Document:

stwd_Ex_10_3

		
			Exhibit 10.3
		

		
			 
		

		
			FEDERAL HOME LOAN BANK OF CHICAGO
		

		
			SUPPLEMENT TO AMENDED AND RESTATED ADVANCES, COLLATERAL PLEDGE, AND SECURITY AGREEMENT
		

		
			 
		

		
			THIS SUPPLEMENT TO AMENDED AND RESTATED ADVANCES, COLLATERAL PLEDGE, AND SECURITY AGREEMENT (together with any and all amendments, modifications. or restatements, the “Supplement”) is entered into as of the 7th day of July, 2017 by and among the undersigned Prospect Mortgage Insurance, LLC (“Member”), SMRF Trust III, a Delaware statutory trust (the “SMRF Trust III”), Wilmington Trust, National Association, not in its individual capacity but solely as Delaware Trustee of the SMRF Trust III (“SMRF Trust III Trustee”), SMRF Trust III-A, a Delaware statutory trust (“SMRF Trust III-A”, and together with SMRF Trust III, the “Trusts” and each, a “Trust”), Wilmington Trust, National Association, not in its individual capacity but solely as Delaware Trustee of the SMRF Trust III-A (“SMRF Trust III-A Trustee”, and together the SMRF Trust III Trustee, the “Trustees” and each, a “Trustee”), and the Federal Home Loan Bank of Chicago (“Bank”).
		

		
			WHEREAS, Member and Bank are parties to the Amended and Restated Advances, Collateral Pledge, and Security Agreement, dated as of the date hereof (as supplemented or amended from time to time, the “Agreement”) which remains in full force and effect;
		

		
			WHEREAS, Member acquired the (i) beneficial interests in SMRF Trust III to the SMRF Trust III Assignment Agreement and (ii) beneficial interests in SMRF Trust III-A pursuant to the SMRF Trust III-A Assignment Agreement;
		

		
			WHEREAS, SMRF Trust III acquired certain Trust Assets from SMRF Trust I pursuant to an Assignment, Assumption and Recognition Agreement dated as of the date hereof among SMRF Trust I, SMRF Trust III and Impac Mortgage Corp. (the “Assignment, Assumption and Recognition Agreement”);
		

		
			WHEREAS, each Trust (and its respective Trustee on behalf of such Trust) wishes to pledge all of its assets and Member wishes to pledge the entire 100% beneficial ownership in each of the Trusts that it currently holds and may in the future hold, including the Trust Certificates (as defined herein), as security for the prompt and complete payment of the Indebtedness.
		

		
			NOW, THEREFORE, Member, each Trust and Bank agree as follows:
		

		
			Section 1.01   DEFINITIONS.  Unless otherwise defined herein, capitalized terms defined in the Agreement will have such defined meanings when used herein. Terms defined herein will have such meanings for purposes of this Supplement.  To the extent a term, as defined in this Supplement, is used in the Agreement, the definition in this Supplement will control.
		

		
			(a)        “Agreement” has the meaning set forth in the recitals.
		

		
			(b)        “Assignment, Assumption and Recognition Agreement” has the meaning set forth in the recitals.
		

		
			
		

		
			

		 

		

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			(c)        “Back-up Security Interest” means the back-up security interest granted in favor of SMRF Trust III under the Assignment,  Assumption and Recognition Agreement, as assigned to the Bank, such security interest being granted merely to provide protection to the Bank in the event that the form of the transaction contemplated by the Assignment, Assumption and Recognition Agreement is deemed to constitute a loan secured directly by a pledge of the related Collateral.
		

		
			(d)        “Bank” has the meaning set forth in the preamble.
		

		
			(e)        “Collateral” means collectively the Trust Collateral and the Trust Interest Collateral.
		

		
			(f)        "Credit Policy" means, collectively, the Bank's Member Products & Credit Policy, its Member Products Guide, its Collateral Guidelines and such other documents or publications as may from time to time be specified therein as supplementing the same, as each such document or publication may from time to time be modified by the Bank in its sole discretion and communicated to the Member.
		

		
			(g)        “Custodial Control Agreements” means the Custodial Control Agreements dated as of the date hereof among Deutsche Bank Trust Company Americas, the Member, the Trusts and the Bank.
		

		
			(h)        "Eligible Collateral" means First Mortgage Collateral, Securities and Other Real Estate Related Collateral.
		

		
			(i)         "First Mortgage Collateral" means Mortgage Loans (excluding participation or other fractional interests therein), the Mortgage Notes evidencing such Mortgage Loans, the Mortgages securing the Mortgage Loans and all general intangibles and accounts relating to a Mortgage Loan, ancillary security agreements, policies and certificates of insurance or guarantees, rent assignments, FHA mortgage insurance or VA loan guarantee certificates, title insurance policies, evidences of recordation, applications, underwriting materials, surveys, appraisals, approvals, permits, notices, opinions of counsel, loan servicing rights, loan servicing data, all other electronically created, stored and/or written records or materials relating to such Mortgage Loans, the proceeds of the Mortgage Loans, and any real property or other property obtained through foreclosure, by realizing upon or in settlement of such Mortgage Loans and/or the Mortgages.
		

		
			(j)         “First Mortgage Documents” means fully disbursed whole first mortgages and deeds of trust secured by a first lien on one to four unit dwellings, and all notes, bonds or other instruments evidencing loans secured by such mortgages and any endorsements or assignments thereof to the related Trust.
		

		
			(k)        “Governing Body” means, with respect to any Person, that Person’s trustee, administrator, board of directors, board of trustees, managing member, manager, general partner or other comparable Person with decision-making authority over such Person.
		

		
			(l)         “Governmental Authority” means the government of the United States of America, any other nation or any political subdivision thereof, whether state or local, and any
		

		
			
		

		
			

		 

		

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			agency, authority, instrumentality, regulatory body, court, central bank or other entity exercising executive, legislative, judicial, taxing, regulatory or administrative powers or functions of or pertaining to government.
		

		
			(m)       “Lien” means any interest in property securing an obligation owed to, or a claim by, a Person other than the owner of the property, whether such interest is based on common law, statute or contract and including, without limitation, the security interest, security title or lien arising from a security agreement, mortgage, deed of trust, deed to secure debt, encumbrance, pledge, conditional sale or trust receipt, or a lease, consignment or bailment for security purposes.
		

		
			(n)        “Member” has the meaning set forth in the preamble.
		

		
			(o)        “Organizational Documents” means with respect to a Trust, the related certificate of trust, Trust Agreement or other comparable governance documents for such Trust, and with respect to the Member, the Member’s certificate of formation, by-laws, partnership agreement, limited partnership agreement, limited liability company agreement or other comparable governance documents.
		

		
			(p)        “Other Mortgage Documents” means mortgages secured by an interest in real property other than a first lien on one to four unit dwellings and all mortgage notes secured by such mortgage and any endorsements or assignments thereof to Trust.
		

		
			(q)        "Other Real Estate Related Collateral" means (i) all other loans, lines of credit or indebtedness evidenced by Mortgage Notes, excluding First Mortgage Collateral, but otherwise including without limitation, home equity loans, home improvement loans, subordinate loans, mortgage warehouse lines of credit, real estate construction loans, and other real estate related loans, which Mortgage Notes are secured by Mortgages on commercial property, residential property or by security interests in personal property related to real estate transactions or financing, and (A) all Mortgage Notes or other instruments evidencing such loans. lines of credit or indebtedness, (B) any endorsements and assignments thereof, ancillary security agreements. policies and certificates of insurance or guarantees, chattel paper (tangible or electronic), evidences of recordation, applications, underwriting materials, appraisals, notices, opinions of counsel, loan servicing rights, loan servicing data, and all other electronically stored and written records or materials relating to the loans evidenced or secured thereby, (ii) all property relating to the management. collection, processing, accounting for, monitoring, or servicing of loans and accounts, including, without limitation, all checks, instruments, documents, certificates, agreements, loan accounts, payments, chattel paper (tangible or electronic), collections, account statements, computer files, records, promissory notes, endorsements, assignments, and loan servicing data, together with the rights, remedies, and powers related thereto, and (iii) participations in or portions of First Mortgage Collateral and participations in or portions of other real estate related collateral as set forth in clause (i) above.
		

		
			(r)        “Patriot Act” means the Uniting and Strengthening America by Providing Appropriate Tools Required to Intercept and Obstruct Terrorism Act of 2001, as amended.
		

		
			
		

		
			

		 

		

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			(s)        “Person” means an individual, partnership, corporation, limited liability company, association, trust, unincorporated organization, or a government or agency or political subdivision thereof.
		

		
			(t)         “Proceeds” means all cash and non-cash “proceeds” as such term is defined in Section 9-102 of the UCC and, in any event, shall include, without limitation, all dividends or other income from Trust Collateral, all dividends or other income from Trust Certificates, and any and all collections on the foregoing or distributions with respect to the foregoing or the conversion, voluntary or involuntary, of any thereof.
		

		
			(u)        “Prohibited Person” means any person or entity: (a) listed in the Annex to, or is otherwise subject to the provisions of, the Executive Order No. 13224 on Terrorist Financing, effective September 24, 2001, and relating to Blocking Property and Prohibiting Transactions With Persons Who Commit, Threaten to Commit or Support Terrorism, or (b) that is named as a “specifically designated national (SDN)” on the most current list published by the U.S. Treasury Department Office of Foreign Assets Control at its official website (http://www.treas.gov.ofac/t11sdn.pdf) or at any replacement website or other replacement official publication of such list.
		

		
			(v)        “Qualifying Collateral” means Trust Collateral which: (1) qualifies as security for Advances under the terms and conditions of the Credit Policy, the Act, and the Regulations and satisfies requirements that may be established by the Bank; and (2) is owned directly or indirectly through the Trusts free and clear of any liens, encumbrances, or other interests other than (x) the grant to the Bank hereunder and (y) in favor of the applicable Trustee under the Trust Agreement.
		

		
			(w)       "Securities" means mortgage-backed securities (including participation certificates) issued by Federal Home Loan Mortgage Corporation or Federal National Mortgage Association, obligations guaranteed by Government National Mortgage Association, consolidated obligations of the Federal Home Loan Bank System and/or obligations issued or guaranteed by the United States or an agency thereof, privately-issued residential mortgage-backed securities, and other securities as may be specified from time to time in the Credit Policy
		

		
			(x)        “SMRF Trust III” has the meaning set forth in the preamble.
		

		
			(y)        “SMRF Trust III Assignment Agreement” means the Assignment Agreement dated as of the date hereof between Member and Starwood Non-Agency Lending, LLC.
		

		
			(z)        “SMRF Trust III Trust Agreement” means the Amended and Restated Trust Agreement for SMRF Trust III dated as of the date hereof, among the Member, as sponsor, SMRF Trustee III, and the Member, as administrator.
		

		
			(aa)      “SMRF Trust III Trust Certificate” means the SMRF Trust III Trust Certificate No. 1, dated as of the date hereof, issued pursuant to the SMRF Trust III Trust Agreement, and the 100% beneficial interest in the SMRF Trust III Assets represented thereby.
		

		
			(bb)      “SMRF Trust III Trustee” has the meaning set forth in the preamble.
		

		
			
		

		
			

		 

		

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			(cc)      “SMRF Trust III-A” has the meaning set forth in the preamble.
		

		
			(dd)      “SMRF Trust III-A Assignment Agreement” means the Assignment Agreement dated as of the date hereof between Member and SMRF TRS, LLC.
		

		
			(ee)      “SMRF Trust III-A Trust Agreement” means the Amended and Restated Trust Agreement for SMRF Trust III-A, dated as of the date hereof among Member, as sponsor, SMRF Trust III A Trustee, and Member, as administrator.
		

		
			(ff)       “SMRF Trust III-A Trust Certificate” means SMRF Trust III-A Trust Certificate No. 1, dated as of the date hereof, issued pursuant to the SMRF Trust III-A Trust Agreement, and the 100% beneficial interest in the SMRF Trust III-A Assets represented thereby.
		

		
			(gg)      “SMRF Trust III-A Trustee” has the meaning set forth in the preamble.
		

		
			(hh)      “Statutory Trust Statute” means Chapter 38 of Title 12 of the Delaware Code. 12 Del. Code § 3801 et. seq., as the same may be amended from time to time.
		

		
			(ii)       “Subsidiary” means, as to any Person, any corporation, association, trust or other business entity in which such Person, whether alone or with other Persons (including, without limitation, one or more of such Person’s other Subsidiaries) owns sufficient equity or voting interests to enable it or them (as a group) ordinarily, in the absence of contingencies, to elect a majority of the directors (or Persons performing similar functions) of such Subsidiary, and any partnership or joint venture if more than a 50% interest in the profits or capital thereof is owned by such Person, whether alone or with other Persons (including, without limitation, one or more of such Person’s other Subsidiaries) and one or more of its Subsidiaries (unless such partnership can and does ordinarily take major business actions without the prior approval of such Person, whether alone or with other Persons (including, without limitation, one or more of such Person’s other Subsidiaries)).
		

		
			(jj)       “Supplement” has the meaning set forth in the preamble.
		

		
			(kk)      “Trust Agreements” means collectively the SMRF Trust III Trust Agreement and the SMRF Trust III-A Trust Agreement.
		

		
			(ll)       “Trust Certificates” means collectively the SMRF Trust III Trust Certificate and the SMRF Trust III-A Trust Certificate, together with all certificates, instruments and documents representing or evidencing the Member’s interests in the SMRF Trust III Trust Agreement and the SMRF Trust III-A Trust Agreement from time to time.
		

		
			(mm)   “Trust Collateral” means all of the applicable Trust’s or Trustee’s (a) Eligible Collateral, (b) in the case of SMRF Trust III and SMRF Trust III Trustee, all rights and interests under the Assignment, Assumption and Recognition Agreement, (c) First Mortgage Documents, (d) intellectual property rights, accounts, equipment, fixtures, inventory, investment property, payment intangibles, goods, chattel paper (both tangible and electronic), commercial tort claims, general intangibles, letter-of-credit rights, letters of credit, money, financial assets, supporting obligations, contract rights, deposit accounts, instruments, promissory notes and
		

		
			
		

		
			

		 

		

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			documents, whether now owned or existing or hereafter arising or acquired and wheresoever located, and (e) Proceeds of the foregoing.
		

		
			(nn)      “Trust Interest Collateral” means the (a) Trust Certificates, (b) all of the Member’s rights, but not its obligations, as a holder now or hereafter owned by the Member in either of the Trusts including in and to the property (and interest in property) owned by either of the Trusts, (c) all rights to vote, give consents, make waivers and receive notices provided to the holders of Trust Certificates, (d) all distributions, cash, instruments, securities or other property from time to time received, receivable or otherwise distributed in respect of, or in exchange for, the Trust Certificates including the right to receive distributions of the assets of either of the Trusts upon complete or partial liquidation or otherwise, (e) all other rights provided to the holders of the Trust Certificates, (f) all of the Member’s right, title and interest in, to, and under the SMRF Trust III Assignment Agreement and the SMRF Trust III-A Assignment Agreement; and (g) any and all Proceeds of the foregoing.
		

		
			(oo)      “Trustees” has the meaning set forth in the preamble.
		

		
			(pp)      “Trusts” has the meaning set forth in the preamble.
		

		
			(qq)      “UCC” means the Uniform Commercial Code from time to time in effect in the State of Illinois, provided, that if by mandatory provisions of law, the perfection or effect of perfection or non-perfection of the security interest created hereunder in any Collateral is governed by the Uniform Commercial Code as in effect on or after the date of this Supplement in any other jurisdiction, “UCC” means the Uniform Commercial Code as in effect in such other jurisdiction for purposes of the provisions hereof relating to such perfection or the effect of perfection or non-perfection.
		

		
			Section 2.01    CREATION OF SECURITY INTEREST.
		

		
			As security for all Indebtedness of the Member under the Agreement:
		

		
			(a)        Each Trust and its Trustee hereby assigns, transfers and pledges to the Bank and grants to the Bank a security interest in and to all of its right, title and interest in such Trust’s or Trustee’s Trust Collateral, in any case, whether now owned or existing or hereafter acquired or arising, for the benefit of the Bank as collateral security for the prompt and complete payment and performance of all of the Indebtedness of the Member under the Agreement.  Notwithstanding the foregoing, each Trust shall be entitled to receive all distributions and Proceeds with respect to such related Trust Collateral until the occurrence of an Event of Default hereunder.
		

		
			(b)        The Member hereby assigns, transfers and pledges to the Bank and grants to the Bank a security interest in and to all of its right, title and interest in the Trust Interest Collateral, whether now owned or existing or hereafter acquired or arising, for the benefit of Bank as collateral security for the prompt and complete payment and performance of all of the Indebtedness of the Member under the Agreement.  Notwithstanding the foregoing, Member shall be entitled to receive all distributions and Proceeds with respect to the Trust Interest Collateral until the occurrence of an Event of Default hereunder.
		

		
			Section 2.02    COLLATERAL MAINTENANCE REQUIREMENT.
		

		
			
		

		
			

		 

		

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			(a)        Any Collateral that has not been delivered in accordance with Section 3.04 of the Agreement shall at all times be held in trust for the benefit of, and subject to the direction and control of, the Bank and physically safeguarded with at least the same degree of care as the related Trust or Member, as applicable, uses in physically safeguarding its own property.
		

		
			(b)        For purposes of determining Member’s compliance with the requirements under the Agreement that it maintain Qualifying Collateral with a market value at least equal to the then current Collateral Maintenance Level, Trust Collateral shall be deemed to constitute Trust Collateral owned by Member, but shall be deemed Qualifying Collateral under the Agreement only to the extent that it otherwise satisfies the definition of Qualifying Collateral under the Agreement.
		

		
			(c)        Any encumbrance or disposition of First Mortgage Collateral must comply with Section 3.02(a) of the Agreement.
		

		
			(d)        Each of the Bank, the Member, and the Trusts hereby acknowledges and agrees that from time to time Trust III may transfer Trust Collateral to Trust III-A for accounting and other purposes; provided, that, no such transfer shall in any way release, impair or in any way impact the Lien on the Trust Collateral created hereunder.  The Lien on the Trust Collateral shall only be released, and any related Trust Collateral withdrawn from the Agreement or this Supplement, upon compliance with each requirement set forth in Sections 3.02(a) and 3.05 of the Agreement.
		

		
			Section 2.03    DELIVERY OF TRUST COLLATERAL.
		

		
			(a)        Each Trust shall deliver (or, in the case of uncertificated securities, otherwise transfer in such manner as shall be acceptable to the Bank) to the Bank, or to a custodian designated by the Bank, Trust Collateral in an amount, when combined with the Trust Collateral delivered by or on behalf of the other Trust and collateral delivered by or on behalf of the Member, equal to the Collateral Maintenance Level as determined in good faith by the Bank.  The attached Schedule of Trust Collateral is a list of the Mortgage Loans delivered by Member and the Trusts on the Closing Date.
		

		
			(b)        Each Trust shall deliver to the Custodian such Trust Collateral required to be and maintained in accordance with the Custodial Control Agreements.
		

		
			(c)        Each Trust and its Trustee, by execution of this Supplement, hereby irrevocably authorizes the Bank to file, in the name of each Trust and its respective Trustee, or otherwise, without the signature or other separate authorization or authentication of the Trust or Trustee appearing thereon, such UCC financing statements (including, without limitation, continuations and amendments) in such jurisdictions as the Bank may deem necessary or appropriate to perfect or maintain the perfection of the security interest of the Bank with respect to any Trust Collateral. Each Trust agrees that a photocopy, electronic or other reproduction of this Agreement or of a financing statement is sufficient as a financing statement. Each Trust shall pay the cost of, or incidental to, any recording or filing of any financing statements (including. without limitation, continuations and amendments) or other assignment documents concerning the Trust Collateral.  Each Trust shall give such further assurances as may otherwise be necessary or desirable for the creation, preservation and/or perfection of the Lien created by this Supplement.
		

		
			
		

		
			

		 

		

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			(d)        Member, by execution of this Supplement, hereby irrevocably authorizes the Bank to file, in the name of Member, or otherwise, without the signature or other separate authorization or authentication of Member appearing thereon, such UCC financing statements (including, without limitation, continuations and amendments) in such jurisdictions as the Bank may deem necessary or appropriate to perfect or maintain the perfection of the security interest of the Bank with respect to the Trust Interest Collateral.  Member agrees that a photocopy, electronic or other reproduction of this Agreement or of a financing statement is sufficient as a financing statement.  Member shall pay the cost of, or incidental to, any recording or filing of any financing statements (including, without limitation, continuations and amendments) or other assignment documents concerning the Trust Interest Collateral.  Member shall give such further assurances as may otherwise be necessary or desirable for the creation, preservation and/or perfection of the Lien created by this Supplement.
		

		
			(e)        In addition, at any time that Member is in possession of any Collateral, whether as servicer thereof or otherwise, Member agrees that it shall take each of the required actions with respect to such Trust Collateral as the related Trust is required to perform pursuant to Paragraphs (a), (b), (c), and (d) of this Section 2.03.
		

		
			(f)        In addition, each Trust will be subject to the provisions of Section 3.04 of the Agreement.
		

