt Lake City, Utah 84115, Attention: Lester Cheng, with a copy to 3815 South West Temple, Salt Lake City, Utah 84115, Attention: General Counsel; (vii) in the case of Wells Fargo, as Master Servicer, Corporate Trust Office, 9062 Old Annapolis Road, Columbia, MD 21045, Attention: [Name of Series Trust] or such other address as may be hereafter furnished to the Depositor or the Trustee in writing by Wells Fargo; (viii) in the case of the Trust Administrator, the Corporate Trust Office; (ix) in the case of the Special Servicer or Modification Oversight Agent, Select Portfolio Servicing, Inc., 14523 SW Millikan Way, Beaverton, Oregon 97005, Attention: Heidi Peterson, (x) in the case of Wells Fargo, with respect to servicing issues, Wells Fargo Bank, N.A., 1 Home Campus, Des Moines, Iowa 50328-0001, Attention: John B. Brown, MAC-X2302-033, Fax: (515) 324-3118, and with respect to all other issues, Wells Fargo Bank, N.A., 7495 New Horizon Way, Frederick, Maryland 21703, Attention: Ruth M. Kovalski, MAC-X3902-02X, Fax: (301) 846-8201, in each case with a copy to Wells Fargo Bank, N.A., 1 Home Campus, Des Moines, Iowa 50328-0001, Attention: General Counsel, MAC-X2401-06T, or such other address as may be hereafter furnished in writing by Wells Fargo, (xi) in the case of the Swap Counterparty or Interest Rate Cap Counterparty, Credit Suisse International, One Cabot Square, London E14 4QJ, Attention: Head of Credit Risk Management, with copies to: Managing Director - Operations Department and Managing Director - Legal Department, or such other address as may be hereafter furnished in writing by the Swap Counterparty or Interest Rate Cap Counterparty, as applicable, (xii) in the case of WMMSC, to Washington Mutual Mortgage Securities Corp., 1301 Second Avenue, WMC 3501, Seattle, Washington 98101, Attention: Servicing Compliance, with a copy to Washington Mutual Mortgage Securities Corp., 1301 Second Avenue, WMC 3501, Seattle, Washington 98101, Attention: Legal Department or such other address as may be hereafter furnished in writing to the Depositor and the Trustee by WMMSC, (xiii) in the case of GreenPoint, to GreenPoint Mortgage Funding, Inc., 100 Wood Hollow Drive, Novato, California 94945, Attention: Secondary Marketing, cc: General Counsel and (xiv) with respect to any other party, as set forth in the Series Supplement.
 
Notices to Certificateholders shall be deemed given when mailed, first class postage prepaid.
 
SECTION 12.06.  Severability of Provisions.
 
If any one or more of the covenants, agreements, provisions or terms of this Agreement shall be for any reason whatsoever held invalid, then such covenants, agreements, provisions or terms shall be deemed severable from the remaining covenants, agreements, provisions or terms of this Agreement and shall in no way affect the validity or enforceability of the other provisions of this Agreement or of the Certificates or the rights of the Holders thereof.
 
SECTION 12.07.  Limitation on Rights of Certificateholders.
 
The death or incapacity of any Certificateholder shall not operate to terminate this Agreement or the Trust Fund, nor entitle such Certificateholder’s legal representative or heirs to claim an accounting or to take any action or commence any proceeding in any court for a petition or winding up of the Trust Fund, or otherwise affect the rights, obligations and liabilities of the parties hereto or any of them.
 
No Certificateholder shall have any right to vote (except as provided herein) or in any manner otherwise control the operation and management of the Trust Fund, or the obligations of the parties hereto, nor shall anything 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 party 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 or by availing itself of any provisions of this Agreement to institute any suit, action or proceeding in equity or at law upon or under or with respect to this Agreement, unless such Holder previously shall have given to the Trust Administrator a written notice of an Event of Default and of the continuance thereof, as provided herein, and unless the Holders of Certificates evidencing not less than 25% of the Voting Rights evidenced by the Certificates shall also have made written request upon the Trust Administrator to institute such action, suit or proceeding in its own name as Trust Administrator hereunder and shall have offered to the Trust Administrator such reasonable indemnity as it may require against the costs, expenses, and liabilities to be incurred therein or thereby, and the Trust Administrator, for 60 days after its receipt of such notice, request and offer of indemnity, shall have neglected or refused to institute any such action, suit or proceeding; it being understood and intended, and being expressly covenanted by each Certificateholder with every other Certificateholder and the Trust Administrator, that no one or more Holders of Certificates shall have any right in any manner whatever by virtue or by availing itself or themselves of any provisions of this Agreement to affect, disturb or prejudice the rights of the Holders of any other of the Certificates, or to obtain or seek to obtain priority over or preference to any other such Holder or to enforce any right under this Agreement, except in the manner herein provided and for the common benefit of all Certificateholders.  For the protection and enforcement of the provisions of this Section 12.07, each and every Certificateholder and the Trust Administrator shall be entitled to such relief as can be given either at law or in equity.
 
SECTION 12.08.  Certificates Nonassessable and Fully Paid.
 
It is the intention of the Depositor that Certificateholders shall not be personally liable for obligations of the Trust Fund, that the interests in the Trust Fund represented by the Certificates shall be nonassessable for any reason whatsoever, and that the Certificates, upon due authentication thereof by the Trust Administrator pursuant to this Agreement, are and shall be deemed fully paid.
 
SECTION 12.09.  Protection of Assets.
 
Except for transactions and activities entered into in connection with the securitization that is the subject of this agreement, the trust created by this agreement is not authorized and has no power to:
 
(i)  borrow money or issue debt;
 
(ii)  merge with another entity, reorganize, liquidate or sell assets; or
 
(iii)  engage in any business or activities.
 
Each party to this agreement agrees that it will not file an involuntary bankruptcy petition against the Trust Fund or initiate any other form of insolvency proceeding until 366 days after the Certificates have been paid.
 
SECTION 12.10.  Non-Solicitation.
 
From and after the date of this Agreement, each of the Master Servicer, the Servicers (other than SPS and WMMSC), the Trust Administrator and the Trustee agrees that it will not take any action or permit or cause any action to be taken by any of its agents or affiliates, or by any independent contractors on any such party’s behalf, to personally, by telephone, by mail, or electronically by e-mail or through the internet or otherwise, solicit the borrower or obligor under any Mortgage Loan to refinance the Mortgage Loan, in whole or in part.  Notwithstanding the foregoing, it is understood and agreed that neither (i) promotions undertaken by the Master Servicer, any Servicer (other than SPS and WMMSC), the Trust Administrator or the Trustee or any affiliate of any such party that originates mortgage loans in the normal course, which are directed to the general public at large, or segments thereof, including, without limitation, mass mailings based on commercially acquired mailing lists or newspaper, radio and television advertisements nor (ii) serving the refinancing needs of a Mortgagor who, without solicitation, contacts either party in connection with the refinance of such Mortgage or Mortgage Loan, shall constitute solicitation under this Section 12.10, provided, that no segment of the general public shall consist primarily of the borrowers or obligors under the Mortgage Loans.
 
None of the Depositor, the Seller, the Master Servicer, any Servicer, the Trust Administrator or the Trustee shall permit the sale of the name of any Mortgagor or any list of names that consist primarily of the Mortgages to any Person.
 
WMMSC covenants and agrees that it shall not take any action to solicit the refinancing of any Mortgage Loan following the date hereof or provide information to any other entity to solicit the refinancing of any Mortgage Loan; provided, that the foregoing shall not preclude WMMSC or any of its affiliates from (a) engaging in general solicitations to its customer base, including by mass mailing or as part of monthly or periodic statements mailed to its borrowers or to holders of deposit or other accounts, (b) engaging in solicitations to the general public, including without limitation by mass mailing, newspaper, radio, television or other media which are not specifically directed toward the Mortgagors, (c) engaging in solicitations of optional insurance or other bank products (not including mortgage loans), (d) refinancing the Mortgage Loan of any Mortgagor who, without solicitation, contacts WMMSC to request the refinancing of the related Mortgage Loan or (e) engaging in any action to solicit the refinancing of any Mortgage Loan to the extent such action would be permitted under the Fannie Mae Selling Guide or the Fannie Mae Servicing Guide, provided that WMMSC agrees that it shall not, in engaging in any such solicitation, specifically target any of the Mortgage Loans.
 
ARTICLE XIII
 
EXCHANGE ACT REPORTING
 
SECTION 13.01.  Commission Reporting.
 
The Trust Administrator, each Servicer and the Master Servicer shall reasonably cooperate with the Depositor in connection with the Trust’s satisfying the reporting requirements under the Exchange Act.  The Trust Administrator shall prepare on behalf of the Depositor any Forms 8-K, 10-D and 10-K customary for similar securities as required by the Exchange Act and the rules and regulations of the Commission thereunder, and the Depositor or Master Servicer, as specified below, shall sign and the Trust Administrator shall file (via EDGAR) such Forms on behalf of the Depositor.
 
Form 10-D and Form 10-K require 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 Trust Administrator that, as of the Closing Date, 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 Trust Administrator 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 and no later than March 15th with respect to the filing of a report on Form 10-K, if the answer to each question should be “no.” The Trust Administrator shall be entitled to rely on such representations in preparing, executing and/or filing any such report.
 
SECTION 13.02.  Form 10-D Reporting
 
Within 15 days after each Distribution Date (subject to permitted extensions under the Exchange Act), the Trust Administrator shall prepare and file on behalf of the Trust Fund any Form 10-D required by the Exchange Act, in form and substance as required by the Exchange Act.  The Trust Administrator shall file each Form 10-D with a copy of the related Monthly Statement attached thereto.  Any disclosure in addition to the Monthly Statement that is required to be included on Form 10-D (“Additional Form 10-D Disclosure”) shall be reported by the parties set forth on Exhibit S to the Depositor and the Trust Administrator and directed and approved by the Depositor pursuant to the following paragraph and the Trust Administrator shall have no duty or liability for any failure hereunder to determine or prepare any Additional Form 10-D Disclosure, except as set forth in the next paragraph.
 
As set forth on Exhibit S hereto, within five calendar days after the related Distribution Date, (i) the parties set forth thereon shall be required to provide to the Trust Administrator and the Depositor, to the extent known by a responsible officer thereof, in EDGAR-compatible form, or in such other form as otherwise agreed upon by the Trust Administrator and such party, the form and substance of any Additional Form 10-D Disclosure, if applicable, together with an additional disclosure notification in the form of Exhibit W hereto (an “Additional Disclosure Notification”) and (ii) the Depositor shall 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 Depositor shall be responsible for any reasonable fees and expenses assessed or incurred by the Trust Administrator in connection with including any Additional Form 10-D Disclosure on Form 10-D pursuant to this paragraph.
 
After preparing the Form 10-D, the Trust Administrator shall forward electronically a draft copy of the Form 10-D to the Depositor as soon as possible, however, in no event later than the 11th calendar day after the related Distribution Date.  Within two business days of receipt, but in no event no later than the Business Day prior to the date specified in the next sentence, the Depositor shall notify the Trust Administrator of any changes to or approval of such Form 10-D.  In the absence of receipt of any written changes or approval, the Trust Administrator shall be entitled to assume that such Form 10-D is in final form and the Trust Administrator may proceed with the execution and filing of the Form 10-D.  No later than two Business Days prior to the 15th calendar day after the related Distribution Date, a duly authorized representative of the Master Servicer shall sign the Form 10-D.  If a Form 10-D cannot be filed on time or if a previously filed Form 10-D needs to be amended, the Trust Administrator shall follow the procedures set forth in Section 13.05.  Promptly (but no later than one Business Day) after filing with the Commission, the Trust Administrator shall make available on its internet website a final executed copy of each Form 10-D prepared and filed by the Trust Administrator.  Each party to this Agreement acknowledges that the performance by the Master Servicer and the Trust Administrator of its duties under this Section 13.02 related to the timely preparation, execution and filing of Form 10-D is contingent upon such parties strictly observing all applicable deadlines in the performance of their duties under this Section 13.02.  Neither the Trust Administrator nor the Master Servicer shall have any liability for any loss, expense, damage or claim arising out of or with respect to any failure to properly prepare, timely execute and/or timely file such Form 10-D, where such failure results from the Trust Administrator’s inability or failure to obtain or 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.
 
SECTION 13.03.  Form 10-K Reporting
 
Within 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 of the calendar year following the calendar year in which the Closing Date of the related Series occurs, the Trust Administrator shall prepare and file on behalf of the Trust a Form 10-K, in form and substance as required by the Exchange Act.  Each such Form 10-K shall include the following items, in each case to the extent they have been delivered to the Trust Administrator within the applicable time frames set forth in this Agreement, the related Custodial Agreements and the related Designated Servicing Agreement, (i) the Item 1123 Certification for each Servicer, each Additional Servicer, the Master Servicer, Trust Administrator, the Modification Oversight Agent and any Servicing Function Participant engaged by such parties (each, a “Reporting Servicer”) as described under Section 13.06, (ii)(A) the Assessment of Compliance with servicing criteria for each Reporting Servicer as described under Section 13.07, and (B) if any Reporting Servicer’s Assessment of Compliance identifies any material instance of noncompliance, disclosure identifying such instance of noncompliance, or if any Reporting Servicer’s Assessment of Compliance 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 Accountant’s Attestation for each Reporting Servicer, as described under Section 13.08, and (B) if any Accountant’s Attestation identifies any material instance of noncompliance, disclosure identifying such instance of noncompliance, or if any such Accountant’s Attestation 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 as described in Section 13.09; provided, however, that the Trust Administrator, at its discretion, may omit from the Form 10-K any Item 1123 Certification, Assessment of Compliance or Accountants Attestation that is not required to be filed with such Form 10-K pursuant to Regulation AB. Any disclosure or information in addition to (i) through (iv) above that is required to be included on Form 10-K (“Additional Form 10-K Disclosure”) shall be reported by the parties set forth on Exhibit Y to the Depositor and Trust Administrator and directed and approved by the Depositor pursuant to the following paragraph and the Trust Administrator shall have no duty or liability for any failure hereunder to determine or prepare any Additional Form 10-K Disclosure, except as set forth in the next paragraph.
 
As set forth on Exhibit Y hereto, no later than March 15 of each year that the Trust is subject to the Exchange Act reporting requirements, commencing in the calendar year following the calendar year in which the Closing Date of the related Series occurs, (i) the parties set forth on Exhibit Y shall be required to provide to the Trust Administrator and the Depositor, to the extent known by a responsible officer thereof, in EDGAR-compatible form, or in such other form as otherwise agreed upon by the Trust Administrator and such party, the form and substance of any Additional Form 10-K Disclosure, if applicable, together with an Additional Disclosure Notification and (ii) the Depositor shall 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 Depositor shall be responsible for any reasonable fees and expenses assessed or incurred by the Trust Administrator in connection with including any Additional Form 10-K Disclosure on Form 10-K pursuant to this paragraph.
 
After preparing the Form 10-K, the Trust Administrator shall forward electronically a draft copy of the Form 10-K to the Depositor for review.  Within three (3) business days of receipt, but in no event later than March 25, the Depositor shall notify the Trust Administrator in writing (which may be furnished electronically) of any changes to or approval of such Form 10-K.  In the absence of receipt of any written changes or approval the Trust Administrator shall be entitled to assume that such Form 10-K is in final form. No later than the close of business on the 4th Business Day prior to the 10-K Filing Deadline, the Depositor shall sign the Form 10-K and return an electronic or fax copy of such signed Form 10-K (with an original executed hard copy to follow by overnight mail) to the Trust Administrator.  If a Form 10-K cannot be filed on time or if a previously filed Form 10-K needs to be amended, the Trust Administrator shall follow the procedures set forth in Section 13.05.  Promptly (but no later than 1 Business Day) after filing with the Commission, the Trust Administrator shall make available on its internet website a final executed copy of each Form 10-K prepared and filed by the Trust Administrator.  The parties to this Agreement acknowledge that the performance by the Master Servicer and the Trust Administrator of its duties under this Section 13.03 related to the timely preparation and filing of Form 10-K is contingent upon such parties (and the Custodians, Designated Servicers and any Additional Servicer or other Servicing Function Participant) strictly observing all applicable deadlines in the performance of their duties under Article XIII.  Neither the Trust Administrator nor the Master Servicer shall have any 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 Trust Administrator’s inability or failure to obtain or 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.
 
SECTION 13.04.  Form 8-K Reporting
 
Within four (4) Business Days after the occurrence of an event requiring disclosure on Form 8-K (each such event, a “Reportable Event”), and if requested by the Depositor, the Trust Administrator shall prepare and file on behalf of the Trust any Form 8-K, as required by the Exchange Act, provided that the Depositor shall file the initial Form 8-K in connection with the issuance of the 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 be reported by the parties set forth on Exhibit U to the Depositor and the Trust Administrator and directed and approved by the Depositor pursuant to the following paragraph and the Trust Administrator shall have no duty or liability for any failure hereunder to determine or prepare any Form 8-K Disclosure Information or any Form 8-K, except as set forth in the next paragraph.
 
As set forth on Exhibit U hereto, for so long as the Trust is subject to the Exchange Act reporting requirements, no later than the end of business(New York City time) on the 2nd Business Day after the occurrence of a Reportable Event (i) the parties to this transaction shall be required to provide to the Trust Administrator and the Depositor, to the extent known by a responsible officer thereof, in EDGAR-compatible form, or in such other form as otherwise agreed upon by the Trust Administrator and such party, the form and substance of any Form 8-K Disclosure Information, if applicable, together with an Additional Disclosure Notification and (ii) the Depositor shall approve, as to form and substance, or disapprove, as the case may be, the inclusion of the Form 8-K Disclosure Information.  The Depositor shall be responsible for any reasonable fees and expenses assessed or incurred by the Trust Administrator in connection with including any Form 8-K Disclosure Information on Form 8-K pursuant to this paragraph.
 
After preparing the Form 8-K, the Trust Administrator shall forward electronically a draft copy of the Form 8-K to the Depositor for review.  Promptly, but no later than the close of business on the 3rd business day after the Reportable Event, the Depositor shall notify the Trust Administrator in writing of any changes to or approval of such Form 8-K.  In the absence of receipt of any written changes or approval, the Trust Administrator shall be entitled to assume that such Form 8-K is in final form and a duly authorized representative of the Trust Administrator may proceed with the execution and filing of the Form 8-K.  A duly authorized representative of the Master Servicer shall sign the Form 8-K.  If a Form 8-K cannot be filed on time or if a previously filed Form 8-K needs to be amended, the Trust Administrator shall follow the procedures set forth in Section 13.05.  Promptly (but no later than one Business Day) after filing with the Commission, the Trust Administrator shall make available on its internet website a final executed copy of each Form 8-K prepared and filed by the Trust Administrator.  The parties to this Agreement acknowledge that the performance by the Trust Administrator and the Master Servicer of its duties under this Section 13.04 related to the timely preparation 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 13.04.  Neither the Master Servicer nor the Trust Administrator shall have any 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 8-K, where such failure results from the Trust Administrator’s inability or failure to obtain or 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.
 
SECTION 13.05.  Delisting; Amendment; Late Filing of Reports
 
On or before January 30 of the first year in which the Trust Administrator is able to do so under applicable law, the Trust Administrator 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 Trust Administrator is unable to timely file with the Commission all or any required portion of any Form 8-K, 10-D or 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 Trust Administrator shall promptly notify electronically the Depositor.  In the case of Form 10-D and 10-K, the parties to this Agreement shall cooperate to prepare and file a Form 12b-25 and a 10-D/A and 10-K/A as applicable, pursuant to Rule 12b-25 of the Exchange Act.  In the case of Form 8-K, the Trust Administrator shall, upon receipt of all required Form 8-K Disclosure Information and upon the approval and direction of the Depositor, include such disclosure information on the next Form 10-D.  In the event that any previously filed Form 8-K, 10-D or 10-K needs to be amended in connection with any additional Form 10-D Disclosure (other than for the purpose of restating the Monthly Report), the Trust Administrator shall electronically notify the Depositor and such parties shall cooperate to prepare any necessary Form 8-K/A, 10-D/A or 10-K/A.  Any Form 15, Form 12b-25 or any amendment to Form 8-K or 10-D shall be signed by a duly authorized representative of the Master Servicer.  Any amendment to Form 10-K shall be signed by the Depositor.  The parties to this Agreement acknowledge that the performance by the Trust Administrator and the Master Servicer of their duties under this Section 13.05 related to the timely preparation and filing of Form 15, a Form 12b-25 or any amendment to Form 8-K, 10-D or 10-K is contingent upon each such party performing its duties under this Section 13.05.  Neither the Trust Administrator nor the Master Servicer shall have any liability for any loss, expense, damage or claim arising out of or with respect to any failure to properly prepare and/or timely file any such Form 15, Form 12b-25 or any amendments to Forms 8-K, 10-D or 10-K, where such failure results from the Trust Administrator’s inability or failure to obtain or receive, on a timely basis, any information from any other party hereto needed to prepare, arrange for execution or file such Form 15, Form 12b-25 or any amendments to Forms 8-K, 10-D or 10-K, not resulting from its own negligence, bad faith or willful misconduct.
 
SECTION 13.06.  Annual Statements of Compliance
 
The Master Servicer, the Trust Administrator, the Modification Oversight Agent and each Servicer shall deliver or otherwise make available (and the Master Servicer, the Trust Administrator, the Modification Oversight Agent and each Servicer shall cause any Servicing Function Participant engaged by it to deliver or otherwise make available) to the Depositor, the Trustee and the Trust Administrator on or before March 15 of each year, commencing in March of the calendar year following the calendar year in which the Closing Date of the related Series occurs, an Officer’s Certificate (an “Item 1123 Certificate”) stating, as to the signer thereof, that (A) a review of such party’s activities during the preceding calendar year or portion thereof and of such party’s performance under this Agreement, or such other applicable agreement in the case of a Servicing Function Participant, has been made under such officer’s supervision and (B) to the best of such officer’s knowledge, based on such review, such party has fulfilled all its obligations under this Agreement, or such other applicable agreement in the case of a Servicing Function Participant, in all material respects throughout such year or portion thereof, 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 thereof.  Promptly after receipt of each such Item 1123 Certificate, the Depositor shall review such Item 1123 Certificate and, if applicable, consult with each such party, as applicable, as to the nature of any failures by such party, in the fulfillment of any of such party’s obligations hereunder or, in the case of an Additional Servicer, under such other applicable agreement, provided, however, that Wells Fargo, in its capacity as a Servicer, shall only be obligated to provide the Item 1123 Officer’s Certificate to the Master Servicer and the Master Servicer shall forward such 1123 Officer’s Certificate to the Depositor, the Trustee and the Trust Administrator or, if there is no Master Servicer, to the Depositor and the Depositor shall forward such 1123 Officer’s Certificate to the Trustee and the Trust Administrator.
 
The Master Servicer shall include all annual statements of compliance received by it from each Servicer with its own annual statement of compliance to be submitted to the Trust Administrator pursuant to this Section 13.06.
 
In the event the Master Servicer, the Trust Administrator or any Servicing Function Participant engaged by any such party is terminated or resigns pursuant to the terms of this Agreement, or any applicable agreement in the case of a Servicing Function Participant, as the case may be, such party shall provide an Item 1123 Certificate pursuant to this Section 13.06 or to such applicable agreement, as the case may be, notwithstanding any such termination, assignment or resignation.
 
The Master Servicer shall enforce any obligation of any Designated Servicer, to the extent set forth in the related Designated Servicing Agreement, to deliver to the Master Servicer an Item 1123 Certificate as may be required pursuant to the related Designated Servicing Agreement.  The Master Servicer shall include such Item 1123 Certificate with its own Item 1123 Certificate to be submitted to the Trust Administrator, the Depositor and the Trustee pursuant to this Section 13.06.
 
SECTION 13.07.  Annual Assessments of Compliance.
 
By March 15 of each year, commencing in March of the calendar year following the calendar year in which the Closing Date of the related Series occurs, the Master Servicer, the Trust  Administrator, the Modification Oversight Agent and each Servicer, each at its own expense, shall furnish or otherwise make available, and each such party shall cause any Servicing Function Participant engaged by it to furnish or otherwise make available, each at its own expense, to the Trust Administrator, the Trustee and the Depositor, a report on an assessment of compliance with the Relevant Servicing Criteria (an “Assessment of Compliance”) that contains (A) a statement by such party of its responsibility for assessing compliance with the Relevant Servicing Criteria for each party as set forth on Exhibit R, (B) a statement that such party used the Relevant Servicing Criteria to assess compliance with the Relevant Servicing Criteria, (C) such party’s assessment of compliance with the Relevant Servicing Criteria as of and for the fiscal year covered by the Form 10-K required to be filed pursuant to Section 13.03, including, if there has been any material instance of noncompliance with the Relevant Servicing Criteria, a discussion of each such failure and the nature and status thereof, and (D) a statement that a registered public accounting firm has issued an Accountant’s Attestation on such party’s Assessment of Compliance with the Relevant Servicing Criteria as of and for such period.
 