		
			Section 2.04  DELIVERY OF TRUST CERTIFICATES; ASSIGNMENT IN BLANK WITH SIGNATURE GUARANTY.
		

		
			(a)        Member shall deliver (or, in the case of uncertificated securities, otherwise transfer in such manner as shall be acceptable to the Bank) to the Bank, or to a custodian designated by the Bank, the Trust Certificates owned by it as of the Closing Date and from time to time thereafter.  Until such time as Trust Interest Collateral is delivered to the Bank, Member shall, at all times, hold the Trust Certificates in trust for the benefit of, and subject to the direction and control of, the Bank and physically safeguard the Trust Certificates with at least the same degree of care as Member uses in physically safeguarding its other property.
		

		
			(b)        Concurrent with the delivery to the Bank of each of the Trust Certificates, Member shall deliver an undated assignment covering each such Trust Certificate, duly executed in blank by Member.
		

		
			Section 2.05    WITHDRAWAL OF COLLATERAL.  Each Trust will be subject to the provisions of Section 3.05 of the Agreement as such may pertain to First Mortgage Collateral and Securities owned by such Trust.
		

		
			Section 2.06    BANK’S RESPONSIBILITIES AS TO COLLATERAL.  The Bank agrees to abide by Section 3.06 of the Agreement as it pertains to the Collateral.  Member and each Trust agrees that any and all Collateral may be removed by the Bank from the state or location where situated, and may be subsequently dealt with by the Bank as provided in this Supplement and the Agreement.
		

		
			
		

		
			

		 

		

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			Section 2.07    BANK’S RIGHTS AS TO COLLATERAL; POWER OF ATTORNEY.
		

		
			(a)        At any time, at the expense of the related Trust or Member, as pledgor of the related Collateral, the Bank may in its reasonable discretion, after the occurrence and during the continuance of an Event of Default, in its own name or in the name of its nominee or of the related Trust, do any or all things and take any and all reasonable actions that are pertinent to the protection of the Bank's interest hereunder and, if such actions are subject to the laws of a state, are lawful under the laws of the State of Illinois including, but not limited to the following:
		

		
			(1)        Terminate any consent given hereunder except for those consents agreed to in writing as an amendment to this Supplement and executed by both parties;
		

		
			(2)        Notify obligors on any Collateral to make payments thereon directly to the Bank;
		

		
			(3)        Endorse any Trust Collateral in the related Trust’s name or that has been endorsed by others to either Trust’s name;
		

		
			(4)        Enter into any extension, compromise, settlement, release, renewal, exchange, or other agreement relating to or affecting any Collateral;
		

		
			(5)        Take any action a Trust is required to take or which is otherwise reasonably necessary to (A) file a financing statement or otherwise perfect a security interest in any or all of the Trust Collateral or (B) obtain, preserve, protect, enforce, or collect the Trust Collateral;
		

		
			(6)        Take control of any funds or other proceeds generated by the Collateral and use the same to reduce Indebtedness as it becomes due; and
		

		
			(7)        Cause the Collateral to be transferred to its name or the name of its nominee.
		

		
			(b)        In connection with entering into this Supplement, each Trust has executed a power of attorney in the form of Exhibit A to the Agreement.
		

		
			(c)        Each of the Trusts, and Member hereby waive and agree not to assert (i) any and all right to presentment, protest, demand for payment, notice of default, dishonor or nonpayment and all other notices to or upon either Trust, or Member, as the case may be, including without limitation, notice to as to the making of any Advance or other extension of credit to Member, or the exercise of any right by the Bank hereunder or under the Agreement; (ii) any and all right to require the Bank to proceed against either Trust, or Member or any other collateral pledged by either Trust, or Member before enforcing its rights against Collateral pledged hereunder and any other defense based upon an election of remedies; and (iii) all suretyship defenses and defenses in the nature thereof.
		

		
			Section 2.08    REPRESENTATIONS AND WARRANTIES, COVENANTS AND AGREEMENTS BY TRUST, AND MEMBER.    Each of the Trusts, and Member (i) hereby represents and warrants to and covenants and agrees for the benefit of the Bank on the date of this
		

		
			
		

		
			

		 

		

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			Supplement, and (ii) shall be deemed to represent and warrant to and covenant and agree for the benefit of the Bank on the date of each Advance made by the Bank to the Member in accordance with the provisions of the Agreement, whether or not there shall be Indebtedness due and payable to the Bank under the Agreement from time to time:
		

		
			(a)        All of the Trust Certificates are, and shall at all times hereafter be, one hundred percent (100%) owned by Member subject to the Liens created hereunder.  Member is, and shall at all times continue to be, the Sponsor (as defined in its respective Trust Agreement) and Administrator (as defined in its respective Trust Agreement) of each Trust;
		

		
			(b)        The Trust Collateral necessary to satisfy the Collateral Maintenance Level satisfies all the criteria for Qualifying Collateral as to type and amount pursuant to the Agreement, except that such Trust Collateral is or may be beneficially owned directly or indirectly by the related Trust, rather than by Member.  If Trust Collateral were held by Member instead of Trust, such Trust Collateral would constitute Qualifying Collateral sufficient to secure any Advances from Bank to Member.  Each Trust and the related Trustee, not in its individual capacity but solely as Trustee of such Trust, are the only Persons with an ownership interest in the related Trust Collateral and no other Person has any ownership interest in the Trust Collateral.  With the exception of Member and the Trustees under the Trust Agreements, no Person has any right to transfer or assign, or cause the related Trust to transfer or assign, any interest in the Trust Collateral;
		

		
			(c)        Each Trust is, and shall at all times continue to be, the beneficial owner of, and has, and shall at all times have, good and marketable title to, Trust Collateral and has the right and authority to grant a security interest in the Trust Collateral and to subject all of the Trust Collateral to this Supplement;
		

		
			(d)        Except as pledged herein, neither Trust nor Member has sold, assigned, transferred, pledged or granted any option or security interest in or otherwise hypothecated the related Trust Interest Collateral or Trust Collateral, as applicable, in any manner whatsoever and none of the related Trust Interest Collateral or Trust Collateral, as applicable, is subject to any existing pledge, assignment, Lien or negative covenant, except for (i) the pledge of the Collateral in favor of the Bank pursuant to the Agreement and this Supplement and the Back-up Security Interest and (ii) the rights of the related Trustee under the applicable Trust Agreement. No financing statement, security agreement, or other lien instrument or perfection document covering all or any part of the related Trust Interest Collateral or Trust Collateral, as applicable, is on file in any public office, except as may have been filed in favor of or assigned to the Bank pursuant to the Agreement and this Supplement;
		

		
			(e)        Upon delivery to the Bank of Collateral and the filing of appropriate UCC-l financing statements in the central filing office of State of Vermont (in the case of the Member) and the Secretary of State of the State of Delaware (in the case of the Trust and the related Trustee) appropriately describing the applicable Trust Collateral and identifying the debtor party, as the case may be, the Lien granted pursuant to this Supplement will constitute a valid, perfected first priority Lien on the Trust Collateral to the extent that a security interest therein may be perfected by the filing of a UCC-1 financing statement (except, with respect to Proceeds, only to the extent permitted by Section 9-102 of the UCC).  Upon delivery to the Bank of the certificates evidencing
		

		
			
		

		
			

		 

		

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			the Trust Certificates, the Lien granted pursuant to this Supplement will constitute a valid, perfected first priority Lien on Trust Certificates (except, with respect to Proceeds, only to the extent permitted by Section 9-102 of the UCC);
		

		
			(f)        The lien of the First Mortgage Collateral and other Eligible Collateral on the real property securing the same is a perfected lien under applicable state law and the lien of the First Mortgage Collateral is a first lien;
		

		
			(g)        Except as may be approved in writing by the Bank, to the best of its knowledge, no account debtor or other obligor owing any obligation to a Trust with respect to any item of First Mortgage Collateral or other Eligible Collateral has or will have any defenses, offsetting claims, or other rights affecting the right of such Trust or the Bank to enforce the writings constituting any such mortgage, mortgage note or promissory obligation, and no defaults (or conditions that, with the passage of time or the giving of notice or both, would constitute a default) exist or will exist under any such writings;
		

		
			(h)        To the best of its knowledge, no part of any real property or interest in real property that is the subject of mortgages included in Qualifying Collateral contains or is subject to the effects of toxic or hazardous materials or other hazardous substances (including those defined in the Comprehensive Environmental Response Compensation and Liability Act of 1980, as amended, 42 U.S.C. 9601, et seq.; the Hazardous Materials Transportation Act, 49 U.S.C. 1801 et seq.; the Resource Conservation and Recovery Act, 42 U.S.C. 6901 et seq.; and in the regulations adopted and publications promulgated pursuant to said laws) the presence of which could subject the Bank to any liability under applicable state or Federal law or local ordinance either at any time that such property is pledged to the Bank or upon the enforcement by the Bank of its security interest therein.  Each Trust hereby agrees to indemnify and hold the Bank harmless against all costs, claims, expenses, damages, and liabilities resulting in any way from the presence or effects of any such toxic or hazardous substances or materials in, on, or under any real property or interest in real property that is subject to or included in the Collateral.
		

		
			(i)         Each Trust is, and at all times shall maintain its status as, a Delaware statutory trust duly organized, validly existing and in good standing under the laws of the State of Delaware, and shall have all requisite power and authority to conduct its business and to own its properties as now conducted or owned. Each Trust’s Organizational Documents are the sole organizational documents of such Trust, and there has been no further amendment or supplement, modification or restatement of any thereof. Each Trust has delivered to the Bank true, correct and complete copies of its Organizational Documents.  For the avoidance of doubt, neither the Member nor  a Trust shall amend or permit any Sponsor, related Trustee or any other Person to amend, its Organizational Documents including Section 4.1 of the Trust Agreement without the prior written consent of the Bank, which may be granted or withheld in the Bank's sole and absolute discretion;
		

		
			(j)         Each Trust is “located” in the State of Delaware for purposes of 9-307 of the UCC. Each Trust’s chief executive office and chief place of business, and the place where each Trust keeps its records concerning the Trust Collateral, is located at: 1 E Upper Wacker Dr., Suite 3600, Chicago, IL 60601.  Each Trust’s corporate trust office means the office of the Delaware Trustee (as defined in the Trusts Agreement) and Certificate Registrar (as defined in the Trusts
		

		
			
		

		
			

		 

		

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			Agreement) is located at Rodney Square North, 1100 North Market Street, Wilmington, Delaware 19890; facsimile: 302-636-4140; Email: RSimpson@wilmingtontrust.com;
		

		
			(k)        Member’s chief executive office and chief place of business, and the place where Member keeps its records concerning the Trust Interest Collateral, is located at: 1 E Upper Wacker Dr., Suite 3600, Chicago, IL 60601;
		

		
			(l)         Each Trust hereby covenants and agrees for the benefit of the Bank that it Trust shall not issue any additional Trust Certificates, and Member shall not cause or permit Trust to issue any additional Trust Certificates and shall not transfer or assign (collaterally or absolutely) any right, title or interest in and to any trust interests in Trust, without the prior written consent of the Bank in each instance, which may be granted or withheld in the Bank's sole and absolute discretion;
		

		
			(m)       The Trust Certificates listed on the Schedule of Trust Certificates constitute, and will at all times hereafter continue to constitute, all of the issued and outstanding ownership interest of each of the Trusts.  Member hereby covenants to update the Schedule of Trust  Certificates immediately after any event that would make such Schedule inaccurate.  Each of the Trust Certificates have been, and will at all times continue to be, duly and validly issued, fully paid and non-assessable;
		

		
			(n)        Subsequent to the execution of this Supplement, Member shall not vote the Trust Certificates or any interest in either Trust on any matter to which it is entitled to vote pursuant to a Trust’s Organizational Documents nor cause either of the Trusts to take any action or fail to act, in each case without the prior written consent of the Bank, if such matter involves Collateral or could otherwise adversely affect the Bank's rights hereunder or under the Agreement or other documents delivered in connection with the transactions contemplated hereby and thereby;
		

		
			(o)        Trust has taken all action required by applicable law or by its Organizational Documents to authorize the execution, delivery and performance of this Supplement and the consummation of the transactions contemplated hereby and thereby;
		

		
			(p)        Member has taken all action required by law and all necessary action (including, without limitation, obtaining the approval of its Governing Body and any consent of its equity holders required by applicable law or by its Organizational Documents, as required) to authorize the execution, delivery and performance of this Supplement and the consummation of the transactions contemplated hereby and thereby.  A certified copy of the resolution or consent, as applicable, of the Governing Body of Member is attached hereto as Exhibit B;
		

		
			(q)        No consent, approval, order or authorization or approval of, exemption or waiver by or registration, declaration or filing with any Government Authority is required to be made or obtained by either Trust or Member in connection with the execution and delivery of this Supplement or the consummation of the transactions contemplated hereby other than those that have already been made or will be made contemporaneously with the execution of this Agreement;
		

		
			(r)        This Supplement has been duly and validly authorized, executed and delivered by each of the Trusts and constitutes the valid and binding obligation of such Trust, enforceable against such Trust in accordance with the terms hereof, subject to applicable
		

		
			
		

		
			

		 

		

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			bankruptcy and insolvency laws and other laws affecting creditor’s rights generally and the execution, delivery and performance of this Supplement and the consummation of the transactions contemplated hereby will not (with or without the giving of notice or the lapse of time or both) violate any provision of law applicable to such Trust or any provision of such Trust’s Organizational Documents;
		

		
			(s)        This Supplement has been duly and validly authorized, executed and delivered by Member and constitutes the valid and binding obligation of Member, enforceable against Member in accordance with the terms hereof, subject to applicable bankruptcy and insolvency laws and other laws affecting creditor’s rights generally and the execution, delivery and performance of this Supplement and the consummation of the transactions contemplated hereby will not (with or without the giving of notice or the lapse of time or both) violate any provision of law applicable to Member or any provision of the Member’s Organizational Documents;
		

		
			(t)         All signatories to any and all writings that constitute any Collateral are and will be bound as they appear to be by their signatures and have the requisite authority and capacity (corporate or other) to execute such writings.
		

		
			(u)        Member shall not make any amendment to its Organizational Documents that could adversely affect the rights of the Bank hereunder or under the Agreement without first obtaining the prior written consent of the Bank, which consent shall not be unreasonably withheld; provided, however, that if in the Bank's sole judgment, any such amendment involves Trust Interest Collateral in any way or otherwise could adversely affect the Bank's rights hereunder or under the Agreement, this Supplement or any other documents delivered in connection with the transactions contemplated hereby and thereby, then the Bank may withhold its consent at its sole discretion;
		

		
			(v)        There is no material litigation or administrative proceeding (including, without limitation, any proceeding initiated by any taxing authority) now pending or, threatened against Trust or Member which (x) if adversely decided could materially adversely affect the ability of either Trust or Member, as applicable, to pay or perform its obligations under this Supplement and (y) could reasonably be expected to be adversely determined;
		

		
			(w)       There has been no material adverse change in the financial condition of Member or either Trust since the date of the most recent financial statements delivered to the Bank by Member or either Trust, in accordance with the Agreement and Section 2.09 hereof, as applicable. The financial information provided to the Bank by each Trust pursuant to Section 2.09 hereof is true, correct and accurate in all respects;
		

		
			(x)        All information given from time to time by each Trust as to each item or Collateral, and all information contained in any report, schedule or other documentation provided from time to time by each Trust and/or Member to the Bank as to each item of Collateral, taken as a whole, is true, accurate and complete as of the time given in all material respects;
		

		
			(y)        The Bank shall have the right from time to time, upon reasonable notice, to inspect, audit and make copies of any and all books and records of each of the Trusts and Member, respectively, related to the Collateral; and
		

		
			
		

		
			

		 

		

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			(z)        Neither the Member nor either Trust is (i) engaged in any money laundering scheme or activity in violation of applicable anti-money laundering laws and regulations, including the Patriot Act, or (ii) a Prohibited Person.
		

		
			Section 2.09    FINANCIAL INFORMATION/REPORTS.
		

		
			(a)        Each Trust shall deliver to the Bank on the date of this Supplement and otherwise with reasonable promptness, such reports or other financial or regulatory documents and information relating to the business, operations, affairs, financial condition, assets, liabilities or properties of such Trust or relating to its ability to perform its obligations hereunder, as from time to time may be reasonably requested by the Bank.
		

		
			(b)        Member shall deliver to Bank on the date of this Supplement and within ten (10) days after the end of each quarter, a report, in the form attached hereto as Exhibit C, setting forth all Collateral then held by such Trust and pledged to the Bank pursuant hereto including (1) a listing of the outstanding Mortgage Loans, the Mortgage Loan number, the scheduled balance, the scheduled paid-through dates, the Mortgage Interest Rate and principal and interest payment, and such other information as the Bank may require, (2) a remittance report and (3) a default report.  Such reports shall be certified by officers of the Member, and shall include a representation that no additional Trust Certificates have been issued since the date of the previous report.
		

		
			(c)        Each Trust shall make, execute, acknowledge, record, and deliver to the Bank such financing statements, notices, assignments, listings, powers, and other documents with respect to the Collateral and the Bank’s security interest therein and in such form as the Bank may reasonably require.
		

		
			Section 3.01    EVENTS OF DEFAULT.
		

		
			(a)        An Event of Default shall exist under this Supplement if any of the following conditions or events shall occur and be continuing:
		

		
			(1)        the occurrence of any “Event of Default” (as defined in the Agreement) under the Agreement;
		

		
			(2)        any representation, warranty, certification or statement made or deemed to have been made by or on behalf of either Trust hereunder or in the Agreement or any certificate or document now or hereafter delivered in connection with the transactions contemplated hereby or thereby, or by any officer or trustee of either Trust in respect of this Supplement (including the Exhibits, the Schedule of Trust Certificates, any other schedules and other documents incorporated by reference herein), the Agreement, or in any certificate, financial statement or other notice delivered pursuant hereto or thereto, shall prove to have been incorrect in any material respect on the date as of which made or deemed made;
		

		
			(3)        Member shall fail, upon Bank’s written request, to be dissolve either Trust within five (5) days, in accordance with the terms of Section 3.04 hereof;
		

		
			
		

		
			

		 

		

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			(4)        A Governmental Authority of competent jurisdiction shall enter an order appointing, without consent, a custodian, receiver, trustee or other officer with similar powers with respect to either Trust;
		

		
			(5)        Member or either Trust (A) becomes insolvent or is unable to pay its debts or fails or admits in writing its inability generally to pay its debts as they become due, (B) makes a general assignment, arrangement or composition with or for the benefit of its creditors, (C)(1) shall institute or have instituted against it by a regulator, supervisor or any similar official with primary insolvency, rehabilitative or regulatory jurisdiction over it, a proceeding seeking a judgment of insolvency or bankruptcy or any other relief under any bankruptcy or insolvency law or other similar law affecting creditors’ rights, or present a petition for its winding-up or liquidation by it or such regulator, supervisor or similar official, (2) shall have such a proceeding instituted against it by a person or entity not described in clause (1) above and such proceeding either results in a judgment of insolvency or bankruptcy or the entry of an order for relief or the making of an order for its winding-up or liquidation or is not appealed, dismissed, discharged, stayed or restrained within 45 days, (D) has a resolution passed for its winding-up, official management or liquidation (other than pursuant to a consolidation, amalgamation or merger), (E) seeks or becomes subject to the appointment of an administrator, provisional liquidator, conservator, receiver, trustee, custodian or other similar official for it or for all or substantially all its assets, (F) has a secured party take possession of all or substantially all its assets or has a distress, execution, attachment, sequestration or other legal process levied, enforced or sued on or against all or substantially all its assets, or (G) takes any action in furtherance of, or indicating its consent to, approval of, or acquiescence in, any of the foregoing acts;
		

		
			(6)        Member, or either Trust shall breach or default in the due performance and observance of any of its respective covenants or other obligations hereunder; provided that Member or Trust shall have fifteen (15) days to cure such breach or default that is not related to collateral requirements as set forth in the Credit Policy or the documents identified in this subsection (6); provided, however, if any condition (whether or not related to any collateral requirements) is capable of being cured (i) by the substitution or addition of new and Qualifying Collateral, then Member or either Trust may immediately substitute or add new Qualifying Collateral; or (ii) Member may immediately pay down Member’s Indebtedness so that the amount of Qualifying Collateral has a Collateral Value that is at least equal to the then current required Collateral Maintenance Level in order to cure the condition;
		

		
			(7)        Member shall own less than 100% of the Trust Certificates of either of the Trusts.
		

		
			(b)        So long as no Event of Default has occurred and is continuing, each Trust shall retain the sole right to exercise all rights of ownership of its respective Trust Collateral for all purposes not inconsistent with the terms hereof and Member shall retain the sole right to exercise its rights of ownership of the Trust Certificates for all purposes not inconsistent with the terms hereof.
		

		
			
		

		
			

		 

		

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			(c)        Each Trust, and Member shall, jointly and severally, indemnify, defend and hold harmless the Bank from and against any and all claims, losses and liabilities resulting from any breach by either Trust, or Member of its respective representations, warranties and covenants under this Supplement.
		

		
			Section 3.02    REMEDIES.
		

		
			(a)        Upon the occurrence and during the continuance of an Event of Default, the Bank may, at its sole option (subject only to the limitations set forth herein, in addition to all other rights and remedies granted in this Supplement and in any other instrument or agreement securing, evidencing or relating to the Indebtedness under the Agreement), (i) declare the principal of any Advance and any other Indebtedness under the Agreement to be due and thereupon shall become so due and payable and (ii) exercise all of the rights and remedies of a secured party under Applicable Law including the UCC.  Without limiting or affecting the rights of the Bank to sell part or all of the Collateral as herein authorized, the Bank is further authorized upon the occurrence and during the continuance of an Event of Default hereunder, at its option and in its discretion, to take immediate possession of the Collateral or any part thereof wherever the same may be found, to collect or cause to be collected or otherwise converted into money any part of the Collateral, by suit or otherwise, and is hereby authorized in such case to surrender, compromise, release, renew, extend or exchange any item of such Collateral without prior notice to or consent of either Trust or Member.  In case of such collection or conversion into money of such Collateral or part thereof, the Bank, after first deducting the cost, attorney's fees, and expenses of collection, shall apply the balance of such proceeds to the payment of the Indebtedness in such a manner as it shall choose.  It is further agreed that any delay on the part of the Bank or its authorized agents in exercising any rights hereunder shall not operate as a waiver of such rights.
		

		
			(b)        Each of the Trusts and Member do hereby jointly make, constitute and appoint the Bank their attorney-in-fact, subject to the terms hereof, to deal with the related Collateral and in their respective name and stead to (i) effectuate the transfer of Collateral of either Trust and/or Member to the name of the Bank or to the name of the Bank's nominee, designee or assignee; (ii) endorse and collect checks payable to either Trust, and/or Member representing distributions or other payments on any Collateral; and (iii) carry out the terms and provisions hereof.
		

		
			(c)        To the extent permitted by applicable law, each of the Trusts and Member waives all claims, damages and demands it may acquire against the Bank arising out of the lawful exercise by the Bank of any rights hereunder.  If any notice of a proposed sale or other disposition of Collateral shall be required by law, such notice shall be deemed reasonable and proper if given at least ten (10) days before such sale or other disposition.
		

		
			(d)        In view of the possibility that Federal and state securities laws and Federal and state laws applicable to Trust may impose certain restrictions on the method by which a sale of the Collateral may be effected, the Bank and each of the Trusts and Member agree that any sale of Collateral as a result of an Event of Default shall be deemed “commercially reasonable” irrespective of whether the notice or manner of such sale contains provisions, or imposes, or is subject to, conditions or restrictions deemed appropriate to comply with the Securities Act of 1933, as amended or any other applicable Federal or state securities law or any state or Federal law
		

		
			
		

		
			

		 

		

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			applicable to the Collateral.  It is further agreed that from time to time the Bank may attempt to sell the Collateral by means of private placement.  In so doing, the Bank may restrict the bidders and prospective purchasers to those who will represent and agree that they are purchasing for investment only and not for distribution or otherwise impose restrictions deemed appropriate by the Bank for the purpose of complying with the requirements of applicable securities laws.  The Bank may solicit offers to buy such Collateral, for cash or otherwise, from a limited number of investors deemed by the Bank to be responsible parties who might be interested in purchasing such Collateral.  If the Bank solicits offers from not less than three such investors, then the acceptance by the Bank of the highest offer obtained therefrom (whether or not three offers are obtained) shall be deemed to be a commercially reasonable method of disposing of the Collateral.
		

		
			Section 3.03    APPLICATION OF PAYMENTS.  Upon the occurrence and during the continuance of any Event of Default, the Bank shall apply any payment by or recovery from either Trust or Member, or any sum realized from Collateral which shall be received by the Bank to repayment of all Indebtedness (including without limitation all fees, expenses and costs of collection or enforcement and other amounts) in such manner as the Bank shall choose.
		

		
			Section 3.04    DISSOLUTION OF TRUST.
		

		
			(a)        Notwithstanding anything to the contrary herein, if an Event of Default shall have occurred and be continuing, as certified to the SMRF III Trustee or the SMRF III-A Trustee, and related Certificate Registrar, as applicable, in writing by the Bank (upon which writing the related Trustee and Certificate Registrar may fully rely), the Member, as Administrator of the related Trust shall cause the related Trust to be dissolved and wound up upon five (5) days’ prior written notice and direction to such effect from the Bank to the related Trustee and Administrator of such Trust.  Upon receipt of such notice, the Administrator or the Sponsor shall wind up the affairs of the related Trust in accordance with the provisions of the Statutory Trust Statute.
		

		
			(b)        In addition, notwithstanding anything to the contrary herein, upon such dissolution of a Trust pursuant to Section 3.04(a), the related Collateral shall be transferred to the Bank as so directed in the notice to dissolve and wind up described in Section 3.04(a).
		

		
			Section 4.01    OFFICER’S CERTIFICATES.  Upon the date of this Supplement and upon the delivery of each set of financial statements and reports by the Member to the Bank pursuant to Section 2.09 hereof, the Member shall deliver to the Bank an officer’s certificate.  Such officer shall review the relevant terms hereof and make, or cause to be made, under his or her supervision, a review of the transactions and conditions of the related Trust from the beginning of the period covered by the statements then being furnished to the date of such certificate, which shall set forth (as of the date such certificate is so delivered) that:
		

		
			(a)        The representations, warranties and covenants of the related Trust in Section 2.08 of this Supplement are true and correct in all material respects;
		

		
			(b)        None of the transactions, events or occurrences described in Section 4.04 of this Supplement has occurred;
		

		
			(c)        None of the transactions, events or occurrences constituting an Event of Default has occurred;
		

		
			
		

		
			

		 

		

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			(d)        Confirmation that no amendments have been made to such Trust’s Organizational Documents since the issuance of the prior officer’s certificate and that the Bank has received all such Organizational Documents; and
		

		
			(e)        Confirmation of the current officers of the Administrator of such Trust and which officers may or shall serve as signatories on behalf of the related Trust.
		

		
			In addition, upon the date of this Supplement and upon the delivery of each set of financial statements and reports by Trust to the Bank pursuant to Section 2.09 hereof, a senior financial officer of Member shall deliver to the Bank an officer’s certificate.  Such officer’s certificate shall include:
		

		
			(a)        The representations, warranties and covenants of Member in Section 2.08 of this Supplement are true and correct;
		

		
			(b)        Confirmation of the use of the proceeds from the Advances;
		

		
			(c)        Confirmation of who is currently in possession of all notes and files related to each Trust’s Collateral; and
		

		
			(d)        Confirmation of who is servicing the related Trust Collateral.
		

		
			Section 4.02    CLOSING/PERIODIC DELIVERABLES.  The Bank, the Member and each Trust hereby agree and acknowledge that (i) on the date of this Supplement, and (ii) in the case of item (k), at any time following the date of this Supplement (subject to the discretion of the Bank), the Member and each Trust shall be obligated to deliver items (a)-(k) below to Bank; provided, however, that the Bank, in its sole discretion, may waive any of items (a)-(k) below; provided, further, that any such waiver shall be set for a duration to be determined by the Bank in its sole discretion and shall not be considered a permanent waiver of such action item/document:
		

		
			(a)        Execution and delivery by the Bank, the Member and each Trust of this Supplement;
		

		
			(b)        Delivery by each Trust or the related Trust administrator of an initial certified list of all mortgages that are held by it that represent Qualifying Collateral or confirmation by a Trust that is has no such Qualifying Collateral;
		

		
			(c)        Delivery by the Member of the Trust Certificates, accompanied by an undated assignment in blank;
		

		
			(d)        The execution and delivery of an opinion of counsel for the Member and each Trust, in such form as shall be determined by the Bank and counsel for the Bank;
		

		
			(e)        The execution and delivery of an Officer’s Certificate of the Member and each Trust, certifying to those matters set forth in Section 4.01 of this Agreement;
		

		
			(f)        The execution and delivery of a Secretary’s Certificate of the Member, certifying to (i) the Member Organizational Documents, and (ii) the resolutions (or the equivalent
		

		
			
		

		
			

		 

		

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			thereof) adopted by an appropriate authority of the Member, authorizing the Member’s entrance into the transactions contemplated by the Agreement, and this Supplement;
		

		
			(g)        The execution and delivery of a Certificate of each Trust administrator or the related Trustee, certifying to such Trust’s Organizational Documents;
		

		
			(h)        The execution and delivery of a certificate of the Member certifying to the non-existence of any Liens, pledges or other encumbrances on the Collateral and the Trust Certificates except as permitted under 4.04(g);
		

		
			(i)         UCC-1 financing statements referenced in 2.08(e);
		

		
			(j)         UCC-3 financing statement amendment reflecting the assignment of the Back-up Security Interest to the Bank; and
		

		
			(k)        Any other items, including due diligence items, that may be reasonably requested by the Bank from time to time.
		

		
			In addition, upon each Advance made by the Bank to the Member, the Member and each Trust to the extent of its Collateral acknowledge that items (a)-(k) above shall be deemed to have been delivered to the Bank by the Member and each Trust.
		

		
			Section 4.03    ASSIGNMENT.  Each Trust hereby grants the Bank the full right, power, and authority to assign or transfer all or any part of the Bank’s right, title, and interest in and to this Supplement, and to pledge, assign, or negotiate to any other Federal Home Loan Bank or to any other person or entity, with or without recourse, and may assign and deliver the whole or any part of the Trust Collateral to the transferee, which shall succeed to all the powers and rights of the Bank in respect thereof, and the Bank shall thereafter be forever relieved and fully discharged from any liability or responsibility with respect to the Trust Collateral so assigned or pledged, and all references herein to the Bank shall be read to refer to the pledgee or assignee.  Neither Trust may assign or transfer any of their rights or obligations hereunder without the express prior written consent of the Bank.
		

		
			Section 4.04    NEGATIVE COVENANTS.  On the date of this Supplement, whether or not there shall be Indebtedness due and payable to the Bank under the Agreement from time to time, each Trust and Member covenant with and to the Bank that, unless consented to by the Bank in writing:
		

		
			(a)        Neither Trust nor Member shall effect a subdivision, combination or consolidation of any ownership interest of such Trust (by reclassification or otherwise) n any way such that the Member does not own 100% of the Trust Certificates or any other interests representing any beneficial interest in the Trust;
		

		
			(b)        Neither Trust shall, nor shall Member permit a Trust to, merge or consolidate with any person;
		

		
			
		

		
			

		 

		

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			(c)        Neither Trust shall, nor shall Member permit Trust to, create, incur, assume, or suffer to exist, or permit any entity owned legally or beneficially by a Trust, to create incur, assume, or suffer to exist, any debt other than the Indebtedness;
		

		
			(d)        Neither Trust shall, nor shall Member permit Trust to, sell, lease or otherwise dispose of any of its property, including any disposition of property as part of a sale and leaseback transaction, to, or in favor of, any Person other than Member, to the trustee of the Trust as contemplated by the Trust Agreement or to the Bank in connection with the transactions contemplated hereby;
		

		
			(e)        Neither Trust shall, nor shall Member permit Trust to, issue any additional trust interests;
		

		
			(f)        Neither Trust shall, nor shall Member permit Trust to, engage in any business or other acts that would be inconsistent with, or contrary to, Section 4.1 of the Trust Agreement; and
		

		
			(g)        Neither Trust shall, nor shall Member cause or permit Trust to, create or suffer to exist, any Lien, encumbrance, pledge, condition, restriction or other interest on the Collateral, and Member shall not create or suffer to exist, any Lien, encumbrance, pledge, condition, restriction or other interest on the Trust Interest Collateral, other than, in each case, the Lien created under this Supplement and the interests of the Delaware Trustee of the Trust as contemplated by the Trust Agreement.
		

		
			Section 4.05    MISCELLANEOUS.
		

		
			(a)        The Member and each Trust hereby gives the Bank the full right, power, and authority to assign or transfer all or any part of the Bank's right, title, and interest in and to this Supplement, and to pledge, assign, or negotiate to any other Federal Home Loan Bank or to any other person or entity, with or without recourse, all or any part of the Indebtedness or participations therein; provided however, if the Bank assigns or transfers its interest in this Supplement or any Indebtedness to a third party other than another Federal Home Loan Bank or Federal Reserve Bank, the Bank will obtain the prior written consent of the Member and each Trust. In connection therewith, the Bank may assign and deliver the whole or any part of the Collateral to the transferee, which shall succeed to all the powers and rights of the Bank in respect thereof, and the Bank shall thereafter be forever relieved and fully discharged from any liability or responsibility with respect to the Collateral so assigned or pledged, and all references herein to the Bank shall be read to refer to the pledgee or assignee. Neither Member nor a Trust may assign or transfer any of its rights or obligations hereunder without the express prior written consent of the Bank, which shall not be unreasonably withheld.
		

		
			(b)        No modification, amendment. or waiver of any provision of this Supplement or consent to any departure therefrom shall be effective unless in a writing executed by an authorized officer of the party against whom such change is asserted and shall be effective only in the specific instance and for the purpose of which given. The terms of this Supplement may not be modified or amended unless all parties execute a written agreement. No notice to or demand on the Member or a Trust in any case shall entitle the Member or a Trust to any other or
		

		
			
		

		
			

		 

		

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			further notice or demand in the same, or similar or other circumstances. Any forbearance, failure, or delay by the Bank in exercising any right, power, or remedy hereunder shall not be deemed to be a waiver thereof, and any single or partial exercise by the Bank of any right, power, or remedy hereunder shall not preclude the further exercise thereof. Every right, power, and remedy of the Bank shall continue in full force and effect until specifically waived by the Bank in writing and no such waiver shall extend to any subsequent matter or impair any right consequent thereon except to the extent expressly so waived.
		

		
			(c)        For purposes of this Agreement, documents and electronic records shall be deemed signed by the Member or a Trust when a signature or an electronic signature of the Member or a Trust or an authorized signatory or an authorized facsimile thereof appears on or is associated with the document or electronic record. The Bank may rely on any signature or facsimile thereof which reasonably appears to the Bank to be the signature of an authorized person, including signatures appearing on documents transmitted electronically to and reproduced mechanically at the Bank. The secretary or an assistant secretary of the Member, or the Administrator on behalf of a Trust, shall from time to time furnish to the Bank, on forms provided by the Bank, a certified copy of the resolution of the Board of Directors of the Member or the operative provisions of a Trust’s Trust Agreement authorizing persons to apply on behalf of the Member or a Trust, as applicable, to the Bank for Advances and Commitments, to pledge Collateral and otherwise act for and on behalf of the Member or a Trust in accordance with this Supplement together with specimen signatures or specimen electronic signatures of such persons. Such certifications are incorporated herein and made a part of this Supplement and shall continue in effect until expressly revoked in writing by the Member or a Trust notwithstanding that subsequent certifications may authorize additional persons to act for and on behalf of the Member or a Trust. The Bank shall be indemnified and saved harmless by Member and each Trust from any claims, demands, expenses, loss or damage resulting from or growing out of honoring or relying on the signature or other authority (whether or not properly used and, in the case of any facsimile signature, regardless of when or by whom or by what means such signature may have been made or affixed) of any officer or person whose name and signature was so certified, or refusing to honor any signature or authority not so certified.
		

		
			(d)        In addition to the terms and conditions specifically set forth herein and in any Application or Confirmation of an Advance between the Bank and the Member, this Supplement shall be governed by the statutory and common law of the United States and, to the extent Federal law incorporates or defers to state law, the laws (exclusive of the choice of law provisions) of the State of Illinois. Notwithstanding the foregoing, the Uniform Commercial Code as in effect in the State of Illinois shall be deemed applicable to this Agreement and to any Advance hereunder and shall govern the attachment and perfection of any security interest granted hereunder to the extent that the Act, Regulations, or other statutory law of the United States is not applicable. In the event that any portion of this Supplement conflicts with applicable law, such conflict shall not affect other provisions of this Supplement which can be given effect without the conflicting provision, and to this end the provisions of this Supplement are declared to be severable.
		

		
			(e)        In any action or proceeding brought by any party hereto in order to enforce any right or remedy under this Supplement, the parties hereby consent to, and agree that they will submit to, the exclusive jurisdiction of the United States District Court for the Northern District of
		

		
			
		

		
			

		 

		

			-21-

		

 

		

		
			 
		

		
			Illinois or, if such action or proceeding may not be brought in Federal court, the jurisdiction of the courts of the State of Illinois located in the city of Chicago.  Each of the Member, the Trustee and each of the Trusts hereby waives, to the fullest extent permitted by law, any objection that it may now or hereafter have to the laying of venue in any such action or proceeding in such courts and any defense or objection based upon any such court being an inconvenient forum for purposes of any such action or proceeding.  The parties agree that if any action or proceeding is brought by either party seeking to obtain any legal or equitable relief against the other party under or arising out of this Agreement or any transaction contemplated hereby and such relief is not granted by the final decision, after any and all appeals, of a court of competent jurisdiction, the losing party will pay all reasonable attorneys’  fees and other costs incurred by the prevailing party in connection therewith.
		

		
			(f)        For purposes of this Supplement, documents shall be deemed signed by Trust when a signature of an authorized signatory or an authorized facsimile thereof appears on the document.  The Bank may rely on any signature or facsimile thereof which reasonably appears to the Bank to be the signature of an authorized person, including signatures appearing on documents transmitted electronically to and reproduced mechanically at the Bank.
		

		
			(g)        This Supplement shall be binding upon and inure to the benefit of the successors and permitted assigns of Trust, Member and Bank.
		

		
			(h)        This Supplement (including the Exhibits, the Schedule of Trust Certificates, Schedule of Trust Collateral, any other schedules, and other documents incorporated by reference herein), and the Agreement constitute the entire agreement between the parties hereto and supersede all prior agreements and understandings, oral and written, between the parties hereto, with respect to the subject matter hereof.
		

		
			(i)         The captions and headings in this Supplement are for convenience only and shall not be considered as part of or affect the construction or interpretation of any provision of this Supplement.
		

		
			(j)         All representations and warranties by a Trust contained in this Supplement or made in writing in connection herewith, shall be continuing and shall survive execution and delivery of this Supplement and the making of any Advances.
		

		
			(k)        Each of the parties hereby knowingly, voluntarily, and intentionally waives the right to trial by jury, and each Trust and Member agrees that neither it nor any of its assignees or successors shall (i) seek a jury trial in any lawsuit, proceeding, counterclaim, or any other action based upon, or arising out of; this Supplement, any related instruments, any collateral, or the dealings or the relationship between or among any of them, or (ii) seek to consolidate any such action with any other action in which a jury trial cannot be or has not been waived.  The provisions of this paragraph shall be subject to no exceptions.  Neither the Bank nor Member nor either Trust has agreed with or represented to the other that the provisions of this paragraph shall not be fully enforced in all instances.
		

		
			(l)         Each Trust irrevocably appoints Member as its agent to receive on behalf of it service of copies of the summons and complaint and any other process which may be served in
		

		
			
		

		
			

		 

		

			-22-

		

 

		

		
			 
		

		
			any such action or proceeding, and each Trust irrevocably authorizes and directs Member to accept such service on its behalf.  The Bank, Member and each Trust consents to the service of copies of the summons and complaint and any other process which may be served in any such action or proceeding by the mailing or delivering of a copy of such process to such party at its address specified in the Agreement.
		

		
			(m)       Any failure of or delay by the Bank to exercise any right or remedy hereunder shall not be construed as a waiver of the right to exercise the same or any other right or remedy at any other time.
		

		
			Section 4.06     NOTICES.  Any notice, request, response, demand, claim or other communication required or permitted hereunder shall be in writing and transmitted, delivered or sent by (a) personal delivery, (b) courier or messenger service, whether overnight or same day (c) certified United States mail postage prepaid, return receipt requested, or (d) prepaid telecopy or facsimile:
		

		
			 
		

			
					
						 

					
					
						 

				
	
					
						if to Bank to:

					
					
						with a copy to:

				
	
					
						 

					
					
						 

				
	
					
						200 East Randolph Drive

					
						Chicago, IL  60601

					
						Attention:  Vice President - Credit

					
						Facsimile:  (312) 565-5752

					
					
						200 East Randolph Drive

					
						Chicago, IL  60601

					
						Attention:  General Counsel

					
						Facsimile:  (312) 565-6912

					
						 

				
	
					
						if to Member to:

					
					
						with a copy to: 

				
	
					
						 

					
						Prospect Mortgage Insurance, LLC

					
						c/o Starwood Property Trust

					
						1 E Upper Wacker Dr., Suite 3600

					
						Chicago, IL 60601

					
						Telephone Number:  (773) 541-2867

					
						Attention:  Steven Ujvary

					
					
						 

					
						c/o Starwood Property Trust, Inc.

					
						591 West Putnam Avenue

					
						Greenwich, Connecticut 06830

					
						Attention: General Counsel

					
						Email:  assossen@starwood.com

				
	
					
						 

					
					
						 

				
	
					
						if to SMRF Trust III to:

					
					
						with a copy to: 

				
	
					
						 

					
						SMRF Trust III

					
						c/o Starwood Property Trust, Inc.