No later than the end of each fiscal year for the Trust for which a 10-K is required to be filed, each Servicer, the Modification Oversight Agent and the Master Servicer shall each forward to the Trust Administrator the name of each Servicing Function Participant engaged by it and what Relevant Servicing Criteria will be addressed in the Assessment of Compliance prepared by such Servicing Function Participant; provided, however, that the Master Servicer need not provide information to the Trust Administrator so long as the Master Servicer and the Trust Administrator are the same person.  When the Master Servicer, the Modification Oversight Agent and each Servicer (or any Servicing Function Participant engaged by them) submit their Assessments of Compliance to the Trust Administrator, such parties shall also at such time include the Assessments of Compliance (and Accountant’s Attestation) pursuant to Section 13.08 of each Servicing Function Participant engaged by it; provided,however, that Wells Fargo, in its capacity as a Servicer, shall only be obligated to provide disclosure pursuant to the first and second paragraphs of this Section 13.07 to the Master Servicer and the Master Servicer shall forward such items to the appropriate parties or, if there is no Master Servicer, to the Depositor and the Depositor shall forward such items to the Trustee and the Trust Administrator.
 
Promptly after receipt of each Assessment of Compliance, the Depositor shall review each such report and, if applicable, consult with the Master Servicer, the Trust Administrator, the Modification Oversight Agent, each Servicer and any Servicing Function Participant engaged by such parties as to the nature of any material instance of noncompliance with the Relevant Servicing Criteria by each such party.  None of such parties shall be required to deliver any such assessments until March 30 in any given year so long as it has received written confirmation from the Depositor that a Form 10-K is not required to be filed in respect of the Trust for the preceding calendar year.
 
The Master Servicer shall include all annual reports on assessment of compliance received by it from the Servicers with its own assessment of compliance to be submitted to the Trust Administrator pursuant to this Section 13.07.
 
In the event the Master Servicer, the Trust Administrator or any Servicing Function Participant engaged by any such party is terminated, assigns its rights and obligations under, or resigns pursuant to, the terms of this Agreement, or any other applicable agreement, as the case may be, such party shall provide a report on assessment of compliance pursuant to this Section 13.07, or such other applicable agreement, notwithstanding any such termination, assignment of resignation.
 
The Master Servicer shall enforce any obligation of the Designated Servicers and the Custodians, to the extent set forth in the related Designated Servicing Agreement or Custodial Agreement, as applicable, to deliver to the Master Servicer an Assessment of Compliance within the time frame set forth in, and in such form and substance as may be required pursuant to, the related Designated Servicing Agreement or Custodial Agreement, as applicable.  The Master Servicer shall include such Assessment of Compliance with its own Assessment of Compliance to be submitted to the Trust Administrator and the Trustee pursuant to this Section 13.07.
 
SECTION 13.08.  Accountant’s Attestation
 
By March 15 of each year, commencing in the calendar year following the calendar year in which the Closing Date of the related Series occurs, the Master Servicer, the Trust Administrator, the Modification Oversight Agent and each Servicer, each at its own expense, shall cause, and each such party shall cause any Servicing Function Participant engaged by it to cause, each at its own expense, a registered public accounting firm (which may also render other services to the Master Servicer, the Trust Administrator, the Modification Oversight Agent or a Servicer or such other Servicing Function Participants, as the case may be) and that is a member of the American Institute of Certified Public Accountants to furnish a report (the “Accountant’s Attestation”) to the Trust Administrator and the Depositor, to the effect that (i) it has obtained a representation regarding certain matters from the management of such party, which includes an assertion that such party has complied with the Relevant Servicing Criteria, and (ii) on the basis of an examination conducted by such firm in accordance with standards for attestation engagements issued or adopted by the PCAOB, it is expressing an opinion as to whether such party’s compliance with the Relevant Servicing Criteria was fairly stated in all material respects, or it cannot express an overall opinion regarding such party’s assessment of compliance with the Relevant Servicing Criteria.  In the event that an overall opinion cannot be expressed, such registered public accounting firm shall state in such report why it was unable to express such an opinion.  Such report must be available for general use and not contain restricted use language.
 
Promptly after receipt of such Accountant’s Attestations from the Master Servicer, each Servicer, each Designated Servicer, each Custodian, the Trust Administrator, the Modification Oversight Agent or any Servicing Function Participant engaged by such parties, (i) the Depositor shall review the report and, if applicable, consult with such parties as to the nature of any defaults by such parties, in the fulfillment of any of each such party’s obligations hereunder or under any other applicable agreement, and (ii) the Trust Administrator shall confirm that each Assessment of Compliance is coupled with an Accountant’s Attestation meeting the requirements of this Section 13.08 and notify the Depositor of any exceptions. None of such parties shall be required to deliver any such assessments until March 30 in any given year so long as it has received written confirmation from the Depositor that a Form 10-K is not required to be filed in respect of the Trust for the preceding calendar year.
 
The Master Servicer shall include each such attestation furnished to it by the Servicers with its own attestation to be submitted to the Trust Administrator pursuant to this Section 13.08.
 
In the event the Master Servicer, the Trust Administrator, the Custodians, any Servicer, the Modification Oversight Agent or any Servicing Function Participant 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, Designated Servicing Agreement or Subservicing Agreement, as the case may be, such party shall, at its sole expense, cause a registered public accounting firm to provide an attestation pursuant to this Section 13.08, or such other applicable agreement, notwithstanding any such termination, assignment or resignation.
 
The Master Servicer shall enforce any obligation of the Designated Servicers and the Custodians, to the extent set forth in the related Designated Servicing Agreement and the related Custodial Agreement, as applicable, to deliver to the Master Servicer an attestation as may be required pursuant to, the related Designated Servicing Agreement or Custodial Agreement as applicable.  The Master Servicer shall include each such attestation with its own Accountant’s Attestation to be submitted to the Trust Administrator pursuant to this Section 13.08.
 
SECTION 13.09.  Sarbanes-Oxley Certification
 
Each Form 10-K shall include a certification (the “Sarbanes-Oxley Certification”) required to be included therewith pursuant to the Sarbanes-Oxley Act.  Each Servicer, the Master Servicer, the Modification Oversight Agent and the Trust Administrator shall provide, and each Servicer, the Master Servicer, the Modification Oversight Agent and the Trust Administrator shall cause any Servicing Function Participant engaged by it to, provide to the Person who signs the Sarbanes-Oxley Certification (the “Certifying Person”), by March 15 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 V, 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 Depositor shall serve as the Certifying Person on behalf of the Trust.  In the event the Master Servicer, the Trust Administrator or any Servicing Function Participant engaged by such party is terminated or resigns pursuant to the terms of this Agreement, or any applicable Subservicing Agreement, as the case may be, such party shall provide a Back-Up Certification to the Certifying Person pursuant to this Section 13.09 with respect to the period of time it was subject to this Agreement or any applicable Subservicing Agreement, as the case may be.
 
The Master Servicer shall enforce any obligation of the Designated Servicers, to the extent set forth in the related Designated Servicing Agreement, to deliver to the Master Servicer a certification similar to the Back-Up Certification as may be required pursuant to the related Designated Servicing Agreement.
 
SECTION 13.10.  Indemnification
 
Each party required to deliver an Assessment of Compliance and an Accountant’s Attestation and/or an Item 1123 Certification under Article XIII (each, a “Responsible Party) shall indemnify and hold harmless the Trust Administrator, the Master Servicer and the Depositor and each of their directors, officers, employees, agents, and affiliates from and against any and all claims, losses, damages, penalties, fines, forfeitures, reasonable legal fees and related costs, judgments and other costs and expenses arising out of or based upon (a) any breach by such Responsible Party of any if its obligations under this Article XIII including particularly its obligation to provide any Assessment of Compliance and an Accountant’s Attestation and/or an Item 1123 Certification or any information, data or material required to be included in any Exchange Act report, (b) any misstatement or omission in any information, data or materials provided by such Responsible Party (or, in the case of the Trust Administrator or Master Servicer, any material misstatement of material omission in (i) any Compliance Statement, Assessment of Compliance or Attestation report delivered by it, or by any Servicing Function Participant engaged by it, pursuant to this Agreement, or (ii) any Additional Form 10-D Disclosure or Additional Form 10-K Disclosure concerning the Master Servicer or the Trust Administrator, or (c) the negligence, bad faith or willful misconduct of such Responsible Party in connection with the performance of any if its obligations hereunder.  If the indemnification provided for herein is unavailable or insufficient to hold harmless the Master Servicer, the Trust Administrator or the Depositor, then each Responsible Party agrees that it shall contribute to the amount paid or payable by the Trust Administrator, the Master Servicer or the Depositor, as applicable, as a result of any claims, losses, damages or liabilities incurred by the Master Servicer, the Trust Administrator or the Depositor, as applicable, in such proportion as is appropriate to reflect the relative fault of the Master Servicer, the Trust Administrator or the Depositor, as applicable, on the one hand and such Responsible Party, on the other.  This indemnification shall survive the termination of this Agreement or the termination of any party to this Agreement.
 

 
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EXHIBIT A
 
FORM OF CLASS A CERTIFICATE
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO ISSUER OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE REPRESENTS OWNERSHIP OF 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.
:
A-__-1
     
Cut-off Date
:
_______________
     
First Distribution Date
:
_______________
     
Initial Certificate Balance of this Certificate (“Denomination”)
:
_______________
     
Initial Certificate Balances of all Certificates of this Class
:
_______________
     
CUSIP
:
_______________
     
Pass-Through Rate
:
Variable
     
Maturity Date
:
_______________
 
 
 
 

 
 
CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP.
Credit Suisse First Boston Mortgage Securities Corp.,
Adjustable Rate Mortgage-Backed Pass-Through Certificates, [Series Name]
Class [__]-A-[__]
 
evidencing a percentage interest in the distributions allocable to the Certificates of the above-referenced Class with respect to a Trust Fund consisting primarily of a pool of adjustable rate conventional mortgage loans (the “Mortgage Loans”) secured by first liens on one- to four-family residential properties.
 
Credit Suisse First Boston Mortgage Securities Corp., as Depositor
 
Principal in respect of this Certificate is distributable monthly as set forth herein.  Accordingly, the Certificate Balance at any time may be less than the Certificate Balance as set forth herein.  This Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Seller, the Master Servicer, the Servicers, the Special Servicer, the Modification Oversight Agent, the Trust Administrator or the Trustee referred to below or any of their respective affiliates.  Neither this Certificate nor the Mortgage Loans are guaranteed or insured by any governmental agency or instrumentality.
 
This certifies that CEDE & CO., is the registered owner of the Percentage Interest evidenced by this Certificate (obtained by dividing the denomination of this Certificate by the aggregate of the denominations of all Certificates of the Class to which this Certificate belongs) in certain monthly distributions with respect to a Trust Fund consisting primarily of the Mortgage Loans deposited by Credit Suisse First Boston Mortgage Securities Corp. (the “Depositor”).  The Trust Fund was created pursuant to a Series Supplement dated as of the Cut-off Date specified above and the Standard Terms of Pooling and Servicing Agreement dated August 1, 2007 (collectively, the “Agreement”) by and among the Depositor, the Seller(s), the Master Servicer, the Trust Administrator, the Special Servicer, the Modification Oversight Agent, the Trustee and the Servicers that are party to the Series Supplement. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement.  This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Reference is hereby made to the further provisions of this Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trust Administrator.
 
IN WITNESS WHEREOF, the Trust Administrator has caused this Certificate to be duly executed.
 
Dated:  ___________________
   
   
WELLS FARGO BANK, N.A.
   
as Trust Administrator
     
     
   
By
 
Countersigned:
   
     
By
     
 
Authorized Signatory of
   
 
WELLS FARGO BANK, N.A.
   
 
as Trust Administrator
   

 
 

 


CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP.
Credit Suisse First Boston Mortgage Securities Corp.,
Adjustable Rate Mortgage-Backed Pass-Through Certificates, [Series Name]
Class [__]-A-[__]
 
evidencing a percentage interest in the distributions allocable to the Certificates of the above-referenced Class with respect to a Trust Fund consisting primarily of a pool of adjustable rate conventional mortgage loans (the “Mortgage Loans”) secured by first liens on one- to four-family residential properties.
 
Credit Suisse First Boston Mortgage Securities Corp., as Depositor
 
Principal in respect of this Certificate is distributable monthly as set forth herein.  Accordingly, the Certificate Balance at any time may be less than the Certificate Balance as set forth herein.  This Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Seller, the Master Servicer, the Servicers, the Special Servicer, the Modification Oversight Agent, the Trust Administrator or the Trustee referred to below or any of their respective affiliates.  Neither this Certificate nor the Mortgage Loans are guaranteed or insured by any governmental agency or instrumentality.
 
This certifies that CEDE & CO., is the registered owner of the Percentage Interest evidenced by this Certificate (obtained by dividing the denomination of this Certificate by the aggregate of the denominations of all Certificates of the Class to which this Certificate belongs) in certain monthly distributions with respect to a Trust Fund consisting primarily of the Mortgage Loans deposited by Credit Suisse First Boston Mortgage Securities Corp. (the “Depositor”).  The Trust Fund was created pursuant to a Series Supplement dated as of the Cut-off Date specified above and the Standard Terms of Pooling and Servicing Agreement dated August 1, 2007 (collectively, the “Agreement”) by and among the Depositor, the Seller(s), the Master Servicer, the Trust Administrator, the Special Servicer, the Modification Oversight Agent, the Trustee and the Servicers that are party to the Series Supplement. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement.  This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Reference is hereby made to the further provisions of this Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trust Administrator.
 
IN WITNESS WHEREOF, the Trust Administrator has caused this Certificate to be duly executed.
 
Dated:  ___________________
   
   
WELLS FARGO BANK, N.A.
   
as Trust Administrator
     
     
   
By
 
Countersigned:
   
     
By
     
 
Authorized Signatory of
   
 
WELLS FARGO BANK, N.A.
   
 
as Trust Administrator
   


EXHIBIT B
 
FORM OF CLASS [__]-M CERTIFICATE
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO ISSUER OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.

SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE REPRESENTS OWNERSHIP OF 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 SUBORDINATED IN RIGHT OF PAYMENT TO CERTAIN CERTIFICATES AS DESCRIBED IN THE AGREEMENT REFERRED TO HEREIN.

Certificate No.
:
1
Cut-off Date
:
_______________
First Distribution Date
:
_______________
Initial Certificate Balance
   
of this Certificate
   
(“Denomination”)
:
_______________
Initial Certificate Balances
   
of all Certificates
   
of this Class
:
_______________
CUSIP
:
_______________
Pass-Through Rate
:
Variable
Maturity Date
:
_______________
 

CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP.
[Name of Series Trust],
Adjustable Rate Mortgage-Backed Pass-Through Certificates, [Series Name]
Class [__]-M-[__]
 
evidencing a percentage interest in the distributions allocable to the Certificates of the above-referenced Class with respect to a Trust Fund consisting primarily of a pool of adjustable rate conventional mortgage loans (the “Mortgage Loans”) secured by first liens on one- to four-family residential properties.
 
Credit Suisse First Boston Mortgage Securities Corp., as Depositor
 
Principal in respect of this Certificate is distributable monthly as set forth herein.  Accordingly, the Certificate Balance at any time may be less than the Certificate Balance as set forth herein.  This Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Seller, the Master Servicer, the Servicers, the Special Servicer, the Modification Oversight Agent, the Trust Administrator or the Trustee referred to below or any of their respective affiliates.  Neither this Certificate nor the Mortgage Loans are guaranteed or insured by any governmental agency or instrumentality.
 
This certifies that CEDE & CO., is the registered owner of the Percentage Interest evidenced by this Certificate (obtained by dividing the denomination of this Certificate by the aggregate of the denominations of all Certificates of the Class to which this Certificate belongs) in certain monthly distributions with respect to a Trust Fund consisting primarily of the Mortgage Loans deposited by Credit Suisse First Boston Mortgage Securities Corp. (the “Depositor”).  The Trust Fund was created pursuant to a Series Supplement dated as of the Cut-off Date specified above and the Standard Terms of Pooling and Servicing Agreement dated August 1, 2007 (collectively, the “Agreement”) by and among the Depositor, the Seller(s), the Master Servicer, the Trust Administrator, the Special Servicer, the Modification Oversight Agent, the Trustee and the Servicers that are party to the Series Supplement. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement.  This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Reference is hereby made to the further provisions of this Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trust Administrator.
 
IN WITNESS WHEREOF, the Trust Administrator has caused this Certificate to be duly executed.
 
                Dated:  __________________
 
   WELLS FARGO BANK, N.A.
   as Trust Administrator
   
   By
 
Countersigned:
 
By ___________________________
Authorized Signatory of
WELLS FARGO BANK, N.A.
as Trust Administrator
 

EXHIBIT C
 
FORM OF CLASS [__]-B CERTIFICATE
 
           SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE REPRESENTS OWNERSHIP OF 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 SUBORDINATED IN RIGHT OF PAYMENT TO CERTAIN CERTIFICATES AS DESCRIBED IN THE AGREEMENT REFERRED TO HEREIN.
 
           [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.]
 
           PURSUANT TO SECTION 6.02(f) OF THE AGREEMENT, AN ERISA-RESTRICTED CERTIFICATE OR ANY INTEREST HEREIN MAY NOT BE TRANSFERRED UNLESS THE TRANSFEREE DELIVERS TO THE TRUSTEE (I) A REPRESENTATION LETTER TO THE EFFECT THAT SUCH TRANSFEREE IS NOT AN EMPLOYEE BENEFIT PLAN OR ARRANGEMENT SUBJECT TO THE EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED (“ERISA”) OR SECTION 4975 OF THE CODE OR A PERSON USING THE ASSETS OF SUCH A PLAN OR ARRANGEMENT OR (II) IF THE PURCHASER IS AN INSURANCE COMPANY AND THE CERTIFICATE HAS BEEN THE SUBJECT OF AN ERISA-QUALIFYING UNDERWRITING, A REPRESENTATION IN ACCORDANCE WITH THE PROVISIONS OF THE AGREEMENT REFERRED TO HEREIN OR (III) AN OPINION OF COUNSEL IN ACCORDANCE WITH THE PROVISIONS OF THE AGREEMENT REFERRED TO HEREIN.  IN THE EVENT THE REPRESENTATIONS REFERRED TO IN THE PRECEDING SENTENCE ARE NOT FURNISHED, SUCH REPRESENTATION SHALL BE DEEMED TO HAVE BEEN MADE TO THE TRUSTEE BY THE TRANSFEREE’S ACCEPTANCE OF THIS CERTIFICATE, OR BY ANY BENEFICIAL OWNER WHO PURCHASES AN INTEREST IN THIS CERTIFICATE IF SUCH CERTIFICATE IS A BOOK-ENTRY CERTIFICATE.  IN THE EVENT THAT A REPRESENTATION IS VIOLATED, OR ANY ATTEMPT TO TRANSFER THIS CERTIFICATE TO A PLAN OR ARRANGEMENT OR PERSON USING A PLAN’S OR ARRANGEMENT’S ASSETS IS ATTEMPTED WITHOUT THE DELIVERY TO THE TRUSTEE OF THE OPINION OF COUNSEL DESCRIBED ABOVE, THE ATTEMPTED TRANSFER OR ACQUISITION OF THIS CERTIFICATE SHALL BE VOID AND OF NO EFFECT.
 
Certificate No.
:
1
Cut-off Date
:
_______________
First Distribution Date
:
_______________
Initial Certificate Balance
   
of this Certificate
   
(“Denomination”)
:
_______________
Initial Certificate Balances
   
of all Certificates
   
of this Class
:
_______________
Percentage Interest
:
100%
CUSIP
:
_______________
Pass-Through Rate
:
Variable
Maturity Date
:
_______________
 

CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP.
[Name of Series Trust],
Adjustable Rate Mortgage-Backed Pass-Through Certificates, [Series Name]
Class [__]-B-[__]
 
evidencing a percentage interest in the distributions allocable to the Certificates of the above-referenced Class with respect to a Trust Fund consisting primarily of a pool of adjustable rate conventional mortgage loans (the “Mortgage Loans”) secured by first liens on one- to four-family residential properties.
 
Credit Suisse First Boston Mortgage Securities Corp., as Depositor
 
This Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Seller, the Master Servicer, the Servicers, the Special Servicer, the Modification Oversight Agent, the Trustee or the Trust Administrator referred to below or any of their respective affiliates.  Neither this Certificate nor the Mortgage Loans are guaranteed or insured by any governmental agency or instrumentality.
 
This certifies that [_____________________________________________], is the registered owner of the Percentage Interest evidenced by this Certificate (obtained by dividing the denomination of this Certificate by the aggregate of the denominations of all Certificates of the Class to which this Certificate belongs) in certain monthly distributions with respect to a Trust Fund consisting primarily of the Mortgage Loans deposited by Credit Suisse First Boston Mortgage Securities Corp. (the “Depositor”).  The Trust Fund was created pursuant to a Series Supplement dated as of the Cut-off Date specified above and the Standard Terms of Pooling and Servicing Agreement dated August 1, 2007 (collectively, the “Agreement”) by and among the Depositor, the Seller(s), the Master Servicer, the Trust Administrator, the Special Servicer, the Modification Oversight Agent, the Trustee and the Servicers that are party to the Series Supplement. 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.
 
[For Privately Offered Certs only] [No transfer of this Certificate shall be made unless such transfer is made pursuant to an effective registration statement under the Securities Act and any applicable state securities laws or is exempt from the registration requirements under said Act and such laws.  In the event that a transfer is to be made in reliance upon an exemption from the Securities Act and such laws, in order to assure compliance with the Securities Act and such laws, the Certificateholder desiring to effect such transfer and such Certificateholder’s prospective transferee shall each certify to the Trust Administrator in writing the facts surrounding the transfer and (i) deliver a letter in substantially the form of either Exhibit L and either (A) Exhibit M 1, provided that all of the Certificates of the Class shall be transferred to one investor or the Depositor otherwise consents to such transfer, or (B) Exhibit M-2 or (ii) there shall be delivered to the Trust Administrator at the expense of the transferor an Opinion of Counsel that such transfer may be made pursuant to an exemption from the Securities Act.  The Holder hereof desiring to affect such transfer shall, and does hereby agree to, indemnify the Trustee, the Trust Administrator 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.]
 
Pursuant to Section 6.02(f) of the Agreement, no transfer of an ERISA-Restricted Certificate shall be made unless the Trustee shall have received either (i) a representation letter from the transferee of such ERISA-Restricted Certificate, acceptable to and in form and substance satisfactory to the Trust Administrator, to the effect that such transferee is not an employee benefit plan or arrangement subject to Section 406 of ERISA or Section 4975 of the Code, or a person using the assets of any such plan or arrangement which representation letter shall not be an expense of the Trustee, the Trust Administrator or the Trust Fund, (ii) if the purchaser is an insurance company and the ERISA-Restricted Certificate has been the subject of an ERISA-Qualifying Underwriting, a representation that the purchaser is an insurance company which is purchasing such Certificates with funds contained in an “insurance company general account” (as such term is defined in Section V(e) of Prohibited Transaction Class Exemption 95-60 (“PTCE 95-60”)) and that the purchase and holding of such Certificate are covered under Sections I and III of PTCE 95-60 or (iii) in the case of any such ERISA-Restricted Certificate presented for registration in the name of an employee benefit plan subject to Section 406 of ERISA or Section 4975 of the Code (or comparable provisions of any subsequent enactments), or a person using such plan’s or arrangement’s assets, an Opinion of Counsel satisfactory to the Trust Administrator to the effect that the purchase or holding of such Certificate will not result in prohibited transactions under Section 406 of ERISA and/or Section 4975 of the Code and will not subject the Depositor, the Trustee, the Trust Administrator, the Master Servicer or any other Servicer to any obligation in addition to those undertaken in this Agreement, which Opinion of Counsel shall not be an expense of such parties or the Trust Fund.  In the event the representations referred to in the preceding sentence are not furnished, such representation shall be deemed to have been made to the trustee by the transferee’s acceptance of an ERISA-Restricted Certificate or by any beneficial owner who purchases an interest in this certificate in book-entry form.  In the event that a representation is violated, or any attempt to transfer an ERISA-Restricted Certificate to a plan or arrangement or person using a plan’s or arrangement’s assets is attempted without the delivery to the Trustee of the Opinion of Counsel described above, the attempted transfer or acquisition of this certificate shall be void and of no effect.
 
Reference is hereby made to the further provisions of this Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trust Administrator.
 
IN WITNESS WHEREOF, the Trust Administrator has caused this Certificate to be duly executed.
 
Dated:  __________________
 
 
WELLS FARGO BANK, N.A.
 
as Trust Administrator
 
   By
Countersigned:
 
By ___________________________
Authorized Signatory of
WELLS FARGO BANK, N.A.
as Trust Administrator
 

EXHIBIT D-1
 
FORM OF CLASS AR CERTIFICATE
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE REPRESENTS OWNERSHIP OF “RESIDUAL INTERESTS” ISSUED BY “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”).
 
                NEITHER THIS CERTIFICATE NOR ANY INTEREST HEREIN MAY BE TRANSFERRED UNLESS THE PROPOSED TRANSFEREE DELIVERS TO THE TRUST ADMINISTRATOR A TRANSFEREE AFFIDAVIT IN ACCORDANCE WITH THE PROVISIONS OF THE AGREEMENT REFERRED TO HEREIN.
 
                NEITHER THIS CERTIFICATE NOR ANY INTEREST HEREIN MAY BE TRANSFERRED UNLESS THE TRANSFEREE DELIVERS TO THE TRUST ADMINISTRATOR A REPRESENTATION LETTER TO THE EFFECT THAT SUCH TRANSFEREE IS NOT AN EMPLOYEE BENEFIT PLAN OR ARRANGEMENT SUBJECT TO THE EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED (“ERISA”) OR ARRANGEMENT, OR SECTION 4975 OF THE CODE OR A PERSON USING THE ASSETS OF SUCH A PLAN OR ARRANGEMENT.  NOTWITHSTANDING ANYTHING ELSE TO THE CONTRARY HEREIN, ANY PURPORTED TRANSFER OF THIS CERTIFICATE TO OR ON BEHALF OF AN EMPLOYEE BENEFIT PLAN OR ARRANGEMENT SUBJECT TO SECTION 406 OF ERISA OR TO SECTION 4975 OF THE CODE SHALL BE VOID AND OF NO EFFECT.
 