					
						591 West Putnam Ave.

					
						Greenwich, Connecticut 06830

					
						Attention:  Steven Uvjary

					
						Facsimile:  (203) 422-8192

					
						 

					
					
						 

					
						c/o Starwood Property Trust, Inc.

					
						591 West Putnam Avenue

					
						Greenwich Connecticut 06830

					
						Attention: General Counsel

					
						Email:  asossen@starwood.com

				
	
					
						if to SMRF Trust III-A to:

					
					
						with a copy to: 

				

		
			 
		

		
			
		

		
			

		 

		

			-23-

		

 

		

		
			 
		

			
					
						 

					
						 

					
						 

					
						 

					
						 

					
						 

					
						 

					
						 

					
					
						 

					
						 

					
						 

					
						 

					
						 

					
						 

				
	
					
						 

					
						SMRF Trust III-A

					
						c/o Starwood Property Trust, Inc.

					
						591 West Putnam Ave.

					
						Greenwich, Connecticut 06830

					
						Attention:  Steven Uvjary

					
						Facsimile:  (203) 422-8192

					
						 

					
					
						 

					
						c/o Starwood Property Trust, Inc.

					
						591 West Putnam Avenue

					
						Greenwich, Connecticut 06830

					
						Attention: General Counsel

					
						Email:  asossen@starwood.com

				
	
					
						if to the Trustee to:

					
					
						 

				
	
					
						 

					
						Wilmington Trust, National Association

					
						Rodney Square North

					
						1100 North market Street

					
						Wilmington, Delaware 19890

					
						Facsimile:  (302) 636-4140

					
						Email:  RSimpson@wilmingtontrust.com 

					
					
						 

				

		
			 
		

		
			or at such other address for a party as shall be specified by like notice.  Each communication transmitted, delivered, or sent (i) in person, by courier or messenger service, or by certified United States mail (postage prepaid and return receipt requested) shall be deemed given, received, and effective on the date delivered to or refused by the intended recipient (with the return receipt or the equivalent record of the courier or messenger being deemed conclusive evidence of delivery or refusal); or (ii) by telecopy or facsimile transmission shall be deemed given, received, and effective on the date of actual receipt (with the confirmation of transmission or the electronic receipt being deemed conclusive evidence of such receipt, except where the intended recipient has promptly notified the other party that the transmission is illegible).
		

		
			Section 4.07    COUNTERPARTS.  This Supplement may be executed in one or more counterparts, each of which shall for all purposes be deemed to be an original and all of which together shall constitute one and the same instrument.  Each of the undersigned agrees to be bound by his or her faxed signature or electronically delivered signature and agrees that the other undersigned Persons may rely  upon the faxed signature of or electronically delivered signature the undersigned.
		

		
			Section 4.08    LIMITATION OF LIABILITY. It is expressly understood and agreed by the parties hereto that (a) this Supplement is executed and delivered by Wilmington Trust, National Association, not individually or personally but solely as trustee of the Trusts, in the exercise of the powers and authority conferred and vested in it, (b) each of the representations, undertakings and agreements herein made on the part of the Trusts is made and intended not as personal representations, undertakings and agreements by Wilmington Trust, National Association but is made and intended for the purpose of binding only the Trusts, (c) nothing herein contained shall be construed as creating any liability on Wilmington Trust, National Association, individually or personally, to perform any covenant either expressed or implied contained herein, all such liability, if any, being expressly waived by the parties hereto and by any Person claiming by, through or under the parties hereto, (d) Wilmington Trust, National Association has made no investigation as to the accuracy or completeness of any representations or warranties made by the Trusts in this Supplement and (e) under no circumstances shall Wilmington Trust, National Association be
		

		
			
		

		
			

		 

		

			-24-

		

 

		

		
			 
		

		
			personally liable for the payment of any indebtedness or expenses of the Trusts or be liable for the breach or failure of any obligation, representation, warranty or covenant made or undertaken by the Trusts under this Supplement or any other related documents.
		

		
			[SIGNATURES FOLLOW]
		

		
			 
		

		
			 
		

		
			

		 

		

			-25-

		

 

		

		
			 
		

		
			IN WITNESS WHEREOF, each Trust, the Member and the Bank have caused this Agreement to be signed in their names by their duly authorized signatories as of the date first above mentioned.
		

		
			 
		

			
					
						 

					
					
						 

					
					
						 

				
	
					
						 

					
					
						FEDERAL HOME LOAN BANK OF CHICAGO

				
	
					
						 

					
					
						 

				
	
					
						 

					
					
						 

				
	
					
						 

					
					
						By:

					
					
						/s/ MICHELLE M. JONSON

				
	
					
						 

					
					
						Name:

					
					
						Michelle M. Jonson

				
	
					
						 

					
					
						Title:

					
					
						Chief Risk Officer

				
	
					
						 

					
					
						 

				
	
					
						 

					
					
						 

				
	
					
						 

					
					
						By:

					
					
						/s/ A. HARRISON

				
	
					
						 

					
					
						Name:

					
					
						A. Harrison

				
	
					
						 

					
					
						Title:

					
					
						SVP

				
	
					
						 

					
					
						 

				
	
					
						 

					
					
						 

				
	
					
						 

					
					
						PROSPECT MORTGAGE INSURANCE, LLC.

				
	
					
						 

					
					
						 

					
					
						 

				
	
					
						 

					
					
						By:

					
					
						/s/ ANDREW J. SOSSEN

				
	
					
						 

					
					
						Name:

					
					
						Andrew J. Sossen

				
	
					
						 

					
					
						Title:

					
					
						Chief Operating Officer

				
	
					
						 

					
					
						 

					
					
						 

				
	
					
						 

					
					
						 

					
					
						 

				
	
					
						 

					
					
						SMRF TRUST III

				
	
					
						 

					
					
						 

					
					
						 

				
	
					
						 

					
					
						By: Wilmington Trust, National Association, not in its individual capacity but solely in its capacity as Delaware Trustee

				
	
					
						 

					
					
						 

					
					
						 

				
	
					
						 

					
					
						 

					
					
						 

				
	
					
						 

					
					
						By:

					
					
						/s/ RACHEL SIMPSON

				
	
					
						 

					
					
						Name:

					
					
						Rachel Simpson

				
	
					
						 

					
					
						Title:

					
					
						Vice President

				

		
			 
		

		
			 
		

		
			
		

		
			

		 

		

			-Supplement Signature Page-

		

 

		

		
			 
		

			
					
						 

					
					
						 

					
					
						 

				
	
					
						 

					
					
						SMRF TRUST III-A

				
	
					
						 

					
					
						 

					
					
						 

				
	
					
						 

					
					
						 

				
	
					
						 

					
					
						By: Wilmington Trust, National Association,  not in its individual capacity but solely in as Delaware Trustee

				
	
					
						 

					
					
						 

					
					
						 

				
	
					
						 

					
					
						 

					
					
						 

				
	
					
						 

					
					
						By:

					
					
						/s/ RACHEL SIMPSON

				
	
					
						 

					
					
						Name:

					
					
						Rachel Simpson

				
	
					
						 

					
					
						Title:

					
					
						Vice President

				
	
					
						 

					
					
						 

					
					
						 

				
	
					
						 

					
					
						 

					
					
						 

				
	
					
						 

					
					
						WILMINGTON TRUST, NATIONAL ASSOCIATION, not in its individual capacity but solely in its capacity as Delaware Trustee for each of SMRF Trust III and SMRF Trust III-A

				
	
					
						 

					
					
						 

					
					
						 

				
	
					
						 

					
					
						 

					
					
						 

				
	
					
						 

					
					
						By:

					
					
						/s/ RACHEL SIMPSON

				
	
					
						 

					
					
						Name:

					
					
						Rachel Simpson

				
	
					
						 

					
					
						Title:

					
					
						Vice President

				

		
			 
		

		
			 
		

		
			 
		

		
			

		 

		

			-Supplement Signature Page-

		

 

		

		
			 
		

		
			SCHEDULE OF TRUST COLLATERAL
		

		
			The following Collateral is hereby pledged by each of the Trusts to the Bank pursuant to the Supplement to which this Schedule is attached and made a part hereof:
		

		
			SMRF Trust III
		

		
			 
		

			
					
						 

					
					
						 

					
					
						Residential mortgage loans

				
	
					
						 

					
					
						 

					
					
						 

				
	
					
						Loan

					
					
						Original

					
					
						 

					
					
						 

				
	
					
						Number

					
					
						UPB

					
					
						Current UPB

					
					
						Current Interest Rate

				
	
					
						23056102

					
					
						900,000.00

					
					
						871,483.02

					
					
						5.875

				
	
					
						23056255

					
					
						1,500,000.00

					
					
						1,456,237.17

					
					
						6.125

				
	
					
						2000193231

					
					
						428,000.00

					
					
						414,455.96

					
					
						4.990

				
	
					
						3108000053

					
					
						110,600.00

					
					
						110,520.58

					
					
						7.865

				
	
					
						3111000472

					
					
						250,000.00

					
					
						241,412.47

					
					
						5.625

				
	
					
						3111000629

					
					
						235,000.00

					
					
						209,833.00

					
					
						7.250

				
	
					
						3111001027

					
					
						150,000.00

					
					
						146,003.78

					
					
						6.625

				
	
					
						3111001148

					
					
						400,000.00

					
					
						386,364.97

					
					
						5.250

				
	
					
						3111001232

					
					
						688,000.00

					
					
						666,882.16

					
					
						5.625

				
	
					
						3111001392

					
					
						450,800.00

					
					
						435,958.38

					
					
						5.000

				
	
					
						3111001698

					
					
						165,000.00

					
					
						164,942.81

					
					
						4.625

				
	
					
						3111002182

					
					
						801,000.00

					
					
						774,959.04

					
					
						5.125

				
	
					
						3111002243

					
					
						417,000.00

					
					
						404,939.00

					
					
						5.500

				
	
					
						3111002505

					
					
						273,000.00

					
					
						266,087.05

					
					
						5.750

				
	
					
						3111003107

					
					
						437,500.00

					
					
						427,392.35

					
					
						6.500

				
	
					
						3111003190

					
					
						533,500.00

					
					
						517,594.07

					
					
						4.875

				
	
					
						3111003456

					
					
						350,000.00

					
					
						335,907.40

					
					
						6.250

				
	
					
						3111003630

					
					
						513,000.00

					
					
						484,186.18

					
					
						4.875

				
	
					
						3111004182

					
					
						114,800.00

					
					
						112,748.84

					
					
						7.375

				
	
					
						3111004218

					
					
						290,000.00

					
					
						281,790.14

					
					
						5.125

				
	
					
						3111004228

					
					
						157,372.00

					
					
						153,093.88

					
					
						4.875

				
	
					
						3111004358

					
					
						700,000.00

					
					
						678,631.45

					
					
						4.750

				
	
					
						3111004361

					
					
						360,000.00

					
					
						349,834.83

					
					
						4.875

				
	
					
						3111004370

					
					
						290,990.00

					
					
						282,773.52

					
					
						4.875

				
	
					
						3111004432

					
					
						192,500.00

					
					
						188,249.74

					
					
						6.500

				
	
					
						3111004478

					
					
						721,000.00

					
					
						702,443.13

					
					
						5.125

				
	
					
						3111004506

					
					
						555,000.00

					
					
						540,687.20

					
					
						4.750

				
	
					
						3111004551

					
					
						147,579.00

					
					
						144,320.51

					
					
						6.500

				
	
					
						3111004729

					
					
						500,000.00

					
					
						500,000.00

					
					
						5.000

				
	
					
						3111004740

					
					
						75,200.00

					
					
						70,170.43

					
					
						7.625

				
	
					
						3111004764

					
					
						177,000.00

					
					
						172,613.14

					
					
						6.000

				
	
					
						3111004806

					
					
						240,500.00

					
					
						235,187.96

					
					
						6.250

				
	
					
						3111004942

					
					
						780,000.00

					
					
						780,000.00

					
					
						5.375

				
	
					
						3111004968

					
					
						191,250.00

					
					
						186,646.43

					
					
						5.500

				
	
					
						3111005108

					
					
						80,000.00

					
					
						78,573.79

					
					
						7.125

				
	
					
						3111005112

					
					
						585,000.00

					
					
						585,000.00

					
					
						5.500

				
	
					
						3111005229

					
					
						315,000.00

					
					
						307,915.17

					
					
						5.875

				
	
					
						3111005394

					
					
						150,000.00

					
					
						146,878.39

					
					
						6.375

				
	
					
						3111005478

					
					
						1,135,000.00

					
					
						1,104,982.90

					
					
						5.250

				

		
			
		

		
			

		 

		

			-28-

		

 

		

		
			 
		

			
					
						3111005479

					
					
						185,500.00

					
					
						181,514.10

					
					
						6.125

				
	
					
						3111005682

					
					
						154,700.00

					
					
						120,814.64

					
					
						5.500

				
	
					
						3111005723

					
					
						463,400.00

					
					
						453,498.11

					
					
						5.875

				
	
					
						3111005846

					
					
						100,000.00

					
					
						88,981.21

					
					
						5.875

				
	
					
						3111005914

					
					
						396,500.00

					
					
						389,030.75

					
					
						6.875

				
	
					
						3111005979

					
					
						263,400.00

					
					
						256,315.27

					
					
						4.875

				
	
					
						3111006343

					
					
						1,124,900.00

					
					
						1,099,567.23

					
					
						4.500

				
	
					
						3111006358

					
					
						173,000.00

					
					
						169,303.38

					
					
						5.875

				
	
					
						3111006506

					
					
						192,000.00

					
					
						187,501.01

					
					
						5.375

				
	
					
						3111006507

					
					
						223,000.00

					
					
						218,633.98

					
					
						5.750

				
	
					
						3111006641

					
					
						664,500.00

					
					
						647,671.80

					
					
						4.625

				
	
					
						3111006725

					
					
						700,000.00

					
					
						685,165.47

					
					
						5.625

				
	
					
						3111006746

					
					
						805,000.00

					
					
						785,916.68

					
					
						5.000

				
	
					
						3111006850

					
					
						180,600.00

					
					
						176,724.11

					
					
						5.875

				
	
					
						3111006914

					
					
						100,000.00

					
					
						98,317.92

					
					
						6.250

				
	
					
						3111006961

					
					
						980,000.00

					
					
						962,050.07

					
					
						5.875

				
	
					
						3111007025

					
					
						815,500.00

					
					
						797,822.29

					
					
						5.500

				
	
					
						3111007064

					
					
						129,500.00

					
					
						126,692.74

					
					
						5.500

				
	
					
						3111007067

					
					
						180,000.00

					
					
						176,088.76

					
					
						5.250

				
	
					
						3111007155

					
					
						94,600.00

					
					
						89,850.17

					
					
						6.250

				
	
					
						3111007217

					
					
						121,500.00

					
					
						118,832.33

					
					
						6.625

				
	
					
						3111007230

					
					
						327,000.00

					
					
						321,426.80

					
					
						6.500

				
	
					
						3111007309

					
					
						892,000.00

					
					
						873,937.79

					
					
						5.875

				
	
					
						3111007332

					
					
						246,000.00

					
					
						240,109.61

					
					
						4.625

				
	
					
						3111007422

					
					
						675,000.00

					
					
						658,116.45

					
					
						4.375

				
	
					
						3111007427

					
					
						164,000.00

					
					
						160,830.34

					
					
						5.875

				
	
					
						3111007462

					
					
						600,000.00

					
					
						600,000.00

					
					
						5.250

				
	
					
						3111007568

					
					
						283,000.00

					
					
						277,116.42

					
					
						5.250

				
	
					
						3111007636

					
					
						1,000,000.00

					
					
						1,000,000.00

					
					
						5.875

				
	
					
						3111007771

					
					
						695,000.00

					
					
						680,104.21

					
					
						5.250

				
	
					
						3111007790

					
					
						137,500.00

					
					
						134,905.07

					
					
						5.625

				
	
					
						3111007794

					
					
						311,250.00

					
					
						304,963.67

					
					
						5.250

				
	
					
						3111007850

					
					
						1,457,500.00

					
					
						1,426,715.17

					
					
						5.000

				
	
					
						3111007951

					
					
						256,000.00

					
					
						251,165.49

					
					
						5.625

				
	
					
						3111008147

					
					
						452,000.00

					
					
						445,024.89

					
					
						5.625

				
	
					
						3111008221

					
					
						192,000.00

					
					
						187,898.41

					
					
						5.000

				
	
					
						3111008251

					
					
						117,250.00

					
					
						115,656.33

					
					
						7.375

				
	
					
						3111008258

					
					
						355,920.00

					
					
						350,844.58

					
					
						7.125

				
	
					
						3111008271

					
					
						688,000.00

					
					
						675,309.18

					
					
						5.750

				
	
					
						3111008357

					
					
						520,000.00

					
					
						510,408.06

					
					
						5.750

				
	
					
						3111008387

					
					
						97,500.00

					
					
						56,360.76

					
					
						6.375

				
	
					
						3111008397

					
					
						750,000.00

					
					
						736,389.85

					
					
						5.125

				
	
					
						3111008412

					
					
						1,295,000.00

					
					
						1,295,000.00

					
					
						5.375

				
	
					
						3111008491

					
					
						150,000.00

					
					
						147,535.22

					
					
						6.375

				
	
					
						3111008500

					
					
						1,500,000.00

					
					
						1,500,000.00

					
					
						5.500

				
	
					
						3111008524

					
					
						217,000.00

					
					
						212,617.23

					
					
						5.250

				
	
					
						3111008539

					
					
						825,000.00

					
					
						807,574.64

					
					
						5.000

				
	
					
						3111008584

					
					
						100,730.00

					
					
						98,342.24

					
					
						6.250

				
	
					
						3111008599

					
					
						210,500.00

					
					
						205,595.56

					
					
						5.000

				
	
					
						3111008609

					
					
						319,882.00

					
					
						311,433.40

					
					
						5.125

				

		
			
		

		
			

		 

		

			-29-

		

 

		

		
			 
		

			
					
						3111008621

					
					
						1,000,000.00

					
					
						984,171.38

					
					
						5.875

				
	
					
						3111008632

					
					
						730,000.00

					
					
						714,559.97

					
					
						5.000

				
	
					
						3111008649

					
					
						578,152.00

					
					
						566,229.64

					
					
						5.375

				
	
					
						3111008735

					
					
						267,200.00

					
					
						262,166.41

					
					
						6.750

				
	
					
						3111008741

					
					
						384,000.00

					
					
						379,554.02

					
					
						5.625

				
	
					
						3111008764

					
					
						107,250.00

					
					
						105,591.17

					
					
						6.000

				
	
					
						3111008801

					
					
						383,582.00

					
					
						377,078.02

					
					
						5.500

				
	
					
						3111008882

					
					
						244,000.00

					
					
						236,377.81

					
					
						5.000

				
	
					
						3111008922

					
					
						603,000.00

					
					
						602,776.25

					
					
						6.000

				
	
					
						3111008942

					
					
						2,000,000.00

					
					
						1,846,802.32

					
					
						5.750

				
	
					
						3111009036

					
					
						548,000.00

					
					
						535,914.37

					
					
						5.250

				
	
					
						3111009114

					
					
						2,000,000.00

					
					
						2,000,000.00

					
					
						4.625

				
	
					
						3111009138

					
					
						469,000.00

					
					
						460,864.88

					
					
						5.375

				
	
					
						3111009164

					
					
						105,000.00

					
					
						103,303.16

					
					
						6.125

				
	
					
						3111009165

					
					
						822,500.00

					
					
						807,906.65

					
					
						5.250

				
	
					
						3111009277

					
					
						231,000.00

					
					
						107,501.40

					
					
						5.375

				
	
					
						3111009296

					
					
						249,000.00

					
					
						245,058.67

					
					
						5.875

				
	
					
						3111009311

					
					
						136,500.00

					
					
						105,800.05

					
					
						5.875

				
	
					
						3111009313

					
					
						160,300.00

					
					
						124,713.72

					
					
						5.375

				
	
					
						3111009330

					
					
						500,000.00

					
					
						500,000.00

					
					
						5.250

				
	
					
						3111009345

					
					
						500,000.00

					
					
						490,297.94

					
					
						4.750

				
	
					
						3111009353

					
					
						157,000.00

					
					
						154,703.50

					
					
						5.500

				
	
					
						3111009505

					
					
						960,000.00

					
					
						942,967.02

					
					
						5.250

				
	
					
						3111009512

					
					
						346,500.00

					
					
						340,069.41

					
					
						5.000

				
	
					
						3111009573

					
					
						280,000.00

					
					
						275,616.29

					
					
						6.000

				
	
					
						3111009574

					
					
						225,000.00

					
					
						221,519.97

					
					
						6.000

				
	
					
						3111009608

					
					
						169,000.00

					
					
						165,936.43

					
					
						5.500

				
	
					
						3111009614

					
					
						294,000.00

					
					
						288,783.65

					
					
						5.250

				
	
					
						3111009643

					
					
						265,000.00

					
					
						260,191.09

					
					
						5.125

				
	
					
						3111009694

					
					
						2,000,000.00

					
					
						2,000,000.00

					
					
						5.000

				
	
					
						3111009701

					
					