Certificate No.
:
1
Cut-off Date
:
_______________
First Distribution Date
:
_______________
Initial Certificate Balance
   
of this Certificate
   
(“Denomination”)
:
_______________
Initial Certificate Balances
   
of all Certificates
   
of this Class
:
_______________
CUSIP
:
_______________
Pass-Through Rate
:
Variable
Maturity Date
:
_______________
 

CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP.
[Name of Series Trust],
Adjustable Rate Mortgage-Backed Pass-Through Certificates, [Series Name]
Class AR
 
evidencing a percentage interest in the distributions allocable to the Class AR Certificates with respect to a Trust Fund consisting primarily of a pool of adjustable rate conventional mortgage loans (the “Mortgage Loans”) secured by first liens on one- to four-family residential properties.
 
Credit Suisse First Boston Mortgage Securities Corp., as Depositor
 
Principal in respect of this Certificate is distributable monthly as set forth herein.  Accordingly, the Certificate Balance at any time may be less than the Certificate Balance as set forth herein.  This Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Seller, the Master Servicer, the Servicers, the Special Servicer, the Modification Oversight Agent, the Trustee or the Trust Administrator referred to below or any of their respective affiliates.  Neither this Certificate nor the Mortgage Loans are guaranteed or insured by any governmental agency or instrumentality.
 
This certifies that Credit Suisse Securities (USA) LLC, is the registered owner of the Percentage Interest evidenced by this Certificate (obtained by dividing the denomination of this Certificate by the aggregate of the denominations of all Certificates of the Class to which this Certificate belongs) in certain monthly distributions with respect to a Trust Fund consisting primarily of the Mortgage Loans deposited by Credit Suisse First Boston Mortgage Securities Corp. (the “Depositor”). The Trust Fund was created pursuant to a Series Supplement dated as of the Cut-off Date specified above and the Standard Terms of Pooling and Servicing Agreement dated August 1, 2007 (collectively, the “Agreement”) by and among the Depositor, the Seller(s), the Master Servicer, the Trust Administrator, the Special Servicer, the Modification Oversight Agent, the Trustee and the Servicers that are party to the Series Supplement. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement.  This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Any distribution of the proceeds of any remaining assets of the Trust Fund will be made only upon presentment and surrender of this Class AR Certificate at the Corporate Trust Office or the office or agency maintained by the Trust Administrator in New York, New York.
 
Pursuant to the Agreement, no transfer of this Residual Certificate shall be made unless the Trust Administrator shall have received a representation letter from the transferee of such Certificate, acceptable to and in form and substance satisfactory to the Trust Administrator, to the effect that such transferee is not an employee benefit plan or arrangement subject to Section 406 of ERISA or Section 4975 of the Code, or a person using the assets of any such plan or arrangement which representation letter shall not be an expense of the Trustee, the Trust Administrator or the Trust Fund.  In the event the representations referred to in the preceding sentence are not furnished, such representation shall be deemed to have been made to the Trust Administrator by the transferee’s acceptance of this Residual Certificate or by any beneficial owner who purchases an interest in this Certificate in book-entry form.  In the event that a representation is violated, or any attempt to transfer this Residual Certificate to a plan or arrangement or person using a plan’s or arrangement’s assets is attempted, the attempted transfer or acquisition of this Certificate shall be void and of no effect.
 
Each Holder of this Class AR 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 Class AR Certificate must be a Permitted Transferee, (ii) no Ownership Interest in this Class AR Certificate may be transferred without delivery to the Trust Administrator of a transfer affidavit of the initial owner or the proposed transferee in the form described in the Agreement, (iii) each person holding or acquiring any Ownership Interest in this Class AR Certificate must agree to require a transferee affidavit from any other person to whom such person attempts to transfer its Ownership Interest in this Class AR Certificate as required pursuant to the Agreement, (iv) each person holding or acquiring an Ownership Interest in this Class AR Certificate must agree not to transfer an Ownership Interest in this Class AR 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 Class AR Certificate in violation of such restrictions will be absolutely null and void and will vest no rights in the purported transferee.
 
Reference is hereby made to the further provisions of this Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trust Administrator.
 
IN WITNESS WHEREOF, the Trust Administrator has caused this Certificate to be duly executed.
 
Dated:  __________________
 
 
WELLS FARGO BANK, N.A.
 
as Trust Administrator
 
 
By
Countersigned:
 
By ___________________________
Authorized Signatory of
WELLS FARGO BANK, N.A.
as Trust Administrator
 

EXHIBIT D-2
 
FORM OF CLASS AR-L CERTIFICATE
 
           SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “RESIDUAL INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).
 
           NEITHER THIS CERTIFICATE NOR ANY INTEREST HEREIN MAY BE TRANSFERRED UNLESS THE PROPOSED TRANSFEREE DELIVERS TO THE TRUST ADMINISTRATOR A TRANSFEREE AFFIDAVIT IN ACCORDANCE WITH THE PROVISIONS OF THE AGREEMENT REFERRED TO HEREIN.
 
           NEITHER THIS CERTIFICATE NOR ANY INTEREST HEREIN MAY BE TRANSFERRED UNLESS THE TRANSFEREE DELIVERS TO THE TRUST ADMINISTRATOR A REPRESENTATION LETTER TO THE EFFECT THAT SUCH TRANSFEREE IS NOT AN EMPLOYEE BENEFIT PLAN OR ARRANGEMENT SUBJECT TO SECTION 406 OF THE EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED (“ERISA”) OR ARRANGEMENT, OR SECTION 4975 OF THE CODE OR A PERSON USING THE ASSETS OF SUCH A PLAN OR ARRANGEMENT.  NOTWITHSTANDING ANYTHING ELSE TO THE CONTRARY HEREIN, ANY PURPORTED TRANSFER OF THIS CERTIFICATE TO OR ON BEHALF OF AN EMPLOYEE BENEFIT PLAN OR ARRANGEMENT SUBJECT TO SECTION 406 OF ERISA OR TO SECTION 4975 OF THE CODE SHALL BE VOID AND OF NO EFFECT.
 
Certificate No.
:
1
Cut-off Date
:
_______________
First Distribution Date
:
_______________
Initial Certificate Balance
   
of this Certificate
   
(“Denomination”)
:
_______________
Initial Certificate Balances
   
of all Certificates
   
of this Class
:
_______________
CUSIP
:
_______________
Pass-Through Rate
:
Variable
Maturity Date
:
_______________
 

CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP.
[Name of Series Trust],
Adjustable Rate Mortgage-Backed Pass-Through Certificates, [Series Name]
Class AR-L
 
evidencing a percentage interest in the distributions allocable to the Class AR-L Certificates with respect to a Trust Fund consisting primarily of a pool of fixed rate conventional mortgage loans (the “Mortgage Loans”) secured by first liens on one- to four-family residential properties.
 
Credit Suisse First Boston Mortgage Securities Corp., as Depositor
 
Principal in respect of this Certificate is distributable monthly as set forth herein.  Accordingly, the Certificate Balance at any time may be less than the Certificate Balance as set forth herein.  This Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Seller, the Master Servicer, the Servicer, the Trustee or the Trust Administrator referred to below or any of their respective affiliates.  Neither this Certificate nor the Mortgage Loans are guaranteed or insured by any governmental agency or instrumentality.
 
This certifies that [__________________________________], is the registered owner of the Percentage Interest evidenced by this Certificate (obtained by dividing the denomination of this Certificate by the aggregate of the denominations of all Certificates of the Class to which this Certificate belongs) in certain monthly distributions with respect to a Trust Fund consisting primarily of the Mortgage Loans deposited by Credit Suisse First Boston Mortgage Securities Corp. (the “Depositor”). The Trust Fund was created pursuant to a Series Supplement dated as of the Cut-off Date specified above and the Standard Terms of Pooling and Servicing Agreement dated August 1, 2007 (collectively, the “Agreement”) by and among the Depositor, the Seller(s), the Master Servicer, the Trust Administrator, the Special Servicer, the Modification Oversight Agent, the Trustee and the Servicers that are party to the Series Supplement. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement.  This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Any distribution of the proceeds of any remaining assets of the Trust Fund will be made only upon presentment and surrender of this Class AR-L Certificate at the Corporate Trust Office or the office or agency maintained by the Trust Administrator in New York, New York.
 
Pursuant to the Agreement, no transfer of this Residual Certificate shall be made unless the Trust Administrator shall have received a representation letter from the transferee of such Certificate, acceptable to and in form and substance satisfactory to the Trust Administrator, to the effect that such transferee is not an employee benefit plan or arrangement subject to Section 406 of ERISA or Section 4975 of the Code, or a person using the assets of any such plan or arrangement which representation letter shall not be an expense of the Trustee, the Trust Administrator or the Trust Fund.  In the event the representations referred to in the preceding sentence are not furnished, such representation shall be deemed to have been made to the Trust Administrator by the transferee’s acceptance of this Residual Certificate or by any beneficial owner who purchases an interest in this Certificate in book-entry form.  In the event that a representation is violated, or any attempt to transfer this Residual Certificate to a plan or arrangement or person using a plan’s or arrangement’s assets is attempted, the attempted transfer or acquisition of this Certificate shall be void and of no effect.
 
Each Holder of this Class AR-L 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 Class AR-L Certificate must be a Permitted Transferee, (ii) no Ownership Interest in this Class AR-L Certificate may be transferred without delivery to the Trust Administrator of a transfer affidavit of the initial owner or the proposed transferee in the form described in the Agreement, (iii) each person holding or acquiring any Ownership Interest in this Class AR-L Certificate must agree to require a transferee affidavit from any other person to whom such person attempts to transfer its Ownership Interest in this Class AR-L Certificate as required pursuant to the Agreement, (iv) each person holding or acquiring an Ownership Interest in this Class AR-L Certificate must agree not to transfer an Ownership Interest in this Class AR-L 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 Class AR-L Certificate in violation of such restrictions will be absolutely null and void and will vest no rights in the purported transferee.
 
Reference is hereby made to the further provisions of this Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trust Administrator.
 
IN WITNESS WHEREOF, the Trust Administrator has caused this Certificate to be duly executed.
 
Dated: __________________
 
 
WELLS FARGO BANK, N.A.
 
as Trust Administrator
 
 
By
Countersigned:
 
By ___________________________
Authorized Signatory of
WELLS FARGO BANK, N.A.
as Trust Administrator


 
EXHIBIT E
 
FORM OF CLASS P CERTIFICATE
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE REPRESENTS OWNERSHIP OF 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 SUBORDINATED IN RIGHT OF PAYMENT TO CERTAIN CERTIFICATES AS DESCRIBED IN THE AGREEMENT REFERRED TO HEREIN.
 
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.
 
PURSUANT TO SECTION 6.02(f) OF THE AGREEMENT, NEITHER THIS CERTIFICATE NOR ANY INTEREST HEREIN MAY BE TRANSFERRED UNLESS THE TRANSFEREE DELIVERS TO THE TRUST ADMINISTRATOR (I) A REPRESENTATION LETTER TO THE EFFECT THAT SUCH TRANSFEREE IS NOT AN EMPLOYEE BENEFIT PLAN OR ARRANGEMENT SUBJECT TO THE EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED (“ERISA”) OR SECTION 4975 OF THE CODE OR A PERSON USING THE ASSETS OF SUCH A PLAN OR ARRANGEMENT, OR (II) IF THE PURCHASER IS AN INSURANCE COMPANY AND THE CERTIFICATE HAS BEEN THE SUBJECT OF AN ERISA-QUALIFYING UNDERWRITING, A REPRESENTATION IN ACCORDANCE WITH THE PROVISIONS OF THE AGREEMENT REFERRED TO HEREIN OR (III) AN OPINION OF COUNSEL IN ACCORDANCE WITH THE PROVISIONS OF THE AGREEMENT REFERRED TO HEREIN.  IN THE EVENT THE REPRESENTATIONS REFERRED TO IN THE PRECEDING SENTENCE ARE NOT FURNISHED, SUCH REPRESENTATION SHALL BE DEEMED TO HAVE BEEN MADE TO THE TRUST ADMINISTRATOR BY THE TRANSFEREE’S ACCEPTANCE OF THIS CERTIFICATE, OR BY ANY BENEFICIAL OWNER WHO PURCHASES AN INTEREST IN THIS CERTIFICATE IF SUCH CERTIFICATE IS A BOOK-ENTRY CERTIFICATE.  IN THE EVENT THAT A REPRESENTATION IS VIOLATED, OR ANY ATTEMPT TO TRANSFER THIS CERTIFICATE TO A PLAN OR ARRANGEMENT OR PERSON ACTING ON BEHALF OF A PLAN OR USING A PLAN’S OR ARRANGEMENT’S ASSETS IS ATTEMPTED WITHOUT THE DELIVERY TO THE TRUST ADMINISTRATOR OF THE OPINION OF COUNSEL DESCRIBED ABOVE, THE ATTEMPTED TRANSFER OR ACQUISITION OF THIS CERTIFICATE SHALL BE VOID AND OF NO EFFECT.
 
            THIS CERTIFICATE HAS NO PRINCIPAL BALANCE AND IS NOT ENTITLED TO ANY DISTRIBUTIONS IN RESPECT OF PRINCIPAL.
 
 
Certificate No.
:
P-1
Cut-off Date
:
_______________
First Distribution Date
:
_______________
Percentage Interest
:
____%
CUSIP
:
_______________
Maturity Date
:
_______________
 

CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP.
[Name of Series Trust],
Adjustable Rate Mortgage-Backed Pass-Through Certificates, [Series Name],
Class P
 
evidencing a 100% Percentage Interest in the distributions allocable to the Class P Certificates with respect to a Trust Fund consisting primarily of a pool of adjustable rate conventional mortgage loans (the “Mortgage Loans”) secured by first liens on one- to four-family residential properties.
 
Credit Suisse First Boston Mortgage Securities Corp., as Depositor
 
This Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Seller, the Master Servicer, the Servicers, the Special Servicer, the Modification Oversight Agent, the Trustee or the Trust Administrator referred to below or any of their respective affiliates.  Neither this Certificate nor the Mortgage Loans are guaranteed or insured by any governmental agency or instrumentality.
 
This certifies that _____________________________, is the registered owner of the Percentage Interest evidenced by this Certificate (obtained by dividing the denomination of this Certificate by the aggregate of the denominations of all Certificates of the Class to which this Certificate belongs) in certain monthly distributions with respect to a Trust Fund consisting primarily of the Mortgage Loans deposited by Credit Suisse First Boston Mortgage Securities Corp. (the “Depositor”).  The Trust Fund was created pursuant to a Series Supplement dated as of the Cut-off Date specified above and the Standard Terms of Pooling and Servicing Agreement dated August 1, 2007 (collectively, the “Agreement”) by and among the Depositor, the Seller(s), the Master Servicer, the Trust Administrator, the Special Servicer, the Modification Oversight Agent, the Trustee and the Servicers that are party to the Series Supplement. 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.
 
No transfer of this Certificate shall be made unless such transfer is made pursuant to an effective registration statement under the Securities Act and any applicable state securities laws or is exempt from the registration requirements under said Act and such laws.  In the event that a transfer is to be made in reliance upon an exemption from the Securities Act and such laws, in order to assure compliance with the Securities Act and such laws, the Certificateholder desiring to effect such transfer and such Certificateholder’s prospective transferee shall each certify to the Trust Administrator in writing the facts surrounding the transfer and (i) deliver a letter in substantially the form of either Exhibit L and either (A) Exhibit M-1, provided that all of the Certificates of the Class shall be transferred to one investor or the Depositor otherwise consents to such transfer, or (B) Exhibit M-2 or (ii) there shall be delivered to the Trust Administrator at the expense of the transferor an Opinion of Counsel that such transfer may be made pursuant to an exemption from the Securities Act.  The Holder hereof desiring to effect such transfer shall, and does hereby agree to, indemnify the Trustee, the Trust Administrator 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.
 
Pursuant to the Agreement, no transfer of an ERISA-Restricted Certificate shall be made unless the Trust Administrator shall have received either (i) a representation letter from the transferee of such ERISA-Restricted Certificate, acceptable to and in form and substance satisfactory to the Trust Administrator, to the effect that such transferee is not an employee benefit plan or arrangement subject to Section 406 of ERISA or Section 4975 of the Code, or a person using the assets of any such plan or arrangement which representation letter shall not be an expense of the Trustee, the Trust Administrator or the Trust Fund, (ii) if the purchaser is an insurance company and the ERISA-Restricted Certificate has been the subject of an ERISA-Qualifying Underwriting, a representation that the purchaser is an insurance company which is purchasing such Certificates with funds contained in an “insurance company general account” (as such term is defined in Section V(e) of Prohibited Transaction Class Exemption 95-60 (“PTCE 95-60”)) and that the purchase and holding of such Certificate are covered under Sections I and III of PTCE 95-60 or (iii) in the case of any such ERISA-Restricted Certificate presented for registration in the name of an employee benefit plan subject to Section 406 of ERISA or Section 4975 of the Code (or comparable provisions of any subsequent enactments), or a person using such plan’s or arrangement’s assets, an Opinion of Counsel satisfactory to the Trust Administrator to the effect that the purchase or holding of such Certificate will not result in prohibited transactions under Section 406 of ERISA and/or Section 4975 of the Code and will not subject the Depositor, the Trustee, the Trust Administrator, the Master Servicer or any other Servicer to any obligation in addition to those undertaken in this Agreement, which Opinion of Counsel shall not be an expense of such parties or the Trust Fund.  In the event the representations referred to in the preceding sentence are not furnished, such representation shall be deemed to have been made to the Trust Administrator by the transferee’s acceptance of an ERISA-Restricted Certificate or by any beneficial owner who purchases an interest in this certificate in book-entry form.  In the event that a representation is violated, or any attempt to transfer an ERISA-Restricted Certificate to a plan or arrangement or person using a plan’s or arrangement’s assets is attempted without the delivery to the Trust Administrator of the Opinion of Counsel described above, the attempted transfer or acquisition of this certificate shall be void and of no effect.
 
Reference is hereby made to the further provisions of this Certificate set forth following the signature page 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 Trust Administrator.
 
On any Distribution Date on which the Stated Principal Balance of Mortgage Loans in such Loan Groups as are specified in the Agreement are less than those percentages set forth in the Agreement, all remaining Mortgage Loans in such Loan Groups and all property acquired in respect of such Mortgage Loans may be purchased as provided in the Agreement.  In the event that no such purchase occurs, the obligations and responsibilities created by the Agreement will terminate upon the later of the maturity or other liquidation (or any advance with respect thereto) of the last Mortgage Loan remaining in the Trust Fund or the disposition of all property in respect thereof and the distribution to Certificateholders of all amounts required to be distributed pursuant to the Agreement.  In no event, however, will the trust created by the Agreement continue beyond the earlier of (i) the expiration of 21 years from the death of the last survivor of the descendants living at the date of the Agreement of a certain person named in the Agreement or (ii) the Distribution Date following the third anniversary of the scheduled maturity date of the Mortgage Loan having the latest scheduled maturity date as of the related Cut-off Date.  Any term used herein that is defined in the Agreement shall have the meaning assigned in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.
 
IN WITNESS WHEREOF, the Trust Administrator has caused this Certificate to be duly executed.
 
Dated:  _______________________
 
 
WELLS FARGO BANK, N.A.
 
as Trust Administrator
 
 
By
Countersigned:
 
By ___________________________
Authorized Signatory of
WELLS FARGO BANK, N.A.
as Trust Administrator
 

EXHIBIT F
 
FORM OF CLASS [__]-X CERTIFICATE
 
           SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE REPRESENTS OWNERSHIP OF 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 SUBORDINATED IN RIGHT OF PAYMENT TO CERTAIN CERTIFICATES AS DESCRIBED IN THE AGREEMENT REFERRED TO HEREIN.
 
           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.
 
           PURSUANT TO SECTION 6.02(f) OF THE AGREEMENT, NEITHER THIS CERTIFICATE NOR ANY INTEREST HEREIN MAY BE TRANSFERRED UNLESS THE TRANSFEREE DELIVERS TO THE TRUST ADMINISTRATOR (I) A REPRESENTATION LETTER TO THE EFFECT THAT SUCH TRANSFEREE IS NOT AN EMPLOYEE BENEFIT PLAN OR ARRANGEMENT SUBJECT TO THE EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED (“ERISA”) OR SECTION 4975 OF THE CODE OR A PERSON USING THE ASSETS OF SUCH A PLAN OR ARRANGEMENT, OR (II) IF THE PURCHASER IS AN INSURANCE COMPANY AND THE CERTIFICATE HAS BEEN THE SUBJECT OF AN ERISA-QUALIFYING UNDERWRITING, A REPRESENTATION IN ACCORDANCE WITH THE PROVISIONS OF THE AGREEMENT REFERRED TO HEREIN OR (III) AN OPINION OF COUNSEL IN ACCORDANCE WITH THE PROVISIONS OF THE AGREEMENT REFERRED TO HEREIN.  IN THE EVENT THE REPRESENTATIONS REFERRED TO IN THE PRECEDING SENTENCE ARE NOT FURNISHED, SUCH REPRESENTATION SHALL BE DEEMED TO HAVE BEEN MADE TO THE TRUST ADMINISTRATOR BY THE TRANSFEREE’S ACCEPTANCE OF THIS CERTIFICATE, OR BY ANY BENEFICIAL OWNER WHO PURCHASES AN INTEREST IN THIS CERTIFICATE IF SUCH CERTIFICATE IS A BOOK-ENTRY CERTIFICATE.  IN THE EVENT THAT A REPRESENTATION IS VIOLATED, OR ANY ATTEMPT TO TRANSFER THIS CERTIFICATE TO A PLAN OR ARRANGEMENT OR PERSON ACTING ON BEHALF OF A PLAN OR USING A PLAN’S OR ARRANGEMENT’S ASSETS IS ATTEMPTED WITHOUT THE DELIVERY TO THE TRUSTEE OF THE OPINION OF COUNSEL DESCRIBED ABOVE, THE ATTEMPTED TRANSFER OR ACQUISITION OF THIS CERTIFICATE SHALL BE VOID AND OF NO EFFECT.
 
           THIS CERTIFICATE HAS NO PRINCIPAL BALANCE AND IS NOT ENTITLED TO ANY DISTRIBUTIONS IN RESPECT OF PRINCIPAL.
 
Certificate No.
:
1
Cut-off Date
:
_______________
First Distribution Date
:
_______________
Initial Notional Amount of this
   
Certificate (“Denomination”)
:
_______________
Initial Class Notional Amount of
   
all Certificates of this Class
:
_______________
Percentage Interest
:
100%
CUSIP
:
_______________
Pass-Through Rate
:
N/A
Maturity Date
:
_______________
 

CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP.
[Name of Series Trust],
Adjustable Rate Mortgage-Backed Pass-Through Certificates, [Series Name]
Class [__]-X
 
evidencing a 100% Percentage Interest in the distributions allocable to the Class [__]-X Certificates with respect to a Trust Fund consisting primarily of a pool of adjustable rate conventional mortgage loans (the “Mortgage Loans”) secured by first liens on one- to four-family residential properties.
 
Credit Suisse First Boston Mortgage Securities Corp., as Depositor
 
This Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Seller, the Master Servicer, the Servicers, the Special Servicer, the Modification Oversight Agent, the Trustee or the Trust Administrator referred to below or any of their respective affiliates.  Neither this Certificate nor the Mortgage Loans are guaranteed or insured by any governmental agency or instrumentality.
 
This certifies that [_____________________________________________], is the registered owner of the Percentage Interest evidenced by this Certificate (obtained by dividing the denomination of this Certificate by the aggregate of the denominations of all Certificates of the Class to which this Certificate belongs) in certain monthly distributions with respect to a Trust Fund consisting primarily of the Mortgage Loans deposited by Credit Suisse First Boston Mortgage Securities Corp. (the “Depositor”). The Trust Fund was created pursuant to a Series Supplement dated as of the Cut-off Date specified above and the Standard Terms of Pooling and Servicing Agreement dated August 1, 2007 (collectively, the “Agreement”) by and among the Depositor, the Seller(s), the Master Servicer, the Trust Administrator, the Special Servicer, the Modification Oversight Agent, the Trustee and the Servicers that are party to the Series Supplement. 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.
 
No transfer of this Certificate shall be made unless such transfer is made pursuant to an effective registration statement under the Securities Act and any applicable state securities laws or is exempt from the registration requirements under said Act and such laws.  In the event that a transfer is to be made in reliance upon an exemption from the Securities Act and such laws, in order to assure compliance with the Securities Act and such laws, the Certificateholder desiring to effect such transfer and such Certificateholder’s prospective transferee shall each certify to the Trust Administrator in writing the facts surrounding the transfer and (i) deliver a letter in substantially the form of either Exhibit L and either (A) Exhibit M 1, provided that all of the Certificates of the Class shall be transferred to one investor or the Depositor otherwise consents to such transfer, or (B) Exhibit M 2 or (ii) there shall be delivered to the Trust Administrator at the expense of the transferor an Opinion of Counsel that such transfer may be made pursuant to an exemption from the Securities Act.  The Holder hereof desiring to effect such transfer shall, and does hereby agree to, indemnify the Trustee, the Trust Administrator 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.
 