						287,500.00

					
					
						280,980.22

					
					
						5.375

				
	
					
						3111009733

					
					
						225,000.00

					
					
						209,283.94

					
					
						5.375

				
	
					
						3111009808

					
					
						200,000.00

					
					
						154,548.76

					
					
						6.750

				
	
					
						3111009811

					
					
						416,500.00

					
					
						394,733.11

					
					
						5.375

				
	
					
						3111009876

					
					
						180,000.00

					
					
						177,222.39

					
					
						4.750

				
	
					
						3111009929

					
					
						228,600.00

					
					
						224,822.77

					
					
						5.250

				
	
					
						3111009947

					
					
						308,000.00

					
					
						269,312.27

					
					
						5.500

				
	
					
						3111009961

					
					
						718,000.00

					
					
						705,260.86

					
					
						5.250

				
	
					
						3111010090

					
					
						440,000.00

					
					
						434,339.74

					
					
						5.750

				
	
					
						3111010109

					
					
						500,000.00

					
					
						490,215.12

					
					
						5.875

				
	
					
						3111010117

					
					
						262,500.00

					
					
						258,169.30

					
					
						6.125

				
	
					
						3111010141

					
					
						112,000.00

					
					
						110,531.45

					
					
						6.500

				
	
					
						3111010390

					
					
						600,000.00

					
					
						590,308.37

					
					
						5.375

				
	
					
						3111010410

					
					
						285,000.00

					
					
						280,183.27

					
					
						5.125

				
	
					
						3111010433

					
					
						207,900.00

					
					
						204,541.20

					
					
						5.375

				
	
					
						3111010507

					
					
						178,500.00

					
					
						175,808.00

					
					
						5.750

				
	
					
						3111010535

					
					
						608,300.00

					
					
						600,124.11

					
					
						6.750

				
	
					
						3111010571

					
					
						137,800.00

					
					
						135,918.95

					
					
						5.875

				
	
					
						3111010661

					
					
						720,000.00

					
					
						711,915.53

					
					
						6.000

				
	
					
						3111010696

					
					
						203,300.00

					
					
						200,440.03

					
					
						6.125

				

		
			
		

		
			

		 

		

			-30-

		

 

		

		
			 
		

			
					
						3111010785

					
					
						663,000.00

					
					
						653,737.89

					
					
						5.750

				
	
					
						3111010798

					
					
						292,500.00

					
					
						287,959.78

					
					
						5.750

				
	
					
						3111010818

					
					
						138,000.00

					
					
						138,000.00

					
					
						6.500

				
	
					
						3111010839

					
					
						350,000.00

					
					
						344,762.21

					
					
						5.375

				
	
					
						3111010867

					
					
						1,071,000.00

					
					
						1,069,300.00

					
					
						5.875

				
	
					
						3111010869

					
					
						805,000.00

					
					
						794,644.29

					
					
						5.750

				
	
					
						3111010883

					
					
						337,565.00

					
					
						333,562.34

					
					
						6.625

				
	
					
						3111010893

					
					
						339,500.00

					
					
						335,076.47

					
					
						6.125

				
	
					
						3111010938

					
					
						870,000.00

					
					
						861,722.29

					
					
						5.250

				
	
					
						3111010954

					
					
						360,000.00

					
					
						354,152.87

					
					
						5.875

				
	
					
						3111011001

					
					
						235,000.00

					
					
						210,229.24

					
					
						5.000

				
	
					
						3111011034

					
					
						1,148,000.00

					
					
						1,130,608.63

					
					
						5.375

				
	
					
						3111011094

					
					
						574,000.00

					
					
						566,164.58

					
					
						5.875

				
	
					
						3111011139

					
					
						560,000.00

					
					
						553,282.06

					
					
						6.125

				
	
					
						3111011200

					
					
						540,000.00

					
					
						531,350.95

					
					
						5.000

				
	
					
						3111011236

					
					
						838,500.00

					
					
						838,499.95

					
					
						5.500

				
	
					
						3111011448

					
					
						200,000.00

					
					
						162,081.91

					
					
						5.375

				
	
					
						3111011699

					
					
						225,000.00

					
					
						222,544.17

					
					
						6.625

				
	
					
						3111011786

					
					
						245,000.00

					
					
						242,133.77

					
					
						5.250

				
	
					
						3111011900

					
					
						239,000.00

					
					
						236,507.23

					
					
						5.875

				
	
					
						3111011944

					
					
						124,000.00

					
					
						122,211.45

					
					
						5.125

				
	
					
						3111012065

					
					
						153,300.00

					
					
						139,229.89

					
					
						8.625

				
	
					
						3111012092

					
					
						304,000.00

					
					
						299,997.86

					
					
						5.625

				
	
					
						3111012105

					
					
						415,000.00

					
					
						411,695.26

					
					
						5.750

				
	
					
						3111012127

					
					
						206,500.00

					
					
						203,649.64

					
					
						4.875

				
	
					
						3111012178

					
					
						574,000.00

					
					
						567,247.54

					
					
						5.750

				
	
					
						3111012199

					
					
						930,000.00

					
					
						919,608.06

					
					
						5.500

				
	
					
						3111013472

					
					
						211,500.00

					
					
						192,874.21

					
					
						6.000

				
	
					
						3111013566

					
					
						279,500.00

					
					
						277,639.79

					
					
						5.490

				
	
					
						3111013643

					
					
						245,000.00

					
					
						243,931.27

					
					
						6.740

				
	
					
						3111013765

					
					
						220,800.00

					
					
						218,375.66

					
					
						7.000

				
	
					
						3111013791

					
					
						700,000.00

					
					
						696,396.50

					
					
						5.875

				
	
					
						3111013840

					
					
						300,000.00

					
					
						298,488.90

					
					
						5.990

				
	
					
						3111013853

					
					
						425,000.00

					
					
						422,584.91

					
					
						5.750

				
	
					
						3111013864

					
					
						341,200.00

					
					
						340,354.41

					
					
						6.990

				
	
					
						3111013872

					
					
						275,000.00

					
					
						273,995.53

					
					
						6.490

				
	
					
						3111013952

					
					
						284,000.00

					
					
						283,037.38

					
					
						6.875

				
	
					
						3111013961

					
					
						448,000.00

					
					
						446,021.35

					
					
						5.490

				
	
					
						3111014000

					
					
						1,482,000.00

					
					
						1,475,766.18

					
					
						5.750

				
	
					
						3111014003

					
					
						300,000.00

					
					
						299,097.86

					
					
						5.990

				
	
					
						3111014037

					
					
						207,000.00

					
					
						206,449.08

					
					
						6.625

				
	
					
						3111014063

					
					
						245,000.00

					
					
						244,347.94

					
					
						6.625

				
	
					
						3111014112

					
					
						960,000.00

					
					
						956,978.67

					
					
						5.750

				
	
					
						3111014117

					
					
						300,000.00

					
					
						299,119.10

					
					
						6.115

				
	
					
						3111014118

					
					
						932,000.00

					
					
						929,268.56

					
					
						6.125

				
	
					
						3111014150

					
					
						480,000.00

					
					
						479,487.04

					
					
						6.375

				
	
					
						3111014153

					
					
						420,000.00

					
					
						418,538.47

					
					
						6.740

				
	
					
						3111014154

					
					
						100,000.00

					
					
						99,821.61

					
					
						8.625

				
	
					
						3111014160

					
					
						779,200.00

					
					
						776,501.06

					
					
						6.115

				
	
					
						3111014174

					
					
						424,000.00

					
					
						423,284.12

					
					
						6.865

				

		
			
		

		
			

		 

		

			-31-

		

 

		

		
			 
		

			
					
						3111014187

					
					
						998,000.00

					
					
						996,958.02

					
					
						5.750

				
	
					
						3111014193

					
					
						497,000.00

					
					
						495,677.23

					
					
						6.625

				
	
					
						3111014214

					
					
						346,500.00

					
					
						346,021.51

					
					
						7.875

				
	
					
						3111014225

					
					
						623,000.00

					
					
						621,039.28

					
					
						5.750

				
	
					
						3111014227

					
					
						350,000.00

					
					
						349,280.42

					
					
						6.625

				
	
					
						3111014239

					
					
						472,500.00

					
					
						471,795.08

					
					
						7.490

				
	
					
						3111014240

					
					
						680,000.00

					
					
						679,414.53

					
					
						6.750

				
	
					
						3111014268

					
					
						525,000.00

					
					
						524,115.34

					
					
						6.875

				
	
					
						3111014334

					
					
						100,000.00

					
					
						99,934.58

					
					
						8.125

				
	
					
						3111014345

					
					
						102,000.00

					
					
						101,616.31

					
					
						6.875

				
	
					
						3111014362

					
					
						1,200,000.00

					
					
						1,197,661.39

					
					
						6.125

				
	
					
						3111014367

					
					
						325,168.00

					
					
						324,534.29

					
					
						6.125

				
	
					
						3111014375

					
					
						595,000.00

					
					
						593,724.82

					
					
						5.625

				
	
					
						3111014376

					
					
						321,000.00

					
					
						320,445.70

					
					
						6.750

				
	
					
						3111014402

					
					
						131,920.00

					
					
						131,843.95

					
					
						8.740

				
	
					
						3111014412

					
					
						100,000.00

					
					
						99,831.50

					
					
						6.875

				
	
					
						3111014415

					
					
						200,000.00

					
					
						199,390.73

					
					
						6.000

				
	
					
						3111014422

					
					
						306,475.00

					
					
						306,211.13

					
					
						6.750

				
	
					
						3111014423

					
					
						208,600.00

					
					
						208,433.18

					
					
						7.125

				
	
					
						3111014424

					
					
						220,500.00

					
					
						220,323.67

					
					
						7.125

				
	
					
						3111014425

					
					
						208,600.00

					
					
						208,433.18

					
					
						7.125

				
	
					
						3111014426

					
					
						232,750.00

					
					
						232,563.87

					
					
						7.125

				
	
					
						3111014427

					
					
						215,000.00

					
					
						214,823.77

					
					
						7.000

				
	
					
						3111014428

					
					
						224,250.00

					
					
						224,066.18

					
					
						7.000

				
	
					
						3111014429

					
					
						390,000.00

					
					
						389,672.36

					
					
						6.875

				
	
					
						3111014436

					
					
						622,400.00

					
					
						622,400.00

					
					
						6.500

				
	
					
						3111014437

					
					
						240,000.00

					
					
						239,772.28

					
					
						6.250

				
	
					
						3111014439

					
					
						242,200.00

					
					
						241,828.15

					
					
						6.375

				
	
					
						3111014442

					
					
						635,200.00

					
					
						635,200.00

					
					
						6.000

				
	
					
						3111014447

					
					
						336,500.00

					
					
						335,918.93

					
					
						6.750

				
	
					
						3111014455

					
					
						862,500.00

					
					
						861,533.53

					
					
						5.375

				
	
					
						3111014459

					
					
						210,000.00

					
					
						210,000.00

					
					
						6.740

				
	
					
						3111014484

					
					
						470,000.00

					
					
						469,496.59

					
					
						5.615

				
	
					
						3111014513

					
					
						386,750.00

					
					
						386,022.60

					
					
						5.500

				
	
					
						3111014516

					
					
						504,000.00

					
					
						504,000.00

					
					
						5.990

				
	
					
						3111014526

					
					
						769,000.00

					
					
						768,032.49

					
					
						4.750

				
	
					
						3111014530

					
					
						125,300.00

					
					
						125,215.92

					
					
						8.000

				
	
					
						3111014540

					
					
						100,000.00

					
					
						99,694.66

					
					
						7.375

				
	
					
						3111014556

					
					
						597,000.00

					
					
						596,418.63

					
					
						6.115

				
	
					
						3111014557

					
					
						492,000.00

					
					
						491,555.23

					
					
						6.500

				
	
					
						3111014569

					
					
						296,000.00

					
					
						295,757.37

					
					
						7.000

				
	
					
						3111014570

					
					
						805,000.00

					
					
						804,252.96

					
					
						6.365

				
	
					
						3111014626

					
					
						562,425.00

					
					
						561,904.08

					
					
						6.375

				
	
					
						3111014640

					
					
						147,600.00

					
					
						147,600.00

					
					
						8.115

				
	
					
						3111014659

					
					
						595,000.00

					
					
						595,000.00

					
					
						6.990

				
	
					
						3111014716

					
					
						218,000.00

					
					
						218,000.00

					
					
						6.125

				
	
					
						3113000299

					
					
						322,800.00

					
					
						309,905.05

					
					
						5.500

				
	
					
						3113000428

					
					
						224,000.00

					
					
						215,786.78

					
					
						4.375

				
	
					
						3113000501

					
					
						101,500.00

					
					
						98,573.09

					
					
						5.750

				
	
					
						3113000759

					
					
						230,685.00

					
					
						224,435.98

					
					
						5.625

				

		
			
		

		
			

		 

		

			-32-

		

 

		

		
			 
		

			
					
						3113000845

					
					
						489,300.00

					
					
						478,994.63

					
					
						6.500

				
	
					
						3113001263

					
					
						138,840.00

					
					
						136,844.61

					
					
						6.750

				
	
					
						3113001272

					
					
						752,000.00

					
					
						731,044.54

					
					
						5.000

				
	
					
						3113001275

					
					
						215,600.00

					
					
						211,531.16

					
					
						5.625

				
	
					
						3113001286

					
					
						650,000.00

					
					
						633,181.72

					
					
						6.000

				
	
					
						3113001301

					
					
						138,840.00

					
					
						136,844.61

					
					
						6.750

				
	
					
						3113001321

					
					
						308,000.00

					
					
						302,542.36

					
					
						5.625

				
	
					
						3113001482

					
					
						400,000.00

					
					
						392,899.59

					
					
						5.000

				
	
					
						3113001554

					
					
						187,200.00

					
					
						185,381.58

					
					
						6.250

				
	
					
						3113002736

					
					
						999,800.00

					
					
						994,405.42

					
					
						5.625

				
	
					
						3113003193

					
					
						112,000.00

					
					
						111,912.63

					
					
						7.250

				
	
					
						3113003337

					
					
						159,250.00

					
					
						158,372.75

					
					
						6.490

				
	
					
						3113003350

					
					
						480,000.00

					
					
						476,582.00

					
					
						5.125

				
	
					
						3113003672

					
					
						382,400.00

					
					
						380,187.57

					
					
						5.250

				
	
					
						3113003770

					
					
						1,600,000.00

					
					
						1,600,000.00

					
					
						5.500

				
	
					
						3113003821

					
					
						276,250.00

					
					
						275,089.33

					
					
						6.750

				
	
					
						3113003896

					
					
						712,000.00

					
					
						709,143.46

					
					
						6.000

				
	
					
						3113003900

					
					
						325,500.00

					
					
						324,282.09

					
					
						6.365

				
	
					
						3113003999

					
					
						441,000.00

					
					
						439,353.10

					
					
						6.375

				
	
					
						3113004068

					
					
						480,000.00

					
					
						480,000.00

					
					
						5.115

				
	
					
						3113004102

					
					
						755,000.00

					
					
						753,563.53

					
					
						6.250

				
	
					
						3113004186

					
					
						880,000.00

					
					
						876,185.68

					
					
						5.990

				
	
					
						3113004208

					
					
						445,000.00

					
					
						443,661.80

					
					
						5.990

				
	
					
						3113004237

					
					
						416,000.00

					
					
						415,164.28

					
					
						6.875

				
	
					
						3113004256

					
					
						860,000.00

					
					
						858,283.46

					
					
						6.000

				
	
					
						3113004277

					
					
						480,000.00

					
					
						478,187.43

					
					
						6.500

				
	
					
						3113004286

					
					
						490,000.00

					
					
						489,627.15

					
					
						7.375

				
	
					
						3113004341

					
					
						605,000.00

					
					
						603,846.69

					
					
						6.240

				
	
					
						3113004379

					
					
						1,365,000.00

					
					
						1,363,608.32

					
					
						5.875

				
	
					
						3113004390

					
					
						200,000.00

					
					
						179,781.09

					
					
						5.500

				
	
					
						3113004418

					
					
						1,410,000.00

					
					
						1,408,596.34

					
					
						6.000

				
	
					
						3113004432

					
					
						161,600.00

					
					
						161,496.95

					
					
						8.250

				
	
					
						3113004450

					
					
						1,000,000.00

					
					
						1,000,000.00

					
					
						5.250

				
	
					
						3113004490

					
					
						180,000.00

					
					
						179,687.05

					
					
						7.500

				
	
					
						3113004501

					
					
						320,000.00

					
					
						319,344.64

					
					
						5.865

				
	
					
						3113004592

					
					
						915,000.00

					
					
						913,822.18

					
					
						4.625

				
	
					
						3113004598

					
					
						649,000.00

					
					
						647,434.25

					
					
						4.990

				
	
					
						3113004626

					
					
						128,000.00

					
					
						127,809.03

					
					
						7.490

				
	
					
						3113004629

					
					
						307,500.00

					
					
						307,085.14

					
					
						7.990

				
	
					
						3113004639

					
					
						294,000.00

					
					
						291,692.46

					
					
						5.740

				
	
					
						3113004670

					
					
						1,025,000.00

					
					
						1,025,000.00

					
					
						5.875

				
	
					
						3113004706

					
					
						336,500.00

					
					
						336,148.68

					
					
						5.750

				
	
					
						3113004716

					
					
						520,000.00

					
					
						519,469.83

					
					
						5.875

				
	
					
						3113004718

					
					
						315,000.00

					
					
						315,000.00

					
					
						6.625

				
	
					
						3113004723

					
					
						308,547.00

					
					
						308,547.00

					
					
						6.875

				
	
					
						3113004731

					
					
						150,000.00

					
					
						149,882.99

					
					
						7.250

				
	
					
						3113004785

					
					
						1,106,250.00

					
					
						1,102,281.32

					
					
						5.500

				
	
					
						3113004835

					
					
						587,000.00

					
					
						586,428.37

					
					
						6.115

				
	
					
						3114000214

					
					
						445,657.00

					
					
						354,913.06

					
					
						6.750

				
	
					
						3114000833

					
					
						109,500.00

					
					
						106,115.00

					
					
						5.625

				

		
			
		

		
			

		 

		

			-33-

		

 

		

		
			 
		

			
					
						3114001568

					
					
						1,040,000.00

					
					
						1,017,037.28

					
					
						6.500

				
	
					
						3114001659

					
					
						100,000.00

					
					
						99,976.80

					
					
						7.250

				
	
					
						3114001989

					
					
						547,500.00

					
					
						537,245.94

					
					
						6.000

				
	
					
						3114002019

					
					
						368,000.00

					
					
						307,304.18

					
					
						4.625

				
	
					
						3114002064

					
					
						288,800.00

					
					
						285,242.08

					
					
						5.500

				
	
					
						3114002141

					
					
						633,270.00

					
					
						622,285.57

					
					
						5.375

				
	
					
						3114002162

					
					
						105,000.00

					
					
						104,947.31

					
					
						6.750

				
	
					
						3114002242

					
					
						854,000.00

					
					
						840,516.33

					
					
						5.500

				
	
					
						3114002325

					
					
						392,000.00

					
					
						387,588.20

					
					
						6.000

				
	
					
						3114002339

					
					
						420,000.00

					
					
						414,943.49

					
					
						5.625

				
	
					
						3114002349

					
					
						192,500.00

					
					
						189,338.82

					
					
						6.000

				
	
					
						3114002796

					
					
						200,000.00

					
					
						196,300.32

					
					
						5.625

				
	
					
						3114002906

					
					
						665,000.00

					
					
						665,000.00

					
					
						6.500

				
	
					
						3114002962

					
					
						595,000.00

					
					
						593,892.75

					
					
						6.365

				
	
					
						3114002984

					
					
						679,000.00

					
					
						678,306.41

					
					
						5.865

				
	
					
						3114003001

					
					
						765,960.00

					
					
						765,960.00

					
					
						5.875

				
	
					
						3114003004

					
					
						234,000.00

					
					
						233,604.92

					
					
						6.865

				
	
					
						3114003048

					
					
						250,000.00

					
					
						249,535.68

					
					
						6.375

				
	
					
						3114003062

					
					
						159,200.00

					
					
						159,103.36

					
					
						8.490

				
	
					
						3114003096

					
					
						280,000.00

					
					
						279,171.27

					
					
						5.125

				
	
					
						3114003097

					
					
						510,000.00

					
					
						508,957.52

					
					
						5.875

				
	
					
						3114003119

					
					
						294,000.00

					
					
						293,700.25

					
					
						5.875

				
	
					
						3114003136

					
					
						109,200.00

					
					
						109,114.81

					
					
						7.250

				
	
					
						3114003152

					
					
						966,000.00

					
					
						964,784.64

					
					
						4.750

				
	
					
						3116000589

					
					
						415,000.00

					
					
						111,791.23

					
					
						5.500

				
	
					
						3116000617

					
					
						390,000.00

					
					
						388,707.52

					
					
						6.990

				
	
					
						3116000646

					
					
						426,348.00

					
					
						419,948.21

					
					
						6.500

				
	
					
						3116000697

					
					
						160,000.00

					
					
						99,616.15

					
					