Pursuant to the Agreement, no transfer of an ERISA-Restricted Certificate shall be made unless the Trust Administrator shall have received either (i) a representation letter from the transferee of such ERISA-Restricted Certificate, acceptable to and in form and substance satisfactory to the Trust Administrator, to the effect that such transferee is not an employee benefit plan or arrangement subject to Section 406 of ERISA or Section 4975 of the Code, or a person using the assets of any such plan or arrangement which representation letter shall not be an expense of the Trustee, the Trust Administrator or the Trust Fund, (ii) if the purchaser is an insurance company and the ERISA-Restricted Certificate has been the subject of an ERISA-Qualifying Underwriting, a representation that the purchaser is an insurance company which is purchasing such Certificates with funds contained in an “insurance company general account” (as such term is defined in Section V(e) of Prohibited Transaction Class Exemption 95-60 (“PTCE 95-60”)) and that the purchase and holding of such Certificate are covered under Sections I and III of PTCE 95-60 or (iii) in the case of any such ERISA-Restricted Certificate presented for registration in the name of an employee benefit plan subject to Section 406 of ERISA or Section 4975 of the Code (or comparable provisions of any subsequent enactments), or a person using such plan’s or arrangement’s assets, an Opinion of Counsel satisfactory to the Trust Administrator to the effect that the purchase or holding of such Certificate will not result in prohibited transactions under Section 406 of ERISA and/or Section 4975 of the Code and will not subject the Depositor, the Trustee, the Trust Administrator, the Master Servicer or any other Servicer to any obligation in addition to those undertaken in this Agreement, which Opinion of Counsel shall not be an expense of such parties or the Trust Fund.  In the event the representations referred to in the preceding sentence are not furnished, such representation shall be deemed to have been made to the Trust Administrator by the transferee’s acceptance of an ERISA-Restricted Certificate or by any beneficial owner who purchases an interest in this certificate in book-entry form.  In the event that a representation is violated, or any attempt to transfer an ERISA-Restricted Certificate to a plan or arrangement or person using a plan’s or arrangement’s assets is attempted without the delivery to the Trust Administrator of the Opinion of Counsel described above, the attempted transfer or acquisition of this certificate shall be void and of no effect.
 
Reference is hereby made to the further provisions of this Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trust Administrator.
 
On any Distribution Date on which the Stated Principal Balance of Mortgage Loans in such Loan Groups as are specified in the Agreement are less than those percentages set forth in the Agreement, all remaining Mortgage Loans in such Loan Groups and all property acquired in respect of such Mortgage Loans may be purchased as provided in the Agreement.  In the event that no such purchase occurs, the obligations and responsibilities created by the Agreement will terminate upon the later of the maturity or other liquidation (or any advance with respect thereto) of the last Mortgage Loan remaining in the Trust Fund or the disposition of all property in respect thereof and the distribution to Certificateholders of all amounts required to be distributed pursuant to the Agreement.  In no event, however, will the trust created by the Agreement continue beyond the earlier of (i) the expiration of 21 years from the death of the last survivor of the descendants living at the date of the Agreement of a certain person named in the Agreement or (ii) the Distribution Date following the third anniversary of the scheduled maturity date of the Mortgage Loan having the latest scheduled maturity date as of the related Cut-off Date.  Any term used herein that is defined in the Agreement shall have the meaning assigned in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.
 
IN WITNESS WHEREOF, the Trust Administrator has caused this Certificate to be duly executed.
 
Dated:  __________________
 
 
WELLS FARGO BANK, N.A.
 
as Trust Administrator
 
 
By
Countersigned:
 
By ___________________________
Authorized Signatory of
WELLS FARGO BANK, N.A.
as Trust Administrator


 
EXHIBIT G
 
FORM OF REVERSE OF CERTIFICATES
 
CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP.
[Name of Series Trust],
Adjustable Rate Mortgage-Backed Pass-Through Certificates, [Series Name]
Class [__]-[__]-[__]
 
This Certificate is one of a duly authorized issue of Certificates designated as Credit Suisse First Boston Mortgage Securities Corp., Adjustable Rate Mortgage-Backed Pass-Through Certificates, [Series Name], of the Series specified on the face hereof (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust Fund created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Certificate Account for payment hereunder and that neither the Trustee nor the Trust Administrator is 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 and the Trust Administrator.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month, or, if such 25th day is not a Business Day, the Business Day immediately following (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.  The Record Date applicable to each Distribution Date is (1) with respect to all Certificates other than the LIBOR Certificates that are Book-Entry Certificates on such Distribution Date, the close of business on the last day of the calendar month preceding the month in which such Distribution Date occurs and (2) with respect to the LIBOR Certificates that are Book-Entry Certificates on such Distribution Date, the close of business on the Business Day immediately preceding such Distribution Date.
 
Distributions on this Certificate shall be made by wire transfer of immediately available funds to the account of the Holder hereof at a bank or other entity having appropriate facilities therefor, if such Certificateholder shall have so notified the Trust Administrator in writing at least five Business Days prior to the related Record Date and such Certificateholder shall satisfy the conditions to receive such form of payment set forth in the Agreement, or, if not, by check mailed by first class mail to the address of such Certificateholder appearing in the Certificate Register.  The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the Corporate Trust Office or such other location specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee, the Trust Administrator and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Master Servicer, the Servicers, the Special Servicer, the Modification Oversight Agent, the Seller, the Trustee and the Trust Administrator with the consent of the Holders of Certificates affected by such amendment evidencing the requisite Percentage Interest, as provided in the Agreement.  Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate.  The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trust Administrator upon surrender of this Certificate for registration of transfer at the Corporate Trust Office or the office or agency maintained by the Trust Administrator in New York, New York, accompanied by a written instrument of transfer in form satisfactory to the Trust Administrator and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust Fund will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement.  As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trust Administrator may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Depositor, each Servicer, the Master Servicer, the Seller, the Trustee and the Trust Administrator and any agent of the Depositor, each Servicer, the Master Servicer, the Seller, the Trustee or the Trust Administrator may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicers, the Master Servicer, the Seller, the Trustee, the Trust Administrator or any such agent shall be affected by any notice to the contrary.
 
On any Distribution Date on which the Stated Principal Balance of Mortgage Loans in such Loan Groups as are specified in the Agreement are less than those percentages set forth in the Agreement, all remaining Mortgage Loans in such Loan Groups and all property acquired in respect of such Mortgage Loans may be purchased as provided in the Agreement.  In the event that no such purchase occurs, the obligations and responsibilities created by the Agreement will terminate upon the later of the maturity or other liquidation (or any advance with respect thereto) of the last Mortgage Loan remaining in the Trust Fund or the disposition of all property in respect thereof and the distribution to Certificateholders of all amounts required to be distributed pursuant to the Agreement.  In no event, however, will the trust created by the Agreement continue beyond the earlier of (i) the expiration of 21 years from the death of the last survivor of the descendants living at the date of the Agreement of a certain person named in the Agreement or (ii) the Distribution Date following the third anniversary of the scheduled maturity date of the Mortgage Loan having the latest scheduled maturity date as of the related Cut-off Date.  Any term used herein that is defined in the Agreement shall have the meaning assigned in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.
 

ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto
 
 
 
 
 
 
(Please print or typewrite name and address including postal zip code of assignee)
 
               the Percentage Interest evidenced by the within Certificate and hereby authorizes the transfer of registration of such Percentage Interest to assignee on the Certificate Register of the Trust Fund.
 
               I (We) further direct the Trust Administrator 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 H-3
 
FORM OF REALIZED LOSS CALCULATION
 
Calculation of Realized Loss/Gain Form 332 – Instruction Sheet
 
NOTE:  Do not net or combine items.  Show all expenses individually and all credits as separate line items.  Claim packages are due on the remittance report date.  Late submissions may result in claims not being passed until the following month.  The Servicer is responsible to remit all funds pending loss approval and /or resolution of any disputed items.
1.
 
2.           The numbers on the 332 form correspond with the numbers listed below.
 
Liquidation and Acquisition Expenses:
 
 
1.
The Actual Unpaid Principal Balance of the Mortgage Loan.  For documentation, an Amortization Schedule from date of default through liquidation breaking out the net interest and servicing fees advanced is required.
 
 
2.
The Total Interest Due less the aggregate amount of servicing fee that would have been earned if all delinquent payments had been made as agreed. For documentation, an Amortization Schedule from date of default through liquidation breaking out the net interest and servicing fees advanced is required.
 
3.
Accrued Servicing Fees based upon the Scheduled Principal Balance of the Mortgage Loan as calculated on a monthly basis. For documentation, an Amortization Schedule from date of default through liquidation breaking out the net interest and servicing fees advanced is required.
 
4-12.        Complete as applicable.  Required documentation:
 
* For taxes and insurance advances – see page 2 of 332 form - breakdown required showing period of coverage, base tax, interest, penalty.  Advances prior to default require evidence of servicer efforts to recover advances.
 
* For escrow advances - complete payment history (to calculate advances from last positive escrow balance forward)
 
* Other expenses -  copies of corporate advance history showing all payments
 
* REO repairs> $1500 require explanation
 
* REO repairs>$3000 require evidence of at least 2 bids.
 
* Short Sale or Charge Off require P&L supporting the decision and WFB’s approved Servicing Officer Certification
 
* Unusual or extraordinary items may require further documentation.
 
13.
The total of lines 1 through 12.
 
3.           Credits:
 
14-21.      Complete as applicable.  Required documentation:
* Copy of the HUD 1 from the REO sale.  If a 3rd Party Sale, bid instructions and Escrow Agent / Attorney
Letter of Proceeds Breakdown.
*  Copy of EOB for any MI or gov’t guarantee
*  All other credits need to be clearly defined on the 332 form
 
 
22.
The total of lines 14 through 21.
 
Please Note:
For HUD/VA loans, use line (18a) for Part A/Initial proceeds and line (18b) for Part B/Supplemental proceeds.
 
 
 
Total Realized Loss (or Amount of Any Gain)
 
 
23.
The total derived from subtracting line 22 from 13.  If the amount represents a realized gain, show the amount in parenthesis (  ).
 
 

 
Prepared by:  __________________                                                                                                Date:  _______________
               Phone:  ______________________  Email Address:_____________________
 

Servicer Loan No.
 
 
 
Servicer Name
 
 
 
Servicer Address
 
 

 
WELLS FARGO BANK, N.A. Loan No._____________________________
 
 
Borrower’s Name: _________________________________________________________
            ______________________________________________________________
Property Address: _________________________________________________________
 
Liquidation Type:  REO Sale
3rd Party Sale
Short Sale
                Charge Off
   
 
Was this loan granted a Bankruptcy deficiency or cramdown                 Yes                   No
                If “Yes”, provide deficiency or cramdown amount _______________________________
 
Liquidation and Acquisition Expenses:
 
(1)
Actual Unpaid Principal Balance of Mortgage Loan
$ ______________
(1)
(2)
Interest accrued at Net Rate
________________
(2)
(3)
Accrued Servicing Fees
________________
(3)
(4)
Attorney’s Fees
________________
(4)
(5)
Taxes (see page 2)
________________
(5)
(6)
Property Maintenance
________________
(6)
(7)
MI/Hazard Insurance Premiums (see page 2)
________________
(7)
(8)
Utility Expenses
________________
(8)
(9)
Appraisal/BPO
________________
(9)
(10)
Property Inspections
________________
(10)
(11)
FC Costs/Other Legal Expenses
________________
(11)
(12)
Other (itemize)
________________
(12)
 
Cash for Keys__________________________
________________
(12)
 
HOA/Condo Fees_______________________
________________
(12)
 
______________________________________
________________
(12)
 
Total Expenses
$ _______________
(13)
Credits:
     
(14)
Escrow Balance
$ _______________
(14)
(15)
HIP Refund
________________
(15)
(16)
Rental Receipts
________________
(16)
(17)
Hazard Loss Proceeds
________________
(17)
(18)
Primary Mortgage Insurance / Gov’t Insurance
________________
(18a)
HUD Part A
 
________________
(18b) 
HUD Part B
     
(19)
Pool Insurance Proceeds
________________
(19)
(20)
Proceeds from Sale of Acquired Property
________________
(20)
(21)
Other (itemize)
________________
(21)
 
_________________________________________
________________
(21)
 
Total Credits
$________________
(22)
 
Total Realized Loss (or Amount of Gain)
$________________
(23)


 
Escrow Disbursement Detail
 
Type
(Tax /Ins.)
Date Paid
Period of Coverage
Total Paid
Base Amount
Penalties
Interest
             
             
             
             
             
             
             
             


EXHIBIT H-4
 
REPORTING DATA FOR MODIFIED MORTGAGE LOANS
 
 
With respect to Modified Mortgage Loans and the related Distribution Date:
 
 
(a)
the following information with respect to all Mortgage Loans that became Modified Mortgage Loans during the related Collection Period:
 
 
(1)
Loan Number;
 
 
(2)
Loan Group;

 
(3)
Modification Date;
 
 
(4)
Unpaid Principal Balance Prior to Modification;
 
 
(5)
Unpaid Principal Balance Post Modification;
 
 
(6)
Scheduled Payment Prior to Modification;
 
 
(7)
Scheduled Payment Post Modification;
 
 
(8)
Scheduled Balloon Payment Amount Prior to Modification;
 
 
(9)
Scheduled Balloon Payment Amount Created by Modification;
 
 
(10)
Scheduled Balloon Payment Date Prior to Modification;
 
 
(11)
Scheduled Balloon Payment Date Created by Modification;
 
 
(12)
Mortgage Rate Prior to Modification;
 
 
(13)
Mortgage Rate Post Modification;
 
 
(14)
Maturity Date Prior to Modification;
 
 
(15)
Maturity Date Post Modification;
 
 
(16)
Number of Days Delinquent Prior to Modification;
 
 
(17)
Number of Days Delinquent Post Modification;
 
 
(18)
Delinquency Status Prior to Modification;
 
 
(19)
Delinquency Status Post Modification; and
 
 
(b)
the information listed in clause (a) above with respect to all Mortgage Loans that became Modified Mortgage Loans during Collection Periods prior to the related Collection Period.
 

EXHIBIT I
 
FORM OF TRUST RECEIPT AND INITIAL CERTIFICATION
 
[_________________, 200_]
 
U.S. Bank National Association
as Trustee for the
[Name of Series Trust]
Corporate Trust Services/Structured Finance
60 Livingston Avenue, EP MN WS3D
St. Paul, Minnesota 55107
 
Wells Fargo Bank, N.A.,
as Trust Administrator and Master Servicer for the
[Name of Series Trust]
9062 Old Annapolis Road,
Columbia, MD 21045
 
Credit Suisse First Boston Mortgage Securities Corp.
11 Madison Avenue
New York, New York 10010
Attention: Peter Sack
 
 
Re:
Custodial Agreement, dated as of [Cut-off Date of Series], among U.S. Bank National Association, as Trustee, Wells Fargo Bank, N.A., as Trust Administrator, and [_______________], as Custodian.
 
Ladies and Gentlemen:
 
In accordance with the provisions of Section 4 of the above-referenced Custodial Agreement, the undersigned, as the Custodian, hereby certifies as to each Mortgage Loan in the Mortgage Loan Schedule that (i) it has received the original Mortgage Note and Assignment of Mortgage with respect to each Mortgage Loan identified on the Mortgage Loan Schedule attached hereto and (ii) such Mortgage Note has been reviewed by it and appears regular on its face and relates to such Mortgage Loan.  The Custodian makes no representations as to (i) the validity, legality, enforceability, sufficiency, due authorization or genuineness of any of the documents contained in each Custodial File or of any of the Mortgage Loans or (ii) the collectability, insurability, effectiveness or suitability of any such Mortgage Loan.
 
The Custodian hereby confirms that it is holding each such Mortgage Note, Assignment of Mortgage and Assignment of Note as agent and bailee of, and custodian for the exclusive use and benefit, and subject to the sole direction, of the Trustee pursuant to the terms and conditions of the Custodial Agreement.
 
This Trust Receipt and Initial Certification is not divisible or negotiable.
 
The Custodian will accept and act on instructions with respect to the Mortgage Loans subject hereto upon surrender of this Trust Receipt and Initial Certification at its office at [CUSTODIAN ADDRESS], Attention:  Document Custodian.
 
Capitalized terms used herein shall have the meaning ascribed to them in the Custodial Agreement.
 
 
[_______________________________],
      as Custodian
 
 
By:
      Name:_________________________
      Title:__________________________
 


EXHIBIT J
 
FORM OF TRUST RECEIPT AND FINAL CERTIFICATION
 
[date]
 
U.S. Bank National Association
as Trustee for the
[Name of Series Trust]
Corporate Trust Services/Structured Finance
60 Livingston Avenue, EP MN WS3D
St. Paul, Minnesota 55107
 
Wells Fargo Bank, N.A.,
as Trust Administrator and Master Servicer for the
[Name of Series Trust]
9062 Old Annapolis Road,
Columbia, MD 21045
 
Credit Suisse First Boston Mortgage Securities Corp.
11 Madison Avenue
New York, New York 10010
Attention: Peter Sack
 
 
Re:
Custodial Agreement, dated as of [Cut-off Date of Series], among U.S. Bank National Association, as Trustee, Wells Fargo Bank, N.A., as Trust Administrator, and [____________________], as Custodian
 
Ladies and Gentlemen:
 
In accordance with the provisions of Section [5][6] of the above-referenced Custodial Agreement, the undersigned, as the Custodian, hereby certifies that as to each Mortgage Loan listed on the Mortgage Loan Schedule (other than any Mortgage Loan paid in full or any Mortgage Loan listed on the attachment hereto) it has reviewed the Custodial Files and has determined that (i) all documents required to be delivered to it pursuant to Sections 2(i)-(ix) of the Custodial Agreement are in its possession; (ii) such documents have been reviewed by it and appear regular on their face and related to such Mortgage Loan; (iii) all Assignments of Mortgage or intervening assignments of mortgage, as applicable, have been submitted for recording in the jurisdictions in which recording is necessary; and (iv) each Mortgage Note has been endorsed as provided in Section 2(ii) of the Custodial Agreement and each Mortgage has been assigned in accordance with Section 2(vi) of the Custodial Agreement.  The Custodian makes no representations as to (i) the validity, legality, enforceability, sufficiency, due authorization or genuineness of any of the documents contained in each Custodial File or of any of the Mortgage Loans or (ii) the collectability, insurability, effectiveness or suitability of any such Mortgage Loan.
 
The Custodian hereby confirms that it is holding each such Custodial File as agent and bailee of, and custodian for the exclusive use and benefit, and subject to the sole direction, of Trustee pursuant to the terms and conditions of the Custodial Agreement.
 
This Trust Receipt and Final Certification is not divisible or negotiable.
 
The Custodian will accept and act on instructions with respect to the Mortgage Loans subject hereto upon surrender of this Trust Receipt and Initial Certification at its office at [CUSTODIAN ADDRESS], Attention:  Document Custodian.
 
Capitalized terms used herein shall have the meaning ascribed to them in the Custodial Agreement.
 
 
[_______________________________],
       as Custodian
 
 
By:____________________________________
      Name:
      Title:


 
EXHIBIT K
 
FORM OF REQUEST FOR RELEASE
 
[date]
 
           To:  [Custodian]
 
In connection with the administration of the Mortgage Loans held by you as Custodian on behalf of the Trustee under the Series Supplement dated as of ___________________ and the Standard Terms of Pooling and Servicing Agreement dated August 1, 2007 (collectively, the “Agreement”) by and among the Depositor, the Seller(s), the Master Servicer, the Trust Administrator, the Special Servicer, the Modification Oversight Agent, the Trustee and the Servicers that are party to the Series Supplement, the undersigned hereby requests a release of the Mortgage File held by you as Custodian with respect to the following described Mortgage Loan for the reason indicated below.
 
           Mortgagor’s Name:
 
           Address:
 
           Loan No.:
 
           Reason for requesting file:
 
____
1.
Mortgage Loan paid in full.
(The Servicer hereby certifies that all amounts received in connection with the Mortgage Loan have been or will be credited to the Certificate Account pursuant to the Agreement.)
     
____
2.
Mortgage Loan repurchased. (The Servicer hereby certifies that the Purchase Price has been credited to the Certificate Account pursuant to the Agreement.)
     
____
3.
The Mortgage Loan is being foreclosed.
     
____
4.
Other.  (Describe)
The undersigned acknowledges that the above Mortgage File will be held by the undersigned in accordance with the provisions of the Agreement and will be returned, except if the Mortgage Loan has been paid in full or repurchased (in which case the Mortgage File will be retained by us permanently) when no longer required by us for such purpose.
 
Capitalized terms used herein shall have the meanings ascribed to them in the Agreement.
 
 
[NAME OF SERVICER]
 
 
By:
 
      Name:
 
      Title:


EXHIBIT L
 
FORM OF TRANSFEROR CERTIFICATE
 
[date]
 
Credit Suisse First Boston Mortgage Securities Corp.
11 Madison Avenue, 4th Floor
New York, New York 10010
Attention: Peter Sack
 
Wells Fargo Bank, N.A.,
as Trust Administrator for the
[Name of Series Trust]
9062 Old Annapolis Road,
Columbia, MD 21045
 
 
Re:
[__________________] Mortgage-Backed Pass-Through Certificates, Series 200_-__
             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 AR Certificate, we have no knowledge the Transferee is not a Permitted Transferee and (d) to the extent we are disposing of a Certificate in reliance upon Regulation S under the Act, that such transfer has been effected pursuant to and in accordance with Regulation S under the Act, and accordingly that:
 
 
(1)
the offer of the Certificates was not made to a person in the United States;
 
 
[(2)
at the time the buy order was originated, the transferee was outside the United States or we and any person acting on our behalf reasonably believed that the transferee was outside the United States;]*
 
 
[(2)
the transaction was executed in, on or through the facilities of a designated offshore securities market and neither us nor any person acting on our behalf knows that the transaction was prearranged with a buyer in the United States;]*
 
 
*  Insert one of these two provisions.
 
 
(3)
no directed selling efforts have been made in contravention of the requirements of Rule 903(b) or 904(b) of Regulation S, as applicable; and
 
 
(4)
the transaction is not part of a plan or scheme to evade the registration requirements of the Act.
 
 
Very truly yours,
 
   
 
Print Name of Transferor
 
 
By:
 
               Authorized Officer
 
EXHIBIT H-1
 
FORM OF SERVICER INFORMATION
 
           The following information will be emailed to the Master Servicer by each Servicer and to the Trust Administrator by the Master Servicer:
 
Column Name
Description
Decimal
Format Comment
Max Size
Each file requires the following fields:
     
SER_INVESTOR_NBR
A value assigned by the Servicer to define a group of loans.
 
Text up to 20 digits
20
LOAN_NBR
A unique identifier assigned to each loan by the investor.
 
Text up to 10 digits
10
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
SCHED_PAY_AMT
Scheduled monthly principal and scheduled interest payment that a borrower is expected to pay, P&I constant.
2
No commas(,) or dollar signs ($)
11
NOTE_INT_RATE
The loan interest rate as reported by the Servicer.
4
Max length of 6
6
NET_INT_RATE
The loan gross interest rate less the service fee rate as reported by the Servicer.
4
Max length of 6
6
SERV_FEE_RATE
The servicer’s fee rate for a loan as reported by the Servicer.
4
Max length of 6
6
SERV_FEE_AMT
The servicer’s fee amount for a loan as reported by the Servicer.
2
No commas(,) or dollar signs ($)
11
NEW_PAY_AMT
The new loan payment amount as reported by the Servicer.
2
No commas(,) or dollar signs ($)
11
NEW_LOAN_RATE
The new loan rate as reported by the Servicer.
4
Max length of 6
6
ARM_INDEX_RATE
The index the Servicer is using to calculate a forecasted rate.
4
Max length of 6
6
ACTL_BEG_PRIN_BAL
The borrower’s actual principal balance at the beginning of the processing cycle.
2
No commas(,) or dollar signs ($)
11
ACTL_END_PRIN_BAL
The borrower’s actual principal balance at the end of the processing cycle.
2
No commas(,) or dollar signs ($)
11
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
SERV_CURT_AMT_1
The first curtailment amount to be applied.
2
No commas(,) or dollar signs ($)
11
SERV_CURT_DATE_1
The curtailment date associated with the first curtailment amount.
 
MM/DD/YYYY
10
CURT_ADJ_ AMT_1
The curtailment interest on the first curtailment amount, if applicable.
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_DATE_2
The curtailment date associated with the second curtailment amount.
 
MM/DD/YYYY
10
CURT_ADJ_ AMT_2
The curtailment interest on the second curtailment amount, if applicable.
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
SERV_CURT_DATE_3
The curtailment date associated with the third curtailment amount.
 
MM/DD/YYYY
10
CURT_ADJ_AMT_3
The curtailment interest on the third curtailment amount, if applicable.
2
No commas(,) or dollar signs ($)
11
PIF_AMT
The loan “paid in full” amount as reported by the Servicer.
2
No commas(,) or dollar signs ($)
11
PIF_DATE
The paid in full date as reported by the Servicer.
 