						8.500

				
	
					
						3116000806

					
					
						595,000.00

					
					
						595,000.00

					
					
						7.125

				
	
					
						3116000824

					
					
						896,602.00

					
					
						894,540.62

					
					
						5.250

				
	
					
						3116000851

					
					
						400,000.00

					
					
						399,103.60

					
					
						7.500

				
	
					
						3116000853

					
					
						100,000.00

					
					
						99,865.08

					
					
						7.990

				
	
					
						3116000880

					
					
						214,500.00

					
					
						214,218.41

					
					
						8.125

				
	
					
						3116000944

					
					
						284,800.00

					
					
						259,414.17

					
					
						6.750

				
	
					
						3116000964

					
					
						313,068.00

					
					
						312,770.95

					
					
						6.250

				
	
					
						3116000966

					
					
						322,500.00

					
					
						322,222.33

					
					
						6.750

				
	
					
						3116000971

					
					
						199,500.00

					
					
						199,330.96

					
					
						7.990

				
	
					
						3116000981

					
					
						164,000.00

					
					
						163,889.96

					
					
						8.000

				
	
					
						3116000982

					
					
						185,972.00

					
					
						185,837.13

					
					
						7.615

				
	
					
						3116000996

					
					
						161,000.00

					
					
						160,902.27

					
					
						8.490

				
	
					
						3116001013

					
					
						999,999.00

					
					
						999,027.06

					
					
						6.125

				
	
					
						3116001019

					
					
						324,000.00

					
					
						324,000.00

					
					
						6.875

				
	
					
						3116001058

					
					
						207,500.00

					
					
						207,303.12

					
					
						6.250

				
	
					
						4009251653

					
					
						227,500.00

					
					
						174,865.23

					
					
						3.625

				
	
					
						4009324528

					
					
						113,700.00

					
					
						104,209.65

					
					
						3.625

				
	
					
						4009324495

					
					
						130,000.00

					
					
						119,187.62

					
					
						3.625

				
	
					
						4009381177

					
					
						328,500.00

					
					
						302,852.20

					
					
						3.875

				
	
					
						4009291932

					
					
						139,000.00

					
					
						104,476.87

					
					
						3.250

				
	
					
						3904000075

					
					
						296,100.00

					
					
						271,472.38

					
					
						4.000

				
	
					
						4009527028

					
					
						182,000.00

					
					
						167,625.19

					
					
						4.250

				

		
			
		

		
			

		 

		

			-34-

		

 

		

		
			 
		

			
					
						4100001577

					
					
						485,000.00

					
					
						266,015.40

					
					
						6.750

				
	
					
						4100003849

					
					
						223,721.00

					
					
						217,670.81

					
					
						5.875

				
	
					
						4100004108

					
					
						156,480.00

					
					
						152,514.40

					
					
						6.250

				
	
					
						4100005353

					
					
						721,000.00

					
					
						696,325.12

					
					
						5.625

				
	
					
						4100005536

					
					
						178,750.00

					
					
						173,462.41

					
					
						4.875

				
	
					
						4100006127

					
					
						208,425.00

					
					
						203,148.26

					
					
						6.000

				
	
					
						4100006862

					
					
						549,500.00

					
					
						532,887.10

					
					
						4.750

				
	
					
						4100007295

					
					
						93,750.00

					
					
						91,616.57

					
					
						7.000

				
	
					
						4100010269

					
					
						112,500.00

					
					
						108,856.18

					
					
						6.875

				
	
					
						4100011054

					
					
						120,000.00

					
					
						118,121.33

					
					
						7.250

				
	
					
						4100011604

					
					
						100,000.00

					
					
						97,568.95

					
					
						5.625

				
	
					
						4100011650

					
					
						1,000,000.00

					
					
						976,465.46

					
					
						5.625

				
	
					
						4100011832

					
					
						389,872.00

					
					
						381,515.96

					
					
						5.250

				
	
					
						4100012181

					
					
						133,250.00

					
					
						130,551.90

					
					
						5.875

				
	
					
						4100012182

					
					
						130,000.00

					
					
						127,367.60

					
					
						5.875

				
	
					
						4100012585

					
					
						1,500,000.00

					
					
						1,470,632.38

					
					
						5.750

				
	
					
						4100012621

					
					
						138,600.00

					
					
						136,125.13

					
					
						6.250

				
	
					
						4100012623

					
					
						260,000.00

					
					
						249,689.92

					
					
						5.625

				
	
					
						4100013295

					
					
						385,000.00

					
					
						377,724.12

					
					
						6.250

				
	
					
						4100013608

					
					
						154,400.00

					
					
						133,156.49

					
					
						4.875

				
	
					
						4100013643

					
					
						726,500.00

					
					
						711,826.67

					
					
						5.250

				
	
					
						4100014190

					
					
						385,000.00

					
					
						370,751.82

					
					
						5.875

				
	
					
						4100014228

					
					
						253,000.00

					
					
						247,816.29

					
					
						5.500

				
	
					
						4100014243

					
					
						126,000.00

					
					
						124,475.83

					
					
						8.000

				
	
					
						4100014596

					
					
						108,430.00

					
					
						107,059.49

					
					
						7.750

				
	
					
						4100014711

					
					
						475,618.00

					
					
						475,609.14

					
					
						5.875

				
	
					
						4100014766

					
					
						175,000.00

					
					
						171,793.75

					
					
						5.625

				
	
					
						4100014877

					
					
						672,000.00

					
					
						656,366.99

					
					
						5.875

				
	
					
						4100015220

					
					
						155,000.00

					
					
						80,021.41

					
					
						6.000

				
	
					
						4100015238

					
					
						105,000.00

					
					
						103,526.23

					
					
						6.875

				
	
					
						4100015241

					
					
						108,500.00

					
					
						106,977.15

					
					
						6.875

				
	
					
						4100015247

					
					
						101,500.00

					
					
						100,075.47

					
					
						6.875

				
	
					
						4100015555

					
					
						364,000.00

					
					
						358,244.17

					
					
						5.750

				
	
					
						4100015684

					
					
						1,609,000.00

					
					
						1,578,481.66

					
					
						5.250

				
	
					
						4100015767

					
					
						140,000.00

					
					
						136,685.00

					
					
						6.625

				
	
					
						4100015784

					
					
						323,400.00

					
					
						317,926.33

					
					
						5.875

				
	
					
						4100015871

					
					
						253,600.00

					
					
						249,541.50

					
					
						5.875

				
	
					
						4100015910

					
					
						266,550.00

					
					
						261,491.60

					
					
						4.875

				
	
					
						4100016267

					
					
						810,000.00

					
					
						810,000.00

					
					
						5.500

				
	
					
						4100016643

					
					
						777,000.00

					
					
						777,000.00

					
					
						5.250

				
	
					
						4100016668

					
					
						1,172,000.00

					
					
						1,172,000.00

					
					
						5.250

				
	
					
						4100016727

					
					
						250,000.00

					
					
						247,019.68

					
					
						7.000

				
	
					
						4100017018

					
					
						140,000.00

					
					
						76,237.31

					
					
						6.500

				
	
					
						4100017122

					
					
						231,750.00

					
					
						222,058.74

					
					
						6.000

				
	
					
						4100017217

					
					
						481,819.00

					
					
						474,383.81

					
					
						5.625

				
	
					
						4100017218

					
					
						420,000.00

					
					
						412,714.85

					
					
						5.375

				
	
					
						4100017474

					
					
						145,000.00

					
					
						142,808.73

					
					
						6.125

				
	
					
						4100017513

					
					
						440,000.00

					
					
						433,953.04

					
					
						6.250

				
	
					
						4100017571

					
					
						412,500.00

					
					
						404,543.79

					
					
						7.750

				
	
					
						4100018012

					
					
						592,000.00

					
					
						581,765.11

					
					
						5.125

				

		
			
		

		
			

		 

		

			-35-

		

 

		

		
			 
		

			
					
						4100018207

					
					
						396,000.00

					
					
						389,827.54

					
					
						6.125

				
	
					
						4100018238

					
					
						417,000.00

					
					
						411,660.25

					
					
						6.625

				
	
					
						4100018977

					
					
						172,500.00

					
					
						169,449.67

					
					
						4.875

				
	
					
						4100019069

					
					
						234,500.00

					
					
						232,117.99

					
					
						7.000

				
	
					
						4100019124

					
					
						431,600.00

					
					
						426,531.26

					
					
						7.250

				
	
					
						4100019152

					
					
						325,000.00

					
					
						320,459.79

					
					
						5.750

				
	
					
						4100019170

					
					
						522,500.00

					
					
						514,680.71

					
					
						5.375

				
	
					
						4100019528

					
					
						121,558.00

					
					
						120,293.15

					
					
						6.875

				
	
					
						4100019719

					
					
						431,200.00

					
					
						206,454.31

					
					
						5.750

				
	
					
						4100019863

					
					
						156,450.00

					
					
						154,342.43

					
					
						5.500

				
	
					
						4100019907

					
					
						760,000.00

					
					
						749,762.06

					
					
						5.500

				
	
					
						4100020504

					
					
						1,253,750.00

					
					
						1,208,482.63

					
					
						6.875

				
	
					
						4100024692

					
					
						200,000.00

					
					
						198,846.49

					
					
						6.250

				
	
					
						4100025571

					
					
						526,000.00

					
					
						521,720.79

					
					
						5.250

				
	
					
						4100025735

					
					
						380,000.00

					
					
						378,149.44

					
					
						7.125

				
	
					
						4100025838

					
					
						728,000.00

					
					
						724,864.92

					
					
						5.625

				
	
					
						4100026498

					
					
						424,000.00

					
					
						422,258.11

					
					
						5.875

				
	
					
						4100026851

					
					
						321,586.00

					
					
						320,295.80

					
					
						6.000

				
	
					
						4100027082

					
					
						185,250.00

					
					
						184,951.98

					
					
						9.125

				
	
					
						4100027179

					
					
						1,850,000.00

					
					
						1,850,000.00

					
					
						5.500

				
	
					
						4100027188

					
					
						308,000.00

					
					
						301,890.84

					
					
						5.865

				
	
					
						4100027228

					
					
						800,000.00

					
					
						795,137.34

					
					
						5.250

				
	
					
						4100027503

					
					
						300,000.00

					
					
						299,239.54

					
					
						6.875

				
	
					
						4100027589

					
					
						345,000.00

					
					
						343,772.36

					
					
						6.625

				
	
					
						4100027602

					
					
						357,000.00

					
					
						356,002.75

					
					
						6.375

				
	
					
						4100027771

					
					
						269,500.00

					
					
						268,389.60

					
					
						6.000

				
	
					
						4100027887

					
					
						960,000.00

					
					
						956,327.88

					
					
						6.250

				
	
					
						4100027970

					
					
						220,000.00

					
					
						219,814.81

					
					
						6.865

				
	
					
						4100028021

					
					
						275,000.00

					
					
						274,536.62

					
					
						6.875

				
	
					
						4100028048

					
					
						480,000.00

					
					
						479,086.75

					
					
						6.250

				
	
					
						4100028095

					
					
						424,500.00

					
					
						423,802.05

					
					
						7.000

				
	
					
						4100028098

					
					
						217,000.00

					
					
						216,615.29

					
					
						6.615

				
	
					
						4100028240

					
					
						1,024,000.00

					
					
						1,019,307.87

					
					
						5.750

				
	
					
						4100028245

					
					
						1,786,950.00

					
					
						1,784,701.76

					
					
						4.750

				
	
					
						4100028260

					
					
						1,065,000.00

					
					
						1,065,000.00

					
					
						6.625

				
	
					
						4100028465

					
					
						645,000.00

					
					
						644,255.11

					
					
						8.750

				
	
					
						4100028729

					
					
						200,000.00

					
					
						199,827.80

					
					
						6.750

				
	
					
						4100028762

					
					
						398,000.00

					
					
						396,966.19

					
					
						6.750

				
	
					
						4100028854

					
					
						520,000.00

					
					
						520,000.00

					
					
						6.240

				
	
					
						4100028855

					
					
						385,000.00

					
					
						385,000.00

					
					
						6.365

				
	
					
						4100028942

					
					
						1,050,000.00

					
					
						1,049,094.20

					
					
						6.740

				
	
					
						4102001281

					
					
						153,000.00

					
					
						147,425.09

					
					
						6.125

				
	
					
						4102004002

					
					
						780,000.00

					
					
						754,275.40

					
					
						4.990

				
	
					
						4108000070

					
					
						962,500.00

					
					
						962,500.00

					
					
						5.500

				
	
					
						4108000076

					
					
						127,500.00

					
					
						125,391.15

					
					
						6.000

				
	
					
						4108000202

					
					
						565,000.00

					
					
						556,479.21

					
					
						5.750

				
	
					
						4108000203

					
					
						305,500.00

					
					
						300,200.97

					
					
						5.375

				
	
					
						4108000304

					
					
						100,000.00

					
					
						95,575.24

					
					
						6.500

				
	
					
						4108001140

					
					
						357,980.00

					
					
						357,236.42

					
					
						5.875

				
	
					
						4108001224

					
					
						172,500.00

					
					
						171,923.96

					
					
						9.000

				

		
			
		

		
			

		 

		

			-36-

		

 

		

		
			 
		

			
					
						4108001275

					
					
						200,000.00

					
					
						199,480.49

					
					
						6.750

				
	
					
						4108001342

					
					
						469,000.00

					
					
						468,039.50

					
					
						5.865

				
	
					
						4108001353

					
					
						600,000.00

					
					
						598,830.70

					
					
						6.125

				
	
					
						4108001391

					
					
						465,000.00

					
					
						464,558.79

					
					
						6.250

				
	
					
						5116002581

					
					
						724,000.00

					
					
						700,542.84

					
					
						5.750

				
	
					
						5116002608

					
					
						540,000.00

					
					
						526,692.00

					
					
						7.250

				
	
					
						5116003422

					
					
						150,000.00

					
					
						140,850.35

					
					
						5.250

				
	
					
						5116003559

					
					
						470,000.00

					
					
						455,427.72

					
					
						4.750

				
	
					
						5116003676

					
					
						152,000.00

					
					
						148,158.14

					
					
						5.500

				
	
					
						5116003704

					
					
						520,000.00

					
					
						505,635.91

					
					
						5.000

				
	
					
						5116003721

					
					
						172,500.00

					
					
						163,693.94

					
					
						5.625

				
	
					
						5116003727

					
					
						91,000.00

					
					
						89,495.71

					
					
						7.250

				
	
					
						5116003796

					
					
						500,000.00

					
					
						485,252.40

					
					
						4.625

				
	
					
						5116003862

					
					
						198,750.00

					
					
						191,252.21

					
					
						5.500

				
	
					
						5116003908

					
					
						490,500.00

					
					
						451,803.18

					
					
						5.500

				
	
					
						5116004009

					
					
						150,000.00

					
					
						147,133.09

					
					
						5.750

				
	
					
						5116004028

					
					
						731,500.00

					
					
						714,246.34

					
					
						5.500

				
	
					
						5116004040

					
					
						239,960.00

					
					
						233,015.68

					
					
						5.500

				
	
					
						5116004096

					
					
						387,500.00

					
					
						377,631.39

					
					
						5.250

				
	
					
						5116004115

					
					
						204,750.00

					
					
						190,990.22

					
					
						5.500

				
	
					
						5116004117

					
					
						97,520.00

					
					
						94,066.08

					
					
						6.125

				
	
					
						6100124034

					
					
						108,000.00

					
					
						104,582.25

					
					
						4.990

				
	
					
						6100125449

					
					
						820,300.00

					
					
						789,549.51

					
					
						5.500

				
	
					
						6100126858

					
					
						180,000.00

					
					
						174,543.25

					
					
						4.990

				
	
					
						6100127525

					
					
						417,000.00

					
					
						404,910.76

					
					
						4.990

				
	
					
						6100127865

					
					
						210,000.00

					
					
						204,801.05

					
					
						5.875

				
	
					
						6100128283

					
					
						625,700.00

					
					
						602,248.36

					
					
						5.000

				
	
					
						6100128735

					
					
						393,000.00

					
					
						346,975.14

					
					
						4.490

				
	
					
						6100128800

					
					
						125,000.00

					
					
						122,109.87

					
					
						6.250

				
	
					
						6100129792

					
					
						137,400.00

					
					
						134,369.32

					
					
						6.250

				
	
					
						6100129815

					
					
						101,100.00

					
					
						98,870.09

					
					
						6.250

				
	
					
						6100129829

					
					
						114,500.00

					
					
						111,974.40

					
					
						6.250

				
	
					
						6100129944

					
					
						199,000.00

					
					
						180,380.33

					
					
						4.490

				
	
					
						6100130003

					
					
						659,900.00

					
					
						641,639.32

					
					
						4.990

				
	
					
						6100130292

					
					
						150,100.00

					
					
						147,075.31

					
					
						6.990

				
	
					
						6100130429

					
					
						410,000.00

					
					
						398,113.85

					
					
						4.990

				
	
					
						6100130530

					
					
						209,000.00

					
					
						203,476.33

					
					
						5.250

				
	
					
						6100130678

					
					
						234,200.00

					
					
						228,811.38

					
					
						5.750

				
	
					
						6100130872

					
					
						560,000.00

					
					
						544,492.94

					
					
						5.250

				
	
					
						6100131092

					
					
						423,500.00

					
					
						412,795.81

					
					
						5.500

				
	
					
						6100131175

					
					
						400,000.00

					
					
						390,199.70

					
					
						5.750

				
	
					
						6100131382

					
					
						350,000.00

					
					
						340,089.03

					
					
						5.125

				
	
					
						6100131386

					
					
						625,000.00

					
					
						608,482.24

					
					
						5.250

				
	
					
						6100131504

					
					
						162,500.00

					
					
						158,392.70

					
					
						5.500

				
	
					
						6100131732

					
					
						241,000.00

					
					
						218,020.19

					
					
						4.750

				
	
					
						6100131932

					
					
						260,400.00

					
					
						254,915.24

					
					
						6.250

				
	
					
						6100131933

					
					
						208,000.00

					
					
						204,194.37

					
					
						7.250

				
	
					
						6100132016

					
					
						999,900.00

					
					
						426,624.61

					
					
						5.125

				
	
					
						6100132225

					
					
						134,000.00

					
					
						130,266.06

					
					
						5.750

				
	
					
						6100132297

					
					
						427,000.00

					
					
						400,920.80

					
					
						5.250

				

		
			
		

		
			

		 

		

			-37-

		

 

		

		
			 
		

			
					
						6100132829

					
					
						855,000.00

					
					
						828,076.62

					
					
						5.250

				
	
					
						6100132838

					
					
						176,000.00

					
					
						171,569.82

					
					
						5.250

				
	
					
						6100133298

					
					
						710,000.00

					
					
						692,844.37

					
					
						5.750

				
	
					
						6100133963

					
					
						170,000.00

					
					
						155,947.69

					
					
						5.250

				
	
					
						6100134262

					
					
						828,700.00

					
					
						809,746.70

					
					
						5.500

				
	
					
						6100134303

					
					
						592,000.00

					
					
						569,316.46

					
					
						5.250

				
	
					
						6100134315

					
					
						962,500.00

					
					
						938,801.04

					
					
						5.375

				
	
					
						6100134592

					
					
						400,000.00

					
					
						389,931.53

					
					
						5.250

				
	
					
						6100134601

					
					
						440,000.00

					
					
						430,023.60

					
					
						5.250

				
	
					
						6100134798

					
					
						107,000.00

					
					
						105,393.28

					
					
						7.750

				
	
					
						6100135046

					
					
						180,000.00

					
					
						175,694.34

					
					
						5.250

				
	
					
						6100135130

					
					
						572,000.00

					
					
						561,687.91

					
					
						5.875

				
	
					
						6100135394

					
					
						569,600.00

					
					
						558,238.82

					
					
						6.250

				
	
					
						6100135446

					
					
						247,500.00

					
					
						242,181.88

					
					
						6.125

				
	
					
						6100135853

					
					
						440,000.00

					
					
						429,475.25

					
					
						5.250

				
	
					
						6100135972

					
					
						435,000.00

					
					
						425,136.97

					
					
						5.250

				
	
					
						6100136170

					
					
						1,267,500.00

					
					
						1,239,719.52

					
					
						5.125

				
	
					
						6100136805

					
					
						371,000.00

					
					
						362,514.81

					
					
						5.500

				
	
					
						6100136826

					
					
						163,300.00

					
					
						159,648.42

					
					
						5.625

				
	
					
						6100136846

					
					
						175,000.00

					
					
						170,536.76

					
					
						5.250

				
	
					
						6100137058

					
					
						400,000.00

					
					
						387,343.97

					
					
						5.500

				
	
					
						6100137629

					
					
						218,000.00

					
					
						213,550.45

					
					
						6.125

				
	
					
						6100137639

					
					
						264,700.00

					
					
						259,297.14

					
					
						6.125

				
	
					
						6100137647

					
					
						280,500.00

					
					
						274,774.71

					
					
						6.125

				
	
					
						6100138510

					
					
						134,400.00

					
					
						132,031.48

					
					
						6.625

				
	
					
						6100138829

					
					
						999,900.00

					
					
						955,460.54

					
					
						5.250

				
	
					
						6100139051

					
					
						377,500.00

					
					
						368,940.73

					
					
						5.250

				
	
					
						6100139400

					
					
						150,000.00

					
					
						146,892.54

					
					
						5.750

				
	
					
						6100141748

					
					
						495,000.00

					
					
						485,655.49

					
					
						5.625

				
	
					
						6100142116

					
					
						400,000.00

					
					
						386,069.14

					
					
						5.250

				
	
					
						6100142422

					
					
						150,000.00

					
					
						142,294.75

					
					
						5.500

				
	
					
						6100143304

					
					
						1,300,000.00

					
					
						951,610.43

					
					
						5.250

				
	
					
						6100143528

					
					
						240,000.00

					
					
						235,868.27

					
					
						6.125

				
	
					
						6100144083

					
					
						192,700.00

					
					
						189,382.56

					
					
						6.125

				
	
					
						6100144178

					
					
						250,000.00

					
					
						143,167.70

					
					
						4.750

				
	
					
						6100145281

					
					
						250,000.00

					
					
						245,173.62

					
					
						5.500

				
	
					
						6100145380

					
					
						416,000.00

					
					
						407,963.14

					
					
						5.500

				
	
					
						6100145520

					
					
						348,600.00

					
					
						342,009.22

					
					
						5.625

				
	
					
						6100145744

					
					
						279,100.00

					
					
						271,045.01

					
					
						5.875

				
	
					
						6100146024

					
					
						440,800.00

					
					
						434,138.73

					
					
						6.125

				
	
					
						6100146033

					
					
						630,000.00

					
					
						223,068.41

					
					
						5.500

				
	
					
						6100146347

					
					
						219,400.00

					
					
						215,422.70

					
					
						5.500

				
	
					
						6100147224

					
					
						354,000.00

					
					
						346,658.42

					
					
						4.750

				
	
					
						6100147268

					
					
						625,000.00

					
					
						613,898.64

					
					
						5.625

				
	
					
						6100148053

					
					
						512,900.00

					
					
						503,557.21

					
					
						5.490

				
	
					
						6100148417

					
					
						232,000.00

					
					
						228,404.99

					
					
						5.990

				
	
					
						6100148796

					
					
						665,200.00

					
					
						654,425.53

					
					
						5.750

				
	
					
						6100149042

					
					
						130,000.00

					
					
						127,942.27

					
					
						5.875

				
	
					
						6100149408

					
					
						330,000.00

					
					
						324,780.23

					
					
						5.490

				
	
					
						6100151036

					
					
						250,000.00

					
					
						246,126.12

					
					
						5.990

				

		
			
		

		
			

		 

		

			-38-

		

 

		

		
			 
		

			
					
						6100156296

					
					
						228,000.00

					
					
						222,521.46

					
					
						5.490

				
	
					
						6100156697

					
					
						650,000.00

					
					
						641,638.27

					
					
						5.750

				
	
					
						6100157427

					
					
						1,120,000.00

					
					
						1,102,716.68

					
					
						4.750

				
	
					
						6100179656

					
					
						113,000.00

					
					
						112,813.85

					
					
						6.990

				
	
					
						6100184413

					
					
						116,000.00

					
					
						115,694.49

					
					
						6.875

				
	
					
						6100185917

					
					
						100,000.00

					
					
						99,097.29

					
					
						5.625

				
	
					
						6100191511

					
					
						684,000.00

					
					
						680,641.44

					
					
						6.125

				
	
					
						6100193028

					
					
						297,000.00

					
					
						295,799.54

					
					
						6.375

				
	
					
						6100193727

					
					
						256,000.00

					
					
						252,681.04

					
					
						5.625

				
	
					
						6100193866

					
					
						368,500.00

					
					
						368,500.00

					
					
						4.990

				
	
					
						6100193963

					
					
						115,000.00

					
					
						114,448.73

					
					
						6.250

				
	
					
						6100194916

					
					
						325,000.00

					
					
						325,000.00

					
					
						6.125

				
	
					
						6100196078

					
					
						199,500.00

					
					
						198,754.98

					
					
						6.375

				
	
					
						6100196256

					
					
						323,000.00

					
					
						321,488.21

					
					
						6.375

				
	
					
						6100196644

					
					
						161,400.00

					
					
						160,151.64

					
					
						4.625

				
	
					
						6100196977

					
					
						195,000.00

					
					
						194,017.77

					
					
						5.990

				
	
					
						6100197020

					
					
						284,000.00

					
					
						283,262.30

					
					
						6.750

				
	
					
						6100197158

					
					
						465,000.00

					
					
						463,701.05

					
					
						6.375

				
	
					
						6100197249

					
					
						168,000.00

					
					
						167,116.42

					
					
						5.875

				
	
					
						6100197950

					
					
						300,000.00

					
					
						298,810.37

					
					
						4.500

				
	
					
						6100198003

					
					
						520,000.00

					
					
						517,571.44

					
					
						6.125

				
	
					
						6100198057

					
					
						437,500.00

					
					
						427,802.22

					
					
						6.375

				
	
					
						6100198254

					
					
						386,000.00

					
					
						384,523.50

					
					
						6.250

				
	
					
						6100198261

					
					
						68,200.00

					
					
						67,372.04

					
					
						7.500

				
	
					
						6100198481

					
					
						443,000.00

					
					
						441,047.05

					
					
						5.500

				
	
					
						6100198628

					
					
						204,500.00

					
					
						190,000.00

					
					
						5.875

				
	
					
						6100198835

					
					
						350,000.00

					
					
						349,317.90

					
					
						6.125

				
	
					
						6100199102

					
					
						800,000.00

					
					
						800,000.00

					
					
						5.250

				
	
					
						6100199126

					
					
						437,600.00

					
					
						436,915.20

					
					
						7.250

				
	
					
						6100199353

					
					
						282,000.00

					
					
						282,000.00

					
					
						7.125

				
	
					
						6100199377

					
					
						75,600.00

					
					
						75,349.46

					
					
						6.990

				
	
					
						6100199390

					
					
						70,000.00

					
					
						69,756.88

					
					
						6.750

				
	
					
						6100199685

					
					
						220,000.00

					
					
						217,743.17

					
					
						6.125

				
	
					
						6100199697

					
					
						276,500.00

					
					
						276,500.00

					
					
						6.875

				
	
					
						6100199701

					
					
						200,000.00

					
					
						199,385.62

					
					
						7.375

				
	
					
						6100199999

					
					
						101,200.00

					
					
						101,198.98

					
					
						6.990

				
	
					
						6100200089

					
					
						300,000.00

					
					
						299,101.06

					
					
						7.500

				
	
					
						6100200177

					
					
						150,000.00

					
					
						144,901.89

					
					
						6.500

				
	
					
						6100200179

					
					
						152,700.00

					
					
						152,217.33

					
					
						7.250

				
	
					
						6100200202

					
					
						250,000.00

					
					
						249,318.31

					
					
						6.500

				
	
					
						6100200209

					
					
						156,000.00

					
					
						154,519.29

					
					
						7.125

				
	
					
						6100200269

					
					
						416,000.00

					
					
						415,364.97

					
					
						7.375

				
	
					
						6100200377

					
					
						848,000.00

					
					
						848,000.00

					
					
						6.375

				
	
					
						6100200432

					
					
						246,000.00

					
					
						245,279.05

					
					
						6.125

				
	
					
						6100200441

					
					
						100,000.00

					
					
						100,000.00

					
					
						6.875

				
	
					
						6100200461

					
					
						125,000.00

					
					
						124,773.37

					
					
						6.500

				
	
					
						6100200531

					
					
						427,000.00

					
					
						425,687.55

					
					
						5.875

				
	
					
						6100200655

					
					
						833,000.00

					
					
						823,772.74

					
					
						5.875

				
	
					
						6100200662

					
					
						193,900.00

					
					
						193,358.37

					
					
						6.375

				
	
					
						6100200767

					
					
						413,000.00

					
					
						411,637.61

					
					
						5.500

				

		
			
		

		
			

		 

		

			-39-

		

 

		

		
			 
		

			
					
						6100200866

					
					
						514,000.00

					
					
						512,833.57

					
					
						6.125

				
	
					
						6100200897

					
					
						705,000.00

					
					
						703,379.14

					
					
						5.250

				
	
					
						6100200961

					
					
						106,600.00

					
					
						106,372.81

					
					
						7.750

				
	
					
						6100200983

					
					
						900,000.00

					
					
						897,604.68

					
					
						6.625

				
	
					
						6100201021

					
					
						276,500.00

					
					
						275,848.99

					
					
						7.250

				
	
					
						6100201037

					
					
						305,500.00

					
					
						304,561.00

					
					
						5.875

				
	
					
						6100201052

					
					
						330,000.00

					
					
						329,275.94

					
					
						5.500

				
	
					
						6100201210

					
					
						690,000.00

					
					
						687,670.07

					
					
						5.375

				
	
					
						6100201292

					
					
						85,400.00

					
					
						84,841.80

					
					
						6.625

				
	
					
						6100201346

					
					
						300,000.00

					
					
						248,155.91

					
					
						5.875

				
	
					
						6100201371

					
					
						185,500.00

					
					
						184,827.31

					
					
						4.990

				
	
					
						6100201401

					
					
						250,000.00

					
					
						244,578.98

					
					
						5.990

				
	
					
						6100201420

					
					
						333,000.00

					
					
						332,351.05

					
					
						6.125

				
	
					
						6100201497

					
					
						351,000.00

					
					
						349,902.65

					
					
						6.750

				
	
					
						6100201509

					
					
						165,000.00

					
					
						164,473.65

					
					
						6.625

				
	
					
						6100201581

					
					
						325,000.00

					
					
						321,594.91

					
					
						5.875

				
	
					
						6100201625

					
					
						300,000.00

					
					
						296,856.84

					
					
						5.875

				
	
					
						6100201659

					
					
						590,000.00

					
					
						586,057.48

					
					
						6.750

				
	
					
						6100201698

					
					
						345,500.00

					
					
						341,880.14

					
					
						5.875

				
	
					
						6100201760

					
					
						168,700.00

					
					
						168,558.27

					
					
						6.875

				
	
					
						6100201830

					
					
						463,000.00

					
					
						459,670.35

					
					
						5.500

				
	
					
						6100202133

					
					
						250,000.00

					
					
						249,464.22

					
					
						5.625

				
	
					
						6100202303

					
					
						442,500.00

					
					
						441,403.36

					
					
						6.990

				
	
					
						6100202311

					
					
						220,500.00

					
					
						220,238.69

					
					
						8.625

				
	
					
						6100202351

					
					
						400,000.00

					
					
						399,182.37

					
					
						5.875

				
	
					
						6100202474

					
					
						365,000.00

					
					
						108,944.83

					
					
						5.875

				
	
					
						6100202497

					
					
						191,800.00

					
					
						191,251.18

					
					
						6.250

				
	
					
						6100202499

					
					
						328,000.00

					
					
						327,998.51

					
					
						6.875

				
	
					
						6100202529

					
					
						157,500.00

					
					
						157,153.74

					
					
						6.375

				
	
					
						6100202571

					
					
						202,000.00

					
					
						199,927.80

					
					
						6.125

				
	
					
						6100202699

					
					
						285,000.00

					
					
						284,430.06

					
					
						5.990

				
	
					
						6100202708

					
					
						161,000.00

					
					
						160,571.50

					
					
						6.625

				
	
					
						6100202717

					
					
						999,900.00

					
					
						997,900.40

					
					
						5.990

				
	
					
						6100202724

					
					
						150,000.00

					
					
						149,734.57

					
					
						6.625

				
	
					
						6100202747

					
					
						195,000.00

					
					
						194,654.95

					
					
						6.625

				
	
					
						6100202765

					
					
						152,000.00

					
					
						151,582.25

					
					
						6.250

				
	
					
						6100202774

					
					
						143,000.00

					
					
						142,770.60

					
					
						7.125

				
	
					
						6100202850

					
					
						260,000.00

					
					
						259,505.33

					
					
						6.250

				
	
					
						6100202851

					
					
						480,000.00

					
					
						479,018.84

					
					
						5.875

				
	
					
						6100202950

					
					
						409,000.00

					
					
						408,163.97

					
					
						5.875

				
	
					
						6100203005

					
					
						63,000.00

					
					
						62,935.76

					
					
						6.750

				
	
					
						6100203008

					
					
						200,000.00

					
					
						199,662.98

					
					
						6.875

				
	
					
						6100203026

					
					
						447,500.00

					
					
						447,500.00

					
					
						6.625

				
	
					
						6100203083

					
					
						571,000.00

					
					
						569,832.83

					
					
						5.875

				
	
					
						6100203102

					
					
						110,000.00

					
					
						109,844.24

					
					
						7.750

				
	
					
						6100203116

					
					
						257,000.00

					
					
						256,555.12

					
					
						6.750

				
	
					
						6100203130

					
					
						200,000.00

					
					
						196,871.69

					
					
						6.750

				
	
					
						6100203137

					
					
						102,300.00

					
					
						102,139.90

					
					
						7.250

				
	
					
						6100203191

					
					
						113,700.00

					
					
						113,538.98

					
					
						7.750

				
	
					
						6100203202

					
					
						313,000.00

					
					
						312,360.21

					
					
						5.875

				

		
			
		

		
			

		 

		

			-40-

		

 

		

		
			 
		

			
					
						6100203274

					
					
						810,000.00

					
					
						810,000.00

					
					
						6.990

				
	
					
						6100203277

					
					
						292,000.00

					
					
						291,457.66

					
					
						6.375

				
	
					
						6100203321

					
					
						480,000.00

					
					
						480,000.00

					
					
						5.125

				
	
					
						6100203348

					
					
						424,000.00

					
					
						423,152.09

					
					
						5.990

				
	
					
						6100203389

					
					
						910,000.00

					
					
						908,226.55

					
					
						6.125

				
	
					
						6100203439

					
					
						535,000.00

					
					
						533,906.41

					
					
						5.875

				
	
					
						6100203455

					
					
						440,000.00

					
					
						439,529.61

					
					
						5.625

				
	
					
						6100203479

					
					
						140,000.00

					
					
						139,780.90

					
					
						7.250

				
	
					
						6100203486

					
					
						384,500.00

					
					
						384,168.95

					
					
						6.750

				
	
					
						6100203525

					
					
						400,000.00

					
					
						399,182.37

					
					
						5.875

				
	
					
						6100203541

					
					
						300,000.00

					
					
						299,469.18

					
					
						6.625

				
	
					
						6100203584

					
					
						128,000.00

					
					
						127,823.24

					
					
						7.875

				
	
					
						6100203732

					
					
						715,000.00

					
					
						713,734.87

					
					
						6.625

				
	
					
						6100203739

					
					
						237,500.00

					
					
						237,108.74

					
					
						6.990

				
	
					
						6100203762

					
					
						392,400.00

					
					
						389,636.84

					
					
						5.750

				
	
					
						6100203799

					
					
						745,500.00

					
					
						745,500.00

					
					
						5.875

				
	
					
						6100203837

					
					
						100,000.00

					
					
						99,923.76

					
					
						7.365

				
	
					
						6100203862

					
					
						91,000.00

					
					
						90,867.86

					
					
						7.625

				
	
					
						6100203864

					
					
						250,000.00

					
					
						248,123.91

					
					
						4.990

				
	
					
						6100204006

					
					
						260,000.00

					
					
						259,582.93

					
					
						7.125

				
	
					
						6100204023

					
					
						434,000.00

					
					
						433,578.18

					
					
						6.125

				
	
					
						6100204053

					
					
						252,000.00

					
					
						251,777.67

					
					
						6.625

				
	
					
						6100204056

					
					
						250,000.00

					
					
						246,302.08

					
					
						6.250

				
	
					
						6100204076

					
					
						159,600.00

					
					
						159,324.41

					
					
						6.750

				
	
					
						6100204099

					
					
						100,000.00

					
					
						64,433.46

					
					
						6.490

				
	
					
						6100204103

					
					
						120,000.00

					
					
						119,792.78

					
					
						6.750

				
	
					
						6100204115

					
					
						97,200.00

					
					
						97,001.32

					
					
						5.875

				
	
					
						6100204124

					
					
						339,000.00

					
					
						338,490.59

					
					
						7.500

				
	
					
						6100204128

					
					
						1,500,000.00

					
					
						1,496,933.87

					
					
						5.875

				
	
					
						6100204138

					
					
						93,600.00

					
					
						93,408.67

					
					
						5.875

				
	
					
						6100204172

					
					
						100,000.00

					
					
						99,839.29

					
					
						7.125

				
	
					
						6100204223

					
					
						405,000.00

					
					
						405,000.00

					
					
						6.375

				
	
					
						6100204249

					
					
						210,000.00

					
					
						210,000.00

					
					
						6.625

				
	
					
						6100204251

					
					
						210,000.00

					
					
						210,000.00

					
					
						6.625

				
	
					
						6100204259

					
					
						300,000.00

					
					
						299,319.97

					
					
						6.750

				
	
					
						6100204268

					
					
						350,000.00

					
					
						349,267.41

					
					
						5.750

				
	
					
						6100204282

					
					
						384,000.00

					
					
						384,000.00

					
					
						6.375

				
	
					
						6100204298

					
					
						800,000.00

					
					
						800,000.00

					
					
						6.125

				
	
					
						6100204355

					
					
						900,000.00

					
					
						899,146.05

					
					
						6.250

				
	
					
						6100204356

					
					
						272,000.00

					
					
						271,682.32

					
					
						6.750

				
	
					
						6100204413

					
					
						98,400.00

					
					
						98,264.12

					
					
						7.875

				
	
					
						6100204434

					
					
						130,000.00

					
					
						129,888.07

					
					
						6.750

				
	
					
						6100204439

					
					
						143,000.00

					
					
						142,896.50

					
					
						7.625

				
	
					
						6100204450

					
					
						307,000.00

					
					
						306,372.47

					
					
						5.875

				
	
					
						6100204506

					
					
						750,000.00

					
					
						748,573.03

					
					
						6.250

				
	
					
						6100204556

					
					
						108,700.00

					
					
						108,325.35

					
					
						7.750

				
	
					
						6100204570

					
					
						471,000.00

					
					
						467,612.84

					
					
						5.500

				
	
					
						6100204632

					
					
						550,000.00

					
					
						548,821.28

					
					
						5.625

				
	
					
						6100204707

					
					
						197,800.00

					
					
						197,519.90

					
					
						7.750

				
	
					
						6100204733

					
					
						90,000.00

					
					
						90,000.00

					
					
						8.125

				

		
			
		

		
			

		 

		

			-41-

		

 

		

		
			 
		

			
					
						6100204780

					
					
						170,100.00

					
					
						169,743.27

					
					
						5.740

				
	
					
						6100204784

					
					
						285,000.00

					
					
						284,417.44

					
					
						5.875

				
	
					
						6100204787

					
					
						150,500.00

					
					
						150,184.39

					
					
						5.740

				
	
					
						6100204819

					
					
						795,000.00

					
					
						795,000.00

					
					
						5.750

				
	
					
						6100204825

					
					
						100,000.00

					
					
						99,831.50

					
					
						6.875

				
	
					
						6100204827

					
					
						97,500.00

					
					
						97,500.00

					
					
						7.625

				
	
					
						6100204836

					
					
						108,700.00

					
					
						108,325.78

					
					
						7.750

				
	
					
						6100204860

					
					
						801,300.00

					
					
						798,331.01

					
					
						6.500

				
	
					
						6100204976

					
					
						156,000.00

					
					
						155,730.62

					
					
						6.750

				
	
					
						6100204983

					
					
						335,000.00

					
					
						335,000.00

					
					
						5.750

				
	
					
						6100204986

					
					
						460,000.00

					
					
						459,145.64

					
					
						6.375

				
	
					
						6100205036

					
					
						136,500.00

					
					
						136,286.39

					
					
						7.250

				
	
					
						6100205091

					
					
						790,500.00

					
					
						789,711.54

					
					
						5.990

				
	
					
						6100205099

					
					
						420,800.00

					
					
						420,409.50

					
					
						6.365

				
	
					
						6100205104

					
					
						750,000.00

					
					
						750,000.00

					
					
						5.875

				
	
					
						6100205138

					
					
						719,000.00

					
					
						717,598.79

					
					
						6.125

				
	
					
						6100205155

					
					
						209,300.00

					
					
						208,955.20

					
					
						6.990

				
	
					
						6100205233

					
					
						460,000.00

					
					
						459,166.06

					
					
						6.500

				
	
					
						6100205251

					
					
						1,295,000.00

					
					
						1,295,000.00

					
					
						6.125

				
	
					
						6100205268

					
					
						137,000.00

					
					
						136,910.38

					
					
						8.125

				
	
					
						6100205272

					
					
						360,000.00

					
					
						358,532.75

					
					
						7.500

				
	
					
						6100205381

					
					
						322,500.00

					
					
						321,886.40

					
					
						6.250

				
	
					
						6100205396

					
					
						250,000.00

					
					
						250,000.00

					
					
						6.375

				
	
					
						6100205401

					
					
						131,600.00

					
					
						131,366.69

					
					