MM/DD/YYYY
10
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, , 60=PIF, 63=Substitution, 65=Repurchase,70=REO
2
INT_ADJ_AMT
The amount of the interest adjustment as reported by the Servicer.
2
No commas(,) or dollar signs ($)
11
SOLDIER_SAILOR_ADJ_AMT
The Soldier and Sailor Adjustment amount, if applicable.
2
No commas(,) or dollar signs ($)
11
NON_ADV_LOAN_AMT
The Non Recoverable Loan Amount, if applicable.
2
No commas(,) or dollar signs ($)
11
LOAN_LOSS_AMT
The amount the Servicer is passing as a loss, if applicable.
2
No commas(,) or dollar signs ($)
11
Plus the following applicable fields:
     
SCHED_BEG_PRIN_BAL
The scheduled outstanding principal amount due at the beginning of the cycle date to be passed through to investors.
2
No commas(,) or dollar signs ($)
11
SCHED_END_PRIN_BAL
The scheduled principal balance due to investors at the end of a processing cycle.
2
No commas(,) or dollar signs ($)
11
SCHED_PRIN_AMT
The scheduled principal amount as reported by the Servicer for the current cycle -- only applicable for Scheduled/Scheduled Loans.
2
No commas(,) or dollar signs ($)
11
SCHED_NET_INT
The scheduled gross interest amount less the service fee amount for the current cycle as reported by the Servicer -- only applicable for Scheduled/Scheduled Loans.
2
No commas(,) or dollar signs ($)
11
ACTL_PRIN_AMT
The actual principal amount collected by the Servicer for the current reporting cycle -- only applicable for Actual/Actual Loans.
2
No commas(,) or dollar signs ($)
11
ACTL_NET_INT
The actual gross interest amount less the service fee amount for the current reporting cycle as reported by the Servicer -- only applicable for Actual/Actual Loans.
2
No commas(,) or dollar signs ($)
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 Servicer.
2
No commas(,) or dollar signs ($)
11
BREACH_FLAG
Flag to indicate if the repurchase of a loan is due to a breach of Representations and Warranties
 
Y=Breach
N=NO Breach
Let blank if N/A
1


EXHIBIT H-2
 
REPORTING DATA FOR DEFAULTED LOANS
 
*The column/header names in bold are the minimum fields Wells Fargo must receive from every Servicer
Column/Header Name
Description
Decimal
Format Comment
SERVICER_LOAN_NBR
A unique number assigned to a loan by the Servicer.  This may be different than the LOAN_NBR
   
LOAN_NBR
A unique identifier assigned to each loan by the originator.
   
CLIENT_NBR
Servicer Client Number
   
SERV_INVESTOR_NBR
Contains a unique number as assigned by an external servicer to identify a group of loans in their system.
   
BORROWER_FIRST_NAME
First Name of the Borrower.
   
BORROWER_LAST_NAME
Last name of the borrower.
   
PROP_ADDRESS
Street Name and Number of Property
   
PROP_STATE
The state where the  property located.
   
PROP_ZIP
Zip code where the property is located.
   
BORR_NEXT_PAY_DUE_DATE
The date that the borrower’s next payment is due to the servicer at the end of processing cycle, as reported by Servicer.
 
MM/DD/YYYY
LOAN_TYPE
Loan Type (i.e. FHA, VA, Conv)
   
BANKRUPTCY_FILED_DATE
The date a particular bankruptcy claim was filed.
 
MM/DD/YYYY
BANKRUPTCY_CHAPTER_CODE
The chapter under which the bankruptcy was filed.
   
BANKRUPTCY_CASE_NBR
The case number assigned by the court to the bankruptcy filing.
   
POST_PETITION_DUE_DATE
The payment due date once the bankruptcy has been approved by the courts
 
MM/DD/YYYY
BANKRUPTCY_DCHRG_DISM_DATE
The Date The Loan Is Removed From Bankruptcy. Either by Dismissal, Discharged and/or a Motion For Relief Was Granted.
 
MM/DD/YYYY
LOSS_MIT_APPR_DATE
The Date The Loss Mitigation Was Approved By The Servicer
 
MM/DD/YYYY
LOSS_MIT_TYPE
The Type Of Loss Mitigation Approved For A Loan Such As;
   
LOSS_MIT_EST_COMP_DATE
The Date The Loss Mitigation /Plan Is Scheduled To End/Close
 
MM/DD/YYYY
LOSS_MIT_ACT_COMP_DATE
The Date The Loss Mitigation Is Actually Completed
 
MM/DD/YYYY
FRCLSR_APPROVED_DATE
The date DA Admin sends a letter to the servicer with instructions to begin foreclosure proceedings.
 
MM/DD/YYYY
ATTORNEY_REFERRAL_DATE
Date File Was Referred To Attorney to Pursue Foreclosure
 
MM/DD/YYYY
FIRST_LEGAL_DATE
Notice of 1st legal filed by an Attorney in a Foreclosure Action
 
MM/DD/YYYY
FRCLSR_SALE_EXPECTED_DATE
The date by which a foreclosure sale is expected to occur.
 
MM/DD/YYYY
FRCLSR_SALE_DATE
The actual date of the foreclosure sale.
 
MM/DD/YYYY
FRCLSR_SALE_AMT
The amount a property sold for at the foreclosure sale.
2
No commas(,) or dollar signs ($)
EVICTION_START_DATE
The date the servicer initiates eviction of the borrower.
 
MM/DD/YYYY
EVICTION_COMPLETED_DATE
The date the court revokes legal possession of the property from the borrower.
 
MM/DD/YYYY
LIST_PRICE
The price at which an REO property is marketed.
2
No commas(,) or dollar signs ($)
LIST_DATE
The date an REO property is listed at a particular price.
 
MM/DD/YYYY
OFFER_AMT
The dollar value of an offer for an REO property.
2
No commas(,) or dollar signs ($)
OFFER_DATE_TIME
The date an offer is received by DA Admin or by the Servicer.
 
MM/DD/YYYY
REO_CLOSING_DATE
The date the REO sale of the property is scheduled to close.
 
MM/DD/YYYY
REO_ACTUAL_CLOSING_DATE
Actual Date Of REO Sale
 
MM/DD/YYYY
OCCUPANT_CODE
Classification of how the property is occupied.
   
PROP_CONDITION_CODE
A code that indicates the condition of the property.
   
PROP_INSPECTION_DATE
The date a  property inspection is performed.
 
MM/DD/YYYY
APPRAISAL_DATE
The date the appraisal was done.
 
MM/DD/YYYY
CURR_PROP_VAL
The current “as is” value of the property based on brokers price opinion or appraisal.
2
 
REPAIRED_PROP_VAL
The amount the property would be worth if repairs are completed pursuant to a broker’s price opinion or appraisal.
2
 
If applicable:
     
DELINQ_STATUS_CODE
FNMA Code Describing Status of Loan
   
DELINQ_REASON_CODE
The circumstances which caused a borrower to stop paying on a loan.  Code indicates the reason why the loan is in default for this cycle.
   
MI_CLAIM_FILED_DATE
Date Mortgage Insurance Claim Was Filed With Mortgage Insurance Company.
 
MM/DD/YYYY
MI_CLAIM_AMT
Amount of Mortgage Insurance Claim Filed
 
No commas(,) or dollar signs ($)
MI_CLAIM_PAID_DATE
Date Mortgage Insurance Company Disbursed Claim Payment
 
MM/DD/YYYY
MI_CLAIM_AMT_PAID
Amount Mortgage Insurance Company Paid On Claim
2
No commas(,) or dollar signs ($)
POOL_CLAIM_FILED_DATE
Date Claim Was Filed With Pool Insurance Company
 
MM/DD/YYYY
POOL_CLAIM_AMT
Amount of Claim Filed With Pool Insurance Company
2
No commas(,) or dollar signs ($)
POOL_CLAIM_PAID_DATE
Date Claim Was Settled and The Check Was Issued By The Pool Insurer
 
MM/DD/YYYY
POOL_CLAIM_AMT_PAID
Amount Paid On Claim By Pool Insurance Company
2
No commas(,) or dollar signs ($)
FHA_PART_A_CLAIM_FILED_DATE
Date FHA Part A Claim Was Filed With HUD
 
MM/DD/YYYY
FHA_PART_A_CLAIM_AMT
Amount of FHA Part A Claim Filed
2
No commas(,) or dollar signs ($)
FHA_PART_A_CLAIM_PAID_DATE
Date HUD Disbursed Part A Claim Payment
 
MM/DD/YYYY
FHA_PART_A_CLAIM_PAID_AMT
Amount HUD Paid on Part A Claim
2
No commas(,) or dollar signs ($)
FHA_PART_B_CLAIM_FILED_DATE
Date FHA Part B Claim Was Filed With HUD
 
MM/DD/YYYY
FHA_PART_B_CLAIM_AMT
Amount of FHA Part B Claim Filed
2
No commas(,) or dollar signs ($)
FHA_PART_B_CLAIM_PAID_DATE
Date HUD Disbursed Part B Claim Payment
 
MM/DD/YYYY
FHA_PART_B_CLAIM_PAID_AMT
Amount HUD Paid on Part B Claim
2
No commas(,) or dollar signs ($)
VA_CLAIM_FILED_DATE
Date VA Claim Was Filed With the Veterans Admin
 
MM/DD/YYYY
VA_CLAIM_PAID_DATE
Date Veterans Admin. Disbursed VA Claim Payment
 
MM/DD/YYYY
VA_CLAIM_PAID_AMT
Amount Veterans Admin. Paid on VA Claim
2
No commas(,) or dollar signs ($)
MOTION_FOR_RELIEF_DATE
The date the Motion for Relief was filed
10
MM/DD/YYYY
FRCLSR_BID_AMT
The foreclosure sale bid amount
11
No commas(,) or dollar signs ($)
FRCLSR_SALE_TYPE
The foreclosure sales results: REO, Third Party, Conveyance to HUD/VA
   
REO_PROCEEDS
The net proceeds from the sale of the REO property.
 
No commas(,) or dollar signs ($)
BPO_DATE
The date the BPO was done.
   
CURRENT_FICO
The current FICO score
   
HAZARD_CLAIM_FILED_DATE
The date the Hazard Claim was filed with the Hazard Insurance Company.
10
MM/DD/YYYY
HAZARD_CLAIM_AMT
The amount of the Hazard Insurance Claim filed.
11
No commas(,) or dollar signs ($)
HAZARD_CLAIM_PAID_DATE
The date the Hazard Insurance Company disbursed the claim payment.
10
MM/DD/YYYY
HAZARD_CLAIM_PAID_AMT
The amount the Hazard Insurance Company paid on the claim.
11
No commas(,) or dollar signs ($)
ACTION_CODE
Indicates loan status
 
Number
NOD_DATE
   
MM/DD/YYYY
NOI_DATE
   
MM/DD/YYYY
ACTUAL_PAYMENT_PLAN_START_DATE
   
MM/DD/YYYY
ACTUAL_PAYMENT_ PLAN_END_DATE
     
ACTUAL_REO_START_DATE
   
MM/DD/YYYY
REO_SALES_PRICE
   
Number
REALIZED_LOSS/GAIN
As defined in the Servicing Agreement
 
Number
 
The Loss Mit Type field should show the approved Loss Mitigation Code as follows:
o
ASUM-
Approved Assumption
o
BAP-
Borrower Assistance Program
o
CO-
Charge Off
o
DIL-
Deed-in-Lieu
o
FFA-
Formal Forbearance Agreement
o
MOD-
Loan Modification
o
PRE-
Pre-Sale
o
SS-
Short Sale
o
MISC-
Anything else approved by the PMI or Pool Insurer
 
NOTE: Wells Fargo Bank will accept alternative Loss Mitigation Types to those above, provided that they are consistent with industry standards.  If Loss Mitigation Types other than those above are used, the Servicer must supply Wells Fargo Bank with a description of each of the Loss Mitigation Types prior to sending the file.
 
The Occupant Code field should show the current status of the property code as follows:
 
o
Mortgagor
 
o
Tenant
 
o
Unknown
 
o
Vacant
 
 
The Property Condition field should show the last reported condition of the property as follows:
 
o
Damaged
 
o
Excellent
 
o
Fair
 
o
Gone
 
o
Good
 
o
Poor
 
o
Special Hazard
 
o
Unknown
 
The FNMA Delinquent Reason Code field should show the Reason for Delinquency as follows:

Delinquency Code
Delinquency Description
001
FNMA-Death of principal mortgagor
002
FNMA-Illness of principal mortgagor
003
FNMA-Illness of mortgagor’s family member
004
FNMA-Death of mortgagor’s family member
005
FNMA-Marital difficulties
006
FNMA-Curtailment of income
007
FNMA-Excessive Obligation
008
FNMA-Abandonment of property
009
FNMA-Distant employee transfer
011
FNMA-Property problem
012
FNMA-Inability to sell property
013
FNMA-Inability to rent property
014
FNMA-Military Service
015
FNMA-Other
016
FNMA-Unemployment
017
FNMA-Business failure
019
FNMA-Casualty loss
022
FNMA-Energy environment costs
023
FNMA-Servicing problems
026
FNMA-Payment adjustment
027
FNMA-Payment dispute
029
FNMA-Transfer of ownership pending
030
FNMA-Fraud
031
FNMA-Unable to contact borrower
INC
FNMA-Incarceration

 
The FNMA Delinquent Status Code field should show the Status of Default as follows:

Status Code
Status Description
09
Forbearance
17
Pre-foreclosure Sale Closing Plan Accepted
24
Government Seizure
26
Refinance
27
Assumption
28
Modification
29
Charge-Off
30
Third Party Sale
31
Probate
32
Military Indulgence
43
Foreclosure Started
44
Deed-in-Lieu Started
49
Assignment Completed
61
Second Lien Considerations
62
Veteran’s Affairs-No Bid
63
Veteran’s Affairs-Refund
64
Veteran’s Affairs-Buydown
65
Chapter 7 Bankruptcy
66
Chapter 11 Bankruptcy
67
Chapter 13 Bankruptcy
 

 
EXHIBIT M-1
 
FORM OF INVESTMENT LETTER
 
[date]
 
Credit Suisse First Boston Mortgage Securities Corp.
11 Madison Avenue, 4th Floor
New York, New York 10010
Attention: Peter Sack
 
Wells Fargo Bank, N.A.,
as Trust Administrator for the
[Name of Series Trust]
9062 Old Annapolis Road,
Columbia, MD 21045
 
 
Re:
[__________________] Mortgage-Backed Pass-Through Certificates, Series 200_-__
 
             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 are an “accredited 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 or arrangement that is subject to the Employee Retirement Income Security Act of 1974, as amended, or Section 4975 of the Internal Revenue Code of 1986, as amended, nor are we using the assets of any such plan or arrangement, (ii) we are providing an Opinion of Counsel which establishes to the reasonable satisfaction of the Trust Administrator that the purchase and holding of ERISA-Restricted Certificates by, on behalf of or with “plan assets” of such plan or arrangement will not result in non-exempt prohibited transactions under Section 406 of ERISA or Section 4975 of the Code, and will not subject the Depositor, the Trustee, the Trust Administrator, the Master Servicer or any other Servicer to any obligation in addition to those undertaken in this Agreement or (iii) if, in the case of ERISA-Restricted Certificates that have been the subject of an ERISA-Qualifying Underwriting, we are an insurance company, we are purchasing such Certificates with funds contained in an “insurance company general account” (as such term is defined in Section V(e) of Prohibited Transaction Class Exemption 95-60 (“PTCE 95-60”)) and our purchase and holding of such Certificates are covered under Sections I and III of PTCE 95-60, (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 Series Supplement dated as of ___________________ and the Standard Terms of Pooling and Servicing Agreement dated August 1, 2007 (collectively, the “Agreement”) by and among the Depositor, the Seller(s), the Master Servicer, the Trust Administrator, the Special Servicer, the Modification Oversight Agent, the Trustee and the Servicers that are party to the Series Supplement.
 
 
Very truly yours,
 
   
 
Print Name of Transferor
 
 
By:
 
                   Authorized Officer


 
EXHIBIT M-2
 
FORM OF RULE 144A LETTER
 
[date]
 
Credit Suisse First Boston Mortgage Securities Corp.
11 Madison Avenue, 4th Floor
New York, New York 10010
Attention: Peter Sack
 
Wells Fargo Bank, N.A.,
as Trust Administrator for the
[Name of Series Trust]
9062 Old Annapolis Road,
Columbia, MD 21045
 
 
Re:
[__________________] Mortgage-Backed Pass-Through Certificates, Series 200_-__
 
           Ladies and Gentlemen:
 
In connection with our acquisition of the above Certificates we certify that (a) we understand that the Certificates are not being registered under the Securities Act of 1933, as amended (the “Act”), or any state securities laws and are being transferred to us in a transaction that is exempt from the registration requirements of the Act and any such laws, (b) we have such knowledge and experience in financial and business matters that we are capable of evaluating the merits and risks of investments in the Certificates, (c) we have had the opportunity to ask questions of and receive answers from the Depositor concerning the purchase of the Certificates and all matters relating thereto or any additional information deemed necessary to our decision to purchase the Certificates, (d) either (i) we are not an employee benefit plan or arrangement that is subject to the Employee Retirement Income Security Act of 1974, as amended,  or Section 4975 of the Internal Revenue Code of 1986, as amended, nor are we using the assets of any such plan or arrangement, (ii) we are providing an Opinion of Counsel which establishes to the reasonable satisfaction of the Trust Administrator that the purchase and holding of ERISA-Restricted Certificates by, on behalf of or with “plan assets” of such plan will not result in a non-exempt prohibited transaction under Section 406 of ERISA or Section 4975 of the Code, and will not subject the Depositor, the Trustee, the Trust Administrator, the Master Servicer or any other Servicer to any obligation in addition to those undertaken in this Agreement or (iii) if, in the case of an ERISA-Restricted Certificates that have been the subject of an ERISA-Qualifying Underwriting, we are an insurance company, we are purchasing such Certificates with funds contained in an “insurance company general account” (as such term is defined in Section V(e) of Prohibited Transaction Class Exemption 95-60 (“PTCE 95-60”)) and our purchase and holding of such Certificates are covered under Sections I and III of PTCE 95-60, (e) we have not, nor has anyone acting on our behalf offered, transferred, pledged, sold or otherwise disposed of the Certificates, any interest in the Certificates or any other similar security to, or solicited any offer to buy or accept a transfer, pledge or other disposition of the Certificates, any interest in the Certificates or any other similar security from, or otherwise approached or negotiated with respect to the Certificates, any interest in the Certificates or any other similar security with, any person in any manner, or made any general solicitation by means of general advertising or in any other manner, or taken any other action, that would constitute a distribution of the Certificates under the Act or that would render the disposition of the Certificates a violation of Section 5 of the Act or require registration pursuant thereto, nor will act, nor has authorized or will authorize any person to act, in such manner with respect to the Certificates, (f) we are a “qualified institutional buyer” as that term is defined in Rule 144A under the Act (“Rule 144A”) and have completed either of the forms of certification to that effect attached hereto as Annex 1 or Annex 2, (g) we are aware that the sale to us is being made in reliance on Rule 144A, and (i) 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 (A) 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 (B) pursuant to another exemption from registration under the Act.
 
 
Very truly yours,
 
   
 
Print Name of Transferor
 
 
By:
 
            Authorized Officer
 


EXHIBIT M-3
 
FORM OF REGULATION S LETTER
 
Credit Suisse First Boston Mortgage Securities Corp.
11 Madison Avenue, 4th Floor
New York, New York 10010
Attention: Peter Sack
 
Wells Fargo Bank, N.A.,
as Trust Administrator for the
[Name of Series Trust]
9062 Old Annapolis Road,
Columbia, MD 21045
 
 
Re:
[__________________] Mortgage-Backed Pass-Through Certificates, Series 200  -   (the “Certificates”)
 
           Ladies and Gentlemen:
 
In connection with our acquisition of the above Certificates we certify that (a) we understand that the Certificates are not being registered under the Securities Act of 1933, as amended (the “Act”), or any state securities laws and are being transferred to us in a transaction that is exempt from the registration requirements of the Act and any such laws, (b) we have such knowledge and experience in financial and business matters that we are capable of evaluating the merits and risks of investments in the Certificates, (c) we have had the opportunity to ask questions of and receive answers from the Depositor concerning the purchase of the Certificates and all matters relating thereto or any additional information deemed necessary to our decision to purchase the Certificates, (d) either (i) we are not an employee benefit plan or arrangement that is subject to the Employee Retirement Income Security Act of 1974, as amended,  or Section 4975 of the Internal Revenue Code of 1986, as amended, nor are we using the assets of any such plan or arrangement, (ii) we are providing an Opinion of Counsel which establishes to the reasonable satisfaction of the Trust Administrator that the purchase and holding of ERISA-Restricted Certificates by, on behalf of or with “plan assets” of such plan will not result in a non-exempt prohibited transaction under Section 406 of ERISA or Section 4975 of the Code, and will not subject the Depositor, the Trustee, the Trust Administrator, the Master Servicer or any other Servicer to any obligation in addition to those undertaken in this Agreement or (iii) if, in the case of an ERISA-Restricted Certificates that have been the subject of an ERISA-Qualifying Underwriting, we are an insurance company, we are purchasing such Certificates with funds contained in an “insurance company general account” (as such term is defined in Section V(e) of Prohibited Transaction Class Exemption 95-60 (“PTCE 95-60”)) and our purchase and holding of such Certificates are covered under Sections I and III of PTCE 95-60, (e) we have not, nor has anyone acting on our behalf offered, transferred, pledged, sold or otherwise disposed of the Certificates, any interest in the Certificates or any other similar security to, or solicited any offer to buy or accept a transfer, pledge or other disposition of the Certificates, any interest in the Certificates or any other similar security from, or otherwise approached or negotiated with respect to the Certificates, any interest in the Certificates or any other similar security with, any person in any manner, or made any general solicitation by means of general advertising or in any other manner, or taken any other action, that would constitute a distribution of the Certificates under the Act or that would render the disposition of the Certificates a violation of Section 5 of the Act or require registration pursuant thereto, nor will act, nor has authorized or will authorize any person to act, in such manner with respect to the Certificates, (f) we are not a “U.S. person” within the meaning of Regulation S under the Act (a “Non-U.S. Person”), (g) we are aware that the sale to us is being made in reliance on Regulation S, and (h) we are acquiring the Certificates for our own account or for resale pursuant to Regulation S under the Act and further, understand that such Certificates may be resold, pledged or transferred only (A) 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, (B) to a Non-U.S. Person in accordance with Regulation S under the Act or (C) pursuant to another exemption from registration under the Act.
 
 
Very truly yours,
 
 
[Print Name of Transferee]
 
 
By:
 
Name:
Title:
 


EXHIBIT N
 
FORM OF TRANSFEREE AFFIDAVIT AND AGREEMENT
 
STATE OF
)
 
 
: ss.:
 
COUNTY OF
)
 
 
[NAME OF OFFICER], being first duly sworn, deposes and says:
 
1.           That he is [Title of Officer] or [Name of Owner] (record or beneficial owner (the “Owner”) of the Class [AR/AR-L] Certificates (the “Class [AR/AR-L] Certificates”)), a [savings institution] [corporation] duly organized and existing under the laws of [the State of  ] [the United States], on behalf of which he makes this affidavit and agreement.
 
2.           That the Owner (i) is not and will not be a “disqualified organization” as of [date of transfer] within the meaning of Section 860E(e)(5) of the Internal Revenue Code of 1986, as amended (the “Code”), (ii) will endeavor to remain other than a disqualified organization for so long as it retains its ownership interest in the Class [AR/AR-L] Certificates, and (iii) is acquiring the Class [AR/AR-L] Certificates for its own account.  A “Permitted Transferee” is any person other than a “disqualified organization.”  (For this purpose, a “disqualified organization” means the United States, any state or political subdivision thereof, any agency or instrumentality of any of the foregoing (other than an instrumentality all of the activities of which are subject to tax and, except for the Federal Home Loan Mortgage Corporation, a majority of whose board of directors is not selected by any such governmental entity) or any foreign government, international organization or any agency or instrumentality of such foreign government or organization, any rural electric or telephone cooperative, or any organization (other than certain farmers’ cooperatives) that is generally exempt from federal income tax unless such organization is subject to the tax on unrelated business taxable income).
 
3.           That the Owner is aware (i) of the tax that would be imposed on transfers of Class [AR/AR-L] Certificates to disqualified organizations under the Code; (ii) that such tax would be on the transferor, or, if such transfer is through an agent (which person includes a broker, nominee or middleman) for a non-Permitted Transferee, on the agent; (iii) that the person otherwise liable for the tax shall be relieved of liability for the tax if the transferee furnishes to such person an affidavit that the transferee is a Permitted Transferee and, at the time of transfer, such person does not have actual knowledge that the affidavit is false; and (iv) that the Class [AR/AR-L] Certificates may be “noneconomic residual interests” within the meaning of Treasury regulations promulgated pursuant to the Code and that the transferor of a noneconomic residual interest will remain liable for any taxes due with respect to the income on such residual interest, if a significant purpose of the transfer was to enable the transferor to impede the assessment or collection of tax.
 
4.           That the Owner is aware of the tax imposed on a “pass-through entity” holding Class [AR/AR-L] Certificates if at any time during the taxable year of the pass-through entity a non-Permitted Transferee is the record holder of an interest in such entity.  (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.)
 
5.           That the Owner is aware that the Trust Administrator will not register the Transfer of any Class [AR/AR-L] Certificates unless the transferee, or the transferee’s agent, delivers to it an affidavit and agreement, among other things, in substantially the same form as this affidavit and agreement.  The Owner expressly agrees that it will not consummate any such transfer if it knows or believes that any of the representations contained in such affidavit and agreement are false.
 
6.           That the Owner has reviewed the restrictions set forth on the face of the Class [AR/AR-L] Certificates and the provisions of Section 6.02 of the Series Supplement dated as of ___________________ and the Standard Terms of Pooling and Servicing Agreement dated August 1, 2007 (collectively, the “Agreement”) by and among the Depositor, the Seller(s), the Master Servicer, the Trust Administrator, the Special Servicer, the Modification Oversight Agent, the Trustee and the Servicers that are party to the Series Supplement, under which the Class [AR/AR-L] Certificates were issued.  The Owner expressly agrees to be bound by and to comply with such restrictions and provisions.
 
7.           That the Owner consents to any additional restrictions or arrangements that shall be deemed necessary upon advice of counsel to constitute a reasonable arrangement to ensure that the Class [AR/AR-L] Certificates will only be owned, directly or indirectly, by an Owner that is a Permitted Transferee.
 
8.           That the Owner’s Taxpayer Identification Number is ________________.
 
9.           That the Owner is a citizen or resident of the United States, a corporation, partnership or other entity created or organized in, or under the laws of, the United States, any State thereof or the District of Columbia, or an estate or trust whose income from sources without the United States is includable 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.
 
10.           That no purpose of the Owner relating to the purchase of the Class [AR/AR-L] Certificate by the Owner is or will be to impede the assessment or collection of tax.
 
11.           That the Owner has no present knowledge or expectation that it will be unable to pay any United States taxes owed by it so long as any of the Certificates remain outstanding.
 
12.           That the Owner has no present knowledge or expectation that it will become insolvent or subject to a bankruptcy proceeding for so long as any of the Certificates remain outstanding.
 
13.           That no purpose of the Owner relating to any sale of the Class [AR/AR-L] Certificate by the Owner will be to impede the assessment or collection of tax.
 
14.           The Owner hereby agrees to cooperate with the Trustee and to take any action required of it by the Code or Treasury regulations thereunder (whether now or hereafter promulgated) in order to create or maintain the REMIC status of the Trust Fund.
 
15.           That the Owner is not an employee benefit or other plan subject to the prohibited transaction provisions of the Employee Retirement Income Security Act of 1974, as amended (“ERISA”), or Section 4975 of the Internal Revenue Code of 1986, as amended (the “Code”) (a “Plan”), or any other person (including an investment manager, a named fiduciary or a trustee of any Plan) acting, directly or indirectly, on behalf of or purchasing any Certificate with “plan assets” of any Plan.
 
16.           The Owner hereby agrees that it will not take any action that could endanger the REMIC status of the Trust Fund or result in the imposition of tax on the Trust Fund unless counsel for, or acceptable to, the Trustee and the Trust Administrator has provided an opinion that such action will not result in the loss of such REMIC status or the imposition of such tax, as applicable.
 
17.           The Owner has provided financial statements or other financial information requested by the transferor in connection with the transfer of the Residual Certificates to permit the transferor to assess the financial capability of the Owner to pay any such taxes.
 
IN WITNESS WHEREOF, the Owner has caused this instrument to be executed on its behalf, pursuant to the authority of its Board of Directors, by its [Title of Officer] and its corporate seal to be hereunto attached, attested by its [Assistant] Secretary, this ____ day of ___________.
 
 
[NAME OF OWNER]
 
 
By:
 
           [Name of Officer]
 
           [Title of Officer]
 

 
[Corporate Seal]
 
ATTEST:
 

[Assistant] Secretary
 
Personally appeared before me the above-named [Name of Officer], known or proved to me to be the same person who executed the foregoing instrument and to be the [Title of Officer] of the Owner, and acknowledged to me that he executed the same as his free act and deed and the free act and deed of the Owner.
 
           Subscribed and sworn before me this _____ day of _______________________.
 
   
 
NOTARY PUBLIC
 
 
COUNTY OF
 
 
STATE OF
 
 
My Commission expires the _____ day of __________________, 20____.
 


EXHIBIT O
 
FORM OF TRANSFER CERTIFICATE
 
[date]
 
Credit Suisse First Boston Mortgage Securities Corp.
11 Madison Avenue, 4th Floor
New York, New York 10010
Attention:  Peter Sack
 
Wells Fargo Bank, N.A.,
as Trust Administrator for the
[Name of Series Trust]
9062 Old Annapolis Road,
Columbia, MD 21045
 
 
Re:
[_________________________] Mortgage Backed Pass Through Certificates, Series 200_ ___, Class AR (the “Certificates”)
 
           Ladies and Gentlemen:
 
This letter is delivered to you in connection with the sale by _________________ (the “Seller”) to ____________________________________ (the “Purchaser”) of a _______% Percentage Interest in the above referenced Certificates, pursuant to Section 6.02 of the Series Supplement dated as of ___________________ and the Standard Terms of Pooling and Servicing Agreement dated August 1, 2007 (collectively, the “Agreement”) by and among the Depositor, the Seller(s), the Master Servicer, the Trust Administrator, the Special Servicer, the Modification Oversight Agent, the Trustee and the Servicers that are party to the Series Supplement.  All terms used herein and not otherwise defined shall have the meanings set forth in the Agreement.  The Seller hereby certifies, represents and warrants to, and covenants with, the Depositor, the Trust Administrator and the Trustee that:
 
1.           No purpose of the Seller relating to sale of the Certificate by the Seller to the Purchaser is or will be to enable the Seller to impede the assessment or collection of any tax.
 
2.           The Seller understands that the Purchaser has delivered to the Trust Administrator a transfer affidavit and agreement in the form attached to the Agreement as Exhibit N.  The Seller does not know or believe that any representation contained therein is false.
 
3.           The Seller has no actual knowledge that the proposed Transferee is not a Permitted Transferee.
 
4.           The Seller has no actual knowledge that the Purchaser would be unwilling or unable to pay taxes due on its share of the taxable income attributable to the Certificate.
 
5.           The Seller has conducted a reasonable investigation of the financial condition of the Purchaser and, as a result of the investigation, found that the Purchaser has historically paid its debts as they came due, and found no significant evidence to indicate that the Purchaser will not continue to pay its debts as they come due in the future.
 
6.           The Purchaser has represented to the Seller that, if the Certificate constitutes a noneconomic residual interest, it (i) understands that as holder of a noneconomic residual interest it may incur tax liabilities in excess of any cash flows generated by the interest, and (ii) intends to pay taxes associated with its holding of the Certificate as they become due.
 
 
Very truly yours,
 
 
[SELLER]
 
 
By:
 
       Name:
 
       Title:


 
EXHIBIT P
 
FORM OF SPS MORTGAGE LOANS REPORT
 
DATA AND FORMAT TO BE PROVIDED BY SPS TO THE MASTER SERVICER
(in Excel format)
 
ALL SPS MORTGAGE LOANS
 
FIELD FORMAT
FIELD
Name*
Text
Lien Position *
Text/Number
FICO Score*
Number
Original Occupancy*
Text
Documentation*
Text
Purpose*
Text
Original Loan Amount*
Number
Original Appraisal Value*
Number
Original LTV*
Number
Original P&I*
Number
Original Interest Rate*
Number
First Payment Date*
MM/DD/YY
Origination Date*
MM/DD/YY
Originator*
Text
Loan Term*
Number
Product Type (adjustable rate or fixed rate)*
Text
Property Type*
Text
Street Address*
Text
City*
Text
Zip Code*
Text
State*
Text
MI Certificate Number*
Number
Prepayment Flag
Text
Prepayment Expiration Date
MM/DD/YY
Loan Number
Text
Deal Identifier by Loan
Text
Current Loan Amount
Number
Current LTV
Number
Current Interest Rate
Number
Last Interest Payment Date
MM/DD/YY
Current P&I Payment Amount
Number
Paid Off Code
Text
Scheduled Balance
Number
Calculation of Retained Yield by Loan Number (if applicable to the transaction)
Number
Reporting of Delinquency Status on Defaulted Mortgage Loans
Text
Current Market Value
Number
Date of Market Value
MM/DD/YY
As-is Value
Number
Repaired Value
Number
Type of Valuation
Text
Foreclosure Flag
Text
Bankruptcy Flag
Text
Date NOD sent to MI company
MM/DD/YY
Foreclosure Start Date (Referral Date)
MM/DD/YY
Scheduled Foreclosure Sale Date
MM/DD/YY
Foreclosure Actual Sale Date
MM/DD/YY
Actual Notice of Intent Date
MM/DD/YY
Actual First Legal Date
MM/DD/YY
Bankruptcy Chapter
Number
Actual Bankruptcy Start Date
MM/DD/YY
Actual Payment Plan Start and End Dates
MM/DD/YY
List Date
MM/DD/YY
List Price
Number
Vacancy/Occupancy Status
Text
Actual Eviction Start Date
MM/DD/YY
Actual Eviction Completion Date
MM/DD/YY
Actual REO Start Date
MM/DD/YY
Sales Price
Number
Actual Closing Date
MM/DD/YY
Net Sales Proceeds
Number
Mortgage Insurance Claim Filing Date
MM/DD/YY
Mortgage Insurance Proceeds Received
Number
Date Mortgage Insurance Proceeds Received
MM/DD/YY
Collection History
 
 

EXHIBIT Q
 
FORM OF SPS FORECLOSURE SETTLEMENT STATEMENT
 
REMIC #
 
Ending Interest Rate:
     
Original Amount of Loan:
 
Fixed or Adjustable:
     
UPB Accrued Int to frcl sale:
         
Advanced Delinquent Interest:
         
Date Borrower Paid To:
/  /
       
Borrower’s Name:
         
Property Address:
         
           
MSP Bank/Category
         
Note Date:
/  /
       
Date of REO:
/  /
       
Disposition Date:
/  /
       
           
   
Amount
Date of Valuation
Type of Valuation
     
Market Value
AS IS:
 
/  /
       
 
Repaired
           
Supplemental Value
AS IS:
 
/  /
       
 
Repaired
           
REO BPO Value:
   
/  /
       
List Price:
             
Sales Price:
             
               
 
Proceeds
 
Expenses*
       
List Price:
   
Servicing Advances:
       
Sales Price:
 
0.00
 
Payee 70R01 Acquisition:
   
Broker’s Commission:
     
Payee 75R60 REO:
   
Bonus Commission:
     
Payee 75R49 Foreclosure:
   
Lien Purchase/Paid Off:
     
Payee 75R36 Escrow:
   
Seller Closing Costs:
     
Payee 75R52 Bankruptcy:
   
Repair Costs:
     
Discrepancy Amount:
   
Seller Concessions:
     
Servicing Advance Total:
0.00 
Other Closing Costs:
   
Advances Applied After Liquidation:
     
     
Prior Additional Advances:
     
Net Proceeds:
 
0.00
Escrow Advance:
     
     
Interest on Advances:
     
Escrow Balance:
   
Other Advances:
     
Suspense Balance:
   
Servicing Advance Holdbacks:
     
Restricted Escrow:
     
Property Inspection:
   
Rental Income Received:
     
BPO:
   
Insurance Settlement Received:
     
Lender Placed Insurance:
   
Other:
     
Utilities:
   
       
REO Repair Costs:
   
Total Liquidation Proceeds:
0.00
Foreclosure Fees:
   
Total Liquidation Expenses:
0.00
Bankruptcy:
   
Net Liquidation Proceeds:
0.00
Eviction Costs:
   
Loan Principal Balance:
 
Transfer Tax:
   
Realized Gain/Loss Amount:
0.00
Reconveyance Fees:
   
Additional Proceeds Applied:
 
Demand Fee:
   
Prior Additional Proceeds:
 
Total Holdbacks:
0.00 
Loss Severity:
#DIV/0!
Other Fees (Including Fee Code B):
   
Notes:
 
UPB Accrued Interest to COE:
0.00
   
Advanced Delinquent Interest:
0.00
   
Stopped Delinquent Interest:
   
   
Deferred Interest:
   
   
Additional Interest:
   
   
Total Liquidation Expenses:
0.00
 

 
EXHIBIT R
 
RELEVANT SERVICING CRITERIA
 
The assessment of compliance to be delivered by the Master Servicer and the Trust Administrator shall address, at a minimum, the criteria identified as below as “Applicable Servicing Criteria” with respect to such party:
 
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.

Regulation AB Reference
Servicing Criteria
Servicers
Master Servicer
Trust Administrator

 
General Servicing Considerations
       

1122(d)(1)(i)
Policies and procedures are instituted to monitor any performance or other triggers and events of default in accordance with the transaction agreements.
X
X
X
1122(d)(1)(ii)
If any material servicing activities are outsourced to third parties, policies and procedures are instituted to monitor the third party’s performance and compliance with such servicing activities.
X
X
 
1122(d)(1)(iii)
Any requirements in the transaction agreements to maintain a back-up servicer for the Pool Assets are maintained.
     
1122(d)(1)(iv)
A fidelity bond and errors and omissions policy is in effect on the party participating in the servicing function throughout the reporting period in the amount of coverage required by and otherwise in accordance with the terms of the transaction agreements.
X
X
 
 
Cash Collection and Administration
     
1122(d)(2)(i)
Payments on pool assets are deposited into the appropriate custodial bank accounts and related bank clearing accounts no more than two business days following receipt, or such other number of days specified in the transaction agreements.
X
X
X
1122(d)(2)(ii)
Disbursements made via wire transfer on behalf of an obligor or to an investor are made only by authorized personnel.
X
X
X
1122(d)(2)(iii)
Advances of funds or guarantees regarding collections, cash flows or distributions, and any interest or other fees charged for such advances, are made, reviewed and approved as specified in the transaction agreements.
X
X
 
1122(d)(2)(iv)
The related accounts for the transaction, such as cash reserve accounts or accounts established as a form of over collateralization, are separately maintained (e.g., with respect to commingling of cash) as set forth in the transaction agreements.
X
X
X
1122(d)(2)(v)
Each custodial account is maintained at a federally insured depository institution as set forth in the transaction agreements. For purposes of this criterion, “federally insured depository institution” with respect to a foreign financial institution means a foreign financial institution that meets the requirements of Rule 13k-1(b)(1) of the Securities Exchange Act.
X
X
X
1122(d)(2)(vi)
Unissued checks are safeguarded so as to prevent unauthorized access.
X
   
1122(d)(2)(vii)
Reconciliations are prepared on a monthly basis for all asset-backed securities related bank accounts, including custodial accounts and related bank clearing accounts. These reconciliations are (A) mathematically accurate; (B) prepared within 30 calendar days after the bank statement cutoff date, or such other number of days specified in the transaction agreements; (C) reviewed and approved by someone other than the person who prepared the reconciliation; and (D) contain explanations for reconciling items. These reconciling items are resolved within 90 calendar days of their original identification, or such other number of days specified in the transaction agreements.
X
X
X
 
Investor Remittances and Reporting
     
1122(d)(3)(i)
Reports to investors, including those to be filed with the Commission, are maintained in accordance with the transaction agreements and applicable Commission requirements. Specifically, such reports (A) are prepared in accordance with timeframes and other terms set forth in the transaction agreements; (B) provide information calculated in accordance with the terms specified in the transaction agreements; (C) are filed with the Commission as required by its rules and regulations; and (D) agree with investors’ or the 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
   
1122(d)(4)(ii)
Pool assets  and related documents are safeguarded as required by the transaction agreements
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
   
1122(d)(4)(iv)
Payments on pool assets, including any payoffs, made in accordance with the related pool asset documents are posted to the Servicer’s obligor records maintained no more than two business days after receipt, or such other number of days specified in the transaction agreements, and allocated to principal, interest or other items (e.g., escrow) in accordance with the related pool asset documents.
X
   
1122(d)(4)(v)
The Servicer’s records regarding the pool assets agree with the Servicer’s records with respect to an obligor’s unpaid principal balance.
X
   
1122(d)(4)(vi)
Changes with respect to the terms or status of an obligor’s pool assets (e.g., loan modifications or re-agings) are made, reviewed and approved by authorized personnel in accordance with the transaction agreements and related pool asset documents.
X
   
1122(d)(4)(vii)
Loss mitigation or recovery actions (e.g., forbearance plans, modifications and deeds in lieu of foreclosure, foreclosures and repossessions, as applicable) are initiated, conducted and concluded in accordance with the timeframes or other requirements established by the transaction agreements.
X
   
1122(d)(4)(viii)
Records documenting collection efforts are maintained during the period a pool asset is delinquent in accordance with the transaction agreements. Such records are maintained on at least a monthly basis, or such other period specified in the transaction agreements, and describe the entity’s activities in monitoring delinquent pool assets including, for example, phone calls, letters and payment rescheduling plans in cases where delinquency is deemed temporary (e.g., illness or unemployment).
X
   
1122(d)(4)(ix)
Adjustments to interest rates or rates of return for pool assets with variable rates are computed based on the related pool asset documents.
X
   
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
 
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.
     

 
[NAME OF COMPANY]
 
Date:           _________________________
By:
Name:         ________________________________
Title:           ________________________________
 

EXHIBIT S
 

ADDITIONAL FORM 10-D DISCLOSURE
 
 
Item on Form 10-D
 
Party Responsible
 
Item 1: Distribution and Pool Performance Information
 
 
Information included in the [Monthly Statement]
 
Servicer
Master Servicer
Trust Administrator
 
Any information required by 1121 which is NOT included on the [Monthly Statement]
 
Depositor
 
Item 2: Legal Proceedings
Any legal proceeding pending against the following entities or their respective property, that is material to Certificateholders, including any proceeding sknown to be contemplated by governmental authorities:
 
 
▪ Issuing Entity (Trust Fund)
 
Trustee, Master Servicer, Trust Administrator and Depositor
 
▪ Sponsor (Seller)
 
Seller (if a party to the Agreement) or Depositor
 
▪ Depositor
 
Depositor
 
▪ Trustee
 
Trustee
 
▪ Trust Administrator
 
Trust Administrator
 
▪ Master Servicer
 
Master Servicer
 
▪ Custodian
 
Custodian
 
▪ 1110(b) Originator
 
Depositor
 
▪ Any 1108(a)(2) Servicer (other than the Master Servicer or Trust Administrator)
 
Servicer
 
▪ Any other party contemplated by 1100(d)(1)
 
Depositor
 
Item 3:  Sale 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
 
Item 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)
 
Trust Administrator
Trustee
 
Item 5:  Submission of Matters to a Vote of Security Holders
Information from Item 4 of Part II of Form 10-Q
 
Trust Administrator
Trustee
 
Item 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.
 
 
Item 7:  Significant Enhancement Provider Information
Item 1114(b)(2) – Credit Enhancement Provider Financial Information*
 
 
▪ Determining applicable disclosure threshold
 
Depositor
 
▪ Requesting required financial information (including any required accountants’ consent to the use thereof) or effecting incorporation by reference
 
Depositor
 
 
Item 1115(b) – Derivative Counterparty Financial Information*
 
 
▪ Determining current maximum probable exposure
 
Depositor
 
▪ Determining current significance percentage
 
Depositor
 
▪ Requesting required financial information (including any required accountants’ consent to the use thereof) or effecting incorporation by reference
 
Depositor
 
 
*This information need only be reported on the Form 10-D for the distribution period in which updated information is required pursuant to the Items.
 
 
Item 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
 
Any party responsible for the applicable Form 8-K Disclosure item
 
Item 9:  Exhibits
 
 
Monthly Statement to Certificateholders
 
Trust Administrator
 
Exhibits required by Item 601 of Regulation S-K, such as material agreements
 
Depositor
 
 

 
EXHIBIT T-1
 
FORM OF MONTHLY STATEMENT TO CERTIFICATEHOLDERS
 
(i)
With respect to each Class of Certificates which are not Notional Amount Certificates and, unless otherwise stated, the related Distribution Date:
 
 
(a)
the Initial Class Principal Balance of such Class as of the Cut-off Date;
 
 
(b)
the Class Principal Balance of such Class before giving effect to the distribution of principal and interest;
 
 
(c)
the amount of the related distribution on such Class allocable to interest;
 
 
(d)
the amount of the related distribution on such Class allocable to principal;
 
 
(e)
the sum of the principal and interest payable to such Class;
 
 
(f)
the Realized Loss allocable to such Class;
 
 
(g)
the Class Unpaid Interest Amount allocable to such Class;
 
 
(h)
the Class Principal Balance of such Class after giving effect to the distribution of principal and interest;
 
 
(i)
the Pass-Through Rate for such Class;
 
 
(j)
any Basis Risk Shortfall allocable to such Class, if such amount is greater than zero; and
 
 
(k)
any shortfall in principal allocable to such Class, if such amount is greater than zero.
 
(ii)
With respect to each Class of Certificates which are Notional Amount Certificates and, unless otherwise stated, the related Distribution Date:
 
 
(a)
the Notional Amount of such Class as of the Cut-off Date;
 
 
(b)
the Notional Amount of such Class before giving effect to the distribution of interest;
 
 
(c)
the amount of the related distribution on such Class allocable to interest;
 
 
(d)
the amount of the related distribution on such Class allocable to principal;
 
 
(e)
the sum of the principal and interest payable to such class;
 
 
(f)
the Realized Loss allocable to such Class;
 
 
(g)
the Class Unpaid Interest Amount allocable to such Class;
 
 
(h)
the Notional Amount of such Class after giving effect to the distribution of interest;
 
 
(i)
the Pass-Through Rate for such Class; and
 
 
(j)
any Basis Risk Shortfall allocable to such Class, if such amount is greater than zero.
 
(iii)
With respect to a $1000 factor of the Initial Class Principal Balance of each Class of Certificates which are not Notional Amount Certificates and the related Distribution Date:
 
 
(a)
the CUSIP number assigned to such Class;
 
 
(b)
the Class Principal Balance of such Class factor prior to giving effect to the distribution of principal and interest;
 
 
(c)
the amount of the related distribution allocable to interest on such Class factor;
 
 
(d)
the amount of the related distribution allocable to principal on such Class factor;
 
 
(e)
the sum of the principal and interest payable to such Class factor; and
 
 
(f)
the Class Principal Balance of such Class factor after giving effect to the distribution of principal and interest.
 
(iv)
With respect to a $1000 factor of the Initial Class Principal Balance of each Class of Certificates which are Notional Amount Certificates and the related Distribution Date:
 
 
(a)
the CUSIP number assigned to such Class;
 
 
(b)
the Notional Amount of such Class factor prior to giving effect to the distribution of interest;
 
 
(c)
the amount of the related distribution allocable to interest on such Class factor;
 
 
(d)
the amount of the related distribution allocable to principal on such Class factor;
 
 
(e)
the sum of the principal and interest payable to such Class factor;
 
 
(f)
the Notional Amount of such Class factor after giving effect to the distribution of interest;
 
(v)
With respect to each Loan Group, in the aggregate, and, unless otherwise stated, the related Distribution Date,
 
 
(a)
the Scheduled Payment of principal for such Loan Group;
 
 
(b)
the amount of Principal Prepayments allocable to such Loan Group;
 
 
(c)
the amount of principal allocable to such Loan Group as a result of repurchased Mortgage Loans in such Loan Group;
 
 
(d)
the Substitution Adjustment Amount allocable to such Loan Group;
 
 
(e)
the amount of Net Liquidation Proceeds allocable to such Loan Group;
 
 
(f)
the amount of Insurance Proceeds allocable to such Loan Group;
 
 
(g)
the amount of any other distributions allocable to principal for such Loan Group;
 
 
(h)
the number of Mortgage Loans in such Loan Group as of the first day of the related Collection Period;
 
 
(i)
the aggregate Stated Principal Balance of the Mortgage Loans in such Loan Group as of the first day of the related Collection Period;
 
 
(j)
the number of Mortgage Loans in such Loan Group as of the last day of the related Collection Period;
 
 
(k)
the aggregate Stated Principal Balance of the Mortgage Loans in such Loan Group as of the last day of the related Collection Period;
 
 
(l)
the Master Servicing Fee, by Loan Group;
 
 
(m)
the sum of the Servicing Fee, the Mortgage Guaranty Insurance Policy fees, if applicable and the [RMIC/TGIC/MGIC] PMI fees, if applicable, for such Loan Group;
 
 
(n)
the Trust Administrator Fee applicable to such Loan Group;
 
 
(o)
the amount of current Advances allocable to such Loan Group;
 
 
(p)
the amount of outstanding Advances allocable to such Loan Group;
 
 
(q)
the number and aggregate principal amounts of Mortgage Loans that were Delinquent, (1) 30 to 59 days, (2) 60 to 89 days and (3) 90 days or more, for such Loan Group, including Delinquent bankrupt Mortgage Loans but excluding foreclosure and REO Mortgage Loans;
 
 
(r)
the number and aggregate principal amounts of Mortgage Loans that are currently in bankruptcy, but not Delinquent, for such Loan Group;
 
 
(s)
the number and aggregate principal amounts of Mortgage Loans that are in foreclosure for such Loan Group;
 
 
(t)
the Rolling Three-Month Delinquency Rate for such Loan Group;
 
 
(u)
the number and aggregate principal amount of any REO properties as of the close of business on the Determination Date preceding such Distribution Date for such Loan Group;
 
 
(v)
current Realized Losses allocable to such Loan Group;
 
 
(w)
cumulative Realized Losses allocable to such Loan Group;
 
 
(x)
the weighted average term to maturity of the Mortgage Loans in such Loan Group as of the close of business on the last day of the calendar month preceding the related Distribution Date;
 
 
(y)
the number and principal amount of claims submitted under the Mortgage Guaranty Insurance Policy, as applicable;
 
 
(z)
the number and principal amount of claims paid under the [RMIC/TGIC/MGIC] PMI Policy, as applicable;
 
 
(aa)
the number of Mortgage Loans in such Loan Group that have Assigned Prepayment Premiums and for which prepayments were made during the related Collection Period, as applicable;
 
 
(bb)
the aggregate principal balance of Mortgage Loans in such Loan Group that have Assigned Prepayment Premiums and for which prepayments were made during the related Collection Period, as applicable;
 
 
(cc)
the aggregate amount of Assigned Prepayment Premiums collected for such Loan Group during the related Collection Period, as applicable;
 
 
(dd)
current Realized Losses allocated to each Mortgage Loan in such Loan Group that has previously been allocated a Realized Loss;
 
 
(ee)
cumulative Realized Losses allocated to each Mortgage Loan in such Loan Group that has previously been allocated a Realized Loss;
 
 
(ff)
current Recoveries allocable to such Loan Group;
 
 
(gg)
cumulative Recoveries allocable to such Loan Group;
 
 
(hh)
current aggregate Stated Principal Balance of Qualified Substitute Mortgage Loans substituted for Deleted Mortgage Loans in such Loan Group;
 
 
(ii)
cumulative aggregate Stated Principal Balance of Qualified Substitute Mortgage Loans substituted for Deleted Mortgage Loans in such Loan Group; and
 
 
(jj)
with respect to all of the Mortgage Loans, in the aggregate, and, unless otherwise stated, the related Distribution Date, for each Servicer that is servicing any of such Mortgage Loans, the aggregate Stated Principal Balance of Mortgage Loans being serviced by such Servicer as of such Distribution Date.
 