						6.615

				
	
					
						6100205414

					
					
						280,000.00

					
					
						279,572.57

					
					
						7.375

				
	
					
						6100205449

					
					
						200,000.00

					
					
						199,854.96

					
					
						7.615

				
	
					
						6100205557

					
					
						210,000.00

					
					
						209,628.42

					
					
						6.625

				
	
					
						6100205589

					
					
						215,000.00

					
					
						215,000.00

					
					
						6.625

				
	
					
						6100205607

					
					
						424,000.00

					
					
						423,577.10

					
					
						5.990

				
	
					
						6100205618

					
					
						91,000.00

					
					
						91,000.00

					
					
						7.500

				
	
					
						6100205708

					
					
						162,200.00

					
					
						162,053.37

					
					
						6.500

				
	
					
						6100205717

					
					
						320,000.00

					
					
						319,027.93

					
					
						6.500

				
	
					
						6100205720

					
					
						229,600.00

					
					
						229,397.43

					
					
						6.625

				
	
					
						6100205735

					
					
						150,000.00

					
					
						150,000.00

					
					
						6.490

				
	
					
						6100205747

					
					
						303,750.00

					
					
						303,750.00

					
					
						6.500

				
	
					
						6100205759

					
					
						395,500.00

					
					
						395,167.74

					
					
						6.875

				
	
					
						6100205790

					
					
						347,000.00

					
					
						346,708.48

					
					
						6.875

				
	
					
						6100205804

					
					
						150,000.00

					
					
						149,864.40

					
					
						6.500

				
	
					
						6100205837

					
					
						171,500.00

					
					
						171,337.28

					
					
						6.250

				
	
					
						6100205930

					
					
						210,000.00

					
					
						209,628.42

					
					
						6.625

				
	
					
						6100205981

					
					
						135,000.00

					
					
						134,834.81

					
					
						6.990

				
	
					
						6100206014

					
					
						275,000.00

					
					
						274,664.28

					
					
						6.125

				
	
					
						6100206033

					
					
						175,000.00

					
					
						174,837.92

					
					
						6.375

				
	
					
						6100206035

					
					
						725,000.00

					
					
						724,243.06

					
					
						5.750

				
	
					
						6100206052

					
					
						100,000.00

					
					
						99,931.18

					
					
						7.875

				
	
					
						6100206084

					
					
						250,000.00

					
					
						249,779.43

					
					
						6.625

				
	
					
						6100206174

					
					
						270,000.00

					
					
						269,956.96

					
					
						6.125

				
	
					
						6100206241

					
					
						100,000.00

					
					
						99,677.59

					
					
						6.750

				
	
					
						6100206250

					
					
						258,000.00

					
					
						257,822.45

					
					
						7.875

				
	
					
						6100206276

					
					
						250,000.00

					
					
						249,794.67

					
					
						6.990

				

		
			
		

		
			

		 

		

			-42-

		

 

		

		
			 
		

			
					
						6100206287

					
					
						227,500.00

					
					
						227,304.13

					
					
						6.750

				
	
					
						6100206327

					
					
						100,000.00

					
					
						99,917.87

					
					
						6.990

				
	
					
						6100206331

					
					
						130,000.00

					
					
						129,910.54

					
					
						7.875

				
	
					
						6100206351

					
					
						78,000.00

					
					
						77,925.99

					
					
						6.250

				
	
					
						6100206440

					
					
						100,000.00

					
					
						99,509.23

					
					
						6.990

				
	
					
						6100206468

					
					
						110,000.00

					
					
						109,909.66

					
					
						6.990

				
	
					
						6100206504

					
					
						200,000.00

					
					
						199,814.76

					
					
						6.375

				
	
					
						6100206518

					
					
						381,000.00

					
					
						380,655.57

					
					
						6.500

				
	
					
						6100206519

					
					
						383,000.00

					
					
						382,653.76

					
					
						6.500

				
	
					
						6100206573

					
					
						114,800.00

					
					
						114,714.80

					
					
						7.500

				
	
					
						6100206643

					
					
						740,000.00

					
					
						738,816.97

					
					
						6.250

				
	
					
						6100206663

					
					
						333,500.00

					
					
						333,258.62

					
					
						7.625

				
	
					
						6100206702

					
					
						201,500.00

					
					
						201,500.00

					
					
						8.125

				
	
					
						6100206750

					
					
						181,500.00

					
					
						181,365.31

					
					
						7.500

				
	
					
						6100206770

					
					
						273,000.00

					
					
						273,000.00

					
					
						7.990

				
	
					
						6100206836

					
					
						130,000.00

					
					
						130,000.00

					
					
						7.125

				
	
					
						6100206866

					
					
						1,400,000.00

					
					
						1,398,603.62

					
					
						5.990

				
	
					
						6100206908

					
					
						455,000.00

					
					
						455,000.00

					
					
						5.990

				
	
					
						6100206914

					
					
						960,000.00

					
					
						960,000.00

					
					
						6.250

				
	
					
						6100206920

					
					
						500,000.00

					
					
						500,000.00

					
					
						5.990

				
	
					
						6100206930

					
					
						250,000.00

					
					
						249,768.46

					
					
						6.375

				
	
					
						6100206933

					
					
						195,000.00

					
					
						194,817.19

					
					
						6.875

				
	
					
						6100206963

					
					
						75,000.00

					
					
						74,784.04

					
					
						7.875

				
	
					
						6100206965

					
					
						188,500.00

					
					
						188,339.95

					
					
						6.875

				
	
					
						6100206982

					
					
						390,000.00

					
					
						390,000.00

					
					
						6.375

				
	
					
						6100207036

					
					
						92,400.00

					
					
						92,400.00

					
					
						7.625

				
	
					
						6100207044

					
					
						350,000.00

					
					
						349,683.59

					
					
						6.500

				
	
					
						6100207090

					
					
						75,000.00

					
					
						74,918.75

					
					
						7.500

				
	
					
						6100207200

					
					
						221,200.00

					
					
						221,027.45

					
					
						7.250

				
	
					
						6100207251

					
					
						810,000.00

					
					
						809,174.16

					
					
						5.875

				
	
					
						6100207274

					
					
						100,000.00

					
					
						99,925.79

					
					
						7.500

				
	
					
						6100207284

					
					
						480,000.00

					
					
						479,661.22

					
					
						7.750

				
	
					
						6100207285

					
					
						194,000.00

					
					
						193,879.42

					
					
						8.375

				
	
					
						6100207295

					
					
						572,000.00

					
					
						572,000.00

					
					
						6.625

				
	
					
						6100207309

					
					
						110,000.00

					
					
						109,818.79

					
					
						6.990

				
	
					
						6100207389

					
					
						250,000.00

					
					
						249,789.97

					
					
						6.875

				
	
					
						6100207429

					
					
						175,000.00

					
					
						174,873.34

					
					
						7.625

				
	
					
						6100207433

					
					
						696,000.00

					
					
						695,385.94

					
					
						6.625

				
	
					
						6100207435

					
					
						75,000.00

					
					
						74,462.69

					
					
						7.750

				
	
					
						6100207436

					
					
						154,000.00

					
					
						153,888.54

					
					
						7.625

				
	
					
						6100207470

					
					
						75,000.00

					
					
						70,557.13

					
					
						8.375

				
	
					
						6100207546

					
					
						264,000.00

					
					
						264,000.00

					
					
						6.625

				
	
					
						6100207577

					
					
						120,000.00

					
					
						119,896.68

					
					
						6.750

				
	
					
						6100207595

					
					
						233,000.00

					
					
						232,789.36

					
					
						6.500

				
	
					
						6100207607

					
					
						287,700.00

					
					
						287,435.06

					
					
						6.750

				
	
					
						6100207663

					
					
						273,700.00

					
					
						273,700.00

					
					
						7.125

				
	
					
						6100207737

					
					
						235,000.00

					
					
						234,802.57

					
					
						6.875

				
	
					
						6100207818

					
					
						83,500.00

					
					
						83,367.98

					
					
						6.990

				
	
					
						6100207829

					
					
						210,000.00

					
					
						209,823.58

					
					
						6.875

				
	
					
						6100207836

					
					
						312,000.00

					
					
						310,915.69

					
					
						5.875

				

		
			
		

		
			

		 

		

			-43-

		

 

		

		
			 
		

			
					
						6100207842

					
					
						285,000.00

					
					
						284,813.57

					
					
						8.125

				
	
					
						6100207921

					
					
						235,000.00

					
					
						234,802.57

					
					
						6.875

				
	
					
						6100208019

					
					
						160,000.00

					
					
						159,801.56

					
					
						6.500

				
	
					
						6100208054

					
					
						455,000.00

					
					
						454,645.06

					
					
						7.250

				
	
					
						6100208194

					
					
						605,000.00

					
					
						604,466.22

					
					
						6.625

				
	
					
						6100208226

					
					
						900,000.00

					
					
						891,876.56

					
					
						5.875

				
	
					
						6100208390

					
					
						200,000.00

					
					
						199,835.74

					
					
						6.990

				
	
					
						6100208416

					
					
						290,000.00

					
					
						290,000.00

					
					
						6.375

				
	
					
						6100208421

					
					
						500,000.00

					
					
						500,000.00

					
					
						6.250

				
	
					
						6100208489

					
					
						120,400.00

					
					
						120,400.00

					
					
						7.500

				
	
					
						6100208799

					
					
						325,000.00

					
					
						325,000.00

					
					
						7.875

				
	
					
						6100208962

					
					
						117,500.00

					
					
						117,500.00

					
					
						6.990

				
	
					
						6100209361

					
					
						228,000.00

					
					
						228,000.00

					
					
						6.875

				
	
					
						 

					
					
						 

					
					
						 

					
					
						 

				
	
					
						Totals

					
					
						318,442,617.00

					
					
						311,407,260.88

					
					
						 

				

		
			 
		

		
			 
		

		
			SMRF Trust III-A
		

		
			 
		

		
			Residential mortgage loans [describe more fully]
		

		
			 
		

		
			 
		

		
			 
		

		
			 
		

		
			 
		

		
			 
		

		
			 
		

		
			SCHEDULE OF TRUST CERTIFICATES
		

		
			Certificate No. 1 in respect of SMRF Trust III
		

		
			Certificate No. 1 in respect of SMRF Trust III-A
		

		
			 
		

		
			
		

		
			

		 

		

			-44-

		

 

		

		
			 
		

		
			Exhibit A
		

		
			FORM OF POWER OF ATTORNEY
		

		
			(Delivered by PMI at Closing)
		

		
			 
		

		
			
		

		
			

		 

		

			-45-

		

 

		

		
			 
		

		
			Exhibit B
		

		
			RESOLUTION OF MEMBER
		

		
			REGARDING SUPPLEMENT
		

		
			(Delivered by PMI at Closing)
		

		
			 
		

		
			
		

		
			

		 

		

			-46-

		

 

		

		
			 
		

		
			Exhibit C
		

		
			FORM OF COLLATERAL REPORT
		

		
			[DATE]
		

		
			200 East Randolph Drive
		

		
			Chicago, IL  60601
		

		
			Attention:  Vice President - Credit
		

		
			Facsimile:  (312) 565-5752
		

		
			Re:       Supplement to Amended And Restated Advances, Collateral Pledge, And Security Agreement
		

		
			Ladies and Gentlemen:
		

		
			This report is given pursuant to Section 2.09(b) of the Supplement to Amended And Restated Advances, Collateral Pledge, And Security Agreement dated as of July 7, 2017 (the “Supplement”), by and among Prospect Mortgage Insurance, LLC (“Member”), SMRF Trust III, a Delaware statutory trust, Wilmington Trust, National Association, not in its individual capacity but solely as Delaware Trustee of Trust III, SMRF Trust III-A, a Delaware statutory trust, Wilmington Trust, National Association, not in its individual capacity but solely as Delaware Trustee of Trust III-A, and the Federal Home Loan Bank of Chicago (the “Bank”).  Capitalized terms used and not otherwise defined herein shall have the respective meanings ascribed to them in the Supplement.
		

		
			Member hereby delivers the report set forth on Exhibit I hereto which sets forth all Collateral then held by each Trust and pledged to the Bank pursuant the Supplement including (1) a listing of the outstanding Mortgage Loans, the Mortgage Loan number, the scheduled balance, the scheduled paid-through dates, the Mortgage Interest Rate and principal and interest payment, and such other information as the Bank may require, (2) a remittance report and (3) a default report.
		

		
			The Member further certifies that no additional Trust Certificates have been issued since the date of the Supplement.
		

		
			 
		

			
					
						 

					
					
						 

					
					
						 

				
	
					
						 

					
					
						Very truly yours,

				
	
					
						 

					
					
						 

					
					
						 

				
	
					
						 

					
					
						PROSPECT MORTGAGE INSURANCE, LLC

				
	
					
						 

					
					
						 

					
					
						 

				
	
					
						 

					
					
						 

					
					
						 

				
	
					
						 

					
					
						By

					
					
						 

				
	
					
						 

					
					
						Name:

					
					
						 

				
	
					
						 

					
					
						Title:

					
					
						 

				

		
			 
		

		
			 
		

		
			
		

		
			

		 

		

			-47-

		

 

		

		
			 
		

		
			Exhibit I
		

		
			[Outstanding Mortgage Loans, etc., Remittance Report and Default Report for period ending [           ].]
		

		
			 
		

		
			 
		

		 

		

			-48-stwd_Ex_10_4

		
			Exhibit 10.4
		

		
			 
		

		
			March 15, 2019
		

		
			 
		

		
			 
		

		
			Prospect Mortgage Insurance, LLC
c/o Starwood Property Trust, Inc.
1 E. Wacker Drive, Suite 3600
Chicago, Illinois 60601
Attn: Steven Ujvary
sujvary@starwood.com
Attn: Andrew J. Sossen, General Counsel and Chief Operating Officer
asossen@starwood.com
		

		
			 
		

		
			Dear Steven and Andrew:
		

		
			 
		

		
			This letter (“Letter Agreement”) shall supplement the Amended and Restated Advances, Collateral Pledge and Security Agreement dated July 7, 2017 and the Supplement to Amended and Restated Advances, Collateral Pledge and Security Agreement dated July 7, 2017, as such were amended by that certain Letter Agreement dated October 16, 2018, executed by the parties hereto and Starwood Property Trust, Inc. (together, as amended from time to time, the “Advances Agreement”), between the Federal Home Loan Bank of Chicago (the “Bank”) and Prospect Mortgage Insurance, LLC (“Member”). This Letter Agreement sets forth requirements related to the Member’s request to increase its borrowing capacity. Capitalized terms not otherwise defined herein shall have the meanings set forth in the Advances Agreement.
		

		
			 
		

			
	
			
				 1.
			

			
	
			
			Member’s Increased Advance Capacity. Subject to the terms of the Advances Agreement, as supplemented by this Letter Agreement, the Member shall be permitted to draw Advances such that the amount of aggregate Advances shall not exceed, at any time, the lesser of (i) Two Billion Dollars ($2,000,000,000), or (ii) the amount equal to 40% of the Member’s  “total assets” (as used herein, Member’s  “total assets” shall mean those assets as reflected in the Member’s most recent financial statements as filed with the Vermont Department of Financial Regulation). Any and all Advances extended to Member (including current Advances and future Advances) shall at all times remain subject to the terms and conditions of the Advances Agreement including without limitation, the regulatory requirement that no new Advances or renewals of existing Advances shall have a maturity date of later than February 19, 2021.

		
			 
		

		
			Guaranty. Starwood Property Trust, Inc. shall deliver the Amended and Restated Guaranty (the “Guaranty”) providing for a guaranty of payment of all of the obligations and  liabilities of Member to the Bank arising out of the Advances Agreement, as further set forth in the Guaranty. Such guaranty shall be delivered to the Bank prior to effectiveness of the increased Advance capacity set forth in paragraph 1 above, and as a condition precedent to Member’s ability to access the increased capacity set forth above.
		

		
			 
		

			
	
			
				 2.
			

			
	
			
			Required Advance Reductions. Member will be required to pay down outstanding Advances according to the following schedule (the “Required Paydown Schedule”) and

		
			 
		

		
			
		

		
			

		 

 

		

		
			 
		

		
			after each corresponding date the Member may not increase its outstanding Advances above the required Advance balance related to such date set forth below:
		

		
			 
		

		
			a) On or before September 15, 2020,  Member shall pay down Advances to an amount equal to $1.6 Billion or less;
		

		
			b) On or before October 15, 2020,  Member shall pay down Advances to  an amount equal to $1.2 Billion or less;
		

		
			c) On or before November 15,  2020,  Member shall pay down Advances to an amount equal to $800 Million or less;
		

		
			d) On or before December 15,  2020,  Member shall pay down Advances to an amount equal to $400 Million or less; and
		

		
			e) On or before January 15, 2021,  Member shall pay down all remaining outstanding Indebtedness to the Bank,  except for the following fixed rate Advances which shall be repaid on or before February 19,  2021.
		

		
			 
		

			
					
						 

					
					
						 

					
					
						 

					
					
						 

				
	
					
						Transaction Number

					
					
						Credit Type

					
					
						Outstanding Amount

					
					
						Current Rate

				
	
					
						100064

					
					
						Al21-Fixed Rate Fixed Term

					
					
						$48,000,000.00

					
					
						2.02%

				
	
					
						100920

					
					
						Al21-Fixed Rate Fixed Term

					
					
						$72,000,000.00

					
					
						2.08%

				

		
			 
		

		
			Member’s  failure to comply with the above pay down schedule shall constitute an Event of Default under the Advances Agreement. All Advances borrowed  by Member,  including those borrowed after the date of this letter,  shall be included in the calculation of outstanding Advances set forth in this Section 3 and shall be subject to the Required Paydown Schedule. Member will be subject to any applicable prepayment fees it may occur in complying  with the Required Paydown Schedule.
		

		
			 
		

		
			After the date of this Letter Agreement,  for any new Advance request or a request to “roll”    or extend the maturity date for an existing Advance,  Member shall (i) provide the Bank with two (2) days notice,  and (ii) provide the Bank with a copy of the most recent  updated financial statements for each of Member.
		

		
			 
		

			
	
			
				 3.
			

			
	
			
			Limitations on transfer. As used for purposes of this Letter Agreement, the terms “Transfer” or “Transfers” shall refer to any  transfer,  sale,  assignment or encumbrance of any assets; “Transferred Assets” shall mean those assets proposed to be Transferred from the Member;  and references to ‘Value’ shall mean fair value as defined by and determined in accordance with GAAP.  Except as otherwise permitted in the Advances Agreement,  Member hereby agrees that it will not Transfer any of its assets (whether owned directly or through Member’s wholly-owned subsidiaries,  and whether or not such assets are Qualifying Collateral pledged under the Advances Agreement),  unless:

		
			 
		

			
	
			
				 (i)
			

			
	
			
			Member replaces the Transferred Assets with assets of comparable,  or greater, Value and quality;

		
			 
		

			
	
			
				 (ii)
			

			
	
			
			such Transfer satisfies each of the following conditions:

		
			 
		

		
			
		

		
			

		 

 

		

		
			 
		

		
			(a) the Value of Transferred Assets shall not be greater than four percent (4%) of the Member’s Total Assets as represented on the Member’s most recently delivered financial statements;
		

		
			(b) the Value of such Transferred Assets, when combined with all other Transfers made since the Member’s most recently delivered financial statements, does not equal more than six percent (6%) of the Total Assets as represented on the Member’s most recently delivered financial statements; and
		

		
			(c) such Transfer does not result in Member’s total outstanding Advances exceeding 40% of its Total Assets; or
		

		
			 
		

		
			(iii)  for any Transfer not satisfying (i) or (ii) above, the Bank provides its written consent, which consent shall not be unreasonably withheld as long as Member continues to remain in full compliance with the Regulations on lending to captives and there is no Event of Default existing under the Advances Agreement.
		

		
			 
		

		
			Except as expressly set forth above, nothing in this Letter Agreement is intended to modify or restrict the Bank’s rights set forth in the Advances Agreement. With its signature below, Member hereby ratifies and confirms that all terms and conditions in the Advances Agreement remain in full force and effect.
		

		
			 
		

		
			Please acknowledge your agreement to the above terms, by executing and returning a copy this Letter Agreement to the Bank.
		

		
			 
		

		
			 
		

		
			Yours Truly,
		

		
			 
		

		
			 
		

			
					
						 

					
					
						 

				
	
					
						FEDERAL HOME LOAN BANK OF CHICAGO

				
	
					
						 

				
	
					
						 

				
	
					
						/s/

					
					
						 

				
	
					
						Sr. Vice President, Sr. Manager, Credit Analysis

				
	
					
						 

				
	
					
						/s/

					
					
						 

				
	
					
						Sr. Vice President, Chief Credit Officer

				
	
					
						 

				
	
					
						 

				
	
					
						Agreed to on this 15th day of March, 2019

				
	
					
						 

				
	
					
						PROSPECT MORTGAGE INSURANCE, LLC

				
	
					
						 

				
	
					
						 

				
	
					
						/s/ Andrew J. Sossen

					
					
						 

				
	
					
						Name: Andrew J. Sossen

				
	
					
						Title: Chief Operating Officer

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