(vi)
With respect to each overcollateralized Group of Certificates and, unless otherwise stated, the related Distribution Date:
 
 
(a)
the Targeted Overcollateralization Amount for such Group;
 
 
(b)
the Overcollateralization Amount for such Group;
 
 
(c)
the Overcollateralization Deficiency for such Group;
 
 
(d)
the Overcollateralization Release Amount for such Group;
 
 
(e)
the Monthly Excess Interest for such Group;
 
 
(f)
the amount of any payment to the [Class __-X] Certificates related to such Group; and
 
 
(g)
if applicable, the Excess Interest Amount from an unrelated Group of Certificates that provides additional credit enhancement to the related overcollateralized Group of Certificates.
 
(vii)
With respect to Modified Mortgage Loans and the related Distribution Date:

 
(a)
the following information with respect to all Mortgage Loans that became Modified Mortgage Loans during the related Collection Period:
 
 
(1)
Loan Number;
 
 
(2)
Loan Group;
 
 
(3)
Modification Date;
 
 
(4)
Unpaid Principal Balance Prior to Modification;
 
 
(5)
Unpaid Principal Balance Post Modification;
 
 
(6)
Scheduled Payment Prior to Modification;
 
 
(7)
Scheduled Payment Post Modification;
 
 
(8)
Scheduled Balloon Payment Amount Prior to Modification;
 
 
(9)
Scheduled Balloon Payment Amount Created by Modification;
 
 
(10)
Scheduled Balloon Payment Date Prior to Modification;
 
 
(11)
Scheduled Balloon Payment Date Created by Modification;
 
 
(12)
Mortgage Rate Prior to Modification;
 
 
(13)
Mortgage Rate Post Modification;
 
 
(14)
Maturity Date Prior to Modification;
 
 
(15)
Maturity Date Post Modification;
 
 
(16)
Number of Days Delinquent Prior to Modification;
 
 
(17)
Number of Days Delinquent Post Modification;
 
 
(18)
Delinquency Status Prior to Modification;
 
 
(19)
Delinquency Status Post Modification; and
 
 
(b)
the information listed in clause (a) above with respect to all Mortgage Loans that became Modified Mortgage Loans during Collection Periods prior to the related Collection Period.
 

 EXHIBIT T-2
 
FIELDS FOR MONTHLY LOAN LEVEL DATA REPORT
 
 
(1)
Loan ID
 
(2)
Pool ID
 
(3)
Loan Closing Date
 
(4)
Deal Closing Date
 
(5)
Credit Score
 
(6)
Documentation Type
 
(7)
Occupancy Type
 
(8)
Original Interest Rate
 
(9)
Original Loan Bal
 
(10)
Original Securitized Bal
 
(11)
Original Amortization Term
 
(12)
LTV Rate
 
(13)
Comb LTV Rate
 
(14)
Appraisal
 
(15)
Purchase Price
 
(16)
DTI Rate
 
(17)
PP Flag
 
(18)
Prepayment Penalty Term
 
(19)
Product Type
 
(20)
Property State
 
(21)
Property Type
 
(22)
Loan Purpose Type
 
(23)
Lien Position Type
 
(24)
CLTV Rate
 
(25)
Cutoff Date
 
(26)
Loan Age Count
 
(27)
Interest Rate
 
(28)
Beg Prin Bal
 
(29)
Delq Bucket
 
(30)
End Prin Bal
 
(31)
Servicer
 
(32)
Intcalc Type
 
(33)
Rate Type
 
(34)
IO Term
 
(35)
Margin
 
(36)
Orig Term
 
(37)
R Term
 
(38)
Zfra Period
 
(39)
Mth Roll
 
(40)
Init Rate Cp
 
(41)
Per Rate Cp
 
(42)
Per Pay Cp
 
(43)
Life Rate Cp
 
(44)
Rate Max
 
(45)
Rate Min
 
(46)
Ngm Type
 
(47)
Ngm Amt
 
(48)
Rate Freq
 
(49)
Pay Freq
 
(50)
Dnext Rate
 
(51)
Prop Zip
 
(52)
Pmi Type
 
(53)
Silent 2nd
 
(54)
Simultaneous 2nd
 
(55)
Bln Type
 
(56)
Group
 
(57)
Pldg Type
 
(58)
Pldg Amt
 
(59)
Eltv
 
(60)
Svc Rate
 
(61)
Net Wac
 
(62)
Heloc
 
(63)
Cnv Type
 
(64)
Orig P&I
 
(65)
P&I
 
(66)
Next Due
 
(67)
Maturity Date
 
(68)
Escrow Flag
 
(69)
First Pay Down
 
(70)
Note Date
 
(71)
PMI Coverage Percent
 
(72)
LPMI
 
(73)
Initial Pay Adjust
 
(74)
Index
 
(75)
First Pay Adjust Date
 
(76)
Next Pay Adjust Date
 
(77)
First Rate Adjust Date
 
(78)
Next Rate Adjust Date
 
(79)
Negam Indicator
 
(80)
Act Bal
 
(81)
Draw
 
(82)
DrawPrd
 
(83)
Credit Limit
 

 
EXHIBIT U
 
 
 
FORM 8-K DISCLOSURE INFORMATION
 
Item on Form 8-K
 
Party Responsible
 
Item 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
 
All parties (as to themselves)
 
Item 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.
 
All parties (as to themselves)
 
Item 1.03- Bankruptcy or Receivership
Disclosure is required regarding the bankruptcy or receivership, with respect to any of the following:
 
Depositor
 
▪ Sponsor (Seller)
 
Depositor/Sponsor (Seller)
 
▪ Depositor
 
Depositor
 
▪ Master Servicer
 
Master Servicer
 
▪ Affiliated Servicer
 
Servicer
 
▪ Other Servicer servicing 20% or more of the pool assets at the time of the report
 
Servicer
 
▪ Other material servicers
 
Servicer
 
▪ Trustee
 
Trustee
 
▪ Trust Administrator
 
Trust Administrator
 
▪ Significant Obligor
 
Depositor
 
▪ Credit Enhancer (10% or more)
 
Depositor
 
▪ Derivative Counterparty
 
Depositor
 
▪ Custodian
 
Custodian
 
Item 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 monthly statements to the certificateholders.
 
Depositor
Master Servicer
Trust Administrator
 
Item 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 Agreement.
 
Trust Administrator
Depositor
 
Item 5.03- Amendments of Articles of Incorporation or Bylaws; Change of Fiscal Year
Disclosure is required of any amendment “to the governing documents of the issuing entity”.
 
Depositor
 
Item 6.01- ABS Informational and Computational Material
 
Depositor
 
Item 6.02- Change of Servicer or Trust Administrator
Requires disclosure of any removal, replacement, substitution or addition of any master servicer, affiliated servicer, other servicer servicing 10% or more of pool assets at time of report, other material servicers or trustee.
 
Master Servicer/Trust Administrator/Depositor/
Servicer/Trustee
 
Reg AB disclosure about any new servicer or master servicer is also required.
 
Servicer/Master Servicer/Depositor
 
Reg AB disclosure about any new Trustee is also required.
 
Trustee
 
Item 6.03- Change in Credit Enhancement or 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.
 
Depositor/Trust Administrator
 
Reg AB disclosure about any new enhancement provider is also required.
 
Depositor
 
Item 6.04- Failure to Make a Required Distribution
 
Trust Administrator
 
Item 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
 
Item 7.01- Reg FD Disclosure
 
All parties (as to themselves)
 
Item 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 certificateholders.
 
Depositor
 
Item 9.01- Financial Statements and Exhibits
 
Responsible party for reporting/disclosing the financial statement or exhibit
 


EXHIBIT V
 
FORM OF BACK-UP CERTIFICATION
 
 
Re:
The Series Supplement dated as of ___________________ and the Standard Terms of Pooling and Servicing Agreement dated August 1, 2007 (collectively, the “Agreement”) by and among the Depositor, the Seller(s), the Master Servicer, the Trust Administrator, the Special Servicer, the Modification Oversight Agent, the Trustee and the Servicers that are party to the Series Supplement.
 
I, _______________________, the ________________________ of [NAME OF COMPANY] (the “Company”), certify to the Depositor, the Master Servicer, the Trust Administrator, and their officers, with the knowledge and intent that they will rely upon this certification, that:
 
(1)           I have reviewed (i) the servicer compliance statement of the Company provided in accordance with Section 13.06 of the Agreement (the “Compliance Statement”), (ii) the report on assessment of the Company’s compliance with the servicing criteria provided in accordance with Section 13.07 of the Agreement, (iii) the registered public accounting firm’s attestation report provided in accordance with Section 13.08 of the Agreement (the “Attestation Report”), and all servicing reports, officer’s certificates and other information relating to the servicing of the Mortgage Loans by the Company during 200[ ] that were delivered by the Company to the Trust Administrator pursuant to the Agreement (collectively, the “Company Servicing Information”);
 
(2)           Based, on my knowledge, the Company Servicing Information, taken as a whole, does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in the light of the circumstances under which such statements were made, not misleading with respect to the period of time covered by the Company Servicing Information;
 
(3)           Based on my knowledge, all of the Company Servicing Information required to be provided by the Company under the Agreement has been provided to the Trust Administrator;
 
(4)           I am responsible for reviewing the activities performed by the Company as servicer under the Agreement, and based on my knowledge and the compliance review conducted in preparing the Compliance Statement and except as disclosed in the Compliance Statement, the Servicing Assessment or the Attestation Report, the Company has fulfilled its obligations under the Agreement in all material respects; and
 
(5)           The Compliance Statement required to be delivered by the Company pursuant to the Agreement, and the Servicing Assessment and Attestation Report required to be provided by the Company and any Sub-Servicer or Subcontractor pursuant to the Agreement, have been provided to Trust Administrator.  Any material instances of noncompliance described in such reports have been disclosed to Trust Administrator.  Any material instance of noncompliance with the Servicing Criteria has been disclosed in such reports.
 
By:____________________________
Name:
Title
 
Date:
 

 
EXHIBIT W
 
ADDITIONAL DISCLOSURE NOTIFICATION
 
Wells Fargo Bank, N.A.
Old Annapolis Road
Columbia, Maryland 21045
Fax: (410) 715-2380
Email: cts.sec.notifications@wellsfargo.com
 
Attn:  Corporate Trust Services- CSFBMSC, [Name of Series Trust], Adjustable Rate Mortgage-Backed Pass-Through Certificates, [Series Name]–SEC REPORT PROCESSING
 
Credit Suisse First Boston Mortgage Securities Corp.
Eleven Madison Avenue
New York, New York 10010
RE: **Additional Form [10-D][10-K][8-K] Disclosure** Required
 
Ladies and Gentlemen:
 
In accordance with Article XIII of the Series Supplement dated as of ___________________ and the Standard Terms of Pooling and Servicing Agreement dated August 1, 2007 (collectively, the “Agreement”) by and among the Depositor, the Seller(s), the Master Servicer, the Trust Administrator, the Special Servicer, the Modification Oversight Agent, the Trustee and the Servicers that are party to the Series Supplement, 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:
 
 

EXHIBIT X
 
[FORM OF] SUBSEQUENT TRANSFER AGREEMENT
 
THIS SUBSEQUENT TRANSFER AGREEMENT, dated as of [________] (this “Subsequent Transfer Agreement”), is entered into by and among CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP., a Delaware corporation, as depositor (the “Depositor”), DLJ MORTGAGE CAPITAL, INC., a Delaware corporation, in its capacity as seller under the Pooling and Servicing Agreement referred to below (the “Seller”), [__________________], a [national banking association], as trustee (the “Trustee”) and [__________________], a [national banking association], in its capacity as trust administrator (the “Trust Administrator”) and in its capacity as master servicer (the “Master Servicer”).
 
WHEREAS, the parties hereto are also among the parties to the Series Supplement dated as of [___________________] and the Standard Terms of Pooling and Servicing Agreement dated August 1, 2007 (collectively, the “Pooling and Servicing Agreement”) by and among the Depositor, the Seller(s), the Master Servicer, the Trust Administrator, the Special Servicer, the Modification Oversight Agent, the Trustee and the Servicers that are party to the Series Supplement, in relation to the Credit Suisse First Boston Mortgage Securities Corp., Adjustable Rate Mortgage Trust 20[__]-[__], Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 20[__]-[__];
 
WHEREAS, Section 2.01(f) of the Pooling and Servicing Agreement provides for the parties hereto to enter into this Subsequent Transfer Agreement in accordance with the terms and conditions of the Pooling and Servicing Agreement;
 
NOW, THEREFORE, in consideration of the premises and for other good and valuable consideration the receipt and adequacy of which are hereby acknowledged the parties hereto agree as follows:
 
(i)           The “Subsequent Cut-off Date” and “Subsequent Transfer Date” with respect to this Subsequent Transfer Agreement shall be [______] 1, 20[__] and [______] [25], 20[__], respectively.
 
(ii)           The “Aggregate Subsequent Purchase Amount” with respect to this Subsequent Transfer Agreement shall be $[__________]; provided, however, that such amount shall not exceed the amount on deposit in the Prefunding Account.
 
(iii)           The Subsequent Mortgage Loans conveyed on the Subsequent Transfer Date shall satisfy the pool characteristics for the Trust Fund identified in Section 2.01(f) of the Pooling and Servicing Agreement.
 
(iv)           In case any provision of this Subsequent Transfer Agreement shall be invalid, illegal or unenforceable, the validity, legality and enforceability of the remaining provisions or obligations shall not in any way be affected or impaired thereby.
 
(v)           In the event of any conflict between the provisions of this Subsequent Transfer Agreement and the Pooling and Servicing Agreement, the provisions of the Pooling and Servicing Agreement shall prevail.  Capitalized terms used herein and not otherwise defined have the meanings in the Pooling and Servicing Agreement.
 
(vi)           The Seller hereby sells, transfers, assigns, sets over and otherwise conveys to the Depositor, without recourse, all right title and interest in the Subsequent Mortgage Loans identified in Schedule A, including all interest and principal due on or with respect to such Subsequent Mortgage Loans on or after the Subsequent Cut-off Date and all interest and principal payments on such Subsequent Mortgage Loans received prior to the Subsequent Cut-off Date in respect of installments of interest and principal due thereafter, but not including principal and interest due on such Subsequent Mortgage Loans prior to the Subsequent Cut-off Date, any insurance policies in respect of such Subsequent Mortgage Loans and all proceeds of any of the foregoing.
 
(vii)           The Depositor hereby sells, transfers, assigns, sets over and otherwise conveys to the Trustee in trust for the benefit of the Certificateholders, without recourse, all right title and interest in the Subsequent Mortgage Loans identified in Schedule A, including all interest and principal due on or with respect to such Subsequent Mortgage Loans on or after the Subsequent Cut-off Date and all interest and principal payments on such Subsequent Mortgage Loans received prior to the Subsequent Cut-off Date in respect of installments of interest and principal due thereafter, but not including principal and interest due on such Subsequent Mortgage Loans prior to the Subsequent Cut-off Date, any insurance policies in respect of such Subsequent Mortgage Loans and all proceeds of any of the foregoing.
 
(viii)                      This Subsequent Transfer Agreement shall be governed by, and shall be construed and enforced in accordance with the laws of the State of New York.
 
(ix)           The Subsequent Transfer Agreement may be executed in one or more counterparts, each of which so executed and delivered shall be deemed an original, but all such counterparts together shall constitute but one and the same instrument.
 
IN WITNESS WHEREOF, the parties to this Subsequent Transfer Agreement have caused their names to be signed hereto by their respective officers thereunto duly authorized as of the day and year first above written.
 
 
CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP.,
 
 as Depositor
 
 
By:
 
Name:
 
Title:
 
 
DLJ MORTGAGE CAPITAL, INC.,
 
as Seller
 
 
By:
 
Name:
 
Title:
 
 
[TRUSTEE NAME],
 
not in its individual capacity, but
solely as Trustee
 
 
By:
 
Name:
 
Title:
 
 
[TRUST ADMINISTRATOR NAME],
 
as Trust Administrator and Master Servicer
 
 
By:
 
Name:
 
Title:
 


EXHIBIT Y
 
ADDITIONAL FORM 10-K DISCLOSURE
 

ADDITIONAL FORM 10-K DISCLOSURE
Item on Form 10-K
Party Responsible
Item 1B: Unresolved Staff Comments
 
Depositor
 
Item 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
 
Any party responsible for disclosure items on Form 8-K
 
Item 15:  Exhibits, Financial Statement Schedules
 
Trust Administrator
Depositor
 
Reg AB Item 1112(b):  Significant Obligors of Pool Assets
 
 
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.
 
 
Reg AB Item 1114(b)(2):  Credit Enhancement Provider Financial Information
 
 
▪ Determining applicable disclosure threshold
 
Depositor
 
▪ Requesting required financial information (including any required accountants’ consent to the use thereof) or effecting incorporation by reference
 
Depositor
 
 
*This information need only be reported on the Form 10-D for the distribution period in which updated information is required pursuant to the Items.
 
 
Reg AB Item 1115(b):  Derivative Counterparty Financial Information
 
 
▪ Determining current maximum probable exposure
 
Depositor
 
▪ Determining current significance percentage
 
Depositor
 
▪ Requesting required financial information (including any required accountants’ consent to the use thereof) or effecting incorporation by reference
 
Depositor
 
*This information need only be reported on the Form 10-D for the distribution period in which updated information is required pursuant to the Items.
 
 
Reg AB Item 1117: Legal Proceedings
Any legal proceeding pending against the following entities or their respective property, that is material to Certificateholders, including any proceeding sknown to be contemplated by governmental authorities:
 
 
▪ Issuing Entity (Trust Fund)
 
Trustee, Master Servicer, Trust Administrator and Depositor
 
▪ Sponsor (Seller)
 
Seller (if a party to the Agreement) or Depositor
 
▪ Depositor
 
Depositor
 
▪ Trustee
 
Trustee
 
▪ Trust Administrator
 
Trust Administrator
 
▪ Master Servicer
 
Master Servicer
 
▪ Custodian
 
Custodian
 
▪ 1110(b) Originator
 
Depositor
 
▪ Any 1108(a)(2) Servicer (other than the Master Servicer or Trust Administrator)
 
Servicer
 
▪ Any other party contemplated by 1100(d)(1)
 
Depositor
 
Reg AB Item 1119:  Affiliations and Relationships
 
 
Whether (a) the Sponsor (Seller), Depositor or Issuing Entity is an affiliate of the following parties, and (b) to the extent known and material, any of the following parties are affiliated with one another:
 
 
Depositor as to (a)
Sponsor/Seller as to (a)
 
▪ Master Servicer
 
Master Servicer
 
▪ Trust Administrator
 
Trust Administrator
 
▪ Trustee
 
Trustee
 
▪ Any other 1108(a)(3) servicer
 
Servicer
 
▪ Any 1110 Originator
 
Depositor/Sponsor
 
▪ Any 1112(b) Significant Obligor
 
Depositor/Sponsor
 
▪ Any 1114 Credit Enhancement Provider
 
Depositor/Sponsor
 
▪ Any 1115 Derivate Counterparty Provider
 
Depositor/Sponsor
 
▪ Any other 1101(d)(1) material party
 
Depositor/Sponsor
 
Whether there are any “outside the ordinary course business arrangements” other than would be obtained in an arm’s length transaction between (a) the Sponsor (Seller), Depositor or Issuing Entity on the one hand, and (b) any of the following parties (or their affiliates) on the other hand, that exist currently or within the past two years and that are material to a Certificateholder’s understanding of the Certificates:
 
Depositor as to (a)
Sponsor/Seller as to (a)
 
▪ Master Servicer
 
Master Servicer
 
▪ Trust Administrator
 
Trust Administrator
 
▪ Trustee
 
Trustee
 
▪ Any other 1108(a)(3) servicer
 
Servicer
 
▪ Any 1110 Originator
 
Depositor/Sponsor
 
▪ Any 1112(b) Significant Obligor
 
Depositor/Sponsor
 
▪ Any 1114 Credit Enhancement Provider
 
Depositor/Sponsor
 
▪ Any 1115 Derivate Counterparty Provider
 
Depositor/Sponsor
 
▪ Any other 1101(d)(1) material party
 
Depositor/Sponsor
 
Whether there are any specific relationships involving the transaction or the pool assets between (a) the Sponsor (Seller), Depositor or Issuing Entity on the one hand, and (b) any of the following parties (or their affiliates) on the other hand, that exist currently or within the past two years and that are material:
 
Depositor as to (a)
Sponsor/Seller as to (a)
 
▪ Master Servicer
 
Master Servicer
 
▪ Trust Administrator
 
Trust Administrator
 
▪ Trustee
 
Trustee
 
▪ Any other 1108(a)(3) servicer
 
Servicer
 
▪ Any 1110 Originator
 
Depositor/Sponsor
 
▪ Any 1112(b) Significant Obligor
 
Depositor/Sponsor
 
▪ Any 1114 Credit Enhancement Provider
 
Depositor/Sponsor
 
▪ Any 1115 Derivate Counterparty Provider
 
Depositor/Sponsor
 
▪ Any other 1101(d)(1) material party
 
Depositor/Sponsor
 


EXHIBIT Z
 
FORM OF CERTIFICATION
REGARDING SUBSTITUTION OF DEFECTIVE MORTGAGE LOANS
 
OFFICER’S CERTIFICATE OF DLJ MORTGAGE CAPITAL, INC.
 
[__________], 200_
 
I, ____________, hereby certify that I am the duly authorized officer of DLJ Mortgage Capital, Inc., a Delaware corporation (“DLJMC”), and further certify that each of the Mortgage Loans substituted by DLJMC on _______________, 20[___] were in violation of the terms of the Mortgages related thereto.
 
Capitalized terms used but not defined herein have the meanings ascribed to them in the Series Supplement dated as of ___________________ and the Standard Terms of Pooling and Servicing Agreement dated August 1, 2007 (collectively, the “Agreement”) by and among the Depositor, the Seller(s), the Master Servicer, the Trust Administrator, the Special Servicer, the Modification Oversight Agent, the Trustee and the Servicers that are party to the Series Supplement.
 
 
DLJ MORTGAGE CAPITAL, INC.
 
 
 
____________________________________
Name:
Title:
 


SCHEDULE I
 
MORTGAGE LOAN SCHEDULE
 
(As set forth in the Series Supplement)
 

 
SCHEDULE IIA
 
Representations and Warranties of Seller – DLJ Mortgage Capital, Inc.
 
DLJMC Mortgage Capital, Inc. (“DLJ”), in its capacity as Seller, hereby makes the representations and warranties set forth in this Schedule IIA to the Depositor, the Trustee and the Trust Administrator, as of the Closing Date, or if so specified herein, as of the Cut-off Date or such other date as may be specified.  DLJMC is a corporation duly organized, validly existing and in good standing under the laws of the state of its incorporation;
 
(i)           DLJMC has full corporate power to own its property, to carry on its business as presently conducted and to enter into and perform its obligations under this Agreement;
 
(ii)           the execution and delivery by DLJMC of this Agreement have been duly authorized by all necessary corporate action on the part of DLJMC; and neither the execution and delivery of this Agreement, nor the consummation of the transactions herein contemplated hereby, nor compliance with the provisions hereof, will conflict with or result in a breach of, or constitute a default under, any of the provisions of any law, governmental rule, regulation, judgment, decree or order binding on DLJMC or its properties or the certificate of incorporation or by-laws of DLJMC, except those conflicts, breaches or defaults which would not reasonably be expected to have a material adverse effect on DLJMC’s ability to enter into this Agreement and to consummate the transactions contemplated hereby;
 
(iii)           the execution, delivery and performance by DLJMC of this Agreement and the consummation of the transactions contemplated hereby do not require the consent or approval of, the giving of notice to, the registration with, or the taking of any other action in respect of, any state, federal or other governmental authority or agency, except those consents, approvals, notices, registrations or other actions as have already been obtained, given or made and, in connection with the recordation of the Mortgages, powers of attorney or assignments of Mortgages not yet completed;
 
(iv)           this Agreement has been duly executed and delivered by DLJMC and, assuming due authorization, execution and delivery by the Trustee, the Trust Administrator, the Master Servicer, the Servicers, the Special Servicer, the Modification Oversight Agent and the Depositor, constitutes a valid and binding obligation of DLJMC enforceable against it in accordance with its terms (subject to applicable bankruptcy and insolvency laws and other similar laws affecting the enforcement of the rights of creditors generally); and
 
(v)           to the knowledge of DLJMC, there are no actions, litigation, suits or proceedings pending or threatened against DLJMC before or by any court, administrative agency, arbitrator or governmental body (i) with respect to any of the transactions contemplated by this Agreement or (ii) with respect to any other matter which in the judgment of DLJMC if determined adversely to DLJMC would reasonably be expected to materially and adversely affect DLJMC’s ability to perform its obligations under this Agreement; and DLJMC is not in default with respect to any order of any court, administrative agency, arbitrator or governmental body so as to materially and adversely affect the transactions contemplated by this Agreement.
 

 
SCHEDULE IIB
 
Representations and Warranties of Master Servicer – Wells Fargo Bank, N.A.
 
Wells Fargo Bank, N.A. (“Wells Fargo”), in its capacity as Master Servicer, hereby makes the representations and warranties set forth in this Schedule IIB to the Depositor, the Trust Administrator and the Trustee, as of the Closing Date, or if so specified herein, as of the Cut-off Date or such other date as may be specified.
 
(i)           Wells Fargo is a national banking association duly formed, validly existing and in good standing and is qualified under the laws of each state where required by applicable law or is otherwise exempt under applicable law from such qualification.
 
(ii)           Wells Fargo has all requisite organizational power, authority and capacity to enter into the Agreement and to perform the obligations required of it thereunder.  The Agreement (assuming the due authorization and execution of the Agreement by the other parties thereto) constitutes a valid and legally binding agreement of Wells Fargo enforceable in accordance with its terms, except as such enforceability may be limited by bankruptcy, insolvency, moratorium, reorganization and similar laws, and by equitable principles affecting the enforceability of the rights of creditors.
 
(iii)           None of the execution and delivery of the Agreement, the consummation of any other transaction contemplated therein, or the fulfillment of or compliance with the terms of the Agreement, will result in the breach of, or constitute a default under, any term or provision of the organizational documents of Wells Fargo or conflict with, result in a material breach, violation or acceleration of or constitute a material default under, the terms of any indenture or other agreement or instrument to which Wells Fargo is a party or by which it is bound, or any statute, order, judgment, or regulation applicable to Wells Fargo of any court, regulatory body, administrative agency or governmental body having jurisdiction over Wells Fargo.
 
(iv)           There is no action, suit, proceeding or investigation pending, or to Wells Fargo’s knowledge threatened, against Wells Fargo before any court, administrative agency or other tribunal (a) asserting the invalidity of the Agreement, (b) seeking to prevent the consummation of any of the transactions contemplated thereby or (c) which might materially and adversely affect the performance by Wells Fargo of its obligations under, or the validity or enforceability of, the Agreement.
 
(v)           No consent, approval, authorization or order of any court, regulatory body or governmental agency or court is required, under state or federal law prior to the execution, delivery and performance by Wells Fargo of the Agreement or the consummation of the transactions contemplated by the Agreement.
 

 
SCHEDULE IIC
 
Representations and Warranties of Servicer, Special Servicer and Modification Oversight Agent – Select Portfolio Servicing, Inc.
 
Select Portfolio Servicing, Inc. (“SPS”), in its capacities as Servicer, Special Servicer and Modification Oversight Agent, hereby makes the representations and warranties set forth in this Schedule IIC to the Depositor, the Trustee, the Trust Administrator and the Master Servicer, as of the Closing Date, or if so specified herein, as of the Cut-off Date or such other date as may be specified.
 
(i)           SPS is a corporation duly formed, validly existing and in good standing under the laws of the jurisdiction of its incorporation and is qualified under the laws of each state where required by applicable law or is otherwise exempt under applicable law from such qualification.
 
(ii)           SPS has all requisite corporate power, authority and capacity to enter into the Agreement and to perform the obligations required of it thereunder.  The Agreement (assuming the due authorization and execution of the Agreement by the other parties thereto) constitutes a valid and legally binding agreement of SPS enforceable in accordance with its terms, except as such enforceability may be limited by bankruptcy, insolvency, moratorium, reorganization and similar laws, and by equitable principles affecting the enforceability of the rights of creditors.
 
(iii)           None of the execution and delivery of the Agreement, the consummation of any other transaction contemplated therein, or the fulfillment of or compliance with the terms of the Agreement, will result in the breach of, or constitute a default under, any term or provision of the organizational documents of SPS or conflict with, result in a material breach, violation or acceleration of or constitute a material default under, the terms of any indenture or other agreement or instrument to which SPS is a party or by which it is bound, or any statute, order, judgment, or regulation applicable to SPS of any court, regulatory body, administrative agency or governmental body having jurisdiction over SPS.
 
(iv)           There is no action, suit, proceeding or investigation pending, or to SPS’s knowledge threatened, against SPS before any court, administrative agency or other tribunal (a) asserting the invalidity of the Agreement, (b) seeking to prevent the consummation of any of the transactions contemplated thereby or (c) which might reasonably be expected to materially and adversely affect the performance by SPS of its obligations under, or the validity or enforceability of, the Agreement.
 
(v)           No consent, approval, authorization or order of any court, regulatory body or governmental agency or court is required, under state or federal law prior to the execution, delivery and performance by SPS of the Agreement or the consummation of the transactions contemplated by the Agreement.
 
(vi)           With respect to each SPS Serviced Mortgage Loan and to the extent SPS has serviced any of the SPS Serviced Mortgage Loans prior to the date of the Agreement, SPS has fully furnished, in accordance with the Fair Credit Reporting Act and its implementing regulations, accurate and complete information (e.g., favorable and unfavorable) on its borrower credit files to Equifax, Experian and Trans Union Credit Information Company, on a monthly basis.
 

 
SCHEDULE IID
 
Representations and Warranties of Servicer – Wells Fargo Bank, N.A.
 
Wells Fargo Bank, N.A. (“Wells Fargo”), in its capacity as Servicer, hereby makes the representations and warranties set forth in this Schedule IID to the Depositor, the Trustee and the Trust Administrator, as of the Closing Date, or if so specified herein, as of the Cut-off Date or such other date as may be specified.
 
(i)           Wells Fargo is a national banking association duly organized and in good standing under the laws of the United States and is qualified under the laws of each state where required by applicable law or is otherwise exempt under applicable law from such qualification.
 
(ii)           Wells Fargo has all requisite corporate power, authority and capacity to enter into the Agreement and to perform the obligations required of it thereunder.  The Agreement (assuming the due authorization and execution of the Agreement by the other parties thereto) constitutes a valid and legally binding agreement of Wells Fargo enforceable in accordance with its terms, except as such enforceability may be limited by liquidation, conservatorship and similar laws administered by the FDIC affecting the contract obligations of insured banks, and by equitable principles affecting the enforceability of the rights of creditors.
 
(iii)           None of the execution and delivery of the Agreement, the consummation of any other transaction contemplated therein, or the fulfillment of or compliance with the terms of the Agreement, will result in the breach of, or constitute a default under, any term or provision of the organizational documents of Wells Fargo or conflict with, result in a material breach, violation or acceleration of or constitute a material default under, the terms of any indenture or other agreement or instrument to which Wells Fargo is a party or by which it is bound, or any statute, order, judgment, or regulation applicable to Wells Fargo of any court, regulatory body, administrative agency or governmental body having jurisdiction over Wells Fargo.
 
(iv)           There is no action, suit, proceeding or investigation pending, or to Wells Fargo’s knowledge threatened, against Wells Fargo before any court, administrative agency or other tribunal (a) asserting the invalidity of the Agreement, (b) seeking to prevent the consummation of any of the transactions contemplated thereby or (c) which might materially and adversely affect the performance by Wells Fargo of its obligations under, or the validity or enforceability of, the Agreement.
 
(v)           No consent, approval, authorization or order of any court, regulatory body or governmental agency or court is required, under state or federal law prior to the execution, delivery and performance by Wells Fargo of the Agreement or the consummation of the transactions contemplated by the Agreement.
 

SCHEDULE IIE
 
Representations and Warranties of Servicer – GreenPoint Mortgage Funding, Inc.
 
GreenPoint, in its capacity as Servicer, hereby makes the representations and warranties set forth in this Schedule IIE to the Depositor, the Trustee, the Trust Administrator and the Master Servicer, as of the Closing Date, or if so specified herein, as of the Cut-off Date or such other date as may be specified.
 
(i)           GreenPoint is a corporation duly formed, validly existing and in good standing under the laws of the jurisdiction of its incorporation and is qualified under the laws of each state where required by applicable law or is otherwise exempt under applicable law from such qualification.
 
(ii)           GreenPoint has all requisite corporate power, authority and capacity to enter into the Agreement and to perform the obligations required of it thereunder.  The Agreement (assuming the due authorization and execution of the Agreement by the other parties thereto) constitutes a valid and legally binding agreement of GreenPoint enforceable in accordance with its terms, except as such enforceability may be limited by bankruptcy, insolvency, moratorium, reorganization and similar laws, and by equitable principles affecting the enforceability of the rights of creditors.
 
(iii)           None of the execution and delivery of the Agreement, the consummation of any other transaction contemplated therein, or the fulfillment of or compliance with the terms of the Agreement, will result in the breach of, or constitute a default under, any term or provision of the organizational documents of GreenPoint or conflict with, result in a material breach, violation or acceleration of or constitute a material default under, the terms of any indenture or other agreement or instrument to which GreenPoint is a party or by which it is bound, or any statute, order, judgment, or regulation applicable to GreenPoint of any court, regulatory body, administrative agency or governmental body having jurisdiction over GreenPoint.
 
(iv)           There is no action, suit, proceeding or investigation pending, or to GreenPoint’s knowledge threatened, against GreenPoint before any court, administrative agency or other tribunal (a) asserting the invalidity of the Agreement, (b) seeking to prevent the consummation of any of the transactions contemplated thereby or (c) which might reasonably be expected to materially and adversely affect the performance by GreenPoint of its obligations under, or the validity or enforceability of, the Agreement.
 
(v)           No consent, approval, authorization or order of any court, regulatory body or governmental agency or court is required, under state or federal law prior to the execution, delivery and performance by GreenPoint of the Agreement or the consummation of the transactions contemplated by the Agreement.
 
(vi)           With respect to each GreenPoint Serviced Mortgage Loan, GreenPoint has fully furnished, in accordance with the Fair Credit Reporting Act and its implementing regulations, accurate and complete information (e.g., favorable and unfavorable) on its borrower credit files to Equifax, Experian and Trans Union Credit Information Company, on a monthly basis.
 

SCHEDULE IIF
 
Representations and Warranties of Servicer – Washington Mutual Mortgage Securities Corp.
 
WMMSC, in its capacity as a Servicer, hereby makes the representations and warranties set forth in this Schedule IIF to the Depositor, the Trustee and the Trust Administrator, as of the Closing Date, or if so specified herein, as of the Cut-off Date or such other date as may be specified.
 
(i)           WMMSC is a corporation duly incorporated, validly existing and in good standing  under the laws of the jurisdiction of its incorporation and is qualified under the laws of each state where required by applicable law or is otherwise exempt under applicable law from such qualification.
 
(ii)           WMMSC has all requisite corporate power, authority and capacity to enter into the Agreement and to perform the obligations required of it thereunder.  The Agreement (assuming the due authorization and execution of the Agreement by the other parties thereto) constitutes a valid and legally binding agreement of WMMSC enforceable in accordance with its terms, except as such enforceability may be limited by bankruptcy, insolvency, moratorium, reorganization and similar laws, and by equitable principles affecting the enforceability of the rights of creditors.
 
(iii)           None of the execution and delivery of the Agreement, the consummation of any other transaction contemplated therein, or the fulfillment of or compliance with the terms of the Agreement, will result in the breach of, or constitute a default under, any term or provision of the organizational documents of WMMSC or conflict with, result in a material breach, violation or acceleration of or constitute a material default under, the terms of any indenture or other agreement or instrument to which WMMSC is a party or by which it is bound, or any statute, order, judgment, or regulation applicable to WMMSC of any court, regulatory body, administrative agency or governmental body having jurisdiction over WMMSC.
 
(iv)           There is no action, suit, proceeding or investigation pending, or to WMMSC’s knowledge threatened, against WMMSC before any court, administrative agency or other tribunal (a) asserting the invalidity of the Agreement, (b) seeking to prevent the consummation of any of the transactions contemplated thereby or (c) which might materially and adversely affect the performance by WMMSC of its obligations under, or the validity or enforceability of, the Agreement.
 
(v)           No consent, approval, authorization or order of any court, regulatory body or governmental agency or court is required, under state or federal law prior to the execution, delivery and performance by WMMSC of the Agreement or the consummation of the transactions contemplated by the Agreement.
 
(vi)           With respect to each WMMSC Serviced Mortgage Loan, WMMSC has caused the related Sub-Subservicer to furnish information regarding its borrower credit files to credit reporting agencies on a monthly basis in compliance with the provisions of the Fair Credit Reporting Act and its implementing regulations applicable to WMMSC.
 

SCHEDULE III
 
Representations and Warranties of DLJMC – Mortgage Loans
 
DLJMC, in its capacity as Seller, hereby makes the representations and warranties set forth in this Schedule III to the Depositor, the Trustee and the Trust Administrator, as of the Closing Date, or if so specified herein, as of the Cut-off Date or such other date as may be specified, with respect to the Mortgage Loans identified on Schedule I hereto, except as specified herein.
 
 
(i)
The information set forth in Schedule I, with respect to the Mortgage Loans, is complete, true and correct in all material respects;
 
 
(ii)
No Mortgage Loan is 30 days or more contractually Delinquent in payment and there are no material defaults under the terms of any Mortgage Loan;
 
 
(iii)
All taxes, governmental assessments, insurance premiums, water, sewer and municipal charges, leasehold payments or ground rents which previously became due and owing have been paid, or escrow funds have been established in an amount sufficient to pay for every such escrowed item which remains unpaid and which has been assessed but is not yet due and payable;
 
 
(iv)
The terms of the Mortgage Note and the Mortgage have not been impaired, waived, altered or modified in any respect, except by written instruments which have been recorded or sent for recording to the extent any such recordation is required by law, or, necessary to protect the interest of the Depositor. No other instrument of waiver, alteration or modification has been executed, and no Mortgagor has been released, in whole or in part, from the terms thereof except in connection with an assumption agreement and which assumption agreement is part of the Mortgage File and the terms of which are reflected in Schedule IA; the substance of any such waiver, alteration or modification has been approved by the issuer of any related Mortgage Guaranty Insurance Policy and title insurance policy, to the extent required by the related policies;
 
 
(v)
The Mortgage Note and the Mortgage are not subject to any right of rescission, set-off, counterclaim or defense, including, without limitation, the defense of usury, nor will the operation of any of the terms of the Mortgage Note or the Mortgage, or the exercise of any right thereunder, render 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;
 
 
(vi)
All buildings or other customarily insured improvements upon the Mortgaged Property are insured by an insurer acceptable under the FNMA Guides, against loss by fire, hazards of extended coverage and such other hazards as are provided for in the FNMA Guides or by FHLMC, as well as all additional requirements set forth in Section 4.09 of this Agreement. All such standard hazard policies are in full force and effect and on the date of origination contained a standard mortgagee clause naming DLJMC and its successors in interest and assigns as loss payee and such clause is still in effect and all premiums due thereon have been paid.  If required by the Flood Disaster Protection Act of 1973, as amended, the Mortgage Loan is covered by a flood insurance policy meeting the requirements of the current guidelines of the Federal Insurance Administration which policy conforms to FNMA and FHLMC requirements, as well as all additional requirements set forth in Section 4.09 of this Agreement.  Such policy was issued by an insurer acceptable under FNMA or FHLMC guidelines.  The Mortgage obligates the Mortgagor thereunder to maintain all such insurance at the Mortgagor’s cost and expense, and on the Mortgagor’s failure to do so, authorizes the holder of the Mortgage to maintain such insurance at the Mortgagor’s cost and expense and to seek reimbursement therefor from the Mortgagor;
 
 
(vii)
Each Mortgage Loan at the time it was made complied in all material respects with all applicable local, state and federal laws, including, without limitation, usury, equal credit opportunity, disclosure, recording and all applicable predatory and abusive lending laws;
 
 
(viii)
The related Mortgage is a valid, subsisting, enforceable and perfected first lien on the Mortgaged Property, including for Mortgage Loans that are not Cooperative Loans, all buildings on the Mortgaged Property and all installations and mechanical, electrical, plumbing, heating and air conditioning systems affixed to such buildings, and all additions, alterations and replacements made at any time with respect to the foregoing securing the Mortgage Note’s original principal balance.  The Mortgage and the Mortgage Note do not contain any evidence of any security interest or other interest or right thereto.  Such lien is free and clear of all adverse claims, liens and encumbrances having priority over the first lien, as applicable, of the Mortgage subject only to (1) the lien of non-delinquent current real property taxes and assessments not yet due and payable, (2) covenants, conditions and restrictions, rights of way, easements and other matters of the public record as of the date of recording which are acceptable to mortgage lending institutions generally and either (A) which are referred to or otherwise considered in the appraisal made for the originator of the Mortgage Loan, or (B) which do not adversely affect the appraised value of the Mortgaged Property as set forth in such appraisal, and (3) other matters to which like properties are commonly subject which do not materially interfere with the benefits of the security intended to be provided by the Mortgage or the use, enjoyment, value or marketability of the related Mortgaged Property. Any security agreement, chattel mortgage or equivalent document related to and delivered in connection with the Mortgage Loan establishes and creates a valid, subsisting, enforceable and perfected first lien and first priority security interest on the property described therein, and the Seller has the full right to sell and assign the same to the Depositor;
 
 
(ix)
The Mortgage Note and the related Mortgage are original and genuine and each is the legal, valid and binding obligation of the maker thereof, enforceable in all respects in accordance with its terms subject to bankruptcy, insolvency, moratorium, reorganization and other laws of general application affecting the rights of creditors and by general equitable principles;
 
 
(x)
DLJMC or its affiliate is the sole owner of record and holder of the Mortgage Loan and the indebtedness evidenced by the Mortgage Note.  Immediately prior to the transfer and assignment to the Depositor on the Closing Date, the Mortgage Loan, including the Mortgage Note and the Mortgage, were not subject to an assignment or pledge, and DLJMC had good and marketable title to and was the sole owner thereof and had full right to transfer and sell the Mortgage Loan to the Depositor free and clear of any encumbrance, equity, lien, pledge, charge, claim or security interest and has the full right and authority subject to no interest or participation of, or agreement with, any other party, to sell and assign the Mortgage Loan and following the sale of the Mortgage Loan, the Depositor will own such Mortgage Loan free and clear of any encumbrance, equity, participation interest, lien, pledge, charge, claim or security interest;
 
 
(xi)
There are no mechanics’ or similar liens or claims which have been filed for work, labor or material (and no rights are outstanding that under law could give rise to such liens) affecting the related Mortgaged Property which are or may be liens prior to or equal to the lien of the related Mortgage;
 
 
(xii)
All improvements subject to the Mortgage which were considered in determining the appraised value of the Mortgaged Property lie wholly within the boundaries and building restriction lines of the Mortgaged Property (and wholly within the project with respect to a condominium unit) except for de minimis encroachments permitted by the FNMA Guide and which have been noted on the appraisal or the title policy affirmatively insures against loss or damage by reason of any violation, variation or encroachment adverse circumstances which is either disclosed or would have been disclosed by an accurate survey, and no improvements on adjoining properties encroach upon the Mortgaged Property except those which are insured against by the title insurance policy referred to in clause (v) above or are acceptable under FNMA or FHLMC guidelines and all improvements on the property comply with all applicable zoning and subdivision laws and ordinances;
 
 
(xiii)
The Mortgaged Property is not subject to any material damage by waste, fire, earthquake, windstorm, flood or other casualty.  At origination of the Mortgage Loan there was, and there currently is, no proceeding pending for the total or partial condemnation of the Mortgaged Property;
 
 
(xiv)
Each Mortgage Loan has been serviced in all material respects in compliance with accepted servicing practices;
 
 
(xv)
With respect to each Cooperative Loan, the related Mortgage is a valid, enforceable and subsisting first security interest on the related Cooperative Shares securing the related Mortgage Note, subject only to (a) liens of the Cooperative Property for unpaid assessments representing the Mortgagor’s pro rata share of the Cooperative Property’s payments for its blanket mortgage, current and future real property taxes, insurance premiums, maintenance fees and other assessments to which like collateral is commonly subject and (b) other matters to which like collateral is commonly subject which do not materially interfere with the benefits of the security intended to be provided by the Security Agreement.  There are no liens against or security interest in the Cooperative Shares relating to each Cooperative Loan (except for unpaid maintenance, assessments and other amounts owed to the related Cooperative Property which individually or in the aggregate will not have a material adverse effect on such Cooperative Loan), which have priority over DLJMC’s security interest in such Cooperative Shares;
 
 
(xvi)
The Mortgage Loan complies with all terms, conditions and requirements of the originator’s underwriting standards in effect at the time of origination of such Mortgage Loan;
 
 
(xvii)
Each Mortgage Loan constitutes a qualified mortgage under Section 860G(a)(3)(A) of the Code and Treasury Regulations Section 1.860G-2(a)(1);
 
 
(xviii)
With respect to each Mortgage Loan sold by any Seller, to the knowledge of DLJMC, (i) no borrower obtained a prepaid single-premium credit insurance policy in connection with the origination of a Mortgage Loan, (ii) the related Servicer of each such Mortgage Loan has fully furnished, in accordance with the Fair Credit Reporting Act and its implementing regulations, accurate and complete information on its borrower credit files to Equifax, Experian and Trans Union Credit Information Company, on a monthly basis or as otherwise required by Fannie Mae or Freddie Mac; (iii) no such Mortgage Loan will impose a Prepayment Penalty for a term in excess of five years;  and (iv) with respect to any Mortgage Loans that are on manufactured housing, such housing will be the principal residence of the borrower upon origination of such mortgage loan;
 
 
(xix)
DLJMC has delivered or caused to be delivered to the Trustee or the Custodian on behalf of the Trustee the original Mortgage bearing evidence that such instruments have been recorded in the appropriate jurisdiction where the Mortgaged Property is located as determined by DLJMC (or in lieu of the original of the Mortgage or the assignment thereof, a duplicate or conformed copy of the Mortgage or the instrument of assignment, if any, together with a certificate of receipt from DLJMC or the settlement agent who handled the closing of the Mortgage Loan, certifying that such copy or copies represent true and correct copies represent true and correct copy(ies) of the originals) and that such original(s) have been or are currently submitted to be recorded in the appropriate governmental recording office of the jurisdiction where the Mortgaged Property is located or a certification or receipt of the recording authority evidencing the same;
 
 
(xx)
The Mortgage File contains each of the documents specified in Section 2.01(b) of this Agreement;
 
 
(xxi)
No Mortgage Loan sold by the Seller secured by a Mortgaged Property located in the State of Georgia was originated on or after October 1, 2002 and before March 7, 2003 and no Mortgage Loan secured by Mortgaged Property located in the State of Georgia that was originated on or after March 7, 2003 is a “high cost home loan” as defined in the Georgia Fair Lending Act (HB 1361), as amended;
 
 
(xxii)
With respect to each Cooperative Loan, the Cooperative Shares that is pledged as security for the Cooperative Loan is held by a person as a tenant-stockholder (as defined in Section 216 of the Code) in a cooperative housing corporation (as defined in Section 216 of the Code);
 
 
(xxiii)
None of the Mortgage Loans sold by the Seller are classified as (a) a “high cost mortgage” loan under the Home Ownership and Equity Protection Act of 1994 or (b) a “high cost home,” “covered,” “high cost,” “high risk home” or “predatory” loan under any other applicable state, federal or local law;
 
 
(xxiv)
With respect to each Mortgage Loan, (a) the Mortgage Loan was originated by a mortgagee approved by the Secretary of Housing and Urban Development pursuant to sections 203 and 211 of the National Housing Act, a savings and loan association, a savings bank, a commercial bank, credit union, insurance company or similar institution which is supervised and examined by a federal or state authority or (b) at the time the Mortgage Loan was originated, the originator was a mortgagee duly licensed as required by the State within which the Mortgage Loan was originated, and was subject to supervision and examination conducted by the applicable State authority of such State;
 
 
(xxv)
With respect to each Mortgage Loan that has a Prepayment Premium feature, each such Prepayment Premium is enforceable and, at the time such Mortgage Loan was originated, each Prepayment Premium complied with applicable federal, state and local law, subject to federal preemption where applicable;
 
 
(xxvi)
The related Servicer of each Mortgage Loan sold by the Seller will fully furnish, in accordance with the Fair Credit Reporting Act and its implementing regulations, accurate and complete information on its borrower credit files to Equifax, Experian and Trans Union Credit Information Company, on a monthly basis;
 
 
(xxvii)
With respect to the Conforming Loans, the original principal balance of each such Mortgage Loan is within Freddie Mac’s dollar amount limits for conforming one- to four-family Mortgage Loans;
 
 
(xxviii)
Each Mortgage Loan that is secured by residential real property (or a leasehold interest therein) has a loan-to-value ratio of 100% or less by Cut-Off Date Principal Balance;
 
 
(xxix)
No Mortgage Loan sold by the Seller is a “High Cost Loan” or “Covered Loan,” as applicable, as such terms are defined in the then current Standard & Poor’s LEVELS® Glossary which is now Version 5.7 Revised, Appendix E, in effect as of the Closing Date; and
 
 
(xxx)
With respect to any Mortgage Loan originated on or after August 1, 2004, neither the related Mortgage nor the related Mortgage Note requires the related Mortgagor to submit to arbitration to resolve any dispute arising out of or relating in any way to the Mortgage Loan.